2514 NEXT FUNDS外国株式・MSCI-KOKUSAI指数(為替ヘッジ…

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有価証券報告書(内国投資信託受益証券)-第1期(平成29年12月7日-平成30年3月7日)

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【提出】: 2018/06/05 9:08
【資料】: PDFをみる
【項目】: 50項目

外国株式為替ヘッジ型マザーファンド
貸借対照表

(単位:円)
	(平成30年 3月 7日現在)
資産の部
流動資産
預金	39,629,078
コール・ローン	597,916,185
株式	39,862,724,719
投資信託受益証券	2,623,600
投資証券	926,165,190
派生商品評価勘定	291,552,838
未収入金	142,799
未収配当金	74,780,737
差入委託証拠金	330,823,458
流動資産合計	42,126,358,604
資産合計	42,126,358,604
負債の部
流動負債
派生商品評価勘定	61,445,211
未払金	3,876,203
未払解約金	100,272,874
未払利息	910
その他未払費用	950,600
流動負債合計	166,545,798
負債合計	166,545,798
純資産の部
元本等
元本	23,164,398,778
剰余金
期末剰余金又は期末欠損金(△)	18,795,414,028
元本等合計	41,959,812,806
純資産合計	41,959,812,806
負債純資産合計	42,126,358,604

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。
	投資信託受益証券
	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。市場価格のない有価証券については基準価額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	(株式、投資証券) 受取配当金は、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) 受取配当金は、投資信託受益証券の収益分配金を、原則として収益分配金落の売買が行なわれる日において、当該収益分配金額を計上しております。
	配当株式
	配当株式は原則として、配当株式に伴う源泉税等の費用が確定した段階で、株式の配当落ち日に計上した数量に相当する券面額又は発行価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)

平成30年 3月 7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	1.8114円
		(10,000口当たり純資産額)	(18,114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

自平成29年12月 7日
至平成30年 3月 7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効率的な運用に資することを目的として、株価指数先物取引を行っております。当該デリバティブ取引は、対象とする株価指数等に係る価格変動リスクを有しております。
当ファンドは、信託財産に属する資産の為替変動リスクの低減、並びに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

平成30年 3月 7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。
投資信託受益証券
(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。
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

平成30年 3月 7日現在
期首	平成29年12月 7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	20,994,628,253円
同期中における追加設定元本額	5,196,499,535円
同期中における一部解約元本額	3,026,729,010円
期末元本額	23,164,398,778円
期末元本額の内訳*
野村インデックスファンド・外国株式・為替ヘッジ型	1,610,021,432円
野村インデックスファンド・内外7資産バランス・為替ヘッジ型	577,596,257円
野村外国株インデックス Aコース(野村SMA・EW向け)	284,920,019円
インデックス・ブレンド(タイプⅠ)	1,083,247円
インデックス・ブレンド(タイプⅡ)	985,202円
インデックス・ブレンド(タイプⅢ)	4,328,673円
インデックス・ブレンド(タイプⅣ)	657,469円
インデックス・ブレンド(タイプⅤ)	2,078,052円
野村外国株インデックス Aコース(野村投資一任口座向け)	1,384,728,267円
野村外国株(含む新興国)インデックス Aコース(野村投資一任口座向け)	977,966,914円
NEXT FUNDS 外国株式・MSCI-KOKUSAI指数(為替ヘッジあり)連動型上場投信	83,693,044円
ファンドラップ(ウエルス・スクエア)外国株式	57,048,166円
野村インデックス・バランス60VA(適格機関投資家専用)	12,672,811,835円
野村外国株式インデックスファンド為替ヘッジ型VA(適格機関投資家専用)	2,207,057,115円
ノムラ外国株式インデックスファンド為替ヘッジ型VA(適格機関投資家専用)	1,533,863,980円
野村国内外マルチアセット(6資産)ファンド(適格機関投資家専用)	1,765,559,106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(平成30年 3月 7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,A GE CO,LLC	3,700	28.55	105,635.00
		HALLIBURTON CO	9,000	45.92	413,280.00
		HELMERICH & PAYNE	1,000	66.56	66,560.00
		NATIONAL OILWELL VARCO INC	4,200	36.70	154,140.00
		SCHLUMBERGER LTD	14,600	66.63	972,798.00
		TECHNIPFMC PLC	5,200	29.98	155,896.00
		ANADARKO PETE	6,000	58.81	352,860.00
		ANDEAVOR	1,760	96.43	169,716.80
		ANTERO RESOURCES CORP	2,900	20.53	59,537.00
		APACHE CORPORATION	4,500	35.36	159,120.00
		CABOT OIL & GAS CORP	4,600	25.19	115,874.00
		CHENIERE ENERGY INC	2,500	54.70	136,750.00
		CHEVRON CORP	19,730	113.65	2,242,314.50
		CIMAREX ENERGY CO	960	93.41	89,673.60
		CONCHO RESOURCES INC	1,520	151.36	230,067.20
		CONOCOPHILLIPS	12,700	54.06	686,562.00
		CONTINENTAL RESOURCES INC/OK	1,180	51.57	60,852.60
		DEVON ENERGY CORP	4,800	31.33	150,384.00
		DIAMONDBACK ENERGY INC	890	127.09	113,110.10
		EOG RESOURCES INC	5,860	101.01	591,918.60
		EQT CORP	2,500	51.82	129,550.00
		EXXON MOBIL CORP	44,480	76.18	3,388,486.40
		HESS CORP	2,900	48.48	140,592.00
		HOLLYFRONTIER CORP	1,600	45.23	72,368.00
		KINDER MORGAN INC	21,900	16.11	352,809.00
		MARATHON OIL CORP	8,300	15.03	124,749.00
		MARATHON PETROLEUM CORP	4,900	67.39	330,211.00
		NEWFIELD EXPLORATION CO	1,900	23.20	44,080.00
		NOBLE ENERGY INC	5,000	30.69	153,450.00
		OCCIDENTAL PETE CORP	7,810	65.66	512,804.60
		ONEOK INC	3,780	57.02	215,535.60
		PARSLEY ENERGY INC-CLASS A	1,800	26.82	48,276.00
		PHILLIPS 66	4,750	93.93	446,167.50
		PIONEER NATURAL RESOURCES CO	1,860	169.96	316,125.60
		PLAINS GP HOLDINGS LP-CL A	2,000	22.13	44,260.00
		RANGE RESOURCES CORP	1,840	15.22	28,004.80
		TARGA RESOURCES CORP	1,900	46.25	87,875.00
		VALERO ENERGY CORP	4,550	91.72	417,326.00
		WILLIAMS COS	9,200	27.63	254,196.00
		AIR PRODUCTS	2,200	164.20	361,240.00
		ALBEMARLE CORP	1,080	100.14	108,151.20
		AXALTA COATING SYSTEMS LTD	2,900	31.90	92,510.00
		CELANESE CORP-SERIES A	1,480	107.46	159,040.80
		CF INDUSTRIES HOLDINGS INC	2,400	43.20	103,680.00
		CHEMOURS CO/THE	1,700	49.39	83,963.00
		DOWDUPONT INC	24,370	70.79	1,725,152.30
		EASTMAN CHEMICAL CO.	1,490	105.82	157,671.80
		ECOLAB INC	2,630	131.01	344,556.30
		FMC CORP	1,200	82.42	98,904.00
		INTERNATIONAL FLAVORS & FRAGRANCE	950	139.63	132,648.50
		LYONDELLBASELL INDU-CL A	3,480	109.74	381,895.20
		MONSANTO CO	4,750	123.37	586,007.50
		MOSAIC CO/THE	3,660	27.74	101,528.40
		PPG INDUSTRIES	2,480	115.07	285,373.60
		PRAXAIR INC	2,860	153.65	439,439.00
		SHERWIN-WILLIAMS	850	401.03	340,875.50
		WR GRACE & CO	800	66.85	53,480.00
		MARTIN MARIETTA MATERIALS	620	208.63	129,350.60
		VULCAN MATERIALS CO	1,520	119.41	181,503.20
		AVERY DENNISON CORP	810	114.52	92,761.20
		BALL CORP	3,220	40.56	130,603.20
		CROWN HOLDINGS INC	1,000	50.27	50,270.00
		IP(INTERNATIONAL PAPER CO)	4,400	57.70	253,880.00
		PACKAGING CORP OP AMERICA	1,050	119.07	125,023.50
	SEALED AIR CORP	1,500	44.39	66,585.00
	WESTROCK CO	2,900	66.40	192,560.00
	FREEPORT-MCMORAN INC	14,500	18.70	271,150.00
	NEWMONT MINING CORP HOLDINGS CO	5,300	38.85	205,905.00
	NUCOR CORP	3,300	67.78	223,674.00
	STEEL DYNAMICS	2,100	46.97	98,637.00
	ARCONIC INC	4,400	24.55	108,020.00
	BOEING CO	5,880	348.92	2,051,649.60
	GENERAL DYNAMICS	2,700	224.81	606,987.00
	HARRIS CORP	1,300	154.67	201,071.00
	HUNTINGTON INGALLS INDUSTRIE	540	258.62	139,654.80
	L3 TECHNOLOGIES INC	860	205.22	176,489.20
	LOCKHEED MARTIN	2,750	339.50	933,625.00
	NORTHROP GRUMMAN CORP	1,680	341.87	574,341.60
	RAYTHEON COMPANY	3,110	213.24	663,176.40
	ROCKWELL COLLINS INC	1,820	136.39	248,229.80
	SPIRIT AEROSYSTEMS HOLD-CL A	1,120	87.84	98,380.80
	TEXTRON INC	2,800	58.59	164,052.00
	TRANSDIGM GROUP INC	490	284.09	139,204.10
	UNITED TECHNOLOGIES	7,960	131.61	1,047,615.60
	ALLEGION PLC	810	83.92	67,975.20
	FORTUNE BRANDS HOME & SECURITY INC	1,740	62.23	108,280.20
	JOHNSON CONTROLS INTERNATIONAL PLC	9,500	37.39	355,205.00
	LENNOX INTERNATIONAL INC	320	202.63	64,841.60
	MASCO CORP	3,300	41.14	135,762.00
	OWENS CORNING INC	1,050	81.46	85,533.00
	SMITH (A.O.) CORP	1,400	63.28	88,592.00
	FLUOR CORP	1,400	57.57	80,598.00
	JACOBS ENGINEERING GROUP INC	1,270	60.20	76,454.00
	ACUITY BRANDS INC	440	154.20	67,848.00
	AMETEK INC	2,630	76.11	200,169.30
	EATON CORP PLC	4,610	80.94	373,133.40
	EMERSON ELEC	6,900	70.47	486,243.00
	ROCKWELL AUTOMATION INC	1,300	181.50	235,950.00
	SENSATA TECHNOLOGIES HOLDING	1,600	52.29	83,664.00
	3M CORP	6,220	233.66	1,453,365.20
	GENERAL ELEC CO	90,700	14.64	1,327,848.00
	HONEYWELL INTERNATIONAL INC	7,580	149.33	1,131,921.40
	JARDINE MATHESON HLDGS LTD	2,500	63.19	157,975.00
	JARDINE STRATEGIC HLDGS LTD	2,100	39.20	82,320.00
	ROPER TECHNOLOGIES INC	1,050	273.74	287,427.00
	AGCO CORP	770	66.25	51,012.50
	CATERPILLAR INC DEL	6,250	153.75	960,937.50
	CUMMINS INC	1,760	160.65	282,744.00
	DEERE & COMPANY	2,800	158.51	443,828.00
	DOVER CORP	1,700	100.01	170,017.00
	FLOWSERVE CORP	1,480	44.13	65,312.40
	FORTIVE CORP	3,470	75.12	260,666.40
	IDEX CORP	660	141.03	93,079.80
	ILLINOIS TOOL WORKS INC	3,290	161.65	531,828.50
	INGERSOLL-RAND PLC	2,830	86.99	246,181.70
	MIDDLEBY CORP	660	121.50	80,190.00
	PACCAR	3,890	69.91	271,949.90
	PARKER HANNIFIN CORP	1,370	177.84	243,640.80
	PENTAIR PLC	1,500	68.52	102,780.00
	SNAP-ON INC	550	158.94	87,417.00
	STANLEY BLACK & DECKER INC	1,570	153.49	240,979.30
	WABCO HOLDINGS INC	620	140.02	86,812.40
	WABTEC CORP	860	83.44	71,758.40
	XYLEM INC	1,600	75.28	120,448.00
	AERCAP HOLDINGS NV	1,100	49.31	54,241.00
	FASTENAL CO	2,900	56.47	163,763.00
	GRAINGER(W.W.) INC	580	267.76	155,300.80
	HD SUPPLY HOLDINGS INC	1,700	36.47	61,999.00
	UNITED RENTALS INC	800	184.99	147,992.00
	CINTAS CORP	900	172.00	154,800.00
	REPUBLIC SERVICES INC-CL A	2,400	68.08	163,392.00
	ROLLINS INC	1,000	51.24	51,240.00
	STERICYCLE INC	870	63.12	54,914.40
	WASTE CONNECTIONS INC	2,490	71.93	179,105.70
	WASTE MANAGEMENT INC	4,340	85.82	372,458.80
	C.H.ROBINSON WORLDWIDE INC	1,580	89.99	142,184.20
	EXPEDITORS INTERNATIONAL WASH INC	1,600	63.72	101,952.00
	FEDEX CORPORATION	2,700	243.04	656,208.00
	UNITED PARCEL SERVICE-CL B	7,350	109.80	807,030.00
	AMERICAN AIRLINES GROUP INC	1,100	53.57	58,927.00
	DELTA AIR LINES INC	1,700	53.84	91,528.00
	SOUTHWEST AIRLINES	1,500	58.25	87,375.00
	UNITED CONTINENTAL HOLDINGS INC	860	67.52	58,067.20
	AMERCO	80	332.82	26,625.60
	CSX CORP	8,700	56.14	488,418.00
	HUNT J B TRANSPORT SVCS INC	880	118.57	104,341.60
	KANSAS CITY SOUTHERN	1,260	105.83	133,345.80
	KNIGHT-SWIFT TRANSPORTATION HOLDINGS INC	1,300	48.02	62,426.00
	NORFOLK SOUTHERN CORP	2,900	141.08	409,132.00
	OLD DOMINION FREIGHT LINE	580	139.47	80,892.60
	UNION PAC CORP	8,250	131.29	1,083,142.50
	MACQUARIE INFRASTRUCTURE CORPORATION	890	39.08	34,781.20
	APTIV PLC	2,950	89.95	265,352.50
	AUTOLIV INC	980	151.07	148,048.60
	BORGWARNER INC	1,800	48.87	87,966.00
	GOODYEAR TIRE & RUBBER CO	2,800	28.37	79,436.00
	LEAR CORP	810	186.84	151,340.40
	FORD MOTOR COMPANY	37,000	10.63	393,310.00
	GENERAL MOTORS CO	13,400	37.93	508,262.00
	HARLEY-DAVIDSON INC	1,800	44.33	79,794.00
	TESLA INC	1,370	328.20	449,634.00
	DR HORTON INC	4,200	43.44	182,448.00
	GARMIN LTD	1,600	59.81	95,696.00
	LEGGETT & PLATT INC	1,400	45.51	63,714.00
	LENNAR CORP-A	3,000	59.17	177,510.00
	MOHAWK INDUSTRIES	660	241.29	159,251.40
	NEWELL BRANDS INC	4,400	27.89	122,716.00
	NVR INC	30	2,959.97	88,799.10
	PULTEGROUP INC	2,800	29.90	83,720.00
	TOLL BROTHERS INC	1,400	45.06	63,084.00
	WHIRLPOOL CORP	700	161.42	112,994.00
	HASBRO INC	1,110	95.87	106,415.70
	MATTEL INC	3,400	16.44	55,896.00
	POLARIS INDUSTRIES INC	640	119.09	76,217.60
	HANESBRANDS INC	3,400	20.32	69,088.00
	LULULEMON ATHLETICA INC	1,000	83.69	83,690.00
	MICHAEL KORS HOLDINGS LTD	1,900	62.07	117,933.00
	NIKE INC-B	14,000	65.24	913,360.00
	PVH CORP	930	143.00	132,990.00
	RALPH LAUREN CORPORATION	640	106.96	68,454.40
	TAPESTRY INC	3,300	51.20	168,960.00
	UNDER ARMOUR INC-CLASS A	2,100	17.62	37,002.00
	UNDER ARMOUR INC-CLASS C	2,114	15.73	33,253.22
	V F CORP	3,720	73.43	273,159.60
	ARAMARK	3,000	41.10	123,300.00
	CARNIVAL CORP	3,900	66.15	257,985.00
	CHIPOTLE MEXICAN GRILL INC	270	318.04	85,870.80
	DARDEN RESTAURANTS INC	1,390	94.12	130,826.80
	DOMINOS PIZZA INC	470	221.44	104,076.80
	HILTON WORLDWIDE HOLDINGS IN	1,800	78.94	142,092.00
	LAS VEGAS SANDS CORP	4,330	72.64	314,531.20
	MARRIOTT INTERNATIONAL-CLA	3,250	137.61	447,232.50
	MCDONALD'S CORP	8,330	151.20	1,259,496.00
	MELCO RESORTS & ENTERT-ADR	3,000	27.01	81,030.00
	MGM RESORTS INTERNATIONAL	4,400	34.75	152,900.00
	NORWEGIAN CRUISE LINE HOLDIN	2,600	56.00	145,600.00
	ROYAL CARIBBEAN CRUISES LTD	1,940	123.80	240,172.00
	STARBUCKS CORP	14,600	57.03	832,638.00
	VAIL RESORTS INC	340	213.58	72,617.20
	WYNDHAM WORLDWIDE CORP	920	117.61	108,201.20
	WYNN RESORTS LTD	920	166.78	153,437.60
	YUM BRANDS INC	3,580	81.38	291,340.40
	CBS CORP-CL B	3,700	53.23	196,951.00
	CHARTER COMMUNICATIONS INC-A	1,980	337.96	669,160.80
	COMCAST CORP-CL A	48,600	36.87	1,791,882.00
	DISCOVERY COMMUNICATIONS INC	2,030	24.42	49,572.60
	DISCOVERY COMMUNICATIONS-C	2,000	22.86	45,720.00
	DISH NETWORK CORP-A	2,400	41.22	98,928.00
	DISNEY (WALT) CO	15,740	104.94	1,651,755.60
	INTERPUBRIC GROUP	3,600	23.67	85,212.00
	LIBERTY BROADBAND CORP-C	1,340	88.04	117,973.60
	LIBERTY GLOBAL PLC -SERIES C	5,300	31.58	167,374.00
	LIBERTY GLOBAL PLC-A	2,300	32.65	75,095.00
	LIBERTY MEDIA CORP-LIBERTY-C	1,900	32.37	61,503.00
	LIBERTY SIRIUS GROUP-C	2,030	43.35	88,000.50
	LIBERTY SIRIUSXM GROUP	1,160	43.72	50,715.20
	LIVE NATION ENTERTAINMENT IN	1,400	44.12	61,768.00
	NEWS CORP/NEW-CL A-W/I	4,300	16.42	70,606.00
	OMNICOM GROUP	2,620	75.34	197,390.80
	SCRIPPS NETWORKS INTER-CL A	710	90.04	63,928.40
	SIRIUS XM HOLDINGS INC	17,000	6.36	108,120.00
	TIME WARNER INC	8,220	95.12	781,886.40
	TWENTY-FIRST CENTURY FOX INC	11,500	37.54	431,710.00
	TWENTY-FIRST CENTURY FOX INC CLASS B	4,700	37.02	173,994.00
	VIACOM INC-CLASS B	3,600	34.21	123,156.00
	GENUINE PARTS CO	1,560	92.53	144,346.80
	LKQ CORP	2,800	39.55	110,740.00
	AMAZON.COM INC	4,288	1,537.64	6,593,400.32
	BOOKING HOLDINGS INC	518	2,085.51	1,080,294.18
	EXPEDIA INC	1,170	108.61	127,073.70
	LIBERTY INTERACTIVE CORPORATION QVC GR-A	5,100	27.66	141,066.00
	NETFLIX INC	4,520	325.22	1,469,994.40
	TRIPADVISOR INC	1,300	42.38	55,094.00
	DOLLAR GENERAL CORP	2,830	93.44	264,435.20
	DOLLAR TREE INC	2,440	104.36	254,638.40
	KOHLS CORP	2,100	66.82	140,322.00
	MACYS INC	3,700	30.36	112,332.00
	NORDSTROM INC	1,600	52.49	83,984.00
	TARGET CORP	5,400	71.79	387,666.00
	ADVANCE AUTO PARTS	760	118.59	90,128.40
	AUTONATION INC	650	51.32	33,358.00
	AUTOZONE	260	664.72	172,827.20
	BEST BUY COMPANY INC	2,700	76.77	207,279.00
	CARMAX INC	1,700	61.49	104,533.00
	GAP INC	2,400	34.59	83,016.00
	HOME DEPOT	12,130	181.64	2,203,293.20
	L BRANDS, INC	2,600	45.11	117,286.00
	LOWES COS INC	8,760	87.12	763,171.20
	OREILLY AUTOMOTIVE INC,	880	251.74	221,531.20
	ROSS STORES INC	3,880	80.51	312,378.80
	TIFFANY & CO	1,370	101.35	138,849.50
	TJX COS INC	6,760	84.39	570,476.40
	TRACTOR SUPPLY COMPANY	1,000	64.78	64,780.00
	ULTA BEAUTY INC	620	200.22	124,136.40
	COSTCO WHOLESALE CORPORATION	4,660	191.46	892,203.60
	CVS HEALTH CORP	10,290	67.65	696,118.50
	KROGER CO	9,500	28.01	266,095.00
	SYSCO CORP	4,900	60.87	298,263.00
	WALGREENS BOOTS ALLIANCE INC	8,800	69.79	614,152.00
	WALMART INC	15,600	89.06	1,389,336.00
	BROWN-FORMAN CORP-CL B	3,000	56.04	168,120.00
	COCA COLA CO	42,100	43.93	1,849,453.00
	COCA-COLA EUROPEAN PARTNERS	2,100	40.05	84,105.00
	CONSTELLATION BRANDS INC-A	1,890	222.56	420,638.40
	DR PEPPER SNAPPLE GROUP INC	1,830	116.12	212,499.60
	MOLSON COORS BREWING CO-B	1,960	78.79	154,428.40
	MONSTER BEVERAGE CORP	3,900	55.67	217,113.00
	PEPSICO INC	14,820	109.58	1,623,975.60
	ARCHER DANIELS MIDLAND	6,300	43.12	271,656.00
	BUNGE LIMITED	1,700	77.11	131,087.00
	CAMPBELL SOUP CO	2,000	43.90	87,800.00
	CONAGRA BRANDS INC	4,600	38.29	176,134.00
	GENERAL MILLS	6,000	51.06	306,360.00
	HERSHEY CO/THE	1,510	99.37	150,048.70
	HORMEL FOODS CORP	2,500	33.43	83,575.00
	INGREDION INC	690	133.63	92,204.70
	JM SMUCKER CO/THE-NEW	1,230	129.68	159,506.40
	KELLOGG CO	2,530	69.90	176,847.00
	KRAFT HEINZ CO/THE	6,560	67.77	444,571.20
	MCCORMICK & CO INC.	1,100	110.06	121,066.00
	MONDELEZ INTERNATIONAL INC	16,000	45.57	729,120.00
	TYSON FOODS INC-CL A	2,990	74.05	221,409.50
	ALTRIA GROUP INC	19,960	64.77	1,292,809.20
	PHILIP MORRIS INTERNATIONAL	16,180	107.98	1,747,116.40
	CHURCH & DWIGHT CO INC	2,600	50.77	132,002.00
	CLOROX CO	1,290	132.33	170,705.70
	COLGATE PALMOLIVE CO.	8,980	69.64	625,367.20
	KIMBERLY-CLARK CORP	3,790	113.05	428,459.50
	PROCTER & GAMBLE CO	26,370	80.02	2,110,127.40
	SPECTRUM BRANDS HOLDINGS INC	310	101.55	31,480.50
	COTY INC-CL A	4,300	19.25	82,775.00
	ESTEE LAUDER COMPANIES-CL A	2,240	142.68	319,603.20
	ABBOTT LABORATORIES	18,200	60.88	1,108,016.00
	ALIGN TECHNOLOGY INC	810	255.97	207,335.70
	BAXTER INTERNATIONAL INC.	5,300	67.01	355,153.00
	BECTON,DICKINSON	2,810	216.96	609,657.60
	BOSTON SCIENTIFIC CORP	13,900	27.41	380,999.00
	DANAHER CORP	6,350	97.75	620,712.50
	DENTSPLY SIRONA INC	2,420	56.37	136,415.40
	EDWARDS LIFESCIENCES CORP	2,180	137.85	300,513.00
	HOLOGIC INC	2,900	38.41	111,389.00
	IDEXX LABORATORIES INC	900	190.59	171,531.00
	INTUITIVE SURGICAL INC	1,200	426.50	511,800.00
	MEDTRONIC PLC	14,180	80.41	1,140,213.80
	RESMED INC	1,680	96.18	161,582.40
	STRYKER CORP	3,640	162.73	592,337.20
	TELEFLEX INC	510	254.32	129,703.20
	THE COOPER COMPANIES, INC.	440	240.40	105,776.00
	VARIAN MEDICAL SYSTEMS INC	1,060	123.44	130,846.40
	ZIMMER BIOMET HOLDINGS INC	2,050	118.09	242,084.50
	AETNA INC	3,510	178.23	625,587.30
	AMERISOURCEBERGEN CORP	1,650	94.70	156,255.00
	ANTHEM INC	2,730	232.75	635,407.50
	CARDINAL HEALTH INC	3,500	69.92	244,720.00
	CENTENE CORP	1,600	101.03	161,648.00
	CIGNA CORP	2,580	194.13	500,855.40
	DAVITA INC	1,400	72.06	100,884.00
	ENVISION HEALTHCARE CORP	1,300	41.70	54,210.00
	EXPRESS SCRIPTS HOLDING INC-COMMON	6,200	74.58	462,396.00
	HCA HEALTHCARE INC	2,870	100.99	289,841.30
	HENRY SCHEIN INC	1,480	66.03	97,724.40
	HUMANA INC	1,460	273.11	398,740.60
	LABORATORY CRP OF AMER HLDGS	1,050	172.72	181,356.00
	MCKESSON CORP	2,090	151.17	315,945.30
	QUEST DIAGNOSTICS INC	1,360	104.14	141,630.40
	UNITEDHEALTH GROUP INC	10,060	226.18	2,275,370.80
	UNIVERSAL HEALTH SERVICES-B	870	124.95	108,706.50
	ABBVIE INC	16,610	114.56	1,902,841.60
	ALEXION PHARMACEUTICALS INC	2,160	118.13	255,160.80
	ALKERMES PLC	1,640	58.88	96,563.20
	ALNYLAM PHARMACEUTICALS INC	840	123.25	103,530.00
	AMGEN INC	7,580	190.35	1,442,853.00
	BIOGEN INC	2,240	285.98	640,595.20
	BIOMARIN PHARMACEUTICAL INC	1,680	82.37	138,381.60
	CELGENE CORP	8,310	89.17	741,002.70
	GILEAD SCIENCES INC	13,690	79.32	1,085,890.80
	INCYTE CORP	1,820	91.09	165,783.80
	REGENERON PHARMACEUTICALS	770	333.48	256,779.60
	SEATTLE GENETICS INC	1,100	55.27	60,797.00
	TESARO INC	300	62.18	18,654.00
	UNITED THERAPEUTICS CORP	490	112.77	55,257.30
	VERTEX PHARMACEUTICALS	2,720	168.72	458,918.40
	ALLERGAN PLC	3,410	150.71	513,921.10
	BRISTOL MYERS SQUIBB	17,100	65.47	1,119,537.00
	ELI LILLY & CO.	10,450	77.19	806,635.50
	JAZZ PHARMACEUTICALS PLC	550	144.85	79,667.50
	JOHNSON & JOHNSON	28,190	128.22	3,614,521.80
	MERCK & CO INC	28,400	54.30	1,542,120.00
	MYLAN NV	4,800	43.23	207,504.00
	PERRIGO CO PLC	1,130	82.42	93,134.60
	PFIZER INC	61,900	35.88	2,220,972.00
	TEVA PHARMACEUTICAL-SP ADR	9,800	19.18	187,964.00
	ZOETIS INC	5,250	81.51	427,927.50
	BANK OF AMERICA CORP	104,000	32.11	3,339,440.00
	BB&T CORPORATION	8,100	55.25	447,525.00
	CIT GROUP INC	1,000	55.31	55,310.00
	CITIGROUP	27,490	74.06	2,035,909.40
	CITIZENS FINANCIAL GROUP	5,300	45.32	240,196.00
	COMERICA INC	1,800	100.65	181,170.00
	EAST WEST BANCORP INC	1,200	69.07	82,884.00
	FIFTH THIRD BANCORP	6,900	33.66	232,254.00
	FIRST REPUBLIC BANK/CA	1,450	97.44	141,288.00
	HUNTINGTON BANCSHARES INC	11,900	16.20	192,780.00
	JPMORGAN CHASE & CO	36,390	115.16	4,190,672.40
	KEYCORP	10,400	21.70	225,680.00
	M & T BANK CORP	1,440	195.34	281,289.60
	PEOPLES UNITED FINANCIAL INC	2,700	19.90	53,730.00
	PNC FINANCIAL	5,020	159.34	799,886.80
	REGIONS FINANCIAL CORP	12,300	19.90	244,770.00
	SIGNATURE BANK	520	156.59	81,426.80
	SUNTRUST BKS INC.	5,200	71.07	369,564.00
	SVB FINANCIAL GROUP	630	266.11	167,649.30
	US BANCORP	17,700	54.17	958,809.00
	WELLS FARGO CO	48,500	57.07	2,767,895.00
	ZIONS BANCORPORATION	2,300	56.54	130,042.00
	BERKSHIRE HATHAWAY INC CL B	13,170	204.55	2,693,923.50
	LEUCADIA NATIONAL CORP	3,000	24.07	72,210.00
	VOYA FINANCIAL INC	2,100	52.03	109,263.00
	AFLAC INC	4,100	88.78	363,998.00
	ALLEGHANY CORP	170	633.80	107,746.00
	ALLSTATE CORP	3,710	93.43	346,625.30
	AMERICAN FINANCIAL GROUP INC	630	114.39	72,065.70
	AMERICAN INTL GROUP	9,200	58.03	533,876.00
	AON PLC	2,640	142.17	375,328.80
	ARCH CAPITAL GROUP LTD	1,330	90.05	119,766.50
	ARTHUR J GALLAGHER & CO	1,700	69.61	118,337.00
	ASSURANT INC	340	89.76	30,518.40
	ATHENE HOLDING LTD-CLASS A	800	49.70	39,760.00
	AXIS CAPITAL HOLDINGS LTD	1,000	52.71	52,710.00
	BRIGHTHOUSE FINANCIAL INC	890	52.86	47,045.40
	CHUBB LTD	4,720	141.93	669,909.60
	CINCINNATI FINANCIAL CORP	1,550	76.04	117,862.00
	EVEREST RE GROUP LTD	440	254.70	112,068.00
	FNF GROUP	2,400	37.70	90,480.00
	HARTFORD FINANCIAL SERVICES	4,100	54.42	223,122.00
	LINCOLN NATIONAL CORP	2,200	75.85	166,870.00
	LOEWS CORP	2,800	50.88	142,464.00
	MARKEL CORP	144	1,138.69	163,971.36
	MARSH & MCLENNAN COS	5,270	83.54	440,255.80
	METLIFE INC	9,800	47.07	461,286.00
	PRINCIPAL FINANCIAL GROUP	3,080	61.59	189,697.20
	PROGRESSIVE CO	6,300	58.62	369,306.00
	PRUDENTIAL FINANCIAL INC	4,270	107.54	459,195.80
	REINSURANCE GROUP OF AMERICA	750	156.29	117,217.50
	RENAISSANCERE HOLDINGS LTD	490	137.03	67,144.70
	TORCHMARK CORP	1,230	84.72	104,205.60
	TRAVELERS COS INC/THE	2,850	141.39	402,961.50
	UNUM GROUP	2,700	49.96	134,892.00
	WILLIS TOWERS WATSON PLC	1,310	157.43	206,233.30
	WR BERKLEY CORP	990	70.52	69,814.80
	XL GROUP LTD	2,400	55.91	134,184.00
	AKAMAI TECHNOLOGIES	1,800	69.94	125,892.00
	ALPHABET INC-CL A	3,131	1,100.90	3,446,917.90
	ALPHABET INC-CL C	3,301	1,095.06	3,614,793.06
	COSTAR GROUP INC	370	357.10	132,127.00
	EBAY INC	10,400	43.14	448,656.00
	FACEBOOK INC-A	25,000	179.78	4,494,500.00
	IAC/INTERACTIVE CORP	700	155.25	108,675.00
	MERCADOLIBRE INC	450	410.25	184,612.50
	TWITTER INC	6,700	34.43	230,681.00
	VERISIGN INC	820	117.45	96,309.00
	ZILLOW GROUP INC - C	1,120	52.85	59,192.00
	ACCENTURE PLC-CL A	6,540	158.03	1,033,516.20
	ALLIANCE DATA SYSTEMS CORP	510	235.09	119,895.90
	AUTOMATIC DATA PROCESS	4,540	115.41	523,961.40
	BROADRIDGE FINANCIAL SOLUTIONS INC	1,030	105.55	108,716.50
	COGNIZANT TECH SOLUTIONS CORP	6,310	83.07	524,171.70
	DXC TECHNOLOGY CO	2,810	101.85	286,198.50
	FIDELITY NATIONAL INFORMATION	3,380	98.71	333,639.80
	FIRST DATA CORP- CLASS A	3,500	15.36	53,760.00
	FISERV INC	2,070	144.22	298,535.40
	FLEETCOR TECHNOLOGIES INC	950	203.42	193,249.00
	GARTNER INC	920	120.96	111,283.20
	GLOBAL PAYMENTS INC	1,490	114.18	170,128.20
	INTERNATIONAL BUSINESS MACHINES	9,180	155.72	1,429,509.60
	JACK HENRY & ASSOCIATES INC	670	121.90	81,673.00
	LEIDOS HOLDINGS INC	1,200	66.20	79,440.00
	MASTERCARD INC	9,780	177.53	1,736,243.40
	PAYCHEX INC	3,400	65.09	221,306.00
	PAYPAL HOLDINGS INC	12,160	79.23	963,436.80
	SABRE CORP	1,900	23.11	43,909.00
	SQUARE INC - A	2,400	49.60	119,040.00
	TOTAL SYSTEM SERVICES INC	1,600	88.91	142,256.00
	VISA INC-CLASS A SHARES	18,840	121.06	2,280,770.40
	WESTERN UNION CO	5,500	19.90	109,450.00
	WORLDPAY INC - CL A	3,160	84.27	266,293.20
	ACTIVISION BLIZZARD INC	7,700	73.92	569,184.00
	ADOBE SYSTEMS INC.	5,170	212.01	1,096,091.70
	ANSYS INC	950	163.77	155,581.50
	AUTODESK INC.	1,930	119.87	231,349.10
	CA INC	2,800	35.72	100,016.00
	CADENCE DESIGN SYS INC	2,800	38.98	109,144.00
	CDK GLOBAL INC	1,430	69.84	99,871.20
	CHECK POINT SOFTWARE TECHNOLOGIES LTD.	1,300	103.95	135,135.00
	CITRIX SYSTEMS INC	1,760	93.64	164,806.40
	DELL TECHNOLOGIES INC-CL V	1,900	75.60	143,640.00
	ELECTRONIC ARTS	3,190	124.55	397,314.50
	FORTINET INC	1,500	51.85	77,775.00
	INTUIT INC	2,650	169.46	449,069.00
	MICROSOFT CORP	76,710	93.32	7,158,577.20
	ORACLE CORPORATION	32,600	51.50	1,678,900.00
	RED HAT INC	1,950	149.72	291,954.00
	SALESFORCE.COM INC	7,320	124.48	911,193.60
	SERVICENOW INC	1,900	171.07	325,033.00
	SPLUNK INC	1,300	103.89	135,057.00
	SS&C TECHNOLOGIES HOLDINGS	2,200	51.58	113,476.00
	SYMANTEC CORP	6,700	26.96	180,632.00
	SYNOPSYS INC	1,780	86.26	153,542.80
	TAKE-TWO INTERACTIVE SOFTWARE INC	1,000	110.71	110,710.00
	VMWARE INC - CLASS A	580	120.53	69,907.40
	WORKDAY INC-CLASS A	1,560	135.95	212,082.00
	ARISTA NETWORKS INC	560	288.60	161,616.00
	CISCO SYSTEMS	51,300	44.29	2,272,077.00
	COMMSCOPE HOLDING CO INC	1,600	40.22	64,352.00
	F5 NETWORKS INC	760	152.14	115,626.40
	JUNIPER NETWORKS INC	4,100	25.94	106,354.00
	MOTOROLA SOLUTIONS INC	1,550	108.38	167,989.00
	PALO ALTO NETWORKS INC	910	183.22	166,730.20
	APPLE INC	53,700	176.67	9,487,179.00
	HEWLETT PACKARD ENTERPRISE	16,500	19.41	320,265.00
	HP INC	16,600	23.95	397,570.00
	NETAPP INC	2,900	63.80	185,020.00
	SEAGATE TECHNOLOGY	3,200	56.23	179,936.00
	WESTERN DIGITAL CORP	3,040	93.80	285,152.00
	XEROX CORP	2,500	30.04	75,100.00
	AMPHENOL CORP-CL A	3,130	89.75	280,917.50
	ARROW ELECTRS INC	750	81.82	61,365.00
	AVNET	800	43.79	35,032.00
	CDW CORPORATION	1,500	74.11	111,165.00
	COGNEX CORP	1,640	53.10	87,084.00
	CORNING INC	8,600	29.20	251,120.00
	FLEX LTD	4,700	18.30	86,010.00
	FLIR SYSTEMS INC	1,200	50.50	60,600.00
	IPG PHOTONICS CORP	360	241.44	86,918.40
	TE CONNECTIVITY LTD	3,810	101.93	388,353.30
	TRIMBLE INC	2,500	38.38	95,950.00
	ADVANCED MICRO DEVICES	7,600	11.76	89,376.00
	ANALOG DEVICES INC	4,010	91.93	368,639.30
	APPLIED MATERIALS	10,800	59.99	647,892.00
	BROADCOM LTD	4,280	250.96	1,074,108.80
	INTEL CORP	48,600	50.71	2,464,506.00
	KLA TENCOR CORP	1,610	116.07	186,872.70
	LAM RESEARCH	1,680	207.94	349,339.20
	MARVELL TECHNOLOGY GROUP LTD	4,700	23.57	110,779.00
	MAXIM INTEGRATED PRODUCTS	2,800	62.78	175,784.00
	MICROCHIP TECHNOLOGY	2,660	96.57	256,876.20
	MICRON TECHNOLOGY	12,300	53.74	661,002.00
	NVIDIA CORP	6,320	242.16	1,530,451.20
	NXP SEMICONDUCTORS NV	3,300	124.40	410,520.00
	QORVO INC	1,200	83.68	100,416.00
	QUALCOMM INC	15,500	62.14	963,170.00
	SKYWORKS SOLUTIONS INC	1,950	111.85	218,107.50
	TEXAS INSTRUMENTS INC	10,330	109.69	1,133,097.70
	XILINX INC	2,640	73.98	195,307.20
	AT & T INC	63,800	36.87	2,352,306.00
	CENTURYLINK INC	9,185	18.06	165,881.10
	VERIZON COMMUNICATIONS	43,500	48.89	2,126,715.00
	ZAYO GROUP HOLDINGS INC	1,800	36.20	65,160.00
	SPRINT CORP	7,300	5.35	39,055.00
	T-MOBILE US INC	2,800	63.56	177,968.00
	ALLIANT ENERGY CORP	2,100	38.17	80,157.00
	AMERICAN ELECTRIC POWER	5,420	65.50	355,010.00
	DUKE ENERGY CORP	7,460	75.86	565,915.60
	EDISON INTERNATIONAL	3,080	60.07	185,015.60
	ENTERGY CORP	1,800	77.72	139,896.00
	EVERSOURCE ENERGY	3,300	56.68	187,044.00
	EXELON CORPORATION	9,900	37.17	367,983.00
	FIRSTENERGY CORP	4,300	31.85	136,955.00
	NEXTERA ENERGY INC	4,970	153.26	761,702.20
	OGE ENERGY CORP	2,700	31.20	84,240.00
	PG&E CORP	4,900	42.42	207,858.00
	PINNACLE WEST CAPITAL CORP	1,150	76.30	87,745.00
	PPL CORPORATION	7,300	27.68	202,064.00
	SOUTHERN CO.	10,900	44.10	480,690.00
	WESTAR ENERGY INC	1,300	49.72	64,636.00
	XCEL ENERGY INC	5,700	42.91	244,587.00
	ATMOS ENERGY CORP	1,100	80.04	88,044.00
	UGI CORP	1,600	43.52	69,632.00
	AMEREN CORPORATION	2,300	53.94	124,062.00
	CENTERPOINT ENERGY INC	3,900	26.77	104,403.00
	CMS ENERGY CORP	2,700	42.69	115,263.00
	CONSOLIDATED EDISON INC	3,180	75.14	238,945.20
	DOMINION ENERGY INC	6,890	72.92	502,418.80
	DTE ENERGY COMPANY	1,800	101.20	182,160.00
	NISOURCE INC	2,800	23.21	64,988.00
	PUBLIC SVC ENTERPRISE	5,700	47.19	268,983.00
	SCANA CORP	1,200	40.96	49,152.00
	SEMPRA ENERGY	2,630	109.36	287,616.80
	WEC ENERGY GROUP INC	3,000	60.08	180,240.00
	AMERICAN WATER WORKS CO INC	1,660	79.69	132,285.40
	NEW YORK COMMUNITY BANCORP	6,100	14.36	87,596.00
	ALLY FINANCIAL INC	3,900	28.12	109,668.00
	AMERICAN EXPRESS CO	7,790	96.07	748,385.30
	CAPITAL ONE FINANCIAL CORP	5,260	98.04	515,690.40
	DISCOVER FINANCIAL SERVICES	3,670	76.81	281,892.70
	SYNCHRONY FINANCIAL	7,700	36.20	278,740.00
	AFFILIATED MANAGERS GROUP	600	191.80	115,080.00
	AMERIPRISE FINANCIAL INC	1,410	155.57	219,353.70
	BANK OF NEWYORK MELLON CORP	10,900	56.87	619,883.00
	BLACKROCK INC	1,270	548.66	696,798.20
	CBOE GLOBAL MARKETS INC	1,240	118.17	146,530.80
	CME GROUP INC	3,670	169.59	622,395.30
	E*TRADE FINANCIAL CORP	3,100	54.40	168,640.00
	EATON VANCE CORP	1,600	55.27	88,432.00
	FRANKLIN RESOURCES INC	3,400	39.60	134,640.00
	GOLDMAN SACHS GROUP	3,760	266.93	1,003,656.80
	INTERCONTINENTAL EXCHANGE INC	5,900	73.34	432,706.00
	INVESCO LTD	4,400	33.12	145,728.00
	MOODYS CORP	1,800	166.06	298,908.00
	MORGAN STANLEY	14,300	56.56	808,808.00
	MSCI INC	1,070	148.99	159,419.30
	NASDAQ INC	1,430	83.91	119,991.30
	NORTHERN TRUST CORP	2,220	106.72	236,918.40
	RAYMOND JAMES FINANCIAL INC	1,300	95.85	124,605.00
	S&P GLOBAL INC	2,570	190.99	490,844.30
	SCHWAB(CHARLES)CORP	12,800	54.73	700,544.00
	SEI INVESTMENTS COMPANY	1,400	74.76	104,664.00
	STATE STREET CORP	3,780	105.46	398,638.80
	T ROWE PRICE GROUP INC	2,700	113.36	306,072.00
	TD AMERITRADE HOLDING CORP	2,700	59.03	159,381.00
	H & R BLOCK INC	1,800	25.77	46,386.00
	AES CORP	6,100	10.93	66,673.00
	VISTRA ENERGY CORP	2,400	20.47	49,128.00
	CERNER CORP	3,190	64.98	207,286.20
	VEEVA SYSTEMS INC-CLASS A	1,500	76.74	115,110.00
	AGILENT TECHNOLOGIES INC	3,590	68.11	244,514.90
	ILLUMINA INC	1,590	235.76	374,858.40
	IQVIA HOLDINGS INC	1,430	100.66	143,943.80
	METTLER-TOLEDO INTL	300	605.29	181,587.00
	THERMO FISHER SCIENTIFIC INC	4,220	210.12	886,706.40
	WATERS CORP	810	205.32	166,309.20
	EQUIFAX INC	1,220	121.39	148,095.80
	IHS MARKIT LTD	4,500	47.51	213,795.00
	MANPOWERGROUP INC	590	118.62	69,985.80
	NIELSEN HOLDINGS PLC	3,700	33.28	123,136.00
	ROBERT HALF INTERNATIONAL INC	1,430	59.55	85,156.50
	TRUNSUNION	1,500	57.05	85,575.00
	VERISK ANALYTICS INC	1,720	104.27	179,344.40
	CBRE GROUP INC	3,000	46.96	140,880.00
	HONGKONG LAND HOLDINGS LTD	10,200	6.88	70,176.00
	JONES LANG LASALLE INC	470	167.59	78,767.30
小計	銘柄数:601			249,266,768.44
				(26,327,556,082)
	組入時価比率:62.7%			66.0%
カナダドル	ALTAGAS LTD	1,500	23.27	34,905.00
	ARC RESOURCES LTD	3,800	12.86	48,868.00
	CAMECO CORP	5,000	12.11	60,550.00
	CANADIAN NATURAL RESOURCES LTD	11,400	39.82	453,948.00
	CENOVUS ENERGY INC	9,400	10.51	98,794.00
	CRESCENT POINT ENERGY CORP	6,700	8.99	60,233.00
	ENBRIDGE INC	17,600	40.93	720,368.00
	ENCANA CORP	9,700	13.99	135,703.00
	HUSKY ENERGY INC	3,779	17.00	64,243.00
	IMPERIAL OIL	2,900	35.27	102,283.00
	INTER PIPELINE LTD	3,800	22.51	85,538.00
	KEYERA CORP	2,020	32.57	65,791.40
	PEMBINA PIPELINE CORP	5,200	41.46	215,592.00
	PRAIRIESKY ROYALTY LTD	1,800	28.26	50,868.00
	SEVEN GENERATIONS ENERGY - A	3,100	14.54	45,074.00
	SUNCOR ENERGY INC	16,900	41.40	699,660.00
	TOURMALINE OIL CORP	2,800	19.00	53,200.00
	TRANSCANADA CORP	8,800	56.93	500,984.00
	VERMILION ENERGY INC	1,410	40.95	57,739.50
	METHANEX CORP	970	71.03	68,899.10
	NUTRIEN LTD	6,600	66.34	437,844.00
	CCL INDUSTRIES INC - CL B	1,450	65.11	94,409.50
	AGNICO EAGLE MINES LTD	2,100	50.50	106,050.00
	BARRICK GOLD	12,400	15.28	189,472.00
	FIRST QUANTUM MINERALS LTD	7,800	20.80	162,240.00
	FRANCO-NEVADA CORP	1,800	91.98	165,564.00
	GOLDCORP INC	7,900	17.01	134,379.00
	KINROSS GOLD CORP	10,000	4.81	48,100.00
	LUNDIN MINING CORP	8,000	8.43	67,440.00
	TECK RESOURCES LTD-CLS B	6,100	36.68	223,748.00
	TURQUOISE HILL RESOURCES LTD	8,740	4.18	36,533.20
	WHEATON PRECIOUS METALS CORP	4,000	25.94	103,760.00
	WEST FRASER TIMBER	780	86.10	67,158.00
	BOMBARDIER B SHEARS	19,500	3.77	73,515.00
	CAE INC	1,900	23.28	44,232.00
	SNC-LAVALIN GROUP INC	1,900	56.57	107,483.00
	FINNING INTERNATIONAL INC	2,000	32.60	65,200.00
	CANADIAN NATL RAILWAY CO	7,520	95.24	716,204.80
	CANADIAN PACIFIC RAILWAY LTD	1,600	226.74	362,784.00
	LINAMAR CORP	500	68.44	34,220.00
	MAGNA INTERNATIONAL INC	3,300	67.95	224,235.00
	GILDAN ACTIVEWEAR INC	2,700	37.49	101,223.00
	RESTAURANT BRANDS INTERNATIONAL INC	2,700	74.50	201,150.00
	SHAW COMMUNICATIONS INC-B	3,800	25.04	95,152.00
	CANADIAN TIRE CORP LTD A	660	173.12	114,259.20
	DOLLARAMA INC	1,040	151.76	157,830.40
	ALIMENTATION COUCHE-TARD-B	4,500	63.22	284,490.00
	EMPIRE CO LTD A	1,300	23.88	31,044.00
	JEAN COUTU GROUP INC-CLASS A	900	24.41	21,969.00
	LOBLAW COMPANIES	2,400	65.97	158,328.00
	METRO INC	2,300	40.83	93,909.00
	WESTON(GEORGE)LTD	390	105.52	41,152.80
	SAPUTO INC	1,800	40.29	72,522.00
	VALEANT PHARMACEUTICALS INTERNATIONAL	3,900	19.73	76,947.00
	BANK OF MONTREAL	6,930	96.71	670,200.30
	BANK OF NOVA SCOTIA HALIFAX	12,700	79.28	1,006,856.00
	CANADIAN IMPERIAL BANK OF COMMERCE	4,700	116.84	549,148.00
	NATIONAL BANK OF CANADA	3,600	63.29	227,844.00
	ROYAL BANK OF CANADA	15,260	100.76	1,537,597.60
	TORONTO DOMINION BANK	19,400	75.63	1,467,222.00
	ELEMENT FLEET MANAGEMENT CORP	4,000	4.78	19,120.00
	ONEX CORPORATION	900	94.68	85,212.00
	FAIRFAX FINANCIAL HLDGS LTD	260	649.00	168,740.00
	GREAT-WEST LIFECO INC	3,800	33.65	127,870.00
	INDUSTRIAL ALLIANCE INSURANC	800	52.83	42,264.00
	INTACT FINANCIAL CORP	1,460	99.06	144,627.60
	MANULIFE FINANCIAL CORP	20,500	24.20	496,100.00
	POWER CORPORATION OF CANADA	3,500	30.12	105,420.00
	POWER FINANCIAL CORP	3,300	33.43	110,319.00
	SUN LIFE FINANCIAL INC	6,800	54.05	367,540.00
	SHOPIFY INC - CLASS A	1,040	182.52	189,820.80
	CGI GROUP INC - CLASS A	3,000	75.61	226,830.00
	BLACKBERRY LTD	4,500	16.03	72,135.00
	CONSTELLATION SOFTWARE INC	240	861.79	206,829.60
	OPEN TEXT CORP	3,100	45.29	140,399.00
	BCE INC	1,200	56.63	67,956.00
	TELUS CORP	2,600	47.07	122,382.00
	ROGERS COMMUNICATIONS-CL B	4,200	58.92	247,464.00
	EMERA INC	600	41.01	24,606.00
	FORTIS INC	3,800	42.66	162,108.00
	HYDRO ONE LTD	3,100	21.04	65,224.00
	ATCO LTD CL1	900	42.45	38,205.00
	CANADIAN UTILITIES LTD A	1,090	33.75	36,787.50
	BROOKFIELD ASSET MANAGE-CL A	8,300	51.05	423,715.00
	CI FINANCIAL CORP	3,700	28.80	106,560.00
	IGM FINANCIAL INC	600	39.72	23,832.00
	THOMSON REUTERS CORP	2,700	51.08	137,916.00
	FIRST CAPITAL REALTY INC	1,100	20.11	22,121.00
小計	銘柄数:88			17,978,760.30
				(1,466,347,690)
	組入時価比率:3.5%			3.7%
ユーロ	TENARIS SA	5,400	14.32	77,355.00
	ENAGAS	1,900	21.17	40,223.00
	ENI SPA	27,300	13.33	363,909.00
	GALP ENERGIA SGPS SA-B SHRS	5,800	14.83	86,014.00
	NESTE OYJ	1,500	58.94	88,410.00
	OMV AG	1,800	47.63	85,734.00
	REPSOL SA	12,307	14.24	175,251.68
	SNAM SPA	23,000	3.65	84,157.00
	TOTAL SA	25,100	46.04	1,155,729.50
	VOPAK	700	37.77	26,439.00
	AIR LIQUIDE	4,350	100.25	436,087.50
	AKZO NOBEL	2,620	78.64	206,036.80
	ARKEMA	850	105.70	89,845.00
	BASF SE	9,640	83.48	804,747.20
	COVESTRO AG	1,730	88.46	153,035.80
	EVONIK INDUSTRIES AG	1,800	28.65	51,570.00
	FUCHS PETROLUB SE -PFD	740	47.30	35,002.00
	K+S AG	2,400	23.29	55,896.00
	KONINKLIJKE DSM NV	1,890	81.20	153,468.00
	LANXESS	970	66.32	64,330.40
	LINDE AG - TENDER	1,840	181.50	333,960.00
	SOLVAY SA	660	112.00	73,920.00
	SYMRISE AG	1,050	65.08	68,334.00
	UMICORE	2,400	44.45	106,680.00
	CRH PLC	8,700	27.38	238,206.00
	HEIDELBERGCEMENT AG	1,470	81.04	119,128.80
	IMERYS	450	80.35	36,157.50
	ARCELORMITTAL	6,400	26.63	170,464.00
	THYSSENKRUPP AG	4,800	21.34	102,432.00
	VOESTALPINE AG	1,400	43.91	61,474.00
	STORA ENSO OYJ-R	4,900	14.50	71,074.50
	UPM-KYMMENE OYJ	5,000	27.76	138,800.00
	AIRBUS SE	6,140	96.12	590,176.80
	DASSAULT AVIATION SA	26	1,383.00	35,958.00
	LEONARDO SPA	4,200	8.79	36,951.60
	MTU AERO ENGINES AG	520	134.40	69,888.00
	SAFRAN SA	3,300	85.32	281,556.00
	THALES SA	1,000	95.34	95,340.00
	COMP DE SAINT-GOBAIN (ORD)	5,500	44.85	246,702.50
	ACS,ACTIVIDADES CONS Y SERV	2,365	27.10	64,091.50
	BOSKALIS WESTMINSTER-CVA	600	30.00	18,000.00
	BOUYGUES	2,130	40.58	86,435.40
	EIFFAGE SA	930	88.96	82,732.80
	FERROVIAL SA	4,702	16.71	78,593.93
	HOCHTIEF AG	160	134.50	21,520.00
	VINCI	5,150	79.64	410,146.00
	LEGRAND SA	2,860	62.68	179,264.80
	OSRAM LICHT AG	821	64.20	52,708.20
	PRYSMIAN SPA	2,800	26.27	73,556.00
	SCHNEIDER ELECTRIC SE	6,140	69.70	427,958.00
	SIEMENS GAMESA RENEWABLE ENERGY SA	1,800	12.35	22,239.00
	SIEMENS AG	8,020	103.96	833,759.20
	ALSTOM	2,100	33.59	70,539.00
	ANDRITZ AG	700	48.70	34,090.00
	CNH INDUSTRIAL NV	10,100	10.86	109,736.50
	GEA GROUP AG	1,700	37.67	64,039.00
	KION GROUP AG	530	71.84	38,075.20
	KONE OYJ	3,800	40.98	155,724.00
	MAN SE	430	93.95	40,398.50
	METSO OYJ	800	25.56	20,448.00
	WARTSILA OYJ	1,600	56.86	90,976.00
	BRENNTAG AG	1,900	50.26	95,494.00
	REXEL SA	4,100	13.97	57,277.00
	EDENRED	1,830	28.31	51,807.30
	SOCIETE BIC SA	300	84.60	25,380.00
	BOLLORE	7,500	4.33	32,520.00
	DEUTSCHE POST AG-REG	10,600	36.65	388,490.00
	DEUTSCHE LUFTHANSA-REG	3,000	26.76	80,280.00
	INTERNATIONAL CONSOLIDATED AIRLINES GRP	4,800	6.82	32,755.20
	ABERTIS INFRAESTRUCTURAS SA	6,720	19.46	130,804.80
	ADP	290	165.40	47,966.00
	AENA SME SA	650	165.55	107,607.50
	ATLANTIA SPA	5,300	25.55	135,415.00
	FRAPORT AG	380	82.68	31,418.40
	GETLINK	3,500	11.60	40,617.50
	CONTINENTAL AG	1,120	220.20	246,624.00
	FAURECIA	750	64.72	48,540.00
	MICHELIN (CGDE)	1,650	122.10	201,465.00
	NOKIAN RENKAAT OYJ	1,100	36.88	40,568.00
	SCHAEFFLER AG	1,300	13.02	16,932.50
	VALEO SA	2,400	54.80	131,520.00
	BAYER MOTOREN WERK	3,640	84.16	306,342.40
	BAYERISCHE MOTOREN WERKE-PFD	370	72.15	26,695.50
	DAIMLER AG-REGISTERED SHARES	10,140	67.57	685,159.80
	FERRARI NV	1,200	99.16	118,992.00
	FIAT CHRYSLER AUTOMOBILES NV	11,500	17.07	196,374.00
	PEUGEOT CITROEN	6,900	19.25	132,859.50
	PORSCHE AUTOMOBIL HOLDING SE	1,600	66.38	106,208.00
	RENAULT SA	2,020	89.40	180,588.00
	VOLKSWAGEN AG	370	160.70	59,459.00
	VOLKSWAGEN AG-PREF	2,010	157.00	315,570.00
	SEB SA	260	158.00	41,080.00
	ADIDAS AG	1,940	173.90	337,366.00
	HERMES INTERNATIONAL	340	442.70	150,518.00
	HUGO BOSS AG	720	72.64	52,300.80
	KERING SA	820	382.90	313,978.00
	LUXOTTICA GROUP SPA	1,600	51.10	81,760.00
	LVMH MOET HENNESSY LOUIS VUITTON SE	2,970	241.35	716,809.50
	ACCOR SA	2,100	45.64	95,844.00
	PADDY POWER PLC	890	92.50	82,325.00
	SODEXO	780	100.10	78,078.00
	ALTICE NV - A	5,400	7.90	42,660.00
	AXEL SPRINGER SE	360	72.30	26,028.00
	EUTELSAT COMMUNICATIONS	2,200	18.47	40,634.00
	JC DECAUX SA	750	30.60	22,950.00
	LAGARDERE S.C.A	960	24.04	23,078.40
	PROSIEBEN SAT.1 MEDIA SE	2,700	28.13	75,951.00
	PUBLICIS GROUPE	1,900	58.34	110,846.00
	RTL GROUP	310	71.35	22,118.50
	SES FDR	3,900	12.86	50,154.00
	TELENET GROUP HOLDING NV	690	55.50	38,295.00
	VIVENDI SA	11,400	20.57	234,498.00
	ZALANDO SE	900	44.45	40,005.00
	INDITEX SA	11,000	24.22	266,420.00
	CARREFOUR SUPERMARCHE	5,600	17.48	97,888.00
	CASINO GUICHARD-PERRACHON SA	700	44.24	30,968.00
	COLRUYT SA	400	44.05	17,620.00
	JERONIMO MARTINS	2,000	15.07	30,150.00
	KONINKLIJKE AHOLD DELHAIZE NV	13,500	18.50	249,804.00
	METRO AG	1,700	15.20	25,848.50
	ANHEUSER-BUSCH INBEV SA/NV	8,030	90.61	727,598.30
	DAVIDE CAMPARI-MILANO SPA	5,500	5.94	32,670.00
	HEINEKEN HOLDING NV	1,100	80.95	89,045.00
	HEINEKEN NV	2,680	84.64	226,835.20
	PERNOD RICARD SA	2,150	130.90	281,435.00
	REMY COINTREAU	140	109.70	15,358.00
	DANONE	6,450	64.58	416,541.00
	KERRY GROUP PLC-A	1,500	82.00	123,000.00
	HENKEL AG & CO KGAA	1,030	100.10	103,103.00
	HENKEL AG & CO KGAA VORZUG	1,840	108.40	199,456.00
	BEIERSDORF AG	940	87.54	82,287.60
	LOREAL-ORD	2,720	174.20	473,824.00
	UNILEVER NV-CVA	17,100	42.64	729,144.00
	BIOMERIEUX	420	62.80	26,376.00
	ESSILOR INTERNATIONAL	2,040	111.15	226,746.00
	KONINKLIJKE PHILIPS NV	10,300	31.18	321,154.00
	FRESENIUS MEDICAL CARE	2,300	83.00	190,900.00
	FRESENIUS SE & CO KGAA	4,520	62.98	284,669.60
	GRIFOLS SA	3,600	22.27	80,172.00
	BAYER AG-REG	8,680	95.70	830,676.00
	IPSEN	270	119.00	32,130.00
	MERCK KGAA	1,260	79.74	100,472.40
	ORION OYJ	1,000	26.63	26,630.00
	RECORDATI SPA	1,100	28.98	31,878.00
	SANOFI	11,950	63.70	761,215.00
	UCB SA	1,300	65.60	85,280.00
	ABN AMRO GROUP NV-CVA	4,400	24.80	109,120.00
	AIB GROUP PLC	8,000	5.17	41,360.00
	BANCO BILBAO VIZCAYA ARGENTARIA S.A.	71,900	6.65	478,135.00
	BANCO DE SABADELL SA	50,000	1.66	83,200.00
	BANCO SANTANDER SA	169,000	5.45	921,726.00
	BANK OF IRELAND GROUP PLC	11,500	7.45	85,675.00
	BANKIA SA	12,250	3.85	47,162.50
	BANKINTER S.A.	8,200	8.73	71,618.80
	BNP PARIBAS	11,810	62.44	737,416.40
	CAIXABANK	41,000	3.86	158,465.00
	COMMERZBANK AG	11,400	12.21	139,262.40
	CREDIT AGRICOLE SA	11,100	13.73	152,458.50
	ERSTE GROUP BANK AG	2,900	41.90	121,510.00
	ING GROEP NV	41,100	14.31	588,387.60
	INTESA SANPAOLO	144,000	2.99	430,776.00
	INTESA SANPAOLO-RSP	6,000	3.14	18,858.00
	IRISH BANK RESOLUTION CORP LTD	13,429	0.00	0.00
	KBC GROEP NV	2,490	74.84	186,351.60
	MEDIOBANCA S.P.A.	5,600	9.63	53,961.60
	RAIFFEISEN BANK INTERNATIONAL AG	1,500	31.92	47,880.00
	SOCIETE GENERALE	7,700	45.72	352,044.00
	UNICREDIT SPA	20,548	16.87	346,768.04
	UNICREDIT SPA-RIGHTS	18,600	0.00	28.27
	EURAZEO SE	319	77.10	24,594.90
	EXOR NV	1,300	57.50	74,750.00
	GROUPE BRUXELLES LAM	940	91.34	85,859.60
	WENDEL	260	139.60	36,296.00
	AEGON NV	18,000	5.53	99,648.00
	AGEAS	1,800	42.21	75,978.00
	ALLIANZ SE-REG	4,680	186.84	874,411.20
	ASSICURAZIONI GENERALI	13,000	15.16	197,145.00
	AXA	20,900	22.82	477,042.50
	CNP ASSURANCES	1,640	19.59	32,127.60
	HANNOVER RUECK SE	530	110.80	58,724.00
	MAPFRE SA	12,700	2.65	33,731.20
	MUENCHENER RUECKVER AG-REG	1,680	182.20	306,096.00
	NN GROUP NV	3,000	35.82	107,460.00
	POSTE ITALIANE SPA	3,700	6.96	25,781.60
	SAMPO OYJ-A SHS	4,900	45.13	221,137.00
	SCOR SE	1,400	33.91	47,474.00
	UNIPOLSAI SPA	8,000	1.92	15,388.00
	UNITED INTERNET AG-REG SHARE	1,500	54.88	82,320.00
	AMADEUS IT GROUP SA	4,480	59.00	264,320.00
	ATOS SE	890	108.15	96,253.50
	CAPGEMINI SA	1,630	102.90	167,727.00
	WIRECARD AG	1,150	94.66	108,859.00
	DASSAULT SYSTEMES SA	1,410	105.70	149,037.00
	SAP SE	10,310	84.55	871,710.50
	UBISOFT ENTERTAINMENT	630	66.40	41,832.00
	NOKIA OYJ	60,000	4.70	282,360.00
	INGENICO GROUP	690	69.90	48,231.00
	ASML HOLDING NV	4,100	162.35	665,635.00
	INFINEON TECHNOLOGIES AG	12,400	22.44	278,256.00
	STMICROELECTRONICS NV	6,000	18.60	111,600.00
	DEUTSCHE TELEKOM-REG	36,000	13.20	475,200.00
	ELISA OYJ	1,600	35.29	56,464.00
	ILIAD SA	310	193.00	59,830.00
	KONINKLIJKE KPN NV	39,000	2.54	99,138.00
	ORANGE SA	21,700	13.92	302,172.50
	PROXIMUS	1,550	26.14	40,517.00
	TELECOM ITALIA SPA	112,000	0.77	86,486.40
	TELECOM ITALIA-RNC	68,000	0.68	46,348.80
	TELEFONICA DEUTSCHLAND HOLDING AG	5,000	3.81	19,050.00
	TELEFONICA SA	50,100	7.95	398,295.00
	1&1 DRILLISCH AG	570	62.45	35,596.50
	ELECTRICITE DE FRANCE	7,400	10.43	77,219.00
	ENDESA S.A.	3,500	17.36	60,777.50
	ENEL SPA	82,000	4.72	387,778.00
	ENERGIAS DE PORTUGAL	23,800	2.81	66,878.00
	FORTUM OYJ	4,900	17.88	87,612.00
	IBERDROLA SA	62,400	5.99	374,025.60
	RED ELECTRICA CORPORACION SA	4,200	16.00	67,200.00
	TERNA SPA	18,000	4.58	82,530.00
	GAS NATURAL SDG	4,500	18.49	83,205.00
	E.ON SE	21,800	8.38	182,836.60
	ENGIE	20,000	12.62	252,500.00
	INNOGY SE	1,600	34.36	54,976.00
	RWE AG	6,400	17.35	111,072.00
	SUEZ	3,600	11.32	40,752.00
	VEOLIA ENVIRONNEMENT	5,200	19.21	99,892.00
	AMUNDI SA	600	63.74	38,244.00
	DEUTSCHE BANK AG-REG	20,900	12.86	268,815.80
	DEUTSCHE BOERSE AG	2,040	107.05	218,382.00
	NATIXIS	11,000	6.79	74,712.00
	UNIPER SE	2,100	25.13	52,773.00
	EUROFINS SCIENTIFIC SE	130	491.40	63,882.00
	QIAGEN NV	2,176	27.12	59,013.12
	BUREAU VERITAS SA	3,100	22.01	68,231.00
	RANDSTAD HOLDING NV	1,500	56.28	84,420.00
	RELX NV	10,900	16.53	180,177.00
	TELEPERFORMANCE	570	120.20	68,514.00
	WOLTERS KLUWER	2,900	41.11	119,219.00
	DEUTSCHE WOHNEN SE	3,400	34.34	116,756.00
	VONOVIA SE	4,900	37.34	182,966.00
小計	銘柄数:240			40,430,184.94
				(5,300,397,245)
	組入時価比率:12.6%			13.3%
英ポンド	WOOD GROUP (JOHN) PLC	6,500	6.26	40,742.00
	BP PLC	207,000	4.73	979,420.50
	ROYAL DUTCH SHELL PLC-A SHS	47,400	22.90	1,085,697.00
	ROYAL DUTCH SHELL PLC-B	39,200	23.07	904,540.00
	CRODA INTERNATIONAL PLC	1,500	45.27	67,905.00
	JOHNSON MATTHEY PLC	1,700	30.82	52,394.00
	ANGLO AMERICAN PLC	14,500	17.60	255,229.00
	ANTOFAGASTA PLC	2,600	8.84	22,989.20
	BHP BILLITON PLC	21,200	14.68	311,216.00
	FRESNILLO PLC	2,700	12.29	33,196.50
	GLENCORE PLC	130,000	3.68	478,920.00
	RANDGOLD RESOURCES LTD	1,090	60.70	66,163.00
	RIO TINTO PLC-REG	12,500	37.48	468,500.00
	MONDI PLC	3,900	19.49	76,030.50
	BAE SYSTEMS PLC	35,200	5.87	206,624.00
	COBHAM PLC	16,950	1.28	21,789.22
	MEGGITT PLC	11,000	4.57	50,347.00
	ROLLS-ROYCE HOLDINGS PLC	15,800	8.29	130,982.00
	DCC PLC	820	67.40	55,268.00
	SMITHS GROUP PLC	4,700	15.79	74,236.50
	IMI PLC	3,600	11.03	39,708.00
	WEIR GROUP PLC	2,800	19.25	53,900.00
	ASHTEAD GROUP PLC	5,900	19.17	113,132.50
	BUNZLE	3,000	19.82	59,475.00
	FERGUSON PLC	2,690	51.60	138,804.00
	TRAVIS PERKINS PLC	2,400	12.76	30,624.00
	BABCOCK INTL GROUP PLC	3,300	6.60	21,793.20
	G4S PLC	16,100	2.61	42,085.40
	ROYAL MAIL PLC	7,000	5.51	38,612.00
	EASYJET PLC	1,900	15.52	29,497.50
	GKN PLC	16,000	4.21	67,376.00
	BARRATT DEVELOPMENTS PLC	10,500	5.35	56,175.00
	PERSIMMON PLC	2,800	26.50	74,200.00
	TAYLOR WIMPEY PLC	34,300	1.87	64,432.55
	THE BERKELEY GRP HOLDINGS	1,400	38.06	53,284.00
	BURBERRY GROUP PLC	4,800	16.47	79,056.00
	CARNIVAL PLC	1,700	46.44	78,948.00
	COMPASS GROUP PLC	15,700	15.22	239,032.50
	INTERCONTINENTAL HOTELS GROUP PLC	1,723	45.10	77,707.30
	MERLIN ENTERTAINMENTS PLC-WI	6,200	3.50	21,749.60
	TUI AG-DI	5,400	15.20	82,080.00
	WHITBREAD PLC	1,700	38.42	65,314.00
	ITV PLC	41,000	1.53	62,976.00
	PEARSON	8,800	7.42	65,313.60
	SKY PLC	10,100	13.42	135,592.50
	WPP PLC	13,200	12.59	166,254.00
	MARKS & SPENCER PLC	17,200	2.86	49,295.20
	NEXT PLC	1,800	47.99	86,382.00
	KINGFISHER PLC	25,000	3.48	87,100.00
	MORRISON SUPERMARKETS	20,000	2.25	45,140.00
	SAINSBURY	18,000	2.44	44,046.00
	TESCO PLC	108,000	2.11	227,880.00
	COCA-COLA HBC AG-CDI	1,900	24.14	45,866.00
	DIAGEO PLC	26,300	23.89	628,307.00
	ASSOCIATED BRITISH FOODS PLC	3,300	25.90	85,470.00
	BRITISH AMERICAN TOBACCO PLC	23,900	41.95	1,002,605.00
	IMPERIAL BRANDS PLC	10,400	25.76	267,904.00
	RECKITT BENCKISER GROUP PLC	6,810	56.61	385,514.10
	UNILEVER PLC	12,800	37.39	478,656.00
	CONVATEC GROUP PLC-WI	9,000	2.06	18,540.00
	SMITH & NEPHEW PLC	8,900	12.91	114,899.00
	MEDICLINIC INTERNATIONAL PLC	4,400	5.75	25,300.00
	SHIRE PLC	9,800	32.34	316,981.00
	ASTRAZENECA PLC	13,300	47.95	637,801.50
	GLAXOSMITHKLINE PLC	51,700	13.16	680,682.20
	BARCLAYS PLC	184,000	2.11	388,884.00
	HSBC HOLDINGS PLC	207,900	7.00	1,455,507.90
	LLOYDS BANKING GROUP PLC	772,000	0.66	513,843.20
	ROYAL BANK OF SCOTLAND GROUP	35,000	2.60	91,035.00
	STANDARD CHARTERED PLC	35,600	7.84	279,104.00
	STANDARD LIFE ABERDEEN PLC	26,797	3.64	97,567.87
	ADMIRAL GROUP PLC	1,500	18.70	28,057.50
	AVIVA PLC	44,100	5.00	220,852.80
	DIRECT LINE INSURANCE GROUP	12,000	3.75	45,096.00
	LEGAL & GENERAL	62,000	2.57	159,836.00
	OLD MUTUAL PLC	56,000	2.53	141,680.00
	PRUDENTIAL PLC	27,800	18.05	501,790.00
	RSA INSURANCE GROUP PLC	12,100	6.19	74,995.80
	AUTO TRADER GROUP PLC	7,000	3.80	26,600.00
	MICRO FOCUS INTERNATIONAL PLC	3,900	20.36	79,404.00
	SAGE GROUP PLC (THE)	9,300	6.80	63,240.00
	BT GROUP PLC	84,000	2.38	200,046.00
	VODAFONE GROUP PLC	285,000	2.03	579,690.00
	SSE PLC	10,400	12.15	126,360.00
	CENTRICA PLC	55,000	1.41	77,632.50
	NATIONAL GRID PLC	33,600	7.57	254,654.40
	SEVERN TRENT PLC	2,700	17.34	46,831.50
	UNITED UTILITIES GROUP PLC	7,300	6.82	49,786.00
	3I GROUP PLC	9,000	9.27	83,466.00
	HARGREAVES LANSDOWN PLC	2,300	16.78	38,594.00
	INVESTEC PLC	6,200	6.40	39,692.40
	LONDON STOCK EXCHANGE GROUP PLC	3,600	38.77	139,572.00
	SCHRODERS PLC	1,100	33.70	37,070.00
	ST JAMES S PLACE PLC	6,200	11.29	69,998.00
	CAPITA PLC	6,900	1.52	10,488.00
	EXPERIAN PLC	10,400	15.22	158,340.00
	INTERTEK GROUP PLC	1,500	50.92	76,380.00
	RELX PLC	12,000	14.82	177,900.00
小計	銘柄数:98			18,901,675.94
				(2,773,631,927)
	組入時価比率:6.6%			7.0%
スイスフラン	CLARIANT AG-REG	2,200	22.94	50,468.00
	EMS-CHEMIE HOLDING AG-REG	70	608.00	42,560.00
	GIVAUDAN-REG	93	2,157.00	200,601.00
	SIKA AG-BR	21	7,490.00	157,290.00
	LAFARGEHOLCIM LTD	4,800	52.20	250,560.00
	GEBERIT AG-REG	390	420.60	164,034.00
	ABB LTD	19,800	22.80	451,440.00
	SCHINDLER HOLDING AG-REG	140	206.20	28,868.00
	SCHINDLER HOLDING-PART CERT	390	213.60	83,304.00
	KUEHNE & NAGEL INTL AG-REG	630	150.25	94,657.50
	CIE FINANCIERE RICHEMONT-BR A	5,670	82.42	467,321.40
	THE SWATCH GROUP AG-B	340	394.20	134,028.00
	THE SWATCH GROUP AG-REG	550	74.00	40,700.00
	DUFRY AG-REG	280	135.20	37,856.00
	BARRY CALLEBAUT AG	22	1,872.00	41,184.00
	LINDT & SPRUENGLI AG-PC	8	5,560.00	44,480.00
	LINDT&SPRUENGLI AG-REG	1	67,600.00	67,600.00
	NESTLE SA-REG	32,300	74.76	2,414,748.00
	SONOVA HOLDING AG-REG	460	147.15	67,689.00
	STRAUMANN HOLDING AG-REG	100	624.50	62,450.00
	NOVARTIS-REG	23,140	76.46	1,769,284.40
	ROCHE HOLDING (GENUSSCHEINE)	7,320	225.00	1,647,000.00
	VIFOR PHARMA AG	410	132.20	54,202.00
	PARGESA HOLDING SA-BEARER SHARES	280	82.00	22,960.00
	BALOISE HOLDING AG	580	145.60	84,448.00
	SWISS LIFE HOLDING AG	390	334.60	130,494.00
	SWISS RE LTD	3,470	95.36	330,899.20
	ZURICH INSURANCE GROUP AG	1,640	304.50	499,380.00
	SWISSCOM AG-REG	260	505.60	131,456.00
	CREDIT SUISSE GROUP AG-REG	26,000	16.92	439,920.00
	JULIUS BAER GROUP LTD	2,500	59.68	149,200.00
	PARTNERS GROUP HOLDING AG	170	671.50	114,155.00
	UBS GROUP AG	39,200	17.41	682,472.00
	LONZA AG-REG	840	233.70	196,308.00
	ADECCO GROUP AG-REG	1,910	69.58	132,897.80
	SGS SA-REG	57	2,373.00	135,261.00
	SWISS PRIME SITE-REG	740	89.85	66,489.00
小計	銘柄数:37			11,488,665.30
				(1,293,968,372)
	組入時価比率:3.1%			3.2%
スウェーデンクローナ	LUNDIN PETROLEUM AB	2,500	195.60	489,000.00
	BOLIDEN AB	2,600	286.50	744,900.00
	ASSA ABLOY AB-B	10,100	183.80	1,856,380.00
	SKANSKA AB-B SHS	3,100	164.40	509,640.00
	ALFA LAVAL AB	3,000	190.75	572,250.00
	ATLAS COPCO AB-A	6,900	346.00	2,387,400.00
	ATLAS COPCO AB-B	4,600	307.70	1,415,420.00
	SANDVIK AB	11,200	147.40	1,650,880.00
	SKF AB-B SHARES	4,600	166.30	764,980.00
	VOLVO AB-B SHS	15,600	150.75	2,351,700.00
	SECURITAS AB-B SHS	2,400	141.05	338,520.00
	ELECTROLUX AB-B	2,600	262.60	682,760.00
	HUSQVARNA AB-B SHS	4,600	87.08	400,568.00
	HENNES&MAURITZ AB-B	9,200	135.76	1,248,992.00
	ICA GRUPPEN AB	900	294.60	265,140.00
	SWEDISH MATCH AB	2,300	359.00	825,700.00
	ESSITY AKTIEBOLAG-B	6,500	228.50	1,485,250.00
	GETINGE AB-B SHS	1,500	102.20	153,300.00
	NORDEA BANK AB	30,600	94.24	2,883,744.00
	SKANDINAVISKA ENSKILDA BANKEN AB	15,200	96.10	1,460,720.00
	SVENSKA HANDELSBANKEN-A	17,100	112.85	1,929,735.00
	SWEDBANK AB	10,100	208.50	2,105,850.00
	INDUSTRIVARDEN AB-C SHS	2,000	195.35	390,700.00
	INVESTOR AB-B SHS	5,100	367.00	1,871,700.00
	KINNEVIK AB - B	2,300	300.80	691,840.00
	LUNDBERGS AB-B SHS	400	607.00	242,800.00
	ERICSSON LM-B	32,000	55.76	1,784,320.00
	HEXAGON AB-B SHS	2,500	485.90	1,214,750.00
	TELIA CO AB	32,000	39.95	1,278,400.00
	MILLICOM INTERNATIONAL CELLULAR-SDR	570	545.00	310,650.00
	TELE 2 AB-B SHS	4,200	96.74	406,308.00
小計	銘柄数:31			34,714,297.00
				(446,425,859)
	組入時価比率:1.1%			1.1%
ノルウェークローネ	STATOIL ASA	11,500	182.10	2,094,150.00
	YARA INTERNATIONAL ASA	1,700	348.40	592,280.00
	NORSK HYDRO	14,200	52.84	750,328.00
	SCHIBSTED ASA-B SHS	900	197.00	177,300.00
	MARINE HARVEST ASA	3,600	151.75	546,300.00
	ORKLA ASA	10,200	85.40	871,080.00
	DNB ASA	10,400	154.60	1,607,840.00
	GJENSIDIGE FORSIKRING ASA	2,600	145.20	377,520.00
	TELENOR ASA	8,700	180.70	1,572,090.00
小計	銘柄数:9			8,588,888.00
				(116,465,321)
	組入時価比率:0.3%			0.3%
デンマーククローネ	CHR HANSEN HOLDING A/S	1,000	513.00	513,000.00
	NOVOZYMES A/S-B SHARES	2,500	311.20	778,000.00
	VESTAS WIND SYSTEMS A/S	2,300	433.10	996,130.00
	ISS A/S	1,900	223.50	424,650.00
	A P MOLLER - MAERSK A/S-A	51	9,265.00	472,515.00
	A P MOLLER-MAERSK A/S	79	9,686.00	765,194.00
	DSV A/S	1,800	459.80	827,640.00
	PANDORA A/S	1,290	612.80	790,512.00
	CARLSBERG B	1,060	725.80	769,348.00
	COLOPLAST-B	1,290	508.20	655,578.00
	WILLIAM DEMANT HOLDING	1,300	222.20	288,860.00
	GENMAB A/S	540	1,253.00	676,620.00
	H LUNDBECK A/S	700	324.20	226,940.00
	NOVO NORDISK A/S-B	19,600	303.65	5,951,540.00
	DANSKE BANK AS	7,700	242.00	1,863,400.00
	TRYG A/S	1,000	144.20	144,200.00
	TDC A/S	8,200	49.75	407,950.00
	ORSTED A/S	1,700	370.50	629,850.00
小計	銘柄数:18			17,181,927.00
				(302,401,915)
	組入時価比率:0.7%			0.8%
豪ドル	CALTEX AUSTRALIA LIMITED	3,200	33.81	108,192.00
	OIL SEARCH LTD	14,000	7.22	101,080.00
	ORIGIN ENERGY LTD	17,000	8.93	151,810.00
	SANTOS LTD.	24,000	5.06	121,440.00
	WOODSIDE PETROLEUM	8,500	29.00	246,500.00
	WOODSIDE PETROLEUM-RIGHTS	944	2.00	1,888.00
	INCITEC PIVOT LTD	17,000	3.78	64,260.00
	ORICA LTD	2,800	18.31	51,268.00
	BORAL LTD	14,000	7.63	106,820.00
	JAMES HARDIE INDUSTRIES PLC	5,200	22.32	116,064.00
	AMCOR	10,700	14.07	150,549.00
	ALUMINA LTD	26,200	2.39	62,618.00
	BHP BILLITON LIMITED	33,900	29.72	1,007,508.00
	BLUESCOPE STEEL LTD	7,300	15.84	115,632.00
	FORTESCUE METALS GROUP LTD	15,000	4.81	72,150.00
	NEWCREST MINING	7,700	21.66	166,782.00
	RIO TINTO LTD	4,000	76.09	304,360.00
	SOUTH32 LTD	61,000	3.43	209,230.00
	CIMIC GROUP LTD	1,045	45.52	47,568.40
	BRAMBLES LTD	16,000	9.50	152,000.00
	AURIZON HOLDINGS LTD	19,000	4.34	82,460.00
	SYDNEY AIRPORT	9,000	6.60	59,400.00
	TRANSURBAN GROUP	21,700	11.59	251,503.00
	ARISTOCRAT LEISURE LTD	5,700	23.88	136,116.00
	CROWN RESORTS LTD	4,800	13.06	62,688.00
	DOMINO S PIZZA ENTERPRISES L	500	41.20	20,600.00
	FLIGHT CENTRE TRAVEL GROUP LTD	800	55.09	44,072.00
	TABCORP HOLDINGS	18,320	4.73	86,653.60
	HARVEY NORMAN HOLDINGS LTD	5,540	3.80	21,052.00
	WESFARMERS LIMITED	11,700	41.30	483,210.00
	WOOLWORTHS GROUP LTD	13,600	27.09	368,424.00
	COCA-COLA AMATIL LTD	4,300	8.88	38,184.00
	TREASURY WINE ESTATES LTD	6,400	17.34	110,976.00
	COCHLEAR LTD	740	186.59	138,076.60
	HEALTHSCOPE LTD	12,000	1.87	22,440.00
	RAMSAY HEALTH CARE LTD	1,100	62.82	69,102.00
	SONIC HEALTHCARE LTD	4,900	23.80	116,620.00
	CSL LIMITED	4,810	163.43	786,098.30
	AUSTRALIA & NEW ZEALAND BANK	31,500	28.58	900,270.00
	BANK OF QUEENSLAND LTD	4,126	11.91	49,140.66
	BENDIGO AND ADELAIDE BANK LTD	3,700	10.77	39,849.00
	COMMONWEALTH BANK OF AUSTRALIA	18,400	75.69	1,392,696.00
	NATIONAL AUSTRALIA BANK	28,500	30.10	857,850.00
	WESTPAC BANKING CORP	35,800	30.37	1,087,246.00
	AMP LIMITED	31,000	5.35	165,850.00
	CHALLENGER LIMITED	6,000	12.36	74,160.00
	INSURANCE AUSTRALIA GROUP LTD	22,000	8.17	179,740.00
	MEDIBANK PRIVATE LTD	30,000	3.20	96,000.00
	QBE INSURANCE	16,400	9.90	162,360.00
	SUNCORP GROUP LTD	13,700	13.98	191,526.00
	REA GROUP LTD	600	76.39	45,834.00
	COMPUTERSHARE LTD	3,700	17.64	65,268.00
	TELSTRA CORP LTD	42,000	3.37	141,540.00
	TPG TELECOM LTD	4,359	6.12	26,677.08
	AUSNET SERVICES	25,264	1.65	41,811.92
	APA GROUP	12,700	7.76	98,552.00
	APA GROUP-RIGHTS	747	0.08	59.76
	AGL ENERGY LTD	6,500	21.58	140,270.00
	ASX LTD	2,000	58.67	117,340.00
	MACQUARIE GROUP LIMITED	3,420	103.57	354,209.40
	SEEK LTD	3,800	20.53	78,014.00
小計	銘柄数:61			12,561,658.72
				(1,031,940,263)
	組入時価比率:2.5%			2.6%
ニュージーランドドル	FLETCHER BUILDING LTD	6,000	6.61	39,660.00
	AUCKLAND INTL AIRPORT LTD	13,000	6.29	81,770.00
	FISHER & PAYKEL HEALTHCARE CORPORATION L	5,400	13.70	73,980.00
	RYMAN HEALTHCARE LTD	3,000	10.50	31,500.00
	SPARK NEW ZEALAND LTD	18,200	3.39	61,789.00
	MERCURY NZ LTD	8,600	3.17	27,305.00
	MERIDIAN ENERGY LTD	15,300	2.81	42,993.00
小計	銘柄数:7			358,997.00
				(27,599,689)
	組入時価比率:0.1%			0.1%
香港ドル	CK HUTCHISON HOLDINGS LTD	26,916	96.00	2,583,936.00
	NWS HOLDINGS LTD	19,000	15.18	288,420.00
	MTR CORP	13,000	40.90	531,700.00
	MINTH GROUP LTD	10,000	45.60	456,000.00
	TECHTRONIC INDUSTRIES CO	12,000	46.65	559,800.00
	LI & FUNG LTD	62,000	4.04	250,480.00
	YUE YUEN INDUSTRIAL HLDG	5,500	32.60	179,300.00
	GALAXY ENTERTAINMENT GROUP L	24,000	67.65	1,623,600.00
	MGM CHINA HOLDINGS LTD	13,600	22.80	310,080.00
	SANDS CHINA LTD	27,200	43.05	1,170,960.00
	SHANGRI-LA ASIA LTD	7,000	17.48	122,360.00
	SJM HOLDINGS LIMITED	24,000	7.36	176,640.00
	WYNN MACAU LTD	18,000	26.95	485,100.00
	WH GROUP LIMITED	106,000	9.25	980,500.00
	BANK OF EAST ASIA	11,540	33.60	387,744.00
	BOC HONG KONG HOLDINGS LTD	39,000	38.85	1,515,150.00
	HANG SENG BANK	7,300	184.10	1,343,930.00
	FIRST PACIFIC CO	32,000	4.86	155,520.00
	AIA GROUP LTD	126,600	64.55	8,172,030.00
	ASM PACIFIC TECHNOLOGY	3,200	116.50	372,800.00
	HKT TRUST AND HKT LTD	38,120	9.77	372,432.40
	PCCW LTD	41,000	4.50	184,500.00
	CK INFRASTRUCTURE HOLDINGS LTD	5,000	65.00	325,000.00
	CLP HLDGS	17,000	78.90	1,341,300.00
	POWER ASSETS HOLDINGS LTD	14,500	67.75	982,375.00
	HONG KONG & CHINA GAS	92,276	15.42	1,422,895.92
	HONG KONG EXCHANGES & CLEARING LTD	12,700	283.00	3,594,100.00
	KINGSTON FINANCIAL GROUP LTD	50,000	4.90	245,000.00
	CK ASSET HOLDINGS LTD	28,916	66.80	1,931,588.80
	HANG LUNG GROUP LTD	10,000	26.70	267,000.00
	HANG LUNG PROPERTIES LTD	22,000	18.62	409,640.00
	HENDERSON LAND	14,749	50.50	744,824.50
	HYSAN DEVELOPMENT	7,000	43.00	301,000.00
	KERRY PROPERTIES	6,500	35.05	227,825.00
	NEW WORLD DEVELOPMENT	73,333	11.74	860,929.42
	SINO LAND CO.LTD	31,000	14.22	440,820.00
	SUN HUNG KAI PROPERTIES	16,000	127.70	2,043,200.00
	SWIRE PACIFIC-A	3,500	77.55	271,425.00
	SWIRE PROPERTIES LTD	10,800	27.00	291,600.00
	WHARF REAL ESTATE INVESTMENT	10,200	53.15	542,130.00
	WHARF(HOLDING)	10,200	29.45	300,390.00
	WHEELOCK & COMPANY LTD	8,000	57.75	462,000.00
小計	銘柄数:42			39,228,026.04
				(528,793,791)
	組入時価比率:1.3%			1.3%
シンガポールドル	SINGAPORE TECH ENGINEERING	18,000	3.39	61,020.00
	KEPPEL CORP.	16,000	7.66	122,560.00
	SEMBCORP INDUSTRIES	12,000	3.08	36,960.00
	YANGZIJIANG SHIPBUILDING	27,000	1.34	36,180.00
	SINGAPORE AIRLINES LTD	3,600	10.90	39,240.00
	COMFORTDELGRO CORP LTD	16,000	1.99	31,840.00
	SATS LTD	8,000	4.98	39,840.00
	GENTING SINGAPORE PLC	81,000	1.13	91,530.00
	SINGAPORE PRESS HOLDINGS	17,000	2.55	43,350.00
	JARDINE CYCLE&CARRIAGE LTD	1,111	36.77	40,851.47
	GOLDEN AGRI-RESOURCES LTD	86,000	0.34	29,670.00
	WILMAR INTERNATIONAL LTD	17,000	3.16	53,720.00
	DBS GROUP HLDGS	18,300	28.55	522,465.00
	OCBC-ORD	34,750	13.40	465,650.00
	UNITED OVERSEAS BANK	13,400	28.24	378,416.00
	SINGAPORE TELECOMMUNICATIONS LIMITED	92,000	3.34	307,280.00
	STARHUB LTD	8,000	2.46	19,680.00
	SINGAPORE EXCHANGE LTD	6,000	7.48	44,880.00
	CAPITALAND LIMITED	32,000	3.60	115,200.00
	CITY DEVELOPMENTS LTD	4,000	12.84	51,360.00
	UOL GROUP LIMITED	3,000	8.53	25,590.00
小計	銘柄数:21			2,557,282.47
				(204,966,189)
	組入時価比率:0.5%			0.5%
新シェケル	FRUTAROM	400	307.50	123,000.00
	ISRAEL CHEMICALS LIMITED	6,000	15.55	93,300.00
	ELBIT SYSTEMS LTD	270	477.00	128,790.00
	BANK HAPOALIM BM	9,000	24.63	221,670.00
	BANK LEUMI LE-ISRAEL	13,000	21.15	274,950.00
	MIZRAHI TEFAHOT BANK LTD	1,100	67.30	74,030.00
	NICE LTD	810	332.90	269,649.00
	BEZEQ THE ISRAELI TELECOM CP	25,000	5.20	130,000.00
	AZRIELI GROUP	400	168.50	67,400.00
小計	銘柄数:9			1,382,789.00
				(42,230,376)
	組入時価比率:0.1%			0.1%
	合計				39,862,724,719
					(39,862,724,719)

(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(平成30年 3月 7日現在)

種類	通貨	銘柄	券面総額	評価額	備考
投資信託受益証券	米ドル	HUTCHISON PORT HOLDINGS TRUST	72,000	24,840.00
	小計	銘柄数:1	72,000	24,840.00
				(2,623,600)
		組入時価比率:0.0%		0.3%
	合計			2,623,600
				(2,623,600)
投資証券	米ドル	AGNC INVESTMENT CORP	3,400	62,526.00
		ALEXANDRIA REAL ESTATE EQUIT	1,030	129,172.30
		AMERICAN TOWER CORP	4,550	631,904.00
		ANNALY CAPITAL MANAGEMENT	11,400	116,964.00
		AVALONBAY COMMUNITIES INC	1,560	243,297.60
		BOSTON PROPERTIES	1,660	202,686.00
		BRIXMOR PROPERTY GROUP INC	2,800	44,184.00
		CAMDEN PROPERTY TRUST	960	75,945.60
		COLONY NORTHSTAR INC-CLASS A	5,800	33,988.00
		CROWN CASTLE INTL CORP	4,360	469,702.80
		DIGITAL REALTY TRUST INC	1,990	201,348.20
		DUKE REALTY CORP	3,100	77,314.00
		EQUINIX INC	860	336,793.20
		EQUITY RESIDENTIAL	3,720	211,630.80
		ESSEX PROPERTY TRUST INC	680	156,434.00
		EXTRA SPACE STORAGE INC	1,110	95,737.50
		FEDERAL REALTY INVS TRUST	780	91,228.80
		GGP INC	5,100	108,936.00
		HCP INC	4,300	95,847.00
		HOST HOTELS & RESORTS INC	7,700	140,140.00
		INVITATION HOMES INC	3,000	66,330.00
		IRON MOUNTAIN INC	2,200	71,258.00
		KIMCO REALTY CORP	5,000	74,800.00
		LIBERTY PROPERTY TRUST	1,400	55,846.00
		MACERICH CO /THE	900	53,262.00
		MID-AMERICA APARTMENT COMM	960	82,771.20
		NATIONAL RETAIL PROPERTIES INC	1,700	65,331.00
		PROLOGIS INC	5,900	363,440.00
		PUBLIC STORAGE	1,550	307,148.00
		REALTY INCOME CORP	3,300	166,782.00
		REGENCY CENTERS CORP	1,400	82,530.00
		SBA COMMUNICATIONS CORP	1,290	201,885.00
		SIMON PROPERTY GROUP INC	3,330	524,907.90
		SL GREEN REALTY CORP	940	93,840.20
		UDR INC	2,200	74,536.00
		VENTAS INC	3,500	176,575.00
		VEREIT INC	11,100	77,034.00
		VORNADO REALTY TRUST	1,770	119,652.00
		WELLTOWER INC	4,230	223,597.80
		WEYERHAEUSER CO	8,300	284,109.00
	小計	銘柄数:40	130,830	6,691,414.90
				(706,747,241)
		組入時価比率:1.7%		76.1%
	カナダドル	H&R REAL ESTATE INVSTMNT-UTS	1,200	24,084.00
		RIOCAN REAL ESTATE INVST TR	1,986	47,584.56
		SMARTCENTRES REAL ESTATE INV	700	20,685.00
	小計	銘柄数:3	3,886	92,353.56
				(7,532,356)
		組入時価比率:0.0%		0.8%
	ユーロ	FONCIERE DES REGIONS	230	19,688.00
		GECINA SA	560	77,560.00
		ICADE	230	18,262.00
		KLEPIERRE	2,200	74,360.00
		UNIBAIL RODAMCO-NA	1,120	210,280.00
	小計	銘柄数:5	4,340	400,150.00
				(52,459,665)
		組入時価比率:0.1%		5.6%
	英ポンド	BRITISH LAND	9,100	57,275.40
		HAMMERSON PLC	8,600	39,061.20
		LAND SECURITIES GROUP PLC	7,312	67,021.79
		SEGRO PLC	9,360	54,830.88
	小計	銘柄数:4	34,372	218,189.27
				(32,017,093)
		組入時価比率:0.1%		3.4%
豪ドル	DEXUS	13,200	122,892.00
	GOODMAN GROUP	17,000	140,930.00
	GPT GROUP	15,000	70,800.00
	LENDLEASE GROUP	6,600	117,876.00
	MIRVAC GROUP	36,000	76,680.00
	SCENTRE GROUP	54,000	208,980.00
	STOCKLAND TRUST GROUP	25,800	104,232.00
	VICINITY CENTRES	26,000	63,960.00
	WESTFIELD CORP	20,000	175,400.00
小計	銘柄数:9	213,600	1,081,750.00
			(88,865,762)
	組入時価比率:0.2%		9.6%
香港ドル	HK ELECTRIC INVESTMENTS -SS	30,000	220,500.00
香港ドル	LINK REIT	22,000	1,468,500.00
小計	銘柄数:2	52,000	1,689,000.00
			(22,767,720)
	組入時価比率:0.1%		2.5%
シンガポールドル	ASCENDAS REAL ESTATE INV TRT	18,000	47,160.00
	CAPITALAND COMMERCIAL TRUST	22,154	38,104.88
	CAPITALAND MALL TRUST	27,800	55,878.00
	SUNTEC REIT	29,000	55,680.00
小計	銘柄数:4	96,954	196,822.88
			(15,775,353)
	組入時価比率:0.0%		1.7%
	合計			926,165,190
				(926,165,190)
	合計			928,788,790
				(928,788,790)

(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	平成30年 3月 7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	857,961,407	-	851,084,646	△6,876,761
市場取引以外の取引
為替予約取引
売建	41,390,364,988	-	41,153,380,600	236,984,388
米ドル	27,350,186,480	-	27,097,413,200	252,773,280
カナダドル	1,514,909,092	-	1,488,540,400	26,368,692
ユーロ	5,445,915,161	-	5,493,090,000	△47,174,839
英ポンド	2,870,928,712	-	2,873,752,000	△2,823,288
スイスフラン	1,323,782,371	-	1,321,736,400	2,045,971
スウェーデンクローナ	450,388,902	-	450,614,400	△225,498
ノルウェークローネ	115,877,148	-	116,444,000	△566,852
デンマーククローネ	307,206,861	-	309,760,000	△2,553,139
豪ドル	1,155,905,591	-	1,153,036,500	2,869,091
ニュージーランドドル	27,523,476	-	27,604,800	△81,324
香港ドル	560,895,980	-	555,502,800	5,393,180
シンガポールドル	223,862,834	-	223,172,100	690,734
新シェケル	42,982,380	-	42,714,000	268,380
合計	-	-	-	230,107,627

(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1期(平成29年12月7日-平成30年3月7日)

開示資料

決算

株式

チャート