有報資料

有価証券報告書(内国投資信託受益証券)-第4期(平成31年4月23日-令和2年4月22日)

【提出】: 2020/07/15 9:18
【資料】: PDFをみる
【項目】: 78項目

外国株式MSCI-KOKUSAIマザーファンド
貸借対照表

(単位:円)
	(2020年 4月22日現在)
資産の部
流動資産
預金	3,120,461,821
コール・ローン	748,083,121
株式	558,859,166,806
投資証券	15,299,078,156
派生商品評価勘定	516,941,499
未収入金	1,535,576
未収配当金	611,836,576
差入委託証拠金	2,945,136,440
流動資産合計	582,102,239,995
資産合計	582,102,239,995
負債の部
流動負債
派生商品評価勘定	31,123,329
未払解約金	766,624,133
未払利息	882
その他未払費用	3,468,900
流動負債合計	801,217,244
負債合計	801,217,244
純資産の部
元本等
元本	234,207,680,093
剰余金
期末剰余金又は期末欠損金(△)	347,093,342,658
元本等合計	581,301,022,751
純資産合計	581,301,022,751
負債純資産合計	582,102,239,995

注記表

(重要な会計方針に係る事項に関する注記)

1.運用資産の評価基準及び評価方法	株式
1.運用資産の評価基準及び評価方法	原則として時価で評価しております。時価評価にあたっては、市場価格のある有価証券についてはその最終相場(計算日に最終相場のない場合には、直近の日の最終相場)で評価しております。
	投資証券
	原則として時価で評価しております。時価評価にあたっては、市場価格のある有価証券についてはその最終相場(計算日に最終相場のない場合には、直近の日の最終相場)で評価しております。
	先物取引
	計算日に知りうる直近の日の主たる取引所の発表する清算値段又は最終相場で評価しております。
	為替予約取引
	計算日において予約為替の受渡日の対顧客先物相場の仲値で評価しております。
2.外貨建資産・負債の本邦通貨への換算基準	信託財産に属する外貨建資産・負債の円換算は、原則として、わが国における計算期間末日の対顧客電信売買相場の仲値によって計算しております。
3.費用・収益の計上基準	受取配当金
3.費用・収益の計上基準	原則として配当落ち日において、確定配当金額又は予想配当金額を計上しております。投資信託受益証券については、原則として収益分配金落ち日において、当該収益分配金額を計上しております。
	有価証券売買等損益
	約定日基準で計上しております。
	派生商品取引等損益
	約定日基準で計上しております。
	為替差損益
	約定日基準で計上しております。
4.金融商品の時価等に関する事項の補足説明	金融商品の時価には、市場価格に基づく価額のほか、市場価格がない場合には合理的に算定された価額が含まれております。当該価額の算定においては一定の前提条件等を採用しているため、異なる前提条件等によった場合、当該価額が異なることもあります。また、デリバティブ取引に関する契約額等は、あくまでもデリバティブ取引における名目的な契約額または計算上の想定元本であり、当該金額自体がデリバティブ取引の市場リスクの大きさを示すものではありません。

(貸借対照表に関する注記)

2020年 4月22日現在
1.	計算期間の末日における1単位当たりの純資産の額
		1口当たり純資産額	2.4820円
		(10,000口当たり純資産額)	(24,820円)

(金融商品に関する注記)

(1)金融商品の状況に関する事項

自 2019年 4月23日
至 2020年 4月22日

1.金融商品に対する取組方針

当ファンドは、投資信託及び投資法人に関する法律第2条第4項に定める証券投資信託であり、信託約款に規定する運用の基本方針に従い、有価証券等の金融商品に対して投資として運用することを目的としております。

2.金融商品の内容及びその金融商品に係るリスク

当ファンドが保有する金融商品の種類は、有価証券、デリバティブ取引、コール・ローン等の金銭債権及び金銭債務であります。
当ファンドが保有する有価証券の詳細は、附属明細表に記載しております。
これらは、株価変動リスク、為替変動リスクなどの市場リスク、信用リスク及び流動性リスクにさらされております。
当ファンドは、信託財産に属する資産の価格変動リスクの低減を目的として、株価指数先物取引を行っております。
当ファンドは、信託財産に属する外貨建資金の受渡を行うことを目的として、為替予約取引を利用しております。

3.金融商品に係るリスク管理体制

委託会社においては、独立した投資リスク管理に関する委員会を設け、パフォーマンスの考査及び運用リスクの管理を行なっております。
○市場リスクの管理
市場リスクに関しては、資産配分等の状況を常時、分析･把握し、投資方針に沿っているか等の管理を行なっております。
○信用リスクの管理
信用リスクに関しては、発行体や取引先の財務状況等に関する情報収集･分析を常時、継続し、格付等の信用度に応じた組入制限等の管理を行なっております。
○流動性リスクの管理
流動性リスクに関しては、必要に応じて市場流動性の状況を把握し、取引量や組入比率等の管理を行なっております。

(2)金融商品の時価等に関する事項

2020年 4月22日現在

1.貸借対照表計上額、時価及び差額

貸借対照表上の金融商品は原則としてすべて時価で評価しているため、貸借対照表計上額と時価との差額はありません。

2.時価の算定方法

株式
(重要な会計方針に係る事項に関する注記)に記載しております。
投資証券
(重要な会計方針に係る事項に関する注記)に記載しております。
派生商品評価勘定
デリバティブ取引については、附属明細表に記載しております。
コール・ローン等の金銭債権及び金銭債務
これらの科目は短期間で決済されるため、帳簿価額は時価と近似していることから、当該帳簿価額を時価としております。

(その他の注記)
元本の移動及び期末元本額の内訳

2020年 4月22日現在
期首	2019年 4月23日
本報告書における開示対象ファンドの期首における当ファンドの元本額	206,020,646,067円
同期中における追加設定元本額	60,761,820,656円
同期中における一部解約元本額	32,574,786,630円
期末元本額	234,207,680,093円
期末元本額の内訳*
バランスセレクト30	48,039,541円
バランスセレクト50	147,740,559円
バランスセレクト70	158,105,510円
野村外国株式インデックスファンド	522,689,497円
野村世界6資産分散投信(安定コース)	5,158,384,467円
野村世界6資産分散投信(分配コース)	6,816,409,083円
野村世界6資産分散投信(成長コース)	4,688,767,373円
野村資産設計ファンド2015	17,960,689円
野村資産設計ファンド2020	20,278,338円
野村資産設計ファンド2025	33,068,615円
野村資産設計ファンド2030	40,348,933円
野村資産設計ファンド2035	31,073,915円
野村資産設計ファンド2040	64,442,100円
野村外国株インデックス Bコース(野村投資一任口座向け)	36,281,405,301円
のむラップ・ファンド(保守型)	1,208,331,157円
のむラップ・ファンド(普通型)	8,716,217,122円
のむラップ・ファンド(積極型)	5,836,000,561円
野村資産設計ファンド2045	9,545,218円
野村インデックスファンド・外国株式	5,239,573,761円
マイ・ロード	1,497,755,894円
ネクストコア	11,707,262円
野村インデックスファンド・海外5資産バランス	130,796,832円
野村外国株インデックスBコース(野村SMA・EW向け)	1,589,854,403円
野村世界6資産分散投信(配分変更コース)	607,510,683円
野村資産設計ファンド2050	15,747,156円
野村ターゲットデートファンド2016 2026-2028年目標型	5,410,981円
野村ターゲットデートファンド2016 2029-2031年目標型	2,450,053円
野村ターゲットデートファンド2016 2032-2034年目標型	1,927,334円
野村ターゲットデートファンド2016 2035-2037年目標型	1,195,125円
のむラップ・ファンド(やや保守型)	219,247,303円
のむラップ・ファンド(やや積極型)	460,067,754円
インデックス・ブレンド(タイプⅠ)	2,672,139円
インデックス・ブレンド(タイプⅡ)	3,386,639円
インデックス・ブレンド(タイプⅢ)	21,550,389円
インデックス・ブレンド(タイプⅣ)	7,469,382円
インデックス・ブレンド(タイプⅤ)	28,611,732円
野村6資産均等バランス	709,044,041円
野村つみたて外国株投信	4,526,019,751円
野村外国株(含む新興国)インデックス Bコース(野村投資一任口座向け)	3,650,425,740円
世界6資産分散ファンド	72,615,879円
野村資産設計ファンド2060	5,355,129円
野村スリーゼロ先進国株式投信	3,199,060円
NEXT FUNDS 外国株式・MSCI-KOKUSAI指数(為替ヘッジなし)連動型上場投信	503,832,879円
ファンドラップ(ウエルス・スクエア)外国株式	1,306,209,579円
グローバル・インデックス・バランス25VA(適格機関投資家専用)	279,862,721円
グローバル・インデックス・バランス50VA(適格機関投資家専用)	197,800,176円
グローバル・インデックス・バランス40VA(適格機関投資家専用)	1,270,762,969円
グローバル・インデックス・バランス60VA(適格機関投資家専用)	2,336,956,144円
ワールド・インデックス・ファンドVA安定型(適格機関投資家専用)	2,932,981円
ワールド・インデックス・ファンドVAバランス型(適格機関投資家専用)	7,204,525円
ワールド・インデックス・ファンドVA積極型(適格機関投資家専用)	759,839円
野村ワールド・インデックス・バランス35VA(適格機関投資家専用)	3,683,070円
野村ワールド・インデックス・バランス50VA(適格機関投資家専用)	52,413,376円
野村外国株式インデックスファンド(適格機関投資家専用)	15,941,557円
野村世界インデックス・バランス40VA(適格機関投資家専用)	15,561,018円
野村グローバル・インデックス・バランス25VA(適格機関投資家専用)	46,527,651円
野村グローバル・インデックス・バランス50VA(適格機関投資家専用)	168,759,299円
野村グローバル・インデックス・バランス75VA(適格機関投資家専用)	3,159,639,377円
野村世界バランス25VA(適格機関投資家専用)	50,404,871円
野村MSCI-KOKUSAIインデックスファンド(適格機関投資家専用)	30,716,895円
ノムラFOFs用インデックスファンド・外国株式(適格機関投資家専用)	1,077,431,370円
野村FoFs用・外国株式MSCI-KOKUSAIインデックスファンド(適格機関投資家専用)	16,291,958,010円
野村FOFs用・ターゲット・リターン・8資産バランス(2%コース向け)(適格機関投資家専用)	171,376円
バランスセレクト30(確定拠出年金向け)	1,982,969円
バランスセレクト50(確定拠出年金向け)	11,427,119円
バランスセレクト70(確定拠出年金向け)	12,371,453円
野村外国株式インデックスファンド・MSCI-KOKUSAI(確定拠出年金向け)	67,969,191,892円
マイバランス30(確定拠出年金向け)	3,022,019,775円
マイバランス50(確定拠出年金向け)	10,230,673,704円
マイバランス70(確定拠出年金向け)	8,964,128,693円
マイバランスDC30	1,082,968,421円
マイバランスDC50	2,053,945,666円
マイバランスDC70	1,586,750,810円
野村DC外国株式インデックスファンド・MSCI-KOKUSAI	22,598,650,040円
野村DC運用戦略ファンド	173,609,662円
野村DC運用戦略ファンド(マイルド)	13,140,801円
マイターゲット2050(確定拠出年金向け)	307,309,268円
マイターゲット2030(確定拠出年金向け)	258,828,369円
マイターゲット2040(確定拠出年金向け)	196,787,818円
野村世界6資産分散投信(DC)安定コース	12,505,984円
野村世界6資産分散投信(DC)インカムコース	6,556,922円
野村世界6資産分散投信(DC)成長コース	25,246,188円
野村資産設計ファンド(DC・つみたてNISA)2030	3,139,004円
野村資産設計ファンド(DC・つみたてNISA)2040	2,419,687円
野村資産設計ファンド(DC・つみたてNISA)2050	2,340,664円
マイターゲット2035(確定拠出年金向け)	104,631,636円
マイターゲット2045(確定拠出年金向け)	69,677,152円
マイターゲット2055(確定拠出年金向け)	29,754,886円
マイターゲット2060(確定拠出年金向け)	34,711,155円
野村資産設計ファンド(DC・つみたてNISA)2060	978,271円

*は当該親投資信託受益証券を投資対象とする証券投資信託ごとの元本額

附属明細表

第1 有価証券明細表
(1)株式(2020年4月22日現在)

種類	通貨	銘柄	株式数	評価額		備考
種類	通貨	銘柄	株式数	単価	金額	備考
株式	米ドル	BAKER HUGHES CO	101,000	12.75	1,287,750.00
		HALLIBURTON CO	147,000	7.46	1,096,620.00
		NATIONAL OILWELL VARCO INC	58,000	11.48	665,840.00
		SCHLUMBERGER LTD	224,000	14.69	3,290,560.00
		TECHNIPFMC PLC	61,000	7.53	459,330.00
		APACHE CORPORATION	54,100	8.57	463,637.00
		CABOT OIL & GAS CORP	64,000	21.03	1,345,920.00
		CHENIERE ENERGY INC	36,400	41.30	1,503,320.00
		CHEVRON CORP	301,500	81.64	24,614,460.00
		CONCHO RESOURCES INC	31,000	49.61	1,537,910.00
		CONOCOPHILLIPS	176,300	33.19	5,851,397.00
		CONTINENTAL RESOURCES INC/OK	13,900	11.02	153,178.00
		DEVON ENERGY CORP	62,400	9.05	564,720.00
		DIAMONDBACK ENERGY INC	23,100	31.40	725,340.00
		EOG RESOURCES INC	93,900	40.50	3,802,950.00
		EXXON MOBIL CORP	674,500	40.96	27,627,520.00
		HESS CORP	43,200	36.37	1,571,184.00
		HOLLYFRONTIER CORP	23,600	26.58	627,288.00
		KINDER MORGAN INC	326,000	14.46	4,713,960.00
		MARATHON OIL CORP	123,000	4.24	521,520.00
		MARATHON PETROLEUM CORP	105,000	23.72	2,490,600.00
		NOBLE ENERGY INC	71,000	6.72	477,475.00
		OCCIDENTAL PETE CORP	142,000	12.34	1,752,280.00
		ONEOK INC	67,000	26.93	1,804,310.00
		PHILLIPS 66	70,300	56.80	3,993,040.00
		PIONEER NATURAL RESOURCES CO	26,100	73.47	1,917,567.00
		TARGA RESOURCES CORP	34,800	7.84	272,832.00
		VALERO ENERGY CORP	65,900	49.45	3,258,755.00
		WILLIAMS COS	191,000	18.02	3,441,820.00
		AIR PRODUCTS	35,300	207.39	7,320,867.00
		ALBEMARLE CORP	16,700	57.86	966,262.00
		AXALTA COATING SYSTEMS LTD	36,000	17.05	613,800.00
		CELANESE CORP-SERIES A	19,600	73.46	1,439,816.00
		CF INDUSTRIES HOLDINGS INC	35,300	26.86	948,158.00
		CORTEVA INC	120,000	24.27	2,912,400.00
		DOW INC	119,600	30.88	3,693,248.00
		DUPONT DE NEMOURS INC	119,400	39.07	4,664,958.00
		EASTMAN CHEMICAL CO.	20,800	52.72	1,096,576.00
		ECOLAB INC	41,300	170.16	7,027,608.00
		FMC CORP	21,100	83.59	1,763,749.00
		INTERNATIONAL FLAVORS & FRAGRANCE	16,600	122.17	2,028,022.00
		LINDE PLC	85,100	178.88	15,222,688.00
		LYONDELLBASELL INDU-CL A	42,100	46.63	1,963,123.00
		MOSAIC CO/THE	56,000	10.89	609,840.00
		PPG INDUSTRIES	36,800	88.01	3,238,768.00
		RPM INTERNATIONAL INC	21,100	62.82	1,325,502.00
		SHERWIN-WILLIAMS	13,220	484.90	6,410,378.00
		WESTLAKE CHEMICAL CORP	5,000	38.03	190,150.00
		MARTIN MARIETTA MATERIALS	9,700	179.25	1,738,725.00
		VULCAN MATERIALS CO	20,800	106.00	2,204,800.00
		AMCOR PLC	250,000	8.26	2,065,000.00
		AVERY DENNISON CORP	13,400	103.26	1,383,684.00
		BALL CORP	49,800	65.54	3,263,892.00
		CROWN HOLDINGS INC	21,200	59.48	1,260,976.00
		IP(INTERNATIONAL PAPER CO)	59,800	30.12	1,801,176.00
		PACKAGING CORP OP AMERICA	14,500	85.68	1,242,360.00
		SEALED AIR CORP	26,500	28.18	746,770.00
		WESTROCK CO	38,700	29.07	1,125,009.00
		FREEPORT-MCMORAN INC	225,000	7.41	1,667,250.00
		NEWMONT CORP	130,500	59.27	7,734,735.00
		NUCOR CORP	46,700	36.05	1,683,535.00
		STEEL DYNAMICS	33,400	22.22	742,148.00
		BOEING CO	84,700	136.33	11,547,151.00
		GENERAL DYNAMICS	39,200	131.69	5,162,248.00
	HEICO CORP	6,300	75.69	476,847.00
	HEICO CORP-CLASS A	12,400	67.10	832,040.00
	HOWMET AEROSPACE INC	57,000	10.59	603,630.00
	HUNTINGTON INGALLS INDUSTRIE	6,500	184.45	1,198,925.00
	L3HARRIS TECHNOLOGIES INC	35,200	187.78	6,609,856.00
	LOCKHEED MARTIN	40,230	373.44	15,023,491.20
	NORTHROP GRUMMAN CORP	25,630	333.68	8,552,218.40
	RAYTHEON TECHNOLOGIES CORP	241,600	62.65	15,136,240.00
	SPIRIT AEROSYSTEMS HOLD-CL A	14,600	19.37	282,802.00
	TELEDYNE TECHNOLOGIES INC	5,770	304.80	1,758,696.00
	TEXTRON INC	37,900	26.15	991,085.00
	TRANSDIGM GROUP INC	7,660	307.75	2,357,365.00
	ALLEGION PLC	14,800	90.76	1,343,248.00
	CARRIER GLOBAL CORP	130,000	14.69	1,909,700.00
	FORTUNE BRANDS HOME & SECURITY INC	21,600	42.25	912,600.00
	JOHNSON CONTROLS INTERNATIONAL PLC	124,600	27.59	3,437,714.00
	LENNOX INTERNATIONAL INC	5,700	172.95	985,815.00
	MASCO CORP	46,300	38.46	1,780,698.00
	OWENS CORNING INC	16,800	37.23	625,464.00
	SMITH (A.O.) CORP	21,800	38.72	844,096.00
	TRANE TECHNOLOGIES PLC	37,600	80.50	3,026,800.00
	JACOBS ENGINEERING GROUP INC	21,600	78.21	1,689,336.00
	ACUITY BRANDS INC	6,200	82.09	508,958.00
	AMETEK INC	35,500	73.91	2,623,805.00
	EATON CORP PLC	66,500	76.91	5,114,515.00
	EMERSON ELEC	97,300	50.77	4,939,921.00
	ROCKWELL AUTOMATION INC	18,700	164.46	3,075,402.00
	SENSATA TECHNOLOGIES HOLDING	24,500	31.68	776,160.00
	3M CORP	91,200	141.63	12,916,656.00
	GENERAL ELEC CO	1,385,000	6.48	8,974,800.00
	HONEYWELL INTERNATIONAL INC	113,200	132.00	14,942,400.00
	JARDINE MATHESON HLDGS LTD	35,400	50.40	1,784,160.00
	JARDINE STRATEGIC HLDGS LTD	33,300	23.26	774,558.00
	ROPER TECHNOLOGIES INC	16,410	310.58	5,096,617.80
	CATERPILLAR INC DEL	88,400	109.85	9,710,740.00
	CUMMINS INC	23,500	142.38	3,345,930.00
	DEERE & COMPANY	47,100	134.06	6,314,226.00
	DOVER CORP	22,900	84.51	1,935,279.00
	FLOWSERVE CORP	20,600	23.93	492,958.00
	FORTIVE CORP	47,600	55.84	2,657,984.00
	IDEX CORP	12,300	148.63	1,828,149.00
	ILLINOIS TOOL WORKS INC	51,100	151.77	7,755,447.00
	INGERSOLL-RAND INC	58,000	26.38	1,530,040.00
	MIDDLEBY CORP	8,700	49.27	428,649.00
	OTIS WORLDWIDE CORP	65,000	45.90	2,983,500.00
	PACCAR	55,900	65.72	3,674,027.50
	PARKER HANNIFIN CORP	20,100	130.42	2,621,442.00
	PENTAIR PLC	23,200	29.25	678,600.00
	SNAP-ON INC	8,400	110.54	928,536.00
	STANLEY BLACK & DECKER INC	23,900	106.34	2,541,526.00
	WABCO HOLDINGS INC	8,100	134.73	1,091,313.00
	WABTEC CORP	28,800	50.06	1,441,728.00
	XYLEM INC	27,800	68.08	1,892,624.00
	AERCAP HOLDINGS NV	21,000	22.60	474,600.00
	FASTENAL CO	92,100	34.14	3,144,294.00
	GRAINGER(W.W.) INC	7,480	270.09	2,020,273.20
	HD SUPPLY HOLDINGS INC	26,800	27.08	725,744.00
	UNITED RENTALS INC	12,500	97.67	1,220,875.00
	CINTAS CORP	14,200	190.50	2,705,100.00
	COPART INC	33,700	66.14	2,229,086.50
	REPUBLIC SERVICES INC-CL A	35,900	76.57	2,748,863.00
	ROLLINS INC	23,900	37.06	885,734.00
	WASTE CONNECTIONS INC	42,300	84.02	3,554,046.00
	WASTE MANAGEMENT INC	66,800	96.73	6,461,564.00
	C.H.ROBINSON WORLDWIDE INC	22,100	70.96	1,568,216.00
	EXPEDITORS INTERNATIONAL WASH INC	27,300	69.67	1,901,991.00
	FEDEX CORPORATION	39,100	120.48	4,710,768.00
	UNITED PARCEL SERVICE-CL B	111,200	100.62	11,188,944.00
	XPO LOGISTICS INC	14,300	57.90	827,970.00
	AMERICAN AIRLINES GROUP INC	14,600	11.00	160,600.00
	DELTA AIR LINES INC	25,200	23.10	582,120.00
	SOUTHWEST AIRLINES	19,800	30.11	596,178.00
	UNITED AIRLINES HOLDINGS INC	9,200	27.88	256,496.00
	AMERCO	1,170	259.17	303,228.90
	CSX CORP	118,400	59.48	7,042,432.00
	HUNT J B TRANSPORT SVCS INC	13,200	99.88	1,318,416.00
	KANSAS CITY SOUTHERN	16,000	131.01	2,096,160.00
	KNIGHT-SWIFT TRANSPORTATION HOLDINGS INC	20,800	35.19	731,952.00
	NORFOLK SOUTHERN CORP	41,500	150.00	6,225,000.00
	OLD DOMINION FREIGHT LINE	15,300	124.17	1,899,801.00
	UBER TECHOLOGIES INC	65,500	27.19	1,780,945.00
	UNION PAC CORP	110,000	144.41	15,885,100.00
	APTIV PLC	41,500	58.35	2,421,525.00
	AUTOLIV INC	11,900	54.46	648,074.00
	BORGWARNER INC	35,000	25.51	892,850.00
	LEAR CORP	8,400	83.37	700,308.00
	FORD MOTOR COMPANY	607,000	4.77	2,895,390.00
	GENERAL MOTORS CO	205,000	21.24	4,354,200.00
	HARLEY-DAVIDSON INC	22,400	17.74	397,376.00
	TESLA INC	21,580	686.72	14,819,417.60
	DR HORTON INC	53,800	38.02	2,045,476.00
	GARMIN LTD	20,500	78.04	1,599,820.00
	LEGGETT & PLATT INC	18,900	26.99	510,111.00
	LENNAR CORP-A	43,000	40.15	1,726,450.00
	MOHAWK INDUSTRIES	10,200	73.05	745,110.00
	NEWELL BRANDS INC	66,000	12.52	826,320.00
	NVR INC	559	2,805.44	1,568,240.96
	PULTEGROUP INC	43,000	24.18	1,039,740.00
	WHIRLPOOL CORP	9,400	98.18	922,892.00
	HASBRO INC	21,400	72.34	1,548,076.00
	POLARIS INC	8,300	59.12	490,696.00
	CAPRI HOLDINGS LTD	19,900	11.48	228,452.00
	HANESBRANDS INC	51,000	8.68	442,680.00
	LULULEMON ATHLETICA INC	17,900	206.72	3,700,288.00
	NIKE INC-B	198,900	85.20	16,946,280.00
	PVH CORP	11,600	39.33	456,228.00
	RALPH LAUREN CORPORATION	7,800	68.32	532,896.00
	TAPESTRY INC	45,000	13.75	618,750.00
	UNDER ARMOUR INC-CLASS A	24,000	9.54	228,960.00
	UNDER ARMOUR INC-CLASS C	25,000	8.52	213,000.00
	V F CORP	55,000	53.34	2,933,700.00
	ARAMARK	41,000	20.43	837,630.00
	CARNIVAL CORP	79,000	11.84	935,360.00
	CHIPOTLE MEXICAN GRILL INC	4,120	786.69	3,241,162.80
	DARDEN RESTAURANTS INC	19,800	63.32	1,253,736.00
	DOMINOS PIZZA INC	6,280	365.22	2,293,581.60
	HILTON WORLDWIDE HOLDINGS IN	43,400	71.35	3,096,590.00
	LAS VEGAS SANDS CORP	53,800	40.69	2,189,122.00
	MARRIOTT INTERNATIONAL-CLA	44,900	79.90	3,587,510.00
	MCDONALD'S CORP	120,100	177.58	21,327,358.00
	MELCO RESORTS & ENTERT-ADR	34,000	14.02	476,680.00
	MGM RESORTS INTERNATIONAL	79,000	13.19	1,042,010.00
	NORWEGIAN CRUISE LINE HOLDIN	33,000	11.00	363,000.00
	ROYAL CARIBBEAN CRUISES LTD	26,600	34.43	915,838.00
	STARBUCKS CORP	187,200	72.72	13,613,184.00
	VAIL RESORTS INC	6,000	150.59	903,540.00
	WYNN RESORTS LTD	15,500	70.40	1,091,200.00
	YUM BRANDS INC	48,800	81.20	3,962,560.00
	GENUINE PARTS CO	23,200	71.04	1,648,128.00
	LKQ CORP	51,000	19.93	1,016,430.00
	AMAZON.COM INC	67,070	2,328.12	156,147,008.40
	BOOKING HOLDINGS INC	6,650	1,342.22	8,925,763.00
	EBAY INC	124,500	37.61	4,682,445.00
	EXPEDIA GROUP INC	22,900	57.25	1,311,025.00
	GRUBHUB INC	14,500	40.93	593,485.00
	MERCADOLIBRE INC	7,170	573.38	4,111,134.60
	WAYFAIR INC - CLASS A	10,600	95.84	1,015,904.00
	DOLLAR GENERAL CORP	40,900	178.74	7,310,466.00
	DOLLAR TREE INC	37,600	77.74	2,923,024.00
	KOHLS CORP	25,300	16.48	416,944.00
	NORDSTROM INC	15,000	16.68	250,200.00
	TARGET CORP	80,500	106.90	8,605,450.00
	ADVANCE AUTO PARTS	10,900	113.51	1,237,259.00
	AUTOZONE	3,820	978.85	3,739,207.00
	BEST BUY COMPANY INC	38,600	67.80	2,617,080.00
	BURLINGTON STORES INC	10,500	172.59	1,812,195.00
	CARMAX INC	26,100	63.58	1,659,438.00
	GAP INC	31,500	7.56	238,140.00
	HOME DEPOT	173,800	200.61	34,866,018.00
	LOWES COS INC	122,800	92.62	11,373,736.00
	OREILLY AUTOMOTIVE INC,	11,970	358.30	4,288,851.00
	ROSS STORES INC	57,700	82.70	4,771,790.00
	TIFFANY & CO	16,900	129.32	2,185,508.00
	TJX COS INC	193,500	46.05	8,910,675.00
	TRACTOR SUPPLY COMPANY	19,300	93.13	1,797,409.00
	ULTA BEAUTY INC	9,200	201.57	1,854,444.00
	COSTCO WHOLESALE CORPORATION	70,460	301.33	21,231,711.80
	DAIRY FARM INTL HLDGS LTD	45,000	4.62	207,900.00
	KROGER CO	126,900	32.17	4,082,373.00
	SYSCO CORP	75,800	49.10	3,721,780.00
	WALGREENS BOOTS ALLIANCE INC	120,900	42.55	5,144,295.00
	WALMART INC	226,700	129.21	29,291,907.00
	BROWN-FORMAN CORP-CL B	50,000	60.29	3,014,500.00
	COCA COLA CO	648,700	45.38	29,438,006.00
	COCA-COLA EUROPEAN PARTNERS	35,100	38.82	1,362,582.00
	CONSTELLATION BRANDS INC-A	26,800	153.02	4,100,936.00
	MOLSON COORS BEVERAGE CO-B	31,400	42.10	1,321,940.00
	MONSTER BEVERAGE CORP	63,800	59.04	3,766,752.00
	PEPSICO INC	222,300	130.94	29,107,962.00
	ARCHER DANIELS MIDLAND	88,400	35.00	3,094,000.00
	BUNGE LIMITED	22,000	36.13	794,860.00
	CAMPBELL SOUP CO	27,400	50.44	1,382,056.00
	CONAGRA BRANDS INC	76,900	33.83	2,601,527.00
	GENERAL MILLS	97,100	59.78	5,804,638.00
	HERSHEY CO/THE	23,500	141.62	3,328,070.00
	HORMEL FOODS CORP	45,600	48.93	2,231,208.00
	INGREDION INC	11,200	77.44	867,328.00
	JM SMUCKER CO/THE-NEW	18,600	117.36	2,182,896.00
	KELLOGG CO	40,000	65.52	2,620,800.00
	KRAFT HEINZ CO/THE	108,800	28.47	3,097,536.00
	LAMB WESTON HOLDINGS INC	23,900	55.71	1,331,469.00
	MCCORMICK & CO INC.	19,900	151.18	3,008,482.00
	MONDELEZ INTERNATIONAL INC	228,300	51.08	11,661,564.00
	TYSON FOODS INC-CL A	46,900	61.91	2,903,579.00
	ALTRIA GROUP INC	298,500	37.76	11,271,360.00
	PHILIP MORRIS INTERNATIONAL	248,300	72.28	17,947,124.00
	CHURCH & DWIGHT CO INC	39,500	70.55	2,786,725.00
	CLOROX CO	20,100	190.77	3,834,477.00
	COLGATE PALMOLIVE CO.	129,300	70.61	9,129,873.00
	KIMBERLY-CLARK CORP	54,500	139.47	7,601,115.00
	PROCTER & GAMBLE CO	397,200	119.68	47,536,896.00
	COTY INC-CL A	49,000	5.67	277,830.00
	ESTEE LAUDER COMPANIES-CL A	35,400	161.11	5,703,294.00
	ABBOTT LABORATORIES	281,900	94.05	26,512,695.00
	ABIOMED INC	7,200	164.50	1,184,400.00
	ALIGN TECHNOLOGY INC	11,800	187.26	2,209,668.00
	BAXTER INTERNATIONAL INC.	77,200	90.10	6,955,720.00
	BECTON,DICKINSON	42,900	256.50	11,003,850.00
	BOSTON SCIENTIFIC CORP	223,300	35.05	7,826,665.00
	DANAHER CORP	99,200	153.75	15,252,000.00
	DENTSPLY SIRONA INC	35,200	39.66	1,396,032.00
	DEXCOM INC	14,480	308.39	4,465,487.20
	EDWARDS LIFESCIENCES CORP	33,200	216.02	7,171,864.00
	HOLOGIC INC	43,300	42.35	1,833,755.00
	IDEXX LABORATORIES INC	13,600	259.23	3,525,528.00
	INSULET CORP	9,800	197.51	1,935,598.00
	INTUITIVE SURGICAL INC	18,490	496.63	9,182,688.70
	MEDTRONIC PLC	213,800	97.61	20,869,018.00
	RESMED INC	22,500	157.35	3,540,375.00
	STERIS PLC	13,800	147.78	2,039,364.00
	STRYKER CORP	53,900	178.91	9,643,249.00
	TELEFLEX INC	7,530	328.35	2,472,475.50
	THE COOPER COMPANIES, INC.	8,070	288.53	2,328,437.10
	VARIAN MEDICAL SYSTEMS INC	14,200	104.10	1,478,220.00
	WEST PHARMACEUTICAL SERVICES	11,800	165.20	1,949,360.00
	ZIMMER BIOMET HOLDINGS INC	33,200	112.14	3,723,048.00
	AMERISOURCEBERGEN CORP	23,900	85.57	2,045,123.00
	ANTHEM INC	40,300	249.37	10,049,611.00
	CARDINAL HEALTH INC	47,200	48.27	2,278,344.00
	CENTENE CORP	92,100	66.24	6,100,704.00
	CIGNA CORP	59,200	177.91	10,532,272.00
	CVS HEALTH CORP	206,200	60.25	12,423,550.00
	DAVITA INC	14,800	72.53	1,073,444.00
	HCA HEALTHCARE INC	43,700	105.47	4,609,039.00
	HENRY SCHEIN INC	23,100	52.03	1,201,893.00
	HUMANA INC	21,070	358.86	7,561,180.20
	LABORATORY CRP OF AMER HLDGS	15,800	148.18	2,341,244.00
	MCKESSON CORP	25,600	132.44	3,390,464.00
	QUEST DIAGNOSTICS INC	22,000	94.46	2,078,120.00
	UNITEDHEALTH GROUP INC	150,920	274.19	41,380,754.80
	UNIVERSAL HEALTH SERVICES-B	13,200	97.78	1,290,696.00
	ABBVIE INC	235,900	80.36	18,956,924.00
	ALEXION PHARMACEUTICALS INC	35,800	103.39	3,701,362.00
	ALNYLAM PHARMACEUTICALS INC	17,500	137.85	2,412,375.00
	AMGEN INC	94,800	230.75	21,875,100.00
	BEIGENE, LTD ADR	6,300	158.53	998,739.00
	BIOGEN INC	28,870	329.01	9,498,518.70
	BIOMARIN PHARMACEUTICAL INC	28,000	90.72	2,540,160.00
	EXACT SCIENCES CORP	22,600	76.51	1,729,126.00
	GILEAD SCIENCES INC	200,400	78.53	15,737,412.00
	INCYTE CORP	28,500	99.46	2,834,610.00
	IONIS PHARMACEUTICALS INC	21,400	53.38	1,142,332.00
	NEUROCRINE BIOSCIENCES INC	14,200	97.00	1,377,400.00
	REGENERON PHARMACEUTICALS	12,750	544.46	6,941,865.00
	SAREPTA THERAPEUTICS INC	12,300	113.40	1,394,820.00
	SEATTLE GENETICS INC	18,700	137.37	2,568,819.00
	VERTEX PHARMACEUTICALS	41,100	262.80	10,801,080.00
	ALLERGAN PLC	52,100	184.04	9,588,484.00
	BRISTOL-MYERS SQUIBB CO	373,900	60.59	22,654,601.00
	ELANCO ANIMAL HEALTH INC	60,000	23.88	1,432,800.00
	ELI LILLY & CO.	137,800	152.67	21,037,926.00
	JAZZ PHARMACEUTICALS PLC	9,000	103.25	929,250.00
	JOHNSON & JOHNSON	419,100	149.68	62,730,888.00
	MERCK & CO INC	405,700	78.56	31,871,792.00
	MYLAN NV	86,000	15.13	1,301,180.00
	PERRIGO CO PLC	19,600	49.69	973,924.00
	PFIZER INC	882,000	35.62	31,416,840.00
	TEVA PHARMACEUTICAL-SP ADR	179,000	9.76	1,747,040.00
	ZOETIS INC	75,600	124.70	9,427,320.00
	BANK OF AMERICA CORP	1,362,000	21.64	29,473,680.00
	CITIGROUP	345,800	41.57	14,374,906.00
	CITIZENS FINANCIAL GROUP	70,000	19.29	1,350,300.00
	COMERICA INC	23,000	29.43	676,890.00
	EAST WEST BANCORP INC	20,700	27.36	566,352.00
	FIFTH THIRD BANCORP	112,000	16.26	1,821,120.00
	FIRST REPUBLIC BANK/CA	27,100	97.73	2,648,483.00
	HUNTINGTON BANCSHARES INC	169,000	7.80	1,318,200.00
	JPMORGAN CHASE & CO	499,600	89.05	44,489,380.00
	KEYCORP	158,000	10.32	1,630,560.00
	M & T BANK CORP	20,000	104.63	2,092,600.00
	PEOPLES UNITED FINANCIAL INC	71,000	10.98	779,580.00
	PNC FINANCIAL	70,300	99.00	6,959,700.00
	REGIONS FINANCIAL CORP	150,000	8.88	1,332,000.00
	SIGNATURE BANK	8,900	87.68	780,352.00
	SVB FINANCIAL GROUP	8,100	165.49	1,340,469.00
	TRUIST FINANCIAL CORP	213,300	34.03	7,258,599.00
	US BANCORP	235,700	32.73	7,714,461.00
	WELLS FARGO CO	641,100	26.84	17,207,124.00
	ZIONS BANCORP NA	27,500	28.65	787,875.00
	BERKSHIRE HATHAWAY INC CL B	209,400	183.48	38,420,712.00
	EQUITABLE HOLDINGS INC	62,000	14.63	907,060.00
	JEFFERIES FINANCIAL GROUP INC	43,000	12.11	520,730.00
	VOYA FINANCIAL INC	21,700	41.13	892,521.00
	AFLAC INC	118,300	34.59	4,091,997.00
	ALLEGHANY CORP	2,300	532.90	1,225,670.00
	ALLSTATE CORP	52,100	100.09	5,214,689.00
	AMERICAN FINANCIAL GROUP INC	12,500	62.80	785,000.00
	AMERICAN INTL GROUP	137,800	22.25	3,066,050.00
	AON PLC	36,900	178.18	6,574,842.00
	ARCH CAPITAL GROUP LTD	63,900	25.29	1,616,031.00
	ARTHUR J GALLAGHER & CO	29,700	77.54	2,302,938.00
	ASSURANT INC	9,000	101.15	910,350.00
	ATHENE HOLDING LTD-CLASS A	21,200	22.25	471,700.00
	BROWN & BROWN INC	38,800	35.50	1,377,400.00
	CHUBB LTD	72,600	112.39	8,159,514.00
	CINCINNATI FINANCIAL CORP	24,600	80.17	1,972,182.00
	ERIE INDEMNITY COMPANY-CL A	3,700	177.41	656,417.00
	EVEREST RE GROUP LTD	6,200	179.60	1,113,520.00
	FNF GROUP	45,400	24.86	1,128,644.00
	GLOBE LIFE INC	15,700	73.51	1,154,107.00
	HARTFORD FINANCIAL SERVICES	58,300	36.76	2,143,108.00
	LINCOLN NATIONAL CORP	29,900	27.13	811,187.00
	LOEWS CORP	43,300	33.71	1,459,643.00
	MARKEL CORP	2,130	889.44	1,894,507.20
	MARSH & MCLENNAN COS	80,900	92.70	7,499,430.00
	METLIFE INC	125,000	31.46	3,932,500.00
	PRINCIPAL FINANCIAL GROUP	44,400	28.43	1,262,292.00
	PROGRESSIVE CO	93,700	81.25	7,613,125.00
	PRUDENTIAL FINANCIAL INC	63,000	51.79	3,262,770.00
	REINSURANCE GROUP OF AMERICA	10,500	96.24	1,010,520.00
	RENAISSANCERE HOLDINGS LTD	6,700	148.34	993,878.00
	TRAVELERS COS INC/THE	40,800	101.78	4,152,624.00
	UNUM GROUP	31,200	14.39	448,968.00
	WILLIS TOWERS WATSON PLC	20,200	182.50	3,686,500.00
	WR BERKLEY CORP	24,100	53.35	1,285,735.00
	ACCENTURE PLC-CL A	101,400	166.24	16,856,736.00
	AKAMAI TECHNOLOGIES	25,800	103.36	2,666,688.00
	ALLIANCE DATA SYSTEMS CORP	6,600	35.97	237,402.00
	AUTOMATIC DATA PROCESS	69,200	133.61	9,245,812.00
	BLACK KNIGHT INC	24,200	65.98	1,596,716.00
	BOOZ ALLEN HAMILTON HOLDINGS	22,600	73.49	1,660,874.00
	BROADRIDGE FINANCIAL SOLUTIONS INC	17,900	107.36	1,921,744.00
	COGNIZANT TECH SOLUTIONS CORP	86,600	50.99	4,415,734.00
	DXC TECHNOLOGY CO	37,800	14.41	544,698.00
	EPAM SYSTEMS INC	8,400	193.98	1,629,432.00
	FIDELITY NATIONAL INFORMATION	97,400	117.47	11,441,578.00
	FISERV INC	92,500	91.76	8,487,800.00
	FLEETCOR TECHNOLOGIES INC	13,800	204.30	2,819,340.00
	GARTNER INC	14,100	101.58	1,432,278.00
	GLOBAL PAYMENTS INC	47,300	141.29	6,683,017.00
	GODADDY INC - CLASS A	26,900	64.41	1,732,629.00
	INTERNATIONAL BUSINESS MACHINES	140,300	116.76	16,381,428.00
	JACK HENRY & ASSOCIATES INC	12,500	156.38	1,954,750.00
	LEIDOS HOLDINGS INC	21,500	94.56	2,033,040.00
	MASTERCARD INC	143,000	245.35	35,085,050.00
	MONGODB INC	7,400	152.24	1,126,576.00
	OKTA INC	16,500	148.41	2,448,765.00
	PAYCHEX INC	50,500	64.02	3,233,010.00
	PAYPAL HOLDINGS INC	178,000	107.54	19,142,120.00
	SABRE CORP	42,000	5.57	233,940.00
	SQUARE INC - A	55,700	57.40	3,197,180.00
	TWILIO INC - A	18,600	105.00	1,953,000.00
	VERISIGN INC	17,000	206.75	3,514,750.00
	VISA INC-CLASS A SHARES	272,800	160.53	43,792,584.00
	WESTERN UNION CO	66,000	18.69	1,233,540.00
	WIX.COM LTD	7,700	126.43	973,511.00
	ADOBE INC	77,180	328.99	25,391,448.20
	ANSYS INC	13,400	253.28	3,393,952.00
	AUTODESK INC.	35,000	170.02	5,950,700.00
	CADENCE DESIGN SYS INC	44,600	74.59	3,326,714.00
	CDK GLOBAL INC	20,000	34.05	681,000.00
	CHECK POINT SOFTWARE TECHNOLOGIES LTD.	18,900	101.79	1,923,831.00
	CITRIX SYSTEMS INC	20,900	146.64	3,064,776.00
	CYBERARK SOFTWARE LTD/ISRAEL	5,500	91.29	502,095.00
	DOCUSIGN INC	16,600	99.33	1,648,878.00
	DROPBOX INC-CLASS A	39,000	19.66	766,740.00
	FORTINET INC	22,800	101.18	2,306,904.00
	GUIDEWIRE SOFTWARE INC	13,600	85.26	1,159,536.00
	INTUIT INC	41,300	249.15	10,289,895.00
	MICROSOFT CORP	1,153,300	167.82	193,546,806.00
	NORTONLIFELOCK INC	98,000	19.38	1,899,240.00
	ORACLE CORPORATION	366,600	51.31	18,810,246.00
	PALO ALTO NETWORKS INC	15,200	186.51	2,834,952.00
	PAYCOM SOFTWARE INC	8,100	208.20	1,686,420.00
	PTC INC	17,000	62.97	1,070,490.00
	RINGCENTRAL INC-CLASS A	11,900	234.58	2,791,502.00
	SALESFORCE.COM INC	132,900	150.56	20,009,424.00
	SERVICENOW INC	30,190	288.77	8,717,966.30
	SPLUNK INC	24,800	127.18	3,154,064.00
	SS&C TECHNOLOGIES HOLDINGS	36,700	50.08	1,837,936.00
	SYNOPSYS INC	23,900	144.84	3,461,676.00
	TYLER TECHNOLOGIES INC	6,100	312.90	1,908,690.00
	VMWARE INC - CLASS A	13,000	124.97	1,624,610.00
	WORKDAY INC-CLASS A	26,500	140.15	3,713,975.00
	ARISTA NETWORKS INC	8,700	200.05	1,740,435.00
	CISCO SYSTEMS	676,200	40.55	27,419,910.00
	F5 NETWORKS INC	9,300	119.84	1,114,512.00
	JUNIPER NETWORKS INC	53,000	22.61	1,198,330.00
	MOTOROLA SOLUTIONS INC	26,800	144.68	3,877,424.00
	APPLE INC	707,100	268.37	189,764,427.00
	DELL TECHNOLOGIES-C	26,600	37.40	994,840.00
	HEWLETT PACKARD ENTERPRISE	202,000	9.05	1,828,100.00
	HP INC	232,000	14.42	3,345,440.00
	NETAPP INC	35,200	38.94	1,370,688.00
	SEAGATE TECHNOLOGY	37,300	49.74	1,855,302.00
	WESTERN DIGITAL CORP	47,600	37.83	1,800,708.00
	XEROX HOLDINGS CORP	28,900	16.77	484,653.00
	AMPHENOL CORP-CL A	46,400	76.92	3,569,088.00
	ARROW ELECTRS INC	12,100	50.87	615,527.00
	CDW CORPORATION	22,400	98.84	2,214,128.00
	COGNEX CORP	27,800	46.93	1,304,654.00
	CORNING INC	119,000	19.44	2,313,360.00
	FLEX LTD	76,000	7.49	569,240.00
	FLIR SYSTEMS INC	20,700	40.65	841,455.00
	IPG PHOTONICS CORP	5,900	111.65	658,735.00
	KEYSIGHT TECHNOLOGIES INC	30,400	91.60	2,784,640.00
	TE CONNECTIVITY LTD	52,400	64.55	3,382,420.00
	TRIMBLE INC	38,800	31.68	1,229,184.00
	ZEBRA TECHNOLOGIES CORP-CL A	8,400	192.85	1,619,940.00
	ADVANCED MICRO DEVICES	169,300	52.92	8,959,356.00
	ANALOG DEVICES INC	58,100	96.47	5,604,907.00
	APPLIED MATERIALS	146,900	48.33	7,099,677.00
	BROADCOM INC	63,300	247.65	15,676,245.00
	INTEL CORP	693,000	56.36	39,057,480.00
	KLA CORP	25,300	148.59	3,759,327.00
	LAM RESEARCH	23,100	243.63	5,627,853.00
	MARVELL TECHNOLOGY GROUP LTD	99,000	25.28	2,502,720.00
	MAXIM INTEGRATED PRODUCTS	42,400	50.35	2,134,840.00
	MICROCHIP TECHNOLOGY	37,300	74.85	2,791,905.00
	MICRON TECHNOLOGY	177,300	41.41	7,341,993.00
	NVIDIA CORP	92,690	269.51	24,980,881.90
	NXP SEMICONDUCTORS NV	44,700	81.06	3,623,382.00
	ON SEMICONDUCTOR CORPORATION	69,000	12.83	885,270.00
	QORVO INC	19,100	81.18	1,550,538.00
	QUALCOMM INC	181,000	71.84	13,003,040.00
	SKYWORKS SOLUTIONS INC	27,200	88.10	2,396,320.00
	TERADYNE INC	27,400	60.93	1,669,482.00
	TEXAS INSTRUMENTS INC	148,100	106.84	15,823,004.00
	XILINX INC	39,900	86.32	3,444,168.00
	AT & T INC	1,164,000	29.87	34,768,680.00
	CENTURYLINK INC	161,000	9.71	1,563,310.00
	VERIZON COMMUNICATIONS	658,900	56.82	37,438,698.00
	T-MOBILE US INC	67,830	87.22	5,916,132.60
	ALLIANT ENERGY CORP	37,600	49.70	1,868,720.00
	AMERICAN ELECTRIC POWER	79,200	82.47	6,531,624.00
	DUKE ENERGY CORP	116,300	85.44	9,936,672.00
	EDISON INTERNATIONAL	58,000	58.19	3,375,020.00
	ENTERGY CORP	31,300	94.66	2,962,858.00
	EVERGY INC	35,900	58.24	2,090,816.00
	EVERSOURCE ENERGY	52,100	87.20	4,543,120.00
	EXELON CORPORATION	154,800	35.68	5,523,264.00
	FIRSTENERGY CORP	86,600	43.20	3,741,120.00
	NEXTERA ENERGY INC	78,000	235.42	18,362,760.00
	NRG ENERGY INC	40,500	30.31	1,227,555.00
	OGE ENERGY CORP	32,500	29.46	957,450.00
	PINNACLE WEST CAPITAL CORP	17,000	75.61	1,285,370.00
	PPL CORPORATION	114,800	24.57	2,820,636.00
	SOUTHERN CO.	167,800	55.50	9,312,900.00
	XCEL ENERGY INC	83,600	63.41	5,301,076.00
	ATMOS ENERGY CORP	18,400	100.79	1,854,536.00
	UGI CORP	30,900	27.30	843,570.00
	AMEREN CORPORATION	39,100	74.02	2,894,182.00
	CENTERPOINT ENERGY INC	75,400	15.51	1,169,454.00
	CMS ENERGY CORP	45,600	58.41	2,663,496.00
	CONSOLIDATED EDISON INC	52,500	83.49	4,383,225.00
	DOMINION ENERGY INC	130,600	76.61	10,005,266.00
	DTE ENERGY COMPANY	30,500	99.14	3,023,770.00
	NISOURCE INC	58,200	25.38	1,477,116.00
	PUBLIC SVC ENTERPRISE	81,000	50.01	4,050,810.00
	SEMPRA ENERGY	44,900	119.27	5,355,223.00
	WEC ENERGY GROUP INC	49,800	95.14	4,737,972.00
	AMERICAN WATER WORKS CO INC	28,300	125.43	3,549,669.00
	ESSENTIAL UTILITIES INC	34,900	41.29	1,441,021.00
	ALLY FINANCIAL INC	57,400	14.18	813,932.00
	AMERICAN EXPRESS CO	110,400	81.52	8,999,808.00
	CAPITAL ONE FINANCIAL CORP	75,100	51.16	3,842,116.00
	DISCOVER FINANCIAL SERVICES	49,600	34.30	1,701,280.00
	SYNCHRONY FINANCIAL	94,000	15.17	1,425,980.00
	AMERIPRISE FINANCIAL INC	20,300	103.45	2,100,035.00
	BANK OF NEWYORK MELLON CORP	132,500	35.21	4,665,325.00
	BLACKROCK INC	18,540	474.37	8,794,819.80
	BLACKSTONE GROUP INC/THE-A	104,000	45.50	4,732,000.00
	CBOE GLOBAL MARKETS INC	17,900	100.39	1,796,981.00
	CME GROUP INC	57,300	178.02	10,200,546.00
	E*TRADE FINANCIAL CORP	35,000	37.64	1,317,400.00
	EATON VANCE CORP	16,400	32.56	533,984.00
	FACTSET RESEARCH SYSTEMS INC	5,920	266.54	1,577,916.80
	FRANKLIN RESOURCES INC	43,400	15.98	693,532.00
	GOLDMAN SACHS GROUP	51,000	173.81	8,864,310.00
	INTERCONTINENTAL EXCHANGE INC	89,200	87.53	7,807,676.00
	INVESCO LTD	58,000	8.93	517,940.00
	KKR & CO INC-A	78,400	21.84	1,712,256.00
	MARKETAXESS HOLDINGS INC	6,160	410.49	2,528,618.40
	MOODYS CORP	26,800	228.26	6,117,368.00
	MORGAN STANLEY	194,500	36.95	7,186,775.00
	MSCI INC	13,650	311.32	4,249,518.00
	NASDAQ INC	18,400	105.27	1,936,968.00
	NORTHERN TRUST CORP	32,100	74.43	2,389,203.00
	RAYMOND JAMES FINANCIAL INC	19,600	61.28	1,201,088.00
	S&P GLOBAL INC	39,080	267.23	10,443,348.40
	SCHWAB(CHARLES)CORP	183,700	35.94	6,602,178.00
	SEI INVESTMENTS COMPANY	19,100	48.13	919,283.00
	STATE STREET CORP	58,400	55.99	3,269,816.00
	T ROWE PRICE GROUP INC	36,600	98.85	3,617,910.00
	TD AMERITRADE HOLDING CORP	41,200	37.49	1,544,588.00
	AES CORP	101,000	12.46	1,258,460.00
	VISTRA ENERGY CORP	59,000	17.02	1,004,180.00
	CERNER CORP	49,900	68.59	3,422,641.00
	VEEVA SYSTEMS INC-CLASS A	20,700	176.24	3,648,168.00
	AGILENT TECHNOLOGIES INC	49,000	73.75	3,613,750.00
	BIO-RAD LABORATORIES-A	3,640	417.71	1,520,464.40
	ILLUMINA INC	23,390	310.40	7,260,256.00
	IQVIA HOLDINGS INC	26,500	122.00	3,233,000.00
	METTLER-TOLEDO INTL	3,880	683.43	2,651,708.40
	PERKINELMER INC	17,400	82.64	1,437,936.00
	THERMO FISHER SCIENTIFIC INC	63,960	319.62	20,442,895.20
	WATERS CORP	10,300	185.39	1,909,517.00
	COSTAR GROUP INC	5,810	562.99	3,270,971.90
	EQUIFAX INC	19,500	130.04	2,535,780.00
	IHS MARKIT LTD	61,400	62.57	3,841,798.00
	MANPOWERGROUP INC	9,600	66.65	639,840.00
	NIELSEN HOLDINGS PLC	54,000	11.94	644,760.00
	ROBERT HALF INTERNATIONAL INC	17,100	41.30	706,230.00
	TRUNSUNION	29,000	70.26	2,037,540.00
	VERISK ANALYTICS INC	25,100	145.21	3,644,771.00
	CBRE GROUP INC	51,400	39.97	2,054,458.00
	HONGKONG LAND HOLDINGS LTD	184,000	4.07	748,880.00
	JONES LANG LASALLE INC	7,600	98.98	752,248.00
	ALTICE USA INC-A	20,000	24.89	497,800.00
	CHARTER COMMUNICATIONS INC-A	24,030	490.78	11,793,443.40
	COMCAST CORP-CL A	723,700	35.71	25,843,327.00
	DISCOVERY INC - A	24,500	20.78	509,110.00
	DISCOVERY INC - C	57,000	19.00	1,083,285.00
	DISH NETWORK CORP-A	43,000	21.57	927,510.00
	FOX CORP-CLASS A	58,000	25.54	1,481,320.00
	FOX CORP-CLASS B	25,400	25.05	636,270.00
	INTERPUBRIC GROUP	58,000	14.03	813,740.00
	LIBERTY BROADBAND CORP-C	16,700	122.57	2,046,919.00
	LIBERTY GLOBAL PLC -SERIES C	64,000	16.81	1,075,840.00
	LIBERTY GLOBAL PLC-A	24,000	17.62	422,880.00
	LIBERTY SIRIUS GROUP-C	26,700	29.48	787,116.00
	LIBERTY SIRIUSXM GROUP	12,900	29.08	375,132.00
	NEWS CORP/NEW-CL A-W/I	55,000	8.43	463,925.00
	OMNICOM GROUP	34,500	51.34	1,771,230.00
	SIRIUS XM HOLDINGS INC	255,000	5.00	1,275,000.00
	VIACOMCBS INC-CLASS B	88,000	15.15	1,333,200.00
	ACTIVISION BLIZZARD INC	123,100	65.72	8,090,132.00
	DISNEY (WALT) CO	287,300	100.54	28,885,142.00
	ELECTRONIC ARTS	46,100	113.27	5,221,747.00
	LIBERTY MEDIA CORP-LIBERTY-C	34,000	25.60	870,400.00
	LIVE NATION ENTERTAINMENT IN	23,000	36.47	838,810.00
	NETFLIX INC	69,850	433.83	30,303,025.50
	ROKU INC	14,200	123.56	1,754,552.00
	TAKE-TWO INTERACTIVE SOFTWARE INC	18,100	125.73	2,275,713.00
	ALPHABET INC-CL A	47,710	1,212.16	57,832,153.60
	ALPHABET INC-CL C	49,230	1,216.34	59,880,418.20
	FACEBOOK INC-A	383,200	170.80	65,450,560.00
	IAC/INTERACTIVE CORP	12,600	214.68	2,704,968.00
	MATCH GROUP INC	8,400	76.90	645,960.00
	PINTEREST INC- CLASS A	46,000	16.87	776,020.00
	SNAP INC-A	117,000	12.44	1,455,480.00
	TRIPADVISOR INC	14,600	17.36	253,456.00
	TWITTER INC	114,700	25.75	2,953,525.00
	ZILLOW GROUP INC - C	20,200	36.20	731,240.00
小計	銘柄数:608			3,693,830,175.66
				(398,416,522,746)
	組入時価比率:68.5%			71.4%
カナダドル	CAMECO CORP	69,000	13.36	921,840.00
	CANADIAN NATURAL RESOURCES LTD	187,000	17.60	3,291,200.00
	CENOVUS ENERGY INC	156,000	3.73	581,880.00
	ENBRIDGE INC	321,300	39.90	12,819,870.00
	HUSKY ENERGY INC	52,000	3.67	190,840.00
	IMPERIAL OIL	37,500	17.34	650,250.00
	INTER PIPELINE LTD	60,000	10.20	612,000.00
	KEYERA CORP	34,000	16.67	566,780.00
	OVINTIV INC	41,000	5.50	225,500.00
	PARKLAND FUEL CORP	21,700	26.70	579,390.00
	PEMBINA PIPELINE CORP	88,000	26.59	2,339,920.00
	PRAIRIESKY ROYALTY LTD	31,000	8.41	260,710.00
	SUNCOR ENERGY INC	244,000	20.64	5,036,160.00
	TC ENERGY CORP	149,800	62.80	9,407,440.00
	METHANEX CORP	8,600	17.92	154,112.00
	NUTRIEN LTD	90,000	47.59	4,283,100.00
	CCL INDUSTRIES INC - CL B	24,700	41.23	1,018,381.00
	AGNICO EAGLE MINES LTD	37,700	76.46	2,882,542.00
	BARRICK GOLD	283,000	35.16	9,950,280.00
	FIRST QUANTUM MINERALS LTD	119,000	7.14	849,660.00
	FRANCO-NEVADA CORP	30,400	177.95	5,409,680.00
	KINROSS GOLD CORP	198,000	8.81	1,744,380.00
	KIRKLAND LAKE GOLD LTD	44,100	51.95	2,290,995.00
	LUNDIN MINING CORP	95,000	6.02	571,900.00
	TECK RESOURCES LTD-CLS B	82,000	10.03	822,460.00
	WHEATON PRECIOUS METALS CORP	71,600	49.63	3,553,508.00
	WEST FRASER TIMBER	8,400	28.23	237,132.00
	BOMBARDIER B SHEARS	280,000	0.41	114,800.00
	CAE INC	41,000	20.81	853,210.00
	WSP GLOBAL INC	17,700	87.87	1,555,299.00
	AIR CANADA	20,400	17.75	362,100.00
	CANADIAN NATL RAILWAY CO	114,500	107.70	12,331,650.00
	CANADIAN PACIFIC RAILWAY LTD	21,900	305.50	6,690,450.00
	MAGNA INTERNATIONAL INC	45,100	49.05	2,212,155.00
	GILDAN ACTIVEWEAR INC	31,800	21.07	670,026.00
	RESTAURANT BRANDS INTERNATIONAL INC	46,000	60.19	2,768,740.00
	STARS GROUP INC/THE	38,000	34.85	1,324,300.00
	CANADIAN TIRE CORP LTD A	8,600	92.07	791,802.00
	DOLLARAMA INC	46,600	42.79	1,994,014.00
	ALIMENTATION COUCHE-TARD-B	139,000	39.32	5,465,480.00
	EMPIRE CO LTD A	26,000	32.32	840,320.00
	LOBLAW COMPANIES	28,500	72.89	2,077,365.00
	METRO INC	39,600	59.44	2,353,824.00
	WESTON(GEORGE)LTD	12,300	102.72	1,263,456.00
	SAPUTO INC	41,000	35.19	1,442,790.00
	AURORA CANNABIS INC	200,000	1.02	204,000.00
	BAUSCH HEALTH COS INC	51,000	23.00	1,173,000.00
	CANOPY GROWTH CORP	33,000	21.27	701,910.00
	CRONOS GROUP INC	25,000	8.44	211,000.00
	BANK OF MONTREAL	102,000	66.43	6,775,860.00
	BANK OF NOVA SCOTIA HALIFAX	193,700	52.46	10,161,502.00
	CANADIAN IMPERIAL BANK OF COMMERCE	71,800	77.80	5,586,040.00
	NATIONAL BANK OF CANADA	52,300	51.44	2,690,312.00
	ROYAL BANK OF CANADA	227,300	83.73	19,031,829.00
	TORONTO DOMINION BANK	287,200	54.49	15,649,528.00
	ONEX CORPORATION	13,200	60.50	798,600.00
	FAIRFAX FINANCIAL HLDGS LTD	4,140	393.10	1,627,434.00
	GREAT-WEST LIFECO INC	42,000	20.93	879,060.00
	IA FINANCIAL CORP INC	18,300	41.70	763,110.00
	INTACT FINANCIAL CORP	22,700	130.17	2,954,859.00
	MANULIFE FINANCIAL CORP	312,000	16.27	5,076,240.00
	POWER CORPORATION OF CANADA	86,950	20.14	1,751,173.00
	SUN LIFE FINANCIAL INC	92,300	42.98	3,967,054.00
	CGI INC	38,400	81.84	3,142,656.00
	SHOPIFY INC - CLASS A	16,600	831.03	13,795,098.00
	BLACKBERRY LTD	71,000	5.55	394,050.00
	CONSTELLATION SOFTWARE INC	3,200	1,324.71	4,239,072.00
	OPEN TEXT CORP	41,700	51.39	2,142,963.00
	BCE INC	25,600	56.69	1,451,264.00
	TELUS CORP	58,600	21.81	1,278,066.00
	ROGERS COMMUNICATIONS-CL B	58,100	57.44	3,337,264.00
	EMERA INC	37,900	53.14	2,014,006.00
	FORTIS INC	71,200	52.76	3,756,512.00
	HYDRO ONE LTD	55,000	25.35	1,394,250.00
	ALTAGAS LTD	42,000	14.03	589,260.00
	ALGONQUIN POWER & UTILITIES	85,000	19.20	1,632,000.00
	ATCO LTD CL1	13,000	37.36	485,680.00
	CANADIAN UTILITIES LTD A	20,300	33.64	682,892.00
	BROOKFIELD ASSET MANAGE-CL A	214,000	45.12	9,655,680.00
	CI FINANCIAL CORP	33,600	13.88	466,368.00
	IGM FINANCIAL INC	15,000	25.84	387,600.00
	THOMSON REUTERS CORP	31,700	98.20	3,112,940.00
	QUEBECOR INC-CL B	27,000	29.75	803,250.00
	SHAW COMMUNICATIONS INC-B	77,000	22.43	1,727,110.00
小計	銘柄数:84			252,854,183.00
				(19,204,275,198)
	組入時価比率:3.3%			3.4%
ユーロ	TENARIS SA	71,000	5.47	388,938.00
	ENI SPA	403,000	7.96	3,207,880.00
	GALP ENERGIA SGPS SA-B SHRS	81,000	9.06	734,184.00
	NESTE OYJ	66,800	27.19	1,816,292.00
	OMV AG	25,200	25.20	635,040.00
	REPSOL SA	220,484	7.27	1,604,682.55
	TOTAL SA	380,300	29.70	11,294,910.00
	VOPAK	11,400	51.72	589,608.00
	AIR LIQUIDE SA	75,100	115.75	8,692,825.00
	AKZO NOBEL	32,400	62.16	2,013,984.00
	ARKEMA	11,700	73.16	855,972.00
	BASF SE	147,200	43.00	6,329,600.00
	COVESTRO AG	26,900	29.32	788,708.00
	EVONIK INDUSTRIES AG	33,000	21.50	709,500.00
	FUCHS PETROLUB SE -PFD	10,500	36.08	378,840.00
	KONINKLIJKE DSM NV	28,500	111.75	3,184,875.00
	LANXESS	12,000	40.82	489,840.00
	SOLVAY SA	11,400	67.14	765,396.00
	SYMRISE AG	21,000	94.64	1,987,440.00
	UMICORE	31,000	36.35	1,126,850.00
	CRH PLC	125,300	24.37	3,053,561.00
	HEIDELBERGCEMENT AG	22,600	38.46	869,196.00
	SMURFIT KAPPA GROUP PLC	35,300	25.10	886,030.00
	ARCELORMITTAL	99,000	8.32	824,175.00
	THYSSENKRUPP AG	62,000	5.44	337,280.00
	VOESTALPINE AG	20,000	18.46	369,300.00
	STORA ENSO OYJ-R	97,000	10.05	975,335.00
	UPM-KYMMENE OYJ	83,200	23.64	1,966,848.00
	AIRBUS SE	91,800	51.96	4,769,928.00
	DASSAULT AVIATION SA	330	780.50	257,565.00
	LEONARDO SPA	64,000	6.20	396,800.00
	MTU AERO ENGINES AG	8,400	110.15	925,260.00
	SAFRAN SA	52,200	73.92	3,858,624.00
	THALES SA	16,300	71.22	1,160,886.00
	COMP DE SAINT-GOBAIN (ORD)	79,000	23.68	1,870,720.00
	KINGSPAN GROUP PLC	24,500	42.90	1,051,050.00
	ACS,ACTIVIDADES CONS Y SERV	40,394	20.00	807,880.00
	BOUYGUES	34,800	25.15	875,220.00
	EIFFAGE SA	12,100	70.10	848,210.00
	FERROVIAL SA	77,000	22.71	1,748,670.00
	HOCHTIEF AG	3,800	65.35	248,330.00
	VINCI	82,500	70.00	5,775,000.00
	LEGRAND SA	42,900	55.98	2,401,542.00
	PRYSMIAN SPA	37,000	15.15	560,735.00
	SCHNEIDER ELECTRIC SE	88,600	81.26	7,199,636.00
	SIEMENS GAMESA RENEWABLE ENERGY SA	38,000	13.62	517,560.00
	SIEMENS AG	122,300	77.54	9,483,142.00
	ALSTOM	30,300	39.70	1,202,910.00
	ANDRITZ AG	11,700	30.30	354,510.00
	CNH INDUSTRIAL NV	154,000	5.62	866,712.00
	GEA GROUP AG	24,200	20.23	489,566.00
	KION GROUP AG	9,900	43.45	430,155.00
	KNORR-BREMSE AG	7,100	80.90	574,390.00
	KONE OYJ	54,000	52.02	2,809,080.00
	METSO OYJ	16,200	22.11	358,182.00
	WARTSILA OYJ	63,000	6.35	400,428.00
	BRENNTAG AG	23,800	38.28	911,064.00
	DEUTSCHE POST AG-REG	158,100	25.80	4,078,980.00
	DEUTSCHE LUFTHANSA-REG	42,000	7.99	335,580.00
	ADP	4,700	86.35	405,845.00
	AENA SME SA	10,700	112.10	1,199,470.00
	ATLANTIA SPA	79,000	12.86	1,016,335.00
	FRAPORT AG	6,300	38.04	239,652.00
	GETLINK	72,000	10.76	774,720.00
	CONTINENTAL AG	17,500	68.18	1,193,150.00
	FAURECIA	10,500	30.61	321,405.00
	MICHELIN (CGDE)	26,700	84.66	2,260,422.00
	NOKIAN RENKAAT OYJ	21,000	18.26	383,460.00
	PIRELLI & C. SPA	53,000	3.32	176,384.00
	VALEO SA	37,300	15.11	563,603.00
	BAYER MOTOREN WERK	52,100	48.56	2,529,976.00
	BAYERISCHE MOTOREN WERKE-PFD	10,200	40.76	415,752.00
	DAIMLER AG-REGISTERED SHARES	145,300	27.43	3,985,579.00
	FERRARI NV	18,900	142.60	2,695,140.00
	FIAT CHRYSLER AUTOMOBILES NV	170,000	7.09	1,206,660.00
	PEUGEOT CITROEN	97,000	11.69	1,134,415.00
	PORSCHE AUTOMOBIL HOLDING SE	25,400	40.95	1,040,130.00
	RENAULT SA	28,100	16.33	458,929.20
	VOLKSWAGEN AG	5,100	128.40	654,840.00
	VOLKSWAGEN AG-PREF	29,900	116.50	3,483,350.00
	SEB SA	3,800	114.00	433,200.00
	ADIDAS AG	28,700	211.20	6,061,440.00
	ESSILORLUXOTTICA	45,300	105.85	4,795,005.00
	HERMES INTERNATIONAL	5,010	669.20	3,352,692.00
	KERING SA	12,060	489.00	5,897,340.00
	LVMH MOET HENNESSY LOUIS VUITTON SE	44,370	350.00	15,529,500.00
	MONCLER SPA	28,100	34.00	955,400.00
	PUMA SE	12,600	54.20	682,920.00
	ACCOR SA	26,200	25.63	671,506.00
	FLUTTER ENTERTAINMENT PLC	13,202	100.85	1,331,421.70
	SODEXO	13,200	66.60	879,120.00
	DELIVERY HERO SE	17,900	67.96	1,216,484.00
	JUST EAT TAKEAWAY.COM NV	18,900	88.90	1,680,210.00
	PROSUS NV	76,800	64.88	4,982,784.00
	ZALANDO SE	21,500	42.00	903,000.00
	INDITEX SA	174,000	24.35	4,236,900.00
	CARREFOUR SUPERMARCHE	95,000	13.62	1,293,900.00
	CASINO GUICHARD-PERRACHON SA	8,300	35.55	295,065.00
	COLRUYT SA	8,700	55.76	485,112.00
	JERONIMO MARTINS	38,000	15.63	594,130.00
	KONINKLIJKE AHOLD DELHAIZE NV	176,000	22.60	3,977,600.00
	METRO AG	25,000	7.54	188,550.00
	ANHEUSER-BUSCH INBEV SA/NV	120,100	38.26	4,595,626.50
	DAVIDE CAMPARI-MILANO SPA	91,000	6.67	607,516.00
	HEINEKEN HOLDING NV	19,000	69.95	1,329,050.00
	HEINEKEN NV	41,900	77.36	3,241,384.00
	PERNOD RICARD SA	33,500	138.20	4,629,700.00
	REMY COINTREAU	4,000	101.70	406,800.00
	DANONE	99,000	62.84	6,221,160.00
	KERRY GROUP PLC-A	25,500	104.60	2,667,300.00
	HENKEL AG & CO KGAA	16,300	67.95	1,107,585.00
	HENKEL AG & CO KGAA VORZUG	29,000	76.26	2,211,540.00
	BEIERSDORF AG	16,000	95.88	1,534,080.00
	LOREAL-ORD	39,840	245.80	9,792,672.00
	UNILEVER NV	232,700	46.13	10,734,451.00
	BIOMERIEUX	6,900	113.40	782,460.00
	CARL ZEISS MEDITEC AG-BR	6,000	91.50	549,000.00
	KONINKLIJKE PHILIPS NV	142,600	38.43	5,480,118.00
	SARTORIUS AG-VORZUG	5,800	257.40	1,492,920.00
	SIEMENS HEALTHINEERS AG	23,900	37.78	903,061.50
	FRESENIUS MEDICAL CARE	33,300	66.48	2,213,784.00
	FRESENIUS SE & CO KGAA	67,300	36.42	2,451,066.00
	GALAPAGOS NV	7,000	192.00	1,344,000.00
	GRIFOLS SA	46,800	33.09	1,548,612.00
	BAYER AG-REG	157,200	58.04	9,123,888.00
	IPSEN	5,500	58.35	320,925.00
	MERCK KGAA	21,100	100.80	2,126,880.00
	ORION OYJ	16,500	42.92	708,180.00
	RECORDATI SPA	16,800	38.16	641,088.00
	SANOFI	180,000	88.09	15,856,200.00
	UCB SA	20,700	84.00	1,738,800.00
	ABN AMRO BANK NV-CVA	70,000	6.43	450,100.00
	AIB GROUP PLC	125,000	0.90	113,125.00
	BANCO BILBAO VIZCAYA ARGENTARIA S.A.	1,056,000	2.47	2,617,824.00
	BANCO DE SABADELL SA	801,933	0.36	291,582.83
	BANCO SANTANDER SA	2,670,000	1.87	4,993,968.00
	BANK OF IRELAND GROUP PLC	133,000	1.33	176,890.00
	BANKIA SA	151,000	0.89	135,024.20
	BANKINTER S.A.	121,000	3.27	396,154.00
	BNP PARIBAS	179,200	24.67	4,420,864.00
	CAIXABANK	590,000	1.55	914,500.00
	COMMERZBANK AG	158,000	3.03	479,214.00
	CREDIT AGRICOLE SA	184,000	6.25	1,151,104.00
	ERSTE GROUP BANK AG	48,000	15.92	764,400.00
	FINECOBANK BANCA FINECO SPA	102,000	8.16	832,524.00
	ING GROEP NV	617,000	4.52	2,793,159.00
	INTESA SANPAOLO	2,400,000	1.32	3,168,000.00
	IRISH BANK RESOLUTION CORP LTD	139,810	0.00	0.00
	KBC GROEP NV	40,600	42.37	1,720,222.00
	MEDIOBANCA S.P.A.	107,000	4.88	522,695.00
	RAIFFEISEN BANK INTERNATIONAL AG	20,100	14.30	287,430.00
	SOCIETE GENERALE	127,000	13.16	1,671,320.00
	UNICREDIT SPA	327,000	6.59	2,154,930.00
	EURAZEO SE	5,953	40.22	239,429.66
	EXOR NV	17,200	47.42	815,624.00
	GROUPE BRUXELLES LAM	12,400	67.58	837,992.00
	WENDEL	4,300	75.45	324,435.00
	AEGON NV	293,000	2.11	620,867.00
	AGEAS	28,900	30.63	885,207.00
	ALLIANZ SE-REG	66,200	161.30	10,678,060.00
	ASSICURAZIONI GENERALI	175,000	12.16	2,128,875.00
	AXA	308,000	14.68	4,522,056.00
	CNP ASSURANCES	28,000	8.00	224,140.00
	HANNOVER RUECK SE	9,600	133.70	1,283,520.00
	MAPFRE SA	163,000	1.62	264,223.00
	MUENCHENER RUECKVER AG-REG	22,800	197.85	4,510,980.00
	NN GROUP NV	47,000	23.17	1,088,990.00
	POSTE ITALIANE SPA	88,000	7.45	655,600.00
	SAMPO OYJ-A SHS	71,800	25.07	1,800,026.00
	SCOR SE	23,200	21.98	509,936.00
	ADYEN NV	1,650	865.00	1,427,250.00
	AMADEUS IT GROUP SA	69,100	43.41	2,999,631.00
	ATOS SE	15,300	63.16	966,348.00
	CAPGEMINI SA	25,900	78.92	2,044,028.00
	EDENRED	38,200	34.52	1,318,664.00
	WIRECARD AG	19,000	122.50	2,327,500.00
	WORLDLINE SA	19,800	57.88	1,146,024.00
	DASSAULT SYSTEMES SA	20,900	131.60	2,750,440.00
	SAP SE	156,800	106.28	16,664,704.00
	NOKIA OYJ	914,000	3.09	2,827,916.00
	INGENICO GROUP	9,500	106.15	1,008,425.00
	ASML HOLDING NV	67,910	258.60	17,561,526.00
	INFINEON TECHNOLOGIES AG	199,000	15.17	3,018,830.00
	STMICROELECTRONICS NV	110,000	19.70	2,167,000.00
	CELLNEX TELECOM SA	40,900	48.49	1,983,241.00
	DEUTSCHE TELEKOM-REG	530,000	12.21	6,471,300.00
	ELISA OYJ	22,100	52.30	1,155,830.00
	ILIAD SA	2,400	139.60	335,040.00
	KONINKLIJKE KPN NV	560,000	1.98	1,111,600.00
	ORANGE SA	322,000	11.01	3,545,220.00
	PROXIMUS	26,000	21.07	547,820.00
	TELECOM ITALIA SPA	1,550,000	0.33	522,195.00
	TELECOM ITALIA-RNC	880,000	0.34	299,200.00
	TELEFONICA DEUTSCHLAND HOLDING AG	150,000	2.43	364,500.00
	TELEFONICA SA	732,000	3.91	2,866,512.00
	UNITED INTERNET AG-REG SHARE	16,800	29.90	502,320.00
	ELECTRICITE DE FRANCE	94,000	6.70	630,364.00
	ENDESA S.A.	50,000	19.24	962,000.00
	ENEL SPA	1,291,000	6.00	7,752,455.00
	ENERGIAS DE PORTUGAL	417,000	3.70	1,542,900.00
	FORTUM OYJ	72,000	14.83	1,067,760.00
	IBERDROLA SA	977,000	8.74	8,542,888.00
	RED ELECTRICA CORPORACION SA	70,000	15.19	1,063,300.00
	TERNA SPA	222,000	5.28	1,173,936.00
	VERBUND AG	11,000	37.00	407,000.00
	ENAGAS SA	39,000	20.09	783,510.00
	NATURGY ENERGY GROUP SA	49,000	14.97	733,775.00
	SNAM SPA	320,000	3.76	1,203,520.00
	E.ON SE	355,000	8.33	2,958,570.00
	ENGIE	290,000	9.22	2,673,800.00
	RWE AG	93,100	23.54	2,191,574.00
	SUEZ	52,000	9.26	481,936.00
	VEOLIA ENVIRONNEMENT	87,000	17.56	1,528,155.00
	AMUNDI SA	10,000	53.50	535,000.00
	DEUTSCHE BANK AG-REG	314,000	5.55	1,744,898.00
	DEUTSCHE BOERSE AG	30,400	133.15	4,047,760.00
	NATIXIS	158,000	1.90	300,200.00
	UNIPER SE	31,100	23.12	719,032.00
	EUROFINS SCIENTIFIC SE	1,950	464.00	904,800.00
	QIAGEN NV	35,400	37.90	1,341,660.00
	SARTORIUS STEDIM BIOTECH	4,600	203.60	936,560.00
	BUREAU VERITAS SA	47,000	18.49	869,030.00
	RANDSTAD NV	18,400	33.87	623,208.00
	TELEPERFORMANCE	9,600	189.55	1,819,680.00
	WOLTERS KLUWER	43,800	66.66	2,919,708.00
	AROUNDTOWN SA	185,000	4.72	874,680.00
	DEUTSCHE WOHNEN SE	56,200	35.11	1,973,182.00
	VONOVIA SE	82,400	44.45	3,662,680.00
	ALTICE EUROPE N.V.	99,000	3.30	326,898.00
	EUTELSAT COMMUNICATIONS	24,100	9.90	238,590.00
	JC DECAUX SA	15,000	16.73	250,950.00
	PUBLICIS GROUPE	36,300	24.43	886,809.00
	SES FDR	56,000	5.56	311,584.00
	TELENET GROUP HOLDING NV	6,700	34.60	231,820.00
	BOLLORE	138,000	2.35	324,300.00
	UBISOFT ENTERTAINMENT	14,400	66.62	959,328.00
	VIVENDI SA	130,000	20.45	2,658,500.00
小計	銘柄数:237			501,924,103.14
				(58,770,293,236)
	組入時価比率:10.1%			10.5%
英ポンド	BP PLC	3,213,000	2.93	9,418,909.50
	ROYAL DUTCH SHELL PLC-A SHS	663,000	13.10	8,685,300.00
	ROYAL DUTCH SHELL PLC-B	597,000	12.88	7,689,360.00
	CRODA INTERNATIONAL PLC	21,500	46.35	996,525.00
	JOHNSON MATTHEY PLC	30,200	18.91	571,082.00
	ANGLO AMERICAN PLC	167,000	13.29	2,219,764.00
	ANTOFAGASTA PLC	59,000	7.30	431,172.00
	BHP GROUP PLC	337,000	12.26	4,131,620.00
	EVRAZ PLC	76,000	2.33	177,688.00
	GLENCORE PLC	1,700,000	1.33	2,270,860.00
	RIO TINTO PLC-REG	178,900	36.33	6,500,331.50
	MONDI PLC	75,000	13.10	982,875.00
	BAE SYSTEMS PLC	502,000	5.34	2,683,692.00
	MEGGITT PLC	111,000	2.44	271,617.00
	ROLLS-ROYCE HOLDINGS PLC	277,000	3.07	851,498.00
	MELROSE INDUSTRIES PLC	730,000	0.86	634,808.00
	DCC PLC	16,000	53.88	862,080.00
	SMITHS GROUP PLC	61,000	11.42	696,620.00
	SPIRAX-SARCO ENGINEERING PLC	11,600	88.16	1,022,656.00
	WEIR GROUP PLC	38,000	7.85	298,300.00
	ASHTEAD GROUP PLC	74,000	16.75	1,239,870.00
	BUNZLE	56,000	16.15	904,400.00
	FERGUSON PLC	36,600	50.52	1,849,032.00
	G4S PLC	219,000	0.90	197,143.80
	RENTOKIL INTIAL PLC	285,000	4.45	1,270,530.00
	EASYJET PLC	21,000	6.09	128,016.00
	BARRATT DEVELOPMENTS PLC	159,000	4.52	719,316.00
	PERSIMMON PLC	48,000	19.33	927,840.00
	TAYLOR WIMPEY PLC	500,000	1.28	642,000.00
	THE BERKELEY GRP HOLDINGS	19,500	39.29	766,155.00
	BURBERRY GROUP PLC	66,000	13.89	916,740.00
	CARNIVAL PLC	22,900	8.50	194,650.00
	COMPASS GROUP PLC	251,000	12.64	3,173,895.00
	GVC HOLDINGS PLC	87,000	7.00	609,000.00
	INTERCONTINENTAL HOTELS GROUP PLC	28,500	34.27	976,695.00
	TUI AG-DI	70,000	3.21	225,330.00
	WHITBREAD PLC	21,100	26.88	567,168.00
	OCADO GROUP PLC	72,000	16.00	1,152,360.00
	MARKS & SPENCER PLC	310,000	0.91	282,224.00
	NEXT PLC	22,100	45.62	1,008,202.00
	JD SPORTS FASHION PLC	76,000	4.80	365,180.00
	KINGFISHER PLC	308,000	1.37	423,038.00
	MORRISON SUPERMARKETS	370,000	1.86	690,975.00
	SAINSBURY	299,000	2.01	602,485.00
	TESCO PLC	1,577,000	2.33	3,682,295.00
	COCA-COLA HBC AG-DI	34,000	18.63	633,590.00
	DIAGEO PLC	372,100	25.80	9,602,040.50
	ASSOCIATED BRITISH FOODS PLC	54,100	18.65	1,009,235.50
	BRITISH AMERICAN TOBACCO PLC	363,700	28.71	10,441,827.00
	IMPERIAL BRANDS PLC	149,000	15.30	2,280,445.00
	RECKITT BENCKISER GROUP PLC	112,700	63.96	7,208,292.00
	UNILEVER PLC	177,500	42.00	7,455,000.00
	SMITH & NEPHEW PLC	137,000	15.23	2,087,195.00
	NMC HEALTH PLC	13,300	2.34	31,201.80
	ASTRAZENECA PLC	209,300	81.50	17,057,950.00
	GLAXOSMITHKLINE PLC	796,000	16.50	13,138,776.00
	BARCLAYS PLC	2,740,000	0.86	2,370,374.00
	HSBC HOLDINGS PLC	3,242,000	3.99	12,945,306.00
	LLOYDS BANKING GROUP PLC	11,050,000	0.29	3,228,810.00
	ROYAL BANK OF SCOTLAND GROUP	770,000	1.02	791,560.00
	STANDARD CHARTERED PLC	438,000	3.81	1,670,970.00
	M&G PLC	440,000	1.28	564,740.00
	ADMIRAL GROUP PLC	30,800	22.53	693,924.00
	AVIVA PLC	604,000	2.36	1,428,460.00
	DIRECT LINE INSURANCE GROUP	219,000	2.61	572,247.00
	LEGAL & GENERAL	940,000	1.93	1,814,200.00
	PRUDENTIAL PLC	410,000	9.79	4,015,540.00
	RSA INSURANCE GROUP PLC	162,000	3.46	560,520.00
	AVEVA GROUP PLC	11,200	33.23	372,176.00
	MICRO FOCUS INTERNATIONAL PLC	48,116	3.77	181,445.43
	SAGE GROUP PLC (THE)	175,000	6.26	1,096,900.00
	HALMA PLC	59,000	21.13	1,246,670.00
	BT GROUP PLC	1,370,000	1.15	1,588,515.00
	VODAFONE GROUP PLC	4,300,000	1.05	4,551,980.00
	SSE PLC	165,000	12.00	1,980,825.00
	CENTRICA PLC	920,000	0.31	288,512.00
	NATIONAL GRID PLC	559,000	8.95	5,005,286.00
	SEVERN TRENT PLC	37,000	23.13	855,810.00
	UNITED UTILITIES GROUP PLC	106,000	8.84	937,040.00
	3I GROUP PLC	155,000	7.16	1,109,800.00
	HARGREAVES LANSDOWN PLC	52,000	14.75	767,000.00
	LONDON STOCK EXCHANGE GROUP PLC	50,700	73.50	3,726,450.00
	SCHRODERS PLC	19,700	25.26	497,622.00
	ST JAMES S PLACE PLC	81,000	7.59	615,114.00
	STANDARD LIFE ABERDEEN PLC	366,000	2.03	745,176.00
	EXPERIAN PLC	145,200	22.97	3,335,244.00
	INTERTEK GROUP PLC	25,600	48.99	1,254,144.00
	RELX PLC	308,000	18.00	5,544,000.00
	INFORMA PLC	207,000	4.26	882,441.00
	ITV PLC	640,000	0.67	432,512.00
	PEARSON	126,000	4.62	583,002.00
	WPP PLC	200,000	5.27	1,055,600.00
	AUTO TRADER GROUP PLC	165,000	4.45	735,570.00
小計	銘柄数:93			215,902,336.03
				(28,609,218,547)
	組入時価比率:4.9%			5.1%
スイスフラン	CLARIANT AG-REG	32,000	17.76	568,480.00
	EMS-CHEMIE HOLDING AG-REG	1,220	630.50	769,210.00
	GIVAUDAN-REG	1,458	3,282.00	4,785,156.00
	SIKA AG-REG	19,900	164.60	3,275,540.00
	LAFARGEHOLCIM LTD	77,400	35.89	2,777,886.00
	GEBERIT AG-REG	5,960	397.40	2,368,504.00
	ABB LTD	294,000	16.51	4,853,940.00
	SCHINDLER HOLDING AG-REG	3,000	210.40	631,200.00
	SCHINDLER HOLDING-PART CERT	6,700	221.70	1,485,390.00
	KUEHNE & NAGEL INTL AG-REG	8,400	137.90	1,158,360.00
	CIE FINANCIERE RICHEMONT-BR A	84,000	53.40	4,485,600.00
	THE SWATCH GROUP AG-B	4,700	188.40	885,480.00
	THE SWATCH GROUP AG-REG	7,400	36.68	271,432.00
	DUFRY AG-REG	6,500	27.86	181,090.00
	BARRY CALLEBAUT AG	460	1,900.00	874,000.00
	CHOCOLADEFABRIKEN LINDT-PC	177	7,775.00	1,376,175.00
	CHOCOLADEFABRIKEN LINDT-REG	17	82,500.00	1,402,500.00
	NESTLE SA-REG	474,000	104.70	49,627,800.00
	ALCON INC	65,900	49.75	3,278,525.00
	SONOVA HOLDING AG-REG	8,800	174.90	1,539,120.00
	STRAUMANN HOLDING AG-REG	1,600	755.80	1,209,280.00
	NOVARTIS AG-REG	342,400	85.82	29,384,768.00
	ROCHE HOLDING (GENUSSCHEINE)	111,940	335.70	37,578,258.00
	VIFOR PHARMA AG	7,600	141.70	1,076,920.00
	PARGESA HOLDING SA-BEARER SHARES	5,800	64.00	371,200.00
	BALOISE HOLDING AG	7,400	136.90	1,013,060.00
	SWISS LIFE HOLDING AG	5,190	323.20	1,677,408.00
	SWISS RE LTD	46,200	70.36	3,250,632.00
	ZURICH INSURANCE GROUP AG	23,970	295.00	7,071,150.00
	TEMENOS AG-REG	10,400	120.05	1,248,520.00
	SWISSCOM AG-REG	4,030	511.20	2,060,136.00
	CREDIT SUISSE GROUP AG-REG	413,000	7.63	3,152,016.00
	JULIUS BAER GROUP LTD	35,800	34.03	1,218,274.00
	PARTNERS GROUP HOLDING AG	2,990	722.60	2,160,574.00
	UBS GROUP AG	615,000	8.99	5,531,310.00
	LONZA AG-REG	11,880	418.00	4,965,840.00
	ADECCO GROUP AG-REG	24,900	41.33	1,029,117.00
	SGS SA-REG	980	2,235.00	2,190,300.00
	SWISS PRIME SITE-REG	11,400	90.80	1,035,120.00
小計	銘柄数:39			193,819,271.00
				(21,552,702,935)
	組入時価比率:3.7%			3.9%
スウェーデンクローナ	LUNDIN ENERGY AB	28,800	199.45	5,744,160.00
	BOLIDEN AB	44,000	193.60	8,518,400.00
	ASSA ABLOY AB-B	159,000	189.70	30,162,300.00
	SKANSKA AB-B SHS	51,000	166.05	8,468,550.00
	ALFA LAVAL AB	51,000	164.95	8,412,450.00
	ATLAS COPCO AB-A	107,600	335.90	36,142,840.00
	ATLAS COPCO AB-B	62,700	299.50	18,778,650.00
	EPIROC AB - A	103,000	95.40	9,826,200.00
	EPIROC AB - B	58,000	93.50	5,423,000.00
	SANDVIK AB	178,000	137.75	24,519,500.00
	SKF AB-B SHARES	58,000	136.00	7,888,000.00
	VOLVO AB-B SHS	234,000	120.70	28,243,800.00
	SECURITAS AB-B SHS	55,000	107.95	5,937,250.00
	ELECTROLUX AB-B	34,000	127.15	4,323,100.00
	HUSQVARNA AB-B SHS	76,000	57.70	4,385,200.00
	HENNES&MAURITZ AB-B	127,000	129.90	16,497,300.00
	ICA GRUPPEN AB	13,800	450.50	6,216,900.00
	SWEDISH MATCH AB	27,900	610.40	17,030,160.00
	ESSITY AKTIEBOLAG-B	97,400	310.80	30,271,920.00
	NORDEA BANK ABP	515,000	53.07	27,331,050.00
	SKANDINAVISKA ENSKILDA BANKEN AB	267,000	64.42	17,200,140.00
	SVENSKA HANDELSBANKEN-A	243,000	77.84	18,915,120.00
	SWEDBANK AB	148,000	103.68	15,344,640.00
	INDUSTRIVARDEN AB-C SHS	25,000	189.90	4,747,500.00
	INVESTOR AB-B SHS	71,500	478.20	34,191,300.00
	KINNEVIK AB - B	39,000	186.80	7,285,200.00
	LUNDBERGS AB-B SHS	12,600	392.40	4,944,240.00
	ERICSSON LM-B	492,000	81.34	40,019,280.00
	HEXAGON AB-B SHS	42,300	436.50	18,463,950.00
	TELIA CO AB	430,000	34.27	14,736,100.00
	MILLICOM INTERNATIONAL CELLULAR-SDR	15,800	263.00	4,155,400.00
	TELE 2 AB-B SHS	78,000	124.60	9,718,800.00
小計	銘柄数:32			493,842,400.00
				(5,279,175,256)
	組入時価比率:0.9%			0.9%
ノルウェークローネ	AKER AB ASA	18,000	138.60	2,494,800.00
	EQUINOR ASA	158,000	128.70	20,334,600.00
	YARA INTERNATIONAL ASA	29,600	351.80	10,413,280.00
	NORSK HYDRO	218,000	21.50	4,687,000.00
	MOWI ASA	69,000	171.05	11,802,450.00
	ORKLA ASA	115,000	96.18	11,060,700.00
	DNB ASA	156,000	107.00	16,692,000.00
	GJENSIDIGE FORSIKRING ASA	31,000	178.60	5,536,600.00
	TELENOR ASA	116,000	151.15	17,533,400.00
	SCHIBSTED ASA-B SHS	12,900	196.20	2,530,980.00
小計	銘柄数:10			103,085,810.00
				(1,046,320,971)
	組入時価比率:0.2%			0.2%
デンマーククローネ	CHR HANSEN HOLDING A/S	16,700	596.60	9,963,220.00
	NOVOZYMES A/S-B SHARES	33,700	321.80	10,844,660.00
	VESTAS WIND SYSTEMS A/S	29,800	569.20	16,962,160.00
	ISS A/S	21,800	94.08	2,050,944.00
	DSV PANALPINA A S	34,000	653.00	22,202,000.00
	A P MOLLER - MAERSK A/S-A	640	5,950.00	3,808,000.00
	AP MOLLER-MAERSK A/S-B	1,040	6,294.00	6,545,760.00
	PANDORA A/S	16,000	228.60	3,657,600.00
	CARLSBERG B	17,300	812.20	14,051,060.00
	COLOPLAST-B	19,300	1,064.00	20,535,200.00
	DEMANT A/S	16,000	169.00	2,704,000.00
	GENMAB A/S	10,600	1,585.00	16,801,000.00
	H LUNDBECK A/S	10,500	227.00	2,383,500.00
	NOVO NORDISK A/S-B	282,400	441.65	124,721,960.00
	DANSKE BANK AS	97,000	70.36	6,824,920.00
	TRYG A/S	19,900	186.00	3,701,400.00
	ORSTED A/S	30,000	690.40	20,712,000.00
小計	銘柄数:17			288,469,384.00
				(4,528,969,328)
	組入時価比率:0.8%			0.8%
豪ドル	WORLEY LTD	47,000	6.82	320,540.00
	CALTEX AUSTRALIA LIMITED	40,000	21.98	879,200.00
	OIL SEARCH LTD	324,500	2.50	811,250.00
	OIL SEARCH LTD RTS	25,500	0.40	10,200.00
	ORIGIN ENERGY LTD	265,000	4.76	1,261,400.00
	SANTOS LTD.	301,000	4.01	1,207,010.00
	WASHINGTON H. SOUL PATTINSON	17,000	17.68	300,560.00
	WOODSIDE PETROLEUM	152,000	19.89	3,023,280.00
	INCITEC PIVOT LTD	233,000	2.11	491,630.00
	ORICA LTD	59,000	16.35	964,650.00
	BORAL LTD	200,000	2.57	514,000.00
	JAMES HARDIE INDUSTRIES PLC	67,000	17.91	1,199,970.00
	ALUMINA LTD	350,000	1.45	507,500.00
	BHP GROUP LIMITED	468,000	30.05	14,063,400.00
	BLUESCOPE STEEL LTD	88,000	9.55	840,400.00
	FORTESCUE METALS GROUP LTD	219,000	11.10	2,430,900.00
	NEWCREST MINING	125,000	27.66	3,457,500.00
	RIO TINTO LTD	59,600	87.06	5,188,776.00
	SOUTH32 LTD	780,000	1.87	1,458,600.00
	CIMIC GROUP LTD	18,000	21.80	392,400.00
	BRAMBLES LTD	251,000	10.60	2,660,600.00
	QANTAS AIRWAYS LIMITED	108,000	3.59	387,720.00
	AURIZON HOLDINGS LTD	305,000	4.47	1,363,350.00
	SYDNEY AIRPORT	168,000	5.76	967,680.00
	TRANSURBAN GROUP	434,000	12.46	5,407,640.00
	ARISTOCRAT LEISURE LTD	88,000	22.37	1,968,560.00
	CROWN RESORTS LTD	55,000	8.01	440,550.00
	FLIGHT CENTRE TRAVEL GROUP LTD	24,805	9.79	242,840.95
	FLIGHT CENTRE TRAVEL GROUP LTD RTS	4,195	2.59	10,865.05
	TABCORP HOLDINGS	340,000	2.90	986,000.00
	HARVEY NORMAN HOLDINGS LTD	97,117	2.63	255,417.71
	WESFARMERS LIMITED	181,000	36.37	6,582,970.00
	COLES GROUP LTD	213,000	16.00	3,408,000.00
	WOOLWORTHS GROUP LTD	201,000	36.01	7,238,010.00
	COCA-COLA AMATIL LTD	77,000	8.30	639,100.00
	TREASURY WINE ESTATES LTD	111,000	10.00	1,110,000.00
	COCHLEAR LTD	10,300	181.18	1,866,154.00
	RAMSAY HEALTH CARE LTD	25,000	64.29	1,607,250.00
	SONIC HEALTHCARE LTD	69,000	25.59	1,765,710.00
	CSL LIMITED	72,500	306.69	22,235,025.00
	AUSTRALIA & NEW ZEALAND BANK	453,000	15.80	7,157,400.00
	BENDIGO AND ADELAIDE BANK LTD	92,000	5.65	519,800.00
	COMMONWEALTH BANK OF AUSTRALIA	280,800	58.63	16,463,304.00
	NATIONAL AUSTRALIA BANK	456,000	15.64	7,131,840.00
	WESTPAC BANKING CORP	563,000	15.17	8,540,710.00
	AMP LIMITED	530,000	1.36	720,800.00
	CHALLENGER LIMITED	80,000	4.41	352,800.00
	INSURANCE AUSTRALIA GROUP LTD	361,000	5.95	2,147,950.00
	MEDIBANK PRIVATE LTD	450,000	2.56	1,152,000.00
	QBE INSURANCE	241,000	8.06	1,942,460.00
	SUNCORP GROUP LTD	210,000	9.01	1,892,100.00
	COMPUTERSHARE LTD	76,000	10.97	833,720.00
	WISETECH GLOBAL LTD	21,000	13.78	289,380.00
	TELSTRA CORP LTD	650,000	3.04	1,976,000.00
	TPG TELECOM LTD	52,000	7.47	388,440.00
	AUSNET SERVICES	330,000	1.79	592,350.00
	APA GROUP	180,000	10.84	1,951,200.00
	AGL ENERGY LTD	105,000	17.00	1,785,000.00
	ASX LTD	30,700	81.50	2,502,050.00
	MACQUARIE GROUP LIMITED	53,000	98.40	5,215,200.00
	MAGELLAN FINANCIAL GROUP LTD	19,200	46.32	889,344.00
	SEEK LTD	48,000	16.16	775,680.00
	REA GROUP LTD	8,800	80.67	709,896.00
小計	銘柄数:63			166,396,032.71
				(11,281,651,017)
	組入時価比率:1.9%			2.0%
ニュージーランドドル	FLETCHER BUILDING LTD	150,000	3.79	568,500.00
	AUCKLAND INTL AIRPORT LTD	152,000	5.99	911,240.00
	A2 MILK CO LTD	117,000	19.45	2,275,650.00
	FISHER & PAYKEL HEALTHCARE CORPORATION L	95,000	28.55	2,712,250.00
	RYMAN HEALTHCARE LTD	58,000	12.40	719,200.00
	SPARK NEW ZEALAND LTD	307,000	4.28	1,313,960.00
	MERCURY NZ LTD	100,000	4.48	448,000.00
	MERIDIAN ENERGY LTD	201,000	4.45	894,450.00
小計	銘柄数:8			9,843,250.00
				(632,330,380)
	組入時価比率:0.1%			0.1%
香港ドル	CK HUTCHISON HOLDINGS LTD	425,040	55.60	23,632,224.00
	NWS HOLDINGS LTD	220,500	7.70	1,697,850.00
	TECHTRONIC INDUSTRIES COMPANY LIMITED	212,000	55.00	11,660,000.00
	MTR CORP	243,000	41.65	10,120,950.00
	YUE YUEN INDUSTRIAL HLDG	97,000	12.48	1,210,560.00
	GALAXY ENTERTAINMENT GROUP L	335,000	47.90	16,046,500.00
	SANDS CHINA LTD	384,000	30.10	11,558,400.00
	SJM HOLDINGS LIMITED	270,000	7.66	2,068,200.00
	WYNN MACAU LTD	228,000	13.24	3,018,720.00
	BUDWEISER BREWING CO APAC LT	216,000	21.25	4,590,000.00
	VITASOY INTERNATIONAL HOLDINGS LIMITED	130,000	27.30	3,549,000.00
	WH GROUP LIMITED	1,580,000	7.54	11,913,200.00
	BANK OF EAST ASIA	220,060	16.36	3,600,181.60
	BOC HONG KONG HOLDINGS LTD	606,000	23.55	14,271,300.00
	HANG SENG BANK	119,000	134.00	15,946,000.00
	AIA GROUP LTD	1,929,000	70.15	135,319,350.00
	ASM PACIFIC TECHNOLOGY	48,000	78.80	3,782,400.00
	HKT TRUST AND HKT LTD	599,600	11.84	7,099,264.00
	PCCW LTD	750,000	4.63	3,472,500.00
	CK INFRASTRUCTURE HOLDINGS LTD	107,000	45.80	4,900,600.00
	CLP HLDGS	265,000	81.20	21,518,000.00
	POWER ASSETS HOLDINGS LTD	225,000	50.50	11,362,500.00
	HONG KONG & CHINA GAS	1,640,348	13.76	22,571,188.48
	HONG KONG EXCHANGES & CLEARING LTD	192,300	242.40	46,613,520.00
	CK ASSET HOLDINGS LTD	409,040	46.85	19,163,524.00
	HANG LUNG PROPERTIES LTD	310,000	16.42	5,090,200.00
	HENDERSON LAND	229,443	31.30	7,181,565.90
	KERRY PROPERTIES	114,000	21.15	2,411,100.00
	NEW WORLD DEVELOPMENT	939,666	8.80	8,269,060.80
	SINO LAND CO.LTD	480,000	10.26	4,924,800.00
	SUN HUNG KAI PROPERTIES	256,000	103.80	26,572,800.00
	SWIRE PACIFIC-A	75,000	49.85	3,738,750.00
	SWIRE PROPERTIES LTD	173,000	21.10	3,650,300.00
	WHARF REAL ESTATE INVESTMENT	183,000	30.55	5,590,650.00
	WHEELOCK & COMPANY LTD	134,000	53.60	7,182,400.00
小計	銘柄数:35			485,297,558.78
				(6,755,342,018)
	組入時価比率:1.2%			1.2%
シンガポールドル	SINGAPORE TECH ENGINEERING	249,000	3.33	829,170.00
	KEPPEL CORP.	232,000	5.67	1,315,440.00
	SEMBCORP INDUSTRIES	140,040	1.52	212,860.80
	YANGZIJIANG SHIPBUILDING	440,000	1.02	448,800.00
	SINGAPORE AIRLINES LTD	77,040	6.01	463,010.40
	COMFORTDELGRO CORP LTD	310,000	1.50	465,000.00
	SATS LTD	115,000	3.06	351,900.00
	GENTING SINGAPORE LTD	1,060,000	0.73	773,800.00
	JARDINE CYCLE&CARRIAGE LTD	14,000	20.33	284,620.00
	WILMAR INTERNATIONAL LTD	289,000	3.37	973,930.00
	DBS GROUP HLDGS	284,000	18.84	5,350,560.00
	OCBC-ORD	524,000	8.70	4,558,800.00
	UNITED OVERSEAS BANK	200,000	19.60	3,920,000.00
	VENTURE CORP LTD	45,000	15.53	698,850.00
	SINGAPORE TELECOMMUNICATIONS LIMITED	1,290,000	2.75	3,547,500.00
	SINGAPORE EXCHANGE LTD	129,000	10.06	1,297,740.00
	CAPITALAND LIMITED	430,000	2.87	1,234,100.00
	CITY DEVELOPMENTS LTD	70,000	7.54	527,800.00
	UOL GROUP LIMITED	85,000	6.78	576,300.00
	SINGAPORE PRESS HOLDINGS	240,000	1.43	343,200.00
小計	銘柄数:20			28,173,381.20
				(2,123,427,741)
	組入時価比率:0.4%			0.4%
新シェケル	ISRAEL CHEMICALS LIMITED	125,000	11.65	1,456,250.00
	ELBIT SYSTEMS LTD	3,600	442.50	1,593,000.00
	BANK HAPOALIM BM	183,000	20.69	3,786,270.00
	BANK LEUMI LE-ISRAEL	238,000	18.80	4,474,400.00
	ISRAEL DISCOUNT BANK-A	172,000	10.41	1,790,520.00
	MIZRAHI TEFAHOT BANK LTD	23,000	66.52	1,529,960.00
	NICE LTD	10,100	584.60	5,904,460.00
	AZRIELI GROUP	6,500	186.50	1,212,250.00
小計	銘柄数:8			21,747,110.00
				(658,937,433)
	組入時価比率:0.1%			0.1%
	合計				558,859,166,806
					(558,859,166,806)

(注1)外貨建有価証券については、通貨種類毎の小計欄の( )内は、邦貨換算額(単位:円)であります。

(注2)合計金額欄の( )内は、外貨建有価証券に係るもので、内書であります。

(注3)比率は左より組入時価の純資産に対する比率、及び各小計欄の合計金額に対する比率であります。

(2)株式以外の有価証券(2020年4月22日現在)

種類	通貨	銘柄	券面総額	評価額	備考
投資証券	米ドル	AGNC INVESTMENT CORP	80,000	988,400.00
		ALEXANDRIA REAL ESTATE EQUIT	17,900	2,638,460.00
		AMERICAN TOWER CORP	70,200	16,988,400.00
		ANNALY CAPITAL MANAGEMENT	237,000	1,455,180.00
		AVALONBAY COMMUNITIES INC	21,900	3,465,675.00
		BOSTON PROPERTIES	24,700	2,184,221.00
		CAMDEN PROPERTY TRUST	16,000	1,309,600.00
		CROWN CASTLE INTL CORP	66,000	10,538,220.00
		DIGITAL REALTY TRUST INC	41,900	6,062,930.00
		DUKE REALTY CORP	56,600	1,889,874.00
		EQUINIX INC	13,540	9,101,588.00
		EQUITY LIFESTYLE PROPERTIES	26,500	1,562,705.00
		EQUITY RESIDENTIAL	59,900	3,822,219.00
		ESSEX PROPERTY TRUST INC	10,700	2,555,053.00
		EXTRA SPACE STORAGE INC	20,700	1,838,574.00
		FEDERAL REALTY INVS TRUST	11,100	781,551.00
		HEALTHPEAK PROPERTIES INC	81,000	1,983,690.00
		HOST HOTELS & RESORTS INC	109,000	1,151,040.00
		INVITATION HOMES INC	85,000	1,798,600.00
		IRON MOUNTAIN INC	43,100	1,064,570.00
		KIMCO REALTY CORP	65,000	539,500.00
		MEDICAL PROPERTIES TRUST INC	83,000	1,284,010.00
		MID-AMERICA APARTMENT COMM	17,600	1,892,704.00
		NATIONAL RETAIL PROPERTIES INC	27,900	821,097.00
		OMEGA HEALTHCARE INVESTORS	36,500	1,049,740.00
		PROLOGIS INC	117,000	10,413,000.00
		PUBLIC STORAGE	25,300	4,829,770.00
		REALTY INCOME CORP	52,400	2,612,140.00
		REGENCY CENTERS CORP	26,200	932,458.00
		SBA COMMUNICATIONS CORP	17,770	5,224,913.10
		SIMON PROPERTY GROUP INC	47,900	2,565,524.00
		SL GREEN REALTY CORP	12,500	560,750.00
		SUN COMMUNITIES INC	14,300	1,680,250.00
		UDR INC	46,300	1,647,354.00
		VENTAS INC	61,100	1,706,523.00
		VEREIT INC	160,000	788,800.00
		VICI PROPERTIES INC	76,000	1,166,600.00
		VORNADO REALTY TRUST	27,000	973,890.00
		WELLTOWER INC	63,100	2,759,363.00
		WEYERHAEUSER CO	115,000	2,157,400.00
		WP CAREY INC	27,400	1,611,394.00
	小計	銘柄数:41	2,212,010	120,397,730.10
				(12,986,099,168)
		組入時価比率:2.2%		84.8%
	カナダドル	CAN APARTMENT PROP REAL ESTA	14,900	669,457.00
		FIRST CAPITAL REAL ESTATE INVESTMENT	16,000	218,560.00
		H&R REAL ESTATE INVSTMNT-UTS	20,000	181,000.00
		RIOCAN REAL ESTATE INVST TR	22,000	338,580.00
		SMARTCENTRES REAL ESTATE INV	11,000	227,260.00
	小計	銘柄数:5	83,900	1,634,857.00
				(124,167,389)
		組入時価比率:0.0%		0.8%
	ユーロ	COVIVIO	8,500	499,375.00
		GECINA SA	7,100	809,400.00
		ICADE	5,200	374,140.00
		KLEPIERRE	32,300	521,645.00
		UNIBAIL-RODAMCO-WESTFIELD	21,400	1,111,944.00
	小計	銘柄数:5	74,500	3,316,504.00
				(388,329,453)
		組入時価比率:0.1%		2.5%
	英ポンド	BRITISH LAND	128,000	499,840.00
		LAND SECURITIES GROUP PLC	111,000	694,638.00
		SEGRO PLC	176,000	1,416,800.00
	小計	銘柄数:3	415,000	2,611,278.00
			(346,020,447)
	組入時価比率:0.1%		2.3%
豪ドル	DEXUS	171,000	1,508,220.00
	GOODMAN GROUP	268,000	3,382,160.00
	GPT GROUP	330,000	1,234,200.00
	LENDLEASE GROUP	88,000	950,400.00
	MIRVAC GROUP	660,000	1,412,400.00
	SCENTRE GROUP	870,000	1,827,000.00
	STOCKLAND TRUST GROUP	410,000	1,156,200.00
	VICINITY CENTRES	470,000	627,450.00
小計	銘柄数:8	3,267,000	12,098,030.00
			(820,246,434)
	組入時価比率:0.1%		5.4%
香港ドル	HK ELECTRIC INVESTMENTS -SS	470,000	3,661,300.00
香港ドル	LINK REIT	330,000	22,192,500.00
小計	銘柄数:2	800,000	25,853,800.00
			(359,884,896)
	組入時価比率:0.1%		2.4%
シンガポールドル	ASCENDAS REAL ESTATE INV TRT	440,800	1,225,424.00
	CAPITALAND COMMERCIAL TRUST	439,972	659,958.00
	CAPITALAND MALL TRUST	390,000	686,400.00
	MAPLETREE COMMERCIAL TRUST	370,000	666,000.00
	SUNTEC REIT	300,000	402,000.00
小計	銘柄数:5	1,940,772	3,639,782.00
			(274,330,369)
	組入時価比率:0.0%		1.8%
	合計			15,299,078,156
				(15,299,078,156)

(注1)投資信託受益証券、投資証券及び親投資信託受益証券における券面総額の数値は、証券数を表示しております。

(注2)外貨建有価証券については、通貨種類毎の小計欄の( )内は、邦貨換算額(単位:円)であります。

(注3)合計金額欄の( )内は、外貨建有価証券に係るもので、内書であります。

(注4)比率は左より組入時価の純資産に対する比率、及び各小計欄の合計金額に対する比率であります。

第2 デリバティブ取引及び為替予約取引の契約額等及び時価の状況表

種類	2020年 4月22日現在
	契約額等(円)		時価(円)	評価損益(円)
		うち1年超	時価(円)	評価損益(円)
市場取引
株価指数先物取引
買建	6,344,983,396	-	6,831,179,216	486,195,820
市場取引以外の取引
為替予約取引
売建	75,730,850	-	76,108,500	△377,650
ユーロ	75,730,850	-	76,108,500	△377,650
合計	-	-	-	485,818,170

(注)時価の算定方法

1先物取引

外国先物取引について

先物の評価においては、計算日に知りうる直近の日の主たる取引所の発表する清算値段又は最終相場で評価しております。

2為替予約取引

1)計算日において対顧客先物相場の仲値が発表されている外貨については以下のように評価しております。

①計算日において為替予約の受渡日(以下「当該日」といいます)の対顧客先物相場の仲値が発表されている場合は、当該為替予約は当該仲値で評価しております。

②計算日において当該日の対顧客先物相場の仲値が発表されていない場合は、以下の方法によっております。

・計算日に当該日を超える対顧客先物相場が発表されている場合には、当該日に最も近い前後二つの対顧客先物相場の仲値をもとに計算したレートを用いております。

・計算日に当該日を超える対顧客先物相場が発表されていない場合には、当該日に最も近い発表されている対顧客先物相場の仲値を用いております。

2)計算日に対顧客先物相場の仲値が発表されていない外貨については、計算日の対顧客相場の仲値で評価しております。

※上記取引でヘッジ会計が適用されているものはございません。

有価証券報告書(内国投資信託受益証券)-第4期(平成31年4月23日-令和2年4月22日)

開示資料

決算