サイエンティフィック・エクイティ・ファンド 有価証券届出書（内国投資信託受益証券）

                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書（内国投資信託受益証券）
    【表紙】
    【提出書類】                    有価証券届出書

    【提出先】                    関東財務局長

    【提出日】                    2020年３月19日

    【発行者名】                    ブラックロック・ジャパン株式会社

    【代表者の役職氏名】                    代表取締役会長　井澤　吉幸

    【本店の所在の場所】                    東京都千代田区丸の内一丁目８番３号

    【事務連絡者氏名】                    猪浦　純子

    【電話番号】                    03-6703-7940

    【届出の対象とした募集(売出)内国投資                    サイエンティフィック・エクイティ・ファンド

     信託受益証券に係るファンドの名称】
                        （愛称：ザ・アメリカズ・ロングショート）
    【届出の対象とした募集(売出)内国投資                    600億円を上限とします。

     信託受益証券の金額】
    【縦覧に供する場所】                    該当事項はありません。

     (注)　本書において文中および表中の数字は四捨五入された数値として表示されている場合があり、従って合計とし

        て表示された数字はかかる数値の総和と必ずしも一致するとは限りません。
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                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書（内国投資信託受益証券）
    第一部【証券情報】
    (1)【ファンドの名称】

      サイエンティフィック・エクイティ・ファンド
      （ファンドの愛称を「ザ・アメリカズ・ロングショート」とします。以下「当ファンド」または「ファンド」とい
     います。）
    (2)【内国投資信託受益証券の形態等】

      追加型証券投資信託の受益権です。
      当初元本は、１口当り１円です。
      ファンドの受益権は、社債、株式等の振替に関する法律（以下「社振法」といいます。）の規定の適用を受け、受
     益権の帰属は、後述の「(11)振替機関に関する事項」に記載の振替機関および当該振替機関の下位の口座管理機関
     （社振法第２条に規定する「口座管理機関」をいい、振替機関を含め、以下「振替機関等」といいます。）の振替口
     座簿に記載または記録されることにより定まります（以下、振替口座簿に記載または記録されることにより定まる受
     益権を「振替受益権」といいます。）。委託会社であるブラックロック・ジャパン株式会社は、やむを得ない事情等
     がある場合を除き、当該振替受益権を表示する受益証券を発行しません。また、振替受益権には無記名式や記名式の
     形態はありません。
      当ファンドについて、委託会社の依頼により、信用格付業者から提供され、もしくは閲覧に供された信用格付また
     は信用格付業者から提供され、もしくは閲覧に供される予定の信用格付はありません。
    (3)【発行（売出）価額の総額】

      600億円を上限とします。
       
       額を下回る段階で購入申込の受付を停止する場合があります。
    (4)【発行（売出）価格】

      購入受付日の翌営業日の基準価額とします。
      基準価額につきましては、販売会社または下記にお問い合わせください。
       ブラックロック・ジャパン株式会社
       電話番号：　03-6703-4300（受付時間　営業日の９：00～17：00）
       ホームページアドレス：　www.blackrock.com/jp/
    (5)【申込手数料】

     ①　購入時の申込手数料（以下「購入時手数料」といいます。）は、購入受付日の翌営業日の基準価額に4.40％（税
      抜4.00％）を上限として、販売会社が独自に定める率を乗じて得た額とします。
       詳細は、販売会社にお問い合わせください。
       (販売会社につきましては、「(8)申込取扱場所」に記載の照会先までお問い合わせください。)
       なお、購入時手数料には消費税に相当する金額および地方消費税に相当する金額（以下「消費税等相当額」とい
      います。）が含まれています              (以下同じ。)。
     ②　分配金の受取方法により、「一般コース」、「累積投資コース」の２つのコースがあります。「累積投資コー

      ス」を選択した投資者が、分配金を再投資する場合は、無手数料とします。
    (6)【申込単位】

      分配金の受取方法により、収益の分配時に分配金を受け取る「一般コース」と、分配金が税引き後、無手数料で再
     投資される「累積投資コース」の２つの購入方法があります。
      取扱いを行なうコースおよび購入の申込単位（以下「購入単位」といいます。）は、各販売会社により異なります
     ので、詳細は販売会社にお問い合わせください。
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                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書（内国投資信託受益証券）
    (7)【申込期間】
      2020年３月20日から2020年９月18日まで
      申込期間は、上記期間満了前に有価証券届出書を提出することによって更新されます。
    (8)【申込取扱場所】

      ファンドの申込取扱場所（以下「販売会社」といいます。）については下記にお問い合わせください。
       ブラックロック・ジャパン株式会社
       電話番号：　03-6703-4300（受付時間　営業日の９：00～17：00）
       ホームページアドレス：　www.blackrock.com/jp/
    (9)【払込期日】

      ファンドの投資者は、販売会社が定める日までに購入代金（購入受付日の翌営業日の基準価額に購入口数を乗じた
     金額に、購入時手数料を加算した金額をいいます。）を販売会社に支払うものとします。
      振替受益権に係る各購入受付日の発行価額の総額は、販売会社によって追加信託が行なわれる日に委託会社の指定
     する口座を経由して、受託会社の指定するファンド口座に払い込まれます。
    (10)【払込取扱場所】

      上記「(8)申込取扱場所」でお払込みください。
    (11)【振替機関に関する事項】

      振替機関は、株式会社証券保管振替機構です。
    (12)【その他】

      ①　購入代金の利息
        購入代金には利息をつけません。
      ②　日本以外の地域における発行

        行ないません。
      ③　購入不可日

        販売会社の営業日であっても、ルクセンブルグの銀行の休業日、12月24日、その他実質的な主要投資対象ファ
       ンドの受付不可日のいずれかに該当する場合は、購入は受付けません。
      ④　振替受益権について

        ファンドの受益権は、社振法の規定の適用を受け、上記「(11)振替機関に関する事項」に記載の振替機関の振
       替業にかかる業務規程等の規則にしたがって取り扱われるものとします。
        ファンドの分配金、償還金、換金代金は、社振法および上記「(11)振替機関に関する事項」に記載の振替機関
       の業務規程その他の規則にしたがって支払われます。
      (参考)

       ◆　投資信託振替制度とは、
        ・ファンドの受益権の発生、消滅、移転をコンピュータシステムにて管理します。
        ・ファンドの設定、換金、償還等がコンピュータシステム上の帳簿（「振替口座簿」といいます。）への記
         載・記録によって行なわれますので、受益証券は発行されません。
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                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書（内国投資信託受益証券）
    第二部【ファンド情報】
    第１【ファンドの状況】

    １【ファンドの性格】

     (1)【ファンドの目的及び基本的性格】
      ①　「サイエンティフィック・エクイティ・ファンド」（ファンドの愛称を「ザ・アメリカズ・ロングショート」
       とします。以下「当ファンド」または「ファンド」といいます。）は、市場動向に左右されない投資収益の達成
       を目標に運用を行ないます。
      ②　当ファンドは、追加型証券投資信託であり、追加型投信／海外／株式／特殊型（ロング・ショート型）に属し

       ています。下記は、一般社団法人投資信託協会の「商品分類に関する指針」に基づき当ファンドが該当する商品
       分類・属性区分を網掛け表示しています。
     ＜商品分類表＞

         単位型・追加型           投資対象地域         投資対象資産（収益の源泉）                   補足分類
        単位型投信           国内           株式              インデックス型
        追加型投信           海外           債券              特殊型
                  内外           不動産投信              （ロング・ショート型）
                             その他資産（           ）
                             資産複合
     ＜属性区分表＞

          投資対象資産          決算頻度      投資対象地域         投資形態       為替ヘッジ          特殊型
        株式             年１回      グローバル        ファミリー       あり         ブル・ベア型
        　一般             年２回      日本        ファンド       （フルヘッジ）
        　大型株             年４回      北米                        条件付運用型
        　中小型株             年６回      欧州        ファンド・       なし
        債券             （隔月）      アジア        オブ・               ロング・ショー
        　一般             年12回      オセアニア        ファンズ               ト型  ／絶対収益
        　公債             （毎月）      中南米                        追求型
        　社債             日々      アフリカ
        　その他債券             その他      中近東                        その他
        　クレジット属性                  （中東）
        不動産投信                  エマージング
        その他資産
        （投資信託証券）
        資産複合
        　資産配分固定型
        　資産配分変更型
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                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書（内国投資信託受益証券）
     ＜各分類および区分の定義＞
      Ⅰ．商品分類
       単位型投信・追加型           追加型投信           一度設定されたファンドであってもその後追加設定が行なわ
       投信の区分                       れ従来の信託財産とともに運用されるファンドをいう。
       投資対象地域による           海外           目論見書又は投資信託約款において、組入資産による主たる
       区分                       投資収益が実質的に海外の資産を源泉とする旨の記載がある
                             ものをいう。
       投資対象資産による           株式           目論見書又は投資信託約款において、組入資産による主たる
       区分                       投資収益が実質的に株式を源泉とする旨の記載があるものを
                             いう。
       補足分類           特殊型           目論見書又は投資信託約款において、投資者に対して注意を
                  （ロング・ショート           喚起することが必要と思われる特殊な仕組みあるいは運用手
                  型）           法（ロング・ショート戦略）の記載があるものをいう。
      Ⅱ．属性区分

       投資対象資産による           その他資産（投資信           目論見書又は投資信託約款において、主として投資信託証券
       属性区分           託証券）           に投資する旨の記載があるものをいう。
       決算頻度による属性           年２回           目論見書又は投資信託約款において、年２回決算する旨の記
       区分                       載があるものをいう。
       投資対象地域による           北米           目論見書又は投資信託約款において、組入資産による投資収
       属性区分           中南米           益が北米地域および中南米地域の資産を源泉とする旨の記載
                             があるものをいう。
       投資形態による属性           ファミリーファンド           目論見書又は投資信託約款において、親投資信託（ファン
       区分                       ド・オブ・ファンズにのみ投資されるものを除く。）を投資
                             対象として投資するものをいう。
       為替ヘッジによる属           為替ヘッジあり           目論見書又は投資信託約款において、為替のフルヘッジ又は
       性区分           （フルヘッジ）           一部の資産に為替のヘッジを行なう旨の記載があるものをい
                             う。なお、「為替ヘッジ」とは、対円での為替リスクに対す
                             るヘッジの有無をいう。
       特殊型による属性区           ロング・ショート型           目論見書又は投資信託約款において、ロング・ショート戦略
       分                       により収益の追求を目指す旨の記載があるものをいう。
       当ファンドは、ファミリーファンド方式で運用され、かつマザーファンドはファンド・オブ・ファンズ形式で運

      用されます。このため、組入れている資産を示す属性区分上の投資対象資産（その他資産（投資信託証券））と収
      益の源泉となる資産を示す商品分類上の投資対象資産（株式）とが異なります。
       上記は、一般社団法人投資信託協会の定義を基に委託会社が作成したものを含みます。なお、上記以外の商品分

      類・属性区分の定義については、一般社団法人投資信託協会のホームページ（http://www.toushin.or.jp/）をご参
      照ください。
      ③　信託金の限度額は、600億円です。ただし、委託会社は受託会社と合意のうえ、当該限度額を変更することがで

       きます。
        
        度額を下回る段階で購入申込の受付を停止する場合があります。
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                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書（内国投資信託受益証券）
      ④　ファンドの特色　(当ファンドおよびマザーファンドの特色)
       ａ．アメリカ大陸株式（米国、カナダおよびラテンアメリカ諸国の株式）等を投資対象として、ロングショート
        （買い建て・売り建て）ポジションを構築することにより、市場動向に左右されない投資収益の達成を目標に
        運用を行ないます。
       ■ アメリカズ・ロングショート・マザーファンド受益証券への投資を通じて、主として米国、カナダおよびラテ

        ンアメリカ諸国の株式および株式関連の派生商品等に投資し、ロングショート（買い建て・売り建て）ポジ
        ションを構築する投資信託証券を実質的な主要投資対象とします。副次的な投資対象として、米国の短中期国
        債等に投資する投資信託証券にも投資を行ないます。通常、実質的な主要投資対象ファンドへの投資割合を高
        位に保ちます。
         

         が決定します。
       ■ 実質的な主要投資対象ファンドは、米国、カナダおよびラテンアメリカ諸国の中小型株を含む約4,000の幅広い

        株式を投資候補銘柄とします。また、投資にあたってはデリバティブ取引（スワップなど）を活用します。
         ※上記の投資候補銘柄数は、今後変更になる可能性あります。

         
         200～600％の範囲内とします。
         
         す。
       ■実質的な主要投資対象ファンドのロングショート戦略は、ブラックロック独自の計量モデルを活用することで

        運用を行ないます。
         㮊࢑켰윰栰漰Şɘ㐰葨⩏ꄰ湒픰䴰銊࢑콶萰橥灟༰杣䤰䠰蠰䘰栰夰謰舰渰朰夰ə➑켰湢閌읠았㄰鉭㭵⠰地

         リターン獲得を図るためのツールです。
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                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書（内国投資信託受益証券）
       ＜実質的な主要投資対象ファンドの運用プロセス＞
       ｂ．ファンドは、アメリカズ・ロングショート・マザーファンドをマザーファンドとするファミリーファンド方








        式で運用します。
         ファンドは、マザーファンドを通じて、投資信託証券を投資対象とするファンド・オブ・ファンズです。
         マザーファンドは「ＢＳＦ             ブラックロック・アメリカズ・ダイバーシファイド・エクイティ・アブソルー

                    ＊１                                   ＊２
        ト・リターン・ファンド             」と「ＩＣＳ　ブラックロック・ＩＣＳ・ＵＳトレジャリー・ファンド                                   」に投
        資します。
        ＊１　正式名称は、「ブラックロック・ストラテジック・ファンズ（ルクセンブルグ籍投資法人）　ブラック
           ロック・アメリカズ・ダイバーシファイド・エクイティ・アブソルート・リターン・ファンド　クラス
           Ｘ投資証券」です。
        ＊２　正式名称は、「インスティテューショナル・キャッシュ・シリーズｐｌｃ（アイルランド籍投資法
           人）　ブラックロック・ＩＣＳ・ＵＳトレジャリー・ファンド　エージェンシークラス投資証券」で
           す。
        ＜ファンドの仕組み＞

         ※　投資対象ファンドは、委託会社の判断により適宜見直しを行なうことがあります。




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       ｃ．実質外貨建資産については、為替ヘッジにより為替変動リスクの低減を図ることを基本とします。
          
           の為替ヘッジを行ないます。
           また、実質的な主要投資対象ファンドは現地通貨建てで投資を行なう場合があり、通常は現地通貨にか
           かる為替変動リスクは、ロングショート戦略において相殺されますが、ロングポジションとショートポ
           ジションの割合が一致しない等の場合には米ドルに対する現地通貨の為替レートの変動が、間接的に当
           ファンドの運用成果に影響を与えます。
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    (追加的記載事項）
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     (2)【ファンドの沿革】
      2012年11月30日              信託契約締結、ファンドの設定日、運用開始
      2017年３月18日              マザーファンド名称を「ブラックロック・アメリカズ・ロングショート・マザー
                    ファンド」から「アメリカズ・ロングショート・マザーファンド」に変更
     (3)【ファンドの仕組み】

                            ファンドの仕組み
      ＜契約等の概要＞












       ａ．「証券投資信託契約」
         ファンドの設定・運営に関する事項、信託財産の運用・管理に関する事項、委託会社および受託会社の業務
        に関する事項、投資者に関する事項等について規定しています。
       ｂ．「受益権の募集・販売の取扱い等に関する契約」

         委託会社が販売会社に委託する受益権の募集販売の取扱い、換金事務、投資者に対する収益分配金および換
        金代金の支払い、その他これらの業務に付随する業務等について規定しています。
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      ＜委託会社の概況＞
       2019年12月末現在の委託会社の概況は、以下のとおりです。
       ａ．資本金　　　　3,120百万円
       ｂ．沿革

        1985年１月        メリルリンチ投資顧問株式会社
               （後のメリルリンチ・インベストメント・マネジャーズ株式会社）設立
               1987年３月　証券投資顧問業者として登録
               1987年６月　投資一任業務認可を取得
               1997年12月　投資信託委託業務免許を取得
        1988年３月        バークレイズ・デズート・ウェッド投資顧問株式会社
               （後のバークレイズ・グローバル・インベスターズ株式会社）設立
               1988年６月　証券投資顧問業者として登録
               1989年１月　投資一任業務認可を取得
               1998年３月　投資信託委託業務免許を取得
        1999年４月        野村ブラックロック・アセット・マネジメント株式会社
               （後のブラックロック・ジャパン株式会社）設立
               1999年６月　証券投資顧問業者として登録
               1999年８月　投資一任業務認可を取得
        2006年10月        メリルリンチ・インベストメント・マネジャーズ株式会社を存続会社として、
               ブラックロック・ジャパン株式会社と合併
               新会社商号：「ブラックロック・ジャパン株式会社」
        2009年12月        バークレイズ・グローバル・インベスターズ株式会社を存続会社として、
               ブラックロック・ジャパン株式会社と合併
               新会社商号：「ブラックロック・ジャパン株式会社」
       ｃ．大株主の状況

                                               所有
              株主名                   住所                   所有比率
                                               株式数
        ブラックロック・ジャパン・
                        東京都千代田区丸の内一丁目８番３号                      15,000株       100％
        ホールディングス合同会社
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    ２【投資方針】
     (1)【投資方針】
      ①　アメリカズ・ロングショート・マザーファンド受益証券への投資を通じて、主として米国、カナダおよびラテ
       ンアメリカ諸国の株式および株式関連の派生商品等に投資し、ロングショート（売建および買建）ポジションを
       構築することにより市場動向に左右されない投資収益を追求する投資信託証券に投資を行ないます。副次的な投
       資対象として、短期債券等に投資する投資信託証券にも投資を行ないます。投資対象とする投資信託証券は、別
       に定めるブラックロック・グループの運用会社が運用するものとします。
      ②　実質外貨建資産については、為替ヘッジにより為替変動リスクの低減を図ることを基本とします。

      ③　資金動向、市況動向、残存信託期間等によっては、上記のような運用ができない場合もあります。

       㬰Y풊ᝏ᩹㸰漰Ɓ젰潻ⱎঀ԰湒⥶쨰鉖謰弰脰止閌잀԰湒⥶쨰鉛댰夰謰匰栰栰樰譯屗⡶萰樰䨰崰谰渰䈰譓홟

        を行ない又は行なうことがある場合、投資者の利益を害しないことを確保するため、売買執行管理規程等の社
        内規程により管理します。
     ＜参考＞　マザーファンドの運用の基本方針

                     アメリカズ・ロングショート・マザーファンド
                           －  運用の基本方針        －

     １．基本方針

       この投資信託は、市場動向に左右されない投資収益の達成を目標に運用を行ないます。
     ２．運用方法
     (１)投資対象
       主として米国、カナダおよびラテンアメリカ諸国の株式および株式関連の派生商品等に投資し、ロング・ショー
       ト（売建および買建）ポジションを構築することにより市場動向に左右されない投資収益を追求する投資信託証
       券に投資を行ないます。副次的な投資対象として、短期債券等に投資する投資信託証券にも投資を行ないます。
       投資信託証券には、国内投資信託または外国投資信託の受益証券、投資証券、または外国投資証券が含まれま
       す。
     (２)投資態度
      ①　主として米国、カナダおよびラテンアメリカ諸国の株式および株式関連の派生商品等に投資し、ロング・
        ショート（売建および買建）ポジションを構築することにより市場動向に左右されない投資収益を追求する投
        資信託証券（以下、「主要投資対象ファンド」といいます。）に投資を行ないます。副次的な投資対象とし
        て、短期債券等に投資する投資信託証券にも投資を行ないます。投資対象とする投資信託証券は、別に定める
        ブラックロック・グループの運用会社が運用するものとします。
      ②　各投資信託証券への投資割合は、原則として市況動向および各投資信託証券の収益性等を勘案して委託会社が
        決定します。通常、主要投資対象ファンドへの投資割合を高位に保ちます。
      ③　別に定める投資信託証券は、委託会社の判断により、変更することがあります。
      ④　外貨建資産については、為替ヘッジにより為替変動リスクの低減を図ることを基本とします。
      ⑤　資金動向、市場動向、残存信託期間等によっては、上記のような運用ができない場合もあります。
     (３)投資制限
      ①　投資信託証券および短期金融商品（短期運用の有価証券を含みます。）以外への直接投資は行ないません。
      ②　投資信託証券への投資割合には制限を設けません。
      ③　外貨建資産への投資割合には制限を設けません。
      ④   一般社団法人投資信託協会規則に定める一の者に係る株式等エクスポージャー、債券等エクスポージャーおよ
        びデリバティブ等エクスポージャーの信託財産の純資産総額に対する比率は、原則としてそれぞれ10％、合計
        で20％を超えないものとし、当該比率を超えることとなった場合には、同規則にしたがい当該比率以内となる
        よう調整を行ないます。
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     (2)【投資対象】
      ①　投資対象とする資産の種類
         この信託において投資の対象とする資産の種類は、次に掲げる特定資産（「特定資産」とは、投資信託及び
        投資法人に関する法律（以下「投信法」といいます。）第２条第１項で定めるものをいいます。以下同じ。）
        とします。
        ａ．有価証券
        ｂ．金銭債権
        ｃ．約束手形（手形割引市場において売買される手形に限ります。）
      ②　投資対象とする有価証券

         委託会社は、信託金を、主としてアメリカズ・ロングショート・マザーファンド受益証券のほか、次の有価
        証券（金融商品取引法第２条第２項の規定により有価証券とみなされる同項各号に掲げる権利を除きます。）
        に投資することを指図します。
        ａ．国債証券
        ｂ．地方債証券
        ｃ．特別の法律により法人の発行する債券および社債券（新株引受権証券と社債券とが一体となった新株引受
         権付社債券の新株引受権証券および短期社債券を除きます。）
        ｄ．短期社債等(社債、株式等の振替に関する法律第66条第１号に規定する短期社債、保険業法第61条の10第１
         項に規定する短期社債、資産の流動化に関する法律第２条第８項に関する特定短期社債、信用金庫法第54条
         の４第１項に規定する短期債および農林中央金庫法第62条の２第１項に規定する短期農林債をいいます。)
        ｅ．コマーシャル・ペーパー
        ｆ．外国または外国の者の発行する証券または証書で、前各号の証券または証書の性質を有するもの
        ｇ．外国法人が発行する譲渡性預金証書
         なお、ａ．からｃ．の証券を以下「公社債」といい、公社債にかかる運用の指図は買い現先取引(売戻し条件
        付の買い入れ)および債券貸借取引(現金担保付き債券借入れ)に限り行なうことができるものとします。
      ③　投資対象とする金融商品

         このファンドの設定、換金、償還、投資環境の変動等への対応等、委託会社が運用上必要と認めるときに
        は、有価証券のほか、次に掲げる金融商品（金融商品取引法第２条第２項の規定により有価証券とみなされる
        同項各号に掲げる権利を含みます。）により運用を指図することができます。
        ａ．預金
        ｂ．指定金銭信託（金融商品取引法第２条第１項第14号に規定する受益証券発行信託を除きます。）
        ｃ．コール・ローン
        ｄ．手形割引市場において売買される手形
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    マザーファンドの投資対象ファンドの概要
     (a)  ＢＳＦ    ブラックロック・アメリカズ・ダイバーシファイド・エクイティ・アブソルート・リターン・ファンド
     形態         ルクセンブルグ籍（オープン・エンド型）会社型外国投資証券（米ドル建て）
             ファンドは株式等に投資するロングショート（買い建ておよび売り建て）ポジションを構築す
             ることにより、市場動向に係わらずプラスのアブソルート・リターンの追求を目指します。
     投資目的および         ファンドの純資産の少なくとも70％を米国、カナダおよびラテンアメリカ諸国の株式もしくは
     投資態度         株式関連の派生商品等へ投資を行ないます。
             ファンドは、投資対象とする株式市場へのネットエクスポージャーを最小限にすることを目指
             して、広く分散投資を行ないます。
     設定日         2012年２月17日
     存続期間         無期限

     主な投資対象         米国、カナダおよびラテンアメリカ諸国の株式もしくは株式関連の派生商品等に投資します。

             ・同一発行体の譲渡性のある証券への投資は、原則としてファンドの純資産総額の10％以下と
              します。
     主な投資制限
             ・純資産総額の５％を超えて投資しているすべての発行体について、ファンドが保有する譲渡
              性のある証券の総額は原則として純資産総額の40％を超えないものとします。
     管理報酬         ありません。(注)
             管理業務会社、保管会社および名義書換事務代行会社への報酬等および事務諸費に要する費用
     その他費用
             についてはファンドから差し引かれます。
     決算日         年１回（原則として５月末日）に決算を行ないます。
     収益分配方針         原則として、分配を行ないません。

     申込手数料         ありません。

     管理会社         ブラックロック（ルクセンブルグ）エス・エー

     投資顧問会社         ブラックロック・インスティテューショナル・トラスト・カンパニー、エヌ．エイ．

     保管会社         ステート・ストリート・バンク・インターナショナルＧｍｂＨ

    (注)　投資対象ファンドにかかる報酬相当額は、委託会社の信託報酬より支払われます。
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     (b)  ＩＣＳ　ブラックロック・ＩＣＳ・ＵＳトレジャリー・ファンド
     形態         アイルランド籍（オープン・エンド型）会社型外国投資証券（米ドル建て）
             ファンドは、流動性と元本の安定性を確保しつつ、安定的なインカム水準を追求します。
     投資目的および
             ファンドは、米国短中期国債、米国政府によって発行されるその他債務権および現先取引に投
     投資態度
             資をします。現先取引の活用により流動性を確保します。
     設定日         2008年９月29日
     存続期間         無期限

             主としてファンドは、米国短中期国債、米国政府によって発行されるその他債務権および現先
     主な投資対象
             取引を主要投資対象とします。
             ・同一発行体の譲渡性のある証券もしくは短期金融商品への投資は原則としてファンドの純資
     主な投資制限          産総額の10％以下とします。
             ・純資産総額の10％を超えて資金の借り入れは行ないません。
     管理報酬
             管理報酬、保管報酬および事務の処理に要する諸費用がファンドから差し引かれます。
     その他費用
     決算日         年１回（原則として９月30日）に決算を行ないます。

     収益分配方針         原則として、分配を行ないません。

     申込手数料         ありません。

     管理会社         ブラックロック・アセット・マネジメント・アイルランド・リミテッド

     投資顧問会社         ブラックロック・キャピタル・マネジメント・インク

     保管会社         ＪＰモルガン・バンク（アイルランド）ピー・エル・シー

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     (3)【運用体制】
      ファンドの運用・管理の各業務の役割分担を社内規程により定めております。
      ファンドの運用については委託会社の運用部門が統括しています。
      社内には内部監査を担当する部門、ファンドの運用状況やリスク状況等をモニターし、関連部署にフィードバック
     する部門、或いは投資委員会等開催により、各ファンドの投資方針等にしたがって運用が行なわれているか確認する
     組織、機能が確立しています。
      当ファンドの運用は、株式インデックス運用部（当ファンド担当：８名程度）が担当いたします。
       運用体制図

         ※　運用体制等は、変更となる場合があります。










       ブラックロック・グループ

                                   ＊
        ブラックロック・グループは、運用資産残高約7.43兆ドル                            （約807兆円）を持つ世界最大級の独立系資産運用
       グループであり、当社はその日本法人です。
        当グループは、世界各国の機関投資家および個人投資家のため、株式、債券、キャッシュ・マネジメントおよ
       びオルタナティブ商品といった様々な資産クラスの運用を行なっております。また、機関投資家向けに、リスク
       管理、投資システム・アウトソーシングおよびファイナンシャル・アドバイザリー・サービスの提供を行なって
       おります。
       ＊　2019年12月末現在。(円換算レートは１ドル＝108.675円を使用)
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                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書（内国投資信託受益証券）
     (4)【分配方針】
      ①　収益分配方針
        年２回の毎決算時（原則として６月20日および12月20日。休業日の場合は翌営業日。）に、原則として以下の
       方針に基づき、分配を行ないます。
       ａ．分配対象額の範囲
         分配対象額の範囲は、経費控除後の繰越分を含めた利子・配当等収益および売買損益（繰越欠損補填後、評
        価損益を含みます。）等の全額とします。
       ｂ．分配対象収益についての分配方針

         分配金額は、委託会社が基準価額水準、市況動向等を勘案して決定します。基準価額水準、市況動向等に
        よっては分配を行なわないことがあります。将来の分配金の支払いおよびその金額について保証するものでは
        ありません。
       ｃ．留保益の運用方針

         留保益の運用については特に制限を設けず、委託会社の判断に基づき、元本部分と同一の運用を行ないま
        す。
      ②　収益の分配

       ａ．信託財産から生じる毎計算期末における利益は、次の方法により処理するものとします。
        (a)  利子、配当金およびこれ等に類する収益から支払利息を控除した額（以下「配当等収益」といいます。）
         は、諸経費、諸費用（消費税に相当する金額および地方消費税に相当する金額（以下「消費税相当額」とい
         います。）を含みます。以下同じ。）、信託報酬（消費税等相当額を含みます。以下同じ。）を控除した
         後、その残額を投資者に分配することができます。なお、次期以降の分配に充てるため、その一部を分配準
         備積立金として積み立てることができます。
        (b)  売買損益に評価損益を加減した利益金額（以下「売買益」といいます。）は、諸経費、諸費用および信託
         報酬を控除し、繰越欠損金のあるときは、その全額を売買益をもって補てんした後、投資者に分配すること
         ができます。なお、次期以降の分配に充てるため、分配準備積立金として積み立てることができます。
       ｂ．毎計算期末において、信託財産につき生じた損失は、次期に繰り越すものとします。

      ③　収益分配金の支払い

       ａ．支払時期と支払場所
        (a)  一般コースの場合
          毎計算期間終了日後１ヵ月以内の委託会社の指定する日（原則として５営業日以内）に、毎計算期間の末
         日において振替機関等の振替口座簿に記載または記録されている投資者にお支払いを開始します。収益分配
         金は販売会社の営業所等において支払います。
        (b)  累積投資コースの場合
          累積投資契約に基づき、受託会社が委託会社の指定する預金口座等に払い込むことにより、原則として毎
         計算期間終了日の翌営業日に収益分配金が販売会社に支払われます。この場合、販売会社は投資者に対し遅
         滞なく収益分配金の再投資にかかる受益権の売り付けを行ないます。当該売り付けにより増加した受益権
         は、振替口座簿に記載または記録されます。
       ｂ．時効

         投資者が、ａ．(a)に規定する支払開始日から５年間支払い請求を行なわない場合はその権利を失い、委託会
        社が受託会社から交付を受けた金銭は委託会社に帰属します。
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                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書（内国投資信託受益証券）
     (5)【投資制限】
      以下は当ファンドの約款で定める投資制限です。
      ①　投資信託証券および短期金融商品（短期運用の有価証券を含みます。）以外への直接投資は行ないません。
      ②　投資信託証券への投資制限

        投資信託証券への実質投資割合には制限を設けません。
      ③　外貨建資産への投資制限

        外貨建資産への実質投資割合には、制限を設けません。
      ④　特別の場合の外貨建有価証券への投資制限

        外貨建有価証券への投資については、わが国の国際収支上の理由等により、特に必要と認められる場合には、
       制約されることがあります。
      ⑤　公社債の借入れ

       ａ．委託会社は、信託財産の効率的な運用に資するため、公社債の借入れの指図をすることができます。なお、
        当該公社債の借入れを行なうにあたり担保の提供が必要と認めた時は、担保の提供の指図を行なうものとしま
        す。
       ｂ．ａ．の指図は、当該借入れにかかる公社債の時価総額が信託財産の純資産総額の範囲内とします。
       ｃ．信託財産の換金等の事由により、ｂ．の借入れにかかる公社債の時価総額が信託財産の純資産総額を超える
        こととなった場合には、委託会社は速やかに、その超える額に相当する借入れた公社債の一部を返還するため
        の指図をするものとします。
       ｄ．ａ．の借入れにかかる品借料は信託財産中から支弁します。
      ⑥　外国為替予約の指図および範囲

        委託会社は、信託財産に属する外貨建資産とマザーファンドの信託財産に属する外貨建資産のうち信託財産に
       属するとみなした額（信託財産に属するマザーファンドの時価総額にマザーファンドの信託財産の純資産総額に
       占める外貨建資産の時価総額の割合を乗じて得た額をいいます。）との合計額について、当該外貨建資産の為替
       ヘッジのため、外国為替の売買の予約取引の指図をすることができます。
      ⑦　信用リスク集中回避のための投資制限

        一般社団法人投資信託協会規則に定める一の者に係る株式等エクスポージャー、債券等エクスポージャーおよ
       びデリバティブ等エクスポージャーの信託財産の純資産総額に対する比率は、原則として、それぞれ10％、合計
       で20％を超えないものとし、当該比率を超えることとなった場合には、同規則にしたがい当該比率以内となるよ
       う調整を行ないます。
      ⑧　資金の借入れ

       ａ．委託会社は、信託財産の効率的な運用ならびに運用の安定性に資するため、換金に伴う支払資金の手当て
        （換金に伴う支払資金の手当てのために借入れた資金の返済を含みます。）を目的として、または再投資にか
        かる収益分配金の支払資金の手当てを目的として、資金借入れ（コール市場を通じる場合を含みます。）の指
        図をすることができます。なお、当該借入金をもって有価証券等の運用は行なわないものとします。
       ｂ．換金に伴う支払資金の手当てにかかる借入期間は、投資者への換金代金支払開始日から信託財産で保有する
        有価証券等の売却代金の受渡日までの間または投資者への換金代金支払開始日から信託財産で保有する有価証
        券等の換金代金入金日までの間もしくは投資者への換金代金支払開始日から信託財産で保有する有価証券等の
        償還金の入金日までの期間が５営業日以内である場合の当該期間とし、資金借入額は当該有価証券等の売却ま
        たは換金代金および有価証券等の償還金の合計額を限度とします。
         ただし、資金の借入額は、借入れ指図を行なう日における信託財産の純資産総額の10％を超えないこととし
        ます。
       ｃ．収益分配金の再投資にかかる借入期間は信託財産から収益分配金が支弁される日からその翌営業日までと
        し、資金借入額は収益分配金の再投資額を限度とします。
       ｄ．借入金の利息は信託財産中より支弁します。
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                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書（内国投資信託受益証券）
    ３【投資リスク】
     (1)  投資リスク
       ファンドの基準価額は、組入れられている有価証券の値動きの他、為替変動による影響を受けます。これらの信
      託財産の運用により生じた損益はすべて投資者の皆様に帰属します。したがって、当ファンドは元金および元金か
      らの収益の確保が保証されているものではなく、基準価額の下落により投資者は損失を被り、元金を割り込むこと
      があります。また、投資信託は預貯金と異なります。
       当ファンドにかかる主なリスクは以下の通りです。
      ①　基準価額の変動要因

       ａ．ロングショート戦略によるリスク
         当ファンドの実質的な主要投資対象ファンドは、計量モデルを活用したロングショート戦略による運用を行
        なうことで投資収益を追求しますが、当戦略がその目的を達成できる保証はありません。ロング（買い建て）
        した銘柄の価格が下落した場合、もしくはショート（売り建て）した銘柄の価格が上昇した場合は損失が発生
        し、それに伴い当ファンドの基準価額が下落する可能性があります。またロングとショートの双方で損失した
        場合は、通常想定される以上に当ファンドの運用成果が影響を被る可能性があります。
       ｂ．株式の価格変動リスク

         当ファンドの実質的な主要投資対象ファンドは、米国、カナダおよびラテンアメリカ諸国の発行体が発行す
        る株式および株式関連の派生商品に投資を行ないます。したがって、米国、カナダおよびラテンアメリカ諸国
        の経済・市場動向または投資対象企業の経営・財務状況に応じて、株式あるいは株式関連の派生商品の価格等
        が変動し、当ファンドの運用成果に影響を与えます。
       （中小型株式投資のリスク）

         当ファンドの実質的な主要投資対象ファンドは、株式市場平均に比べ時価総額の小さな企業の株式および株
        式関連の派生商品にも投資を行ないます。これらの企業への投資は、株式市場全体の平均に比べて結果として
        より大きな値上がりもしくは値下がりとなる可能性があります。これは比較的小規模の企業は大規模の企業に
        比べ収益の変動が大きくなる傾向があることに加え、株式市場における需給関係の変動の影響を受けやすいた
        めです。
       （カントリー・リスク）

         当ファンドの実質的な主要投資対象ファンドはラテンアメリカ諸国の株式市場にも投資をします。ラテンア
        メリカ諸国のようなエマージング諸国の経済は、先進諸国に比べて不安定であり、その株式市場を取り巻く社
        会的・経済的環境はより不透明な場合が多く、エマージング諸国の政府は自国経済を規制または監督する上で
        大きな影響力を行使することがあります。したがって、主として先進国市場に投資する場合に比べて、投資先
        の国の政治・経済事情、通貨・資本規制等の要因により、より大幅に株価が変動することが考えられ、それに
        伴い当ファンドの運用成果に影響を与えます。
       ｃ．デリバティブ取引のリスク

         当ファンドの実質的な主要投資対象ファンドは、株式関連の派生商品（先物・スワップなど）に投資を行な
        います。先物・スワップなどのデリバティブ取引は、現物資産への投資に代わって投資目的を効率的に達成す
        るために用いられ、あるいは価格変動による影響を回避するために用いられますが、その目的が達成される保
        証はなく、損失が発生する可能性があります。デリバティブ取引はコストとリスクが伴い、当ファンドの運用
        成果に影響を与えます。
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                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書（内国投資信託受益証券）
        （レバレッジ・リスク）
         デリバティブ取引では、一般的に想定元本に対して比較的小額の証拠金・担保金等を取引相手に差入れるこ
        とで、より大きな金額の取引を行ないます。当ファンドの実質的な主要投資対象ファンドでは、ファンドの純
        資産規模を上回る金額のデリバティブ取引を行ないます。その結果として、いわゆる「てこ（レバレッジ）の
        原理」により市場価格の変動が増幅され、大きな影響を被る可能性があります。
        （デリバティブ取引の取引先に関するリスク）

         デリバティブ取引の相手方が倒産等の事態に陥った場合は、取引契約が不履行となり、取引の清算の遅延等
        により、大きな損失を被る可能性があります。このような事態が生じた場合には当ファンドの運用成果に影響
        を与えます。
       ｄ．為替変動リスク

         当ファンドのマザーファンドは、為替変動リスクの低減を図ることを目指し、原則として外貨建資産に対し
        て為替ヘッジを行ないますが、為替変動による影響の全てを回避することはできません。また、ヘッジ対象通
        貨の金利が円金利よりも高い場合、ヘッジ・コストがかかります。
         なお、実質的な主要投資対象ファンドは現地通貨建てで投資を行なう場合があります。通常は現地通貨にか
        かる為替変動リスクは、ロングショート戦略において相殺されますが、ロングポジションとショートポジショ
        ンの割合が一致しない等の場合には米ドルに対する現地通貨の為替レートの変動が、当ファンドの運用成果に
        影響を与えます。
       ｅ．債券投資のリスク

         当ファンドの実質的な投資対象ファンドは、債券へも投資を行ないます。債券の価格は、政治、経済、社会
        情勢等の影響により金利が上昇すれば下落し、金利が低下すれば上昇します。したがって、金利の変動が当
        ファンドの運用成果に影響を与えます。また、投資した債券の発行体の財務状況により、債務不履行が生じる
        ことがあります。債務不履行が生じた場合には、債券価格が下落する等、当ファンドの運用成果に影響を与え
        ます。
      ②　ファンド運営上のリスク

       ａ．購入および換金の受付の中止・取消
         金融商品取引所等における取引の停止、外国為替取引の停止、決済機能の停止その他やむを得ない事情があ
        るときは、受益権の購入および換金の受付を中止する場合があります。また、この場合、既に受付けた受益権
        の購入および換金の受付についても取り消す場合があります。
       ｂ．ファンドの繰上償還

         当ファンドは換金により受益権の口数が20億口を下回ることとなった場合、または投資者のため有利と認め
        られる場合、その他やむを得ない事情が発生したとき等は、ファンドを償還させる場合があります。
       ｃ．法令・税制・会計等の変更

         法令・税制・会計方法等は今後変更される可能性があります。
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                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書（内国投資信託受益証券）
       ｄ．収益分配金に関する留意点
         分配金は、預貯金の利息とは異なりファンドの純資産から支払われますので、分配金が支払われると、その
        金額相当分、基準価額は下がります。
         分配金は、計算期間中に発生した運用収益（経費控除後の配当等収益および評価益を含む売買益）を超えて
        支払われる場合があります。計算期間中に運用収益があった場合においても、当該運用収益を超えて分配を行
        なった場合、当期決算日の基準価額は前期決算日の基準価額と比べて下落することになります。したがって、
        分配金の水準は必ずしも計算期間におけるファンドの収益率を示すものではありません。
         投資者の個別元本の状況によっては、分配金の一部または全部が、実質的に元本の一部払戻しに相当する場
        合があります。個別元本とは、追加型投資信託を保有する投資者毎の取得元本のことで、投資者毎に異なりま
        す。
     (2)  リスクの管理体制

       委託会社ではリスク管理を重視しており、独自開発のシステムを用いてリスク管理を行なっております。具体的
      には、運用担当部門とは異なる部門においてファンドの投資リスクの計測・分析、投資制限のモニタリングなどを
      行なうことにより、ファンドの投資リスクが運用方針に合致していることを確認し、その結果を運用担当部門に
      フィードバックするほか、社内の関係者で共有しております。また、委託会社の業務に関するリスクについて社内
      規程を定めて管理を行なっております。
       その他、デリバティブ取引のリスク管理として、実質的な投資対象ファンドの投資顧問会社ではリスク管理部門
      内に取引先リスクの管理専任部署を設置、取引先の承認、財務状況のモニタリング、並びに取引先毎の取引額のモ
      ニタリングを行なっています。
        ※　リスクの管理体制は、変更となる場合があります。

                                  23/298












                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書（内国投資信託受益証券）
    （参考情報）
                                  24/298




















                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書（内国投資信託受益証券）
    ４【手数料等及び税金】
     (1)【申込手数料】
      ①　購入時の申込手数料（以下「購入時手数料」といいます。）は、購入受付日の翌営業日の基準価額に4.40％
       （税抜4.00％）を上限として、販売会社が独自に定める率を乗じて得た額とします。
        詳細は、販売会社にお問い合わせください。
        販売会社につきましては、下記にお問い合わせください。
         ブラックロック・ジャパン株式会社
         電話番号：　03-6703-4300（受付時間　営業日の９：00～17：00）
         ホームページアドレス：　www.blackrock.com/jp/
        なお、購入時手数料には消費税等相当額が含まれています（以下同じ。）。

        購入時手数料は、購入時の商品説明、販売に関する事務手続き等の役務の対価として販売会社にお支払いいた
       だくものです。
      ②　分配金の受取方法により、「一般コース」、「累積投資コース」の２つのコースがあります。「累積投資コー

       ス」を選択した投資者が、分配金を再投資する場合は、無手数料とします。
     (2)【換金（解約）手数料】

      ①　換金手数料
        ありません。
      ②　信託財産留保額

        ありません。
     (3)【信託報酬等】

      ①　信託報酬の総額
        計算期間を通じて毎日、信託財産の純資産総額に年2.6158％（税抜2.378％）の率を乗じて得た金額とします。
        信託報酬に係る委託会社、販売会社、受託会社の間の配分および当該報酬を対価とする役務の内容は次の通り
       とします。
                    信託報酬の配分                     役務の内容

                     年1.76％          ファンドの運用、基準価額の計算、運用報告書等各種
          委託会社
                    (税抜1.60％)           書類の作成等
                     年0.825％          運用報告書等各種書類の送付、口座内でのファンドの
          販売会社
                    (税抜0.75％)           管理、購入後の情報提供等
                     年0.0308％
          受託会社                     運用財産の管理、委託会社からの指図の実行等
                    (税抜0.028％)
         ※　実質的な投資対象ファンドにかかる報酬相当額は、委託会社の信託報酬より支払われます。
      ②　信託報酬の支払時期と支払方法等

        信託報酬は、日々計上され、毎計算期末または信託終了のとき信託財産中から支弁するものとします。
        委託会社および販売会社に対する信託報酬は、ファンドから委託会社に対して支弁されます。信託報酬の販売
       会社への配分は、ファンドから委託会社に支弁された後、委託会社より販売会社に対して支払われます。受託会
       社の報酬は、ファンドから受託会社に対して支弁されます。
     (4)【その他の手数料等】

      ①　信託財産において換金代金等の支払資金に不足が生じるときに資金借入れの指図を行なった場合はその都度、
       当該借入金の利息は信託財産中より支弁します。
                                  25/298



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書（内国投資信託受益証券）
      ②　信託財産に関する租税、信託事務の処理に要する諸費用および受託会社の立替えた立替金の利息（以下「諸経
       費」といいます。）は、投資者の負担とし、その都度、信託財産中から支弁します。
      ③　下記の諸費用（以下「諸費用」といいます。）および諸費用に係る消費税等相当額は、投資者の負担とし、信

       託財産中から支弁することができます。
        １．受益権の管理事務に関連する費用
        ２．有価証券届出書、有価証券報告書等法定提出書類の作成、印刷および提出に係る費用
        ３．目論見書の作成、印刷および交付に係る費用
        ４．信託約款の作成、印刷および届出に係る費用
        ５．運用報告書の作成、印刷、交付および提出に係る費用
        ６．公告に係る費用
        ７．他の信託との併合および信託約款の変更またはファンドの償還に係る事項を記載した書面の作成、印刷お
         よび交付に係る費用
        ８．この信託の監査人、法律顧問および税務顧問に対する報酬および費用
         委託会社は、年0.11％（税抜0.10％）を上限とする、上記の諸費用の金額をあらかじめ合理的に見積もった
        上で算出する率を毎日純資産総額に対して乗じて得た額、または上記の諸費用の金額をあらかじめ合理的に見
        積もった上で算出する額を、上記の諸費用の支払の合計額とみなして、ファンドから受領することができま
        す。諸費用および諸費用に係る消費税等相当額は、日々計上され、毎計算期末または信託終了のとき信託財産
        中から支払われるものとします。
                        ＊

      ④　外貨建資産の保管等に要する費用                  は、その都度、信託財産中より支弁します。
        ＊海外における保管銀行等に支払う有価証券の保管および資金の送金・資産の移転等に要する費用
      ⑤　実質的な投資対象ファンドに係る保管報酬および事務処理に要する諸費用が別途投資対象ファンドから支払わ

       れます。
     (5)【課税上の取扱い】

       課税上は株式投資信託として取扱われます。
       日本の居住者（法人を含む。）である投資者に対する課税については、以下のような取扱いとなります。
      ①　個別元本方式について
       ａ．追加型株式投資信託について、投資者毎の信託時の受益権の価額等（購入時手数料は含まれません。）が当
        該投資者の元本（「個別元本」といいます。）にあたります。
       ｂ．投資者が同一ファンドの受益権を複数回購入した場合、個別元本は、当該投資者が追加信託を行なうつど当

        該投資者の受益権口数で加重平均することにより算出されます。
       ｃ．同一ファンドを複数の販売会社で購入する場合については各販売会社毎に、個別元本の算出が行なわれま

        す。また、同一販売会社であっても複数支店等で同一ファンドを購入する場合は当該支店等毎に個別元本の算
        出が行なわれる場合があります。
       ｄ．投資者が元本払戻金（特別分配金）を受け取った場合、収益分配金発生時にその個別元本から当該元本払戻

        金（特別分配金）を控除した額が、その後の当該投資者の個別元本となります。（「元本払戻金（特別分配
        金）」については、下記「③収益分配金の課税について」を参照。）
      ②　換金時および償還時の課税について

       ａ．個人の投資者の場合
         換金時および償還時の差益（譲渡益）が課税対象となります。
                                  26/298



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書（内国投資信託受益証券）
       ｂ．法人の投資者の場合
         換金時および償還時の個別元本超過額が課税対象となります。
      ③　収益分配金の課税について

        追加型株式投資信託の収益分配金には、課税扱いとなる「普通分配金」と、非課税扱いとなる「元本払戻金
       （特別分配金）」（投資者毎の元本の一部払戻しに相当する部分）の区分があります。
        投資者が収益分配金を受け取る際、①当該収益分配金落ち後の基準価額が当該投資者の個別元本と同額の場合
       または当該投資者の個別元本を上回っている場合には、当該収益分配金の全額が普通分配金となり、②当該収益
       分配金落ち後の基準価額が当該投資者の個別元本を下回っている場合には、その下回る部分の額が元本払戻金
       （特別分配金）となり、当該収益分配金から当該元本払戻金（特別分配金）を控除した額が普通分配金となりま
       す。
        なお、投資者が元本払戻金（特別分配金）を受け取った場合、収益分配金発生時にその個別元本から当該元本
       払戻金（特別分配金）を控除した額が、その後の当該投資者の個別元本となります。
      ④　個人、法人の課税の取扱いについて

       ａ．個人の投資者に対する課税
        (a)  収益分配金の課税について
          支払いを受ける収益分配金のうち、課税扱いとなる普通分配金については、配当所得として、20.315％
         （所得税15.315％、地方税５％）の税率による源泉徴収が行なわれます。原則として、申告は不要です。
          また、確定申告を行なうことにより総合課税（配当控除なし）と申告分離課税（20.315％（所得税
         15.315％、地方税５％））のいずれかを選択することができます。
        (b)  換金時および償還時の差益の課税について

          換金時および償還時の差益（換金価額および償還価額から購入費用（購入時手数料および当該購入時手数
         料にかかる消費税等相当額を含みます。）を控除した利益）は、譲渡益として課税対象（譲渡所得等）とな
         り、20.315％（所得税15.315％、地方税５％）の税率による申告分離課税が適用されます。原則として確定
         申告が必要ですが、特定口座（源泉徴収口座）の利用が可能な場合があります。
          換金時および償還時に損失（譲渡損）が生じた場合には、確定申告することで、他の株式等の譲渡益、上

         場株式等の配当所得および特定公社債等の利子所得の金額（申告分離課税を選択したものに限ります。）と
         の損益通算ならびに３年間の繰越控除の対象とすることができます。
          また、換金時および償還時の差益（譲渡益）については、他の株式等の譲渡損と損益を相殺することがで
         きます。
         㭜ᆘ䵢閌잗床뉺๒㙞꘰ౡ᭹᫿⻿⧿㏿⇿࠰쬰ﰰ뗿रര䰰呒⥵⠰欰樰谰縰夰˿⻿⧿㏿ℰ鈰呒⥵⠰湘㑔࠰ū칞琰

         一定額の範囲で新たに購入した公募株式投資信託等から生じる配当所得および譲渡所得が一定期間非課税と
         なります。ご利用になれるのは、販売会社で非課税口座を開設するなど、一定の条件に該当する方が対象と
         なります。なお、ＮＩＳＡの口座では、特定口座や一般口座で生じた配当所得および譲渡所得との損益通算
         はできません。非課税の対象となる金額、期間等を含めて、詳しくは販売会社にお問い合わせください。
       ｂ．法人の投資者に対する課税

         法人の投資者が支払いを受ける収益分配金のうち課税扱いとなる普通分配金ならびに換金時および償還時の
        個別元本超過額については、15.315％（所得税15.315％、地方税の源泉徴収はありません。）の税率による源
        泉徴収が行なわれます。なお、当ファンドについては、法人税の課税対象となりますが、益金不算入制度の適
        用はありません。
        㭙ᚌꡞ戴익⌰砰湢閌윰欰蠰詙ᙖﵺຘ䵣Ꞗ搰源極⠰栰樰挰彘㑔࠰欰漰Œڑ䶑터湺ຑ터䱎ઊᠰ栰潵瀰樰識㑔࠰䰰䈰

        ます。
        㭎ઊᠰ漀㈀　㄀㥞琀㄀㉧ࡧ⭳﹗⠰渰舰渰朰夰渰朰ź๬픰䱥㥫挰唰谰彘㑔ࡻ䤰欰漰ź๳蝻䤰䱙०唰谰識㑔࠰䰰䈰訰

        す。税金の取扱いの詳細については、税務専門家等にご確認されることをお勧めします。
                                  27/298



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書（内国投資信託受益証券）
    ５【運用状況】
     以下の運用状況は2019年12月末現在のものです。
     「サイエンティフィック・エクイティ・ファンド」
     (1)【投資状況】
               資産の種類                     金額(円)            投資比率(％)

                                      609,290,676                100.07

     親投資信託受益証券
                  内　日本                    609,290,676                100.07

     コール・ローン、その他の資産(負債控除後)                                   △456,076               △0.07

     純資産総額                                  608,834,600                100.00

     (2)【投資資産】

      ①【投資有価証券の主要銘柄】
                  国／          数量     簿価単価      簿価金額      評価単価      評価金額     投資比率

    順位       銘柄           種類
                  地域          (口)      (円)      (円)      (円)      (円)     (％)
       アメリカズ・ロング
                     親投資信託
     １  ショート・マザーファン           日本         484,795,255       1.2635    612,587,284       1.2568    609,290,676      100.07
                     受益証券
       ド
     (注)　投資比率は、純資産総額に対する評価金額の比率です。
     種類別投資比率

                       種類                    投資比率(％)

                    親投資信託受益証券                         100.07

          (注)　投資比率は、純資産総額に対する評価金額の比率です。
      ②【投資不動産物件】

        該当事項はありません。
      ③【その他投資資産の主要なもの】

        該当事項はありません。
                                  28/298









                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書（内国投資信託受益証券）
     (3)【運用実績】
      ①【純資産の推移】
       2019年12月末現在、同日前１年以内における各月末および各計算期間末の純資産の推移は次の通りです。
                         純資産総額(円)                 １口当たりの純資産額(円)

                     (分配落)          (分配付)          (分配落)          (分配付)
     第１期(2013年６月20日)                19,281,511,354           (同左)            0.9695       (同左)
     第２期(2013年12月20日)                10,642,361,015           (同左)            0.9931       (同左)
     第３期(2014年６月20日)                6,030,840,222           (同左)            1.0008       (同左)
     第４期(2014年12月22日)                4,341,179,952           (同左)            1.0073       (同左)
     第５期(2015年６月22日)                3,128,612,293           (同左)            1.0488       (同左)
     第６期(2015年12月21日)
                     2,114,595,908           (同左)            1.0986       (同左)
     第７期(2016年６月20日)                1,597,368,206           (同左)            1.0809       (同左)
     第８期(2016年12月20日)                1,311,997,374           (同左)            1.0550       (同左)
     第９期(2017年６月20日)                1,061,399,437           (同左)            1.0647       (同左)
     第10期(2017年12月20日)                  952,031,889          (同左)            1.0795       (同左)
     第11期(2018年６月20日)                  913,434,003         （同左）             1.1225      （同左）
     第12期(2018年12月20日)                  751,568,197         （同左）             1.0690      （同左）
     第13期(2019年６月20日)                  686,156,028          (同左)            1.0844       (同左)
     第14期(2019年12月20日)                  612,587,284          (同左)            1.0529       (同左)
     2018年12月末現在                  749,821,745           ―           1.0681         ―
     2019年１月末現在                  753,215,810           ―           1.0738         ―
     2019年２月末現在                  747,701,776           ―           1.0763         ―
     2019年３月末現在                  717,694,484           ―           1.0672         ―
     2019年４月末現在                  716,443,363           ―           1.0755         ―
     2019年５月末現在                  699,405,417           ―           1.0797         ―
     2019年６月末現在                  684,612,176           ―           1.0878         ―
     2019年７月末現在                  677,120,529           ―           1.1061         ―
     2019年８月末現在                  650,563,166           ―           1.0811         ―
     2019年９月末現在                  634,728,798           ―           1.0665         ―
     2019年10月末現在                  622,264,838           ―           1.0493         ―
     2019年11月末現在                  617,325,730           ―           1.0555         ―
     2019年12月末現在                  608,834,600           ―           1.0465         ―
                                  29/298








                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書（内国投資信託受益証券）
      ②【分配の推移】
                                       １口当たりの分配金(円)

                第１期                            ―
                第２期                            ―
                第３期                            ―
                第４期                            ―
                第５期                            ―
                第６期                            ―
                第７期                            ―
                第８期                            ―
                第９期                            ―
                第10期                            ―
                第11期                            ―
                第12期                            ―
                第13期                            ―
                第14期                            ―
      ③【収益率の推移】

                                          収益率(％)

                第１期                            △3.1
                第２期                             2.4
                第３期                             0.8
                第４期                             0.6
                第５期                             4.1
                第６期                             4.7
                第７期                            △1.6
                第８期                            △2.4
                第９期                             0.9
                第10期                             1.4
                第11期                             4.0
                第12期                            △4.8
                第13期                             1.4
                第14期                            △2.9
     (注)　収益率とは、計算期間末の基準価額(分配付の額)から当該計算期間の直前の計算期間末の基準価額(分配落の
        額。以下「前期末基準価額」といいます。)を控除した額を前期末基準価額で除して得た数に100を乗じて得た
        額です。なお、第１期計算期間については、前期末基準価額を10,000円（１万口当たり）として計算していま
        す。
                                  30/298



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                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書（内国投資信託受益証券）
     (4)【設定及び解約の実績】
                     設定数量(口)             解約数量(口)             発行済数量(口)

         第１期            25,254,364,735              5,367,125,645             19,887,239,090

         第２期              37,904,492            9,209,170,324             10,715,973,258

         第３期              133,227,514            4,823,073,585             6,026,127,187

         第４期              55,009,637            1,771,432,913             4,309,703,911

         第５期              177,376,670            1,504,138,299             2,982,942,282

         第６期              28,338,828            1,086,518,688             1,924,762,422

         第７期               1,023,297            447,975,605            1,477,810,114

         第８期                389,663           234,605,730            1,243,594,047

         第９期              18,190,212             264,860,176             996,924,083

         第10期                29,454           115,006,523             881,947,014

         第11期                286,750            68,470,123             813,763,641

         第12期                44,747           110,750,374             703,058,014

         第13期                29,737           70,350,149             632,737,602

         第14期                27,961           50,963,575             581,801,988

                                  31/298












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                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書（内国投資信託受益証券）
     (参考情報)
     「アメリカズ・ロングショート・マザーファンド」
    　(1)   投資状況
               資産の種類                     金額(円)            投資比率(％)

                                     1,356,500,825                 97.60

     投資証券　
                  内　ルクセンブルグ                   1,230,528,106                 88.54

                  内　アイルランド                    125,972,719                 9.06

     コール・ローン、その他の資産(負債控除後)                                  33,360,891                2.40

     純資産総額                                1,389,861,716                 100.00

     (注)　当ファンドは、ファミリーファンド方式による運用を行っているため、実質の運用はマザーファンドにおいて
        行っております。
    　(2)   投資資産

      ①　投資有価証券の主要銘柄
                                                       投資

                                 簿価単価      簿価金額      評価単価      評価金額
    順位        銘柄        国／地域     種類   投資口数                           比率
                                  (円)      (円)      (円)      (円)
                                                       (％)
       ブラックロック・ストラテジッ
       ク・ファンズ　ブラックロック・
       アメリカズ・ダイバーシファイ              ルクセン
     １                    投資証券     71,840   17,284.18     1,241,704,716      17,128.61     1,230,528,106      88.54
       ド・エクイティ・アブソルート・              ブルグ
       リターン・ファンド　クラスＸ投
       資証券
       インスティテューショナル・
       キャッシュ・シリーズplc　ブ
                    アイルラ
     ２  ラックロック・ＩＣＳ・ＵＳトレ                 投資証券     10,891   11,451.61      124,721,861     11,566.46      125,972,719      9.06
                     ンド
       ジャリー・ファンド　エージェン
       シークラス投資証券
     (注)　投資比率は、純資産総額に対する評価金額の比率です。
     種類別投資比率

                   種類                    投資比率(％)

                  投資証券                       97.60

          (注)　投資比率は、純資産総額に対する評価金額の比率です。
      ②　投資不動産物件

        該当事項はありません。
      ③　その他投資資産の主要なもの

        該当事項はありません。
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    （参考情報）
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                                                 有価証券届出書（内国投資信託受益証券）
    第２【管理及び運営】
    １【申込（販売）手続等】

     (1)  申込方法
       受益権の投資者は、販売会社と有価証券の取引に関する契約を締結します。このため、販売会社は有価証券の取
      引にかかわる約款を投資者に交付し、投資者は当該約款に基づく取引口座の設定を申込む旨の申込書を提出しま
      す。
       分配金の受取方法により、収益の分配時に分配金を受け取る「一般コース」と分配金が税引き後無手数料で再投
      資される「累積投資コース」の２つの申込方法があります。
       「累積投資コース」を選択する投資者は、当該販売会社との間で「累積投資約款」にしたがって契約を締結しま
      す。
       取扱いを行なうコースは各販売会社により異なりますので、詳細は販売会社までお問い合わせください。
       投資者は販売会社に、購入と同時にまたはあらかじめ当該投資者が受益権の振替を行なうための振替機関等の口
      座を申し出るものとし、当該口座に当該投資者に係る口数の増加の記載または記録が行なわれます。なお、販売会
      社は、当該購入の代金の支払いと引き換えに、当該口座に当該投資者に係る口数の増加の記載または記録を行なう
      ことができます。委託会社は、追加信託により分割された受益権について、振替機関等の振替口座簿への新たな記
      載または記録をするため社振法に定める事項の振替機関への通知を行なうものとします。振替機関等は、委託会社
      から振替機関への通知があった場合、社振法の規定にしたがい、その備える振替口座簿への新たな記載または記録
      を行ないます。受託会社は、信託契約締結日に生じた受益権については信託契約締結時に、追加信託により生じた
      受益権については追加信託のつど、振替機関の定める方法により、振替機関へ当該受益権に係る信託を設定した旨
      の通知を行ないます。
     (2)  申込期間

       当ファンドの購入は、申込期間における販売会社の各営業日に、販売会社の本・支店、営業所等でお受けしてい
      ます。なお、申込期間は、有価証券届出書を提出することによって更新されます。
     (3)  受付時間

       購入の受付は、申込期間中の午後３時までに受付けたものを当日のお申込みとします。ただし、受付時間は販売
      会社によって異なることがあります。詳細は販売会社にお問い合わせください。受付時間を過ぎての購入は翌営業
      日の取扱いとします。
       販売会社につきましては、下記にお問い合わせください。

        ブラックロック・ジャパン株式会社
        電話番号：　03-6703-4300（受付時間　営業日の９：00～17：00）
        ホームページアドレス：　www.blackrock.com/jp/
     (4)  購入不可日

       ルクセンブルグの銀行の休業日、12月24日、その他実質的な主要投資対象ファンドの受付不可日のいずれかに該
      当する場合は、販売会社の営業日であっても購入は受付けません。詳細は販売会社にお問い合わせください。
     (5)  購入単位

       分配金の受取方法により、収益の分配時に分配金を受け取る「一般コース」と、分配金が税引き後、無手数料で
      再投資される「累積投資コース」の２つの購入方法があります。
       取扱いを行なうコースおよび購入単位は、各販売会社により異なりますので、詳細は、販売会社にお問い合わせ
      ください。
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     (6)  購入価額
       購入受付日の翌営業日の基準価額とします。なお、購入価額には、購入時手数料は含まれておりません。
     (7)  購入時手数料

      ａ．購入受付日の翌営業日の基準価額に4.40％（税抜4.00％）を上限として、販売会社が独自に定める率を乗じて
       得た額とします。詳細は、販売会社にお問い合わせください。
        なお、購入時手数料には消費税等相当額が含まれています。
      ｂ．「累積投資コース」を選択した投資者が、分配金を再投資する場合は、無手数料となります。

     (8)  購入代金のお支払い

       ファンドの受益権の投資者は、購入の販売会社が定める日までに当ファンドの購入代金を販売会社に支払うもの
      とします。
     (9)  購入の受付の中止、既に受付けた購入の受付の取消

       金融商品取引所等における取引の停止、外国為替取引の停止、決済機能の停止その他やむを得ない事情があると
      きは、委託会社の判断により、受益権の購入の受付を中止することおよび既に受付けた購入の受付を取り消すこと
      があります。
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                                                 有価証券届出書（内国投資信託受益証券）
    ２【換金（解約）手続等】
     (1)  換金の申込と受付
       投資者は、自己に帰属する受益権について、委託会社に換金を申込することができます。投資者が換金の申込を
      するときは、販売会社に対し、振替受益権をもって行なうものとします。換金の申込の受付は、午後３時までと
      なっております。ただし、受付時間は販売会社によって異なることがあります。詳細は販売会社にお問い合わせく
      ださい。受付時間を過ぎての換金の申込は翌営業日のお取扱いとします。
     (2)  換金単位

       換金単位は各販売会社により異なりますので、詳細は販売会社にお問い合わせください。
     (3)  換金不可日

       ルクセンブルグの銀行の休業日、12月24日、その他実質的な主要投資対象ファンドの受付不可日のいずれかに該
      当する場合は、販売会社の営業日であっても換金の申込は受付けません。詳細は販売会社にお問い合わせくださ
      い。
     (4)  換金価額

       換金価額は、換金受付日の翌営業日の基準価額とします。なお手取額は、換金受付日の翌営業日の基準価額から
      所得税および地方税を差し引いた金額となります。
       当ファンドの換金価額等につきましては販売会社または下記に問い合わせることにより知ることができます。
        ブラックロック・ジャパン株式会社
        電話番号：　03-6703-4300（受付時間　営業日の９：00～17：00）
     (5)  換金受付の制限

       信託財産の資金管理を円滑に行なうため、大口の換金の申込には制限があります。詳細は販売会社にお問い合わ
      せください。
     (6)  換金代金の支払い

       換金代金は原則として換金受付日から起算して７営業日目から販売会社においてお支払いします。
     (7)  換金の申込の受付中止および取消

       委託会社は、金融商品取引所等における取引の停止、外国為替取引の停止、決済機能の停止その他やむを得ない
      事情があるときは、換金の申込の受付を中止することおよび既に受付けた換金の申込の受付を取り消すことができ
      ます。換金の申込の受付が中止された場合には、投資者は当該受付中止以前に行なった当日の換金の申込を撤回で
      きます。ただし、投資者がその換金の申込を撤回しない場合には、当該受付中止を解除した後の最初の基準価額の
      計算日に換金の申込を受付けたものとします。
                                  36/298







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                                                 有価証券届出書（内国投資信託受益証券）
    ３【資産管理等の概要】
     (1)【資産の評価】
       基準価額とは、信託財産に属する資産（受入担保金代用有価証券および借入有価証券を除きます。）を法令およ
      び一般社団法人投資信託協会規則にしたがって時価評価して得た信託財産の資産総額から負債総額を控除した金額
      （「純資産総額」といいます。）を、計算日における受益権総口数で除した金額をいいます。なお、外貨建資産
      （外国通貨表示の有価証券（「外貨建有価証券」といいます。）、預金その他の資産をいいます。以下同じ。）の
      円換算については、原則として、わが国における計算日の対顧客電信売買相場の仲値によって計算します。また、
      予約為替の評価は、原則として、わが国における計算日の対顧客先物売買相場の仲値によるものとします。
       基準価額（１万口当り）は委託会社の営業日に毎日算出されます。投資者は、販売会社または下記に問い合わせ
      ることにより知ることができます。
       また、日々の基準価額（１万口当り）は翌日の日本経済新聞に掲載されております。ファンド名は「ザアメロ
      ン」と省略されて記載されております。
       当ファンドの主たる投資対象の評価方法は以下の通りです。
       マザーファンドの受益証券：原則として計算日の基準価額で評価するものとします。
       (参考)マザーファンドの主たる投資対象の評価方法
       投資信託証券：金融商品取引所（海外取引所を含む）に上場されているものは、当該取引所における計算日の最
              終相場（海外取引所に上場されているものについては、計算日に知りうる直近の最終相場）で評
              価します。金融商品取引所に上場されていないものは、第一種金融商品取引業者、銀行等の提示
              する価格（原則として、計算日に知りうる直近の日の純資産価格）で評価します。
       ブラックロック・ジャパン株式会社

       電話番号：　03-6703-4300（受付時間　営業日の９：00～17：00）
       ホームページアドレス：　www.blackrock.com/jp/
     (2)【保管】

       該当事項はありません。
     (3)【信託期間】

       この信託の期間は、2012年11月30日から2022年11月29日までとします。ただし、委託会社は、信託期間満了前に
      信託期間の延長が投資者に有利であると認めたときは、受託会社と協議のうえ、信託期間を延長することができま
      す。
     (4)【計算期間】

       毎年６月21日から12月20日まで、および12月21日から翌年の６月20日までとすることを原則とします。計算期間
      終了日に該当する日が休業日のときは該当日の翌営業日を計算期間の終了日とし、その翌日より次の計算期間が開
      始されるものとします。ただし、最終計算期間の終了日は、信託期間の終了日とします。
     (5)【その他】

      ①　ファンドの償還条件等
       ａ．委託会社は、信託期間中において、このファンドを償還することが投資者のため有利であると認めるとき、
        またはやむを得ない事情が発生したときは、受託会社と合意のうえ、このファンドを償還させることができま
        す。この場合において、委託会社は、あらかじめ、償還しようとする旨を監督官庁に届け出ます。
       ｂ．委託会社は換金により、受益権の口数が20億口を下回ることとなった場合には、受託会社と合意のうえ、こ

        のファンドを償還させることができます。この場合において、委託会社は、あらかじめ、償還しようとする旨
        を監督官庁に届け出ます。
                                  37/298



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       ｃ．ａ．およびｂ．の場合において、委託会社は、書面による決議（以下「書面決議」といいます。）を行ない
        ます。この場合において、あらかじめ、書面決議の日ならびにファンドの償還の理由などの事項を定め、当該
        決議の日の２週間前までに、この信託契約に係る知れている投資者に対し、書面をもってこれらの事項を記載
        した書面決議の通知を発します。
       ｄ．ｃ．の書面決議において、投資者（委託会社およびこの信託の信託財産にこの信託の受益権が属するときの

        当該受益権に係る投資者としての受託会社を除きます。以下ｄ．において同じ。）は受益権の口数に応じて、
        議決権を有し、これを行使することができます。なお、知れている投資者が議決権を行使しないときは、当該
        知れている投資者は書面決議について賛成するものとみなします。
       ｅ．ｃ．の書面決議は議決権を行使することができる投資者の議決権の３分の２以上に当たる多数をもって行な

        います。
       ｆ．ｃ．～ｅ．までの規定は、委託会社がファンドの償還について提案をした場合において、当該提案につき、

        この信託契約に係るすべての投資者が書面又は電磁的記録により同意の意思表示をしたときには適用しませ
        ん。また、信託財産の状態に照らし、真にやむを得ない事情が生じている場合であって、ｃ．～ｅ．までの手
        続を行なうことが困難な場合も同じとします。
       ｇ．委託会社は、監督官庁よりこのファンドの償還の命令を受けたときはその命令にしたがい、ファンドを償還

        させます。
       ｈ．委託会社が監督官庁より登録の取消を受けたとき、解散したときまたは業務を廃止したときは、委託会社は

        このファンドを償還させます。
       ｉ．ｈ．にかかわらず、監督官庁がこの信託契約に関する委託会社の業務を他の投資信託委託会社に引き継ぐこ

        とを命じたときは、この信託は、「②信託約款の変更ｂ．」に規定する書面決議が否決された場合を除き、当
        該投資信託委託会社と受託会社との間において存続します。
       ｊ．受託会社は、委託会社の承諾を受けてその任務を辞任することができます。受託会社がその任務に背いた場

        合、その他重要な事由が生じたときは、委託会社または投資者は、裁判所に受託会社の解任を請求することが
        できます。受託会社が辞任した場合、または裁判所が受託会社を解任した場合、委託会社は、信託約款の変更
        の規定にしたがい、新受託会社を選任します。委託会社が新受託会社を選任できないときは、委託会社はこの
        ファンドを償還させます。
      ②　信託約款の変更

       ａ．委託会社は、投資者の利益のため必要と認めるとき、またはやむを得ない事情が発生したときは、受託会社
        と合意のうえ、この信託約款を変更することまたはこの信託と他の信託との併合（投資信託及び投資法人に関
        する法律第16条第２号に規定する「委託者指図型投資信託の併合」をいいます。以下同じ。）を行なうことが
        できるものとし、あらかじめ、変更または併合しようとする旨およびその内容を監督官庁に届け出ます。な
        お、この信託約款は以下に定める以外の方法によって変更することができないものとします。
       ｂ．委託会社は、ａ．の事項（ａ．の変更事項にあっては、その内容が重大なものに該当する場合に限り、併合

        にあってはその併合が投資者の利益に及ぼす影響が軽微なものに該当する場合を除き、合わせて「重大な約款
        の変更等」といいます。）について、書面決議を行ないます。この場合において、あらかじめ、書面決議の日
        ならびに重大な約款の変更等の内容およびその理由などの事項を定め、当該決議の日の２週間前までに、この
        信託約款に係る知れている投資者に対し、書面をもってこれらの事項を記載した書面決議の通知を発します。
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       ｃ．ｂ．の書面決議において、投資者（委託会社およびこの信託の信託財産にこの信託の受益権が属するときの
        当該受益権に係る投資者としての受託会社を除きます。以下ｃ．において同じ。）は受益権の口数に応じて、
        議決権を有し、これを行使することができます。なお、知れている投資者が議決権を行使しないときは、当該
        知れている投資者は書面決議について賛成するものとみなします。
       ｄ．ｂ．の書面決議は議決権を行使することができる投資者の議決権の３分の２以上に当たる多数をもって行な

        います。
       ｅ．書面決議の効力は、この信託のすべての投資者に対してその効力を生じます。

       ｆ．ｂ．～ｅ．までの規定は、委託会社が重大な約款の変更等について提案をした場合において、当該提案につ

        き、この信託約款に係るすべての投資者が書面又は電磁的記録により同意の意思表示をしたときには適用しま
        せん。
       ｇ．ａ．～ｆ．までの規定にかかわらず、この投資信託において併合の書面決議が可決された場合にあっても、

        当該併合にかかる一又は複数の他の投資信託において当該併合の書面決議が否決された場合は、当該他の投資
        信託との併合を行なうことはできません。
       ｈ．委託会社は、監督官庁の命令に基づいてこの信託約款を変更しようとするときはａ．～ｆ．の規定にしたが

        います。
      ③　信託事務の委託

        受託会社は、当ファンドにかかる信託事務の処理の一部について資産管理サービス信託銀行株式会社と再信託
       契約を締結し、これを委託することがあります。その場合には、再信託にかかる契約書類に基づいて所定の事務
       を行ないます。
      ④　運用報告書の作成

        毎決算時および償還時に、委託会社が期間中の運用経過のほか信託財産の内容、有価証券売買状況などを記載
       した「交付運用報告書」を作成し、購入いただいた販売会社からあらかじめお申し出いただいた方法にて知れて
       いる受益者にお届けいたします。
      ⑤　関係法人との契約の更改等に関する手続

        「受益権の募集・販売の取扱い等に関する契約」の期間は１年とし、委託会社、販売会社いずれからも別段の
       意思表示のないときは、自動的に１年間延長されるものとし、自動延長後の取扱いについてもこれと同様です。
      ⑥　公告

        委託会社が投資者に対してする公告は、電子公告により行ない、次のアドレスに掲載します。
        www.blackrock.com/jp/
        但し、当該公告方法に支障がある場合には、日本経済新聞による公告を行ないます。
                                  39/298






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                                                 有価証券届出書（内国投資信託受益証券）
    ４【受益者の権利等】
      ファンドの受益者（投資者）の有する主な権利は次の通りです。
     (1)  収益分配金受領権
       投資者は、委託会社の決定した収益分配金を、持ち分に応じて委託会社から受領する権利を有します。
       ＜一般コース＞
        毎計算期間終了日後１ヵ月以内の委託会社の指定する日（原則として５営業日以内）に、毎計算期間の末日に
       おいて振替機関等の振替口座簿に記載または記録されている投資者（当該収益分配金にかかる計算期間の末日以
       前において換金が行なわれた受益権にかかる投資者を除きます。また、当該収益分配金にかかる計算期間の末日
       以前に設定された受益権で購入代金支払前のため販売会社の名義で記載または記録されている受益権については
       原則として投資者とします。）にお支払いを開始します。
        投資者が、収益分配金について支払開始日から５年間支払い請求を行なわない場合はその権利を失い、委託会
       社が受託会社から交付を受けた金銭は委託会社に帰属します。
       ＜累積投資コース＞

        受託会社が委託会社の指定する預金口座等に払い込むことにより、原則として、毎計算期間終了日の翌営業日
       に、収益分配金が販売会社に交付されます。
        販売会社は、累積投資契約に基づき、投資者に対し遅滞なく収益分配金の再投資にかかる受益権の売付けを行
       ないます。当該売付けにより増加した受益権は、振替口座簿に記載または記録されます。
     (2)  償還金受領権

       投資者は、委託会社の決定した償還金を、持ち分に応じて委託会社から受領する権利を有します。
       償還金は、信託終了日後１ヵ月以内の委託会社の指定する日（原則として償還日から起算して５営業日以内）に
      償還日において振替機関等の振替口座簿に記載または記録されている投資者（償還日以前において換金が行なわれ
      た受益権にかかる投資者を除きます。また、当該償還日以前に設定された受益権で購入代金支払前のため販売会社
      の名義で記載または記録されている受益権については原則として投資者とします。）にお支払いを開始します。な
      お、当該投資者は、その口座が開設されている振替機関等に対して委託会社がこの信託の償還をするのと引き換え
      に、当該償還に係る受益権の口数と同口数の抹消の申請を行なうものとし、社振法の規定にしたがい当該振替機関
      等の口座において当該口数の減少の記載または記録が行なわれます。
       償還金の支払いは、販売会社において行ないます。
       投資者が、償還金について支払開始日から10年間支払いの請求を行なわない場合はその権利を失い、委託会社が
      受託会社から交付を受けた金銭は委託会社に帰属するものとします。
     (3)  受益権の換金請求権

       投資者は、自己に帰属する受益権について、委託会社に換金を請求する権利を有します。
       換金代金は、換金受付日から起算して、原則として７営業日目から投資者に支払います。
       換金の請求を行なう投資者は、その口座が開設されている振替機関等に対して当該投資者の請求に係るこの換金
      を委託会社が行なうのと引き換えに、当該換金に係る受益権の口数と同口数の抹消の申請を行なうものとし、社振
      法の規定にしたがい当該振替機関等の口座において当該口数の減少の記載または記録が行なわれます。
     (4)  反対受益者の買取請求の不適用

       当ファンドは、投資信託及び投資法人に関する法律第18条第１項に定める反対受益者による受益権の買取請求の
      規定の適用を受けません。
     (5)  帳簿書類の閲覧または謄写の請求権

       投資者は、委託会社に対し、その営業時間内に当ファンドの信託財産に関する帳簿書類の閲覧または謄写を請求
      することができます。
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    第３【ファンドの経理状況】
     (1)　当ファンドの財務諸表は、「財務諸表等の用語、様式及び作成方法に関する規則」(昭和38年大蔵省令第59号)及

      び同規則第２条の２の規定により、「投資信託財産の計算に関する規則」(平成12年総理府令第133号)に基づいて作
      成しております。
       なお、財務諸表に記載している金額は、円単位で表示しております。
     (2)　当ファンドは、金融商品取引法第193条の２第１項の規定に基づき、第14期計算期間(2019年６月21日から2019年

      12月20日まで)の財務諸表について、ＰｗＣあらた有限責任監査法人による監査を受けております。
     (3)　当ファンドは、ファミリーファンド方式により運用を行っておりますので、参考情報として「アメリカズ・ロン

      グショート・マザーファンド」の貸借対照表、注記表及び附属明細表を記載しております。
       なお、当該参考情報は監査意見の対象外となっております。
                                  41/298
















                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書（内国投資信託受益証券）
    １【財務諸表】
     【サイエンティフィック・エクイティ・ファンド】
     (1)【貸借対照表】
                                                    (単位：円)
                                   第13期              第14期
                               (2019年６月20日現在)              (2019年12月20日現在)
     資産の部
      流動資産
        親投資信託受益証券                              695,884,865              621,265,993
                                       1,040,115              3,235,859
        未収入金
      流動資産合計                               696,924,980              624,501,852
     資産合計                                 696,924,980              624,501,852
     負債の部
      流動負債
        未払解約金                               1,040,115              3,235,859
        未払受託者報酬                                109,878               97,971
        未払委託者報酬                               9,226,405              8,227,036
                                        392,554              353,702
        その他未払費用
      流動負債合計                                10,768,952              11,914,568
     負債合計                                 10,768,952              11,914,568
     純資産の部
     元本等
      元本                               632,737,602              581,801,988
      剰余金
        期末剰余金又は期末欠損金（△）                              53,418,426              30,785,296
                                      74,671,512              68,657,214
        （分配準備積立金）
      元本等合計                               686,156,028              612,587,284
     純資産合計                                 686,156,028              612,587,284
     負債純資産合計                                 696,924,980              624,501,852
                                  42/298











                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書（内国投資信託受益証券）
     (2)【損益及び剰余金計算書】
                                                    (単位：円)
                                   第13期              第14期
                                (自　2018年12月21日              (自　2019年６月21日
                                 至　2019年６月20日)                至　2019年12月20日)
     営業収益
                                      20,270,748             △ 10,104,919
      有価証券売買等損益
      営業収益合計                                20,270,748             △ 10,104,919
     営業費用
      受託者報酬                                 109,878               97,971
      委託者報酬                                9,226,405              8,227,036
                                        392,554              353,702
      その他費用
      営業費用合計                                9,728,837              8,678,709
     営業利益又は営業損失（△）                                 10,541,911             △ 18,783,628
     経常利益又は経常損失（△）                                 10,541,911             △ 18,783,628
     当期純利益又は当期純損失（△）                                 10,541,911             △ 18,783,628
     一部解約に伴う当期純利益金額の分配額又は一部解
                                        781,851             △ 451,040
     約に伴う当期純損失金額の分配額（△）
     期首剰余金又は期首欠損金（△）                                 48,510,183              53,418,426
     剰余金増加額又は欠損金減少額                                    2,263              2,039
      当期追加信託に伴う剰余金増加額又は欠損金減
                                         2,263              2,039
      少額
     剰余金減少額又は欠損金増加額                                  4,854,080              4,302,581
      当期一部解約に伴う剰余金減少額又は欠損金増
                                       4,854,080              4,302,581
      加額
                                          －              －
     分配金
     期末剰余金又は期末欠損金（△）                                 53,418,426              30,785,296
                                  43/298












                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書（内国投資信託受益証券）
     (3)【注記表】
    (重要な会計方針に係る事項に関する注記)
    １　有価証券の評価基準及び評価方法
      親投資信託受益証券は移動平均法に基づき、当該親投資信託受益証券の基準価額で時価評価しております。
    ２　収益及び費用の計上基準

      有価証券売買等損益の計上基準
      約定日基準で計上しております。
    (貸借対照表に関する注記)

                           第13期                   第14期
           項目
                        (2019年６月20日現在)                   (2019年12月20日現在)
     １　当該計算期間の末日に
                               632,737,602口                   581,801,988口
       おける受益権総数
     ２　１口当たり純資産額                             1.0844円                   1.0529円
    (損益及び剰余金計算書に関する注記)

                           第13期                   第14期
           項目             (自　2018年12月21日                   (自　2019年６月21日
                         至　2019年６月20日)                     至　2019年12月20日)
     分配金の計算過程               第13期計算期末における、費用控除後                   第14期計算期末における、費用控除後
                    の配当等収益（172円）、費用控除及び                   の配当等収益（0円）、費用控除及び繰
                    繰越欠損金補填後の有価証券売買等損                   越欠損金補填後の有価証券売買等損益
                    益(0円）、収益調整金（有価証券売買                   (0円）、収益調整金（有価証券売買等
                    等損益相当額）(1,055,383円）、収益                   損益相当額）(0円）、収益調整金（そ
                    調整金（その他収益調整金）                   の他収益調整金）（1,630,447円）、分
                    （1,769,722円）、分配準備積立金                   配準備積立金(68,657,214円）により、
                    (74,671,340円）により、分配対象収益                   分配対象収益は70,287,661円となりま
                    は77,496,617円となりましたが、委託                   したが、委託会社が基準価額水準・市
                    会社が基準価額水準・市況動向等を勘                   況動向等を勘案し、当期は分配を見合
                    案し、当期は分配を見合わせました。                   わせました。
                                  44/298










                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書（内国投資信託受益証券）
    (金融商品に関する注記)
    Ⅰ　金融商品の状況に関する事項
    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、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は親投資信託受益証券であります。
    当ファンドの主な投資リスクとして、「ロングショ－ト戦略によるリスク」、「株式の価格変動のリスク」、「デリバ
    ティブ取引のリスク」、「為替変動リスク」、「債券投資のリスク」等があります。
    ３　金融商品に係るリスク管理体制

    (1)  市場リスクの管理
    ブラックロックソリューション・グリーンパッケージプロダクションチームが日次で計測し、運用部、その他の関係部
    署等にレポートをイントラネットで配信しております。また、運用ガイドラインのモニタリングはポートフォリオ・コ
    ンプライアンスチームが行っており、ガイドライン等を逸脱していた場合、関係部署へ報告され、適切な調整を行いま
    す。
    (2)  信用リスクの管理
    ファンダメンタル債券運用部により、国内債券の個別信用リスク及び銘柄間の相対価値については独自の定量・定性分
    析等を行っております。外国債券銘柄等については、社内のリサーチ・データベースによりグローバル・クレジット・
    チームとの情報・分析結果を共有しております。
    (3)  取引先リスクの管理
    リスク・クオンツ分析部は当社の親会社である米国のBlackRock,                               Inc.のRQA     Counterparty       & Concentration       Riskチー
    ムと共に既存の承認済み取引先の信用悪化のモニタリングを行っており、取引先のデフォルトに対する取引先リスク、
    発行体リスクのファンドへの影響を分析しております。また、新規取引先の承認に際しては、リスク・クオンツ分析部
    が新規取引先申請の内容に問題がないかどうか確認を行い、当社の親会社である米国のBlackRock,                                                   Inc.のRQA
    Counterparty       & Concentration       Riskチームへ申請を行っております。
    また、毎月開催される投資委員会では、リスク管理・運用分析手法等について審議を行っております。

                                  45/298









                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書（内国投資信託受益証券）
    Ⅱ　金融商品の時価等に関する事項
                 第13期                           第14期
             (2019年６月20日現在)                           (2019年12月20日現在)
     １　貸借対照表計上額、時価及び差額                            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                            同左
       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                            ２　時価の算定方法

       (1)  有価証券                          (1)  有価証券
       「(重要な会計方針に係る事項に関する注記)」に記載                            同左
       しております。
       (2)  コール・ローン等の金銭債権及び金銭債務                          (2)  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、時価は帳簿                            同左
       価額と近似していることから、当該帳簿価額によって
       おります。
     ３　金融商品の時価等に関する事項の補足説明                            ３　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、                            同左
       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。
     ４　金銭債権の計算期間末日後の償還予定額                            ４　金銭債権の計算期間末日後の償還予定額

       金銭債権については全て１年以内に償還予定でありま                            同左
       す。
    (関連当事者との取引に関する注記)

     該当事項はありません。
                                  46/298











                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書（内国投資信託受益証券）
    (その他の注記)
    １　期中元本変動額
                           第13期                   第14期
           項目
                        (2019年６月20日現在)                   (2019年12月20日現在)
     期首元本額                           703,058,014円                   632,737,602円
     期中追加設定元本額                             29,737円                   27,961円

     期中一部解約元本額                           70,350,149円                   50,963,575円

    ２　有価証券関係

    第13期(2019年６月20日現在)
    売買目的有価証券
                                        当計算期間の損益に
                種類
                                       含まれた評価差額(円)
             親投資信託受益証券                             18,862,920
                合計                         18,862,920

    第14期(2019年12月20日現在)

    売買目的有価証券
                                        当計算期間の損益に
                種類
                                       含まれた評価差額(円)
             親投資信託受益証券                             △9,931,581
                合計                         △9,931,581

    ３　デリバティブ取引関係

      該当事項はありません。
                                  47/298










                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書（内国投資信託受益証券）
    (4)【附属明細表】
     第１　有価証券明細表
     (1)  株式
       該当事項はありません。
     (2)  株式以外の有価証券

        種類                 銘柄               券面総額       評価額（円）        備考
     親投資信託受益証券           アメリカズ・ロングショート・マザーファンド                         491,663,496        621,265,993

     親投資信託受益証券　合計                                   491,663,496        621,265,993

     合計                                   491,663,496        621,265,993

    (注)　親投資信託受益証券における券面総額欄の数値は、口数を表示しております。
     第２　信用取引契約残高明細表

        該当事項はありません。
     第３　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

        該当事項はありません。
                                  48/298














                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書（内国投資信託受益証券）
    (参考情報)
     当ファンドは、「アメリカズ・ロングショート・マザーファンド」受益証券を主要投資対象としており、貸借対照表
    の資産の部に計上された親投資信託受益証券は、すべて同マザーファンドの受益証券であります。同マザーファンドの
    2019年12月20日現在(以下「計算日」という)の状況は次の通りであります。
     なお、以下に記載した情報は監査意見の対象外であります。
                  「アメリカズ・ロングショート・マザーファンド」の状況

        (1)  貸借対照表

                                    (2019年12月20日現在)
                  項目
                                       金額(円)
        資産の部
        　流動資産
        　　金銭信託                                     35,201,726
        　　投資証券                                    1,361,359,212
        　　派生商品評価勘定                                       51,726
        　　未収入金                                     19,384,977
        　流動資産合計                                    1,415,997,641
        資産合計                                    1,415,997,641
        負債の部
        　流動負債
        　　派生商品評価勘定                                     10,915,641
        　　未払解約金                                      3,235,859
        　流動負債合計                                     14,151,500
        負債合計                                     14,151,500
        純資産の部
        元本等
        　元本                                    1,109,427,463
        　剰余金
        　　剰余金又は欠損金（△）                                     292,418,678
        　元本等合計                                    1,401,846,141
        純資産合計                                    1,401,846,141
        負債純資産合計                                    1,415,997,641
        (注)親投資信託の計算期間は、原則として、毎年６月21日から翌年６月20日までであります。
                                  49/298






                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書（内国投資信託受益証券）
    (2)  注記表
    (重要な会計方針に係る事項に関する注記)
    １　有価証券の評価基準及び評価方法
    投資証券は移動平均法に基づき、原則として以下の通り時価評価しております。
    (1)  金融商品取引所等に上場されている有価証券
    金融商品取引所等に上場されている有価証券は、原則として当該取引所等における計算日において知りうる直近の最終
    相場で評価しております。
    (2)  金融商品取引所等に上場されていない有価証券
    当該有価証券については、原則として、金融機関の提示する価額又は価格情報会社の提供する価額のいずれかから入手
    した価額で評価しております。
    (3)  時価が入手できなかった有価証券
    適正な評価額を入手できなかった場合又は入手した評価額が時価と認定できない事由が認められた場合は、委託会社が
    忠実義務に基づいて合理的事由をもって時価と認めた価額もしくは受託者と協議のうえ両者が合理的事由をもって時価
    と認めた価額で評価しております。
    ２　デリバティブの評価基準及び評価方法

    為替予約取引
    個別法に基づき、原則としてわが国における計算日の対顧客先物売買相場の仲値で評価しております。
    ３　外貨建資産・負債の本邦通貨への換算基準

    外貨建資産・負債の円換算については原則として、わが国における計算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。
    ４　その他財務諸表作成のための基本となる重要な事項　

    外貨建資産等の会計処理
    外貨建資産等については、「投資信託財産の計算に関する規則」(平成12年総理府令第133号)第60条の規定に基づき、通
    貨の種類ごとに勘定を設けて、邦貨建資産等と区分する方法を採用しております。従って、外貨の売買については、同
    規則第61条の規定により処理し、為替差損益を算定しております。
    (貸借対照表に関する注記)

            項目               (2019年12月20日現在)
     １　当該計算日における受益権総数                             1,109,427,463口

     ２　１口当たり純資産額                                1.2636円

                                  50/298








                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書（内国投資信託受益証券）
    (金融商品に関する注記)
    Ⅰ　金融商品の状況に関する事項
    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は投資証券であります。
    当ファンドの主な投資リスクとして、「ロングショ－ト戦略によるリスク」、「株式の価格変動のリスク」、「デリバ
    ティブ取引のリスク」、「為替変動リスク」、「債券投資のリスク」等があります。
    当ファンドの利用しているデリバティブ取引は、為替予約取引であります。為替予約取引は、外貨建資産の時価総額の
    為替変動リスクの低減を目的としており、投機を目的とする為替予約は行わない方針であります。為替予約取引に係る
    主要なリスクは、為替相場の変動による価格変動リスク及び取引相手の信用状況の変化により損失が発生する信用リス
    クであります。
    ３　金融商品に係るリスク管理体制

    (1)  市場リスクの管理
    ブラックロックソリューション・グリーンパッケージプロダクションチームが日次で計測し、運用部、その他の関係部
    署等にレポートをイントラネットで配信しております。また、運用ガイドラインのモニタリングはポートフォリオ・コ
    ンプライアンスチームが行っており、ガイドライン等を逸脱していた場合、関係部署へ報告され、適切な調整を行いま
    す。
    (2)  信用リスクの管理
    ファンダメンタル債券運用部により、国内債券の個別信用リスク及び銘柄間の相対価値については独自の定量・定性分
    析等を行っております。外国債券銘柄等については、社内のリサーチ・データベースによりグローバル・クレジット・
    チームとの情報・分析結果を共有しております。
    (3)  取引先リスクの管理
    リスク・クオンツ分析部は当社の親会社である米国のBlackRock,                               Inc.のRQA     Counterparty       & Concentration       Riskチー
    ムと共に既存の承認済み取引先の信用悪化のモニタリングを行っており、取引先のデフォルトに対する取引先リスク、
    発行体リスクのファンドへの影響を分析しております。また、新規取引先の承認に際しては、リスク・クオンツ分析部
    が新規取引先申請の内容に問題がないかどうか確認を行い、当社の親会社である米国のBlackRock,                                                   Inc.のRQA
    Counterparty       & Concentration       Riskチームへ申請を行っております。
    また、毎月開催される投資委員会では、リスク管理・運用分析手法等について審議を行っております。

                                  51/298








                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書（内国投資信託受益証券）
    Ⅱ　金融商品の時価等に関する事項
                     (2019年12月20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

       (1)  有価証券
       「(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。
       (2)  デリバティブ取引
       デリバティブ取引については、「(その他の注記)」の「３　デリバティブ取引関係」に
       記載しております。
       (3)  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、時価は帳簿価額と近似していることから、当
       該帳簿価額によっております。
     ３　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
       目的な契約額又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リスク
       の大きさを示すものではありません。
     ４　金銭債権の計算日後の償還予定額

       金銭債権はすべて１年以内に償還予定であります。
    (関連当事者との取引に関する注記)

     該当事項はありません。
                                  52/298











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                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書（内国投資信託受益証券）
    (その他の注記)
    １　本報告書における開示対象ファンドの当該計算期間における当該親投資信託の
    元本額の変動及び計算日における元本の内訳
                     (2019年12月20日現在)
     同計算期間の期首元本額                                   1,023,955,248円
     同計算期間中の追加設定元本額                                    213,199,368円
     同計算期間中の一部解約元本額                                    127,727,153円
     同計算期間末日の元本額※                                   1,109,427,463円
     ※当該親投資信託受益証券を投資対象とする投資信託の元本額は次の通りです。

     サイエンティフィック・エクイティ・ファンド                                    491,663,496円

     ブラックロック・アメリカ大陸ロング・ショート・ファンド（ダイワ投
                                         617,763,967円
     資一任専用）
     合計                                   1,109,427,463円
    ２　有価証券関係

    売買目的有価証券
                          （2019年12月20日現在）
         種類
                           当計算期間の損益に
                          含まれた評価差額（円）
        投資証券                     △3,446,013
         合計                    △3,446,013

    （注）「当計算期間の損益に含まれた評価差額」の欄には、当該親投資信託の期首から計算日までの
    評価差額を記載しております。
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    ３　デリバティブ取引関係
    取引の時価等に関する事項
    通貨関連
                                   （2019年12月20日現在）
                              契約額等(円)
        区分          種類
                                           時価(円)       評価損益(円)
                                  うち１年超
                                   (円)
               為替予約取引
               　売建
     市場取引以外の取引          　アメリカドル          1,388,663,228              －   1,399,483,583         △10,820,355
               　買建
               　アメリカドル            19,703,160             －    19,659,600         △43,560
     合計                    1,408,366,388              －   1,419,143,183         △10,863,915
    (注１)　時価の算定方法
        為替予約取引
        １　計算日に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」という）の対顧客先物相場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、発表されている先物相場のうち当該
           日に最も近い前後二つの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。
    (注２)　上記取引で、ヘッジ会計が適用されているものはありません。
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    (3)  附属明細表
    第１　有価証券明細表
    (1)  株式
      該当事項はありません。
    (2)  株式以外の有価証券

      種類      通貨                銘柄              券面総額        評価額       備考
                 ブラックロック・ストラテジック・ファンズ　ブ
                 ラックロック・アメリカズ・ダイバーシファイ
                                         71,840.510       11,291,172.950
                 ド・エクイティ・アブソルート・リターン・ファ
                 ンド　クラスＸ投資証券
          アメリカドル
                 インスティテューショナル・キャッシュ・シリー
     投資証券
                 ズplc   ブラックロック・ＩＣＳ・ＵＳトレジャ
                                         10,891.200        1,149,284.070
                 リー・ファンド　エージェンシークラス投資証券
                                                 12,440,457.020
          アメリカドル　小計                                82,731.710
                                                (1,361,359,212)
                                                 1,361,359,212
     投資証券　合計
                                                (1,361,359,212)
                                                 1,361,359,212
     合計
                                                (1,361,359,212)
     (注1)投資証券における券面総額欄の数値は、口数を表示しております。
     (注2)   １　各種通貨毎の小計の欄における(　)内の金額は、邦貨換算額であります。
        ２　合計欄における(　)内の金額は、外貨建有価証券の邦貨換算額の合計額であり、内数で表示しておりま
          す。
        ３　外貨建有価証券の内訳
            通貨          銘柄数         組入投資証券時価比率             合計金額に対する比率
          アメリカドル         投資証券　２銘柄                   100.0％             100.0％
    第２　信用取引契約残高明細表

       該当事項はありません。
    第３　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

       当該事項はデリバティブ取引関係の注記事項として記載しております。
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    （参考情報）
     当ファンドは、「ブラックロック・ストラテジック・ファンズ                              ブラックロック・アメリカズ・ダイバーシファイド・

    エクイティ・アブソルート・リターン・ファンド　クラスＸ投資証券」及び「インスティテューショナル・キャッ
    シュ・シリーズplc         ブラックロック・ＩＣＳ・ＵＳトレジャリー・ファンド　エージェンシークラス投資証券」(以下、
    両者を併せて「同ファンド」という。)を主要投資対象としており、貸借対照表の資産の部に計上された投資証券は、す
    べて同ファンドの投資証券であります。同ファンドの状況は以下のとおりであります。
     なお、以下に記載した情報は監査意見の対象外です。
    同ファンドの状況

    （1）「ブラックロック・ストラテジック・ファンズ                          ブラックロック・アメリカズ・ダイバーシファイド・エクイ

    ティ・アブソルート・リターン・ファンド　クラスＸ投資証券」は、ルクセンブルグにおいて設立されたオープンエン
    ド型投資法人が発行するファンドであり、当該ファンドの現時点で日本語に翻訳された直近の情報は、2019年５月31日
    に終了する計算期間(2018年６月１日から2019年５月31日まで)に係る財務書類であります。
     当該財務書類は、当該ファンドを含む「ブラックロック・ストラテジック・ファンズ」の2019年５月31日現在の財務

    書類のうち、当該ファンドにかかる部分を、委託会社において抜粋し、その原文を翻訳したものです。なお、財務書類
    に含まれる「投資有価証券明細表」の銘柄については原文通り英語表記で行っております。
    （2）「インスティテューショナル・キャッシュ・シリーズplc                              ブラックロック・ＩＣＳ・ＵＳトレジャリー・ファン

    ド　エージェンシークラス投資証券」は、アイルランドにおいて設立されたオープンエンド型投資法人が発行するファ
    ンドであり、当該ファンドの現時点で日本語に翻訳された直近の情報は、2019年３月31日に終了する中間計算期間(2018
    年10月１日から2019年３月31日まで)に係る中間財務書類であります。
     当該中間財務書類は、当該ファンドを含む「インスティテューショナル・キャッシュ・シリーズplc」の2019年３月31

    日現在の中間財務書類のうち、当該ファンドにかかる部分を、委託会社において抜粋し、その原文を翻訳したもので
    す。なお、中間財務書類に含まれる「投資有価証券明細表」の銘柄については原文通り英語表記で行っております。な
    お、アイルランドにおける独立監査人の監査を受けておりません。
                                  56/298










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                                                ブラックロック・ジャパン株式会社(E09096)
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    純資産計算書　2019年５月31日現在
                                              ブラックロック・アメリカ
                                              ズ・ダイバーシファイド・
                                               エクイティ・アブソルー
                                               ト・リターン・ファンド
                                        注記
                                                   米ドル
     資産

     投資有価証券－取得原価                                               1,245,853,335
                                                       (28,888)
     未実現評価損
     投資有価証券－時価                                   ２(a)
                                                    1,245,824,447
                                     ２(a)   、２(d)
     未収利息および未収配当金                                                  897,220
                                     ２(a)   、２(d)
     売却投資有価証券未収金                                                228,748,436
     販売投資証券未収金                                   ２(a)              7,993,508
                                                      2,005,699
     スワップの時価                                   ２(d)
     資産合計                                               1,485,469,310

     負債
     銀行からの借入金                                   ２(a)              6,726,679

     ブローカーに対する債務                                    15             12,298,501
                                     ２(a)   、２(d)
     未払利息および未払配当金                                                 2,399,805
                                     ２(a)   、２(d)
     購入投資有価証券未払金                                                206,390,909
     買戻し投資証券未払金                                   ２(a)              4,106,761
     以下に係る未実現純評価損：
     未決済先渡為替予約                                  ２(d)              1,253,989

     差金決済契約                                  ２(d)              7,569,282
                                      ４、５、６、
                                                      3,827,224
     未払費用およびその他の負債
                                       ７、８
     負債合計                                                244,573,150
     純資産合計                                               1,240,896,160
    取締役会を代表して署名

     Paul   Freeman                        Robert    Hayes
     取締役   

                                取締役
     2019年９月26日  
                                2019年９月26日
    添付の注記は、これらの財務書類の不可分の一部である。

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    ３会計年度末における純資産価額の概要　2019年５月31日現在
                               ブラックロック・アメリカズ・ダイバーシファイド・
                                エクイティ・アブソルート・リターン・ファンド
                                      2019年        2018年        2017年
                              通貨
                                    ５月31日現在        ５月31日現在        ５月31日現在
     純資産合計
                             米ドル      1,240,896,160         934,604,752        664,750,490
     以下の１口当たり純資産価額：
      クラスＡ無分配投資証券                        米ドル          132.72        134.30        125.91
      クラスＡ無分配投資証券（豪ドル）                        豪ドル          193.21        178.46        170.57
                      (1)
                             ユーロ          100.78          －        －
      クラスＡ無分配投資証券（ユーロ）
      クラスＡユーロ・ヘッジ無分配投資証券                        ユーロ          123.33        128.43        122.99
      クラスＡスウェーデン・クローネ・ヘッジ無                      スウェーデン・
                                       125.05        129.93        124.73
      分配投資証券                       クローネ
      クラスＡ無分配英国報告型投資証券（英ポン
                             英ポンド          167.39        160.17        155.06
      ド）
      クラスＤ無分配投資証券                        米ドル          113.21        113.90        106.35
      クラスＤスイス・フラン・ヘッジ無分配投資
                           スイス・フラン            102.97        107.08        102.39
      証券
      クラスＤ英ポンド・ヘッジ無分配投資証券                       英ポンド          110.81        113.49        107.32
      クラスＤユーロ・ヘッジ無分配英国報告型投
                             ユーロ          126.74        131.30        125.28
      資証券
      クラスＥユーロ・ヘッジ無分配投資証券                        ユーロ          99.76        104.40        100.37
      クラスＩ無分配投資証券                        米ドル          107.08        107.42          －
      クラスＩユーロ・ヘッジ無分配投資証券                        ユーロ          103.04        106.44        101.34
      クラスＩ日本円・ヘッジ無分配投資証券                        日本円         9,901.72        10,209.24            －
      クラスＩスウェーデン・クローネ・ヘッジ無
                           スウェーデン・
                                        95.14          －        －
            (1)
                             クローネ
      分配投資証券
      クラスＸ無分配投資証券                        米ドル          156.99        155.83        141.86
    (1)

      新規投資証券クラスの設定。詳細についてはAppendix                         Ｉを参照のこと。
    添付の注記は、これらの財務書類の不可分の一部である。

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                                                ブラックロック・ジャパン株式会社(E09096)
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    損益および純資産変動計算書　2019年５月31日に終了した会計年度
                                           ブラックロック・アメリカズ・
                                           ダイバーシファイド・エクイ
                                           ティ・アブソルート・リター
                                               ン・ファンド
                                     注記
                                                 米ドル
     期首純資産
                                                   934,604,752
     収益
     預金利息                                ２(c)                5,268,344
     債券利息                                ２(c)               23,044,550
     スワップに係る受取利息および受取配当金                                ２(c)                 482,270
     差金決済契約に係る受取配当金、源泉徴収税控除後                              ２(c)、２(d)                 67,909,491
                                                     284,949
     その他の収益
     収益合計                                               96,989,604
     費用
     差金決済契約に係る支払利息                              ２(c)、２(d)                 24,823,956
     差金決済契約に係る支払配当金、源泉徴収税控除後                              ２(c)、２(d)                 77,950,340
     管理事務代行報酬                                 ５               2,341,148
     預託報酬                               ２(i)、６                  994,266
     税金                                 ８                392,372
     パフォーマンス・フィー                                 ７                182,335
     販売報酬                                 ４                156,760
     ローン・コミットメント・フィー                                1４                 7,271
                                                    13,560,396
     投資運用報酬および投資運用再委託報酬                                 ４
     費用合計                                               120,408,844
     投資純損失
                                                   (23,419,240)
     以下に係る実現純利益／（損失）：
     　投資有価証券                              ２(a)、２(b)                  2,765,106
     　差金決済契約                                ２(d)               14,527,784
                                    ２(d)、
     　外貨および先渡為替予約                                               (67,136,903)
                                   ２(e)、２(j)
                                                    2,485,295
     　スワップ取引                                ２(d)
     当期実現純損失                                               (47,358,718)
     以下に係る未実現評価益／（損）の純変動額：
     　投資有価証券                                ２(a)                 (92,735)
     　差金決済契約                                ２(d)               (10,083,151)
                                    ２(d)、
     　外貨および先渡為替予約                                                8,598,366
                                   ２(e)、２(j)
                                                     959,576
     　スワップ取引                                ２(d)
     当期未実現評価益／（損）の純変動                                                (617,944)
     運用成績による純資産の減少                                               (71,395,902)
     資本の変動
     投資証券発行による正味受取額                                              1,239,401,196
                                                   (861,713,886)
     投資証券買戻しによる正味支払額
     資本の変動による純資産の増
     加　　　　　　　　　　　　　　　　　　　　　　　　　　　                                               377,687,310
     期末純資産                                              1,240,896,160

    添付の注記は、これらの財務書類の不可分の一部である。
                                  59/298




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                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書（内国投資信託受益証券）
    発行済投資証券口数変動表　2019年５月31日に終了した会計年度
                          ブラックロック・アメリカズ・ダイバーシファイド・エクイティ・
                                 アブソルート・リターン・ファンド
                          期首発行済         当期発行        当期買戻し         期末発行済
                          投資証券口数         投資証券口数         投資証券口数         投資証券口数
     クラスＡ無分配投資証券

                            193,966         632,361         328,693         497,634
     クラスＡ無分配投資証券（豪ドル）                          352         145         145         352

                     (1)

                               －         45         －         45
     クラスＡ無分配投資証券（ユーロ）
     クラスＡユーロ・ヘッジ無分配投資証券                       1,332,257         1,544,113         1,048,069         1,828,301

     クラスＡスウェーデン・クローネ・ヘッジ無
                           9,962,052         1,756,733         9,650,366         2,068,419
     分配投資証券
     クラスＡ無分配英国報告型投資証券（英ポン
                               94         30         33         91
     ド）
     クラスＤ無分配投資証券                       1,101,963         1,201,517         1,445,486          857,994
     クラスＤスイス・フラン・ヘッジ無分配投資
                             41,963         8,322        12,922         37,363
     証券
     クラスＤ英ポンド・ヘッジ無分配投資証券                         1,705         1,594         1,874         1,425
     クラスＤユーロ・ヘッジ無分配英国報告型投
                           1,193,411         1,013,280         1,235,322          971,369
     資証券
     クラスＥユーロ・ヘッジ無分配投資証券                        169,200         210,925         107,899         272,226
     クラスＩ無分配投資証券                        313,984        2,150,297          948,710        1,515,571

     クラスＩユーロ・ヘッジ無分配投資証券                        596,551         739,103         580,971         754,683

     クラスＩ日本円・ヘッジ無分配投資証券                       1,143,554         1,692,133          150,801        2,684,886

     クラスＩスウェーデン・クローネ・ヘッジ無
                               －    12,356,612          560,752       11,795,860
           (1)
     分配投資証券
                            101,035         17,846         16,955        101,926
     クラスＸ無分配投資証券
    (1)

      新規投資証券クラスの設定。詳細についてはAppendix                         Ｉを参照のこと。
    添付の注記は、これらの財務書類の不可分の一部である。

                                  60/298








                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書（内国投資信託受益証券）
    ブラックロック・アメリカズ・ダイバーシファイド・エクイティ・アブソルート・リターン・ファンド
    投資有価証券明細表　2019年５月31日現在

    公認の証券取引所に上場されているまたはその他の規制市場で取引されている譲渡可能な有価証券および短期金融商
    品
                                               時価      純資産比率
       保有高                    銘柄
                                             （米ドル）        （％）
     普通株式
              米国
          9,635    Fastly    Inc   ‘A’                           203,780        0.02
               GreenSky     Inc   ‘A’                          151,710
          13,343                                              0.01
               LYFT   Inc   ‘A’                            286,986
          5,184                                              0.02
               Pinterest     Inc
                                                642,695        0.05
          25,864
                                               1,285,171
                                                        0.10
                                               1,285,171
     普通株式合計                                                   0.10
     債券

              米国
               United    States    Treasury     Bill   4/6/2019     (Zero   Coupon)         24,995,028
    USD   25,000,000                                                2.01
               United    States    Treasury     Bill   11/6/2019     (Zero   Coupon)         34,976,890
    USD   35,000,000                                                2.82
               United    States    Treasury     Bill   27/6/2019     (Zero   Coupon)         29,947,762
    USD   30,000,000                                                2.41
               United    States    Treasury     Bill   16/7/2019     (Zero   Coupon)         73,782,533
    USD   74,000,000                                                5.95
               United    States    Treasury     Bill   15/8/2019     (Zero   Coupon)         16,966,437
    USD   17,050,000                                                1.37
                                              22,054,678
               United    States    Treasury     Note   1.75%   30/9/2019
                                                        1.78
    USD   22,100,000
                                              202,723,328
                                                       16.34
                                              202,723,328
     債券合計                                                   16.34
     譲渡性預金証書

              カナダ
               Bank   Of  Montreal/Chicago         3.12%   3/12/2019                3,750,000
    USD    3,750,000                                                0.30
               Royal   Bank   of  Canada/New      York   3.07%   27/11/2019              3,300,000
    USD    3,300,000                                                0.27
               Toronto-Dominion         Bank/New     York   2.62%   14/6/2019             7,000,000
    USD    7,000,000                                                0.56
                                               2,400,000
               Toronto-Dominion         Bank/New     York   2.57%   17/7/2019                      0.19
    USD    2,400,000
                                              16,450,000
                                                        1.32
              フランス
                                               3,050,000
               Credit    Industriel      Et  Commercial      SA  2.83%   8/7/2019                    0.25
    USD    3,050,000
                                               3,050,000
                                                        0.25
              日本
    USD    5,650,000      Norinchukin      Bank/New     York   2.55%   15/11/2019                5,650,494         0.46
               Sumitomo     Mitsui    Trust   Bank   Ltd  2.709%    8/7/2019             3,500,000
                                                        0.28
    USD    3,500,000
                                               9,150,494
                                                        0.74
              スウェーデン
                                              12,250,000
               Svenska    Handelsbanken       AB/New    York   2.835%    19/12/2019                    0.99
    USD   12,250,000
                                              12,250,000
                                                        0.99
              米国
               Nordea    Bank   AB/New    York   2.53%   21/2/2020                12,000,000
    USD   12,000,000                                                0.97
                                               8,000,000
               Wells   Fargo   Bank   NA  3.08%   1/11/2019                            0.64
    USD    8,000,000
                                              20,000,000
                                                        1.61
                                              60,900,494
     譲渡性預金証書合計                                                   4.91
                                  61/298



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書（内国投資信託受益証券）
    公認の証券取引所に上場されているまたはその他の規制市場で取引されている譲渡可能な有価証券および短期金融商
    品（続き）
                                               時価      純資産比率
       保有高                    銘柄
                                             （米ドル）        （％）
     コマーシャル・ペーパー
              オーストラリア
              Westpac    Banking    Corp   1/11/2019     (Zero   Coupon)
                                               6,120,686         0.49
    USD    6,200,000
                                               6,120,686         0.49
              カナダ
               PSP  Capital    Inc  8/7/2019     (Zero   Coupon)                7,131,555         0.58
    USD    7,150,000
                                               7,131,555         0.58
              ドイツ
               BASF   SE  25/6/2019     (Zero   Coupon)                   23,011,891          1.85
    USD   23,050,000
                                              23,011,891          1.85
              アイルランド
               Glencove     Funding    LLC  5/6/2019     (Zero   Coupon)
    USD   10,000,000                                       9,997,133         0.80
               Glencove     Funding    LLC  11/6/2019     (Zero   Coupon)
    USD   14,000,000                                       13,990,044          1.13
               Matchpoint      Finance    Plc  12/7/2019     (Zero   Coupon)            23,431,314          1.89
    USD   23,500,000
                                              47,418,491          3.82
              ジャージー
         600,000     Cancara    Asset   Secur   LLC  12/7/2019     (Zero   Coupon)             598,258        0.05
    USD
                                                598,258        0.05
              ノルウェー
               DNB  Bank   ASA  4/6/2019     (Zero   Coupon)
    USD   20,050,000                                       20,045,756          1.62
               DNB  Bank   ASA  12/7/2019     (Zero   Coupon)                 2,393,112         0.19
    USD    2,400,000
                                              22,438,868          1.81
              シンガポール
               DBS  Bank   Ltd  5/7/2019     (Zero   Coupon)
    USD   19,925,000                                       19,877,202          1.60
               DBS  Bank   Ltd  11/7/2019     (Zero   Coupon)
    USD   25,600,000                                       25,527,467          2.06
               DBS  Bank   Ltd  5/8/2019     (Zero   Coupon)
    USD   10,600,000                                       10,551,770          0.85
               Oversea-Chinese        Banking    Corporation      8/7/2019     (Zero
    USD    1,500,000                                       1,496,084         0.12
               Coupon)
               Oversea-Chinese        Banking    Corporation      16/8/2019     (Zero
                                               9,947,644         0.80
    USD   10,000,000
               Coupon)
                                              67,400,167          5.43
              スペイン
               Banco   Santander     New  York   10/7/2019     (Zero   Coupon)
    USD    8,000,000                                       7,978,334         0.64
    USD   48,750,000       Banco   Santander     New  York   16/7/2019     (Zero   Coupon)          48,593,131          3.92
                                              56,571,465          4.56
              英国
               Nationwide      Building     Society    21/10/2019      (Zero   Coupon)
    USD    6,850,000                                       6,782,316         0.55
               Nationwide      Building     Society    27/11/2019      (Zero   Coupon)
                                              10,665,750          0.86
    USD   10,800,000
                                              17,448,066          1.41
                                  62/298






                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書（内国投資信託受益証券）
    公認の証券取引所に上場されているまたはその他の規制市場で取引されている譲渡可能な有価証券および短期金融商
    品（続き）
                                               時価      純資産比率
       保有高                    銘柄
                                             （米ドル）        （％）
              米国
               ABN  Amro   Funding    USA  LLC  4/11/2019     (Zero   Coupon)
    USD   14,150,000                                       13,996,402          1.13
               Albion    Capital    LLC  29/7/2019     (Zero   Coupon)
    USD    2,000,000                                       1,991,622         0.16
               American     Honda   Finance    Corporation      24/7/2019     (Zero
    USD     311,000                                       309,846        0.03
               Coupon)
               Barton    Capital    SA  24/6/2019     (Zero   Coupon)
    USD    6,000,000                                       5,990,417         0.48
               Barton    Capital    SA  26/6/2019     (Zero   Coupon)
    USD    8,230,000                                       8,215,655         0.66
               Barton    Capital    SA  6/8/2019     (Zero   Coupon)
    USD    4,000,000                                       3,981,813         0.32
               Barton    Capital    SA  24/9/2019     (Zero   Coupon)
    USD   25,000,000                                       24,800,347          2.00
               Bedford    Row  Funding    Corp   30/7/2019     (Zero   Coupon)
    USD    6,500,000                                       6,468,574         0.52
               Bedford    Row  Funding    Corp   16/10/2019      (Zero   Coupon)
    USD    1,300,000                                       1,287,385         0.10
               Cafco   LLC  12/11/2019      (Zero   Coupon)
    USD     800,000                                       790,889        0.06
               Chariot    Funding    LLC  7/8/2019     (Zero   Coupon)
    USD   15,000,000                                       14,929,371          1.20
               Charta    LLC  26/6/2019     (Zero   Coupon)
    USD     500,000                                       499,125        0.04
               Charta    LLC  18/7/2019     (Zero   Coupon)
    USD   15,000,000                                       14,950,258          1.21
               Charta    LLC  13/8/2019     (Zero   Coupon)
    USD   10,000,000                                       9,946,467         0.80
               Ciesco    LLC  16/8/2019     (Zero   Coupon)
    USD    8,550,000                                       8,505,056         0.69
               Citigroup     Global    Markets    Inc  9/10/2019     (Zero   Coupon)
    USD   17,000,000                                       16,843,458          1.36
               Coca-Cola     Co/The    26/6/2019     (Zero   Coupon)
    USD   25,000,000                                       24,950,521          2.01
               Gotham    Funding    29/7/2019     (Zero   Coupon)
    USD    3,000,000                                       2,987,820         0.24
               ING  US  Funding    LLC  16/8/2019     (Zero   Coupon)
    USD    2,100,000                                       2,087,055         0.17
               Jupiter    Securitization        Company    LLC  17/6/2019     (Zero
    USD   16,450,000                                       16,431,357          1.32
               Coupon)
               Jupiter    Securitization        Company    LLC  1/8/2019     (Zero
    USD    7,000,000                                       6,970,110         0.56
               Coupon)
               Jupiter    Securitization        Company    LLC  3/9/2019     (Zero
    USD    5,000,000                                       4,965,794         0.40
               Coupon)
               La  Fayette    Asset   Securitization        LLC  4/6/2019     (Zero
    USD   17,800,000                                       17,796,173          1.43
               Coupon)
               La  Fayette    Asset   Securitization        LLC  20/6/2019     (Zero
    USD   13,832,000                                       13,813,358          1.11
               Coupon)
               La  Fayette    Asset   Securitization        LLC  1/7/2019     (Zero
    USD    4,400,000                                       4,390,650         0.35
               Coupon)
               La  Fayette    Asset   Securitization        LLC  7/8/2019     (Zero
    USD    8,200,000                                       8,161,542         0.66
               Coupon)
               Liberty    Street    Funding    LLC  17/6/2019     (Zero   Coupon)
    USD   33,000,000                                       32,962,453          2.66
               LMA  Americas     LLC  9/8/2019     (Zero   Coupon)
    USD   10,000,000                                       9,950,742         0.80
               Metlife    Short   Term   Fund   28/10/2019      (Zero   Coupon)
    USD   20,450,000                                       20,235,860          1.63
               Mont   Blanc   Capital    Corp   13/6/2019     (Zero   Coupon)
    USD   24,134,000                                       24,113,406          1.94
               Mont   Blanc   Capital    Corp   2/7/2019     (Zero   Coupon)
    USD   19,200,000                                       19,159,163          1.54
               National     Securities      Clearing     Corporation      8/7/2019     (Zero
    USD    3,000,000                                       2,992,353         0.24
               Coupon)
               National     Securities      Clearing     Corporation      2/8/2019     (Zero
    USD    8,000,000                                       7,965,693         0.64
               Coupon)
               Nederlandse      Waterschapsbank        NV  10/6/2019     (Zero   Coupon)
    USD   50,200,000                                       50,168,437          4.04
               Nieuw   Amsterdam     Receivables      Corp   5/6/2019     (Zero   Coupon)
    USD    2,500,000                                       2,499,297         0.20
               Nieuw   Amsterdam     Receivables      Corp   1/7/2019     (Zero   Coupon)
    USD    8,800,000                                       8,781,300         0.71
               Nieuw   Amsterdam     Receivables      Corp   5/7/2019     (Zero   Coupon)
    USD   33,450,000                                       33,369,757          2.69
               Old  Line   Funding    LLC  5/6/2019     (Zero   Coupon)
    USD    3,800,000                                       3,798,860         0.31
                                  63/298




                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書（内国投資信託受益証券）
    公認の証券取引所に上場されているまたはその他の規制市場で取引されている譲渡可能な有価証券および短期金融商
    品（続き）
                                               時価      純資産比率
       保有高                    銘柄
                                             （米ドル）        （％）
               米国（続き）
               Old  Line   Funding    LLC  20/8/2019     (Zero   Coupon)
    USD    7,000,000                                       6,959,867         0.56
               Old  Line   Funding    LLC  21/8/2019     (Zero   Coupon)
    USD   23,675,000                                       23,542,894          1.90
               Old  Line   Funding    LLC  11/10/2019      (Zero   Coupon)
    USD   23,250,000                                       23,033,465          1.86
    USD   14,450,000       Sheffield     Receivables      Corp   8/7/2019     (Zero   Coupon)          14,411,832          1.16
               Sheffield     Receivables      Corp   15/7/2019     (Zero   Coupon)
    USD    4,000,000                                       3,987,484         0.32
               Sheffield     Receivables      Corp   22/8/2019     (Zero   Coupon)
    USD    4,500,000                                       4,474,478         0.36
               Starbird     Funding    Corp   10/6/2019     (Zero   Coupon)
    USD    9,000,000                                       8,994,308         0.73
               Thunder    Bay  Funding    LLC  4/6/2019     (Zero   Coupon)
    USD   20,000,000                                       19,995,783          1.61
               Thunder    Bay  Funding    LLC  30/7/2019     (Zero   Coupon)
    USD   23,000,000                                       22,904,633          1.85
               Thunder    Bay  Funding    LLC  20/11/2019      (Zero   Coupon)
    USD     700,000                                       691,739        0.06
               Toronto-Dominion         Bank/The     2.768%    13/6/2019
    USD   13,000,000                                       13,000,000          1.05
               Toyota    Industries      Commercial      Finance    3/9/2019     (Zero
    USD     500,000                                       496,540        0.04
               Coupon)
               Toyota    Motor   Credit    Corp   13/6/2019     (Zero   Coupon)
    USD   12,600,000                                       12,588,870          1.01
               United    Overseas     Bank   Ltd  20/6/2019     (Zero   Coupon)
    USD   32,500,000                                       32,456,432          2.62
               Versailles      Com  Paper   LLC  10/6/2019     (Zero   Coupon)
    USD   45,350,000                                       45,320,976          3.65
               Versailles      Com  Paper   LLC  1/7/2019     (Zero   Coupon)
    USD   10,000,000                                       9,978,583         0.80
               Victory    Receivables      Corp   18/6/2019     (Zero   Coupon)
    USD    9,600,000                                       9,588,349         0.77
               Victory    Receivables      Corp   20/6/2019     (Zero   Coupon)
    USD    6,300,000                                       6,291,388         0.51
               Westpac    Banking    Corp   2.621%    19/8/2019
    USD   12,000,000                                       12,000,000          0.97
               Westpac    Banking    Corp   2.763%    31/10/2019                 10,000,000          0.81
    USD   10,000,000
                                              732,776,007          59.05
     コマーシャル・ペーパー合計                                         980,915,454          79.05
     公認の証券取引所に上場されているまたはその他の規制市場で取引されている
                                             1,245,824,447          100.40
     譲渡可能な有価証券および短期金融商品合計
     投資有価証券（時価）合計
                                             1,245,824,447          100.40
                                              (4,928,287)         (0.40)
     その他の純負債
     純資産合計（米ドル）                                        1,240,896,160          100.00
    添付の注記は、これらの財務書類の不可分の一部である。

                                  64/298









                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書（内国投資信託受益証券）
    差金決済契約　2019年５月31日現在
                                                   未実現評価益／
                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           ブラジル
      545,488     AES  Tiete   Energia    SA  (Unit)             Morgan    Stanley                 81,912
      176,874     AES  Tiete   Energia    SA  (Unit)             Goldman    Sachs                38,197
       13,100     Agrenco    Ltd*                   Morgan    Stanley
                                                        (522)
           Aliansce     Shopping     Centers    SA          Goldman    Sachs
      (254,145)                                                (148,917)
      (221,600)      Aliansce     Shopping     Centers    SA          Morgan    Stanley                (78,398)
           Alliar    Medicos    A Frente    SA           Goldman    Sachs                16,690
      (157,066)
           Alliar    Medicos    A Frente    SA           Morgan    Stanley
      (344,017)                                                 (11,970)
           Alpargatas      SA  (Pref)                Goldman    Sachs
      (96,100)                                                (45,409)
           Alpargatas      SA  (Pref)                Morgan    Stanley
      (170,356)                                                 (52,467)
           Alupar    Investimento       SA  (Unit)            Morgan    Stanley
      (737,535)                                                (265,784)
       41,400     Ambev   SA                    Goldman    Sachs                10,608
      148,900     Ambev   SA                    Morgan    Stanley                 19,138
           Anima   Holding    SA                Goldman    Sachs
      (53,714)                                                 (2,314)
           Anima   Holding    SA                Morgan    Stanley
      (50,950)                                                 (9,034)
           Arezzo    Industria     e Comercio     SA         Goldman    Sachs
      (34,200)                                                (18,650)
           Arezzo    Industria     e Comercio     SA         Morgan    Stanley
      (117,091)                                                 (35,888)
      212,700     Atacadao     SA                   Goldman    Sachs                173,022
      304,800     Atacadao     SA                   Morgan    Stanley                206,648
       41,200     Azul   SA  (Pref)                   Morgan    Stanley                 42,407
       27,800     Azul   SA  (Pref)                   Goldman    Sachs                34,626
           B2W  Cia  Digital                   Morgan    Stanley                 25,211
      (224,800)
           B2W  Cia  Digital                   Goldman    Sachs
      (237,400)                                                 (19,122)
           B3  SA  - Brasil    Bolsa   Balcao             Morgan    Stanley
       (3,600)                                                (3,361)
           B3  SA  - Brasil    Bolsa   Balcao             Goldman    Sachs
      (148,400)                                                (186,916)
      136,693     Banco   ABC  Brasil    SA  (Pref)             Goldman    Sachs                33,025
       75,639     Banco   ABC  Brasil    SA  (Pref)             Morgan    Stanley                 7,588
       31,100     Banco   Bradesco     SA  (Pref)              Goldman    Sachs                34,831
      183,180     Banco   Bradesco     SA  (Pref)              Morgan    Stanley                143,331
       67,200     Banco   BTG  Pactual    SA  (Unit)             Goldman    Sachs                140,545
      224,414     Banco   BTG  Pactual    SA  (Unit)             Morgan    Stanley                260,426
      111,200     Banco   do  Brasil    SA               Goldman    Sachs                160,022
      427,100     Banco   do  Brasil    SA               Morgan    Stanley                459,039
           Banco   do  Estado    do  Rio  Grande    do  Sul  SA
      491,200                             Goldman    Sachs                88,110
           (Pref)
           Banco   do  Estado    do  Rio  Grande    do  Sul  SA
      190,599                             Morgan    Stanley                 45,200
           (Pref)
           Banco   Inter   SA  (Pref)    ‘144A’            Morgan    Stanley
      (18,400)                                                (28,024)
           Banco   Inter   SA  (Pref)    ‘144A’            Goldman    Sachs
      (21,200)                                                (66,291)
       84,600     Banco   Santander     Brasil    SA  (Unit)          Goldman    Sachs                76,418
       86,900     Banco   Santander     Brasil    SA  (Unit)          Morgan    Stanley                 66,497
           BB  Seguridade      Participacoes       SA         Goldman    Sachs
      (697,400)                                                (363,124)
           BB  Seguridade      Participacoes       SA         Morgan    Stanley
      (42,300)                                                (23,053)
           BR  Malls   Participacoes       SA            Goldman    Sachs
     (1,258,811)                                                 (451,324)
           BR  Malls   Participacoes       SA            Morgan    Stanley
      (99,760)                                                (29,601)
           BR  Properties      SA                Goldman    Sachs
      (75,743)                                                 (2,705)
                                  65/298



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           ブラジル（続き）
           BR  Properties      SA                Morgan    Stanley
      (448,268)                                                 (62,380)
       27,000     Braskem    SA  (Pref)                  Morgan    Stanley
                                                       (5,052)
       35,600     Braskem    SA  (Pref)                  Goldman    Sachs                26,549
           BRF  SA                     Morgan    Stanley                 77,339
      (223,300)
           BRF  SA                     Goldman    Sachs                16,321
      (28,400)
      323,353     Camil   Alimentos     SA               Morgan    Stanley                 1,233
      262,984     Camil   Alimentos     SA               Goldman    Sachs
                                                       (2,010)
           CCR  SA                     Goldman    Sachs
      (27,500)                                                 (8,837)
           CCR  SA                     Morgan    Stanley
      (72,000)                                                (14,947)
           Centrais     Eletricas     Brasileiras      SA        Morgan    Stanley
      (195,700)                                                (114,512)
           Centrais     Eletricas     Brasileiras      SA        Goldman    Sachs
      (18,600)                                                (14,785)
       2,200    Cia  Brasileira      de  Distribuicao       (Pref)        Morgan    Stanley                 2,209
        100   Cia  de  Gas  de  Sao  Paulo   - COMGAS    (Pref)       Goldman    Sachs
                                                         (31)
           Cia  de  Locacao    das  Americas              Morgan    Stanley
      (228,109)                                                (287,882)
           Cia  de  Locacao    das  Americas              Goldman    Sachs
      (38,100)                                                (34,546)
           Cia  de  Saneamento      Basico    do  Estado    de  Sao
       46,600                            Goldman    Sachs                31,480
           Paulo
           Cia  de  Saneamento      Basico    do  Estado    de  Sao
      133,000                             Morgan    Stanley                 87,884
           Paulo
      133,100     Cia  de  Saneamento      de  Minas   Gerais-COPASA          Morgan    Stanley                 88,354
       65,922     Cia  de  Saneamento      de  Minas   Gerais-COPASA          Goldman    Sachs                39,987
      368,793     Cia  de  Saneamento      do  Parana    (Pref)         Goldman    Sachs
                                                       (5,099)
      286,539     Cia  de  Saneamento      do  Parana    (Pref)         Morgan    Stanley                 53,540
      158,131     Cia  de  Saneamento      do  Parana    (Unit)         Goldman    Sachs
                                                       (77,055)
       94,100     Cia  de  Saneamento      do  Parana    (Unit)         Morgan    Stanley                102,346
      173,574     Cia  Ferro   Ligas   da  Bahia   - FERBASA    (Pref)      Goldman    Sachs                169,364
      242,375     Cia  Ferro   Ligas   da  Bahia   - FERBASA    (Pref)      Morgan    Stanley                 90,623
      260,200     Cia  Hering                     Goldman    Sachs
                                                       (21,967)
           Cia  Siderurgica      Nacional     SA           Goldman    Sachs
      (73,200)                                                (44,761)
           Cia  Siderurgica      Nacional     SA           Morgan    Stanley                 6,586
      (95,200)
      255,900     Construtora      Tenda   SA              Goldman    Sachs                89,385
      290,278     Construtora      Tenda   SA              Morgan    Stanley                 79,674
           Cosan   Logistica     SA               Goldman    Sachs
      (224,646)                                                (143,974)
           Cosan   Logistica     SA               Morgan    Stanley
      (205,977)                                                (117,307)
           Cosan   SA                    Goldman    Sachs
      (38,500)                                                (37,198)
           Cosan   SA                    Morgan    Stanley
       (7,300)                                                (3,708)
           CVC  Brasil    Operadora     e Agencia    de  Viagens    SA  Goldman    Sachs
      (219,800)                                                 (97,864)
           CVC  Brasil    Operadora     e Agencia    de  Viagens    SA  Morgan    Stanley
       (4,700)                                                (2,866)
           Cyrela    Brazil    Realty    SA  Empreendimentos        e
      132,100                             Goldman    Sachs                51,314
           Participacoes
           Cyrela    Brazil    Realty    SA  Empreendimentos        e
       55,200                            Morgan    Stanley                 11,186
           Participacoes
           Direcional      Engenharia      SA            Goldman    Sachs
      (357,869)                                                 (99,967)
           Direcional      Engenharia      SA            Morgan    Stanley
     (1,144,073)                                                 (182,005)
           Duratex    SA                   Goldman    Sachs
       (4,000)                                                (1,341)
           Duratex    SA                   Morgan    Stanley
      (284,500)                                                 (63,993)
                                  66/298




                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           ブラジル（続き）
      662,400     EcoRodovias      Infraestrutura        e Logistica     SA   Goldman    Sachs                195,448
      645,900     EcoRodovias      Infraestrutura        e Logistica     SA   Morgan    Stanley                147,700
           Embraer    SA                   Goldman    Sachs
      (213,300)                                                 (52,373)
           Embraer    SA                   Morgan    Stanley
      (18,900)                                                 (1,042)
           Enauta    Participacoes       SA             Goldman    Sachs
      298,100                                                (16,643)
           Enauta    Participacoes       SA             Morgan    Stanley
      188,800                                                (21,467)
           Energisa     SA  (Unit)                 Goldman    Sachs
      174,880                                                 89,247
           Energisa     SA  (Unit)                 Morgan    Stanley
      202,200                                                 38,982
           Eneva   SA                    Goldman    Sachs
       (9,200)                                                (4,603)
           Eneva   SA                    Morgan    Stanley
      (25,700)                                                (10,919)
           Equatorial      Energia    SA              Goldman    Sachs
      (213,613)                                                (315,247)
           Equatorial      Energia    SA              Morgan    Stanley
        (900)                                               (1,144)
      302,500     Estacio    Participacoes       SA            Morgan    Stanley                 88,811
      329,500     Estacio    Participacoes       SA            Goldman    Sachs                193,241
           Even   Construtora      e Incorporadora       SA       Goldman    Sachs
      (268,800)                                                 (45,643)
      (183,122)     Even   Construtora      e Incorporadora       SA       Morgan    Stanley                (28,907)
           Ez  Tec  Empreendimentos        e Participacoes       SA   Goldman    Sachs
      (48,605)                                                (13,662)
           Ez  Tec  Empreendimentos        e Participacoes       SA   Morgan    Stanley
      (76,120)                                                (23,454)
      153,100     Fleury    SA                    Morgan    Stanley                 35,441
       94,300     Gerdau    SA  (Pref)                  Goldman    Sachs                 1,939
       70,000     Gerdau    SA  (Pref)                  Morgan    Stanley
                                                       (3,739)
      156,371     Grendene     SA                   Goldman    Sachs                11,502
      710,184     Grendene     SA                   Morgan    Stanley                 49,832
       14,900     Guararapes      Confeccoes      SA            Goldman    Sachs
                                                       (3,381)
       12,000     Guararapes      Confeccoes      SA            Morgan    Stanley                 2,406
           Hapvida    Participacoes       e Investimentos       SA  ‘
                                   Goldman    Sachs
      (319,200)                                                (190,292)
           144A’
           Hapvida    Participacoes       e Investimentos       SA  ‘
                                   Morgan    Stanley
      (193,600)                                                 (28,834)
           144A’
      250,900     Hypera    SA                    Goldman    Sachs                157,664
       27,500     Hypera    SA                    Morgan    Stanley                 11,876
           Iguatemi     Empresa    de  Shopping     Centers    SA    Goldman    Sachs
       (9,500)                                                (9,228)
           Iguatemi     Empresa    de  Shopping     Centers    SA    Morgan    Stanley
      (203,200)                                                (153,553)
           Instituto     Hermes    Pardini    SA           Goldman    Sachs
      (122,700)                                                 (23,239)
           Instituto     Hermes    Pardini    SA           Morgan    Stanley
      (158,800)                                                 (38,356)
      312,377     International       Meal   Co  Alimentacao      SA      Goldman    Sachs
                                                       (24,590)
      323,408     International       Meal   Co  Alimentacao      SA      Morgan    Stanley
                                                       (30,116)
      175,414     Iochpe    Maxion    SA                Morgan    Stanley                 33,872
      279,187     Iochpe    Maxion    SA                Goldman    Sachs                31,416
       54,718     IRB  Brasil    Resseguros      S/A            Goldman    Sachs                136,048
       9,900    IRB  Brasil    Resseguros      S/A            Morgan    Stanley                 10,540
           Itau   Unibanco     Holding    SA  (Pref)           Goldman    Sachs
      (62,700)                                                (59,969)
           Itausa    - Investimentos       Itau   SA  (Pref)        Morgan    Stanley
      (377,500)                                                 (83,698)
           Itausa    - Investimentos       Itau   SA  (Pref)        Goldman    Sachs
     (1,221,800)                                                 (395,919)
      289,000     JBS  SA                     Morgan    Stanley
                                                       (35,198)
      758,800     JBS  SA                     Goldman    Sachs                 6,709
                                  67/298



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           ブラジル（続き）
           Klabin    SA  (Unit)                  Morgan    Stanley                116,044
      (536,312)
           Klabin    SA  (Unit)                  Goldman    Sachs
      (36,100)                                                  (86)
           Kroton    Educacional      SA              Goldman    Sachs
      (294,900)                                                 (52,199)
           Kroton    Educacional      SA              Morgan    Stanley
      (627,900)                                                (114,165)
       13,700     Laep   Investments      Ltd*               Goldman    Sachs
                                                        (960)
       24,300     Laep   Investments      Ltd*               Morgan    Stanley
                                                       (1,693)
           Linx   SA                     Goldman    Sachs
      (151,500)                                                (189,344)
           Linx   SA                     Morgan    Stanley
      (178,398)                                                (159,787)
           Localiza     Rent   ▶ Car  SA             Goldman    Sachs
      (435,500)                                                (287,343)
           Localiza     Rent   ▶ Car  SA             Morgan    Stanley
      (18,200)                                                (12,815)
       59,700     Log-in    Logistica     Intermodal      SA         Goldman    Sachs                 5,432
       41,200     Log-in    Logistica     Intermodal      SA         Morgan    Stanley                 5,029
           Lojas   Americanas      SA  (Pref)             Morgan    Stanley
     (1,076,200)                                                 (334,231)
           Lojas   Americanas      SA  (Pref)             Goldman    Sachs
      (875,500)                                                (309,147)
      107,580     Lojas   Renner    SA                 Goldman    Sachs                103,501
      279,850     Lojas   Renner    SA                 Morgan    Stanley                240,329
           M Dias   Branco    SA                Goldman    Sachs
      (136,235)                                                 (30,999)
           M Dias   Branco    SA                Morgan    Stanley
      (157,996)                                                 (36,605)
           Magazine     Luiza   SA                Goldman    Sachs
       (5,400)                                                (32,807)
           Magazine     Luiza   SA                Morgan    Stanley
      (12,300)                                                (55,303)
           Mahle-Metal      Leve   SA               Goldman    Sachs
      (142,100)                                                 (2,648)
           Mahle-Metal      Leve   SA               Morgan    Stanley
      (50,500)                                                (16,010)
           Marcopolo     SA  (Pref)                 Morgan    Stanley
     (1,481,349)                                                  (89,245)
           Marcopolo     SA  (Pref)                 Goldman    Sachs
      (697,857)                                                 (68,571)
           Marfrig    Global    Foods   SA             Goldman    Sachs
      (535,000)                                                 (99,469)
           Marfrig    Global    Foods   SA             Morgan    Stanley
      (357,800)                                                 (29,361)
           Marisa    Lojas   SA                 Goldman    Sachs                17,936
      (174,500)
           Marisa    Lojas   SA                 Morgan    Stanley
      (245,954)                                                 (11,039)
     1,694,900      Metalurgica      Gerdau    SA  (Pref)            Goldman    Sachs                36,637
       97,400     Metalurgica      Gerdau    SA  (Pref)            Morgan    Stanley
                                                       (1,918)
       83,100     Mills   Estruturas      e Servicos     de  Engenharia      SA  Goldman    Sachs                 7,443
       16,800     Mills   Estruturas      e Servicos     de  Engenharia      SA  Morgan    Stanley                  979
      400,900     Minerva    SA/Brazil                   Goldman    Sachs                17,579
      222,900     Minerva    SA/Brazil                   Morgan    Stanley                 34,297
      (240,900)     Movida    Participacoes       SA             Goldman    Sachs                (89,235)
           Movida    Participacoes       SA             Morgan    Stanley
      (235,100)                                                 (78,327)
      492,813     MRV  Engenharia      e Participacoes       SA        Morgan    Stanley                149,313
      350,700     MRV  Engenharia      e Participacoes       SA        Goldman    Sachs                141,958
           Multiplan     Empreendimentos        Imobiliarios       SA   Goldman    Sachs
      (241,409)                                                (144,349)
           Multiplan     Empreendimentos        Imobiliarios       SA   Morgan    Stanley
      (560,240)                                                (320,836)
           Natura    Cosmeticos      SA              Morgan    Stanley                 8,110
      (243,700)
           Notre   Dame   Intermedica      Participacoes       SA    Goldman    Sachs
      (66,500)                                                (69,864)
           Notre   Dame   Intermedica      Participacoes       SA    Morgan    Stanley
      (190,400)                                                (147,649)
      249,200     Odontoprev      SA                  Morgan    Stanley                 3,908
                                  68/298




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                                                   未実現評価益／
                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           ブラジル（続き）
      197,100     Odontoprev      SA                  Goldman    Sachs                50,281
           Oi  SA                      Goldman    Sachs                  571
      (822,800)
           Oi  SA                      Morgan    Stanley
     (3,853,100)                                                  (62,332)
           Omega   Geracao    SA                Goldman    Sachs
      (338,642)                                                (174,214)
           Omega   Geracao    SA                Morgan    Stanley
      (218,209)                                                 (87,005)
           Petro   Rio  SA                  Morgan    Stanley                 28,778
      (198,510)
           Petro   Rio  SA                  Goldman    Sachs
      (50,000)                                                 (7,317)
      773,700     Petrobras     Distribuidora       SA           Goldman    Sachs                590,116
      521,600     Petrobras     Distribuidora       SA           Morgan    Stanley                380,823
       90,100     Porto   Seguro    SA                 Goldman    Sachs                63,254
       98,800     Porto   Seguro    SA                 Morgan    Stanley                 60,597
           Qualicorp     Consultoria      e Corretora     de
      402,200                             Goldman    Sachs                190,490
           Seguros    SA
           Qualicorp     Consultoria      e Corretora     de
      551,700                             Morgan    Stanley                 68,440
           Seguros    SA
           Raia   Drogasil     SA                Goldman    Sachs
      (153,200)                                                (182,559)
           Raia   Drogasil     SA                Morgan    Stanley
      (163,800)                                                (204,027)
           Randon    SA  Implementos      e Participacoes       (Pref)    Morgan    Stanley
      (28,783)                                                 (3,601)
           Randon    SA  Implementos      e Participacoes       (Pref)    Goldman    Sachs
      (18,900)                                                 (2,782)
           Rumo   SA                     Goldman    Sachs
      (612,538)                                                (417,596)
           Rumo   SA                     Morgan    Stanley
      (55,800)                                                (30,282)
           Santos    Brasil    Participacoes       SA         Goldman    Sachs
      (35,700)                                                 (4,365)
           Santos    Brasil    Participacoes       SA         Morgan    Stanley
      (269,125)                                                 (35,548)
      362,146     Sao  Martinho     SA                 Goldman    Sachs                71,533
      546,217     Sao  Martinho     SA                 Morgan    Stanley                 57,527
           Ser  Educacional      SA  ‘144A’             Morgan    Stanley
       (3,500)                                                 (757)
      173,300     SLC  Agricola     SA                 Goldman    Sachs                66,650
      225,432     SLC  Agricola     SA                 Morgan    Stanley                144,743
       29,400     Smiles    Fidelidade      SA              Morgan    Stanley                 51,311
       23,921     Sonae   Sierra    Brasil    SA             Goldman    Sachs                 7,148
       5,300    Sonae   Sierra    Brasil    SA             Morgan    Stanley                  937
      710,124     Sul  America    SA  (Unit)                Morgan    Stanley                125,894
           Suzano    SA                    Goldman    Sachs                109,636
      (203,100)
           Suzano    SA                    Morgan    Stanley                 50,445
      (53,500)
      206,087     Tegma   Gestao    Logistica     SA            Morgan    Stanley                 95,638
      396,665     Tegma   Gestao    Logistica     SA            Goldman    Sachs                284,963
       26,200     Telefonica      Brasil    SA  (Pref)             Morgan    Stanley                 15,712
       99,800     TIM  Participacoes       SA              Goldman    Sachs                 9,686
      555,900     TIM  Participacoes       SA              Morgan    Stanley                 57,514
      277,900     TOTVS   SA                    Morgan    Stanley
                                                       (81,541)
      105,154     TOTVS   SA                    Goldman    Sachs                  450
           Transmissora       Alianca    de  Energia    Eletrica     SA
      655,521                             Morgan    Stanley                252,233
           (Unit)
           Transmissora       Alianca    de  Energia    Eletrica     SA
      516,034                             Goldman    Sachs                185,560
           (Unit)
       62,400     Tupy   SA                     Goldman    Sachs                28,120
                                  69/298




                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           ブラジル（続き）
      117,800     Tupy   SA                     Morgan    Stanley                 37,270
           Ultrapar     Participacoes       SA            Morgan    Stanley
      (84,000)                                                  (117)
           Ultrapar     Participacoes       SA            Goldman    Sachs                46,822
      (296,200)
           Unipar    Carbocloro      SA  (Pref)             Goldman    Sachs
       (6,318)                                                (1,770)
           Unipar    Carbocloro      SA  (Pref)             Morgan    Stanley                 3,894
      (81,872)
           Usinas    Siderurgicas       de  Minas   Gerais    SA
                                   Goldman    Sachs
     (1,817,100)                                                 (161,927)
           Usiminas     (Pref)
           Usinas    Siderurgicas       de  Minas   Gerais    SA
                                   Morgan    Stanley                 13,490
      (540,100)
           Usiminas     (Pref)
       77,400     Vale   SA                     Goldman    Sachs                41,245
           Valid   Solucoes     e Servicos     de  Seguranca     em
                                   Goldman    Sachs
      (63,560)                                                 (8,746)
           Meios   de  Pagamento     e Identificacao       SA
           Valid   Solucoes     e Servicos     de  Seguranca     em
                                   Morgan    Stanley                  116
      (145,223)
           Meios   de  Pagamento     e Identificacao       SA
           WEG  SA                     Goldman    Sachs
      (147,900)                                                 (52,001)
           WEG  SA                     Morgan    Stanley
      (460,179)                                                 (88,973)
           Wiz  Solucoes     e Corretagem      de  Seguros    SA    Goldman    Sachs
      (86,100)                                                (21,694)
           Wiz  Solucoes     e Corretagem      de  Seguros    SA    Morgan    Stanley                (16,090)
      (269,300)
                                                      (821,505)
           カナダ
           Advantage     Oil  & Gas  Ltd             Goldman    Sachs                58,500
      (191,629)
           Advantage     Oil  & Gas  Ltd             Morgan    Stanley                 45,760
      (239,283)
        744   Advanz    Pharma    Corp                Morgan    Stanley
                                                        (505)
       65,633     Aecon   Group   Inc                 Goldman    Sachs
                                                       (71,800)
      180,694     Aecon   Group   Inc                 Morgan    Stanley
                                                      (158,581)
           Ag  Growth    International       Inc           Goldman    Sachs                 3,247
       (4,028)
           Ag  Growth    International       Inc           Morgan    Stanley                 15,025
      (15,462)
           AGF  Management      Ltd   ‘B’             Morgan    Stanley                 5,986
      (24,627)
       6,403    Agnico    Eagle   Mines   Ltd              Goldman    Sachs                13,893
       11,946     Agnico    Eagle   Mines   Ltd              Morgan    Stanley                 33,970
           Aimia   Inc                    Goldman    Sachs                21,479
      (56,514)
           Aimia   Inc                    Morgan    Stanley                 20,911
      (70,880)
           Air  Canada                     Morgan    Stanley
      (12,849)                                                  (366)
       33,473     AKITA   Drilling     Ltd   ‘A’             Morgan    Stanley
                                                        (639)
           Alacer    Gold   Corp                 Morgan    Stanley
      (99,289)                                                 (6,194)
           Alacer    Gold   Corp                 Goldman    Sachs
      (29,752)                                                 (2,506)
       48,669     Alamos    Gold   Inc   ‘A’               Goldman    Sachs                 3,887
       29,353     Alamos    Gold   Inc   ‘A’               Morgan    Stanley                 8,472
       65,199     Alaris    Royalty    Corp                Morgan    Stanley
                                                       (19,738)
       13,140     Alcanna    Inc                   Morgan    Stanley                 2,520
      188,336     Algonquin     Power   & Utilities     Corp         Morgan    Stanley                   92
      358,531     Algonquin     Power   & Utilities     Corp         Goldman    Sachs                44,968
       45,506     Alimentation       Couche-Tard      Inc   ‘B’        Morgan    Stanley
                                                       (94,279)
       13,839     Alimentation       Couche-Tard      Inc   ‘B’        Goldman    Sachs
                                                       (9,098)
           Allied    Properties      Real   Estate    Investment
                                   Goldman    Sachs                38,777
      (61,347)
           Trust   (Reit)
           Allied    Properties      Real   Estate    Investment
                                   Morgan    Stanley                 56,780
      (57,806)
           Trust   (Reit)
                                  70/298



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                                                   未実現評価益／
                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           カナダ（続き）
       7,034    Altagas    Canada    Inc                Goldman    Sachs
                                                       (1,849)
       30,467     Altagas    Canada    Inc                Morgan    Stanley
                                                       (3,201)
           AltaGas    Ltd                   Goldman    Sachs                  419
      (13,522)
           AltaGas    Ltd                   Morgan    Stanley                 56,167
      (152,939)
       30,358     Altius    Minerals     Corp               Goldman    Sachs
                                                       (11,820)
      111,950     Altius    Minerals     Corp               Morgan    Stanley
                                                       (50,476)
           Altus   Group   Ltd/Canada                 Goldman    Sachs
      (36,141)                                                 (3,175)
           Altus   Group   Ltd/Canada                 Morgan    Stanley                 13,333
      (91,502)
       35,178     ARC  Resources     Ltd                Goldman    Sachs
                                                       (23,101)
      256,584     ARC  Resources     Ltd                Morgan    Stanley
                                                      (156,328)
       14,470     Aritzia    Inc                   Goldman    Sachs
                                                       (5,103)
       18,030     Aritzia    Inc                   Morgan    Stanley
                                                       (15,480)
           Artis   Real   Estate    Investment      Trust   (Reit)      Goldman    Sachs
      (105,828)                                                 (4,043)
           Artis   Real   Estate    Investment      Trust   (Reit)      Morgan    Stanley                 4,185
      (65,293)
           Atco   Ltd/Canada      ‘I’               Goldman    Sachs
       (5,892)                                                (2,260)
      (58,703)     Atco   Ltd/Canada      ‘I’               Morgan    Stanley                  271
      146,943     Atlantic     Power   Corp                Morgan    Stanley
                                                       (26,147)
           ATS  Automation      Tooling    Systems    Inc        Goldman    Sachs
      (15,274)                                                 (1,161)
           Australis     Capital    Inc**              Morgan    Stanley
         (64)                                                 －
           AutoCanada      Inc                  Goldman    Sachs                 2,947
      (25,110)
           AutoCanada      Inc                  Morgan    Stanley                  817
       (4,911)
       70,621     B2Gold    Corp                    Goldman    Sachs                 6,149
      177,349     B2Gold    Corp                    Morgan    Stanley                 30,728
       15,711     Badger    Daylighting      Ltd              Goldman    Sachs
                                                       (4,105)
       21,117     Badger    Daylighting      Ltd              Morgan    Stanley
                                                       (11,410)
       22,299     Ballatrix     Exploration      Ltd            Morgan    Stanley
                                                        (360)
       25,404     Bank   of  Montreal                   Goldman    Sachs
                                                      (120,171)
       60,754     Bank   of  Montreal                   Morgan    Stanley
                                                      (319,742)
       44,213     Bank   of  Nova   Scotia/The                 Morgan    Stanley
                                                       (98,923)
       79,566     Bank   of  Nova   Scotia/The                 Goldman    Sachs
                                                      (155,697)
           Barrick    Gold   Corp                 Goldman    Sachs                12,416
      (39,206)
           Barrick    Gold   Corp                 Morgan    Stanley
      (26,761)                                                 (5,401)
           Bausch    Health    Cos  Inc              Morgan    Stanley                 50,056
      (13,826)
      197,236     Baytex    Energy    Corp                Goldman    Sachs
                                                       (84,676)
       19,729     Baytex    Energy    Corp                Morgan    Stanley                 (5,065)
       87,820     BCE  Inc                     Morgan    Stanley
                                                       (41,219)
       55,217     BCE  Inc                     Goldman    Sachs
                                                       (10,690)
       73,691     Birchcliff      Energy    Ltd              Goldman    Sachs
                                                       (26,481)
      162,259     Birchcliff      Energy    Ltd              Morgan    Stanley
                                                       (65,755)
           BlackBerry      Ltd                  Goldman    Sachs                17,592
      (24,675)
           BlackBerry      Ltd                  Morgan    Stanley                 23,798
      (50,176)
           Boardwalk     Real   Estate    Investment      Trust
       24,212                            Goldman    Sachs                 5,601
           (Reit)
           Boardwalk     Real   Estate    Investment      Trust
       19,826                            Morgan    Stanley
                                                       (38,923)
           (Reit)
           Bombardier      Inc   ‘B’               Goldman    Sachs                  693
      (79,838)
                                  71/298



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                                                     （損）
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                                                    （米ドル）
           カナダ（続き）
           Bombardier      Inc   ‘B’               Morgan    Stanley                 17,132
      (201,332)
      240,475     Bonavista     Energy    Corp               Morgan    Stanley
                                                       (4,622)
           Boralex    Inc   ‘A’                 Goldman    Sachs
      (38,700)                                                 (2,008)
           Boralex    Inc   ‘A’                 Morgan    Stanley                 17,363
      (178,511)
       74,786     Brookfield      Asset   Management      Inc   ‘A’       Morgan    Stanley
                                                       (87,447)
       61,003     Brookfield      Asset   Management      Inc   ‘A’       Goldman    Sachs
                                                      (109,419)
       19,934     Brookfield      Business     Partners     LP         Goldman    Sachs
                                                       (22,462)
       29,825     Brookfield      Business     Partners     LP         Morgan    Stanley
                                                       (13,749)
       24,870     Brookfield      Infrastructure        Partners     LP      Morgan    Stanley
                                                       (10,828)
       55,217     Brookfield      Property     Partners     LP         Morgan    Stanley
                                                       (92,753)
       53,732     Brookfield      Renewable     Partners     LP        Morgan    Stanley
                                                       (29,214)
       15,580     BRP  Inc                     Goldman    Sachs
                                                       (4,761)
       22,708     BRP  Inc                     Morgan    Stanley                 4,503
       3,651    CAE  Inc                     Goldman    Sachs                  335
       45,097     CAE  Inc                     Morgan    Stanley
                                                       (26,303)
       41,674     Calfrac    Well   Services     Ltd            Goldman    Sachs                (20,522)
       34,495     Calfrac    Well   Services     Ltd            Morgan    Stanley
                                                       (10,783)
           Cameco    Corp                    Goldman    Sachs
      (34,120)                                                  (699)
           Cameco    Corp                    Morgan    Stanley                 10,382
      (72,261)
      187,436     Canaccord     Genuity    Group   Inc           Morgan    Stanley
                                                       (29,424)
      201,766     Canaccord     Genuity    Group   Inc           Goldman    Sachs
                                                       (41,526)
           Canacol    Energy    Ltd                Morgan    Stanley
      (15,786)                                                  (506)
           Canada    Goose   Holdings     Inc            Goldman    Sachs                29,971
       (2,084)
           Canada    Goose   Holdings     Inc            Morgan    Stanley                 59,123
       (4,098)
       53,491     Canadian     Apartment     Properties      REIT   (Reit)      Goldman    Sachs
                                                       (25,458)
      122,008     Canadian     Apartment     Properties      REIT   (Reit)      Morgan    Stanley
                                                      (128,615)
       24,040     Canadian     Imperial     Bank   of  Commerce          Goldman    Sachs
                                                      (162,510)
           Canadian     National     Railway    Co          Goldman    Sachs                38,653
       (9,145)
           Canadian     National     Railway    Co          Morgan    Stanley                183,868
      (39,322)
           Canadian     Natural    Resources     Ltd          Goldman    Sachs                44,221
      (63,915)
           Canadian     Natural    Resources     Ltd          Morgan    Stanley
      (15,553)                                                 (7,189)
       1,159    Canadian     Pacific    Railway    Ltd           Goldman    Sachs
                                                       (5,034)
       11,280     Canadian     Pacific    Railway    Ltd           Morgan    Stanley
                                                      (102,362)
           Canadian     Tire   Corp   Ltd   ‘A’           Morgan    Stanley                 85,980
      (18,142)
      (10,732)     Canadian     Tire   Corp   Ltd   ‘A’           Goldman    Sachs                46,279
           Canadian     Utilities     Ltd   ‘A’           Goldman    Sachs
      (16,291)                                                 (9,154)
           Canadian     Utilities     Ltd   ‘A’           Morgan    Stanley
      (101,380)                                                 (8,787)
           Canadian     Western    Bank               Morgan    Stanley                 38,830
      (52,534)
       28,718     Canfor    Corp                    Morgan    Stanley
                                                       (16,527)
           Canfor    Pulp   Products     Inc             Morgan    Stanley                 15,268
      (68,684)
           CannTrust     Holdings     Inc              Morgan    Stanley                 25,375
      (38,479)
           Canopy    Growth    Corp                Goldman    Sachs                 2,643
        (558)
           CanWel    Building     Materials     Group   Ltd       Morgan    Stanley                 1,099
      (12,176)
           CanWel    Building     Materials     Group   Ltd       Goldman    Sachs                 8,523
      (107,574)
       66,011     Capital    Power   Corp                Goldman    Sachs                11,929
                                  72/298



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                                                     （損）
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                                                    （米ドル）
           カナダ（続き）
      114,642     Capital    Power   Corp                Morgan    Stanley
                                                       (29,261)
           Cardinal     Energy    Ltd               Goldman    Sachs                 1,016
       (2,605)
           Cargojet     Inc                   Goldman    Sachs
       (1,034)                                                (4,169)
       14,456     Cargojet     Inc                   Morgan    Stanley
                                                       (30,159)
       3,429    Cargojet     Inc                   Goldman    Sachs                12,399
           Cascades     Inc                   Goldman    Sachs                 3,514
       (7,850)
           Cascades     Inc                   Morgan    Stanley                 14,069
      (24,800)
           CCL  Industries      Inc   ‘B’             Goldman    Sachs
      (26,541)                                                (20,355)
           CCL  Industries      Inc   ‘B’             Morgan    Stanley
      (28,500)                                                (17,569)
           Celestica     Inc                  Goldman    Sachs                80,099
      (109,910)
           Celestica     Inc                  Morgan    Stanley                 61,666
      (116,843)
           Cenovus    Energy    Inc                Goldman    Sachs                15,005
      (29,743)
           Cenovus    Energy    Inc                Morgan    Stanley                 29,385
      (98,300)
           Centerra     Gold   Inc                Goldman    Sachs                  222
       (8,464)
           Centerra     Gold   Inc                Morgan    Stanley
      (14,995)                                                  (672)
      (22,834)     Ceridian     HCM  Holding    Inc             Goldman    Sachs                 7,694
           Ceridian     HCM  Holding    Inc             Morgan    Stanley                  922
        (680)
      214,278     CES  Energy    Solutions     Corp             Morgan    Stanley
                                                       (12,017)
      154,293     CES  Energy    Solutions     Corp             Goldman    Sachs
                                                       (14,461)
       35,616     CGI  Inc                     Goldman    Sachs                43,533
       51,256     CGI  Inc                     Morgan    Stanley
                                                       (24,441)
       85,713     Chartwell     Retirement      Residences      (Unit)       Morgan    Stanley
                                                       (37,753)
           Chesswood     Group   Ltd               Morgan    Stanley                 18,481
      (62,159)
           Choice    Properties      Real   Estate    Investment
                                   Morgan    Stanley                 29,057
      (77,776)
           Trust   (Reit)
       61,243     CI  Financial     Corp                 Goldman    Sachs
                                                       (29,384)
       32,588     CI  Financial     Corp                 Morgan    Stanley
                                                       (5,094)
           Cineplex     Inc                   Goldman    Sachs                11,442
      (41,543)
           Cogeco    Communications        Inc            Goldman    Sachs                 6,739
      (12,129)
           Cogeco    Communications        Inc            Morgan    Stanley                 17,523
      (31,421)
       18,256     Cogeco    Inc                    Morgan    Stanley
                                                       (17,064)
           Colliers     International       Group   Inc         Goldman    Sachs                  510
       (1,499)
      (21,000)     Colliers     International       Group   Inc         Morgan    Stanley                 12,801
           Cominar    Real   Estate    Investment      Trust   (Reit)    Morgan    Stanley
      (91,570)                                                 (1,217)
           Cominar    Real   Estate    Investment      Trust   (Reit)    Goldman    Sachs
      (16,268)                                                 (1,624)
           Computer     Modelling     Group   Ltd           Goldman    Sachs
      (25,907)                                                (14,054)
           Computer     Modelling     Group   Ltd           Morgan    Stanley
      (66,723)                                                (25,767)
        118   Constellation       Software     Inc/Canada            Morgan    Stanley
                                                       (4,625)
       1,108    Constellation       Software     Inc/Canada            Goldman    Sachs
                                                       (12,022)
           Continental      Gold   Inc               Goldman    Sachs                  272
       (3,490)
      (92,563)     Continental      Gold   Inc               Morgan    Stanley                 (1,852)
       11,140     Corby   Spirit    and  Wine   Ltd            Morgan    Stanley
                                                       (2,536)
       43,512     Corus   Entertainment       Inc   ‘B’           Goldman    Sachs
                                                       (13,808)
       78,609     Corus   Entertainment       Inc   ‘B’           Morgan    Stanley
                                                       (20,924)
           Cott   Corp                     Goldman    Sachs                71,645
      (70,285)
           Cott   Corp                     Morgan    Stanley                 18,234
      (29,954)
                                  73/298



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                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           カナダ（続き）
      178,872     Crescent     Point   Energy    Corp            Morgan    Stanley
                                                       (69,127)
       42,890     Crescent     Point   Energy    Corp            Goldman    Sachs
                                                       (25,005)
      138,377     Crew   Energy    Inc                 Morgan    Stanley
                                                       (3,990)
      131,244     Crombie    Real   Estate    Investment      Trust   (Reit)    Goldman    Sachs
                                                       (29,210)
      119,456     Crombie    Real   Estate    Investment      Trust   (Reit)    Morgan    Stanley
                                                       (51,364)
           Crombie    Real   Estate    Investment      Trust   (Reit)    Goldman    Sachs                  430
       (1,027)
      148,551     CT  Real   Estate    Investment      Trust   (Reit)       Goldman    Sachs
                                                       (40,984)
      114,702     CT  Real   Estate    Investment      Trust   (Reit)       Morgan    Stanley
                                                       (47,500)
           Descartes     Systems    Group   Inc/The           Morgan    Stanley                 55,538
      (55,978)
           Descartes     Systems    Group   Inc/The           Goldman    Sachs
      (12,321)                                                  (756)
       28,694     Detour    Gold   Corp                 Goldman    Sachs                 2,269
       12,220     Detour    Gold   Corp                 Morgan    Stanley                 6,212
       13,530     DHX  Media   Ltd                  Goldman    Sachs                 2,000
       4,110    DHX  Media   Ltd                  Morgan    Stanley                  346
           DIRTT   Environmental       Solutions             Morgan    Stanley                 9,189
      (96,059)
      (12,578)     Dollarama     Inc                  Goldman    Sachs                (10,808)
           Dollarama     Inc                  Morgan    Stanley                 92,402
      (68,941)
       13,671     Domtar    Corp                    Goldman    Sachs
                                                       (47,305)
       12,018     Domtar    Corp                    Morgan    Stanley
                                                       (14,120)
       31,041     Dorel   Industries      Inc   ‘B’            Goldman    Sachs
                                                       (8,617)
       27,536     Dorel   Industries      Inc   ‘B’            Morgan    Stanley
                                                       (6,940)
           Dream   Global    Real   Estate    Investment      Trust
      150,103                             Morgan    Stanley
                                                       (65,868)
           (Reit)
           Dream   Global    Real   Estate    Investment      Trust
      105,575                             Goldman    Sachs
                                                       (58,855)
           (Reit)
           Dream   Industrial      Real   Estate    Investment
       48,713                            Goldman    Sachs
                                                       (4,247)
           Trust   (Reit)
           Dream   Industrial      Real   Estate    Investment
      252,244                             Morgan    Stanley
                                                       (83,506)
           Trust   (Reit)
           Dream   Office    Real   Estate    Investment      Trust
                                   Goldman    Sachs                 6,625
      (64,945)
           (Reit)
           Dream   Office    Real   Estate    Investment      Trust
                                   Morgan    Stanley                 19,692
      (65,696)
           (Reit)
       17,378     Dundee    Precious     Metals    Inc            Goldman    Sachs
                                                       (4,283)
       57,920     Dundee    Precious     Metals    Inc            Morgan    Stanley
                                                       (9,209)
           ECN  Capital    Corp                 Goldman    Sachs                56,996
      (251,803)
           Eldorado     Gold   Corp                Goldman    Sachs
       (5,177)                                                (1,494)
           Eldorado     Gold   Corp                Morgan    Stanley
      (27,952)                                                 (4,923)
           Element    Fleet   Management      Corp           Morgan    Stanley                 26,246
      (59,865)
           Emera   Inc                    Goldman    Sachs
      (56,042)                                                (11,984)
           Emera   Inc                    Morgan    Stanley                 17,224
      (52,586)
       7,068    Empire    Co  Ltd   ‘A’                Goldman    Sachs
                                                       (1,006)
       53,343     Empire    Co  Ltd   ‘A’                Morgan    Stanley
                                                       (21,493)
           Enbridge     Inc                   Goldman    Sachs                 6,295
       (7,830)
           Enbridge     Inc                   Morgan    Stanley                 35,231
      (41,441)
           Encana    Corp                    Morgan    Stanley                 70,027
      (61,956)
           Encana    Corp                    Goldman    Sachs                21,018
      (15,599)
           Endeavour     Mining    Corp               Goldman    Sachs
       (6,947)                                                (2,069)
                                  74/298



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                                                   未実現評価益／
                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           カナダ（続き）
           Endeavour     Mining    Corp               Morgan    Stanley
       (9,889)                                                (5,301)
           Endeavour     Silver    Corp               Goldman    Sachs                  542
       (5,883)
           Endeavour     Silver    Corp               Morgan    Stanley
      (20,561)                                                  (591)
       41,170     Enerflex     Ltd                   Goldman    Sachs
                                                       (32,054)
       78,265     Enerflex     Ltd                   Morgan    Stanley
                                                      (111,753)
           Energy    Fuels   Inc/Canada                 Morgan    Stanley                  522
       (4,091)
       85,832     Enerplus     Corp                   Goldman    Sachs
                                                      (107,530)
      135,835     Enerplus     Corp                   Morgan    Stanley
                                                       (98,300)
       19,192     Enghouse     Systems    Ltd               Goldman    Sachs                11,918
       40,634     Enghouse     Systems    Ltd               Morgan    Stanley
                                                       (34,445)
           Ensign    Energy    Services     Inc            Goldman    Sachs                35,217
      (89,385)
           Ensign    Energy    Services     Inc            Morgan    Stanley                 36,790
      (85,601)
           Equitable     Group   Inc               Goldman    Sachs                 8,358
       (1,972)
           Equitable     Group   Inc               Morgan    Stanley                 32,399
       (7,864)
       25,476     ERO  Copper    Corp                  Goldman    Sachs
                                                       (29,432)
       5,368    ERO  Copper    Corp                  Morgan    Stanley                 (2,623)
       67,346     Essential     Energy    Services     Ltd          Morgan    Stanley                  108
       4,493    Exchange     Income    Corp               Goldman    Sachs
                                                       (2,436)
       3,402    Exchange     Income    Corp               Morgan    Stanley
                                                       (1,074)
           Extendicare      Inc                 Morgan    Stanley                 22,229
      (125,232)
           Extendicare      Inc                 Goldman    Sachs
      (62,325)                                                 (4,065)
           Fairfax    Financial     Holdings     Ltd          Morgan    Stanley                 6,469
       (2,301)
      108,114     Fiera   Capital    Corp                Goldman    Sachs
                                                       (45,283)
      176,484     Fiera   Capital    Corp                Morgan    Stanley
                                                       (60,526)
       25,389     Finning    International       Inc            Goldman    Sachs
                                                       (31,437)
       21,639     Finning    International       Inc            Morgan    Stanley
                                                       (27,498)
           First   Capital    Realty    Inc             Goldman    Sachs                27,522
      (96,576)
           First   Capital    Realty    Inc             Morgan    Stanley                 98,841
      (216,714)
           First   Majestic     Silver    Corp            Goldman    Sachs                  725
      (26,674)
           First   Majestic     Silver    Corp            Morgan    Stanley
      (40,545)                                                (13,854)
       7,716    First   National     Financial     Corp           Morgan    Stanley
                                                        (577)
           First   Quantum    Minerals     Ltd            Morgan    Stanley
      (102,109)                                                 (2,285)
           First   Quantum    Minerals     Ltd            Goldman    Sachs                26,888
      (38,716)
       6,246    Firstservice       Corp                 Goldman    Sachs                24,226
       19,937     Firstservice       Corp                 Morgan    Stanley                 66,483
      120,349     Fortis    Inc/Canada                    Morgan    Stanley
                                                       (14,261)
       21,876     Fortis    Inc/Canada                    Goldman    Sachs                 3,624
       17,256     Fortuna    Silver    Mines   Inc             Goldman    Sachs
                                                       (3,004)
      161,095     Fortuna    Silver    Mines   Inc             Morgan    Stanley
                                                       (12,570)
       1,449    Franco-Nevada       Corp                Goldman    Sachs                 2,816
       11,862     Franco-Nevada       Corp                Morgan    Stanley                 31,318
       82,768     Freehold     Royalties     Ltd              Goldman    Sachs
                                                       (39,227)
       92,485     Freehold     Royalties     Ltd              Morgan    Stanley
                                                       (22,128)
        198   Frontera     Energy    Corp               Goldman    Sachs                   7
       12,354     Frontera     Energy    Corp               Morgan    Stanley
                                                       (8,807)
                                  75/298



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                                                ブラックロック・ジャパン株式会社(E09096)
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                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           カナダ（続き）
           Genworth     MI  Canada    Inc              Goldman    Sachs                 1,586
       (6,499)
           Genworth     MI  Canada    Inc              Morgan    Stanley                 21,457
      (29,377)
       58,237     George    Weston    Ltd                Morgan    Stanley
                                                      (150,374)
       25,479     George    Weston    Ltd                Goldman    Sachs
                                                       (26,730)
      128,481     Gibson    Energy    Inc                Goldman    Sachs
                                                       (78,431)
       95,886     Gibson    Energy    Inc                Morgan    Stanley
                                                      (117,044)
       27,546     Gildan    Activewear      Inc              Morgan    Stanley
                                                       (34,128)
           Golden    Star   Resources     Ltd            Morgan    Stanley                 15,058
      (47,781)
           Golden    Star   Resources     Ltd            Goldman    Sachs                 5,903
      (21,133)
       96,769     Gran   Tierra    Energy    Inc              Goldman    Sachs
                                                       (22,181)
      204,396     Gran   Tierra    Energy    Inc              Morgan    Stanley
                                                       (23,460)
           Granite    Real   Estate    Investment      Trust   (Reit)    Morgan    Stanley                 98,775
      (46,070)
           Granite    Real   Estate    Investment      Trust   (Reit)    Goldman    Sachs                34,043
      (31,739)
           Great   Canadian     Gaming    Corp            Morgan    Stanley                 21,391
      (22,240)
           Great   Canadian     Gaming    Corp            Goldman    Sachs                 1,467
       (5,127)
      (119,362)     Great-West      Lifeco    Inc              Morgan    Stanley                 76,941
           Great-West      Lifeco    Inc              Goldman    Sachs                48,632
      (87,447)
      146,250     H&R  Real   Estate    Investment      Trust   (Reit)       Morgan    Stanley
                                                       (80,167)
      224,386     H&R  Real   Estate    Investment      Trust   (Reit)       Goldman    Sachs
                                                      (127,235)
       48,788     High   Arctic    Energy    Services     Inc         Morgan    Stanley
                                                       (6,223)
           Home   Capital    Group   Inc              Goldman    Sachs
      (15,745)                                                (18,334)
           Home   Capital    Group   Inc              Morgan    Stanley                 12,746
      (21,712)
           Horizon    North   Logistics     Inc           Morgan    Stanley                 6,533
      (42,270)
           Hudbay    Minerals     Inc               Morgan    Stanley
       (2,498)                                                 (412)
           Hudbay    Minerals     Inc               Goldman    Sachs                24,090
      (124,228)
           Husky   Energy    Inc                 Goldman    Sachs                31,029
      (46,669)
           Husky   Energy    Inc                 Morgan    Stanley                 3,861
      (18,178)
           Hydro   One  Ltd   ‘144A’                Goldman    Sachs
      (34,245)                                                 (9,343)
           Hydro   One  Ltd   ‘144A’                Morgan    Stanley                 1,584
      (46,759)
           Ia  Financial     Corp   Inc              Goldman    Sachs
      (51,488)                                                (13,989)
           Ia  Financial     Corp   Inc              Morgan    Stanley                 62,106
      (31,599)
       94,204     IAMGOLD    Corp                   Goldman    Sachs                 4,958
       12,033     IAMGOLD    Corp                   Morgan    Stanley                   3
       4,730    iAnthus    Capital    Holdings     Inc           Morgan    Stanley
                                                       (1,083)
      (47,923)     IGM  Financial     Inc                Goldman    Sachs                37,601
           IGM  Financial     Inc                Morgan    Stanley                 68,580
      (96,804)
       55,741     Imperial     Oil  Ltd                 Goldman    Sachs
                                                       (74,656)
           Innergex     Renewable     Energy    Inc          Goldman    Sachs                  114
      (27,610)
           Innergex     Renewable     Energy    Inc          Morgan    Stanley                 20,257
      (211,207)
           Intact    Financial     Corp               Goldman    Sachs                  766
       (4,496)
           Intact    Financial     Corp               Morgan    Stanley                 41,285
      (22,698)
       22,024     Inter   Pipeline     Ltd                Morgan    Stanley
                                                       (7,468)
           Interfor     Corp                   Morgan    Stanley                 21,737
      (48,118)
           Interfor     Corp                   Goldman    Sachs                69,946
      (77,373)
           InterRent     Real   Estate    Investment      Trust
       29,157                            Goldman    Sachs                 1,478
           (Reit)
                                  76/298



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                                                    （米ドル）
           カナダ（続き）
           InterRent     Real   Estate    Investment      Trust
       57,974                            Morgan    Stanley
                                                       (4,165)
           (Reit)
           Intertape     Polymer    Group   Inc           Goldman    Sachs                  399
       (8,760)
           Intertape     Polymer    Group   Inc           Morgan    Stanley                 4,918
      (53,183)
       3,843    Ipl  Plastics     Inc                 Goldman    Sachs                 3,170
       6,109    Ipl  Plastics     Inc                 Morgan    Stanley
                                                       (1,746)
      217,324     Ivanhoe    Mines   Ltd   ‘A’              Goldman    Sachs
                                                       (17,617)
       89,763     Ivanhoe    Mines   Ltd   ‘A’              Morgan    Stanley
                                                       (1,299)
       14,892     Jamieson     Wellness     Inc              Goldman    Sachs
                                                       (2,559)
       30,739     Jamieson     Wellness     Inc              Morgan    Stanley
                                                       (13,792)
           Just   Energy    Group   Inc              Morgan    Stanley                  397
      (43,859)
           Just   Energy    Group   Inc              Goldman    Sachs                37,215
      (151,451)
      (13,141)     Kelt   Exploration      Ltd               Goldman    Sachs                10,415
           Kelt   Exploration      Ltd               Morgan    Stanley                 92,638
      (179,957)
           Keyera    Corp                    Morgan    Stanley                 58,832
      (44,822)
           Killam    Apartment     Real   Estate    Investment
      173,009                             Morgan    Stanley
                                                       (58,689)
           Trust   (Reit)
           Kinaxis    Inc                   Goldman    Sachs
       (8,598)                                                (18,432)
      (17,649)     Kinaxis    Inc                   Morgan    Stanley                 20,334
           Kinder    Morgan    Canada    Ltd             Goldman    Sachs                34,127
      (112,071)
           Kinder    Morgan    Canada    Ltd             Morgan    Stanley                 1,248
      (60,910)
       10,273     Kirkland     Lake   Gold   Ltd              Goldman    Sachs                 3,838
       3,310    Kirkland     Lake   Gold   Ltd              Morgan    Stanley                 1,226
       29,751     Knight    Therapeutics       Inc             Goldman    Sachs
                                                        (301)
       74,067     Knight    Therapeutics       Inc             Morgan    Stanley
                                                       (2,064)
           Labrador     Iron   Ore  Royalty    Corp          Morgan    Stanley                 1,293
       (3,337)
       18,378     Largo   Resources     Ltd               Morgan    Stanley
                                                       (1,708)
       22,734     Largo   Resources     Ltd               Goldman    Sachs
                                                       (1,681)
           Laurentian      Bank   of  Canada              Goldman    Sachs                11,244
      (32,628)
           Laurentian      Bank   of  Canada              Morgan    Stanley                 43,445
      (122,764)
           Linamar    Corp                   Morgan    Stanley                 38,295
      (41,605)
           Linamar    Corp                   Goldman    Sachs                10,121
       (6,689)
       1,978    Lithium    Americas     Corp               Goldman    Sachs                  806
       1,425    Lithium    Americas     Corp               Morgan    Stanley
                                                        (242)
           Loblaw    Cos  Ltd                  Goldman    Sachs                 9,981
      (66,333)
           Loblaw    Cos  Ltd                  Morgan    Stanley                 25,323
      (27,276)
           Lucara    Diamond    Corp                Goldman    Sachs                 8,471
      (603,638)
      (142,268)     Lucara    Diamond    Corp                Morgan    Stanley                 (4,912)
       34,170     Lundin    Mining    Corp                Goldman    Sachs
                                                       (14,734)
      131,452     Lundin    Mining    Corp                Morgan    Stanley
                                                       (25,152)
           MAG  Silver    Corp                  Goldman    Sachs
      (13,819)                                                 (3,708)
           MAG  Silver    Corp                  Morgan    Stanley
      (45,928)                                                (23,554)
       9,987    Magna   International       Inc             Morgan    Stanley
                                                       (13,428)
      226,379     Manulife     Financial     Corp              Morgan    Stanley
                                                      (187,501)
      147,259     Manulife     Financial     Corp              Goldman    Sachs
                                                       (96,668)
       4,391    Maple   Leaf   Foods   Inc               Goldman    Sachs
                                                       (5,681)
                                  77/298



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                                                     （損）
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                                                    （米ドル）
           カナダ（続き）
       65,791     Maple   Leaf   Foods   Inc               Morgan    Stanley
                                                       (99,967)
       1,525    Martinrea     International       Inc           Goldman    Sachs
                                                        (797)
       35,647     Martinrea     International       Inc           Morgan    Stanley
                                                       (16,711)
           Maxar   Technologies       Inc              Goldman    Sachs                14,296
      (20,135)
           Maxar   Technologies       Inc              Morgan    Stanley                 1,269
       (2,323)
       19,197     McCoy   Global    Inc                 Morgan    Stanley
                                                         (14)
       11,676     Medical    Facilities      Corp              Goldman    Sachs
                                                       (7,567)
       10,705     Medical    Facilities      Corp              Morgan    Stanley
                                                       (3,599)
           MEG  Energy    Corp                  Goldman    Sachs                124,194
      (143,019)
           MEG  Energy    Corp                  Morgan    Stanley                 20,629
      (39,598)
       22,297     Methanex     Corp                   Goldman    Sachs
                                                      (118,706)
       19,830     Methanex     Corp                   Morgan    Stanley
                                                       (55,935)
           Metro   Inc/CN                    Goldman    Sachs
      (24,300)                                                 (5,136)
           Metro   Inc/CN                    Morgan    Stanley                 40,512
      (71,759)
           Morguard     Real   Estate    Investment      Trust   (Reit)    Morgan    Stanley                  251
        (890)
       48,996     Morneau    Shepell    Inc               Morgan    Stanley                 1,675
       6,262    Morneau    Shepell    Inc               Goldman    Sachs                 2,721
           MTY  Food   Group   Inc                Goldman    Sachs
       (6,386)                                                (18,651)
           MTY  Food   Group   Inc                Morgan    Stanley
      (12,881)                                                (16,016)
           Mullen    Group   Ltd                 Goldman    Sachs                16,441
      (35,895)
           Mullen    Group   Ltd                 Morgan    Stanley                 39,217
      (82,592)
           National     Bank   of  Canada               Goldman    Sachs                48,246
      (22,040)
           National     Bank   of  Canada               Morgan    Stanley                164,449
      (83,286)
       4,401    Newmont    Goldcorp     Corp               Goldman    Sachs                 7,681
       17,810     Newmont    Goldcorp     Corp               Morgan    Stanley                 19,243
           Nexa   Resources     SA                Goldman    Sachs                 1,050
      (32,365)
           Nexa   Resources     SA                Morgan    Stanley                 13,064
      (36,689)
      280,950     NexGen    Energy    Ltd                Goldman    Sachs                14,356
      180,520     NexGen    Energy    Ltd                Morgan    Stanley                 3,042
       3,820    NFI  Group   Inc                  Goldman    Sachs                 5,376
       5,994    NFI  Group   Inc                  Morgan    Stanley                 6,374
       23,075     Norbord    Inc                   Morgan    Stanley
                                                       (38,427)
       20,317     Norbord    Inc                   Goldman    Sachs
                                                       (61,736)
       2,221    North   American     Construction       Group   Ltd      Goldman    Sachs
                                                       (2,504)
       30,228     North   American     Construction       Group   Ltd      Morgan    Stanley                (19,474)
           North   West   Co  Inc/The                Morgan    Stanley                 20,807
      (66,860)
           North   West   Co  Inc/The                Goldman    Sachs
       (4,371)                                                (1,127)
      109,624     Northland     Power   Inc               Morgan    Stanley
                                                       (40,373)
       32,969     Northland     Power   Inc               Goldman    Sachs
                                                       (8,209)
           Northview     Apartment     Real   Estate    Investment
                                   Goldman    Sachs                12,752
      (18,089)
           Trust   (Reit)
           Northview     Apartment     Real   Estate    Investment
                                   Morgan    Stanley                 43,378
      (68,054)
           Trust   (Reit)
           NorthWest     Healthcare      Properties      Real   Estate
       80,710                            Goldman    Sachs                 2,715
           Investment      Trust   (Reit)
                                  78/298




                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
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                                                   未実現評価益／
                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           カナダ（続き）
           NorthWest     Healthcare      Properties      Real   Estate
      119,326                             Morgan    Stanley
                                                       (17,111)
           Investment      Trust   (Reit)
           Novagold     Resources     Inc              Goldman    Sachs
      (77,314)                                                 (1,657)
           Novagold     Resources     Inc              Morgan    Stanley
      (59,746)                                                 (8,994)
           Nutrien    Ltd                   Goldman    Sachs                38,369
      (20,934)
           Nutrien    Ltd                   Morgan    Stanley
      (21,041)                                                  (755)
       42,182     NuVista    Energy    Ltd                Morgan    Stanley
                                                       (15,609)
       12,882     OceanaGold      Corp                  Goldman    Sachs
                                                       (1,694)
       52,939     OceanaGold      Corp                  Morgan    Stanley                 4,787
           Onex   Corp                     Morgan    Stanley                 17,638
      (12,028)
           Onex   Corp                     Goldman    Sachs                89,405
      (26,790)
       53,694     Open   Text   Corp                  Goldman    Sachs
                                                       (13,702)
       24,847     Open   Text   Corp                  Morgan    Stanley
                                                       (34,344)
       (9,181)    Osisko    Gold   Royalties     Ltd            Goldman    Sachs                (2,173)
      (48,291)     Osisko    Gold   Royalties     Ltd            Morgan    Stanley                (21,811)
       24,493     Osisko    Mining    Inc                Goldman    Sachs                 6,210
       16,375     Osisko    Mining    Inc                Morgan    Stanley                 5,016
       13,131     Pan  American     Silver    Corp             Goldman    Sachs
                                                       (6,381)
       4,917    Pan  American     Silver    Corp             Morgan    Stanley                 1,250
       2,442    Paramount     Resources     Ltd   ‘A’           Goldman    Sachs
                                                       (3,075)
       4,351    Paramount     Resources     Ltd   ‘A’           Morgan    Stanley
                                                       (4,340)
           Parex   Resources     Inc               Goldman    Sachs                69,258
      (46,391)
           Parex   Resources     Inc               Morgan    Stanley                 18,697
      (19,858)
           Park   Lawn   Corp                  Morgan    Stanley
      (17,388)                                                (12,375)
           Park   Lawn   Corp                  Goldman    Sachs
      (14,851)                                                (22,832)
           Parkland     Fuel   Corp                Goldman    Sachs
      (18,245)                                                 (9,931)
      135,572     Pason   Systems    Inc                Morgan    Stanley
                                                       (86,052)
       29,042     Pason   Systems    Inc                Goldman    Sachs
                                                       (19,017)
           Pattern    Energy    Group   Inc   ‘A’          Goldman    Sachs                  455
       (1,148)
           Pattern    Energy    Group   Inc   ‘A’          Morgan    Stanley                 74,566
      (86,497)
           Pembina    Pipeline     Corp               Morgan    Stanley                 55,091
      (44,250)
           Peyto   Exploration      & Development      Corp       Morgan    Stanley                 12,708
      (37,567)
      (69,678)     Peyto   Exploration      & Development      Corp       Goldman    Sachs                47,564
           Poseidon     Concepts     Corp              Morgan    Stanley                   47
      (26,058)
           Power   Corp   of  Canada                Morgan    Stanley                103,814
      (146,442)
           Power   Corp   of  Canada                Goldman    Sachs                17,468
      (80,587)
      154,394     Power   Financial     Corp               Goldman    Sachs
                                                       (54,425)
      129,081     Power   Financial     Corp               Morgan    Stanley
                                                       (95,201)
           PrairieSky      Royalty    Ltd              Goldman    Sachs                36,658
      (44,198)
           PrairieSky      Royalty    Ltd              Morgan    Stanley                 62,999
      (153,664)
       13,453     Premier    Gold   Mines   Ltd              Goldman    Sachs                 (360)
       44,255     Premier    Gold   Mines   Ltd              Morgan    Stanley                 1,587
           Premium    Brands    Holdings     Corp           Goldman    Sachs
       (2,992)                                                (8,657)
           Premium    Brands    Holdings     Corp           Morgan    Stanley                 93,476
      (23,313)
       6,340    Pretium    Resources     Inc              Goldman    Sachs                 1,342
       11,255     Pretium    Resources     Inc              Morgan    Stanley                 4,022
                                  79/298



                                                           EDINET提出書類
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                                                   未実現評価益／
                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           カナダ（続き）
       14,171     Quebecor     Inc   ‘B’                Goldman    Sachs
                                                        (976)
       97,866     Quebecor     Inc   ‘B’                Morgan    Stanley
                                                       (38,993)
           Recipe    Unlimited     Corp               Goldman    Sachs
       (1,601)                                                 (313)
           Recipe    Unlimited     Corp               Morgan    Stanley                 1,668
       (7,151)
       17,767     Resolute     Forest    Products     Inc           Goldman    Sachs
                                                       (7,670)
       23,320     Resolute     Forest    Products     Inc           Morgan    Stanley
                                                       (5,362)
       45,256     Restaurant      Brands    International       Inc       Goldman    Sachs
                                                       (77,665)
       21,240     Restaurant      Brands    International       Inc       Morgan    Stanley
                                                       (78,322)
           Richelieu     Hardware     Ltd              Goldman    Sachs
      (54,631)                                                (29,474)
           Richelieu     Hardware     Ltd              Morgan    Stanley                 2,253
      (21,282)
           RioCan    Real   Estate    Investment      Trust   (Reit)     Goldman    Sachs                12,080
      (46,108)
           RioCan    Real   Estate    Investment      Trust   (Reit)     Morgan    Stanley                 99,671
      (190,663)
           Ritchie    Bros   Auctioneers      Inc           Morgan    Stanley                 35,455
      (42,451)
           Ritchie    Bros   Auctioneers      Inc           Goldman    Sachs                 3,931
      (24,487)
       41,641     Rogers    Communications        Inc   ‘B’          Morgan    Stanley                 2,794
       59,907     Rogers    Communications        Inc   ‘B’          Goldman    Sachs                104,946
           Rogers    Sugar   Inc                 Morgan    Stanley                 19,647
      (214,674)
           Rogers    Sugar   Inc                 Goldman    Sachs                  953
      (50,542)
           Roots   Corp                    Goldman    Sachs                12,402
      (32,682)
           Roots   Corp                    Morgan    Stanley                 3,753
      (10,672)
           Royal   Bank   of  Canada                Morgan    Stanley                172,769
      (52,802)
           Royal   Bank   of  Canada                Goldman    Sachs                26,038
      (10,644)
           Russel    Metals    Inc                Goldman    Sachs                88,246
      (75,954)
           Russel    Metals    Inc                Morgan    Stanley                 7,988
       (4,390)
       48,856     Sandstorm     Gold   Ltd                Morgan    Stanley                 10,033
       21,177     Sandstorm     Gold   Ltd                Goldman    Sachs                 2,962
           Saputo    Inc                    Goldman    Sachs                 3,153
       (6,428)
           Saputo    Inc                    Morgan    Stanley                 52,890
      (69,110)
           Savaria    Corp                   Morgan    Stanley                 34,992
      (63,369)
           Savaria    Corp                   Goldman    Sachs                 3,100
      (38,499)
       12,100     Sears   Canada    Inc                 Morgan    Stanley
                                                       (5,566)
      195,114     Secure    Energy    Services     Inc            Goldman    Sachs
                                                       (79,576)
      215,037     Secure    Energy    Services     Inc            Morgan    Stanley
                                                       (63,714)
           SEMAFO    Inc                    Morgan    Stanley
      (39,293)                                                 (8,574)
       75,047     Seven   Generations      Energy    Ltd   ‘A’        Morgan    Stanley                (44,060)
       26,026     Seven   Generations      Energy    Ltd   ‘A’        Goldman    Sachs
                                                       (29,865)
           Shaw   Communications        Inc   ‘B’           Goldman    Sachs
      (66,644)                                                (29,210)
           Shaw   Communications        Inc   ‘B’           Morgan    Stanley                 5,076
      (87,490)
           ShawCor    Ltd                   Morgan    Stanley                 58,725
      (68,432)
           ShawCor    Ltd                   Goldman    Sachs                47,299
      (39,736)
           Shopify    Inc   ‘A’                 Goldman    Sachs
        (449)                                               (4,843)
           Shopify    Inc   ‘A’                 Morgan    Stanley                 12,972
       (3,469)
       15,397     Sienna    Senior    Living    Inc             Goldman    Sachs
                                                       (2,173)
       28,490     Sienna    Senior    Living    Inc             Morgan    Stanley
                                                       (7,004)
           Sierra    Wireless     Inc               Goldman    Sachs                39,759
      (38,156)
                                  80/298



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                                                     （損）
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                                                    （米ドル）
           カナダ（続き）
           Sierra    Wireless     Inc               Morgan    Stanley                 38,922
      (49,966)
       19,000     Silvercorp      Metals    Inc              Goldman    Sachs
                                                        (946)
      168,789     Silvercorp      Metals    Inc              Morgan    Stanley                 10,544
           Slate   Office    (Reit)                 Goldman    Sachs                 8,075
      (58,699)
           Slate   Office    (Reit)                 Morgan    Stanley                 13,091
      (95,343)
       49,531     Slate   Retail    (Reit)                 Morgan    Stanley
                                                       (9,312)
       39,811     Sleep   Country    Canada    Holdings     Inc   ‘144A’      Morgan    Stanley
                                                       (41,129)
           SmartCentres       Real   Estate    Investment      Trust
                                   Goldman    Sachs                41,261
      (44,042)
           (Reit)
           SmartCentres       Real   Estate    Investment      Trust
                                   Morgan    Stanley                103,723
      (80,683)
           (Reit)
           SNC-Lavalin      Group   Inc              Morgan    Stanley                315,212
      (135,208)
           SNC-Lavalin      Group   Inc              Goldman    Sachs                175,563
      (98,992)
       4,626    Spin   Master    Corp   ‘144A’              Goldman    Sachs
                                                       (5,497)
      320,407     Sprott    Inc                    Goldman    Sachs
                                                       (6,582)
      186,426     Sprott    Inc                    Morgan    Stanley                 (1,438)
      (31,193)     SSR  Mining    Inc                  Morgan    Stanley                (25,599)
           SSR  Mining    Inc                  Goldman    Sachs
       (1,997)                                                 (765)
           Stantec    Inc                   Morgan    Stanley                111,167
      (74,885)
           Stars   Group   Inc/The                 Goldman    Sachs                107,357
      (58,958)
           Stars   Group   Inc/The                 Morgan    Stanley                 21,572
      (17,465)
           Stelco    Holdings     Inc               Morgan    Stanley                 21,232
      (11,075)
       23,266     Stella-Jones       Inc                 Goldman    Sachs
                                                       (7,966)
       51,596     Stella-Jones       Inc                 Morgan    Stanley
                                                       (39,102)
       11,294     STEP   Energy    Services     Ltd   ‘144A’          Goldman    Sachs
                                                       (2,613)
       26,849     STEP   Energy    Services     Ltd   ‘144A’          Morgan    Stanley
                                                       (6,154)
       23,645     Summit    Industrial      Income    (Reit)           Goldman    Sachs
                                                       (1,514)
       64,248     Summit    Industrial      Income    (Reit)           Morgan    Stanley
                                                       (8,017)
       11,483     Sun  Life   Financial     Inc              Goldman    Sachs
                                                       (9,826)
       49,089     Sun  Life   Financial     Inc              Morgan    Stanley
                                                       (60,005)
           Suncor    Energy    Inc                Goldman    Sachs                71,003
      (43,304)
           SunOpta    Inc                   Morgan    Stanley                 34,451
      (85,992)
           SunOpta    Inc                   Goldman    Sachs                16,305
      (33,203)
       84,804     Superior     Plus   Corp                Goldman    Sachs
                                                       (13,405)
       47,089     Superior     Plus   Corp                Morgan    Stanley                (10,099)
       66,307     Tamarack     Valley    Energy    Ltd            Goldman    Sachs
                                                       (13,929)
       86,257     Tamarack     Valley    Energy    Ltd            Morgan    Stanley
                                                       (16,044)
           TC  Energy    Corp                  Goldman    Sachs
      (27,109)                                                 (6,029)
           TC  Energy    Corp                  Morgan    Stanley                 63,757
      (64,061)
           Teck   Resources     Ltd   ‘B’             Morgan    Stanley
       (3,155)                                                 (181)
           Teck   Resources     Ltd   ‘B’             Goldman    Sachs                66,225
      (73,866)
           TELUS   Corp                    Morgan    Stanley                  106
        (600)
           TELUS   Corp                    Goldman    Sachs
      (129,406)                                                  (493)
       59,082     Teranga    Gold   Corp                 Morgan    Stanley
                                                       (5,682)
       29,374     Teranga    Gold   Corp                 Goldman    Sachs
                                                       (3,030)
       21,035     Tervita    Corp                   Morgan    Stanley                 1,123
                                  81/298



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                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           カナダ（続き）
       21,936     TFI  International       Inc              Goldman    Sachs
                                                       (53,619)
       95,747     TFI  International       Inc              Morgan    Stanley
                                                      (237,512)
           The  Green   Organic    Dutchman     Hol          Goldman    Sachs
      (45,891)                                                (20,351)
           Thomson    Reuters    Corp               Morgan    Stanley                104,702
      (60,152)
           Thomson    Reuters    Corp               Goldman    Sachs                19,583
      (15,787)
      147,038     Timbercreek      Financial     Corp            Morgan    Stanley
                                                       (27,810)
       11,079     Timbercreek      Financial     Corp            Goldman    Sachs
                                                        (858)
           TMX  Group   Ltd                  Goldman    Sachs                72,300
      (23,567)
           TMX  Group   Ltd                  Morgan    Stanley                 31,273
      (19,547)
       52,209     TORC   Oil  & Gas  Ltd                Goldman    Sachs
                                                       (20,345)
      243,277     TORC   Oil  & Gas  Ltd                Morgan    Stanley
                                                       (44,876)
       6,571    Torex   Gold   Resources     Inc             Goldman    Sachs
                                                       (1,170)
       12,508     Torex   Gold   Resources     Inc             Morgan    Stanley
                                                        (567)
       4,095    Toromont     Industries      Ltd             Goldman    Sachs
                                                       (4,272)
       22,611     Toromont     Industries      Ltd             Morgan    Stanley
                                                       (31,372)
      (24,400)     Toronto-Dominion         Bank/The               Goldman    Sachs                 3,549
           Toronto-Dominion         Bank/The               Morgan    Stanley                 5,201
      (24,100)
       48,307     Tourmaline      Oil  Corp                Goldman    Sachs
                                                       (61,654)
       46,538     Tourmaline      Oil  Corp                Morgan    Stanley
                                                       (50,618)
           TransAlta     Corp                  Goldman    Sachs                 6,565
      (40,925)
           TransAlta     Corp                  Morgan    Stanley                 25,318
      (177,839)
      131,556     TransAlta     Renewables      Inc             Morgan    Stanley
                                                       (30,522)
      101,292     TransAlta     Renewables      Inc             Goldman    Sachs
                                                       (29,483)
           Transcontinental         Inc   ‘A’            Goldman    Sachs                19,294
      (32,004)
           Transcontinental         Inc   ‘A’            Morgan    Stanley                 33,874
      (83,641)
      238,872     Trican    Well   Service    Ltd             Morgan    Stanley
                                                       (10,033)
      155,523     Tricon    Capital    Group   Inc             Goldman    Sachs
                                                       (29,847)
       89,363     Tricon    Capital    Group   Inc             Morgan    Stanley
                                                       (10,874)
           Tucows    Inc   ‘A’                 Goldman    Sachs                10,499
       (2,566)
           Tucows    Inc   ‘A’                 Morgan    Stanley                 4,878
       (6,478)
           Turquoise     Hill   Resources     Ltd           Morgan    Stanley                 9,699
      (175,796)
           Turquoise     Hill   Resources     Ltd           Goldman    Sachs                 8,769
      (69,773)
           Uni-Select      Inc                  Goldman    Sachs                43,077
      (60,349)
           Uni-Select      Inc                  Morgan    Stanley                 22,564
      (39,736)
      (104,013)     Uranium    Participation       Corp            Morgan    Stanley                 6,111
           Valeura    Energy    Inc                Goldman    Sachs                10,448
      (55,583)
           Valeura    Energy    Inc                Morgan    Stanley                 5,206
      (36,766)
           Vermilion     Energy    Inc               Goldman    Sachs                92,970
      (40,839)
           Vermilion     Energy    Inc               Morgan    Stanley                 15,267
      (15,330)
       4,499    Village    Farms   International       Inc         Goldman    Sachs
                                                       (4,136)
       14,610     Waste   Connections      Inc              Goldman    Sachs
                                                       (9,199)
       24,163     Waste   Connections      Inc              Morgan    Stanley
                                                       (43,036)
       6,759    Wesdome    Gold   Mines   Ltd              Goldman    Sachs                  364
       49,091     Wesdome    Gold   Mines   Ltd              Morgan    Stanley                 9,063
           West   Fraser    Timber    Co  Ltd            Goldman    Sachs                  167
         (34)
                                  82/298



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                                                     （損）
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                                                    （米ドル）
           カナダ（続き）
           West   Fraser    Timber    Co  Ltd            Morgan    Stanley                 75,465
      (30,451)
       23,857     Western    Forest    Products     Inc           Goldman    Sachs
                                                       (3,175)
      245,513     Western    Forest    Products     Inc           Morgan    Stanley
                                                       (22,685)
           Westport     Fuel   Systems    Inc            Goldman    Sachs
        (400)                                                (103)
           Westport     Fuel   Systems    Inc            Morgan    Stanley
      (31,020)                                                (12,149)
           Westshore     Terminals     Investment      Corp        Goldman    Sachs
      (12,614)                                                  (933)
           Westshore     Terminals     Investment      Corp        Morgan    Stanley                 29,771
      (65,235)
           Wheaton    Precious     Metals    Corp           Goldman    Sachs
      (34,733)                                                (54,681)
           Wheaton    Precious     Metals    Corp           Morgan    Stanley
      (18,129)                                                (36,423)
      261,797     Whitecap     Resources     Inc              Morgan    Stanley
                                                       (84,125)
      344,879     Whitecap     Resources     Inc              Goldman    Sachs
                                                      (147,730)
           Winpak    Ltd                    Morgan    Stanley
      (13,144)                                                 (4,356)
           WPT  Industrial      Real   Estate    Investment      Trust
       32,144                            Morgan    Stanley                 2,572
           (Reit)
       28,130     WSP  Global    Inc                  Morgan    Stanley
                                                       (80,246)
       24,974     WSP  Global    Inc                  Goldman    Sachs
                                                       (49,408)
       31,731     Yamana    Gold   Inc                 Goldman    Sachs
                                                       (3,662)
       81,103     Yamana    Gold   Inc                 Morgan    Stanley                 3,416
       16,142     Yangarra     Resources     Ltd              Goldman    Sachs
                                                       (5,800)
       21,273     Yangarra     Resources     Ltd              Morgan    Stanley
                                                       (4,610)
       5,181    Zymeworks     Inc                  Goldman    Sachs                  480
                                                       14,527
       17,942     Zymeworks     Inc                  Morgan    Stanley
                                                      (720,045)
           チリ
     3,983,642      AES  Gener   SA                  Morgan    Stanley
                                                       (34,196)
      419,025     Aguas   Andinas    SA  ‘A’              Morgan    Stanley
                                                       (1,250)
     6,805,911      Banco   de  Chile                   Morgan    Stanley
                                                       (8,766)
       47,828     CAP  SA                     Morgan    Stanley
                                                       (24,281)
      133,122     Cia  Cervecerias      Unidas    SA            Morgan    Stanley
                                                       (20,121)
     2,948,863      Colbun    SA                    Morgan    Stanley
                                                       (3,795)
      164,218     Embotelladora       Andina    SA  (Pref)    ‘B’       Morgan    Stanley
                                                       (15,987)
      687,446     Empresas     CMPC   SA                Morgan    Stanley
                                                      (104,154)
      176,170     Inversiones      Aguas   Metropolitanas        SA       Morgan    Stanley
                                                       (15,137)
       83,665     Inversiones      La  Construccion       SA         Morgan    Stanley
                                                       (53,697)
       18,498     Latam   Airlines     Group   SA             Morgan    Stanley                 1,542
      972,860     Parque    Arauco    SA                Morgan    Stanley
                                                       (63,759)
     2,335,816      Ripley    Corp   SA                 Morgan    Stanley
                                                      (143,484)
      253,412     Salfacorp     SA                  Morgan    Stanley
                                                       (17,789)
      123,558     SM  Chile   SA  ‘B’                 Morgan    Stanley
                                                        (156)
     1,096,146      SONDA   SA                    Morgan    Stanley
                                                       (50,394)
                                                      (555,424)
           コロンビア
       25,775     Almacenes     Exito   SA               Morgan    Stanley
                                                       (3,487)
      499,610     Avianca    Holdings     SA  (Pref)             Morgan    Stanley                 52,520
     3,899,763      Ecopetrol     SA                  Morgan    Stanley                (347,352)
                                                      (298,319)
                                  83/298



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
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                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           メキシコ
     1,798,175      Alfa   SAB  de  CV  ‘A’               Goldman    Sachs
                                                      (119,386)
     4,524,664      Alfa   SAB  de  CV  ‘A’               Morgan    Stanley
                                                      (179,326)
     1,151,133      Alpek   SAB  de  CV                 Morgan    Stanley
                                                      (118,113)
      814,741     Alpek   SAB  de  CV                 Goldman    Sachs
                                                       (62,332)
           Alsea   SAB  de  CV                 Morgan    Stanley                 39,894
      (182,700)
           Alsea   SAB  de  CV                 Goldman    Sachs                21,534
      (83,400)
     1,580,760      America    Movil   SAB  de  CV             Goldman    Sachs
                                                       (5,299)
     1,133,439      America    Movil   SAB  de  CV             Morgan    Stanley
                                                       (19,182)
           Arca   Continental      SAB  de  CV           Morgan    Stanley                177,583
      (752,362)
           Arca   Continental      SAB  de  CV           Goldman    Sachs                  313
        (955)
           Axtel   SAB  de  CV  (Unit)               Morgan    Stanley                 23,853
     (3,109,054)
           Banco   del  Bajio   SA  ‘144A’             Goldman    Sachs                 2,656
      (19,814)
           Banco   del  Bajio   SA  ‘144A’             Morgan    Stanley                 88,010
      (702,574)
           Banco   Santander     Mexico    SA  Institucion      de
      757,575                             Goldman    Sachs
                                                       (54,198)
           Banca   Multiple     Grupo   Financiero      Santand
           Banco   Santander     Mexico    SA  Institucion      de
      263,000                             Morgan    Stanley
                                                       (14,162)
           Banca   Multiple     Grupo   Financiero      Santand
           Becle   SAB  de  CV                 Morgan    Stanley                727,316
     (4,545,922)
           Bolsa   Mexicana     de  Valores    SAB  de  CV       Goldman    Sachs                11,512
      (459,842)
           Bolsa   Mexicana     de  Valores    SAB  de  CV       Morgan    Stanley                  131
      (22,907)
     1,822,947      Cemex   SAB  de  CV  (Unit)               Goldman    Sachs
                                                       (58,650)
       99,900     Cemex   SAB  de  CV  (Unit)               Morgan    Stanley
                                                       (2,812)
       10,300     Coca-Cola     Femsa   SAB  de  CV  (Unit)          Goldman    Sachs
                                                       (1,502)
       28,300     Coca-Cola     Femsa   SAB  de  CV  (Unit)          Morgan    Stanley
                                                       (8,379)
      534,964     Concentradora       Fibra   Danhos    SA  de  CV  (Reit)     Goldman    Sachs
                                                       (32,347)
      449,588     Concentradora       Fibra   Danhos    SA  de  CV  (Reit)     Morgan    Stanley
                                                       (42,851)
           Concentradora       Fibra   Hotelera     Mexicana     SA  de
                                   Goldman    Sachs                 4,938
      (279,937)
           CV  (Reit)    ‘144A’
           Concentradora       Fibra   Hotelera     Mexicana     SA  de
                                   Morgan    Stanley
      (340,449)                                                 (6,391)
           CV  (Reit)    ‘144A’
           Concentradora       Hipotecaria      SAPI   de  CV  (Reit)    Morgan    Stanley                 5,781
      (331,879)
     1,010,284      Consorcio     ARA  SAB  de  CV             Goldman    Sachs
                                                       (23,768)
      969,388     Consorcio     ARA  SAB  de  CV             Morgan    Stanley
                                                       (21,326)
           Controladora       Vuela   Cia  de  Aviacion     SAB  de
                                   Goldman    Sachs                11,800
      (169,600)
           CV  ‘A’
           Controladora       Vuela   Cia  de  Aviacion     SAB  de
                                   Morgan    Stanley                 43,089
      (653,900)
           CV  ‘A’
       43,500     Corp   Inmobiliaria       Vesta   SAB  de  CV        Goldman    Sachs
                                                       (4,256)
      147,600     Corp   Inmobiliaria       Vesta   SAB  de  CV        Morgan    Stanley
                                                       (10,943)
      242,400     Credito    Real   SAB  de  CV  SOFOM   ER         Goldman    Sachs                 4,366
      490,960     Credito    Real   SAB  de  CV  SOFOM   ER         Morgan    Stanley
                                                       (12,779)
      103,500     Fibra   Uno  Administracion        SA  de  CV  (Reit)      Goldman    Sachs
                                                       (3,296)
      553,000     Fibra   Uno  Administracion        SA  de  CV  (Reit)      Morgan    Stanley
                                                       (16,260)
       71,257     Fomento    Economico     Mexicano     SAB  de  CV  (Unit)    Goldman    Sachs
                                                       (43,132)
       71,100     Fomento    Economico     Mexicano     SAB  de  CV  (Unit)    Morgan    Stanley
                                                       (46,372)
           Genomma    Lab  Internacional       SAB  de  CV  ‘B’    Goldman    Sachs                 3,269
      (328,662)
           Genomma    Lab  Internacional       SAB  de  CV  ‘B’    Morgan    Stanley                 23,938
      (595,899)
           Gentera    SAB  de  CV                Goldman    Sachs
      (17,402)                                                 (1,139)
                                  84/298



                                                           EDINET提出書類
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                                                   未実現評価益／
                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           メキシコ（続き）
           Gentera    SAB  de  CV                Morgan    Stanley
     (1,046,120)                                                  (27,733)
           GMexico    Transportes      SAB  de  CV  ‘144A’        Goldman    Sachs                13,928
      (542,620)
           GMexico    Transportes      SAB  de  CV  ‘144A’        Morgan    Stanley                129,765
     (1,123,591)
       46,827     Gruma   SAB  de  CV  ‘B’               Morgan    Stanley
                                                       (25,225)
      174,947     Grupo   Aeromexico      SAB  de  CV           Morgan    Stanley
                                                       (15,601)
      150,547     Grupo   Aeromexico      SAB  de  CV           Goldman    Sachs
                                                       (12,770)
           Grupo   Aeroportuario       del  Centro    Norte   SAB  de
      153,215                             Morgan    Stanley
                                                       (26,214)
           CV
           Grupo   Aeroportuario       del  Centro    Norte   SAB  de
      150,927                             Goldman    Sachs                 8,147
           CV
           Grupo   Aeroportuario       del  Pacifico     SAB  de  CV
      160,434                             Morgan    Stanley
                                                       (79,978)
            ‘B’
           Grupo   Aeroportuario       del  Pacifico     SAB  de  CV
       29,533                            Goldman    Sachs
                                                       (4,950)
            ‘B’
           Grupo   Aeroportuario       del  Sureste    SAB  de  CV  ‘
                                   Goldman    Sachs                 1,410
       (2,255)
           B’
           Grupo   Aeroportuario       del  Sureste    SAB  de  CV  ‘
                                   Morgan    Stanley                 25,876
      (39,285)
           B’
           Grupo   Bimbo   SAB  de  CV  ‘A’            Morgan    Stanley                177,975
     (1,631,414)
           Grupo   Bimbo   SAB  de  CV  ‘A’            Goldman    Sachs                 6,793
      (57,700)
      187,525     Grupo   Carso   SAB  de  CV              Goldman    Sachs
                                                       (22,441)
       58,845     Grupo   Carso   SAB  de  CV              Morgan    Stanley
                                                       (4,796)
       21,400     Grupo   Cementos     de  Chihuahua     SAB  de  CV      Goldman    Sachs
                                                       (4,188)
       53,700     Grupo   Cementos     de  Chihuahua     SAB  de  CV      Morgan    Stanley
                                                       (14,043)
      438,497     Grupo   Comercial     Chedraui     SA  de  CV        Goldman    Sachs
                                                       (50,814)
      515,375     Grupo   Comercial     Chedraui     SA  de  CV        Morgan    Stanley
                                                       (52,701)
           Grupo   Elektra    SAB  DE  CV             Goldman    Sachs
       (5,507)                                                (11,835)
           Grupo   Elektra    SAB  DE  CV             Morgan    Stanley                116,150
      (64,988)
      242,680     Grupo   Financiero      Banorte    SAB  de  CV  ‘O’     Goldman    Sachs
                                                       (97,165)
      278,621     Grupo   Financiero      Banorte    SAB  de  CV  ‘O’     Morgan    Stanley
                                                       (89,753)
           Grupo   Financiero      Inbursa    SAB  de  CV  ‘O’     Morgan    Stanley                   75
       (1,292)
           Grupo   Financiero      Inbursa    SAB  de  CV  ‘O’     Goldman    Sachs                73,956
     (1,138,464)
           Grupo   GICSA   SAB  de  CV              Goldman    Sachs                 1,160
      (124,157)
           Grupo   GICSA   SAB  de  CV              Morgan    Stanley                 4,023
      (330,808)
           Grupo   Herdez    SAB  de  CV             Goldman    Sachs                24,824
      (660,415)
           Grupo   Herdez    SAB  de  CV             Morgan    Stanley                  346
       (4,098)
           Grupo   Lala   SAB  de  CV              Goldman    Sachs                252,281
     (1,995,312)
           Grupo   Lala   SAB  de  CV              Morgan    Stanley                345,548
     (2,360,431)
           Grupo   Mexico    SAB  de  CV  ‘B’           Goldman    Sachs                56,622
      (298,300)
           Grupo   Mexico    SAB  de  CV  ‘B’           Morgan    Stanley                 44,905
      (626,500)
           Grupo   Rotoplas     SAB  de  CV            Goldman    Sachs                 2,869
      (277,315)
           Grupo   Rotoplas     SAB  de  CV            Morgan    Stanley
      (412,410)                                                 (6,210)
           Grupo   Televisa     SAB  (Unit)              Goldman    Sachs                 1,997
      (35,100)
           Grupo   Televisa     SAB  (Unit)              Morgan    Stanley
      (580,453)                                                 (7,883)
           Hoteles    City   Express    SAB  de  CV         Morgan    Stanley                 43,013
     (1,304,933)
      241,352     Industrias      Bachoco    SAB  de  CV  ‘B’        Goldman    Sachs
                                                       (21,718)
      475,938     Industrias      Bachoco    SAB  de  CV  ‘B’        Morgan    Stanley
                                                       (83,389)
       50,678     Industrias      Penoles    SAB  de  CV          Goldman    Sachs
                                                       (30,685)
                                  85/298



                                                           EDINET提出書類
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                                                   未実現評価益／
                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           メキシコ（続き）
       11,058     Industrias      Penoles    SAB  de  CV          Morgan    Stanley
                                                       (5,269)
           Infraestructura        Energetica      Nova   SAB  de  CV   Morgan    Stanley                364,136
     (1,769,146)
           Infraestructura        Energetica      Nova   SAB  de  CV   Goldman    Sachs                 6,549
      (33,454)
      281,600     Kimberly-Clark        de  Mexico    SAB  de  CV  ‘A’     Goldman    Sachs
                                                       (10,748)
     1,208,900      Kimberly-Clark        de  Mexico    SAB  de  CV  ‘A’     Morgan    Stanley
                                                       (11,386)
           La  Comer   SAB  de  CV               Goldman    Sachs
      (92,774)                                                  (418)
           La  Comer   SAB  de  CV               Morgan    Stanley                 48,766
     (1,653,140)
           Macquarie     Mexico    Real   Estate    Management      SA
     1,919,948                              Goldman    Sachs
                                                      (152,790)
           de  CV  (Reit)    ‘144A’
           Macquarie     Mexico    Real   Estate    Management      SA
      902,947                             Morgan    Stanley
                                                      (108,357)
           de  CV  (Reit)    ‘144A’
      415,517     Megacable     Holdings     SAB  de  CV  (Unit)         Morgan    Stanley
                                                      (111,377)
      284,711     Megacable     Holdings     SAB  de  CV  (Unit)         Goldman    Sachs
                                                       (63,587)
           Mexichem     SAB  de  CV               Goldman    Sachs                42,521
      (297,900)
           Mexichem     SAB  de  CV               Morgan    Stanley                121,845
      (683,300)
           Nemak   SAB  de  CV  ‘144A’               Morgan    Stanley                 78,903
     (1,145,048)
           Nemak   SAB  de  CV  ‘144A’               Goldman    Sachs                 3,607
      (52,200)
           PLA  Administradora        Industrial      S de  RL  de  CV
      807,260                             Goldman    Sachs
                                                       (96,142)
           (Reit)
           PLA  Administradora        Industrial      S de  RL  de  CV
     1,056,616                              Morgan    Stanley
                                                      (102,373)
           (Reit)
      393,567     Prologis     Property     Mexico    SA  de  CV  (Reit)      Goldman    Sachs
                                                       (26,334)
      755,872     Prologis     Property     Mexico    SA  de  CV  (Reit)      Morgan    Stanley
                                                       (28,940)
           Promotora     y Operadora     de  Infraestructura
      270,821                             Goldman    Sachs
                                                      (113,612)
           SAB  de  CV
           Promotora     y Operadora     de  Infraestructura
      337,847                             Morgan    Stanley
                                                       (93,697)
           SAB  de  CV
           Qualitas     Controladora       SAB  de  CV         Goldman    Sachs
      (117,276)                                                  (523)
           Qualitas     Controladora       SAB  de  CV         Morgan    Stanley                 39,018
      (382,479)
           Regional     SAB  de  CV               Goldman    Sachs                 1,659
       (4,764)
           Regional     SAB  de  CV               Morgan    Stanley                230,082
      (961,959)
           Telesites     SAB  de  CV               Morgan    Stanley                 98,049
     (2,673,897)
           Telesites     SAB  de  CV               Goldman    Sachs                21,413
     (1,406,626)
     (1,689,584)       TV  Azteca    SAB  de  CV  (Unit)             Morgan    Stanley                 7,130
           Unifin    Financiera      SAB  de  CV  SOFOM   ENR      Goldman    Sachs                  177
       (7,400)
           Unifin    Financiera      SAB  de  CV  SOFOM   ENR      Morgan    Stanley                 6,848
      (63,888)
      257,600     Wal-Mart     de  Mexico    SAB  de  CV          Goldman    Sachs
                                                       (8,087)
     1,804,814      Wal-Mart     de  Mexico    SAB  de  CV          Morgan    Stanley
                                                      (176,182)
                                                       884,234
           ペルー
        447   Credicorp     Ltd                  Morgan    Stanley
                                                       (2,941)
       7,452    Tahoe   Resources     Inc               Morgan    Stanley                  (149)
                                                       10,596
      537,685     Volcan    Cia  Minera    SAA   ‘B’            Morgan    Stanley
                                                        7,506
           米国
       13,795     1-800-Flowers.com         Inc   ‘A’            Bank   of  America    Merrill    Lynch
                                                       (17,244)
       22,640     1-800-Flowers.com         Inc   ‘A’            Goldman    Sachs
                                                       (28,300)
                                  86/298




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                                                     （損）
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                                                    （米ドル）
           米国（続き）
       7,851    1-800-Flowers.com         Inc   ‘A’            Morgan    Stanley
                                                       (2,277)
           1st  Source    Corp                  Goldman    Sachs                 8,025
       (4,777)
           1st  Source    Corp                  Bank   of  America    Merrill    Lynch        20,792
      (12,376)
           1st  Source    Corp                  Morgan    Stanley                 2,246
       (1,112)
           2U  Inc                      Goldman    Sachs                20,654
       (7,652)
           2U  Inc                      Bank   of  America    Merrill    Lynch        48,856
      (17,707)
           2U  Inc                      Morgan    Stanley                 14,765
      (13,140)
           3D  Systems    Corp                  Bank   of  America    Merrill    Lynch        60,416
      (99,710)
           3D  Systems    Corp                  Goldman    Sachs                 7,732
      (21,466)
           3M  Co                      Goldman    Sachs                142,949
      (13,282)
           3M  Co                      Morgan    Stanley                109,556
      (12,810)
           3M  Co                      Bank   of  America    Merrill    Lynch        8,766
        (613)
           8x8  Inc                     Bank   of  America    Merrill    Lynch
      (12,477)                                                (21,835)
           8x8  Inc                     Morgan    Stanley
      (36,786)                                                (12,507)
           8x8  Inc                     Goldman    Sachs
      (73,384)                                                (116,623)
      (126,670)     A.  Schulman     Inc  CVR  COM*             Bank   of  America    Merrill    Lynch       (54,848)
      182,383     A10  Networks     Inc                 Bank   of  America    Merrill    Lynch
                                                       (52,891)
           AAON   Inc                     Goldman    Sachs                 4,846
       (4,327)
           AAON   Inc                     Bank   of  America    Merrill    Lynch        32,752
      (29,243)
           AAON   Inc                     Morgan    Stanley                 7,004
       (8,240)
       28,953     AAR  Corp                     Goldman    Sachs
                                                       (65,312)
       16,703     AAR  Corp                     Bank   of  America    Merrill    Lynch
                                                       (38,751)
       10,940     AAR  Corp                     Morgan    Stanley
                                                       (6,673)
       2,912    Aaron’s     Inc                   Morgan    Stanley
                                                       (4,980)
           Aaron’s     Inc                   Morgan    Stanley                 35,771
      (20,919)
       3,514    Aaron’s     Inc                   Bank   of  America    Merrill    Lynch
                                                       (2,530)
           Aaron’s     Inc                   Bank   of  America    Merrill    Lynch        30,023
      (41,699)
           Aaron’s     Inc                   Goldman    Sachs                 3,780
       (3,767)
       8,008    Aaron’s     Inc                   Goldman    Sachs
                                                       (6,793)
           Abbott    Laboratories                    Bank   of  America    Merrill    Lynch        5,896
       (7,967)
           Abbott    Laboratories                    Morgan    Stanley                 10,098
      (20,608)
           Abbott    Laboratories                    Goldman    Sachs                57,098
      (77,159)
       10,228     AbbVie    Inc                    Bank   of  America    Merrill    Lynch
                                                       (21,786)
           AbbVie    Inc                    Bank   of  America    Merrill    Lynch        4,660
       (1,059)
       (1,847)    AbbVie    Inc                    Morgan    Stanley                 9,124
           Abeona    Therapeutics       Inc             Morgan    Stanley                 63,729
      (42,771)
           Abeona    Therapeutics       Inc             Bank   of  America    Merrill    Lynch        26,279
      (14,931)
           Abeona    Therapeutics       Inc             Goldman    Sachs                74,911
      (42,563)
           Abercrombie      & Fitch   Co  ‘A’           Morgan    Stanley                304,458
      (57,427)
           Abercrombie      & Fitch   Co  ‘A’           Goldman    Sachs                170,450
      (19,480)
           Abercrombie      & Fitch   Co  ‘A’           Bank   of  America    Merrill    Lynch        55,536
       (6,347)
        702   Abiomed    Inc                   Bank   of  America    Merrill    Lynch        1,832
        317   Abiomed    Inc                   Goldman    Sachs                  827
           Abiomed    Inc                   Bank   of  America    Merrill    Lynch        1,200
        (523)
           Abiomed    Inc                   Morgan    Stanley                 6,829
       (2,618)
                                  87/298



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                                                    （米ドル）
           米国（続き）
           Abiomed    Inc                   Goldman    Sachs
        (568)                                               (1,482)
           ABM  Industries      Inc                Goldman    Sachs                118,265
      (62,608)
           ABM  Industries      Inc                Morgan    Stanley                 58,330
      (30,380)
           ABM  Industries      Inc                Bank   of  America    Merrill    Lynch       100,456
      (53,434)
           Acacia    Communications        Inc            Goldman    Sachs                20,251
       (3,597)
           Acadia    Healthcare      Co  Inc             Goldman    Sachs                11,484
      (18,045)
           Acadia    Healthcare      Co  Inc             Morgan    Stanley                 10,432
       (9,522)
           ACADIA    Pharmaceuticals        Inc            Bank   of  America    Merrill    Lynch        30,449
      (18,017)
           ACADIA    Pharmaceuticals        Inc            Goldman    Sachs                 1,633
        (966)
      117,432     Acadia    Realty    Trust   (Reit)             Morgan    Stanley
                                                      (180,565)
       61,568     Acadia    Realty    Trust   (Reit)             Goldman    Sachs
                                                       (92,818)
       11,325     Acadia    Realty    Trust   (Reit)             Bank   of  America    Merrill    Lynch
                                                       (18,233)
       2,984    Acceleron     Pharma    Inc               Bank   of  America    Merrill    Lynch
                                                       (5,968)
       1,037    Acceleron     Pharma    Inc               Goldman    Sachs
                                                       (2,074)
       1,612    Acceleron     Pharma    Inc               Morgan    Stanley
                                                       (5,062)
       (1,448)    Accenture     Plc   ‘A’                Goldman    Sachs                (3,461)
           Accenture     Plc   ‘A’                Bank   of  America    Merrill    Lynch
      (22,426)                                                (53,598)
       77,029     ACCO   Brands    Corp                 Morgan    Stanley
                                                       (36,974)
           ACCO   Brands    Corp                 Bank   of  America    Merrill    Lynch        75,371
      (99,172)
           ACCO   Brands    Corp                 Goldman    Sachs                32,030
      (42,145)
       5,665    ACCO   Brands    Corp                 Goldman    Sachs
                                                       (4,305)
       18,221     Accuray    Inc                   Bank   of  America    Merrill    Lynch
                                                       (5,649)
       34,072     Accuray    Inc                   Goldman    Sachs
                                                       (10,562)
       20,266     Accuray    Inc                   Morgan    Stanley
                                                       (6,080)
           Achillion     Pharmaceuticals        Inc          Bank   of  America    Merrill    Lynch        12,780
      (53,249)
           ACI  Worldwide     Inc                Bank   of  America    Merrill    Lynch         122
       (2,615)
           ACI  Worldwide     Inc                Morgan    Stanley                 3,365
      (32,291)
           ACI  Worldwide     Inc                Goldman    Sachs                 7,141
      (19,610)
           Aclaris    Therapeutics       Inc             Goldman    Sachs                18,847
      (18,298)
           Aclaris    Therapeutics       Inc             Bank   of  America    Merrill    Lynch        30,644
      (29,751)
           Aclaris    Therapeutics       Inc             Morgan    Stanley                 2,980
       (9,932)
        588   ACNB   Corp                     Goldman    Sachs
                                                       (1,117)
       10,998     Acorda    Therapeutics       Inc             Bank   of  America    Merrill    Lynch
                                                       (23,756)
       4,919    Acorda    Therapeutics       Inc             Goldman    Sachs
                                                       (10,625)
       1,835    Activision      Blizzard     Inc             Bank   of  America    Merrill    Lynch        (5,817)
       6,230    Activision      Blizzard     Inc             Morgan    Stanley                 2,158
       13,776     Activision      Blizzard     Inc             Goldman    Sachs
                                                       (24,209)
       1,323    Actua   Corp                    Bank   of  America    Merrill    Lynch
                                                        (198)
           Actuant    Corp   ‘A’                Bank   of  America    Merrill    Lynch       127,916
      (53,077)
           Actuant    Corp   ‘A’                Morgan    Stanley                 82,154
      (44,649)
           Actuant    Corp   ‘A’                Goldman    Sachs                44,517
      (18,597)
           Acuity    Brands    Inc                Goldman    Sachs                67,507
       (4,450)
        811   Acuity    Brands    Inc                Bank   of  America    Merrill    Lynch
                                                       (13,279)
       3,399    Acuity    Brands    Inc                Morgan    Stanley
                                                       (45,608)
       7,063    Acuity    Brands    Inc                Goldman    Sachs
                                                       (92,941)
                                  88/298



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                                                     （損）
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                                                    （米ドル）
           米国（続き）
           Acuity    Brands    Inc                Morgan    Stanley                 7,673
        (443)
           Acushnet     Holdings     Corp              Bank   of  America    Merrill    Lynch        29,199
      (38,420)
           Acushnet     Holdings     Corp              Goldman    Sachs                 5,912
       (7,779)
       25,307     Adamas    Pharmaceuticals        Inc            Bank   of  America    Merrill    Lynch
                                                       (31,634)
      109,139     Adamas    Pharmaceuticals        Inc            Goldman    Sachs
                                                      (115,302)
       32,653     Adamas    Pharmaceuticals        Inc            Morgan    Stanley
                                                       (15,138)
           Adams   Resources     & Energy    Inc           Bank   of  America    Merrill    Lynch         248
        (720)
           Adams   Resources     & Energy    Inc           Goldman    Sachs                  72
        (210)
           Addus   HomeCare     Corp                Goldman    Sachs                 1,666
       (7,935)
           Addus   HomeCare     Corp                Bank   of  America    Merrill    Lynch        1,468
       (6,990)
           Adesto    Technologies       Corp             Morgan    Stanley                 5,330
      (28,053)
       5,399    Adient    Plc                    Morgan    Stanley                  432
           Adient    Plc                    Morgan    Stanley
       (5,820)                                                 (466)
           ADMA   Biologics     Inc                Bank   of  America    Merrill    Lynch         833
       (5,554)
           ADMA   Biologics     Inc                Goldman    Sachs                 2,132
      (25,316)
       3,622    Adobe   Inc                    Morgan    Stanley                (42,776)
       5,421    Adobe   Inc                    Goldman    Sachs
                                                       (36,917)
       95,949     ADT  Inc                     Bank   of  America    Merrill    Lynch
                                                       (8,635)
      249,703     ADT  Inc                     Morgan    Stanley
                                                       (72,414)
      185,222     ADT  Inc                     Goldman    Sachs
                                                       (22,580)
           Adtalem    Global    Education     Inc           Goldman    Sachs                 2,593
      (43,215)
           Adtalem    Global    Education     Inc           Bank   of  America    Merrill    Lynch        8,844
      (147,396)
           Adtalem    Global    Education     Inc           Morgan    Stanley
      (17,751)                                                 (7,278)
           ADTRAN    Inc                    Bank   of  America    Merrill    Lynch        8,570
      (15,303)
       13,541     Aduro   Biotech    Inc                Bank   of  America    Merrill    Lynch
                                                       (2,573)
       9,798    Advance    Auto   Parts   Inc              Morgan    Stanley
                                                      (108,954)
       25,131     Advance    Auto   Parts   Inc              Goldman    Sachs
                                                       (18,373)
       8,094    Advance    Auto   Parts   Inc              Bank   of  America    Merrill    Lynch
                                                       (2,820)
           Advanced     Drainage     Systems    Inc          Bank   of  America    Merrill    Lynch
       (7,811)                                                (6,483)
           Advanced     Emissions     Solutions     Inc         Bank   of  America    Merrill    Lynch        25,066
      (16,383)
           Advanced     Emissions     Solutions     Inc         Morgan    Stanley
      (75,078)                                                (24,025)
           Advanced     Energy    Industries      Inc          Bank   of  America    Merrill    Lynch       138,514
      (36,451)
           Advanced     Micro   Devices    Inc            Bank   of  America    Merrill    Lynch
       (4,774)                                                (4,787)
           Advanced     Micro   Devices    Inc            Morgan    Stanley
      (51,628)                                                (24,439)
      (10,225)     Advanced     Micro   Devices    Inc            Goldman    Sachs                (3,206)
       28,026     AdvanSix     Inc                   Bank   of  America    Merrill    Lynch
                                                       (86,320)
           Adverum    Biotechnologies        Inc           Goldman    Sachs
      (56,366)                                                (191,081)
           Adverum    Biotechnologies        Inc           Morgan    Stanley
      (51,468)                                                (29,851)
       47,749                            Goldman    Sachs
           AECOM                                           (93,595)
       5,837                            Bank   of  America    Merrill    Lynch
           AECOM                                            (1,564)
       7,903                            Morgan    Stanley
           AECOM                                            (8,970)
           Aegion    Corp                    Goldman    Sachs                17,294
      (12,442)
           Aegion    Corp                    Bank   of  America    Merrill    Lynch       117,921
      (84,835)
      182,482     Aegon   NV                    Goldman    Sachs
                                                       (32,847)
       88,014     Aegon   NV                    Morgan    Stanley
                                                       (13,202)
                                  89/298



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                                                     （損）
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                                                    （米ドル）
           米国（続き）
           AerCap    Holdings     NV               Goldman    Sachs                258,211
      (51,954)
           AerCap    Holdings     NV               Bank   of  America    Merrill    Lynch        18,111
       (3,644)
           AerCap    Holdings     NV               Morgan    Stanley                146,058
      (36,698)
           Aerie   Pharmaceuticals        Inc            Bank   of  America    Merrill    Lynch        40,819
      (10,054)
           Aerie   Pharmaceuticals        Inc            Goldman    Sachs                23,847
       (6,899)
           Aerie   Pharmaceuticals        Inc            Morgan    Stanley                 11,613
       (2,998)
      217,612     Aerohive     Networks     Inc              Bank   of  America    Merrill    Lynch
                                                       (36,994)
           Aerovironment       Inc                Bank   of  America    Merrill    Lynch        17,363
       (5,359)
           Aerovironment       Inc                Morgan    Stanley                 3,135
       (1,514)
       10,151     Aerpio    Pharmaceuticals        Inc            Bank   of  America    Merrill    Lynch         203
           AES  Corp/VA                     Morgan    Stanley                 17,474
      (22,402)
           AES  Corp/VA                     Bank   of  America    Merrill    Lynch        96,136
      (210,786)
           AES  Corp/VA                     Goldman    Sachs                 6,449
       (9,308)
       29,104     Affiliated      Managers     Group   Inc          Bank   of  America    Merrill    Lynch
                                                      (206,929)
       45,817     Affiliated      Managers     Group   Inc          Morgan    Stanley
                                                      (243,288)
       3,686    Affiliated      Managers     Group   Inc          Goldman    Sachs                (26,207)
           Aflac   Inc                    Goldman    Sachs                14,198
      (81,028)
           Aflac   Inc                    Bank   of  America    Merrill    Lynch        1,486
      (26,346)
       96,105     AG  Mortgage     Investment      Trust   Inc  (Reit)       Bank   of  America    Merrill    Lynch
                                                      (114,365)
       20,120     AG  Mortgage     Investment      Trust   Inc  (Reit)       Goldman    Sachs
                                                       (23,943)
       7,096    AG  Mortgage     Investment      Trust   Inc  (Reit)       Morgan    Stanley
                                                       (3,264)
       47,477     AGCO   Corp                     Bank   of  America    Merrill    Lynch
                                                      (189,908)
       3,908    AGCO   Corp                     Morgan    Stanley
                                                       (2,026)
        836   AGCO   Corp                     Goldman    Sachs
                                                         (10)
      117,669     Agenus    Inc                    Bank   of  America    Merrill    Lynch
                                                       (48,244)
       48,900     Agenus    Inc                    Goldman    Sachs
                                                       (20,049)
       67,642     Agenus    Inc                    Morgan    Stanley
                                                       (22,998)
           AgeX   Therapeutics       Inc              Morgan    Stanley
      (16,314)                                                 (7,668)
           Agilent    Technologies       Inc             Goldman    Sachs                41,051
      (26,539)
           Agilent    Technologies       Inc             Morgan    Stanley                 7,305
       (5,332)
           Agilysys     Inc                   Bank   of  America    Merrill    Lynch
      (35,383)                                                (50,598)
       9,526    Agios   Pharmaceuticals        Inc            Goldman    Sachs
                                                       (19,080)
       7,765    Agios   Pharmaceuticals        Inc            Bank   of  America    Merrill    Lynch
                                                       (11,725)
       3,561    Agios   Pharmaceuticals        Inc            Morgan    Stanley
                                                       (19,621)
      (202,085)     AGNC   Investment      Corp   (Reit)             Bank   of  America    Merrill    Lynch       244,741
           AGNC   Investment      Corp   (Reit)             Morgan    Stanley                 46,024
      (57,892)
           AGNC   Investment      Corp   (Reit)             Goldman    Sachs                99,208
      (80,330)
           Agree   Realty    Corp   (Reit)              Morgan    Stanley                 11,344
      (10,212)
           Agree   Realty    Corp   (Reit)              Goldman    Sachs                 6,632
       (5,835)
           AgroFresh     Solutions     Inc             Bank   of  America    Merrill    Lynch         377
      (18,843)
       1,507    AH  Belo   Corp   ‘A’                Morgan    Stanley                  136
       9,752    AH  Belo   Corp   ‘A’                Bank   of  America    Merrill    Lynch
                                                        (878)
           Air  Lease   Corp                  Bank   of  America    Merrill    Lynch        11,184
       (5,154)
           Air  Lease   Corp                  Goldman    Sachs                252,153
      (152,177)
           Air  Lease   Corp                  Morgan    Stanley                151,227
      (139,813)
                                  90/298



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                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
       14,407     Air  Products     & Chemicals     Inc           Bank   of  America    Merrill    Lynch
                                                       (41,636)
           Air  Products     & Chemicals     Inc           Goldman    Sachs                44,740
      (15,481)
           Air  Products     & Chemicals     Inc           Morgan    Stanley                 6,356
       (1,539)
           Aircastle     Ltd                  Goldman    Sachs
      (25,791)                                                 (2,063)
           Airgain    Inc                   Goldman    Sachs                16,107
      (14,359)
       57,972     AK  Steel   Holding    Corp               Goldman    Sachs
                                                       (37,682)
       66,381     AK  Steel   Holding    Corp               Morgan    Stanley
                                                       (35,846)
           Akamai    Technologies       Inc             Morgan    Stanley                 18,705
       (5,651)
           Akamai    Technologies       Inc             Goldman    Sachs                 2,956
       (3,742)
       15,305     Akcea   Therapeutics       Inc              Goldman    Sachs
                                                       (6,017)
       4,354    Akcea   Therapeutics       Inc              Morgan    Stanley                 1,176
       70,079     Akebia    Therapeutics       Inc             Bank   of  America    Merrill    Lynch
                                                       (79,890)
       3,147    Akebia    Therapeutics       Inc             Goldman    Sachs
                                                       (3,588)
           Akorn   Inc                    Bank   of  America    Merrill    Lynch        59,680
      (108,509)
           Akorn   Inc                    Goldman    Sachs                25,863
      (47,024)
      (15,283)     Akorn   Inc                    Morgan    Stanley                 7,489
           Akoustis     Technologies       Inc            Morgan    Stanley
      (29,193)                                                 (7,894)
           Alamo   Group   Inc                 Bank   of  America    Merrill    Lynch        12,412
       (5,005)
           Alamo   Group   Inc                 Goldman    Sachs                 4,223
       (1,703)
           Alarm.com     Holdings     Inc              Bank   of  America    Merrill    Lynch        3,842
       (6,624)
           Alarm.com     Holdings     Inc              Goldman    Sachs                 3,783
       (6,522)
           Alarm.com     Holdings     Inc              Morgan    Stanley                 48,892
      (16,462)
       11,803     Alaska    Air  Group   Inc               Goldman    Sachs
                                                       (38,596)
       5,885    Alaska    Air  Group   Inc               Morgan    Stanley
                                                       (14,477)
       22,318     Albany    International       Corp   ‘A’          Bank   of  America    Merrill    Lynch
                                                       (44,183)
       7,016    Albany    International       Corp   ‘A’          Goldman    Sachs
                                                       (13,751)
       4,282    Albany    International       Corp   ‘A’          Morgan    Stanley
                                                       (25,221)
         82  Albemarle     Corp                  Bank   of  America    Merrill    Lynch
                                                        (435)
       20,291     Albemarle     Corp                  Goldman    Sachs
                                                      (105,565)
           Albireo    Pharma    Inc                Bank   of  America    Merrill    Lynch       113,943
      (21,870)
           Alcoa   Corp                    Morgan    Stanley                 6,335
       (2,050)
           Alcoa   Corp                    Bank   of  America    Merrill    Lynch        32,721
       (8,477)
       26,567     Alder   Biopharmaceuticals          Inc           Goldman    Sachs
                                                       (2,922)
       12,886     Alder   Biopharmaceuticals          Inc           Bank   of  America    Merrill    Lynch
                                                       (1,417)
       33,138     Alder   Biopharmaceuticals          Inc           Morgan    Stanley                 (9,279)
           Aldeyra    Therapeutics       Inc             Morgan    Stanley                 1,552
       (4,085)
           Aldeyra    Therapeutics       Inc             Goldman    Sachs                 3,689
       (7,095)
           Aldeyra    Therapeutics       Inc             Bank   of  America    Merrill    Lynch        13,289
      (25,555)
           Alector    Inc                   Goldman    Sachs                33,632
       (7,036)
           Alexander     & Baldwin    Inc             Bank   of  America    Merrill    Lynch       116,918
      (139,188)
           Alexander’s       Inc  (Reit)               Bank   of  America    Merrill    Lynch       246,390
       (5,740)
           Alexander’s       Inc  (Reit)               Goldman    Sachs                149,765
       (3,489)
           Alexander’s       Inc  (Reit)               Morgan    Stanley                 82,480
       (2,131)
       13,660     Alexandria      Real   Estate    Equities     Inc  (Reit)     Bank   of  America    Merrill    Lynch
                                                       (3,825)
       24,022     Alexandria      Real   Estate    Equities     Inc  (Reit)     Morgan    Stanley
                                                       (1,693)
                                  91/298



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                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
       11,785     Alexandria      Real   Estate    Equities     Inc  (Reit)     Goldman    Sachs                 7,669
           Alexion    Pharmaceuticals        Inc           Goldman    Sachs                165,129
      (12,931)
           Alexion    Pharmaceuticals        Inc           Bank   of  America    Merrill    Lynch        31,542
       (2,470)
        100   Alico   Inc                    Goldman    Sachs                  11
       4,863    Alico   Inc                    Morgan    Stanley                  292
           Align   Technology      Inc               Bank   of  America    Merrill    Lynch        84,430
       (1,792)
       7,035    Alkermes     Plc                   Goldman    Sachs
                                                       (10,809)
       7,922    Alkermes     Plc                   Morgan    Stanley
                                                       (14,245)
           Allakos    Inc                   Bank   of  America    Merrill    Lynch        9,515
       (3,368)
           Allakos    Inc                   Goldman    Sachs                 7,181
       (2,542)
           Allakos    Inc                   Morgan    Stanley                 10,852
       (2,101)
           Alleghany     Corp                  Bank   of  America    Merrill    Lynch        16,836
        (915)
           Allegheny     Technologies       Inc            Morgan    Stanley                 67,789
      (83,039)
           Allegheny     Technologies       Inc            Bank   of  America    Merrill    Lynch        81,000
      (59,503)
           Allegheny     Technologies       Inc            Goldman    Sachs                225,792
      (162,305)
      (10,450)     Allegiance      Bancshares      Inc            Goldman    Sachs                21,603
           Allegiance      Bancshares      Inc            Morgan    Stanley                 15,786
       (6,954)
           Allegiant     Travel    Co               Goldman    Sachs                14,548
       (4,304)
           Allegiant     Travel    Co               Bank   of  America    Merrill    Lynch        42,973
      (12,714)
           Allegiant     Travel    Co               Morgan    Stanley                 8,767
       (4,688)
       38,773     Allegion     Plc                   Goldman    Sachs
                                                      (163,376)
       33,672     Allegion     Plc                   Bank   of  America    Merrill    Lynch
                                                      (134,864)
       6,638    Allegion     Plc                   Morgan    Stanley
                                                       (23,942)
       7,775    Allena    Pharmaceuticals        Inc            Bank   of  America    Merrill    Lynch
                                                        (387)
       24,089     Allena    Pharmaceuticals        Inc            Goldman    Sachs
                                                       (11,812)
           Allergan     Plc                   Morgan    Stanley                 3,394
        (829)
           Allergan     Plc                   Goldman    Sachs                74,148
       (6,041)
           Allete    Inc                    Goldman    Sachs                45,281
      (46,191)
       31,947     Allete    Inc                    Bank   of  America    Merrill    Lynch
                                                       (17,251)
       6,296    Allete    Inc                    Morgan    Stanley
                                                       (8,502)
           Allete    Inc                    Bank   of  America    Merrill    Lynch         264
        (489)
       18,557     Allete    Inc                    Goldman    Sachs
                                                       (9,511)
           Allete    Inc                    Morgan    Stanley                 14,571
       (8,421)
       13,568     Alliance     Data   Systems    Corp            Goldman    Sachs
                                                       (85,339)
       8,874    Alliance     Data   Systems    Corp            Bank   of  America    Merrill    Lynch       (48,233)
       12,239     Alliance     Data   Systems    Corp            Morgan    Stanley
                                                       (69,382)
      130,976     Alliant    Energy    Corp                Bank   of  America    Merrill    Lynch
                                                       (43,222)
       40,702     Alliant    Energy    Corp                Morgan    Stanley
                                                       (48,854)
       48,938     Alliant    Energy    Corp                Goldman    Sachs
                                                       (24,993)
           Allied    Motion    Technologies       Inc          Morgan    Stanley                 29,537
       (8,514)
           Allied    Motion    Technologies       Inc          Goldman    Sachs                16,492
       (5,802)
           Allison    Transmission       Holdings     Inc        Morgan    Stanley                 4,972
       (2,762)
           Allison    Transmission       Holdings     Inc        Goldman    Sachs                78,689
      (30,265)
           Allison    Transmission       Holdings     Inc        Bank   of  America    Merrill    Lynch        41,259
      (15,869)
       1,522    Allogene     Therapeutics       Inc            Bank   of  America    Merrill    Lynch
                                                       (3,668)
                                  92/298



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                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
       16,067     Allogene     Therapeutics       Inc            Goldman    Sachs
                                                       (40,303)
       9,878    Allogene     Therapeutics       Inc            Morgan    Stanley
                                                       (28,449)
       5,511    Allscripts      Healthcare      Solutions     Inc       Morgan    Stanley
                                                       (3,307)
       45,197     Allscripts      Healthcare      Solutions     Inc       Goldman    Sachs
                                                       (19,887)
       41,067     Allstate     Corp/The                   Bank   of  America    Merrill    Lynch
                                                       (12,731)
       17,108     Allstate     Corp/The                   Morgan    Stanley
                                                       (24,281)
       38,121     Allstate     Corp/The                   Goldman    Sachs
                                                       (28,843)
       4,132    Ally   Financial     Inc                Morgan    Stanley
                                                       (3,347)
      131,026     Ally   Financial     Inc                Bank   of  America    Merrill    Lynch
                                                       (20,964)
       49,895     Ally   Financial     Inc                Goldman    Sachs
                                                       (7,983)
           Alnylam    Pharmaceuticals        Inc           Bank   of  America    Merrill    Lynch         346
       (4,947)
       5,330    Alnylam    Pharmaceuticals        Inc           Morgan    Stanley                 1,013
       2,118    Alnylam    Pharmaceuticals        Inc           Bank   of  America    Merrill    Lynch         319
           Alnylam    Pharmaceuticals        Inc           Goldman    Sachs                  151
       (2,154)
           Alpha   & Omega   Semiconductor       Ltd         Goldman    Sachs                21,013
      (15,117)
       (6,753)    Alpha   & Omega   Semiconductor       Ltd         Morgan    Stanley                 2,769
           Alphabet     Inc   ‘A’                Bank   of  America    Merrill    Lynch       128,555
       (2,078)
           Alphatec     Holdings     Inc              Morgan    Stanley
      (36,450)                                                 (1,093)
           Altair    Engineering      Inc   ‘A’           Goldman    Sachs
      (34,482)                                                (70,236)
           Altair    Engineering      Inc   ‘A’           Bank   of  America    Merrill    Lynch
       (1,056)                                                 (763)
           Altair    Engineering      Inc   ‘A’           Morgan    Stanley
      (27,617)                                                (19,468)
           Alteryx    Inc   ‘A’                 Goldman    Sachs                13,718
       (7,894)
           Alteryx    Inc   ‘A’                 Bank   of  America    Merrill    Lynch        4,428
       (2,058)
           Alteryx    Inc   ‘A’                 Morgan    Stanley                 55,609
      (17,845)
       18,649     Altice    USA  Inc   ‘A’               Bank   of  America    Merrill    Lynch
                                                       (6,341)
       6,394    Altice    USA  Inc   ‘A’               Morgan    Stanley
                                                       (7,033)
           Altisource      Portfolio     Solutions     SA        Morgan    Stanley                 9,358
       (5,849)
           Altisource      Portfolio     Solutions     SA        Bank   of  America    Merrill    Lynch       230,351
      (76,275)
           Altra   Industrial      Motion    Corp           Bank   of  America    Merrill    Lynch       105,721
      (30,206)
           Altria    Group   Inc                 Bank   of  America    Merrill    Lynch        24,130
       (9,809)
           Altria    Group   Inc                 Goldman    Sachs                42,715
      (17,364)
           Altria    Group   Inc                 Morgan    Stanley                 4,952
       (3,604)
           AMAG   Pharmaceuticals        Inc             Goldman    Sachs                44,600
      (23,598)
           AMAG   Pharmaceuticals        Inc             Bank   of  America    Merrill    Lynch        22,684
      (12,002)
      (12,244)     AMAG   Pharmaceuticals        Inc             Morgan    Stanley                 9,305
           Amalgamated      Bank   ‘A’              Goldman    Sachs                19,345
      (14,655)
        750   Amazon.com      Inc                  Goldman    Sachs
                                                       (63,375)
        660   Amazon.com      Inc                  Bank   of  America    Merrill    Lynch
                                                       (55,770)
           Ambac   Financial     Group   Inc            Goldman    Sachs                56,104
      (36,713)
           Ambac   Financial     Group   Inc            Bank   of  America    Merrill    Lynch       131,553
      (71,887)
           Ambac   Financial     Group   Inc            Morgan    Stanley                 49,303
      (45,056)
       2,291    Ambarella     Inc                  Goldman    Sachs
                                                       (24,491)
       1,899    Ambarella     Inc                  Bank   of  America    Merrill    Lynch
                                                       (20,300)
       6,549    Ambarella     Inc                  Morgan    Stanley
                                                       (1,747)
      188,913     Ambev   SA  ADR                   Goldman    Sachs                49,117
                                  93/298



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                                                     （損）
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                                                    （米ドル）
           米国（続き）
      128,174     Ambev   SA  ADR                   Morgan    Stanley                 19,226
       30,684     AMC  Entertainment       Holdings     Inc   ‘A’       Goldman    Sachs
                                                       (53,390)
           AMC  Entertainment       Holdings     Inc   ‘A’       Morgan    Stanley                 16,300
      (13,583)
           AMC  Entertainment       Holdings     Inc   ‘A’       Goldman    Sachs                33,429
      (19,212)
       6,145    AMC  Entertainment       Holdings     Inc   ‘A’       Bank   of  America    Merrill    Lynch
                                                       (10,692)
       45,909     AMC  Networks     Inc   ‘A’              Goldman    Sachs
                                                       (50,041)
       25,814     AMC  Networks     Inc   ‘A’              Morgan    Stanley
                                                       (46,465)
       81,663     Amdocs    Ltd                    Goldman    Sachs
                                                      (152,139)
       48,197     Amdocs    Ltd                    Bank   of  America    Merrill    Lynch
                                                       (83,763)
       16,455     Amdocs    Ltd                    Morgan    Stanley
                                                       (33,954)
           Amedisys     Inc                   Bank   of  America    Merrill    Lynch
      (15,745)                                                (18,579)
           Amedisys     Inc                   Morgan    Stanley
       (1,377)                                                (1,707)
           Amedisys     Inc                   Goldman    Sachs
        (700)                                                (826)
                                   Morgan    Stanley                 78,488
       (5,090)    AMERCO
                                   Bank   of  America    Merrill    Lynch        58,289
       (2,797)    AMERCO
       9,607    Ameren    Corp                    Goldman    Sachs                (7,013)
       34,539     Ameren    Corp                    Bank   of  America    Merrill    Lynch
                                                       (25,213)
       25,924     Ameren    Corp                    Morgan    Stanley
                                                       (48,737)
           Ameresco     Inc   ‘A’                Bank   of  America    Merrill    Lynch        1,006
       (3,726)
           Ameresco     Inc   ‘A’                Goldman    Sachs                 7,701
      (28,521)
       20,942     America    Movil   SAB  de  CV  ADR   ‘L’         Goldman    Sachs
                                                       (2,304)
      115,478     America    Movil   SAB  de  CV  ADR   ‘L’         Morgan    Stanley
                                                       (33,209)
       12,960     America’s      Car-Mart     Inc/TX             Bank   of  America    Merrill    Lynch
                                                      (130,507)
       4,423    America’s      Car-Mart     Inc/TX             Goldman    Sachs
                                                       (44,540)
           American     Airlines     Group   Inc           Morgan    Stanley                 2,857
       (1,354)
           American     Airlines     Group   Inc           Goldman    Sachs                 6,281
       (1,444)
       21,966     American     Assets    Trust   Inc  (Reit)          Bank   of  America    Merrill    Lynch
                                                       (27,457)
       58,806     American     Axle   & Manufacturing       Holdings     Inc   Bank   of  America    Merrill    Lynch
                                                      (101,146)
       48,192     American     Axle   & Manufacturing       Holdings     Inc   Goldman    Sachs
                                                       (82,890)
       34,581     American     Axle   & Manufacturing       Holdings     Inc   Morgan    Stanley
                                                       (33,544)
       71,194     American     Campus    Communities      Inc  (Reit)       Bank   of  America    Merrill    Lynch
                                                       (69,770)
       17,541     American     Campus    Communities      Inc  (Reit)       Goldman    Sachs
                                                       (17,190)
       91,089     American     Campus    Communities      Inc  (Reit)       Morgan    Stanley
                                                       (60,119)
       26,531     American     Eagle   Outfitters      Inc          Bank   of  America    Merrill    Lynch
                                                       (62,166)
       39,492     American     Eagle   Outfitters      Inc          Morgan    Stanley                (47,991)
       73,245     American     Eagle   Outfitters      Inc          Goldman    Sachs
                                                      (108,795)
           American     Electric     Power   Co  Inc          Bank   of  America    Merrill    Lynch
      (61,413)                                                (38,383)
           American     Electric     Power   Co  Inc          Morgan    Stanley                 5,322
       (3,127)
           American     Equity    Investment      Life   Holding    Co   Goldman    Sachs                11,893
      (15,247)
           American     Equity    Investment      Life   Holding    Co   Morgan    Stanley                 38,388
      (34,584)
           American     Equity    Investment      Life   Holding    Co   Bank   of  America    Merrill    Lynch        16,389
      (21,012)
       33,760     American     Express    Co               Bank   of  America    Merrill    Lynch
                                                       (83,387)
       6,546    American     Express    Co               Goldman    Sachs
                                                       (16,169)
       38,890     American     Financial     Group   Inc/OH           Bank   of  America    Merrill    Lynch
                                                       (52,501)
           American     Homes   ▶ Rent   (Reit)    ‘A’        Bank   of  America    Merrill    Lynch
      (11,271)                                                 (2,254)
                                  94/298



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                                                   未実現評価益／
                                                     （損）
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                                                    （米ドル）
           米国（続き）
           American     Homes   ▶ Rent   (Reit)    ‘A’        Goldman    Sachs
       (2,588)                                                 (518)
           American     International       Group   Inc         Morgan    Stanley                 12,286
       (9,694)
           American     International       Group   Inc         Goldman    Sachs                64,135
      (74,576)
           American     International       Group   Inc         Bank   of  America    Merrill    Lynch       129,026
      (150,030)
       1,955    American     National     Bankshares      Inc         Morgan    Stanley
                                                       (2,385)
       26,316     American     National     Bankshares      Inc         Bank   of  America    Merrill    Lynch
                                                       (34,211)
       8,731    American     National     Bankshares      Inc         Goldman    Sachs
                                                       (11,350)
       4,767    American     National     Insurance     Co         Bank   of  America    Merrill    Lynch
                                                       (5,959)
           American     National     Insurance     Co         Bank   of  America    Merrill    Lynch        4,980
       (3,984)
        864   American     Public    Education     Inc          Goldman    Sachs
                                                       (1,358)
       23,086     American     Renal   Associates      Holdings     Inc      Goldman    Sachs
                                                       (4,386)
       36,175     American     Renal   Associates      Holdings     Inc      Morgan    Stanley
                                                       (14,108)
       55,520     American     Software     Inc/GA    ‘A’          Bank   of  America    Merrill    Lynch
                                                       (22,763)
           American     States    Water   Co            Goldman    Sachs
        (637)                                                (255)
           American     States    Water   Co            Bank   of  America    Merrill    Lynch
      (30,320)                                                (12,128)
      (36,153)     American     Superconductor        Corp           Morgan    Stanley                 10,846
           American     Superconductor        Corp           Bank   of  America    Merrill    Lynch        7,368
       (8,187)
           American     Tower   Corp   (Reit)             Bank   of  America    Merrill    Lynch
      (12,142)                                                (92,036)
           American     Vanguard     Corp              Goldman    Sachs                 7,608
       (6,733)
           American     Vanguard     Corp              Bank   of  America    Merrill    Lynch        18,290
      (16,186)
       12,137     American     Water   Works   Co  Inc           Morgan    Stanley
                                                       (3,398)
       18,343     American     Water   Works   Co  Inc           Goldman    Sachs                41,822
       64,264     American     Water   Works   Co  Inc           Bank   of  America    Merrill    Lynch       146,522
           American     Woodmark     Corp              Bank   of  America    Merrill    Lynch        85,055
       (4,707)
           Americold     Realty    Trust   (Reit)            Bank   of  America    Merrill    Lynch
      (327,192)                                                 (58,895)
           Americold     Realty    Trust   (Reit)            Morgan    Stanley                 96,488
      (280,662)
           Ameriprise      Financial     Inc             Goldman    Sachs                31,250
       (8,903)
           Ameriprise      Financial     Inc             Bank   of  America    Merrill    Lynch        63,148
      (17,991)
           Ameris    Bancorp                    Goldman    Sachs                 1,777
       (2,338)
           Ameris    Bancorp                    Bank   of  America    Merrill    Lynch        1,477
       (1,943)
           Ameris    Bancorp                    Morgan    Stanley                 17,232
      (20,273)
       12,154     Ameris    Bancorp                    Bank   of  America    Merrill    Lynch
                                                       (9,237)
       33,059     Ameris    Bancorp                    Goldman    Sachs
                                                       (25,920)
       41,666     Ameris    Bancorp                    Morgan    Stanley
                                                       (35,416)
       11,120     AmerisourceBergen         Corp              Goldman    Sachs                (5,782)
       6,995    AmerisourceBergen         Corp              Morgan    Stanley
                                                       (31,198)
       34,440     AmerisourceBergen         Corp              Bank   of  America    Merrill    Lynch
                                                       (17,909)
           Ames   National     Corp                Bank   of  America    Merrill    Lynch        3,972
       (1,856)
           Ames   National     Corp                Goldman    Sachs                 6,713
       (3,137)
           Ames   National     Corp                Morgan    Stanley                  193
        (840)
       4,263    Ametek    Inc                    Goldman    Sachs
                                                       (13,684)
       42,579     Ametek    Inc                    Bank   of  America    Merrill    Lynch
                                                      (136,679)
       8,178    Ametek    Inc                    Morgan    Stanley
                                                       (24,943)
       7,048    Amgen   Inc                    Bank   of  America    Merrill    Lynch
                                                       (14,730)
       3,532    Amgen   Inc                    Morgan    Stanley
                                                       (3,345)
                                  95/298



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           米国（続き）
       8,609    Amgen   Inc                    Goldman    Sachs
                                                       (17,644)
       8,215    Amicus    Therapeutics       Inc             Bank   of  America    Merrill    Lynch
                                                       (11,419)
       13,925     Amicus    Therapeutics       Inc             Goldman    Sachs
                                                       (19,356)
           Amicus    Therapeutics       Inc             Goldman    Sachs                 7,487
       (5,386)
       4,262    Amicus    Therapeutics       Inc             Morgan    Stanley
                                                       (3,026)
           Amicus    Therapeutics       Inc             Bank   of  America    Merrill    Lynch        46,041
      (33,123)
      447,151     Amkor   Technology      Inc               Bank   of  America    Merrill    Lynch
                                                      (333,827)
       53,606     Amkor   Technology      Inc               Goldman    Sachs
                                                       (38,199)
       14,164     AMN  Healthcare      Services     Inc           Morgan    Stanley
                                                       (37,220)
       5,629    AMN  Healthcare      Services     Inc           Goldman    Sachs
                                                       (17,175)
       7,347    Amneal    Pharmaceuticals        Inc            Bank   of  America    Merrill    Lynch
                                                       (9,184)
       18,533     Amneal    Pharmaceuticals        Inc            Goldman    Sachs
                                                       (23,607)
       18,375     Amneal    Pharmaceuticals        Inc            Morgan    Stanley
                                                       (21,499)
       1,620    Amphastar     Pharmaceuticals        Inc          Morgan    Stanley
                                                       (3,046)
       27,197     Amphastar     Pharmaceuticals        Inc          Bank   of  America    Merrill    Lynch
                                                       (52,218)
      (12,682)     Amphenol     Corp   ‘A’                Goldman    Sachs                70,512
           Amphenol     Corp   ‘A’                Morgan    Stanley                 73,155
      (25,313)
       17,649     Analog    Devices    Inc                Bank   of  America    Merrill    Lynch
                                                       (63,598)
       29,406     Analog    Devices    Inc                Goldman    Sachs
                                                      (305,597)
       6,494    Analog    Devices    Inc                Morgan    Stanley
                                                       (18,276)
           Anaplan    Inc                   Bank   of  America    Merrill    Lynch
       (5,142)                                                (15,220)
       4,419    Anaplan    Inc                   Goldman    Sachs                12,760
       2,970    Anaplan    Inc                   Morgan    Stanley                 6,920
           AnaptysBio      Inc                  Morgan    Stanley
       (3,245)                                                 (495)
           AnaptysBio      Inc                  Goldman    Sachs                 4,570
       (1,419)
           Andersons     Inc/The                  Bank   of  America    Merrill    Lynch        35,670
      (11,619)
           ANGI   Homeservices       Inc   ‘A’            Bank   of  America    Merrill    Lynch        43,513
      (29,401)
           ANGI   Homeservices       Inc   ‘A’            Morgan    Stanley                 14,542
      (22,033)
       33,854     AngioDynamics       Inc                Morgan    Stanley
                                                       (13,229)
       33,129     AngioDynamics       Inc                Goldman    Sachs
                                                       (21,415)
           ANI  Pharmaceuticals        Inc             Bank   of  America    Merrill    Lynch
       (6,888)                                                (4,959)
       4,278    Anika   Therapeutics       Inc              Morgan    Stanley                 2,139
       5,442    Anika   Therapeutics       Inc              Goldman    Sachs
                                                       (1,309)
       2,768    Anika   Therapeutics       Inc              Bank   of  America    Merrill    Lynch
                                                        (848)
       49,426     Anixter    International       Inc            Bank   of  America    Merrill    Lynch       (215,497)
       9,536    Anixter    International       Inc            Goldman    Sachs
                                                       (41,751)
       11,007     Anixter    International       Inc            Morgan    Stanley
                                                       (38,855)
           Annaly    Capital    Management      Inc  (Reit)        Bank   of  America    Merrill    Lynch        27,579
      (37,523)
           ANSYS   Inc                    Bank   of  America    Merrill    Lynch       112,135
      (15,382)
           ANSYS   Inc                    Goldman    Sachs                69,109
       (9,480)
           Antares    Pharma    Inc                Bank   of  America    Merrill    Lynch        21,247
      (236,080)
       12,119     Antero    Midstream     Corp               Bank   of  America    Merrill    Lynch
                                                       (14,179)
       98,973     Antero    Midstream     Corp               Morgan    Stanley
                                                      (125,696)
           Antero    Midstream     Corp               Bank   of  America    Merrill    Lynch        2,999
       (4,124)
      105,638     Antero    Resources     Corp               Bank   of  America    Merrill    Lynch
                                                      (189,092)
                                  96/298



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                                                    （米ドル）
           米国（続き）
       45,363     Antero    Resources     Corp               Goldman    Sachs
                                                       (71,522)
       51,733     Antero    Resources     Corp               Morgan    Stanley
                                                       (23,903)
           Anthem    Inc                    Morgan    Stanley                  186
        (134)
           Anthem    Inc                    Goldman    Sachs
       (2,150)                                                (1,856)
        740   Anthem    Inc                    Goldman    Sachs                 4,334
       2,939    Anthem    Inc                    Morgan    Stanley
                                                       (1,528)
       47,274     Anworth    Mortgage     Asset   Corp   (Reit)         Bank   of  America    Merrill    Lynch
                                                       (14,655)
       30,037     Anworth    Mortgage     Asset   Corp   (Reit)         Goldman    Sachs
                                                       (9,311)
       42,671     Anworth    Mortgage     Asset   Corp   (Reit)         Morgan    Stanley
                                                       (8,961)
       59,849     AO  Smith   Corp                   Bank   of  America    Merrill    Lynch
                                                      (340,616)
       22,281     AO  Smith   Corp                   Goldman    Sachs
                                                      (103,547)
       19,148     AO  Smith   Corp                   Morgan    Stanley
                                                       (50,959)
           Aon  Plc                     Morgan    Stanley                 3,099
       (8,730)
           Aon  Plc                     Bank   of  America    Merrill    Lynch
       (2,713)                                                (3,386)
           Aon  Plc                     Goldman    Sachs
      (23,767)                                                (23,800)
       (7,864)    Apache    Corp                    Goldman    Sachs                40,264
           Apache    Corp                    Morgan    Stanley                 37,166
      (10,804)
           Apartment     Investment      & Management      Co  ‘A’
       71,526                            Bank   of  America    Merrill    Lynch
                                                       (53,717)
           (Reit)
           Apartment     Investment      & Management      Co  ‘A’
       66,266                            Goldman    Sachs
                                                       (49,699)
           (Reit)
           Apartment     Investment      & Management      Co  ‘A’
      136,532                             Morgan    Stanley
                                                      (160,910)
           (Reit)
       3,856    Apellis    Pharmaceuticals        Inc           Bank   of  America    Merrill    Lynch        8,869
       9,125    Apellis    Pharmaceuticals        Inc           Goldman    Sachs                20,988
       15,084     Apergy    Corp                    Morgan    Stanley
                                                       (25,492)
       20,736     Apergy    Corp                    Bank   of  America    Merrill    Lynch
                                                      (125,868)
       5,878    Apergy    Corp                    Goldman    Sachs
                                                       (35,679)
       3,744    Apogee    Enterprises      Inc              Goldman    Sachs
                                                       (13,703)
       2,949    Apogee    Enterprises      Inc              Morgan    Stanley
                                                       (9,142)
           Apollo    Commercial      Real   Estate    Finance    Inc
                                   Goldman    Sachs                13,693
      (40,274)
           (Reit)
           Apollo    Commercial      Real   Estate    Finance    Inc
                                   Bank   of  America    Merrill    Lynch        19,878
      (58,465)
           (Reit)
           Apollo    Medical    Holdings     Inc           Morgan    Stanley                 4,758
       (4,192)
           Appfolio     Inc   ‘A’                Bank   of  America    Merrill    Lynch
       (9,314)                                                (18,069)
           Appfolio     Inc   ‘A’                Goldman    Sachs
       (8,091)                                                (15,697)
           Appfolio     Inc   ‘A’                Morgan    Stanley                 3,724
       (3,103)
           Appian    Corp                    Goldman    Sachs
       (3,675)                                                (6,523)
           Appian    Corp                    Bank   of  America    Merrill    Lynch
      (19,598)                                                (34,786)
           Appian    Corp                    Morgan    Stanley
       (3,955)                                                (4,212)
       71,746     Apple   Hospitality      Inc  (Reit)            Bank   of  America    Merrill    Lynch
                                                       (63,863)
       11,874     Apple   Hospitality      Inc  (Reit)            Morgan    Stanley
                                                       (6,674)
       89,564     Apple   Hospitality      Inc  (Reit)            Goldman    Sachs
                                                       (87,502)
           Apple   Inc                    Morgan    Stanley                 21,668
       (3,773)
           Apple   Inc                    Goldman    Sachs                86,913
       (6,186)
       39,635     Applied    Genetic    Technologies       Corp/DE         Bank   of  America    Merrill    Lynch        1,982
                                  97/298




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       19,790     Applied    Genetic    Technologies       Corp/DE         Morgan    Stanley                  198
       82,393     Applied    Industrial      Technologies       Inc       Bank   of  America    Merrill    Lynch
                                                       (65,914)
       90,985     Applied    Materials     Inc              Bank   of  America    Merrill    Lynch
                                                      (203,910)
       10,491     Applied    Materials     Inc              Goldman    Sachs
                                                       (17,321)
       9,407    Applied    Materials     Inc              Morgan    Stanley
                                                       (11,947)
       2,006    Applied    Optoelectronics        Inc           Bank   of  America    Merrill    Lynch
                                                       (2,267)
       6,813    Applied    Optoelectronics        Inc           Morgan    Stanley
                                                       (1,363)
           AptarGroup      Inc                  Bank   of  America    Merrill    Lynch         745
       (1,150)
           AptarGroup      Inc                  Morgan    Stanley                 1,204
       (4,737)
           AptarGroup      Inc                  Goldman    Sachs                 5,016
      (16,190)
       34,049     Aptinyx    Inc                   Goldman    Sachs
                                                       (21,658)
       8,424    Aptinyx    Inc                   Bank   of  America    Merrill    Lynch
                                                        (272)
       56,096     Aptinyx    Inc                   Morgan    Stanley
                                                       (21,189)
           Aptiv   Plc                    Goldman    Sachs                190,867
      (20,219)
           Apyx   Medical    Corp                 Goldman    Sachs
       (4,197)                                                (1,234)
       (4,444)    Apyx   Medical    Corp                 Morgan    Stanley                  491
           Aqua   America    Inc                 Goldman    Sachs
      (16,356)                                                 (2,944)
           Aqua   America    Inc                 Bank   of  America    Merrill    Lynch
      (38,379)                                                 (6,908)
           Aqua   Metals    Inc                 Goldman    Sachs                 7,364
      (49,096)
           Aqua   Metals    Inc                 Morgan    Stanley
      (125,703)                                                 (3,771)
           Aramark                        Morgan    Stanley
      (122,266)                                                (424,689)
           Aramark                        Goldman    Sachs
      (146,332)                                                (493,418)
       5,723    Aravive    Inc                   Goldman    Sachs
                                                       (2,804)
       10,186     Aravive    Inc                   Morgan    Stanley                  509
      123,637     Arbor   Realty    Trust   Inc  (Reit)            Morgan    Stanley
                                                       (66,146)
      158,052     Arbor   Realty    Trust   Inc  (Reit)            Bank   of  America    Merrill    Lynch
                                                      (174,647)
           Arbutus    Biopharma     Corp              Bank   of  America    Merrill    Lynch        19,993
      (33,322)
      213,690     ARC  Document     Solutions     Inc            Bank   of  America    Merrill    Lynch
                                                       (40,601)
           ArcBest    Corp                   Bank   of  America    Merrill    Lynch        17,966
       (4,382)
           Arch   Capital    Group   Ltd              Bank   of  America    Merrill    Lynch
      (173,508)                                                 (19,086)
           Arch   Coal   Inc   ‘A’                Bank   of  America    Merrill    Lynch
       5,338                                               (29,786)
           Arch   Coal   Inc   ‘A’                Morgan    Stanley
       5,608                                               (16,039)
           Arch   Coal   Inc   ‘A’                Goldman    Sachs
       14,325                                                (79,933)
       78,576     Archer-Daniels-Midland            Co            Bank   of  America    Merrill    Lynch
                                                      (225,513)
       67,620     Archrock     Inc                   Bank   of  America    Merrill    Lynch       (71,677)
       46,105     Archrock     Inc                   Morgan    Stanley
                                                       (29,968)
       66,487     Archrock     Inc                   Goldman    Sachs
                                                       (70,476)
           Arconic    Inc                   Goldman    Sachs                13,146
      (100,269)
           Arconic    Inc                   Bank   of  America    Merrill    Lynch        15,809
      (112,151)
           Arconic    Inc                   Morgan    Stanley                100,146
      (209,408)
       22,037     Arcosa    Inc                    Goldman    Sachs
                                                       (42,752)
       4,349    Arcosa    Inc                    Bank   of  America    Merrill    Lynch
                                                       (8,437)
       2,573    Arcosa    Inc                    Morgan    Stanley
                                                       (4,657)
           Arcosa    Inc                    Bank   of  America    Merrill    Lynch        1,242
       (4,876)
           Arcosa    Inc                    Goldman    Sachs                 2,056
       (1,530)
                                  98/298



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                                                ブラックロック・ジャパン株式会社(E09096)
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                                                     （損）
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                                                    （米ドル）
           米国（続き）
           Arcosa    Inc                    Morgan    Stanley                 14,452
       (8,609)
       14,608     Arcus   Biosciences      Inc              Bank   of  America    Merrill    Lynch
                                                       (15,777)
       38,547     Arcus   Biosciences      Inc              Goldman    Sachs
                                                       (35,442)
       6,330    Arcus   Biosciences      Inc              Morgan    Stanley
                                                       (5,507)
       9,397    Ardagh    Group   SA                 Bank   of  America    Merrill    Lynch        2,161
       30,620     Ardagh    Group   SA                 Goldman    Sachs                 7,043
       36,549     Ardagh    Group   SA                 Morgan    Stanley
                                                       (14,985)
       32,962     Ardelyx    Inc                   Bank   of  America    Merrill    Lynch
                                                       (19,448)
       83,726     Ardelyx    Inc                   Goldman    Sachs
                                                       (49,398)
       84,581     Ardmore    Shipping     Corp               Goldman    Sachs
                                                       (45,674)
       3,951    Ardmore    Shipping     Corp               Morgan    Stanley
                                                       (2,687)
       35,589     Ardmore    Shipping     Corp               Bank   of  America    Merrill    Lynch
                                                       (19,218)
           Arena   Pharmaceuticals        Inc            Bank   of  America    Merrill    Lynch        11,697
       (4,269)
           Arena   Pharmaceuticals        Inc            Morgan    Stanley                 2,962
       (4,172)
           Arena   Pharmaceuticals        Inc            Goldman    Sachs                 5,565
       (2,031)
      137,721     Ares   Commercial      Real   Estate    Corp   (Reit)       Bank   of  America    Merrill    Lynch       (55,088)
       8,460    Ares   Commercial      Real   Estate    Corp   (Reit)       Goldman    Sachs
                                                       (3,384)
           Argan   Inc                    Bank   of  America    Merrill    Lynch       116,359
      (36,591)
           Argan   Inc                    Goldman    Sachs                 2,512
       (1,333)
           Argo   Group   International       Holdings     Ltd      Goldman    Sachs                30,511
       (6,330)
       1,522    Arista    Networks     Inc               Goldman    Sachs
                                                       (5,236)
       1,889    Arista    Networks     Inc               Morgan    Stanley
                                                       (14,885)
       33,405     Arlington     Asset   Investment      Corp   ‘A’       Goldman    Sachs
                                                       (30,399)
       14,265     Arlo   Technologies       Inc              Goldman    Sachs
                                                       (3,061)
       7,865    Arlo   Technologies       Inc              Morgan    Stanley
                                                       (1,331)
       34,750     Armada    Hoffler    Properties      In  (Reit)         Morgan    Stanley
                                                       (10,077)
       90,565     Armada    Hoffler    Properties      In  (Reit)         Bank   of  America    Merrill    Lynch
                                                       (20,830)
      103,949     Armada    Hoffler    Properties      In  (Reit)         Goldman    Sachs
                                                       (23,908)
       41,621     ARMOUR    Residential      Inc  (Reit)            Bank   of  America    Merrill    Lynch
                                                       (63,264)
           Armstrong     Flooring     Inc              Goldman    Sachs
       (1,874)                                                 (225)
           Armstrong     Flooring     Inc              Morgan    Stanley                 5,439
      (11,702)
           Armstrong     World   Industries      Inc          Goldman    Sachs
      (13,892)                                                 (7,224)
           Armstrong     World   Industries      Inc          Bank   of  America    Merrill    Lynch
      (48,245)                                                (25,087)
           Armstrong     World   Industries      Inc          Morgan    Stanley
       (6,642)                                                (2,657)
      (17,936)     ArQule    Inc                    Morgan    Stanley                 5,560
           ArQule    Inc                    Bank   of  America    Merrill    Lynch
      (46,711)                                                (28,027)
           ArQule    Inc                    Goldman    Sachs
       (5,571)                                                (3,343)
           Array   BioPharma     Inc               Bank   of  America    Merrill    Lynch
       (7,715)                                                (36,569)
           Arrow   Electronics      Inc              Bank   of  America    Merrill    Lynch       203,411
      (41,218)
           Arrow   Electronics      Inc              Morgan    Stanley                 43,572
      (16,954)
           Arrow   Electronics      Inc              Goldman    Sachs                311,175
      (61,987)
           Arrow   Financial     Corp               Bank   of  America    Merrill    Lynch        14,107
      (11,659)
           Arrowhead     Pharmaceuticals        Inc          Goldman    Sachs
      (10,266)                                                (40,509)
       3,914    Artesian     Resources     Corp   ‘A’           Bank   of  America    Merrill    Lynch         705
       5,290    Artesian     Resources     Corp   ‘A’           Goldman    Sachs                  963
                                  99/298



                                                           EDINET提出書類
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                                                   未実現評価益／
                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
       7,733    Artesian     Resources     Corp   ‘A’           Morgan    Stanley
                                                       (11,136)
       77,808     Arthur    J Gallagher     & Co             Bank   of  America    Merrill    Lynch       126,049
       17,583     Arthur    J Gallagher     & Co             Goldman    Sachs                28,484
        566   Arthur    J Gallagher     & Co             Morgan    Stanley
                                                        (260)
       9,708    Artisan    Partners     Asset   Management      Inc   ‘A’   Goldman    Sachs
                                                       (12,660)
       12,245     Artisan    Partners     Asset   Management      Inc   ‘A’   Morgan    Stanley
                                                       (18,490)
       8,851    Artisan    Partners     Asset   Management      Inc   ‘A’   Bank   of  America    Merrill    Lynch
                                                       (10,595)
       39,693     Asbury    Automotive      Group   Inc           Bank   of  America    Merrill    Lynch
                                                      (165,520)
       10,025     Asbury    Automotive      Group   Inc           Goldman    Sachs
                                                       (41,804)
           Ascena    Retail    Group   Inc             Bank   of  America    Merrill    Lynch        35,651
      (116,890)
       7,176    ASGN   Inc                     Morgan    Stanley
                                                       (21,225)
       22,850     ASGN   Inc                     Bank   of  America    Merrill    Lynch
                                                      (149,668)
       9,221    ASGN   Inc                     Goldman    Sachs
                                                       (54,074)
       15,151     Ashford    Hospitality      Trust   Inc  (Reit)        Goldman    Sachs
                                                       (13,484)
           Ashford    Inc                   Bank   of  America    Merrill    Lynch        2,923
        (905)
      (11,832)     Ashford    Inc                   Morgan    Stanley                 9,584
           Ashland    Global    Holdings     Inc           Morgan    Stanley
       (1,072)                                                 (188)
       12,015     Ashland    Global    Holdings     Inc           Morgan    Stanley                 25,472
           Ashland    Global    Holdings     Inc           Goldman    Sachs
      (12,420)                                                 (2,333)
       15,396     Ashland    Global    Holdings     Inc           Goldman    Sachs                15,396
       67,292     Aspen   Aerogels     Inc                Morgan    Stanley
                                                       (9,421)
       12,095     Aspen   Technology      Inc               Goldman    Sachs
                                                       (4,233)
           Aspen   Technology      Inc               Bank   of  America    Merrill    Lynch        6,900
      (19,713)
           Assembly     Biosciences      Inc             Morgan    Stanley                 7,700
       (8,851)
           Assembly     Biosciences      Inc             Goldman    Sachs                10,193
       (7,440)
           Assertio     Therapeutics       Inc            Bank   of  America    Merrill    Lynch        69,327
      (76,184)
       30,027     Associated      Banc   Corp               Goldman    Sachs
                                                       (62,041)
      194,745     Associated      Banc   Corp               Bank   of  America    Merrill    Lynch
                                                      (418,702)
       7,928    Associated      Banc   Corp               Morgan    Stanley
                                                       (8,589)
           Associated      Capital    Group   Inc   ‘A’        Bank   of  America    Merrill    Lynch        4,476
       (4,476)
           Associated      Capital    Group   Inc   ‘A’        Goldman    Sachs                  830
        (830)
       11,224     Assurant     Inc                   Goldman    Sachs                51,855
           Assured    Guaranty     Ltd               Bank   of  America    Merrill    Lynch        17,784
      (10,162)
           Assured    Guaranty     Ltd               Goldman    Sachs                 3,421
       (1,955)
       12,706     Assured    Guaranty     Ltd               Goldman    Sachs                (22,235)
       8,487    Assured    Guaranty     Ltd               Morgan    Stanley
                                                       (12,306)
           Astec   Industries      Inc               Goldman    Sachs                20,353
       (9,518)
           Astec   Industries      Inc               Bank   of  America    Merrill    Lynch       164,498
      (76,868)
           Astronics     Corp                  Morgan    Stanley                 26,443
      (11,965)
           Astronics     Corp                  Goldman    Sachs                11,836
       (8,567)
           AstroNova     Inc                  Goldman    Sachs                 2,299
       (9,196)
           AstroNova     Inc                  Morgan    Stanley
       (6,188)                                                 (124)
           Asure   Software     Inc                Bank   of  America    Merrill    Lynch        13,460
      (28,638)
           Asure   Software     Inc                Morgan    Stanley                 5,636
      (16,577)
           At  Home   Group   Inc                Goldman    Sachs                41,785
      (11,448)
                                100/298



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                                                   未実現評価益／
                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           At  Home   Group   Inc                Bank   of  America    Merrill    Lynch        73,223
      (20,061)
           At  Home   Group   Inc                Morgan    Stanley                 26,600
      (14,149)
           AT&T   Inc                     Goldman    Sachs                 9,307
      (25,155)
           AT&T   Inc                     Bank   of  America    Merrill    Lynch        42,624
      (115,201)
       4,050    Atara   Biotherapeutics        Inc            Goldman    Sachs
                                                       (10,287)
       4,190    Atara   Biotherapeutics        Inc            Morgan    Stanley
                                                       (3,561)
           Atara   Biotherapeutics        Inc            Goldman    Sachs                 9,799
       (3,858)
       6,520    Athene    Holding    Ltd   ‘A’             Bank   of  America    Merrill    Lynch
                                                       (12,649)
       20,147     Athene    Holding    Ltd   ‘A’             Goldman    Sachs
                                                       (39,085)
           Athene    Holding    Ltd   ‘A’             Morgan    Stanley                 28,199
      (11,190)
           Athene    Holding    Ltd   ‘A’             Goldman    Sachs                16,603
       (8,558)
           Athenex    Inc                   Bank   of  America    Merrill    Lynch
      (37,337)                                                (11,948)
           Athenex    Inc                   Morgan    Stanley
      (27,646)                                                 (7,244)
      202,305     Athersys     Inc                   Bank   of  America    Merrill    Lynch
                                                       (34,392)
      145,283     Athersys     Inc                   Goldman    Sachs
                                                       (24,698)
       36,862     Atkore    International       Group   Inc          Bank   of  America    Merrill    Lynch       (57,873)
       30,260     Atlantic     Capital    Bancshares      Inc         Goldman    Sachs
                                                       (19,972)
       71,821     Atlantic     Capital    Bancshares      Inc         Bank   of  America    Merrill    Lynch
                                                       (47,402)
       5,875    Atlantic     Capital    Bancshares      Inc         Morgan    Stanley
                                                       (2,174)
       71,673     Atlantic     Power   Corp                Morgan    Stanley
                                                       (12,543)
       50,976     Atlantic     Power   Corp                Bank   of  America    Merrill    Lynch
                                                       (4,843)
       68,306     Atlantic     Power   Corp                Goldman    Sachs
                                                       (6,489)
           Atlantic     Union   Bankshares      Corp          Bank   of  America    Merrill    Lynch       420,312
      (172,259)
           Atlantic     Union   Bankshares      Corp          Goldman    Sachs                76,236
      (35,783)
           Atlantic     Union   Bankshares      Corp          Morgan    Stanley                 43,231
      (18,131)
        665   Atlas   Air  Worldwide     Holdings     Inc         Morgan    Stanley
                                                       (1,403)
       2,340    Atlas   Air  Worldwide     Holdings     Inc         Goldman    Sachs
                                                       (8,073)
       4,204    Atlas   Financial     Holdings     Inc           Morgan    Stanley
                                                        (442)
       6,406    Atlas   Financial     Holdings     Inc           Bank   of  America    Merrill    Lynch
                                                       (1,154)
       5,972    Atlas   Financial     Holdings     Inc           Goldman    Sachs
                                                       (1,076)
           Atlassian     Corp   Plc   ‘A’             Goldman    Sachs                 3,252
        (791)
       16,409     Atmos   Energy    Corp                 Goldman    Sachs
                                                       (1,969)
           ATN  International       Inc              Bank   of  America    Merrill    Lynch        46,735
      (21,737)
       6,771    AtriCure     Inc                   Bank   of  America    Merrill    Lynch
                                                        (203)
       8,118    AtriCure     Inc                   Morgan    Stanley                 (2,598)
       7,077    AtriCure     Inc                   Goldman    Sachs
                                                        (212)
           Atrion    Corp                    Goldman    Sachs                 2,549
        (226)
           Atrion    Corp                    Bank   of  America    Merrill    Lynch        7,956
        (930)
           Atrion    Corp                    Morgan    Stanley                 1,966
        (113)
       7,687    aTyr   Pharma    Inc                 Bank   of  America    Merrill    Lynch
                                                        (115)
       9,433    Audentes     Therapeutics       Inc            Morgan    Stanley
                                                       (20,905)
       8,426    Audentes     Therapeutics       Inc            Goldman    Sachs
                                                       (21,355)
           Audentes     Therapeutics       Inc            Morgan    Stanley                 16,104
       (7,320)
       2,598    Autodesk     Inc                   Bank   of  America    Merrill    Lynch
                                                       (33,358)
       5,244    Autodesk     Inc                   Goldman    Sachs
                                                       (67,333)
                                101/298



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                                                ブラックロック・ジャパン株式会社(E09096)
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                                                   未実現評価益／
                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
        500   Autodesk     Inc                   Morgan    Stanley
                                                       (6,775)
           Autoliv    Inc                   Bank   of  America    Merrill    Lynch       326,511
      (35,186)
           Autoliv    Inc                   Goldman    Sachs                100,007
      (10,594)
           Autoliv    Inc                   Morgan    Stanley                147,201
      (55,758)
       20,614     Automatic     Data   Processing      Inc          Bank   of  America    Merrill    Lynch        9,482
        637   Automatic     Data   Processing      Inc          Morgan    Stanley
                                                       (2,255)
       20,434     Automatic     Data   Processing      Inc          Goldman    Sachs                 2,779
       1,152    AutoNation      Inc                  Bank   of  America    Merrill    Lynch         161
       1,720    AutoNation      Inc                  Morgan    Stanley
                                                        (413)
       5,246    AutoNation      Inc                  Goldman    Sachs
                                                       (2,899)
       3,195    AutoZone     Inc                   Goldman    Sachs                129,853
       1,903    AutoZone     Inc                   Morgan    Stanley
                                                       (45,539)
       11,213     Avalara    Inc                   Goldman    Sachs                  294
           Avalara    Inc                   Bank   of  America    Merrill    Lynch
       (1,611)                                                 (226)
           Avalara    Inc                   Goldman    Sachs                 1,698
       (5,590)
       3,709    Avalara    Inc                   Bank   of  America    Merrill    Lynch         519
       2,889    Avalara    Inc                   Morgan    Stanley
                                                        (982)
           Avalara    Inc                   Morgan    Stanley                  421
       (1,238)
           AvalonBay     Communities      Inc  (Reit)          Goldman    Sachs
       (6,156)                                                 (677)
           AvalonBay     Communities      Inc  (Reit)          Bank   of  America    Merrill    Lynch
       (4,289)                                                 (472)
           AvalonBay     Communities      Inc  (Reit)          Morgan    Stanley                 1,370
        (548)
           Avangrid     Inc                   Goldman    Sachs                20,713
      (82,853)
           Avangrid     Inc                   Bank   of  America    Merrill    Lynch        18,494
      (73,975)
           Avangrid     Inc                   Morgan    Stanley                 20,283
      (36,220)
           Avanos    Medical    Inc                Goldman    Sachs                80,422
      (16,262)
           Avanos    Medical    Inc                Morgan    Stanley                 38,983
       (9,003)
           Avanos    Medical    Inc                Bank   of  America    Merrill    Lynch       219,175
      (37,854)
           Avaya   Holdings     Corp                Bank   of  America    Merrill    Lynch        7,448
       (2,586)
           Avaya   Holdings     Corp                Goldman    Sachs                191,759
      (68,827)
           Avaya   Holdings     Corp                Morgan    Stanley                 82,926
      (42,526)
           Avedro    Inc                    Bank   of  America    Merrill    Lynch        1,866
       (6,665)
           Avedro    Inc                    Goldman    Sachs                  557
       (1,991)
           Avedro    Inc                    Morgan    Stanley                 7,699
      (20,808)
           Avery   Dennison     Corp                Goldman    Sachs
       (8,616)                                                (6,807)
       (1,153)    Avery   Dennison     Corp                Morgan    Stanley                 (3,713)
           Avid   Bioservices      Inc               Goldman    Sachs
      (57,730)                                                 (5,196)
           Avid   Technology      Inc               Bank   of  America    Merrill    Lynch         257
      (25,668)
           Avis   Budget    Group   Inc              Bank   of  America    Merrill    Lynch        60,975
      (14,415)
           Avis   Budget    Group   Inc              Morgan    Stanley                 28,897
      (20,105)
           Avis   Budget    Group   Inc              Goldman    Sachs                 8,686
       (4,966)
      133,390     Avista    Corp                    Bank   of  America    Merrill    Lynch
                                                      (160,068)
       1,038    Avista    Corp                    Morgan    Stanley
                                                        (457)
       30,144     Avista    Corp                    Goldman    Sachs
                                                       (35,808)
           Avnet   Inc                    Morgan    Stanley                 93,902
      (58,689)
           Avnet   Inc                    Bank   of  America    Merrill    Lynch       143,029
      (55,011)
                                102/298



                                                           EDINET提出書類
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                                                     （損）
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                                                    （米ドル）
           米国（続き）
           Avnet   Inc                    Goldman    Sachs                106,681
      (41,031)
           Avrobio    Inc                   Goldman    Sachs                17,765
       (4,141)
           AVX  Corp                     Bank   of  America    Merrill    Lynch        42,327
      (65,119)
           AVX  Corp                     Goldman    Sachs                 2,739
       (4,214)
       21,373     AXA  Equitable     Holdings     Inc            Goldman    Sachs
                                                       (12,415)
       12,162     Axalta    Coating    Systems    Ltd            Morgan    Stanley
                                                       (15,932)
       3,062    Axalta    Coating    Systems    Ltd            Goldman    Sachs
                                                       (5,665)
           Axalta    Coating    Systems    Ltd            Goldman    Sachs                25,025
      (13,527)
           Axcelis    Technologies       Inc             Bank   of  America    Merrill    Lynch        20,229
       (9,237)
           Axcelis    Technologies       Inc             Goldman    Sachs                24,561
      (11,215)
           Axis   Capital    Holdings     Ltd            Goldman    Sachs
      (152,568)                                                (147,754)
           Axis   Capital    Holdings     Ltd            Bank   of  America    Merrill    Lynch
      (103,848)                                                (101,771)
           Axis   Capital    Holdings     Ltd            Morgan    Stanley
      (59,086)                                                 (5,318)
           Axogen    Inc                    Bank   of  America    Merrill    Lynch        36,960
      (16,800)
           Axogen    Inc                    Morgan    Stanley                 5,605
       (6,920)
       (6,676)    Axon   Enterprise      Inc               Bank   of  America    Merrill    Lynch       (11,052)
           Axon   Enterprise      Inc               Goldman    Sachs
      (23,126)                                                (22,980)
           Axon   Enterprise      Inc               Morgan    Stanley                 2,957
      (12,215)
           Axonics    Modulation      Technologies       Inc       Bank   of  America    Merrill    Lynch
       (5,685)                                                (4,093)
           Axonics    Modulation      Technologies       Inc       Morgan    Stanley
        (420)                                                (580)
           Axos   Financial     Inc                Bank   of  America    Merrill    Lynch       155,944
      (90,665)
           Axos   Financial     Inc                Goldman    Sachs                24,360
      (14,163)
           Axos   Financial     Inc                Morgan    Stanley                 40,555
      (19,592)
           AXT  Inc                     Bank   of  America    Merrill    Lynch        12,788
       (9,688)
           AXT  Inc                     Goldman    Sachs                97,783
      (74,078)
           AXT  Inc                     Morgan    Stanley                 42,291
      (75,520)
       7,104    AZZ  Inc                     Goldman    Sachs
                                                       (34,845)
       24,227     B&G  Foods   Inc                  Goldman    Sachs
                                                       (29,557)
       29,675     B&G  Foods   Inc                  Morgan    Stanley
                                                       (33,533)
           B&G  Foods   Inc                  Morgan    Stanley                 14,533
      (11,677)
           B.  Riley   Financial     Inc              Goldman    Sachs
       (8,770)                                                (3,353)
           B.  Riley   Financial     Inc              Bank   of  America    Merrill    Lynch
      (120,970)                                                 (96,776)
           B.  Riley   Financial     Inc              Morgan    Stanley
       (7,034)                                                (1,342)
           Babcock    & Wilcox    Enterprises      Inc         Bank   of  America    Merrill    Lynch
      (23,667)                                                  (97)
      (235,730)     Babcock    & Wilcox    Enterprises      Inc         Goldman    Sachs                 (966)
           Badger    Meter   Inc                 Bank   of  America    Merrill    Lynch        1,167
       (7,782)
           Baker   Hughes    ▶ GE  Co              Bank   of  America    Merrill    Lynch        50,800
      (27,166)
           Baker   Hughes    ▶ GE  Co              Goldman    Sachs                 4,714
       (2,521)
           Balchem    Corp                   Bank   of  America    Merrill    Lynch        28,337
       (4,676)
           Balchem    Corp                   Morgan    Stanley                 50,842
       (7,594)
           Balchem    Corp                   Goldman    Sachs                41,196
       (7,475)
       9,730    Ball   Corp                     Bank   of  America    Merrill    Lynch
                                                       (15,860)
           Ball   Corp                     Bank   of  America    Merrill    Lynch        36,952
      (22,670)
       16,482     Ball   Corp                     Morgan    Stanley
                                                       (9,755)
       47,973     Ball   Corp                     Goldman    Sachs
                                                       (78,196)
                                103/298



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
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                                                   未実現評価益／
                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           Banc   of  California      Inc              Bank   of  America    Merrill    Lynch        37,368
      (67,942)
           Banc   of  California      Inc              Goldman    Sachs                  446
        (811)
           BancFirst     Corp                  Bank   of  America    Merrill    Lynch       136,589
      (54,855)
           BancFirst     Corp                  Goldman    Sachs                67,397
      (27,067)
       40,336     Banco   Bradesco     SA  ADR              Goldman    Sachs                43,966
      176,689     Banco   Bradesco     SA  ADR              Morgan    Stanley                130,750
       2,231    Banco   de  Chile   ADR                Morgan    Stanley
                                                        (982)
       26,046     Banco   Santander     Brasil    SA  ADR          Goldman    Sachs                22,920
      146,738     Banco   Santander     Brasil    SA  ADR          Morgan    Stanley                118,858
           Banco   Santander     Chile   ADR            Goldman    Sachs                 3,523
       (4,404)
           Banco   Santander     Chile   ADR            Morgan    Stanley                 36,973
      (64,865)
           Banco   Santander     SA  ADR              Morgan    Stanley                 2,549
      (20,393)
           Bancolombia      SA  ADR                Goldman    Sachs                42,154
      (26,021)
           Bancolombia      SA  ADR                Morgan    Stanley
      (14,291)                                                 (2,001)
       53,669     Bancorp    Inc/The                   Bank   of  America    Merrill    Lynch
                                                       (39,983)
       62,526     Bancorp    Inc/The                   Goldman    Sachs                (46,160)
       53,210     Bancorp    Inc/The                   Morgan    Stanley
                                                       (38,952)
       13,525     BancorpSouth       Bank                 Morgan    Stanley
                                                       (18,664)
      213,951     BancorpSouth       Bank                 Bank   of  America    Merrill    Lynch
                                                      (331,624)
       44,242     BancorpSouth       Bank                 Goldman    Sachs
                                                       (68,575)
           Bank   of  America    Corp               Morgan    Stanley                317,331
      (175,321)
           Bank   of  America    Corp               Goldman    Sachs                70,526
      (43,805)
      155,158     Bank   of  Commerce     Holdings               Bank   of  America    Merrill    Lynch
                                                       (48,099)
       43,749     Bank   of  Commerce     Holdings               Goldman    Sachs
                                                       (13,562)
       37,131     Bank   of  Commerce     Holdings               Morgan    Stanley
                                                       (14,852)
       37,959     Bank   of  Hawaii    Corp                Goldman    Sachs
                                                      (116,914)
       33,226     Bank   of  Hawaii    Corp                Morgan    Stanley
                                                      (128,917)
       41,239     Bank   of  Hawaii    Corp                Bank   of  America    Merrill    Lynch
                                                      (127,947)
       8,650    Bank   of  Marin   Bancorp                Goldman    Sachs
                                                       (10,639)
       21,216     Bank   of  New  York   Mellon    Corp/The           Morgan    Stanley
                                                       (25,583)
           Bank   of  New  York   Mellon    Corp/The           Bank   of  America    Merrill    Lynch       299,482
      (76,204)
       12,215     Bank   of  New  York   Mellon    Corp/The           Bank   of  America    Merrill    Lynch
                                                       (15,713)
           Bank   of  Princeton/The                   Bank   of  America    Merrill    Lynch
       (4,047)                                                (3,966)
           Bank   of  Princeton/The                   Morgan    Stanley
       (8,614)                                                (8,097)
       (9,640)    Bank   OZK                     Goldman    Sachs                23,232
           Bank   OZK                     Morgan    Stanley                 2,209
        (898)
       52,629     Bank   OZK                     Morgan    Stanley
                                                      (129,467)
        463   Bank7   Corp                    Bank   of  America    Merrill    Lynch
                                                        (141)
       49,261     BankFinancial       Corp                Bank   of  America    Merrill    Lynch
                                                       (26,108)
       63,341     BankFinancial       Corp                Goldman    Sachs
                                                       (33,571)
       31,015     BankFinancial       Corp                Morgan    Stanley
                                                       (10,855)
           BankUnited      Inc                  Morgan    Stanley                 45,814
      (37,247)
           BankUnited      Inc                  Goldman    Sachs                382,888
      (256,972)
           BankUnited      Inc                  Bank   of  America    Merrill    Lynch        98,750
      (66,275)
           Bankwell     Financial     Group   Inc           Morgan    Stanley                 2,706
       (2,343)
                                104/298



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                                                ブラックロック・ジャパン株式会社(E09096)
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                                                   未実現評価益／
                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           Bankwell     Financial     Group   Inc           Bank   of  America    Merrill    Lynch        61,406
      (64,299)
           Bankwell     Financial     Group   Inc           Goldman    Sachs                 6,977
       (7,306)
      141,890     Banner    Corp                    Bank   of  America    Merrill    Lynch
                                                      (306,482)
       9,249    Banner    Corp                    Morgan    Stanley
                                                       (20,533)
           Bar  Harbor    Bankshares                  Bank   of  America    Merrill    Lynch        94,732
      (38,509)
           Bar  Harbor    Bankshares                  Goldman    Sachs                48,137
      (19,568)
           Bar  Harbor    Bankshares                  Morgan    Stanley                 5,916
       (2,561)
       25,942     Barnes    & Noble   Education     Inc           Goldman    Sachs
                                                       (13,703)
       12,636     Barnes    & Noble   Education     Inc           Bank   of  America    Merrill    Lynch
                                                       (8,845)
       41,603     Barnes    & Noble   Education     Inc           Morgan    Stanley
                                                       (13,313)
       51,389     Barnes    & Noble   Inc                Bank   of  America    Merrill    Lynch
                                                       (52,417)
       32,019     Barnes    & Noble   Inc                Morgan    Stanley
                                                       (21,773)
      155,473     Barnes    & Noble   Inc                Goldman    Sachs
                                                      (158,582)
           Barnes    Group   Inc                 Morgan    Stanley                 8,378
       (4,524)
           Barnes    Group   Inc                 Bank   of  America    Merrill    Lynch        35,964
       (9,565)
       9,013    Barnes    Group   Inc                 Bank   of  America    Merrill    Lynch       (33,889)
       4,918    Barnes    Group   Inc                 Goldman    Sachs
                                                       (18,492)
       7,322    Barnes    Group   Inc                 Morgan    Stanley
                                                       (27,238)
           Barnes    Group   Inc                 Goldman    Sachs                 8,608
       (4,980)
       1,005    Barrett    Business     Services     Inc          Bank   of  America    Merrill    Lynch
                                                       (4,603)
        508   Barrett    Business     Services     Inc          Goldman    Sachs
                                                       (2,327)
       1,549    Barrett    Business     Services     Inc          Morgan    Stanley
                                                       (9,031)
       4,500    Basic   Energy    Services     Inc            Morgan    Stanley
                                                        (720)
       91,133     Basic   Energy    Services     Inc            Bank   of  America    Merrill    Lynch
                                                       (60,148)
       11,167     Bassett    Furniture     Industries      Inc         Bank   of  America    Merrill    Lynch
                                                       (23,227)
       7,058    Bassett    Furniture     Industries      Inc         Goldman    Sachs
                                                       (14,681)
       14,071     Bassett    Furniture     Industries      Inc         Morgan    Stanley
                                                       (15,056)
       5,079    Bausch    Health    Cos  Inc              Bank   of  America    Merrill    Lynch
                                                       (22,602)
       20,644     Bausch    Health    Cos  Inc              Goldman    Sachs
                                                       (86,804)
       1,726    Bausch    Health    Cos  Inc              Morgan    Stanley
                                                       (6,231)
           Baxter    International       Inc             Bank   of  America    Merrill    Lynch        42,128
      (16,203)
       5,517    Baycom    Corp                    Goldman    Sachs
                                                       (5,765)
       4,243    Baycom    Corp                    Morgan    Stanley
                                                       (1,294)
       22,206     BB&T   Corp                     Goldman    Sachs
                                                       (16,654)
       79,032     BB&T   Corp                     Bank   of  America    Merrill    Lynch       (59,274)
       58,559     BB&T   Corp                     Morgan    Stanley
                                                      (125,902)
       12,121     BCB  Bancorp    Inc                 Bank   of  America    Merrill    Lynch
                                                       (4,848)
       2,035    BCB  Bancorp    Inc                 Goldman    Sachs
                                                        (814)
       4,191    BCB  Bancorp    Inc                 Morgan    Stanley
                                                       (1,257)
       6,638    Beacon    Roofing    Supply    Inc            Morgan    Stanley
                                                       (17,923)
           Beacon    Roofing    Supply    Inc            Goldman    Sachs                81,355
      (21,637)
           Beacon    Roofing    Supply    Inc            Morgan    Stanley                 10,360
       (3,837)
        452   Beacon    Roofing    Supply    Inc            Bank   of  America    Merrill    Lynch
                                                       (1,700)
       5,243    Beacon    Roofing    Supply    Inc            Goldman    Sachs
                                                       (19,714)
           Beacon    Roofing    Supply    Inc            Bank   of  America    Merrill    Lynch        77,230
      (20,540)
                                105/298



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                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
       2,769    Beasley    Broadcast     Group   Inc   ‘A’         Goldman    Sachs
                                                        (941)
       11,030     Beazer    Homes   USA  Inc               Bank   of  America    Merrill    Lynch
                                                       (12,023)
       2,552    Beazer    Homes   USA  Inc               Morgan    Stanley
                                                       (1,250)
           Becton    Dickinson     and  Co             Bank   of  America    Merrill    Lynch
      (39,018)                                                (330,873)
           Becton    Dickinson     and  Co             Goldman    Sachs
      (23,079)                                                (98,163)
           Becton    Dickinson     and  Co             Morgan    Stanley                 8,078
       (8,984)
       10,562     Bed  Bath   & Beyond    Inc              Goldman    Sachs
                                                       (27,461)
        102   Belden    Inc                    Bank   of  America    Merrill    Lynch
                                                        (595)
       5,927    Belden    Inc                    Goldman    Sachs
                                                       (31,441)
       8,149    Belden    Inc                    Morgan    Stanley
                                                       (32,705)
       17,597     Bellicum     Pharmaceuticals        Inc           Goldman    Sachs
                                                       (15,309)
       8,002    Benchmark     Electronics      Inc            Goldman    Sachs
                                                       (22,652)
       15,764     Benefitfocus       Inc                 Bank   of  America    Merrill    Lynch
                                                       (49,657)
       33,287     Benefitfocus       Inc                 Morgan    Stanley
                                                       (67,229)
       20,391     Berkshire     Hathaway     Inc   ‘B’           Bank   of  America    Merrill    Lynch
                                                       (92,167)
       1,123    Berkshire     Hathaway     Inc   ‘B’           Goldman    Sachs                (5,076)
           Berkshire     Hills   Bancorp    Inc           Bank   of  America    Merrill    Lynch        5,854
       (7,083)
       6,176    Berkshire     Hills   Bancorp    Inc           Goldman    Sachs
                                                       (5,558)
           Berkshire     Hills   Bancorp    Inc           Morgan    Stanley                  291
        (235)
           Berry   Global    Group   Inc              Bank   of  America    Merrill    Lynch        77,948
      (58,825)
           Berry   Global    Group   Inc              Morgan    Stanley                 18,120
      (34,727)
           Berry   Global    Group   Inc              Goldman    Sachs                26,959
      (18,465)
       23,032     Berry   Pete   Corp                  Bank   of  America    Merrill    Lynch
                                                       (11,286)
       20,854     Berry   Pete   Corp                  Goldman    Sachs
                                                       (10,535)
       6,077    Berry   Pete   Corp                  Morgan    Stanley
                                                       (2,856)
       4,341    Best   Buy  Co  Inc                 Bank   of  America    Merrill    Lynch
                                                       (20,620)
       5,103    Best   Buy  Co  Inc                 Goldman    Sachs
                                                       (24,239)
       6,422    Best   Buy  Co  Inc                 Morgan    Stanley
                                                       (38,917)
           Best   Buy  Co  Inc                 Morgan    Stanley                 4,186
       (2,453)
           Best   Buy  Co  Inc                 Goldman    Sachs                 3,374
       (2,646)
           BG  Staffing     Inc                 Bank   of  America    Merrill    Lynch       140,308
      (40,203)
           BGC  Partners     Inc   ‘A’              Goldman    Sachs                 7,754
      (34,075)
           BGC  Partners     Inc   ‘A’              Bank   of  America    Merrill    Lynch        56,475
      (225,901)
           BGC  Partners     Inc   ‘A’              Morgan    Stanley
      (19,219)                                                  (578)
       4,003    Big  Lots   Inc                   Goldman    Sachs                (2,033)
         92  Biglari    Holdings     Inc   ‘A’            Bank   of  America    Merrill    Lynch
                                                       (3,037)
         85  Biglari    Holdings     Inc   ‘A’            Goldman    Sachs
                                                       (2,806)
         56  Biglari    Holdings     Inc   ‘A’            Morgan    Stanley
                                                       (3,528)
       3,245    Biglari    Holdings     Inc   ‘B’            Bank   of  America    Merrill    Lynch
                                                       (44,878)
       1,085    Bio-Rad    Laboratories       Inc   ‘A’          Morgan    Stanley
                                                       (12,563)
       1,287    Bio-Rad    Laboratories       Inc   ‘A’          Bank   of  America    Merrill    Lynch
                                                       (14,400)
       8,373    Bio-Rad    Laboratories       Inc   ‘A’          Goldman    Sachs
                                                      (100,601)
           Bio-Techne      Corp                  Bank   of  America    Merrill    Lynch        26,908
       (6,579)
           BioCryst     Pharmaceuticals        Inc           Bank   of  America    Merrill    Lynch       239,246
      (52,010)
           BioDelivery      Sciences     International       Inc      Bank   of  America    Merrill    Lynch        9,342
      (18,684)
                                106/298



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                                                     （損）
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                                                    （米ドル）
           米国（続き）
           Biogen    Inc                    Morgan    Stanley                217,796
      (15,568)
           Biohaven     Pharmaceutical        Holding    Co  Ltd      Goldman    Sachs
       (4,053)                                                21,181
           Biohaven     Pharmaceutical        Holding    Co  Ltd      Morgan    Stanley                 22,640
       (4,309)
           BioMarin     Pharmaceutical        Inc           Bank   of  America    Merrill    Lynch        14,026
       (3,360)
           BioSpecifics       Technologies       Corp          Bank   of  America    Merrill    Lynch       197,313
      (23,268)
           BioSpecifics       Technologies       Corp          Goldman    Sachs                35,786
       (4,220)
           BioTelemetry       Inc                 Goldman    Sachs                49,368
      (14,393)
           BioTelemetry       Inc                 Bank   of  America    Merrill    Lynch        9,463
       (2,759)
           BioTelemetry       Inc                 Morgan    Stanley                 6,879
       (3,786)
           BioTime    Inc                   Bank   of  America    Merrill    Lynch        40,895
      (272,630)
           BioTime    Inc                   Morgan    Stanley                 7,653
      (85,028)
       2,850    BJ’s   Restaurants      Inc              Goldman    Sachs
                                                       (5,270)
       41,662     BJ’s   Wholesale     Club   Holdings     Inc        Bank   of  America    Merrill    Lynch
                                                       (64,153)
       9,355    BJ’s   Wholesale     Club   Holdings     Inc        Goldman    Sachs
                                                       (10,250)
       78,056     Black   Hills   Corp                 Goldman    Sachs
                                                       (90,318)
       31,436     Black   Hills   Corp                 Bank   of  America    Merrill    Lynch       (29,672)
       16,517     Black   Hills   Corp                 Morgan    Stanley
                                                       (32,541)
       32,221     Black   Knight    Inc                 Bank   of  America    Merrill    Lynch        48,009
       66,937     Black   Knight    Inc                 Goldman    Sachs                99,736
       23,022     Black   Knight    Inc                 Morgan    Stanley
                                                       (25,554)
           Blackbaud     Inc                  Bank   of  America    Merrill    Lynch        98,982
      (27,726)
           Blackbaud     Inc                  Morgan    Stanley                 31,065
       (5,700)
           Blackbaud     Inc                  Goldman    Sachs                 9,400
       (2,633)
           Blackline     Inc                  Goldman    Sachs
       (2,306)                                                (1,974)
           Blackline     Inc                  Morgan    Stanley                 7,318
       (4,871)
           Blackstone      Mortgage     Trust   Inc  (Reit)    ‘A’    Goldman    Sachs                 3,424
       (6,461)
           Blackstone      Mortgage     Trust   Inc  (Reit)    ‘A’    Morgan    Stanley                 1,800
       (2,535)
       35,910     Blackstone      Mortgage     Trust   Inc  (Reit)    ‘A’    Goldman    Sachs
                                                       (19,032)
       58,370     Blackstone      Mortgage     Trust   Inc  (Reit)    ‘A’    Bank   of  America    Merrill    Lynch
                                                       (30,936)
       34,234     Bloomin’     Brands    Inc               Goldman    Sachs
                                                       (31,838)
       11,609     Bloomin’     Brands    Inc               Morgan    Stanley
                                                       (9,635)
       52,639     Bloomin’     Brands    Inc               Bank   of  America    Merrill    Lynch
                                                       (48,954)
           Blucora    Inc                   Bank   of  America    Merrill    Lynch        10,321
      (44,873)
           Bluebird     Bio  Inc                 Bank   of  America    Merrill    Lynch        99,015
      (16,868)
      (18,629)     BlueLinx     Holdings     Inc              Bank   of  America    Merrill    Lynch        61,662
           BlueLinx     Holdings     Inc              Goldman    Sachs                64,495
      (19,485)
           BlueLinx     Holdings     Inc              Morgan    Stanley                 21,999
       (7,829)
           Blueprint     Medicines     Corp             Goldman    Sachs                 4,124
       (2,342)
           Blueprint     Medicines     Corp             Morgan    Stanley                 16,328
       (3,463)
           Blueprint     Medicines     Corp             Bank   of  America    Merrill    Lynch        10,218
       (9,461)
       2,243    Bluerock     Residential      Growth    Inc  (Reit)       Bank   of  America    Merrill    Lynch         763
       17,346     Bluerock     Residential      Growth    Inc  (Reit)       Goldman    Sachs
                                                        4,901
       39,007     Bluerock     Residential      Growth    Inc  (Reit)       Morgan    Stanley
                                                       (2,338)
       76,286     BMC  Stock   Holdings     Inc              Bank   of  America    Merrill    Lynch
                                                      (193,004)
       53,655     BMC  Stock   Holdings     Inc              Goldman    Sachs
                                                      (135,747)
                                107/298



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                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
       12,846     BMC  Stock   Holdings     Inc              Morgan    Stanley
                                                       (17,471)
           Boeing    Co/The                    Goldman    Sachs                33,237
      (14,570)
           Boeing    Co/The                    Bank   of  America    Merrill    Lynch        19,330
       (2,405)
           Boeing    Co/The                    Morgan    Stanley                127,993
      (15,923)
       5,287    Boingo    Wireless     Inc               Goldman    Sachs
                                                       (12,075)
       1,615    Boingo    Wireless     Inc               Morgan    Stanley
                                                       (4,070)
       25,850     Boise   Cascade    Co                Bank   of  America    Merrill    Lynch
                                                      (108,053)
       81,457     Boise   Cascade    Co                Goldman    Sachs
                                                      (340,490)
       3,111    Boise   Cascade    Co                Morgan    Stanley
                                                       (6,253)
       13,707     BOK  Financial     Corp                Bank   of  America    Merrill    Lynch
                                                       (67,438)
       10,770     BOK  Financial     Corp                Goldman    Sachs
                                                       (52,988)
           Bonanza    Creek   Energy    Inc             Bank   of  America    Merrill    Lynch       122,435
      (22,424)
           Bonanza    Creek   Energy    Inc             Goldman    Sachs                70,429
      (12,899)
           Bonanza    Creek   Energy    Inc             Morgan    Stanley                 3,884
       (1,064)
           Booking    Holdings     Inc               Goldman    Sachs                17,671
        (130)
        (553)   Booking    Holdings     Inc               Bank   of  America    Merrill    Lynch        75,169
           Booking    Holdings     Inc               Morgan    Stanley                 3,858
        (154)
       3,191    Boot   Barn   Holdings     Inc              Morgan    Stanley
                                                       (12,860)
       62,859     Booz   Allen   Hamilton     Holding    Corp         Bank   of  America    Merrill    Lynch        94,855
       21,808     Booz   Allen   Hamilton     Holding    Corp         Goldman    Sachs                19,522
       27,258     Booz   Allen   Hamilton     Holding    Corp         Morgan    Stanley                 6,269
       43,102     BorgWarner      Inc                  Bank   of  America    Merrill    Lynch
                                                       (64,653)
       3,575    Boston    Beer   Co  Inc/The     ‘A’           Bank   of  America    Merrill    Lynch
                                                      (115,531)
       3,312    Boston    Beer   Co  Inc/The     ‘A’           Goldman    Sachs
                                                      (106,580)
        985   Boston    Beer   Co  Inc/The     ‘A’           Morgan    Stanley
                                                       (29,309)
           Boston    Omaha   Corp   ‘A’              Morgan    Stanley                 6,107
       (8,601)
      201,329     Boston    Private    Financial     Holdings     Inc      Bank   of  America    Merrill    Lynch
                                                      (155,023)
       38,401     Boston    Private    Financial     Holdings     Inc      Morgan    Stanley
                                                       (31,105)
       17,741     Boston    Properties      Inc  (Reit)            Goldman    Sachs
                                                       (79,829)
       43,560     Boston    Properties      Inc  (Reit)            Bank   of  America    Merrill    Lynch
                                                      (192,100)
       11,123     Boston    Properties      Inc  (Reit)            Morgan    Stanley
                                                       (33,147)
           Boston    Scientific      Corp              Morgan    Stanley
      (118,086)                                                 (12,927)
           Boston    Scientific      Corp              Goldman    Sachs
      (179,557)                                                (132,732)
           Boston    Scientific      Corp              Bank   of  America    Merrill    Lynch
      (31,638)                                                (23,829)
       (2,738)    Bottomline      Technologies       DE  Inc          Bank   of  America    Merrill    Lynch        4,107
           Bottomline      Technologies       DE  Inc          Morgan    Stanley                 4,333
       (2,490)
       1,954    Bottomline      Technologies       DE  Inc          Goldman    Sachs
                                                       (2,931)
       5,678    Bottomline      Technologies       DE  Inc          Morgan    Stanley
                                                       (9,880)
       10,680     Box  Inc   ‘A’                   Goldman    Sachs
                                                       (10,787)
       65,637     Box  Inc   ‘A’                   Bank   of  America    Merrill    Lynch
                                                       (66,293)
       1,457    Box  Inc   ‘A’                   Morgan    Stanley
                                                       (1,661)
      134,567     Boyd   Gaming    Corp                 Bank   of  America    Merrill    Lynch
                                                      (338,770)
       91,275     Boyd   Gaming    Corp                 Morgan    Stanley
                                                      (166,660)
       88,190     Boyd   Gaming    Corp                 Goldman    Sachs
                                                      (233,284)
           Brady   Corp   ‘A’                 Morgan    Stanley
      (48,860)                                                 (9,283)
                                108/298



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                                                     （損）
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                                                    （米ドル）
           米国（続き）
           Brady   Corp   ‘A’                 Bank   of  America    Merrill    Lynch        55,447
      (60,931)
           Brady   Corp   ‘A’                 Goldman    Sachs                57,216
      (65,315)
           Braemar    Hotels    & Resorts    Inc  (Reit)         Bank   of  America    Merrill    Lynch       196,225
      (77,254)
      231,401     Brandywine      Realty    Trust   (Reit)           Goldman    Sachs
                                                       (20,689)
       25,777     Brandywine      Realty    Trust   (Reit)           Morgan    Stanley
                                                       (2,578)
      459,040     Brandywine      Realty    Trust   (Reit)           Bank   of  America    Merrill    Lynch
                                                       (41,314)
       17,595     Braskem    SA  ADR                  Goldman    Sachs                31,671
       13,047     Braskem    SA  ADR                  Morgan    Stanley                  391
           BRF  SA  ADR                    Morgan    Stanley                 67,600
      (211,251)
           BRF  SA  ADR                    Goldman    Sachs                23,978
      (38,061)
           Bridge    Bancorp    Inc                Bank   of  America    Merrill    Lynch       198,287
      (139,639)
       44,864     Bridgewater      Bancshares      Inc            Goldman    Sachs
                                                       (1,346)
       43,902     Bridgewater      Bancshares      Inc            Morgan    Stanley
                                                       (9,219)
      139,134     Bridgewater      Bancshares      Inc            Bank   of  America    Merrill    Lynch
                                                       (4,174)
       17,066     Briggs    & Stratton     Corp              Bank   of  America    Merrill    Lynch
                                                       (26,111)
       2,365    Briggs    & Stratton     Corp              Goldman    Sachs                (3,618)
       2,041    Briggs    & Stratton     Corp              Morgan    Stanley
                                                       (1,327)
       4,661    Bright    Horizons     Family    Solutions     Inc       Goldman    Sachs                14,797
       8,430    Bright    Horizons     Family    Solutions     Inc       Bank   of  America    Merrill    Lynch        28,241
       4,183    Bright    Horizons     Family    Solutions     Inc       Morgan    Stanley                 5,507
           Brightcove      Inc                  Bank   of  America    Merrill    Lynch         489
      (24,466)
           Brightcove      Inc                  Goldman    Sachs                  207
      (10,340)
           Brighthouse      Financial     Inc            Morgan    Stanley                143,731
      (71,368)
           Brighthouse      Financial     Inc            Goldman    Sachs                34,094
      (19,505)
           Brighthouse      Financial     Inc            Bank   of  America    Merrill    Lynch        77,497
      (45,380)
           BrightSphere       Investment      Group   Plc        Goldman    Sachs                29,270
      (24,597)
           BrightSphere       Investment      Group   Plc        Morgan    Stanley                 14,826
      (20,310)
           BrightView      Holdings     Inc             Morgan    Stanley                  449
       (1,664)
           Brink’s     Co/The                   Bank   of  America    Merrill    Lynch        82,326
      (56,259)
           Brink’s     Co/The                   Morgan    Stanley                 19,520
       (7,452)
           Brink’s     Co/The                   Goldman    Sachs                35,431
      (23,764)
       11,127     Brinker    International       Inc            Bank   of  America    Merrill    Lynch
                                                       (37,387)
       22,729     Brinker    International       Inc            Morgan    Stanley
                                                       (75,688)
       41,309     Brinker    International       Inc            Goldman    Sachs
                                                      (135,024)
       7,113    Bristol-Myers       Squibb    Co             Goldman    Sachs                (5,286)
       17,386     Bristol-Myers       Squibb    Co             Bank   of  America    Merrill    Lynch
                                                       (19,820)
       7,077    Bristol-Myers       Squibb    Co             Morgan    Stanley
                                                       (6,267)
       16,887     Brixmor    Property     Group   Inc  (Reit)          Goldman    Sachs
                                                       (20,771)
      127,962     Brixmor    Property     Group   Inc  (Reit)          Bank   of  America    Merrill    Lynch
                                                      (157,393)
       31,994     Brixmor    Property     Group   Inc  (Reit)          Morgan    Stanley
                                                       (39,033)
       5,379    Broadcom     Inc                   Goldman    Sachs
                                                       (43,581)
       10,565     Broadcom     Inc                   Morgan    Stanley
                                                       (34,324)
        592   Broadcom     Inc                   Bank   of  America    Merrill    Lynch
                                                       (4,246)
           Broadcom     Inc                   Morgan    Stanley                 16,301
       (1,076)
       14,234     Broadridge      Financial     Solutions     Inc        Bank   of  America    Merrill    Lynch        52,096
                                109/298



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                                                   未実現評価益／
                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
       8,509    Broadridge      Financial     Solutions     Inc        Goldman    Sachs                31,143
           Broadridge      Financial     Solutions     Inc        Morgan    Stanley
       (1,991)                                                (2,270)
       5,567    Brookdale     Senior    Living    Inc           Morgan    Stanley
                                                        (690)
       3,818    Brookdale     Senior    Living    Inc           Bank   of  America    Merrill    Lynch
                                                       (1,506)
       10,308     Brookdale     Senior    Living    Inc           Goldman    Sachs
                                                       (2,305)
           Brookfield      Property     Inc  (Reit)    ‘A’       Goldman    Sachs                81,568
      (46,878)
           Brookfield      Property     Inc  (Reit)    ‘A’       Bank   of  America    Merrill    Lynch       146,924
      (84,439)
           Brookline     Bancorp    Inc              Bank   of  America    Merrill    Lynch       236,620
      (358,515)
           Brookline     Bancorp    Inc              Morgan    Stanley                 10,145
      (12,681)
           Brooks    Automation      Inc              Morgan    Stanley
       (5,593)                                                (2,209)
           Brooks    Automation      Inc              Bank   of  America    Merrill    Lynch        42,392
      (21,249)
           Brooks    Automation      Inc              Goldman    Sachs                14,929
       (7,483)
       24,459     Brown   & Brown   Inc                Bank   of  America    Merrill    Lynch
                                                       (11,186)
           Brown   & Brown   Inc                Bank   of  America    Merrill    Lynch        20,296
      (61,503)
       12,511     Brown   & Brown   Inc                Morgan    Stanley
                                                       (7,132)
       17,500     Brown   & Brown   Inc                Goldman    Sachs                (5,062)
           Brown   & Brown   Inc                Goldman    Sachs                 3,190
       (9,666)
       3,071    Brown-Forman       Corp   ‘A’              Bank   of  America    Merrill    Lynch
                                                       (5,159)
       3,601    Brown-Forman       Corp   ‘A’              Goldman    Sachs
                                                       (5,317)
       2,347    Brown-Forman       Corp   ‘A’              Morgan    Stanley
                                                       (4,658)
       69,922     Brown-Forman       Corp   ‘B’              Goldman    Sachs
                                                      (102,281)
       5,470    Brown-Forman       Corp   ‘B’              Bank   of  America    Merrill    Lynch
                                                       (7,439)
       17,817     Brown-Forman       Corp   ‘B’              Morgan    Stanley
                                                       (46,859)
       34,750     Bruker    Corp                    Bank   of  America    Merrill    Lynch
                                                       (20,298)
       9,165    Bruker    Corp                    Morgan    Stanley
                                                       (9,073)
       2,204    Bruker    Corp                    Goldman    Sachs
                                                       (1,256)
           Brunswick     Corp/DE                  Goldman    Sachs                26,764
       (3,494)
           Brunswick     Corp/DE                  Bank   of  America    Merrill    Lynch       229,792
      (29,999)
        676   Bryn   Mawr   Bank   Corp                Goldman    Sachs
                                                        (169)
       1,993    Bryn   Mawr   Bank   Corp                Morgan    Stanley
                                                       (2,053)
           Buckle    Inc/The                    Bank   of  America    Merrill    Lynch        48,621
      (13,696)
           Buckle    Inc/The                    Morgan    Stanley                177,377
      (84,577)
           Build-A-Bear       Workshop     Inc            Bank   of  America    Merrill    Lynch          32
       (3,177)
           Build-A-Bear       Workshop     Inc            Morgan    Stanley
      (33,663)                                                 (4,040)
       3,927    Builders     FirstSource      Inc             Goldman    Sachs                (7,815)
       15,965     Builders     FirstSource      Inc             Bank   of  America    Merrill    Lynch
                                                       (31,770)
       22,338     Builders     FirstSource      Inc             Morgan    Stanley
                                                       (31,720)
           Bunge   Ltd                    Morgan    Stanley
      (17,646)                                                 (1,177)
           Bunge   Ltd                    Goldman    Sachs
      (16,944)                                                (11,693)
           Bunge   Ltd                    Bank   of  America    Merrill    Lynch        45,306
      (38,566)
           Burlington      Stores    Inc              Goldman    Sachs                15,249
       (1,996)
       2,379    Burlington      Stores    Inc              Bank   of  America    Merrill    Lynch        17,682
       2,114    Burlington      Stores    Inc              Goldman    Sachs
                                                       (5,334)
       4,296    Burlington      Stores    Inc              Morgan    Stanley                 7,169
           Burlington      Stores    Inc              Bank   of  America    Merrill    Lynch        36,611
       (4,792)
                                110/298



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           米国（続き）
           Business     First   Bancshares      Inc          Goldman    Sachs                  127
        (200)
           Business     First   Bancshares      Inc          Morgan    Stanley                  364
        (800)
           BWX  Technologies       Inc               Morgan    Stanley                 79,940
      (42,958)
           BWX  Technologies       Inc               Goldman    Sachs                90,853
      (36,035)
           BWX  Technologies       Inc               Bank   of  America    Merrill    Lynch       305,459
      (113,332)
           Byline    Bancorp    Inc                Bank   of  America    Merrill    Lynch        3,308
       (4,937)
           Byline    Bancorp    Inc                Goldman    Sachs                39,671
      (59,211)
           C&F  Financial     Corp                Bank   of  America    Merrill    Lynch        11,911
       (2,836)
           C&F  Financial     Corp                Goldman    Sachs                  563
        (134)
           C&J  Energy    Services     Inc             Bank   of  America    Merrill    Lynch        71,084
      (25,662)
        733   Cable   One  Inc                  Bank   of  America    Merrill    Lynch        6,172
       9,971    Cabot   Corp                    Bank   of  America    Merrill    Lynch
                                                       (38,189)
           Cabot   Corp                    Morgan    Stanley                 10,229
       (4,409)
       20,052     Cabot   Corp                    Morgan    Stanley
                                                       (46,521)
           Cabot   Corp                    Goldman    Sachs                22,995
       (6,004)
       25,694     Cabot   Corp                    Goldman    Sachs                (98,408)
           Cabot   Microelectronics         Corp            Morgan    Stanley                 19,885
       (5,478)
       1,614    Cabot   Microelectronics         Corp            Bank   of  America    Merrill    Lynch
                                                       (16,334)
       7,067    Cabot   Microelectronics         Corp            Goldman    Sachs
                                                       (71,518)
       10,380     Cabot   Microelectronics         Corp            Morgan    Stanley
                                                       (37,679)
           Cabot   Microelectronics         Corp            Goldman    Sachs                42,102
       (5,236)
       32,982     Cabot   Oil  & Gas  Corp               Bank   of  America    Merrill    Lynch
                                                       (40,238)
       54,210     Cabot   Oil  & Gas  Corp               Morgan    Stanley
                                                       (79,147)
       12,423     Cabot   Oil  & Gas  Corp               Goldman    Sachs
                                                       (15,156)
           CACI   International       Inc   ‘A’           Bank   of  America    Merrill    Lynch        18,216
      (10,148)
           CACI   International       Inc   ‘A’           Goldman    Sachs                 4,920
       (2,741)
        554   CACI   International       Inc   ‘A’           Morgan    Stanley
                                                       (3,840)
       1,957    CACI   International       Inc   ‘A’           Bank   of  America    Merrill    Lynch
                                                       (5,665)
        221   CACI   International       Inc   ‘A’           Goldman    Sachs
                                                       (1,881)
           Cactus    Inc   ‘A’                 Goldman    Sachs                38,885
      (10,287)
           Cactus    Inc   ‘A’                 Morgan    Stanley                 9,913
       (4,654)
      159,154     Cadence    BanCorp                   Bank   of  America    Merrill    Lynch
                                                      (367,646)
       14,738     Cadence    BanCorp                   Goldman    Sachs
                                                       (34,045)
           Cadence    BanCorp                   Morgan    Stanley                125,948
      (71,157)
       1,941    Cadence    Design    Systems    Inc            Morgan    Stanley                 (2,523)
       18,426     Cadiz   Inc                    Goldman    Sachs
                                                       (4,606)
       1,932    Cadiz   Inc                    Bank   of  America    Merrill    Lynch
                                                        (483)
           Caesars    Entertainment       Corp            Morgan    Stanley                 8,644
      (55,066)
           Caesars    Entertainment       Corp            Bank   of  America    Merrill    Lynch        14,582
      (82,372)
           Caesars    Entertainment       Corp            Goldman    Sachs                 1,571
      (14,457)
           Caesarstone      Ltd                 Morgan    Stanley                 36,638
      (53,099)
           CAI  International       Inc              Goldman    Sachs                 1,025
        (986)
           CAI  International       Inc              Morgan    Stanley
       (6,337)                                                (4,499)
           CAI  International       Inc              Bank   of  America    Merrill    Lynch        12,641
      (12,155)
       20,762     Cal-Maine     Foods   Inc               Goldman    Sachs
                                                      (112,201)
                                111/298



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           米国（続き）
       11,387     Cal-Maine     Foods   Inc               Bank   of  America    Merrill    Lynch
                                                       (64,109)
       12,711     Cal-Maine     Foods   Inc               Morgan    Stanley
                                                       (36,477)
           CalAmp    Corp                    Goldman    Sachs                141,499
      (54,240)
           CalAmp    Corp                    Morgan    Stanley                 81,709
      (33,625)
           Calavo    Growers    Inc                Morgan    Stanley                 9,996
       (1,132)
           Calavo    Growers    Inc                Goldman    Sachs                78,137
       (5,915)
           Calavo    Growers    Inc                Bank   of  America    Merrill    Lynch        56,882
       (4,306)
           California      Resources     Corp             Bank   of  America    Merrill    Lynch        44,751
      (12,606)
       1,140    California      Water   Service    Group           Bank   of  America    Merrill    Lynch
                                                       (1,368)
       2,365    California      Water   Service    Group           Morgan    Stanley
                                                       (4,777)
       1,461    California      Water   Service    Group           Goldman    Sachs
                                                       (1,753)
       46,891     Calithera     Biosciences      Inc            Bank   of  America    Merrill    Lynch
                                                       (15,943)
       81,367     Calithera     Biosciences      Inc            Goldman    Sachs
                                                       (27,665)
       53,577     Calix   Inc                    Bank   of  America    Merrill    Lynch
                                                       (31,610)
       23,513     Calix   Inc                    Goldman    Sachs
                                                       (13,873)
      (73,261)     Callaway     Golf   Co                Bank   of  America    Merrill    Lynch        72,528
           Callaway     Golf   Co                Goldman    Sachs                38,773
      (39,165)
           Callaway     Golf   Co                Morgan    Stanley                 27,113
      (41,080)
           Callon    Petroleum     Co               Morgan    Stanley                 35,781
      (33,756)
           Callon    Petroleum     Co               Goldman    Sachs                121,287
      (72,609)
           Callon    Petroleum     Co               Bank   of  America    Merrill    Lynch       310,587
      (180,574)
           Cambrex    Corp                   Goldman    Sachs                35,865
       (8,557)
           Cambrex    Corp                   Morgan    Stanley                 13,125
       (6,434)
           Cambrex    Corp                   Bank   of  America    Merrill    Lynch       205,775
      (47,088)
        371   Cambridge     Bancorp                  Bank   of  America    Merrill    Lynch
                                                        (716)
       1,158    Cambridge     Bancorp                  Goldman    Sachs
                                                       (2,235)
        100   Cambridge     Bancorp                  Morgan    Stanley
                                                        (167)
       3,376    Camden    National     Corp               Goldman    Sachs
                                                       (8,440)
       5,424    Camden    National     Corp               Morgan    Stanley
                                                       (15,024)
           Camden    Property     Trust   (Reit)            Goldman    Sachs
       (5,467)                                                (2,569)
           Campbell     Soup   Co                Goldman    Sachs                220,741
      (59,984)
           Campbell     Soup   Co                Bank   of  America    Merrill    Lynch        40,513
      (11,009)
           Campbell     Soup   Co                Morgan    Stanley                 4,782
       (1,868)
       2,048    Campbell     Soup   Co                Morgan    Stanley
                                                       (1,823)
       2,974    Campbell     Soup   Co                Goldman    Sachs                (5,920)
           Camping    World   Holdings     Inc   ‘A’         Morgan    Stanley                 32,139
      (30,008)
           Camping    World   Holdings     Inc   ‘A’         Bank   of  America    Merrill    Lynch        27,524
      (14,131)
           Camping    World   Holdings     Inc   ‘A’         Goldman    Sachs                31,991
      (15,447)
           Cannae    Holdings     Inc               Morgan    Stanley                 4,439
       (9,060)
           Cannae    Holdings     Inc               Bank   of  America    Merrill    Lynch
      (63,266)                                                (12,653)
           Cannae    Holdings     Inc               Goldman    Sachs
      (10,887)                                                 (2,177)
       7,672    Cantel    Medical    Corp                Bank   of  America    Merrill    Lynch        2,021
       3,637    Cantel    Medical    Corp                Morgan    Stanley
                                                       (3,892)
           Cantel    Medical    Corp                Goldman    Sachs
       (2,335)                                                (1,167)
       1,895    Cantel    Medical    Corp                Goldman    Sachs
                                                        (383)
                                112/298



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           Cantel    Medical    Corp                Morgan    Stanley                 3,926
       (3,669)
       62,646     Capital    City   Bank   Group   Inc           Bank   of  America    Merrill    Lynch        37,274
       45,554     Capital    City   Bank   Group   Inc           Goldman    Sachs                24,138
       35,727     Capital    City   Bank   Group   Inc           Morgan    Stanley
                                                       (3,720)
       41,703     Capital    One  Financial     Corp            Bank   of  America    Merrill    Lynch
                                                       (89,661)
       14,206     Capital    One  Financial     Corp            Goldman    Sachs
                                                       (30,543)
           Capital    Senior    Living    Corp            Goldman    Sachs
      (98,128)                                                (32,382)
           Capital    Senior    Living    Corp            Bank   of  America    Merrill    Lynch
      (195,380)                                                 (64,475)
           Capital    Senior    Living    Corp            Morgan    Stanley
      (44,986)                                                 (6,748)
       16,837     Capitol    Federal    Financial     Inc          Goldman    Sachs
                                                       (4,378)
           Capri   Holdings     Ltd                Goldman    Sachs                66,934
       (9,245)
           Capri   Holdings     Ltd                Morgan    Stanley                 36,503
       (5,376)
       11,351     Capstar    Financial     Holdings     Inc          Bank   of  America    Merrill    Lynch
                                                        (114)
       8,499    Capstar    Financial     Holdings     Inc          Goldman    Sachs
                                                         (85)
       3,292    Capstar    Financial     Holdings     Inc          Morgan    Stanley
                                                         (33)
      (208,308)     Capstead     Mortgage     Corp   (Reit)            Bank   of  America    Merrill    Lynch       122,902
       1,420    Cara   Therapeutics       Inc              Bank   of  America    Merrill    Lynch        3,309
       5,294    Cara   Therapeutics       Inc              Goldman    Sachs                12,335
       10,598     Cara   Therapeutics       Inc              Morgan    Stanley                 22,150
       8,928    CARBO   Ceramics     Inc                Bank   of  America    Merrill    Lynch
                                                       (5,089)
       7,003    CARBO   Ceramics     Inc                Goldman    Sachs
                                                       (3,992)
       23,336     CARBO   Ceramics     Inc                Morgan    Stanley
                                                       (9,101)
           Carbon    Black   Inc                 Goldman    Sachs                46,019
      (15,760)
       5,357    Carbonite     Inc                  Bank   of  America    Merrill    Lynch
                                                       (1,714)
       30,516     Carbonite     Inc                  Goldman    Sachs
                                                       (9,765)
       30,046     Carbonite     Inc                  Morgan    Stanley
                                                       (54,684)
       32,243     Cardinal     Health    Inc               Bank   of  America    Merrill    Lynch
                                                      (127,682)
       6,187    Cardinal     Health    Inc               Goldman    Sachs
                                                       (24,501)
       13,351     Cardiovascular        Systems    Inc            Bank   of  America    Merrill    Lynch        5,741
       7,902    Cardiovascular        Systems    Inc            Goldman    Sachs                 3,398
       1,526    Cardiovascular        Systems    Inc            Morgan    Stanley
                                                       (1,022)
       1,727    Cardlytics      Inc                  Bank   of  America    Merrill    Lynch        3,989
       2,041    Cardlytics      Inc                  Goldman    Sachs                 4,715
       1,032    Cardtronics      Plc   ‘A’               Morgan    Stanley
                                                        (543)
       1,163    Cardtronics      Plc   ‘A’               Goldman    Sachs                (4,338)
       32,220     Care.com     Inc                   Bank   of  America    Merrill    Lynch
                                                       (27,065)
       2,385    Care.com     Inc                   Morgan    Stanley
                                                       (1,455)
       28,647     Care.com     Inc                   Goldman    Sachs
                                                       (24,063)
           CareDx    Inc                    Bank   of  America    Merrill    Lynch        12,377
       (5,894)
           CareDx    Inc                    Goldman    Sachs                25,563
      (11,600)
           Career    Education     Corp               Bank   of  America    Merrill    Lynch
      (86,150)                                                (49,105)
       10,209     CareTrust     Inc  (Reit)                Morgan    Stanley
                                                       (13,068)
      148,900     CareTrust     Inc  (Reit)                Bank   of  America    Merrill    Lynch
                                                      (178,680)
       15,243     Cargurus     Inc                   Bank   of  America    Merrill    Lynch
                                                       (42,656)
       63,388     Cargurus     Inc                   Goldman    Sachs
                                                      (167,213)
                                113/298



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                                                ブラックロック・ジャパン株式会社(E09096)
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                                                     （損）
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                                                    （米ドル）
           米国（続き）
       40,402     Cargurus     Inc                   Morgan    Stanley
                                                       (82,517)
           Carlisle     Cos  Inc                 Bank   of  America    Merrill    Lynch        4,659
       (4,659)
           CarMax    Inc                    Bank   of  America    Merrill    Lynch
       (5,925)                                                (16,708)
       9,332    CarMax    Inc                    Goldman    Sachs                16,515
       17,481     Carnival     Corp                   Goldman    Sachs
                                                       (45,800)
           Carnival     Corp                   Morgan    Stanley                 1,149
        (787)
       19,892     Carolina     Financial     Corp              Bank   of  America    Merrill    Lynch
                                                       (67,434)
       11,172     Carolina     Financial     Corp              Goldman    Sachs
                                                       (37,873)
       26,323     Carpenter     Technology      Corp             Morgan    Stanley
                                                      (118,980)
       28,578     Carpenter     Technology      Corp             Bank   of  America    Merrill    Lynch
                                                      (210,620)
       20,575     Carpenter     Technology      Corp             Goldman    Sachs
                                                      (151,638)
       6,180    Carriage     Services     Inc              Bank   of  America    Merrill    Lynch
                                                       (5,438)
       33,876     Carriage     Services     Inc              Goldman    Sachs
                                                       (29,811)
        674   Carrizo    Oil  & Gas  Inc              Bank   of  America    Merrill    Lynch
                                                       (1,678)
       18,997     Carrizo    Oil  & Gas  Inc              Goldman    Sachs
                                                       (47,303)
       (1,594)    Carrols    Restaurant      Group   Inc           Morgan    Stanley                  526
           Carrols    Restaurant      Group   Inc           Bank   of  America    Merrill    Lynch        2,040
      (15,696)
           Carrols    Restaurant      Group   Inc           Goldman    Sachs                  862
       (6,634)
       62,574     Cars.com     Inc                   Bank   of  America    Merrill    Lynch
                                                      (130,025)
       36,207     Cars.com     Inc                   Morgan    Stanley
                                                       (39,755)
       45,222     Cars.com     Inc                   Goldman    Sachs
                                                       (92,087)
           Carter    Bank   & Trust                Morgan    Stanley                 23,615
      (43,517)
           Carter’s     Inc                  Bank   of  America    Merrill    Lynch       109,045
      (11,300)
           Carter’s     Inc                  Morgan    Stanley                178,896
      (23,821)
           Carter’s     Inc                  Goldman    Sachs                247,358
      (26,863)
           Carvana    Co                   Bank   of  America    Merrill    Lynch        63,003
       (7,609)
           Carvana    Co                   Goldman    Sachs                460,838
      (55,466)
           Carvana    Co                   Morgan    Stanley                 84,938
      (10,738)
           Casella    Waste   Systems    Inc   ‘A’          Bank   of  America    Merrill    Lynch        3,816
       (9,540)
           Casey’s     General    Stores    Inc           Goldman    Sachs                 7,374
       (1,723)
       1,795    Casey’s     General    Stores    Inc           Bank   of  America    Merrill    Lynch
                                                       (7,683)
       2,790    Casey’s     General    Stores    Inc           Morgan    Stanley
                                                       (14,201)
           Casey’s     General    Stores    Inc           Bank   of  America    Merrill    Lynch        20,587
       (4,810)
       2,625    Casey’s     General    Stores    Inc           Goldman    Sachs
                                                       (9,541)
      (73,376)     CASI   Pharmaceuticals        Inc             Morgan    Stanley                 8,071
      200,557     Castlight     Health    Inc   ‘B’            Bank   of  America    Merrill    Lynch
                                                       (80,223)
       60,840     Castlight     Health    Inc   ‘B’            Goldman    Sachs
                                                       (24,336)
           Catalent     Inc                   Goldman    Sachs                14,008
      (15,044)
           Catalent     Inc                   Bank   of  America    Merrill    Lynch
      (46,395)                                                 (1,556)
           Catalent     Inc                   Morgan    Stanley                 19,542
      (15,162)
       2,631    Catalyst     Biosciences      Inc             Goldman    Sachs
                                                       (1,947)
       2,905    Catalyst     Biosciences      Inc             Morgan    Stanley
                                                        (552)
       10,683     Catalyst     Pharmaceuticals        Inc           Morgan    Stanley
                                                       (2,731)
       2,405    Catasys    Inc                   Goldman    Sachs
                                                       (3,126)
           CatchMark     Timber    Trust   Inc  (Reit)    ‘A’      Bank   of  America    Merrill    Lynch        11,437
      (14,853)
                                114/298



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                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           CatchMark     Timber    Trust   Inc  (Reit)    ‘A’      Goldman    Sachs                126,362
      (167,974)
           CatchMark     Timber    Trust   Inc  (Reit)    ‘A’      Morgan    Stanley                 11,568
      (23,609)
       3,496    Caterpillar      Inc                 Goldman    Sachs
                                                       (7,399)
       5,348    Caterpillar      Inc                 Morgan    Stanley
                                                       (16,373)
      200,800     Cathay    General    Bancorp                Bank   of  America    Merrill    Lynch
                                                      (393,568)
       47,200     Cathay    General    Bancorp                Morgan    Stanley
                                                       (63,421)
       12,132     Cathay    General    Bancorp                Goldman    Sachs
                                                       (21,020)
           Cathay    General    Bancorp                Goldman    Sachs                22,869
      (11,668)
           Cathay    General    Bancorp                Morgan    Stanley                 2,884
       (1,329)
       57,217     Cato   Corp/The     ‘A’                Bank   of  America    Merrill    Lynch
                                                       (30,325)
           Cavco   Industries      Inc               Goldman    Sachs
        (735)                                               (17,065)
           Cavco   Industries      Inc               Bank   of  America    Merrill    Lynch
       (7,530)                                               (193,672)
       3,125    CB  Financial     Services     Inc            Bank   of  America    Merrill    Lynch
                                                        (823)
       4,453    CB  Financial     Services     Inc            Goldman    Sachs
                                                       (1,068)
       5,678    CB  Financial     Services     Inc            Morgan    Stanley
                                                       (1,429)
      (49,413)     CBIZ   Inc                     Bank   of  America    Merrill    Lynch        5,435
           CBL  & Associates      Properties      Inc  (Reit)       Morgan    Stanley                 30,070
      (118,808)
           CBL  & Associates      Properties      Inc  (Reit)       Goldman    Sachs                78,545
      (173,350)
           Cboe   Global    Markets    Inc             Morgan    Stanley                 8,707
      (32,857)
           Cboe   Global    Markets    Inc             Goldman    Sachs
      (40,793)                                                (145,470)
           Cboe   Global    Markets    Inc             Bank   of  America    Merrill    Lynch
      (23,726)                                                (81,267)
       38,688     CBRE   Group   Inc   ‘A’               Morgan    Stanley
                                                       (80,858)
           CBRE   Group   Inc   ‘A’               Morgan    Stanley                 2,262
       (1,972)
       14,374     CBRE   Group   Inc   ‘A’               Bank   of  America    Merrill    Lynch
                                                       (36,654)
           CBRE   Group   Inc   ‘A’               Goldman    Sachs                33,818
      (16,071)
       15,070     CBS  Corp   ‘B’                  Goldman    Sachs                10,097
       28,247     CBS  Corp   ‘B’                  Bank   of  America    Merrill    Lynch        18,925
       1,608    CBTX   Inc                     Bank   of  America    Merrill    Lynch         145
       9,170    CBTX   Inc                     Goldman    Sachs
                                                        (172)
       4,213    CBTX   Inc                     Morgan    Stanley
                                                        (536)
           CDK  Global    Inc                  Goldman    Sachs                39,360
      (12,148)
           CDK  Global    Inc                  Bank   of  America    Merrill    Lynch        24,306
       (7,502)
           CDK  Global    Inc                  Morgan    Stanley                 28,824
       (8,682)
       63,717     CDW  Corp/DE                     Bank   of  America    Merrill    Lynch
                                                      (210,346)
       15,744     CDW  Corp/DE                     Morgan    Stanley                (72,256)
       10,886     CDW  Corp/DE                     Goldman    Sachs
                                                       (43,743)
       97,702     CECO   Environmental       Corp              Bank   of  America    Merrill    Lynch
                                                       (87,932)
       9,224    CECO   Environmental       Corp              Goldman    Sachs
                                                       (8,302)
       12,795     Cedar   Realty    Trust   Inc  (Reit)            Goldman    Sachs
                                                       (3,966)
       11,242     Cedar   Realty    Trust   Inc  (Reit)            Morgan    Stanley
                                                       (3,035)
           Celanese     Corp                   Goldman    Sachs                64,603
      (13,487)
           Celanese     Corp                   Bank   of  America    Merrill    Lynch        27,412
       (7,463)
           Celanese     Corp                   Morgan    Stanley                 21,484
       (7,167)
      106,419     Cemex   SAB  de  CV  ADR               Goldman    Sachs
                                                       (34,684)
       96,121     Cemex   SAB  de  CV  ADR               Morgan    Stanley
                                                       (26,914)
                                115/298



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                                                   未実現評価益／
                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           Centene    Corp                   Morgan    Stanley                 1,922
       (6,344)
           Centene    Corp                   Goldman    Sachs
       (6,867)                                                (3,387)
           Centennial      Resource     Development      Inc/DE
                                   Bank   of  America    Merrill    Lynch       273,225
      (126,493)
            ‘A’
           Centennial      Resource     Development      Inc/DE
                                   Goldman    Sachs                134,408
      (62,226)
            ‘A’
           Centennial      Resource     Development      Inc/DE
                                   Morgan    Stanley                124,144
      (78,078)
            ‘A’
      127,776     CenterPoint      Energy    Inc              Bank   of  America    Merrill    Lynch
                                                      (149,498)
           CenterState      Bank   Corp               Goldman    Sachs                17,182
      (17,356)
      183,533     CenterState      Bank   Corp               Bank   of  America    Merrill    Lynch
                                                      (181,698)
       42,063     CenterState      Bank   Corp               Morgan    Stanley
                                                       (52,999)
       47,947     CenterState      Bank   Corp               Goldman    Sachs
                                                       (51,471)
           CenterState      Bank   Corp               Bank   of  America    Merrill    Lynch        26,712
      (26,982)
           CenterState      Bank   Corp               Morgan    Stanley                 70,610
      (56,040)
           Central    European     Media   Enterprises      Ltd
                                   Goldman    Sachs                 5,841
      (38,940)
            ‘A’
           Central    European     Media   Enterprises      Ltd
                                   Morgan    Stanley
      (41,882)                                                   －
            ‘A’
           Central    Garden    & Pet  Co  ‘A’           Goldman    Sachs                11,591
       (8,100)
           Central    Garden    & Pet  Co  ‘A’           Morgan    Stanley                 17,340
      (17,449)
       95,124     Central    Pacific    Financial     Corp          Bank   of  America    Merrill    Lynch
                                                       (90,368)
      109,793     Central    Pacific    Financial     Corp          Morgan    Stanley
                                                      (144,927)
           Central    Valley    Community     Bancorp           Bank   of  America    Merrill    Lynch        19,039
      (17,075)
           Central    Valley    Community     Bancorp           Goldman    Sachs                 4,828
       (4,330)
           Centric    Brands    Inc                Morgan    Stanley                  381
      (19,049)
           Century    Aluminum     Co               Bank   of  America    Merrill    Lynch       120,450
      (83,646)
           Century    Aluminum     Co               Goldman    Sachs                 9,683
       (6,724)
           Century    Bancorp    Inc/MA    ‘A’           Goldman    Sachs                  149
         (76)
           Century    Bancorp    Inc/MA    ‘A’           Bank   of  America    Merrill    Lynch        6,005
       (3,064)
           Century    Casinos    Inc               Bank   of  America    Merrill    Lynch        14,940
      (42,686)
           Century    Casinos    Inc               Goldman    Sachs                 1,630
       (4,656)
           Century    Communities      Inc             Bank   of  America    Merrill    Lynch        42,762
      (59,391)
       69,442     CenturyLink      Inc                 Morgan    Stanley                 45,137
       29,628     CenturyLink      Inc                 Bank   of  America    Merrill    Lynch
                                                       (10,074)
       66,744     CenturyLink      Inc                 Goldman    Sachs
                                                       (22,693)
           Cerecor    Inc                   Morgan    Stanley                 2,492
       (9,228)
           Ceridian     HCM  Holding    Inc             Bank   of  America    Merrill    Lynch         756
       (1,303)
           Ceridian     HCM  Holding    Inc             Morgan    Stanley                 18,277
      (12,433)
      (38,639)     Cerner    Corp                    Morgan    Stanley                 24,343
           Cerner    Corp                    Goldman    Sachs                 1,341
      (10,564)
           Cerner    Corp                    Bank   of  America    Merrill    Lynch
      (12,939)                                                (11,257)
           Cerus   Corp                    Bank   of  America    Merrill    Lynch        3,328
       (4,687)
           Cerus   Corp                    Goldman    Sachs                29,802
      (41,975)
           Cerus   Corp                    Morgan    Stanley                 15,981
      (37,165)
           CEVA   Inc                     Bank   of  America    Merrill    Lynch        43,079
      (25,951)
           CF  Industries      Holdings     Inc            Goldman    Sachs                56,468
      (23,426)
                                116/298



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                                                     （損）
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                                                    （米ドル）
           米国（続き）
           CF  Industries      Holdings     Inc            Bank   of  America    Merrill    Lynch        40,453
      (18,177)
           CF  Industries      Holdings     Inc            Morgan    Stanley                 28,103
      (19,245)
       27,530     CH  Robinson     Worldwide     Inc            Bank   of  America    Merrill    Lynch
                                                       (89,472)
       14,089     CH  Robinson     Worldwide     Inc            Goldman    Sachs
                                                       (45,789)
           Champions     Oncology     Inc              Bank   of  America    Merrill    Lynch
      (24,464)                                                (14,923)
       6,534    ChannelAdvisor        Corp                Goldman    Sachs
                                                       (3,071)
       6,874    ChannelAdvisor        Corp                Bank   of  America    Merrill    Lynch
                                                       (3,231)
       6,623    Chaparral     Energy    Inc   ‘A’            Bank   of  America    Merrill    Lynch
                                                       (8,213)
       17,540     Chaparral     Energy    Inc   ‘A’            Goldman    Sachs
                                                       (21,750)
       15,305     Chaparral     Energy    Inc   ‘A’            Morgan    Stanley
                                                       (2,755)
           Charles    River   Laboratories       International
                                   Bank   of  America    Merrill    Lynch        17,516
       (2,443)
           Inc
           Charles    River   Laboratories       International
                                   Goldman    Sachs                 5,908
        (824)
           Inc
           Charles    River   Laboratories       International
                                   Morgan    Stanley                  961
        (193)
           Inc
      127,445     Charles    Schwab    Corp/The                Bank   of  America    Merrill    Lynch
                                                       (95,584)
       82,335     Charles    Schwab    Corp/The                Morgan    Stanley
                                                      (108,593)
       72,136     Charles    Schwab    Corp/The                Goldman    Sachs
                                                       (97,743)
           Chart   Industries      Inc               Goldman    Sachs                 7,927
       (1,187)
       3,804    Chart   Industries      Inc               Morgan    Stanley
                                                       (3,956)
           Charter    Communications        Inc   ‘A’         Goldman    Sachs                10,975
       (3,948)
           Charter    Communications        Inc   ‘A’         Bank   of  America    Merrill    Lynch        36,943
      (13,289)
           Charter    Communications        Inc   ‘A’         Morgan    Stanley                  980
        (267)
           Chase   Corp                    Bank   of  America    Merrill    Lynch
      (13,504)                                                (46,049)
           Chase   Corp                    Goldman    Sachs
      (22,116)                                                (58,039)
           Chase   Corp                    Morgan    Stanley
      (12,052)                                                 (9,432)
       29,791     Chatham    Lodging    Trust   (Reit)            Morgan    Stanley
                                                       (30,685)
       5,344    Chatham    Lodging    Trust   (Reit)            Bank   of  America    Merrill    Lynch
                                                       (5,878)
       19,387     Chatham    Lodging    Trust   (Reit)            Goldman    Sachs
                                                       (21,326)
       2,498    CHC  Group   Ltd*                  Morgan    Stanley
                                                       (1,124)
           Check   Point   Software     Technologies       Ltd      Morgan    Stanley                 32,257
       (4,793)
       (7,666)    Check   Point   Software     Technologies       Ltd      Bank   of  America    Merrill    Lynch        40,630
           Check   Point   Software     Technologies       Ltd      Goldman    Sachs                61,061
      (11,521)
       2,095    Check   Point   Software     Technologies       Ltd      Bank   of  America    Merrill    Lynch
                                                       (4,548)
        873   Check   Point   Software     Technologies       Ltd      Goldman    Sachs
                                                       (2,281)
       3,712    Check   Point   Software     Technologies       Ltd      Morgan    Stanley
                                                       (5,497)
       5,184    Cheesecake      Factory    Inc/The              Bank   of  America    Merrill    Lynch
                                                       (20,529)
       2,254    Chefs’    Warehouse     Inc/The              Bank   of  America    Merrill    Lynch
                                                       (6,559)
       2,304    Chefs’    Warehouse     Inc/The              Goldman    Sachs
                                                       (6,705)
       3,532    Chefs’    Warehouse     Inc/The              Morgan    Stanley                 (9,183)
       30,807     Chegg   Inc                    Bank   of  America    Merrill    Lynch        23,925
       67,336     Chegg   Inc                    Goldman    Sachs                58,582
       39,705     Chegg   Inc                    Morgan    Stanley                 4,596
       8,775    Chemed    Corp                    Bank   of  America    Merrill    Lynch
                                                       (24,570)
        386   Chemed    Corp                    Morgan    Stanley
                                                       (2,787)
                                117/298



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                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
       1,224    Chemed    Corp                    Goldman    Sachs
                                                       (3,427)
      138,152     Chemical     Financial     Corp              Bank   of  America    Merrill    Lynch
                                                      (283,824)
       66,057     Chemical     Financial     Corp              Goldman    Sachs
                                                      (135,963)
       31,914     Chemical     Financial     Corp              Morgan    Stanley
                                                       (76,176)
       33,789     ChemoCentryx       Inc                 Bank   of  America    Merrill    Lynch
                                                       (30,072)
       5,171    ChemoCentryx       Inc                 Goldman    Sachs
                                                       (4,602)
           Chemours     Co/The                   Bank   of  America    Merrill    Lynch        55,881
      (23,801)
           Chemours     Co/The                   Morgan    Stanley                191,908
      (95,423)
           Chemours     Co/The                   Goldman    Sachs                234,971
      (101,745)
           Chemung    Financial     Corp              Morgan    Stanley                 11,274
       (5,694)
           Chemung    Financial     Corp              Bank   of  America    Merrill    Lynch        46,213
      (11,880)
       25,259     Cheniere     Energy    Inc               Goldman    Sachs
                                                      (123,769)
           Cherry    Hill   Mortgage     Investment      Corp   (Reit)    Bank   of  America    Merrill    Lynch        44,755
      (44,312)
           Cherry    Hill   Mortgage     Investment      Corp   (Reit)    Goldman    Sachs                 8,861
       (8,773)
       71,935     Chesapeake      Energy    Corp              Bank   of  America    Merrill    Lynch
                                                       (39,564)
       32,486     Chesapeake      Utilities     Corp             Bank   of  America    Merrill    Lynch       (152,684)
       1,916    Chesapeake      Utilities     Corp             Goldman    Sachs
                                                       (9,005)
       4,819    Chesapeake      Utilities     Corp             Morgan    Stanley
                                                       (25,493)
           Chevron    Corp                   Goldman    Sachs                13,508
       (1,752)
           Chiasma    Inc                   Morgan    Stanley
       (4,011)                                                (3,369)
       8,892    Chico’s     FAS  Inc                 Morgan    Stanley
                                                       (2,223)
      113,622     Chico’s     FAS  Inc                 Bank   of  America    Merrill    Lynch
                                                       (74,991)
       37,290     Chico’s     FAS  Inc                 Goldman    Sachs
                                                       (24,611)
           Children’s      Place   Inc/The              Bank   of  America    Merrill    Lynch       207,396
      (17,879)
           Children’s      Place   Inc/The              Morgan    Stanley                 82,423
       (7,541)
           Children’s      Place   Inc/The              Goldman    Sachs                231,223
      (19,933)
           Chimera    Investment      Corp   (Reit)           Goldman    Sachs                13,182
      (33,268)
      132,095     Chimerix     Inc                   Bank   of  America    Merrill    Lynch
                                                       (36,326)
       63,237     Chimerix     Inc                   Goldman    Sachs
                                                       (17,390)
       42,350     Chimerix     Inc                   Morgan    Stanley
                                                       (3,600)
           China   Biologic     Products     Hold           Bank   of  America    Merrill    Lynch        2,634
        (768)
           China   Biologic     Products     Hold           Morgan    Stanley                  706
       (1,503)
           China   Biologic     Products     Hold           Goldman    Sachs                 2,974
        (867)
       1,188    Chipotle     Mexican    Grill   Inc            Morgan    Stanley
                                                       (54,375)
        653   Chipotle     Mexican    Grill   Inc            Bank   of  America    Merrill    Lynch       (25,206)
       3,282    Chipotle     Mexican    Grill   Inc            Goldman    Sachs
                                                      (126,736)
       16,356     Choice    Hotels    International       Inc         Goldman    Sachs
                                                       (13,260)
       14,060     Choice    Hotels    International       Inc         Morgan    Stanley
                                                       (18,797)
           Choice    Hotels    International       Inc         Morgan    Stanley                 24,071
      (12,344)
           Choice    Hotels    International       Inc         Goldman    Sachs                56,962
      (32,365)
           Chubb   Ltd                    Goldman    Sachs
       (3,618)                                                (6,440)
           Chubb   Ltd                    Morgan    Stanley                 53,487
      (20,812)
       25,525     Church    & Dwight    Co  Inc              Bank   of  America    Merrill    Lynch        22,462
       22,415     Church    & Dwight    Co  Inc              Goldman    Sachs                17,152
       7,895    Churchill     Downs   Inc               Goldman    Sachs
                                                       (5,921)
                                118/298



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                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           Churchill     Downs   Inc               Goldman    Sachs                 1,380
       (1,692)
           Churchill     Downs   Inc               Morgan    Stanley                 3,684
       (3,515)
       5,802    Churchill     Downs   Inc               Bank   of  America    Merrill    Lynch
                                                       (4,351)
       13,010     Chuy’s    Holdings     Inc               Goldman    Sachs
                                                       (4,497)
       6,273    Chuy’s    Holdings     Inc               Morgan    Stanley
                                                       (6,243)
       12,604     Cia  Brasileira      de  Distribuicao       ADR        Goldman    Sachs                18,402
       5,408    Cia  Brasileira      de  Distribuicao       ADR        Morgan    Stanley                 6,327
       55,222     Cia  Cervecerias      Unidas    SA  ADR          Goldman    Sachs
                                                       (35,342)
       17,731     Cia  Cervecerias      Unidas    SA  ADR          Morgan    Stanley
                                                       (5,497)
           Cia  de  Minas   Buenaventura       SA  ADR         Goldman    Sachs                94,399
      (122,596)
           Cia  Siderurgica      Nacional     SA  ADR         Morgan    Stanley                 2,874
      (287,430)
           Cia  Siderurgica      Nacional     SA  ADR         Goldman    Sachs
      (148,861)                                                 (90,805)
       20,650     Cidara    Therapeutics       Inc             Bank   of  America    Merrill    Lynch
                                                       (5,988)
       68,407     Cidara    Therapeutics       Inc             Goldman    Sachs
                                                       (19,838)
       46,155     Ciena   Corp                    Bank   of  America    Merrill    Lynch        66,063
       80,554     Ciena   Corp                    Morgan    Stanley                (34,638)
      141,952     Ciena   Corp                    Goldman    Sachs                201,656
        678   Cigna   Corp                    Bank   of  America    Merrill    Lynch
                                                        (409)
       6,033    Cigna   Corp                    Goldman    Sachs
                                                       (11,815)
       11,436     Cigna   Corp                    Morgan    Stanley
                                                       (26,600)
       18,824     Cimarex    Energy    Co                Bank   of  America    Merrill    Lynch
                                                      (189,746)
       7,468    Cimarex    Energy    Co                Goldman    Sachs
                                                       (75,277)
           Cimarex    Energy    Co                Bank   of  America    Merrill    Lynch        80,724
       (7,971)
           Cimarex    Energy    Co                Morgan    Stanley                 57,339
       (7,553)
           Cimpress     NV                   Goldman    Sachs
      (18,223)                                                (18,405)
           Cimpress     NV                   Bank   of  America    Merrill    Lynch
       (9,671)                                                (6,261)
           Cimpress     NV                   Morgan    Stanley                145,324
      (39,171)
           Cincinnati      Bell   Inc               Bank   of  America    Merrill    Lynch        56,132
      (33,214)
       24,031     Cincinnati      Financial     Corp             Bank   of  America    Merrill    Lynch        37,488
       46,604     Cincinnati      Financial     Corp             Goldman    Sachs                58,901
       54,886     Cincinnati      Financial     Corp             Morgan    Stanley
                                                       (74,062)
       27,103     Cinemark     Holdings     Inc              Bank   of  America    Merrill    Lynch
                                                       (67,486)
           Cintas    Corp                    Morgan    Stanley                 50,162
      (11,222)
           Cintas    Corp                    Bank   of  America    Merrill    Lynch
      (14,973)                                                 (2,731)
       (8,210)    Cintas    Corp                    Goldman    Sachs                (1,397)
           CIRCOR    International       Inc             Bank   of  America    Merrill    Lynch
      (28,231)                                                (297,555)
           CIRCOR    International       Inc             Goldman    Sachs
        (928)                                               (9,781)
       98,036     Cirrus    Logic   Inc                 Bank   of  America    Merrill    Lynch
                                                      (793,473)
       41,947     Cirrus    Logic   Inc                 Goldman    Sachs
                                                      (351,516)
       3,907    Cirrus    Logic   Inc                 Morgan    Stanley
                                                       (10,705)
           Cisco   Systems    Inc                Bank   of  America    Merrill    Lynch        2,140
      (17,830)
           Cisco   Systems    Inc                Goldman    Sachs                  64
        (533)
       16,740     Cisco   Systems    Inc                Morgan    Stanley
                                                       (53,760)
       26,846     Cisco   Systems    Inc                Goldman    Sachs
                                                      (106,376)
       6,419    Cision    Ltd                    Goldman    Sachs
                                                       (4,172)
                                119/298



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                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
       10,888     Cision    Ltd                    Morgan    Stanley
                                                       (4,735)
        288   CIT  Group   Inc                  Bank   of  America    Merrill    Lynch
                                                        (665)
       11,804     CIT  Group   Inc                  Goldman    Sachs
                                                       (27,267)
           CIT  Group   Inc                  Bank   of  America    Merrill    Lynch       147,165
      (63,708)
       22,144     Citi   Trends    Inc                 Bank   of  America    Merrill    Lynch
                                                       (84,590)
           Citigroup     Inc                  Bank   of  America    Merrill    Lynch        55,184
      (21,812)
           Citigroup     Inc                  Goldman    Sachs                59,703
      (23,598)
           Citizens     & Northern     Corp             Morgan    Stanley                 7,796
      (10,535)
           Citizens     & Northern     Corp             Bank   of  America    Merrill    Lynch       117,023
      (70,923)
      179,040     Citizens     Financial     Group   Inc           Bank   of  America    Merrill    Lynch
                                                      (199,793)
       2,950    Citizens     Financial     Group   Inc           Morgan    Stanley
                                                       (3,296)
      203,048     Citizens     Financial     Group   Inc           Goldman    Sachs
                                                      (226,816)
           Citizens     Inc/TX                   Bank   of  America    Merrill    Lynch        2,212
       (6,319)
           Citizens     Inc/TX                   Morgan    Stanley                  496
      (49,615)
           Citrix    Systems    Inc                Goldman    Sachs                59,955
      (28,021)
      (38,460)     Citrix    Systems    Inc                Bank   of  America    Merrill    Lynch        84,165
           Citrix    Systems    Inc                Morgan    Stanley                111,526
      (48,915)
           City   Holding    Co                 Bank   of  America    Merrill    Lynch       107,121
      (23,338)
           Civeo   Corp                    Goldman    Sachs                 4,010
      (11,457)
           Civeo   Corp                    Morgan    Stanley                 3,956
      (15,824)
           Civeo   Corp                    Bank   of  America    Merrill    Lynch        41,179
      (117,653)
       24,625     Clarus    Corp                    Bank   of  America    Merrill    Lynch
                                                       (21,670)
       30,000     Clarus    Corp                    Goldman    Sachs
                                                       (26,400)
           Clean   Energy    Fuels   Corp              Bank   of  America    Merrill    Lynch        9,298
      (66,413)
           Clean   Energy    Fuels   Corp              Goldman    Sachs                 2,831
      (20,219)
           Clear   Channel    Outdoor    Holdin            Morgan    Stanley                 16,042
      (161,606)
       1,550    Clearfield      Inc                  Goldman    Sachs
                                                       (1,395)
       3,080    Clearfield      Inc                  Morgan    Stanley
                                                       (1,663)
       16,073     Clearwater      Paper   Corp               Bank   of  America    Merrill    Lynch
                                                       (21,538)
       4,475    Clearwater      Paper   Corp               Morgan    Stanley
                                                       (6,175)
       14,050     Clearwater      Paper   Corp               Goldman    Sachs
                                                       (18,827)
           Clearway     Energy    Inc   ‘A’             Bank   of  America    Merrill    Lynch        3,204
       (4,929)
           Clearway     Energy    Inc   ‘A’             Goldman    Sachs                14,826
      (22,557)
           Clearway     Energy    Inc   ‘A’             Morgan    Stanley                 4,194
       (5,447)
      (226,349)     Cleveland-Cliffs         Inc               Bank   of  America    Merrill    Lynch       295,988
           Cleveland-Cliffs         Inc               Goldman    Sachs                213,146
      (171,629)
           Cleveland-Cliffs         Inc               Morgan    Stanley                 63,310
      (74,834)
       1,808    Clipper    Realty    Inc  (Reit)              Bank   of  America    Merrill    Lynch
                                                        (452)
       3,993    Clipper    Realty    Inc  (Reit)              Goldman    Sachs
                                                        (998)
       1,705    Clipper    Realty    Inc  (Reit)              Morgan    Stanley
                                                        (511)
       6,829    Clorox    Co/The                    Bank   of  America    Merrill    Lynch        3,619
       5,300    Clorox    Co/The                    Goldman    Sachs                 2,809
      132,911     Cloudera     Inc                   Bank   of  America    Merrill    Lynch
                                                      (192,046)
       80,143     Cloudera     Inc                   Morgan    Stanley
                                                      (130,633)
      117,489     Cloudera     Inc                   Goldman    Sachs
                                                      (157,437)
                                120/298



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                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
       17,420     Clovis    Oncology     Inc               Goldman    Sachs
                                                       (72,990)
       3,426    Clovis    Oncology     Inc               Morgan    Stanley
                                                       (9,284)
           CME  Group   Inc                  Goldman    Sachs
      (29,486)                                                (289,553)
           CME  Group   Inc                  Morgan    Stanley
       (9,356)                                                (54,545)
       96,452     CMS  Energy    Corp                  Bank   of  America    Merrill    Lynch
                                                       (3,858)
       28,850     CNA  Financial     Corp                Bank   of  America    Merrill    Lynch
                                                       (15,579)
       24,539     CNA  Financial     Corp                Goldman    Sachs
                                                       (13,251)
       3,658    CNA  Financial     Corp                Morgan    Stanley
                                                       (4,865)
           CNB  Financial     Corp/PA                Bank   of  America    Merrill    Lynch        17,868
      (10,269)
           CNH  Industrial      NV                Morgan    Stanley                 2,438
      (14,340)
           CNH  Industrial      NV                Goldman    Sachs                 8,306
      (15,671)
           CNH  Industrial      NV                Bank   of  America    Merrill    Lynch        12,096
      (22,822)
      235,284     CNO  Financial     Group   Inc             Bank   of  America    Merrill    Lynch
                                                      (172,194)
       68,738     CNO  Financial     Group   Inc             Morgan    Stanley
                                                       (42,018)
      281,702     CNO  Financial     Group   Inc             Goldman    Sachs
                                                      (205,284)
      (74,249)     CNX  Resources     Corp                Morgan    Stanley                 22,275
           CNX  Resources     Corp                Goldman    Sachs                 8,328
       (5,047)
           Coca-Cola     Co/The                  Goldman    Sachs                23,077
      (76,101)
           Coca-Cola     Co/The                  Bank   of  America    Merrill    Lynch        38,250
      (135,548)
           Coca-Cola     Co/The                  Morgan    Stanley                 48,265
      (69,711)
           Coca-Cola     Consolidated       Inc            Morgan    Stanley                 5,112
        (476)
           Coca-Cola     Consolidated       Inc            Bank   of  America    Merrill    Lynch        38,975
       (2,410)
           Coca-Cola     Consolidated       Inc            Goldman    Sachs                 1,063
       (1,567)
           Coca-Cola     European     Partners     Plc         Goldman    Sachs                  657
        (476)
           Coca-Cola     European     Partners     Plc         Morgan    Stanley                 1,568
       (1,668)
       8,781    Coca-Cola     Femsa   SAB  de  CV  ADR          Goldman    Sachs
                                                       (15,930)
           Coda   Octopus    Group   Inc              Goldman    Sachs                51,136
       (9,400)
           Coda   Octopus    Group   Inc              Morgan    Stanley                 10,298
       (2,093)
           Codexis    Inc                   Bank   of  America    Merrill    Lynch        60,957
      (33,865)
           Codexis    Inc                   Goldman    Sachs                 3,251
       (1,806)
           Codorus    Valley    Bancorp    Inc            Bank   of  America    Merrill    Lynch        5,464
       (5,692)
       24,388     Coeur   Mining    Inc                 Goldman    Sachs
                                                       (7,804)
       32,028     Coeur   Mining    Inc                 Morgan    Stanley
                                                       (1,922)
       56,705     Cogent    Communications        Holdings     Inc        Bank   of  America    Merrill    Lynch        10,207
       37,913     Cogent    Communications        Holdings     Inc        Morgan    Stanley                (27,315)
        906   Cogent    Communications        Holdings     Inc        Goldman    Sachs                  580
           Cognex    Corp                    Bank   of  America    Merrill    Lynch        4,733
       (1,111)
           Cognex    Corp                    Morgan    Stanley                 14,392
       (6,919)
           Cognex    Corp                    Goldman    Sachs                 3,747
       (1,661)
           Cognizant     Technology      Solutions     Corp   ‘A’    Goldman    Sachs
      (91,713)                                                (282,774)
           Cognizant     Technology      Solutions     Corp   ‘A’    Bank   of  America    Merrill    Lynch
      (42,818)                                                (140,443)
           Cognizant     Technology      Solutions     Corp   ‘A’    Morgan    Stanley
      (41,218)                                                (11,447)
           Cohbar    Inc                    Morgan    Stanley                 6,178
      (19,928)
       1,954    Cohen   & Steers    Inc                Bank   of  America    Merrill    Lynch        2,794
       12,516     Cohen   & Steers    Inc                Goldman    Sachs                16,512
                                121/298



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                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
       18,828     Cohen   & Steers    Inc                Morgan    Stanley                 21,840
           Coherent     Inc                   Goldman    Sachs                106,552
       (4,926)
           Coherent     Inc                   Morgan    Stanley                 62,229
       (9,488)
           Coherent     Inc                   Bank   of  America    Merrill    Lynch       348,242
      (15,831)
       10,012     Coherus    Biosciences      Inc             Morgan    Stanley
                                                       (13,917)
       2,470    Coherus    Biosciences      Inc             Goldman    Sachs                 4,891
       41,385     Cohu   Inc                     Goldman    Sachs
                                                       (96,841)
       2,340    Cohu   Inc                     Bank   of  America    Merrill    Lynch
                                                       (5,476)
       70,528     Cohu   Inc                     Morgan    Stanley
                                                       (54,307)
       12,924     Colfax    Corp                    Bank   of  America    Merrill    Lynch
                                                       (12,666)
       80,223     Colfax    Corp                    Goldman    Sachs
                                                       (78,619)
       80,720     Colfax    Corp                    Morgan    Stanley
                                                       (71,639)
       14,538     Colgate-Palmolive         Co              Morgan    Stanley
                                                       (20,208)
       1,143    Colgate-Palmolive         Co              Bank   of  America    Merrill    Lynch
                                                       (1,372)
       30,076     Colgate-Palmolive         Co              Goldman    Sachs
                                                       (40,633)
       5,258    Collectors      Universe     Inc             Bank   of  America    Merrill    Lynch        (4,312)
       10,265     Collectors      Universe     Inc             Goldman    Sachs
                                                       (8,417)
           Collegium     Pharmaceutical        Inc           Morgan    Stanley                  574
       (4,419)
           Collegium     Pharmaceutical        Inc           Goldman    Sachs                18,419
      (11,584)
       38,007     Colony    Capital    Inc  (Reit)              Bank   of  America    Merrill    Lynch
                                                       (3,041)
      130,463     Colony    Capital    Inc  (Reit)              Goldman    Sachs
                                                       (9,353)
       28,130     Colony    Capital    Inc  (Reit)              Morgan    Stanley
                                                       (2,250)
           Colony    Credit    Real   Estate    Inc  (Reit)        Bank   of  America    Merrill    Lynch        20,844
      (31,582)
           Columbia     Banking    System    Inc           Bank   of  America    Merrill    Lynch       297,316
      (143,631)
           Columbia     Financial     Inc              Goldman    Sachs                 3,885
      (29,883)
           Columbia     Property     Trust   Inc  (Reit)         Goldman    Sachs                35,404
      (29,020)
           Columbia     Property     Trust   Inc  (Reit)         Bank   of  America    Merrill    Lynch        76,428
      (62,646)
           Columbia     Property     Trust   Inc  (Reit)         Morgan    Stanley                  989
        (989)
       23,517     Columbia     Sportswear      Co             Bank   of  America    Merrill    Lynch
                                                       (47,975)
       5,292    Columbia     Sportswear      Co             Goldman    Sachs
                                                       (10,796)
       2,134    Columbus     McKinnon     Corp/NY              Bank   of  America    Merrill    Lynch         854
       3,352    Columbus     McKinnon     Corp/NY              Goldman    Sachs                 1,341
       3,568    Columbus     McKinnon     Corp/NY              Morgan    Stanley                  500
       11,973     Comcast    Corp   ‘A’                Morgan    Stanley
                                                       (21,308)
       35,219     Comcast    Corp   ‘A’                Goldman    Sachs                (48,217)
       14,954     Comerica     Inc                   Morgan    Stanley
                                                       (51,367)
       16,200     Comerica     Inc                   Bank   of  America    Merrill    Lynch
                                                       (47,061)
       11,983     Comerica     Inc                   Goldman    Sachs
                                                       (34,811)
       45,248     Comfort    Systems    USA  Inc             Bank   of  America    Merrill    Lynch
                                                       (53,845)
       37,752     Comfort    Systems    USA  Inc             Goldman    Sachs
                                                       (46,906)
       41,758     Comfort    Systems    USA  Inc             Morgan    Stanley
                                                       (87,692)
           Commerce     Bancshares      Inc/MO             Goldman    Sachs                45,834
      (29,666)
           Commerce     Bancshares      Inc/MO             Bank   of  America    Merrill    Lynch       171,048
      (138,757)
           Commerce     Bancshares      Inc/MO             Morgan    Stanley                 79,477
      (47,684)
           Commercial      Metals    Co              Morgan    Stanley                 35,181
      (24,431)
                                122/298



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                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           Commercial      Metals    Co              Goldman    Sachs                88,473
      (30,299)
           Commercial      Metals    Co              Bank   of  America    Merrill    Lynch       706,637
      (241,999)
           Commercial      Vehicle    Group   Inc           Bank   of  America    Merrill    Lynch        11,920
       (9,169)
           Commercial      Vehicle    Group   Inc           Morgan    Stanley                 3,389
       (3,851)
           CommScope     Holding    Co  Inc             Bank   of  America    Merrill    Lynch        12,747
       (5,591)
           CommScope     Holding    Co  Inc             Morgan    Stanley                 57,966
      (37,640)
           CommScope     Holding    Co  Inc             Goldman    Sachs                75,148
      (33,357)
           Community     Bank   System    Inc            Bank   of  America    Merrill    Lynch        1,843
        (743)
           Community     Bank   System    Inc            Morgan    Stanley                 26,517
       (9,050)
           Community     Bank   System    Inc            Goldman    Sachs                164,739
      (66,427)
       24,362     Community     Bankers    Trust   Corp           Bank   of  America    Merrill    Lynch
                                                       (13,643)
       14,293     Community     Bankers    Trust   Corp           Goldman    Sachs
                                                       (8,004)
       13,377     Community     Bankers    Trust   Corp           Morgan    Stanley
                                                       (4,682)
           Community     Healthcare      Trust   Inc  (Reit)        Bank   of  America    Merrill    Lynch
      (119,551)                                                (202,041)
       4,064    Community     Trust   Bancorp    Inc           Bank   of  America    Merrill    Lynch
                                                       (4,755)
       10,931     Community     Trust   Bancorp    Inc           Morgan    Stanley                (14,659)
       15,868     Community     Trust   Bancorp    Inc           Goldman    Sachs
                                                       (19,703)
           CommVault     Systems    Inc              Bank   of  America    Merrill    Lynch        87,867
      (23,369)
       20,896     CommVault     Systems    Inc              Goldman    Sachs
                                                       (42,842)
       6,631    CommVault     Systems    Inc              Morgan    Stanley
                                                       (13,643)
           Compass    Minerals     International       Inc        Bank   of  America    Merrill    Lynch        55,016
      (16,876)
           Compass    Minerals     International       Inc        Goldman    Sachs                27,420
       (8,411)
           Compass    Minerals     International       Inc        Morgan    Stanley                 12,844
       (6,235)
           Computer     Programs     & Systems    Inc         Goldman    Sachs                 8,007
      (10,049)
           Computer     Programs     & Systems    Inc         Morgan    Stanley                 3,180
       (5,281)
           comScore     Inc                   Morgan    Stanley                 7,638
       (7,007)
           comScore     Inc                   Bank   of  America    Merrill    Lynch        84,288
      (50,472)
           Conagra    Brands    Inc                Bank   of  America    Merrill    Lynch        36,205
      (14,254)
       86,441     Conatus    Pharmaceuticals        Inc           Bank   of  America    Merrill    Lynch
                                                       (9,941)
       19,028     Conatus    Pharmaceuticals        Inc           Goldman    Sachs
                                                       (2,188)
       2,479    Concert    Pharmaceuticals        Inc           Morgan    Stanley
                                                        (376)
           Concho    Resources     Inc               Goldman    Sachs                239,217
      (14,712)
           Concho    Resources     Inc               Bank   of  America    Merrill    Lynch        49,756
       (3,060)
           Concho    Resources     Inc               Morgan    Stanley                247,594
      (19,268)
       18,911     Conduent     Inc                   Morgan    Stanley                (11,157)
       32,070     Conduent     Inc                   Bank   of  America    Merrill    Lynch        3,207
           Conduent     Inc                   Bank   of  America    Merrill    Lynch
      (65,881)                                                 (6,588)
       13,891     Conduent     Inc                   Goldman    Sachs                 1,389
           Conformis     Inc                  Goldman    Sachs                 1,691
      (20,296)
           Conformis     Inc                  Morgan    Stanley
      (31,597)                                                 (2,528)
           CONMED    Corp                    Bank   of  America    Merrill    Lynch        2,150
       (1,569)
           CONMED    Corp                    Morgan    Stanley                  652
       (1,359)
       1,721    Conn’s    Inc                   Morgan    Stanley
                                                       (5,605)
       29,902     ConocoPhillips                        Goldman    Sachs
                                                       (93,215)
       62,955     ConocoPhillips                        Morgan    Stanley
                                                      (257,486)
                                123/298



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                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
       52,854                            Bank   of  America    Merrill    Lynch
           ConocoPhillips                                           (162,790)
       5,883    CONSOL    Energy    Inc                Goldman    Sachs
                                                       (23,061)
        881   CONSOL    Energy    Inc                Morgan    Stanley
                                                       (1,894)
       8,290    CONSOL    Energy    Inc                Bank   of  America    Merrill    Lynch
                                                       (32,497)
       72,784     Consolidated       Communications        Holdings     Inc    Bank   of  America    Merrill    Lynch
                                                       (69,873)
       35,952     Consolidated       Edison    Inc             Morgan    Stanley
                                                       (54,205)
       73,286     Consolidated       Edison    Inc             Bank   of  America    Merrill    Lynch        12,459
       11,876     Consolidated       Edison    Inc             Goldman    Sachs
                                                         (18)
       18,234     Consolidated       Water   Co  Ltd            Morgan    Stanley
                                                       (9,482)
       51,349     Consolidated       Water   Co  Ltd            Bank   of  America    Merrill    Lynch
                                                       (30,296)
       32,045     Consolidated       Water   Co  Ltd            Goldman    Sachs
                                                       (18,907)
       4,263    Consolidated-Tomoka          Land   Co           Goldman    Sachs                  949
       1,784    Consolidated-Tomoka          Land   Co           Morgan    Stanley                   12
           Constellation       Brands    Inc   ‘A’          Morgan    Stanley                143,923
       (4,685)
           Constellation       Brands    Inc   ‘A’          Goldman    Sachs                435,955
      (14,182)
       47,272     Construction       Partners     Inc   ‘A’          Bank   of  America    Merrill    Lynch        27,418
      168,817     Consumer     Portfolio     Services     Inc         Morgan    Stanley
                                                       (28,699)
       3,022    Consumer     Portfolio     Services     Inc         Bank   of  America    Merrill    Lynch
                                                        (876)
       7,598    Container     Store   Group   Inc/The            Morgan    Stanley
                                                       (1,293)
           Contango     Oil  & Gas  Co              Goldman    Sachs                10,635
      (21,705)
           Contango     Oil  & Gas  Co              Morgan    Stanley                 3,187
       (9,659)
       50,362     Continental      Building     Products     Inc        Bank   of  America    Merrill    Lynch
                                                      (174,253)
       34,225     Continental      Building     Products     Inc        Goldman    Sachs
                                                      (115,247)
       22,245     Continental      Resources     Inc/OK            Bank   of  America    Merrill    Lynch
                                                      (154,178)
       2,771    Continental      Resources     Inc/OK            Morgan    Stanley
                                                       (18,843)
       3,494    Continental      Resources     Inc/OK            Goldman    Sachs
                                                       (22,892)
       5,353    Contura    Energy    Inc                Bank   of  America    Merrill    Lynch
                                                       (19,110)
       3,403    Contura    Energy    Inc                Goldman    Sachs
                                                       (12,149)
           Cooper    Cos  Inc/The                  Bank   of  America    Merrill    Lynch        89,367
       (9,974)
       1,158    Cooper    Cos  Inc/The                  Morgan    Stanley
                                                       (7,845)
        326   Cooper    Cos  Inc/The                  Goldman    Sachs
                                                        (825)
           Cooper    Tire   & Rubber    Co             Morgan    Stanley                 10,336
       (7,128)
           Cooper    Tire   & Rubber    Co             Bank   of  America    Merrill    Lynch        42,205
      (19,360)
           Cooper    Tire   & Rubber    Co             Goldman    Sachs                70,548
      (32,488)
       8,667    Cooper-Standard        Holdings     Inc           Bank   of  America    Merrill    Lynch       (82,770)
       21,452     Cooper-Standard        Holdings     Inc           Goldman    Sachs
                                                      (204,867)
       11,914     Cooper-Standard        Holdings     Inc           Morgan    Stanley
                                                       (7,625)
           Copa   Holdings     SA  ‘A’              Bank   of  America    Merrill    Lynch        8,907
       (2,278)
           Copa   Holdings     SA  ‘A’              Goldman    Sachs                 6,444
       (1,648)
           Copa   Holdings     SA  ‘A’              Morgan    Stanley                 1,570
        (963)
       4,871    Copart    Inc                    Bank   of  America    Merrill    Lynch        9,494
       8,956    Copart    Inc                    Goldman    Sachs                42,681
       23,785     Copart    Inc                    Morgan    Stanley                 31,524
           Corcept    Therapeutics       Inc             Bank   of  America    Merrill    Lynch        5,035
       (3,675)
           Corcept    Therapeutics       Inc             Goldman    Sachs                34,605
      (25,259)
                                124/298



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                                                   未実現評価益／
                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           Core   Laboratories       NV              Bank   of  America    Merrill    Lynch       219,448
      (23,905)
       6,734    Core-Mark     Holding    Co  Inc             Bank   of  America    Merrill    Lynch
                                                       (7,879)
       4,062    Core-Mark     Holding    Co  Inc             Goldman    Sachs
                                                       (4,753)
       5,865    Core-Mark     Holding    Co  Inc             Morgan    Stanley
                                                       (12,610)
       4,100    CoreCivic     Inc  (Reit)                Morgan    Stanley
                                                       (2,020)
       2,012    CoreCivic     Inc  (Reit)                Bank   of  America    Merrill    Lynch
                                                        (302)
       2,588    CoreCivic     Inc  (Reit)                Goldman    Sachs
                                                        (787)
           CoreCivic     Inc  (Reit)                Bank   of  America    Merrill    Lynch         329
       (2,192)
           CoreCivic     Inc  (Reit)                Morgan    Stanley                 33,899
      (50,595)
           CoreLogic     Inc/United      States             Goldman    Sachs                37,695
      (71,572)
           CoreLogic     Inc/United      States             Bank   of  America    Merrill    Lynch        29,082
      (59,351)
           CoreLogic     Inc/United      States             Morgan    Stanley                 64,602
      (37,730)
       92,557     CorePoint     Lodging    Inc  (Reit)            Goldman    Sachs
                                                       (61,042)
       27,762     CorePoint     Lodging    Inc  (Reit)            Bank   of  America    Merrill    Lynch
                                                       (19,156)
       28,273     CorePoint     Lodging    Inc  (Reit)            Morgan    Stanley
                                                       (13,064)
       5,085    CoreSite     Realty    Corp   (Reit)             Morgan    Stanley                (13,374)
       6,835    CoreSite     Realty    Corp   (Reit)             Bank   of  America    Merrill    Lynch
                                                        (205)
       47,451     Cornerstone      Building     Brands    Inc         Bank   of  America    Merrill    Lynch
                                                       (87,310)
       17,216     Cornerstone      OnDemand     Inc             Goldman    Sachs
                                                       (10,146)
       4,060    Cornerstone      OnDemand     Inc             Morgan    Stanley
                                                       (6,334)
       37,600     Cornerstone      OnDemand     Inc             Bank   of  America    Merrill    Lynch
                                                       (22,560)
       87,368     Corning    Inc                   Bank   of  America    Merrill    Lynch
                                                      (139,723)
       29,859     Corning    Inc                   Morgan    Stanley
                                                       (49,865)
       18,838     Corning    Inc                   Goldman    Sachs
                                                       (29,764)
           Corporate     Office    Properties      Trust   (Reit)      Bank   of  America    Merrill    Lynch        42,913
      (49,899)
           CorVel    Corp                    Goldman    Sachs                  26
        (432)
           CorVel    Corp                    Morgan    Stanley                  122
        (675)
       67,968     Corvus    Pharmaceuticals        Inc            Bank   of  America    Merrill    Lynch
                                                       (38,062)
       51,487     Corvus    Pharmaceuticals        Inc            Goldman    Sachs
                                                       (28,833)
       20,133     Corvus    Pharmaceuticals        Inc            Morgan    Stanley
                                                       (2,416)
      188,880     Cosan   Ltd   ‘A’                  Morgan    Stanley                241,766
       7,728    Cosan   Ltd   ‘A’                  Bank   of  America    Merrill    Lynch        10,665
      119,529     Cosan   Ltd   ‘A’                  Goldman    Sachs                164,950
           Costamare     Inc                  Goldman    Sachs                105,387
      (219,273)
      (185,918)     Costamare     Inc                  Morgan    Stanley                 76,787
       2,989    CoStar    Group   Inc                 Goldman    Sachs
                                                       (16,609)
       11,022     CoStar    Group   Inc                 Bank   of  America    Merrill    Lynch
                                                       (70,887)
       7,612    CoStar    Group   Inc                 Morgan    Stanley
                                                      (130,381)
       9,050    Costco    Wholesale     Corp               Bank   of  America    Merrill    Lynch
                                                       (76,373)
       5,963    Costco    Wholesale     Corp               Goldman    Sachs
                                                       (50,149)
           Coty   Inc   ‘A’                  Morgan    Stanley                 13,562
      (17,387)
           Coty   Inc   ‘A’                  Bank   of  America    Merrill    Lynch
      (44,349)                                                (51,001)
           Coty   Inc   ‘A’                  Goldman    Sachs                276,790
      (275,310)
           County    Bancorp    Inc                Goldman    Sachs                  248
      (12,405)
           County    Bancorp    Inc                Morgan    Stanley                  243
       (1,620)
                                125/298



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                                                   未実現評価益／
                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           Coupa   Software     Inc                Morgan    Stanley                 18,292
       (4,244)
           Coupa   Software     Inc                Goldman    Sachs
       (5,018)                                                (10,825)
           Coupa   Software     Inc                Bank   of  America    Merrill    Lynch
      (10,337)                                                (31,424)
           Covanta    Holding    Corp               Bank   of  America    Merrill    Lynch       202,554
      (166,028)
       38,631     Covenant     Transportation        Group   Inc   ‘A’      Bank   of  America    Merrill    Lynch
                                                      (103,531)
       8,456    Covenant     Transportation        Group   Inc   ‘A’      Goldman    Sachs
                                                       (22,662)
       8,547    Covenant     Transportation        Group   Inc   ‘A’      Morgan    Stanley
                                                       (14,872)
           Covetrus     Inc                   Morgan    Stanley                 8,776
       (9,677)
       56,197     CRA  International       Inc              Bank   of  America    Merrill    Lynch
                                                      (286,043)
       8,163    CRA  International       Inc              Goldman    Sachs
                                                       (41,550)
       2,965    CRA  International       Inc              Morgan    Stanley
                                                       (12,156)
       6,199    Cracker    Barrel    Old  Country    Store   Inc       Goldman    Sachs
                                                       (60,449)
       10,029     Cracker    Barrel    Old  Country    Store   Inc       Bank   of  America    Merrill    Lynch
                                                       (96,634)
       9,066    Cracker    Barrel    Old  Country    Store   Inc       Morgan    Stanley
                                                      (112,781)
           Cracker    Barrel    Old  Country    Store   Inc       Goldman    Sachs                133,613
      (15,596)
       3,623    Craft   Brew   Alliance     Inc             Bank   of  America    Merrill    Lynch        (5,181)
       5,110    Craft   Brew   Alliance     Inc             Goldman    Sachs
                                                       (7,307)
       93,862     Crane   Co                    Bank   of  America    Merrill    Lynch
                                                      (763,665)
       25,453     Crane   Co                    Morgan    Stanley
                                                      (115,076)
       20,323     Crane   Co                    Goldman    Sachs
                                                      (164,222)
           Crawford     & Co  ‘A’                Bank   of  America    Merrill    Lynch        2,493
       (3,835)
           Crawford     & Co  ‘B’                Goldman    Sachs                 5,765
      (12,812)
           Crawford     & Co  ‘B’                Bank   of  America    Merrill    Lynch        1,487
       (3,304)
       1,213    Credicorp     Ltd                  Goldman    Sachs                 5,337
       2,295    Credicorp     Ltd                  Morgan    Stanley
                                                       (10,924)
           Credit    Acceptance      Corp              Bank   of  America    Merrill    Lynch        2,125
        (328)
           Credit    Acceptance      Corp              Goldman    Sachs                18,261
       (2,818)
           Credit    Acceptance      Corp              Morgan    Stanley                 14,249
        (978)
           Cree   Inc                     Bank   of  America    Merrill    Lynch       391,424
      (44,129)
           Cree   Inc                     Goldman    Sachs                 3,525
        (800)
           Cree   Inc                     Morgan    Stanley                 1,788
        (667)
       6,781    Crinetics     Pharmaceuticals        Inc          Bank   of  America    Merrill    Lynch        7,663
       4,959    Crinetics     Pharmaceuticals        Inc          Goldman    Sachs                 5,604
       3,064    Crinetics     Pharmaceuticals        Inc          Morgan    Stanley
                                                        (460)
       9,719    Crocs   Inc                    Morgan    Stanley                (29,449)
       17,380     Crocs   Inc                    Goldman    Sachs
                                                       (26,596)
           Cross   Country    Healthcare      Inc           Goldman    Sachs                19,302
      (26,084)
           Cross   Country    Healthcare      Inc           Bank   of  America    Merrill    Lynch       109,342
      (147,760)
           Cross   Country    Healthcare      Inc           Morgan    Stanley                 3,448
       (3,748)
           Crown   Castle    International       Corp   (Reit)       Morgan    Stanley
       (6,433)                                                (23,802)
           Crown   Castle    International       Corp   (Reit)       Bank   of  America    Merrill    Lynch
      (67,345)                                                (208,096)
           Crown   Castle    International       Corp   (Reit)       Goldman    Sachs
       (8,381)                                                (25,897)
           Crown   Holdings     Inc                Goldman    Sachs                104,455
      (15,923)
           Crown   Holdings     Inc                Morgan    Stanley                 88,884
      (15,065)
           Crown   Holdings     Inc                Bank   of  America    Merrill    Lynch        57,767
       (8,806)
                                126/298



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                                                ブラックロック・ジャパン株式会社(E09096)
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                                                   未実現評価益／
                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
       8,477    CryoLife     Inc                   Goldman    Sachs
                                                       (7,884)
       10,355     CryoLife     Inc                   Morgan    Stanley
                                                       (7,559)
           CryoPort     Inc                   Bank   of  America    Merrill    Lynch
      (25,831)                                                (18,340)
       48,574     CSG  Systems    International       Inc          Bank   of  America    Merrill    Lynch
                                                       (75,775)
       7,022    CSG  Systems    International       Inc          Goldman    Sachs
                                                       (10,954)
       19,647     CSS  Industries      Inc                Bank   of  America    Merrill    Lynch
                                                       (32,614)
       11,217     CSS  Industries      Inc                Goldman    Sachs
                                                       (18,620)
       2,200    CSS  Industries      Inc                Morgan    Stanley
                                                       (3,674)
       3,655    CSW  Industrials      Inc               Bank   of  America    Merrill    Lynch        12,098
       4,714    CSW  Industrials      Inc               Goldman    Sachs                15,603
       8,250    CSX  Corp                     Bank   of  America    Merrill    Lynch
                                                        (661)
       4,890    CSX  Corp                     Goldman    Sachs
                                                        (307)
       13,495     CSX  Corp                     Morgan    Stanley
                                                       (11,892)
           CTI  BioPharma     Corp                Bank   of  America    Merrill    Lynch          2
        (151)
           CTS  Corp                     Bank   of  America    Merrill    Lynch        54,749
      (56,442)
       (9,868)    CTS  Corp                     Morgan    Stanley                 11,429
           CTS  Corp                     Goldman    Sachs                 5,925
       (5,593)
       27,120     CubeSmart     (Reit)                  Morgan    Stanley                 4,222
       91,775     CubeSmart     (Reit)                  Bank   of  America    Merrill    Lynch        55,331
      101,626     CubeSmart     (Reit)                  Goldman    Sachs                61,249
           Cubic   Corp                    Goldman    Sachs                103,960
      (14,330)
           Cubic   Corp                    Morgan    Stanley                 29,494
       (6,028)
       6,473    Cullen/Frost       Bankers    Inc             Bank   of  America    Merrill    Lynch
                                                       (32,753)
       27,509     Cullen/Frost       Bankers    Inc             Goldman    Sachs
                                                      (139,196)
       13,380     Culp   Inc                     Bank   of  America    Merrill    Lynch
                                                       (23,816)
       12,342     Culp   Inc                     Goldman    Sachs
                                                       (21,969)
       5,114    Culp   Inc                     Morgan    Stanley
                                                       (5,625)
       13,781     Cumberland      Pharmaceuticals        Inc          Morgan    Stanley
                                                        (620)
           Cummins    Inc                   Bank   of  America    Merrill    Lynch        20,828
       (2,106)
           Cummins    Inc                   Morgan    Stanley                 49,611
       (7,786)
       12,190     Cummins    Inc                   Bank   of  America    Merrill    Lynch
                                                       (88,621)
       5,773    Cummins    Inc                   Goldman    Sachs
                                                       (41,970)
           Cummins    Inc                   Goldman    Sachs                40,559
       (5,360)
       6,542    Cumulus    Media   Inc   ‘A’              Goldman    Sachs
                                                        (393)
       2,994    Cumulus    Media   Inc   ‘A’              Morgan    Stanley                   60
       15,930     Curis   Inc                    Bank   of  America    Merrill    Lynch
                                                       (5,894)
       14,576     Curis   Inc                    Goldman    Sachs
                                                       (5,393)
       19,593     Curis   Inc                    Morgan    Stanley
                                                       (2,351)
           Curo   Group   Holdings     Corp             Bank   of  America    Merrill    Lynch        6,577
       (8,221)
       18,859     Curtiss-Wright        Corp                Bank   of  America    Merrill    Lynch
                                                       (60,592)
       39,909     Curtiss-Wright        Corp                Morgan    Stanley
                                                      (219,676)
       60,717     Curtiss-Wright        Corp                Goldman    Sachs
                                                      (210,744)
           Cushman    & Wakefield     Plc             Morgan    Stanley                 44,925
      (43,614)
           Cushman    & Wakefield     Plc             Bank   of  America    Merrill    Lynch        29,025
      (26,512)
           Cushman    & Wakefield     Plc             Goldman    Sachs                81,702
      (52,377)
                                127/298



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                                                   未実現評価益／
                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           Cutera    Inc                    Goldman    Sachs                 1,884
       (2,812)
           Cutera    Inc                    Morgan    Stanley                 15,836
       (8,798)
           Cutera    Inc                    Bank   of  America    Merrill    Lynch        2,886
       (4,308)
           CVB  Financial     Corp                Goldman    Sachs                17,488
      (42,654)
           CVR  Energy    Inc                  Goldman    Sachs                 2,083
       (1,157)
       17,717     CVS  Health    Corp                  Goldman    Sachs
                                                       (8,608)
       8,432    CVS  Health    Corp                  Morgan    Stanley
                                                       (11,552)
           CyberOptics      Corp                 Bank   of  America    Merrill    Lynch        7,067
      (10,627)
           Cypress    Semiconductor       Corp            Goldman    Sachs
       (8,806)                                                (11,887)
       13,841     Cypress    Semiconductor       Corp            Bank   of  America    Merrill    Lynch        21,730
           CyrusOne     Inc  (Reit)                 Goldman    Sachs                193,898
      (54,939)
           CyrusOne     Inc  (Reit)                 Bank   of  America    Merrill    Lynch        49,271
      (16,001)
           CyrusOne     Inc  (Reit)                 Morgan    Stanley                178,114
      (44,673)
           Cytokinetics       Inc                 Morgan    Stanley                 1,835
       (3,337)
       16,025     CytomX    Therapeutics       Inc             Goldman    Sachs
                                                       (18,268)
       10,342     CytomX    Therapeutics       Inc             Bank   of  America    Merrill    Lynch       (11,790)
       15,448     CytomX    Therapeutics       Inc             Morgan    Stanley
                                                       (18,074)
           Cytosorbents       Corp                 Goldman    Sachs                 2,376
       (5,056)
           Cytosorbents       Corp                 Morgan    Stanley                 1,443
       (3,901)
        130   Daily   Journal    Corp                Goldman    Sachs                  98
        140   Daily   Journal    Corp                Morgan    Stanley                  283
       15,876     Daktronics      Inc                  Bank   of  America    Merrill    Lynch
                                                       (8,891)
       29,250     Daktronics      Inc                  Goldman    Sachs
                                                       (16,380)
       4,775    Daktronics      Inc                  Morgan    Stanley
                                                       (3,247)
      104,856     Dana   Inc                     Bank   of  America    Merrill    Lynch
                                                      (188,217)
       68,542     Dana   Inc                     Morgan    Stanley
                                                       (69,008)
      131,897     Dana   Inc                     Goldman    Sachs
                                                      (201,880)
       15,610     Danaher    Corp                   Bank   of  America    Merrill    Lynch        4,215
       2,605    Danaher    Corp                   Goldman    Sachs                  703
       53,882     Darden    Restaurants      Inc              Goldman    Sachs
                                                      (261,658)
       36,079     Darden    Restaurants      Inc              Bank   of  America    Merrill    Lynch
                                                      (151,864)
       42,691     Darden    Restaurants      Inc              Morgan    Stanley
                                                      (233,639)
           Darling    Ingredients      Inc             Bank   of  America    Merrill    Lynch       259,075
      (177,430)
           Darling    Ingredients      Inc             Morgan    Stanley                 78,972
      (90,743)
      (36,692)     Darling    Ingredients      Inc             Goldman    Sachs                38,942
           DASAN   Zhone   Solutions     Inc            Goldman    Sachs
       (8,553)                                                (33,528)
           DASAN   Zhone   Solutions     Inc            Morgan    Stanley
      (21,495)                                                (56,962)
       46,024     Daseke    Inc                    Bank   of  America    Merrill    Lynch
                                                       (43,263)
       66,269     Daseke    Inc                    Goldman    Sachs
                                                       (62,293)
       28,545     Daseke    Inc                    Morgan    Stanley
                                                       (15,985)
           Dave   & Buster’s     Entertainment       Inc        Goldman    Sachs                 8,600
       (1,708)
           Dave   & Buster’s     Entertainment       Inc        Bank   of  America    Merrill    Lynch        37,798
       (7,507)
       3,212    Dave   & Buster’s     Entertainment       Inc        Bank   of  America    Merrill    Lynch
                                                        (718)
       1,860    Dave   & Buster’s     Entertainment       Inc        Morgan    Stanley
                                                        (636)
       1,467    Dave   & Buster’s     Entertainment       Inc        Goldman    Sachs
                                                       (4,616)
                                128/298



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           DaVita    Inc                    Bank   of  America    Merrill    Lynch        59,013
       (9,412)
           DaVita    Inc                    Goldman    Sachs                118,064
      (18,830)
      179,653     Dawson    Geophysical      Co              Morgan    Stanley
                                                       (19,762)
       7,675    Dawson    Geophysical      Co              Bank   of  America    Merrill    Lynch
                                                       (1,151)
       27,154     Dawson    Geophysical      Co              Goldman    Sachs
                                                       (4,073)
           Dean   Foods   Co                  Morgan    Stanley                 8,332
      (19,838)
           Dean   Foods   Co                  Goldman    Sachs                 9,598
      (23,659)
       12,904     Deciphera     Pharmaceuticals        Inc          Goldman    Sachs
                                                       (3,678)
       1,802    Deciphera     Pharmaceuticals        Inc          Morgan    Stanley
                                                       (1,919)
       2,182    Deciphera     Pharmaceuticals        Inc          Bank   of  America    Merrill    Lynch
                                                        (622)
           Deckers    Outdoor    Corp               Morgan    Stanley                  239
        (186)
        359   Deckers    Outdoor    Corp               Morgan    Stanley                   79
        241   Deckers    Outdoor    Corp               Bank   of  America    Merrill    Lynch        1,782
       1,377    Deckers    Outdoor    Corp               Goldman    Sachs                 9,997
           Deere   & Co                   Morgan    Stanley                 19,647
      (14,538)
      (16,477)     Deere   & Co                   Goldman    Sachs                76,654
           Deere   & Co                   Bank   of  America    Merrill    Lynch        67,250
      (12,009)
           Del  Frisco’s     Restaurant      Group   Inc        Bank   of  America    Merrill    Lynch
      (49,538)                                                (76,784)
           Del  Frisco’s     Restaurant      Group   Inc        Goldman    Sachs
      (31,365)                                                (48,616)
           Del  Frisco’s     Restaurant      Group   Inc        Morgan    Stanley                 1,037
       (6,916)
       52,645     Del  Taco   Restaurants      Inc             Bank   of  America    Merrill    Lynch
                                                       (22,111)
       1,789    Delek   US  Holdings     Inc              Morgan    Stanley
                                                       (1,627)
           Delek   US  Holdings     Inc              Bank   of  America    Merrill    Lynch        13,067
       (2,804)
       33,399     Dell   Technologies       ‘C’              Bank   of  America    Merrill    Lynch
                                                      (293,810)
       42,652     Dell   Technologies       ‘C’              Goldman    Sachs
                                                      (376,191)
       15,068     Dell   Technologies       ‘C’              Morgan    Stanley
                                                      (149,475)
       7,861    Delphi    Technologies       Plc             Bank   of  America    Merrill    Lynch
                                                       (37,261)
       11,070     Delphi    Technologies       Plc             Goldman    Sachs
                                                       (52,472)
       7,409    Delphi    Technologies       Plc             Morgan    Stanley
                                                       (17,633)
       10,808     Delta   Air  Lines   Inc               Goldman    Sachs
                                                       (14,171)
       3,614    Delta   Air  Lines   Inc               Bank   of  America    Merrill    Lynch
                                                       (2,490)
           Delta   Apparel    Inc                Morgan    Stanley
       (1,264)                                                 (273)
           Delta   Apparel    Inc                Bank   of  America    Merrill    Lynch        5,126
       (5,285)
           Delta   Apparel    Inc                Goldman    Sachs                 1,222
       (2,253)
       58,910     Deluxe    Corp                    Bank   of  America    Merrill    Lynch       (231,447)
       8,898    Deluxe    Corp                    Morgan    Stanley
                                                       (33,449)
       8,370    Deluxe    Corp                    Goldman    Sachs
                                                       (25,363)
       9,181    Denali    Therapeutics       Inc             Goldman    Sachs
                                                       (23,320)
           Denali    Therapeutics       Inc             Bank   of  America    Merrill    Lynch        14,656
       (5,770)
           Denali    Therapeutics       Inc             Goldman    Sachs                24,107
       (9,491)
           Denali    Therapeutics       Inc             Morgan    Stanley                 5,243
       (3,048)
           Denbury    Resources     Inc              Morgan    Stanley                 11,157
      (42,913)
           Denbury    Resources     Inc              Goldman    Sachs                10,354
      (23,532)
           Denny’s     Corp                   Bank   of  America    Merrill    Lynch         763
      (38,155)
           Denny’s     Corp                   Goldman    Sachs                  422
      (21,118)
                                129/298



                                                           EDINET提出書類
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                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           DENTSPLY     SIRONA    Inc               Morgan    Stanley                 8,299
       (5,763)
           DENTSPLY     SIRONA    Inc               Goldman    Sachs                19,040
      (10,637)
           DENTSPLY     SIRONA    Inc               Bank   of  America    Merrill    Lynch        53,534
      (29,907)
       44,522     Dermira    Inc                   Bank   of  America    Merrill    Lynch
                                                       (37,844)
       18,513     Designer     Brands    Inc               Goldman    Sachs
                                                       (35,730)
       20,349     Designer     Brands    Inc               Morgan    Stanley
                                                       (15,465)
       53,491     Despegar.com       Corp                 Morgan    Stanley
                                                       (37,444)
       20,985     Devon   Energy    Corp                 Goldman    Sachs
                                                      (115,837)
       25,280     DexCom    Inc                    Goldman    Sachs
                                                       (75,098)
       4,791    DexCom    Inc                    Bank   of  America    Merrill    Lynch
                                                       (16,385)
       12,114     DexCom    Inc                    Morgan    Stanley
                                                       (7,906)
           DHI  Group   Inc                  Morgan    Stanley                 1,191
       (7,441)
           DHT  Holdings     Inc                 Goldman    Sachs                83,468
      (238,480)
           Diamond    Hill   Investment      Group   Inc        Morgan    Stanley                 21,160
       (9,207)
           Diamond    Hill   Investment      Group   Inc        Goldman    Sachs
      (15,765)                                                (29,965)
       10,383     Diamond    Offshore     Drilling     Inc          Bank   of  America    Merrill    Lynch       (20,558)
       55,877     Diamond    Offshore     Drilling     Inc          Goldman    Sachs
                                                      (110,636)
       21,957     Diamond    Offshore     Drilling     Inc          Morgan    Stanley
                                                       (36,668)
           Diamond    S Shipping     Inc              Morgan    Stanley                 55,325
      (65,863)
           Diamondback      Energy    Inc              Morgan    Stanley                131,554
      (13,247)
           Diamondback      Energy    Inc              Bank   of  America    Merrill    Lynch       347,325
      (33,930)
           Diamondback      Energy    Inc              Goldman    Sachs                61,921
       (8,341)
       28,307     DiamondRock      Hospitality      Co  (Reit)          Morgan    Stanley
                                                       (7,134)
       17,324     DiamondRock      Hospitality      Co  (Reit)          Goldman    Sachs
                                                       (11,598)
           Dicerna    Pharmaceuticals        Inc           Morgan    Stanley
       (3,965)                                                (3,767)
           Dick’s    Sporting     Goods   Inc            Morgan    Stanley                 12,354
       (3,813)
           Diebold    Nixdorf    Inc               Morgan    Stanley                 20,472
      (35,366)
       22,397     Digi   International       Inc              Bank   of  America    Merrill    Lynch
                                                       (7,615)
       35,125     Digi   International       Inc              Goldman    Sachs
                                                       (11,942)
       14,862     Digi   International       Inc              Morgan    Stanley
                                                       (6,688)
           Digimarc     Corp                   Bank   of  America    Merrill    Lynch        75,816
       (8,161)
           Digimarc     Corp                   Goldman    Sachs                146,736
      (15,795)
       2,899    Digital    Realty    Trust   Inc  (Reit)           Goldman    Sachs
                                                        (147)
       1,124    Digital    Realty    Trust   Inc  (Reit)           Morgan    Stanley
                                                        (731)
       31,373     Digital    Turbine    Inc               Morgan    Stanley                 (3,765)
           Dillard’s      Inc   ‘A’               Goldman    Sachs                 7,553
       (3,133)
           Dime   Community     Bancshares      Inc          Bank   of  America    Merrill    Lynch        43,615
      (38,942)
           Dime   Community     Bancshares      Inc          Morgan    Stanley                 3,551
       (8,257)
           Dime   Community     Bancshares      Inc          Goldman    Sachs                17,106
      (15,273)
           Dine   Brands    Global    Inc              Morgan    Stanley
       (7,955)                                                (23,547)
       1,021    Dine   Brands    Global    Inc              Bank   of  America    Merrill    Lynch        2,062
       1,301    Dine   Brands    Global    Inc              Morgan    Stanley                 3,851
       4,722    Diodes    Inc                    Bank   of  America    Merrill    Lynch
                                                       (27,624)
       17,076     Diodes    Inc                    Goldman    Sachs
                                                       (93,941)
       5,814    Diodes    Inc                    Morgan    Stanley
                                                       (14,302)
                                130/298



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
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                                                   未実現評価益／
                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
      108,172     Diplomat     Pharmacy     Inc              Goldman    Sachs
                                                       (94,832)
       51,394     Diplomat     Pharmacy     Inc              Bank   of  America    Merrill    Lynch
                                                       (52,936)
       58,403     Diplomat     Pharmacy     Inc              Morgan    Stanley
                                                       (44,970)
       28,354     Discover     Financial     Services              Bank   of  America    Merrill    Lynch
                                                       (62,833)
       66,411     Discover     Financial     Services              Morgan    Stanley
                                                      (222,629)
       44,483     Discover     Financial     Services              Goldman    Sachs
                                                      (102,621)
       13,183     Discovery     Inc   ‘A’                Goldman    Sachs
                                                       (5,273)
       8,261    Discovery     Inc   ‘A’                Bank   of  America    Merrill    Lynch
                                                       (3,304)
       7,614    Discovery     Inc   ‘A’                Morgan    Stanley
                                                        (533)
           DISH   Network    Corp   ‘A’              Bank   of  America    Merrill    Lynch
      (47,651)                                                (11,913)
           DISH   Network    Corp   ‘A’              Morgan    Stanley
      (16,208)                                                 (4,376)
           DMC  Global    Inc                  Bank   of  America    Merrill    Lynch        27,064
       (6,601)
       8,899    DocuSign     Inc                   Goldman    Sachs                13,082
       18,340     Dolby   Laboratories       Inc   ‘A’           Bank   of  America    Merrill    Lynch
                                                       (53,369)
       2,712    Dolby   Laboratories       Inc   ‘A’           Morgan    Stanley                  380
       8,607    Dolby   Laboratories       Inc   ‘A’           Goldman    Sachs                (25,046)
           Dollar    General    Corp                Goldman    Sachs
       (3,063)                                                (27,046)
           Dollar    General    Corp                Bank   of  America    Merrill    Lynch
      (10,666)                                                (94,181)
           Dollar    Tree   Inc                 Bank   of  America    Merrill    Lynch        29,905
      (26,004)
       3,374    Dollar    Tree   Inc                 Bank   of  America    Merrill    Lynch        3,905
       8,830    Dollar    Tree   Inc                 Morgan    Stanley                 16,453
           Dollar    Tree   Inc                 Goldman    Sachs                 4,833
       (4,203)
           Dominion     Energy    Inc               Bank   of  America    Merrill    Lynch
      (25,321)                                                 (1,519)
       3,540    Domino’s     Pizza   Inc               Bank   of  America    Merrill    Lynch
                                                       (7,257)
           Domino’s     Pizza   Inc               Morgan    Stanley                 62,532
       (6,370)
           Domino’s     Pizza   Inc               Bank   of  America    Merrill    Lynch        36,695
       (6,838)
           Domino’s     Pizza   Inc               Goldman    Sachs                22,418
       (5,861)
       4,254    Domo   Inc   ‘B’                  Goldman    Sachs
                                                       (9,238)
       1,533    Domo   Inc   ‘B’                  Morgan    Stanley
                                                       (6,301)
       13,990     Domtar    Corp                    Bank   of  America    Merrill    Lynch
                                                       (48,965)
       11,520     Domtar    Corp                    Morgan    Stanley
                                                       (16,358)
       5,674    Donaldson     Co  Inc                 Bank   of  America    Merrill    Lynch
                                                       (9,429)
       9,981    Donaldson     Co  Inc                 Morgan    Stanley
                                                       (9,844)
       18,505     Donaldson     Co  Inc                 Goldman    Sachs
                                                       (47,882)
       15,319     Donegal    Group   Inc   ‘A’              Bank   of  America    Merrill    Lynch        (2,298)
           Donnelley     Financial     Solutions     Inc        Bank   of  America    Merrill    Lynch       134,770
      (77,454)
           Dorian    LPG  Ltd                  Goldman    Sachs                  293
       (4,575)
           Dorman    Products     Inc               Goldman    Sachs                 4,527
       (1,499)
           Dorman    Products     Inc               Morgan    Stanley                  643
        (342)
           Douglas    Dynamics     Inc               Morgan    Stanley                  772
        (690)
       52,924     Douglas    Emmett    Inc  (Reit)              Bank   of  America    Merrill    Lynch
                                                       (70,918)
           Dover   Corp                    Bank   of  America    Merrill    Lynch       223,245
      (33,470)
       32,947     Dow  Inc                     Bank   of  America    Merrill    Lynch
                                                      (178,487)
       85,162     Dow  Inc                     Goldman    Sachs
                                                      (477,505)
      130,009     Dow  Inc                     Morgan    Stanley
                                                      (361,329)
                                131/298



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                                                   未実現評価益／
                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           DowDuPont     Inc                  Bank   of  America    Merrill    Lynch
      (57,695)                                                (21,924)
           DR  Horton    Inc                  Morgan    Stanley                 10,736
      (17,740)
       64,309     DR  Horton    Inc                  Bank   of  America    Merrill    Lynch
                                                       (54,020)
           DR  Horton    Inc                  Goldman    Sachs                15,625
      (22,227)
       18,043     Dril-Quip     Inc                  Bank   of  America    Merrill    Lynch
                                                       (44,747)
       11,845     Dril-Quip     Inc                  Goldman    Sachs
                                                       (29,376)
       12,484     Dril-Quip     Inc                  Morgan    Stanley
                                                       (20,973)
           Drive   Shack   Inc                 Bank   of  America    Merrill    Lynch        37,899
      (70,184)
           Drive   Shack   Inc                 Goldman    Sachs                27,497
      (50,920)
           Drive   Shack   Inc                 Morgan    Stanley                 1,936
       (4,400)
       11,306     Dropbox    Inc   ‘A’                 Bank   of  America    Merrill    Lynch
                                                       (5,088)
       68,096     Dropbox    Inc   ‘A’                 Goldman    Sachs
                                                       (30,643)
       4,472    Dropbox    Inc   ‘A’                 Morgan    Stanley
                                                       (3,801)
           DSP  Group   Inc                  Bank   of  America    Merrill    Lynch        8,068
      (17,167)
       21,657     DTE  Energy    Co                  Goldman    Sachs
                                                       (40,907)
       31,434     DTE  Energy    Co                  Bank   of  America    Merrill    Lynch       (42,741)
       15,348     DTE  Energy    Co                  Morgan    Stanley
                                                       (52,259)
       13,889     Ducommun     Inc                   Bank   of  America    Merrill    Lynch
                                                       (70,834)
       5,855    Ducommun     Inc                   Goldman    Sachs
                                                       (29,860)
           Duke   Energy    Corp                 Bank   of  America    Merrill    Lynch       132,809
      (81,981)
           Duke   Realty    Corp   (Reit)               Bank   of  America    Merrill    Lynch        18,635
      (24,201)
           Duke   Realty    Corp   (Reit)               Goldman    Sachs                33,179
      (43,090)
           Duluth    Holdings     Inc   ‘B’             Bank   of  America    Merrill    Lynch        1,808
       (1,349)
           Duluth    Holdings     Inc   ‘B’             Morgan    Stanley                 8,398
       (9,653)
       9,656    Dunkin’     Brands    Group   Inc            Goldman    Sachs
                                                       (8,014)
       11,348     Dunkin’     Brands    Group   Inc            Bank   of  America    Merrill    Lynch
                                                       (9,419)
       2,130    Dunkin’     Brands    Group   Inc            Morgan    Stanley
                                                       (1,683)
           DXC  Technology      Co                Bank   of  America    Merrill    Lynch       151,669
      (16,594)
       22,242     DXC  Technology      Co                Morgan    Stanley
                                                      (123,486)
       7,561    DXC  Technology      Co                Bank   of  America    Merrill    Lynch
                                                       (32,901)
       6,569    DXC  Technology      Co                Goldman    Sachs
                                                       (40,078)
       1,261    DXP  Enterprises      Inc/TX               Bank   of  America    Merrill    Lynch
                                                       (3,241)
       9,923    DXP  Enterprises      Inc/TX               Goldman    Sachs
                                                       (25,502)
       6,217    DXP  Enterprises      Inc/TX               Morgan    Stanley
                                                       (13,056)
       7,053    Dycom   Industries      Inc               Bank   of  America    Merrill    Lynch        29,199
       6,209    Dycom   Industries      Inc               Goldman    Sachs                25,705
           Dynavax    Technologies       Corp             Morgan    Stanley                 60,582
      (37,396)
           Dynavax    Technologies       Corp             Goldman    Sachs                28,416
      (22,799)
       7,251    E*TRADE    Financial     Corp              Goldman    Sachs
                                                       (19,795)
       1,313    E*TRADE    Financial     Corp              Morgan    Stanley
                                                       (3,558)
        730   E*TRADE    Financial     Corp              Bank   of  America    Merrill    Lynch
                                                       (1,993)
           Eagle   Bancorp    Inc                Bank   of  America    Merrill    Lynch        59,617
      (33,949)
           Eagle   Bancorp    Inc                Goldman    Sachs                157,440
      (91,854)
           Eagle   Bancorp    Inc                Morgan    Stanley                 40,982
      (21,909)
           Eagle   Bulk   Shipping     Inc             Goldman    Sachs                70,969
      (104,366)
                                132/298



                                                           EDINET提出書類
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                                                    （米ドル）
           米国（続き）
           Eagle   Bulk   Shipping     Inc             Morgan    Stanley                 13,606
      (23,870)
           Eagle   Materials     Inc               Bank   of  America    Merrill    Lynch       117,561
      (38,481)
           Eagle   Materials     Inc               Morgan    Stanley                231,407
      (55,963)
           Eagle   Materials     Inc               Goldman    Sachs                129,719
      (36,320)
           Eagle   Pharmaceuticals        Inc/DE            Bank   of  America    Merrill    Lynch        20,290
       (4,895)
           Earthstone      Energy    Inc   ‘A’            Bank   of  America    Merrill    Lynch        77,399
      (42,527)
           Earthstone      Energy    Inc   ‘A’            Goldman    Sachs                21,170
      (11,632)
       21,239     East   West   Bancorp    Inc              Goldman    Sachs
                                                       (78,543)
       70,672     East   West   Bancorp    Inc              Bank   of  America    Merrill    Lynch
                                                      (304,596)
       39,954     East   West   Bancorp    Inc              Morgan    Stanley
                                                       (93,971)
       99,202     Easterly     Government      Properties      Inc  (Reit)      Morgan    Stanley
                                                       (48,609)
       73,151     Easterly     Government      Properties      Inc  (Reit)      Goldman    Sachs
                                                       (38,039)
           Eastern    Co/The                   Bank   of  America    Merrill    Lynch        3,907
       (3,868)
      102,211     EastGroup     Properties      Inc  (Reit)           Bank   of  America    Merrill    Lynch
                                                      (255,016)
       18,573     EastGroup     Properties      Inc  (Reit)           Morgan    Stanley
                                                       (60,024)
       21,460     EastGroup     Properties      Inc  (Reit)           Goldman    Sachs                (42,102)
       45,863     Eastman    Chemical     Co               Bank   of  America    Merrill    Lynch
                                                      (278,847)
       20,212     Eaton   Corp   Plc                  Bank   of  America    Merrill    Lynch
                                                       (99,645)
           Eaton   Vance   Corp                 Bank   of  America    Merrill    Lynch
      (36,007)                                                 (7,201)
           Eaton   Vance   Corp                 Goldman    Sachs
      (19,461)                                                 (3,892)
           eBay   Inc                     Bank   of  America    Merrill    Lynch        43,257
      (36,350)
           eBay   Inc                     Morgan    Stanley                 18,507
      (40,232)
           eBay   Inc                     Goldman    Sachs                28,921
      (22,392)
           Ebix   Inc                     Goldman    Sachs                78,727
      (60,559)
           Ebix   Inc                     Morgan    Stanley                 23,681
      (11,440)
       2,101    Echo   Global    Logistics     Inc            Goldman    Sachs
                                                       (4,454)
       5,447    EchoStar     Corp   ‘A’                Morgan    Stanley
                                                       (2,615)
       42,721     EchoStar     Corp   ‘A’                Bank   of  America    Merrill    Lynch        93,986
       14,500     EchoStar     Corp   ‘A’                Goldman    Sachs                31,900
       24,005     Ecolab    Inc                    Bank   of  America    Merrill    Lynch        62,653
       8,848    Ecolab    Inc                    Goldman    Sachs                23,093
       5,247    Edgewell     Personal     Care   Co            Morgan    Stanley
                                                       (6,023)
           Edgewell     Personal     Care   Co            Bank   of  America    Merrill    Lynch       682,888
      (126,227)
           Edgewell     Personal     Care   Co            Goldman    Sachs                17,718
       (3,275)
      (80,099)     Edison    International                    Bank   of  America    Merrill    Lynch        57,671
           Edison    International                    Goldman    Sachs                13,056
      (18,134)
           Edison    International                    Morgan    Stanley                 1,877
       (1,009)
       1,954    Editas    Medicine     Inc               Goldman    Sachs
                                                       (4,025)
       3,305    Editas    Medicine     Inc               Morgan    Stanley
                                                       (4,693)
           Edwards    Lifesciences       Corp             Goldman    Sachs                21,538
       (2,772)
           Edwards    Lifesciences       Corp             Morgan    Stanley                 4,077
       (1,282)
           Edwards    Lifesciences       Corp             Bank   of  America    Merrill    Lynch        25,462
       (3,277)
           eHealth    Inc                   Goldman    Sachs
       (4,961)                                                (26,293)
       16,753     Eiger   BioPharmaceuticals          Inc           Bank   of  America    Merrill    Lynch
                                                       (2,178)
       8,013    Eiger   BioPharmaceuticals          Inc           Goldman    Sachs
                                                       (1,042)
                                133/298



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                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
       51,361     El  Paso   Electric     Co               Morgan    Stanley
                                                       (93,955)
       63,152     El  Paso   Electric     Co               Goldman    Sachs
                                                      (132,696)
       30,293     El  Paso   Electric     Co               Bank   of  America    Merrill    Lynch
                                                       (60,356)
       2,007    El  Pollo   Loco   Holdings     Inc            Bank   of  America    Merrill    Lynch
                                                       (2,328)
       36,578     El  Pollo   Loco   Holdings     Inc            Goldman    Sachs
                                                       (42,430)
         98  Elah   Holdings     Inc                Bank   of  America    Merrill    Lynch         270
         87  Elah   Holdings     Inc                Morgan    Stanley                  261
           Elanco    Animal    Health    Inc             Morgan    Stanley                 7,076
       (5,661)
       25,031     Elanco    Animal    Health    Inc             Goldman    Sachs
                                                       (43,048)
       43,808     Elanco    Animal    Health    Inc             Bank   of  America    Merrill    Lynch
                                                       (68,375)
       13,183     Elanco    Animal    Health    Inc             Morgan    Stanley
                                                       (16,479)
       1,263    Elastic    NV                   Goldman    Sachs
                                                        (745)
           Eldorado     Resorts    Inc               Morgan    Stanley
      (17,010)                                                 (4,940)
           Eldorado     Resorts    Inc               Goldman    Sachs
      (17,345)                                                 (7,435)
           Eldorado     Resorts    Inc               Bank   of  America    Merrill    Lynch
      (18,749)                                                 (6,612)
       3,754    Electronic      Arts   Inc               Bank   of  America    Merrill    Lynch       (20,234)
       24,871     Element    Solutions     Inc              Goldman    Sachs
                                                       (40,042)
           Element    Solutions     Inc              Goldman    Sachs                84,870
      (51,290)
           Element    Solutions     Inc              Morgan    Stanley                 24,591
      (42,398)
       14,576     Elevate    Credit    Inc                Bank   of  America    Merrill    Lynch
                                                       (9,329)
       34,688     Elevate    Credit    Inc                Goldman    Sachs
                                                       (22,200)
       2,199    elf  Beauty    Inc                  Morgan    Stanley
                                                       (2,431)
           Eli  Lilly   & Co                 Morgan    Stanley                 21,129
       (7,768)
           Eli  Lilly   & Co                 Bank   of  America    Merrill    Lynch        20,314
      (36,765)
           Ellington     Residential      Mortgage     (Reit)        Bank   of  America    Merrill    Lynch       111,940
      (162,232)
           Ellington     Residential      Mortgage     (Reit)        Morgan    Stanley                 12,401
      (40,004)
           Ellington     Residential      Mortgage     (Reit)        Goldman    Sachs                 1,035
       (1,500)
           Eloxx   Pharmaceuticals        Inc            Bank   of  America    Merrill    Lynch        3,649
       (2,172)
           Embraer    SA  ADR                  Morgan    Stanley
      (81,648)                                                (28,577)
           Embraer    SA  ADR                  Goldman    Sachs
      (18,728)                                                (18,915)
           EMC  Insurance     Group   Inc             Goldman    Sachs
      (11,984)                                                  (19)
           EMC  Insurance     Group   Inc             Bank   of  America    Merrill    Lynch        2,461
      (27,344)
           EMC  Insurance     Group   Inc             Morgan    Stanley
       (5,044)                                                 (161)
       43,739     EMCOR   Group   Inc                 Bank   of  America    Merrill    Lynch
                                                       (73,044)
       2,272    EMCOR   Group   Inc                 Goldman    Sachs                (3,794)
       3,704    EMCOR   Group   Inc                 Morgan    Stanley
                                                       (6,482)
           EMCOR   Group   Inc                 Goldman    Sachs                18,674
      (11,182)
           EMCORE    Corp                    Morgan    Stanley
       (6,092)                                                 (122)
       69,606     Emerald    Expositions      Events    Inc          Bank   of  America    Merrill    Lynch
                                                       (68,214)
       2,119    Emergent     BioSolutions       Inc            Bank   of  America    Merrill    Lynch
                                                       (10,468)
       12,936     Emergent     BioSolutions       Inc            Goldman    Sachs
                                                       (57,014)
       14,190     Emergent     BioSolutions       Inc            Morgan    Stanley
                                                       (46,003)
           Emerson    Electric     Co               Goldman    Sachs                307,577
      (70,163)
           Emerson    Electric     Co               Bank   of  America    Merrill    Lynch       122,604
      (28,282)
           Emerson    Electric     Co               Morgan    Stanley                349,039
      (86,516)
                                134/298



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                                                   未実現評価益／
                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           Empire    State   Realty    Trust   Inc  (Reit)    ‘A’    Bank   of  America    Merrill    Lynch        61,895
      (147,369)
           Empire    State   Realty    Trust   Inc  (Reit)    ‘A’    Morgan    Stanley                 43,749
      (81,503)
           Empire    State   Realty    Trust   Inc  (Reit)    ‘A’    Goldman    Sachs                 1,760
       (4,191)
       73,154     Employers     Holdings     Inc              Bank   of  America    Merrill    Lynch
                                                       (40,235)
       10,070     Employers     Holdings     Inc              Goldman    Sachs
                                                       (5,538)
       5,789    Employers     Holdings     Inc              Morgan    Stanley
                                                       (2,894)
           Empresas     ICA  SAB  de  CV  ADR            Morgan    Stanley                  169
      (125,125)
           Enanta    Pharmaceuticals        Inc            Goldman    Sachs
       (4,340)                                                (2,219)
           Enanta    Pharmaceuticals        Inc            Morgan    Stanley                 12,532
       (4,853)
           Enanta    Pharmaceuticals        Inc            Bank   of  America    Merrill    Lynch
       (2,550)                                                (2,218)
           Enbridge     Inc                   Bank   of  America    Merrill    Lynch         715
       (2,382)
           Encompass     Health    Corp               Bank   of  America    Merrill    Lynch        12,730
       (5,511)
           Encompass     Health    Corp               Goldman    Sachs                18,771
       (8,126)
           Encompass     Health    Corp               Morgan    Stanley                 28,526
      (19,017)
           Encore    Capital    Group   Inc             Morgan    Stanley                 17,867
      (17,347)
       (2,091)    Encore    Capital    Group   Inc             Goldman    Sachs                  397
       16,690     Encore    Wire   Corp                 Bank   of  America    Merrill    Lynch
                                                       (77,775)
           Endo   International       Plc              Goldman    Sachs                29,588
      (18,435)
       14,020     Endo   International       Plc              Morgan    Stanley
                                                       (18,296)
           Enel   Americas     SA  ADR               Goldman    Sachs
      (98,446)                                                 (1,477)
           Enel   Americas     SA  ADR               Morgan    Stanley
      (127,042)                                                 (10,799)
           Energizer     Holdings     Inc              Bank   of  America    Merrill    Lynch        7,863
       (1,645)
           Energizer     Holdings     Inc              Morgan    Stanley                 16,538
       (5,860)
           Energizer     Holdings     Inc              Goldman    Sachs                57,753
      (13,478)
           Energy    Recovery     Inc               Bank   of  America    Merrill    Lynch        50,520
      (30,618)
           Energy    Recovery     Inc               Morgan    Stanley                 19,303
      (27,876)
           Energy    Recovery     Inc               Goldman    Sachs                23,603
      (14,587)
                                   Bank   of  America    Merrill    Lynch       209,924
      (31,146)     EnerSys
       3,632                            Bank   of  America    Merrill    Lynch
           EnerSys                                           (24,480)
       2,609                            Morgan    Stanley
           EnerSys                                           (13,202)
       58,521     EnLink    Midstream     LLC  (Unit)             Bank   of  America    Merrill    Lynch
                                                       (69,055)
       41,259     EnLink    Midstream     LLC  (Unit)             Morgan    Stanley
                                                       (50,336)
      140,163     Ennis   Inc                    Bank   of  America    Merrill    Lynch
                                                      (183,614)
       25,468     Enova   International       Inc             Bank   of  America    Merrill    Lynch
                                                       (46,861)
       6,135    Enova   International       Inc             Goldman    Sachs                (11,288)
       4,333    Enova   International       Inc             Morgan    Stanley
                                                       (5,980)
           Enphase    Energy    Inc                Bank   of  America    Merrill    Lynch
      (15,643)                                                 (2,628)
           Enphase    Energy    Inc                Morgan    Stanley                 4,322
      (14,406)
           EnPro   Industries      Inc               Goldman    Sachs                62,542
      (12,270)
           EnPro   Industries      Inc               Bank   of  America    Merrill    Lynch        4,012
        (624)
           EnPro   Industries      Inc               Morgan    Stanley                 2,461
       (1,170)
           Ensco   Rowan   Plc   ‘A’               Bank   of  America    Merrill    Lynch        20,718
       (8,354)
           Ensign    Group   Inc/The                 Bank   of  America    Merrill    Lynch        21,375
       (7,197)
           Ensign    Group   Inc/The                 Morgan    Stanley                 9,858
       (3,071)
           Ensign    Group   Inc/The                 Goldman    Sachs                28,001
       (9,903)
                                135/298



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                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           Enstar    Group   Ltd                 Goldman    Sachs                81,177
       (5,217)
           Entegris     Inc                   Bank   of  America    Merrill    Lynch       395,307
      (98,149)
           Entegris     Inc                   Goldman    Sachs                440,413
      (111,570)
           Entegris     Inc                   Morgan    Stanley                 71,825
      (42,346)
       10,462     Entercom     Communications        Corp   ‘A’        Bank   of  America    Merrill    Lynch
                                                       (6,277)
       35,860     Entercom     Communications        Corp   ‘A’        Goldman    Sachs
                                                       (14,661)
       33,031     Entercom     Communications        Corp   ‘A’        Morgan    Stanley
                                                       (12,552)
           Entergy    Corp                   Bank   of  America    Merrill    Lynch         612
      (61,230)
           Entergy    Corp                   Morgan    Stanley                 67,890
      (30,958)
           Entergy    Corp                   Goldman    Sachs                15,413
      (50,028)
       9,569    Enterprise      Bancorp    Inc/MA              Bank   of  America    Merrill    Lynch
                                                       (13,923)
       8,293    Enterprise      Bancorp    Inc/MA              Goldman    Sachs
                                                       (12,066)
       4,693    Enterprise      Bancorp    Inc/MA              Morgan    Stanley
                                                       (7,251)
       26,184     Enterprise      Financial     Services     Corp        Bank   of  America    Merrill    Lynch
                                                       (62,580)
       16,122     Enterprise      Financial     Services     Corp        Goldman    Sachs
                                                       (38,532)
       (7,457)    Enzo   Biochem    Inc                 Goldman    Sachs                 3,952
           Enzo   Biochem    Inc                 Morgan    Stanley                 3,151
      (21,006)
        842   EOG  Resources     Inc                Bank   of  America    Merrill    Lynch
                                                       (9,414)
       23,992     EOG  Resources     Inc                Morgan    Stanley
                                                      (224,305)
       54,399     EOG  Resources     Inc                Goldman    Sachs
                                                      (593,562)
       3,452    EPAM   Systems    Inc                 Bank   of  America    Merrill    Lynch
                                                       (1,415)
       1,251    EPAM   Systems    Inc                 Goldman    Sachs
                                                        (513)
       7,163    EPAM   Systems    Inc                 Morgan    Stanley
                                                       (4,298)
           EPAM   Systems    Inc                 Goldman    Sachs
        (870)                                               (3,529)
           EPAM   Systems    Inc                 Bank   of  America    Merrill    Lynch
       (1,302)                                                (3,288)
       18,924     Epizyme    Inc                   Morgan    Stanley                 17,599
       2,760    Epizyme    Inc                   Bank   of  America    Merrill    Lynch        6,431
       8,749    Epizyme    Inc                   Goldman    Sachs                20,385
       1,724    ePlus   Inc                    Goldman    Sachs
                                                       (22,482)
        284   ePlus   Inc                    Morgan    Stanley
                                                       (6,095)
           EPR  Properties      (Reit)                Goldman    Sachs                19,473
      (15,578)
           EPR  Properties      (Reit)                Morgan    Stanley                 8,302
       (8,648)
           Equifax    Inc                   Bank   of  America    Merrill    Lynch
      (34,933)                                                (51,352)
           Equifax    Inc                   Morgan    Stanley                 23,721
       (6,499)
       (6,882)    Equifax    Inc                   Goldman    Sachs                (10,117)
        431   Equillium     Inc                  Goldman    Sachs                  377
           Equinix    Inc  (Reit)                 Bank   of  America    Merrill    Lynch        5,389
       (2,708)
           Equinix    Inc  (Reit)                 Morgan    Stanley                 4,219
       (1,129)
           Equitrans     Midstream     Corp             Bank   of  America    Merrill    Lynch        63,245
      (42,352)
           Equitrans     Midstream     Corp             Goldman    Sachs                57,001
      (39,311)
           Equitrans     Midstream     Corp             Morgan    Stanley                 56,782
      (43,017)
           Equity    Bancshares      Inc   ‘A’            Goldman    Sachs                24,454
      (15,079)
           Equity    Bancshares      Inc   ‘A’            Bank   of  America    Merrill    Lynch        96,886
      (54,738)
           Equity    Bancshares      Inc   ‘A’            Morgan    Stanley                 20,972
      (13,886)
           Equity    Commonwealth       (Reit)             Bank   of  America    Merrill    Lynch
      (178,474)                                                 (32,125)
                                136/298



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                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
       82,788     Equity    LifeStyle     Properties      Inc  (Reit)       Bank   of  America    Merrill    Lynch
                                                       (1,656)
       23,916     Equity    LifeStyle     Properties      Inc  (Reit)       Goldman    Sachs
                                                        (478)
        414   Equity    LifeStyle     Properties      Inc  (Reit)       Morgan    Stanley
                                                        (232)
           Equity    Residential      (Reit)              Bank   of  America    Merrill    Lynch        8,975
      (21,891)
           Era  Group   Inc                  Bank   of  America    Merrill    Lynch        10,304
       (6,563)
           Era  Group   Inc                  Goldman    Sachs                46,731
      (29,765)
           Era  Group   Inc                  Morgan    Stanley                 13,639
      (20,356)
       4,282    Erie   Indemnity     Co  ‘A’              Bank   of  America    Merrill    Lynch        22,780
       7,969    Erie   Indemnity     Co  ‘A’              Goldman    Sachs                42,395
        616   Erie   Indemnity     Co  ‘A’              Morgan    Stanley
                                                        (369)
       25,152     Eros   International       Plc              Bank   of  America    Merrill    Lynch
                                                       (11,570)
       16,690     Eros   International       Plc              Morgan    Stanley
                                                       (5,341)
       13,633     Eros   International       Plc              Goldman    Sachs
                                                       (6,271)
       34,732     ESCO   Technologies       Inc              Bank   of  America    Merrill    Lynch
                                                      (123,993)
           Escrow    New  York   (Reit)*               Bank   of  America    Merrill    Lynch
      (40,015)                                                (487,783)
      (39,940)     Escrow    New  York   (Reit)*               Goldman    Sachs               (526,769)
           Escrow    New  York   (Reit)*               Morgan    Stanley
      (21,172)                                                (279,259)
       1,042    Esperion     Therapeutics       Inc            Morgan    Stanley
                                                       (3,074)
       4,872    ESSA   Bancorp    Inc                 Goldman    Sachs                  780
       2,536    ESSA   Bancorp    Inc                 Morgan    Stanley                  380
       39,942     Essent    Group   Ltd                 Goldman    Sachs
                                                       (33,551)
       73,499     Essent    Group   Ltd                 Bank   of  America    Merrill    Lynch
                                                       (61,739)
       18,933     Essent    Group   Ltd                 Morgan    Stanley
                                                       (35,783)
           Essex   Property     Trust   Inc  (Reit)           Goldman    Sachs
        (201)                                                (217)
           Essex   Property     Trust   Inc  (Reit)           Bank   of  America    Merrill    Lynch
      (10,460)                                                (11,297)
           Essex   Property     Trust   Inc  (Reit)           Morgan    Stanley                 1,415
        (526)
       6,830    Estee   Lauder    Cos  Inc/The     ‘A’          Morgan    Stanley
                                                       (30,598)
       4,165    Estee   Lauder    Cos  Inc/The     ‘A’          Goldman    Sachs
                                                       (27,263)
       5,783    Estee   Lauder    Cos  Inc/The     ‘A’          Bank   of  America    Merrill    Lynch
                                                       (39,787)
           Ethan   Allen   Interiors     Inc            Morgan    Stanley                 6,912
      (15,027)
           Ethan   Allen   Interiors     Inc            Goldman    Sachs                16,956
      (11,694)
       1,210    Etsy   Inc                     Bank   of  America    Merrill    Lynch
                                                       (1,101)
       8,852    Etsy   Inc                     Morgan    Stanley
                                                       (26,822)
       23,177     Etsy   Inc                     Goldman    Sachs
                                                       (24,933)
       (2,893)    Euronet    Worldwide     Inc              Goldman    Sachs                (8,509)
           Euronet    Worldwide     Inc              Bank   of  America    Merrill    Lynch
       (7,741)                                                (25,152)
           Euronet    Worldwide     Inc              Morgan    Stanley                 80,542
      (17,682)
           Evans   Bancorp    Inc                Bank   of  America    Merrill    Lynch         785
       (3,568)
           Evans   Bancorp    Inc                Morgan    Stanley                 1,667
       (9,804)
       2,518    Evelo   Biosciences      Inc              Morgan    Stanley                   25
           Eventbrite      Inc   ‘A’               Bank   of  America    Merrill    Lynch        9,643
       (3,920)
       5,245    Everbridge      Inc                  Goldman    Sachs
                                                       (6,106)
       1,381    Everbridge      Inc                  Bank   of  America    Merrill    Lynch
                                                       (1,554)
       4,150    Everbridge      Inc                  Morgan    Stanley
                                                       (8,922)
       29,175     Evercore     Inc   ‘A’                Bank   of  America    Merrill    Lynch
                                                      (212,102)
                                137/298



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                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
       18,076     Evercore     Inc   ‘A’                Goldman    Sachs
                                                      (123,942)
       4,960    Evercore     Inc   ‘A’                Morgan    Stanley
                                                       (23,114)
           Everest    Re  Group   Ltd               Bank   of  America    Merrill    Lynch        37,814
      (12,198)
           Everest    Re  Group   Ltd               Morgan    Stanley                 22,360
       (4,325)
           Everest    Re  Group   Ltd               Goldman    Sachs                31,543
      (10,175)
       94,557     Evergy    Inc                    Bank   of  America    Merrill    Lynch        5,673
       9,045    Evergy    Inc                    Goldman    Sachs                  543
           Everi   Holdings     Inc                Bank   of  America    Merrill    Lynch
       (2,505)                                                 (100)
           Everi   Holdings     Inc                Morgan    Stanley                  276
       (1,725)
       65,069     EverQuote     Inc   ‘A’                Bank   of  America    Merrill    Lynch        1,952
           Eversource      Energy                  Goldman    Sachs                10,121
      (58,007)
           Eversource      Energy                  Morgan    Stanley                 11,614
      (10,370)
       26,479     Eversource      Energy                  Morgan    Stanley
                                                       (29,656)
           Eversource      Energy                  Bank   of  America    Merrill    Lynch
       (2,779)                                                  (56)
       11,740     Eversource      Energy                  Goldman    Sachs                  235
       5,880    Eversource      Energy                  Bank   of  America    Merrill    Lynch         118
        938   EVERTEC    Inc                   Bank   of  America    Merrill    Lynch         544
       1,637    EVERTEC    Inc                   Goldman    Sachs                  949
       2,948    EVERTEC    Inc                   Morgan    Stanley                  177
           EVERTEC    Inc                   Bank   of  America    Merrill    Lynch
      (24,743)                                                (14,351)
           EVERTEC    Inc                   Goldman    Sachs
      (21,847)                                                (12,671)
           Evo  Payments     Inc   ‘A’              Goldman    Sachs
       (4,496)                                                (4,901)
           Evo  Payments     Inc   ‘A’              Morgan    Stanley
       (2,180)                                                (3,466)
       1,515    Evo  Payments     Inc   ‘A’              Bank   of  America    Merrill    Lynch        1,651
       1,574    Evo  Payments     Inc   ‘A’              Goldman    Sachs                 1,716
       9,647    Evo  Payments     Inc   ‘A’              Morgan    Stanley                 15,339
       6,111    Evolent    Health    Inc   ‘A’             Bank   of  America    Merrill    Lynch
                                                       (20,716)
       18,329     Evolent    Health    Inc   ‘A’             Goldman    Sachs
                                                       (62,135)
      118,353     Evolution     Petroleum     Corp             Bank   of  America    Merrill    Lynch
                                                      (107,701)
      109,155     Evolution     Petroleum     Corp             Goldman    Sachs
                                                       (99,331)
       85,262     Evolution     Petroleum     Corp             Morgan    Stanley
                                                       (40,073)
       6,773    Evoqua    Water   Technologies       Corp          Goldman    Sachs
                                                       (4,943)
       24,450     Evoqua    Water   Technologies       Corp          Bank   of  America    Merrill    Lynch
                                                       (13,203)
       14,449     Evoqua    Water   Technologies       Corp          Morgan    Stanley
                                                       (5,952)
       (4,147)    EW  Scripps    Co/The    ‘A’              Bank   of  America    Merrill    Lynch         542
           EW  Scripps    Co/The    ‘A’              Morgan    Stanley                 3,923
       (5,769)
       21,243     EW  Scripps    Co/The    ‘A’              Bank   of  America    Merrill    Lynch
                                                       (42,274)
       12,867     EW  Scripps    Co/The    ‘A’              Goldman    Sachs
                                                       (25,605)
       17,182     EW  Scripps    Co/The    ‘A’              Morgan    Stanley
                                                       (11,684)
           Exact   Sciences     Corp                Bank   of  America    Merrill    Lynch
       (4,178)                                                (22,415)
           Exact   Sciences     Corp                Morgan    Stanley
       (3,240)                                                (15,937)
           Exact   Sciences     Corp                Goldman    Sachs                  128
       (1,365)
       49,872     Exantas    Capital    Corp   (Reit)             Bank   of  America    Merrill    Lynch
                                                       (14,463)
       28,209     Exantas    Capital    Corp   (Reit)             Goldman    Sachs
                                                       (8,181)
       44,833     Exantas    Capital    Corp   (Reit)             Morgan    Stanley
                                                       (8,967)
                                138/298



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                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           Exela   Technologies       Inc              Morgan    Stanley                  200
      (10,370)
           Exelixis     Inc                   Goldman    Sachs                 2,235
      (14,605)
           Exelixis     Inc                   Morgan    Stanley                 4,411
      (10,358)
           Exelixis     Inc                   Bank   of  America    Merrill    Lynch
      (15,123)                                                 (3,523)
           Exelon    Corp                    Goldman    Sachs                113,667
      (131,960)
           Exelon    Corp                    Bank   of  America    Merrill    Lynch        75,903
      (85,284)
           ExlService      Holdings     Inc             Goldman    Sachs                 4,052
       (4,522)
           ExlService      Holdings     Inc             Bank   of  America    Merrill    Lynch        7,751
       (8,709)
           ExlService      Holdings     Inc             Morgan    Stanley                 15,223
      (15,568)
           ExOne   Co/The                    Bank   of  America    Merrill    Lynch        9,379
      (32,343)
           ExOne   Co/The                    Goldman    Sachs                 5,218
      (17,992)
           Expedia    Group   Inc                Bank   of  America    Merrill    Lynch        7,577
       (1,994)
           Expeditors      International       of  Washington      Inc   Goldman    Sachs                55,200
      (12,574)
           Expeditors      International       of  Washington      Inc   Bank   of  America    Merrill    Lynch        99,414
      (22,186)
           Expeditors      International       of  Washington      Inc   Morgan    Stanley                 38,939
       (9,858)
       (7,811)    Exponent     Inc                   Morgan    Stanley                 15,466
           Exponent     Inc                   Goldman    Sachs                 2,304
      (19,203)
           Express    Inc                   Morgan    Stanley                 13,404
      (63,123)
           Express    Inc                   Bank   of  America    Merrill    Lynch        23,963
      (72,616)
           Express    Inc                   Goldman    Sachs                16,637
      (54,067)
      180,862     Extended     Stay   America    Inc  (Unit)          Bank   of  America    Merrill    Lynch
                                                       (75,962)
      235,865     Extended     Stay   America    Inc  (Unit)          Morgan    Stanley
                                                      (144,653)
      276,770     Extended     Stay   America    Inc  (Unit)          Goldman    Sachs
                                                      (125,548)
       2,854    Exterran     Corp                   Bank   of  America    Merrill    Lynch
                                                        (856)
       28,632     Exterran     Corp                   Goldman    Sachs
                                                       (11,443)
       10,435     Exterran     Corp                   Morgan    Stanley
                                                       (4,696)
       16,813     Extra   Space   Storage    Inc  (Reit)           Bank   of  America    Merrill    Lynch
                                                       (4,356)
       28,686     Extra   Space   Storage    Inc  (Reit)           Morgan    Stanley
                                                       (10,239)
       45,194     Extra   Space   Storage    Inc  (Reit)           Goldman    Sachs
                                                       (26,963)
       74,194     Extraction      Oil  & Gas  Inc             Bank   of  America    Merrill    Lynch
                                                       (64,549)
       17,043     Extraction      Oil  & Gas  Inc             Morgan    Stanley
                                                       (5,269)
       55,803     Extraction      Oil  & Gas  Inc             Goldman    Sachs
                                                       (35,306)
       60,326     Extreme    Networks     Inc               Bank   of  America    Merrill    Lynch
                                                       (34,989)
       68,079     Extreme    Networks     Inc               Goldman    Sachs
                                                       (39,486)
       4,297    Extreme    Networks     Inc               Morgan    Stanley                 (1,676)
           Exxon   Mobil   Corp                 Bank   of  America    Merrill    Lynch       230,830
      (46,166)
           Exxon   Mobil   Corp                 Goldman    Sachs                75,825
      (15,165)
       11,715     EZCORP    Inc   ‘A’                 Goldman    Sachs
                                                       (4,569)
           F5  Networks     Inc                 Goldman    Sachs                30,801
       (4,461)
           F5  Networks     Inc                 Morgan    Stanley                 27,010
       (4,665)
           F5  Networks     Inc                 Bank   of  America    Merrill    Lynch        63,525
       (7,500)
           Fabrinet                        Morgan    Stanley                 5,054
       (1,743)
           Fabrinet                        Goldman    Sachs                28,218
       (1,885)
                                   Bank   of  America    Merrill    Lynch        3,238
        (783)   Fabrinet
       2,008    Facebook     Inc   ‘A’                Bank   of  America    Merrill    Lynch
                                                       (15,281)
                                139/298



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                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
       19,565     FactSet    Research     Systems    Inc           Bank   of  America    Merrill    Lynch        3,145
       18,986     FactSet    Research     Systems    Inc           Morgan    Stanley
                                                       (80,552)
       12,909     FactSet    Research     Systems    Inc           Goldman    Sachs                 2,738
           Fair   Isaac   Corp                  Bank   of  America    Merrill    Lynch
      (13,323)                                                (65,947)
           Fair   Isaac   Corp                  Morgan    Stanley                 25,951
       (5,977)
           Fair   Isaac   Corp                  Goldman    Sachs
       (8,069)                                                (22,784)
           Farfetch     Ltd   ‘A’                Bank   of  America    Merrill    Lynch        11,196
       (2,499)
           Farfetch     Ltd   ‘A’                Goldman    Sachs                 1,755
       (1,727)
           Farfetch     Ltd   ‘A’                Morgan    Stanley                 22,820
      (19,400)
           Farmer    Brothers     Co               Morgan    Stanley                 1,869
       (7,561)
           Farmer    Brothers     Co               Bank   of  America    Merrill    Lynch        7,846
      (71,328)
           Farmer    Brothers     Co               Goldman    Sachs                 2,462
       (4,499)
       2,739    Farmers    & Merchants     Bancorp    Inc/Archbold       OH  Bank   of  America    Merrill    Lynch
                                                       (4,560)
       1,362    Farmers    & Merchants     Bancorp    Inc/Archbold       OH  Morgan    Stanley
                                                       (1,015)
       70,974     Farmers    National     Banc   Corp            Bank   of  America    Merrill    Lynch
                                                       (64,586)
       47,626     Farmers    National     Banc   Corp            Goldman    Sachs                (43,340)
       21,742     Farmers    National     Banc   Corp            Morgan    Stanley
                                                       (18,481)
           Farmland     Partners     Inc  (Reit)            Morgan    Stanley
      (94,511)                                                 (7,561)
           FARO   Technologies       Inc              Bank   of  America    Merrill    Lynch        15,966
       (3,143)
           FARO   Technologies       Inc              Morgan    Stanley                 10,907
       (5,968)
           FARO   Technologies       Inc              Goldman    Sachs                70,716
      (17,031)
           Fastenal     Co                   Bank   of  America    Merrill    Lynch
      (106,176)                                                 (48,920)
           Fastenal     Co                   Goldman    Sachs
      (82,523)                                                (385,414)
           Fastenal     Co                   Morgan    Stanley                169,727
      (89,330)
        926   Fate   Therapeutics       Inc              Bank   of  America    Merrill    Lynch        1,565
       25,587     Fate   Therapeutics       Inc              Goldman    Sachs                39,840
       1,472    Fate   Therapeutics       Inc              Morgan    Stanley
                                                         (58)
           FB  Financial     Corp                 Goldman    Sachs
       (3,457)                                                  (35)
           FB  Financial     Corp                 Morgan    Stanley                 1,455
      (12,122)
           FB  Financial     Corp                 Bank   of  America    Merrill    Lynch
      (13,294)                                                  (133)
           FBL  Financial     Group   Inc   ‘A’           Morgan    Stanley                 24,004
       (7,592)
           FBL  Financial     Group   Inc   ‘A’           Goldman    Sachs                43,433
      (14,455)
       1,005    Federal    Agricultural       Mortgage     Corp   ‘C’     Goldman    Sachs
                                                       (4,229)
       2,072    Federal    Agricultural       Mortgage     Corp   ‘C’     Morgan    Stanley
                                                       (7,601)
       24,386     Federal    Agricultural       Mortgage     Corp   ‘C’     Bank   of  America    Merrill    Lynch       (105,923)
           Federal    Realty    Investment      Trust   (Reit)       Goldman    Sachs
      (13,340)                                                  (667)
           Federal    Realty    Investment      Trust   (Reit)       Bank   of  America    Merrill    Lynch
      (28,928)                                                 (1,446)
       8,078    Federal    Signal    Corp                Morgan    Stanley
                                                       (5,723)
       21,694     Federal    Signal    Corp                Bank   of  America    Merrill    Lynch
                                                       (32,758)
       11,803     Federal    Signal    Corp                Goldman    Sachs
                                                       (13,506)
           Federated     Investors     Inc   ‘B’           Bank   of  America    Merrill    Lynch        7,576
      (12,000)
           Federated     Investors     Inc   ‘B’           Morgan    Stanley                 3,921
      (21,584)
           Federated     Investors     Inc   ‘B’           Goldman    Sachs                 7,786
      (50,538)
           FedEx   Corp                    Goldman    Sachs                261,831
      (16,083)
       2,854    FedEx   Corp                    Bank   of  America    Merrill    Lynch
                                                       (18,213)
                                140/298



                                                           EDINET提出書類
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                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
       6,281    FedEx   Corp                    Morgan    Stanley
                                                       (20,007)
           FedEx   Corp                    Morgan    Stanley                 28,689
       (4,998)
       1,676    FedEx   Corp                    Goldman    Sachs
                                                       (6,389)
           FedEx   Corp                    Bank   of  America    Merrill    Lynch       265,283
      (16,295)
       6,930    FedNat    Holding    Co                Bank   of  America    Merrill    Lynch
                                                       (5,267)
       9,266    FedNat    Holding    Co                Goldman    Sachs
                                                       (7,300)
       17,726     FedNat    Holding    Co                Morgan    Stanley
                                                       (16,849)
           Ferro   Corp                    Bank   of  America    Merrill    Lynch        10,641
       (5,660)
           Ferro   Corp                    Morgan    Stanley                 8,291
       (6,427)
       4,745    Ferroglobe      Plc                  Goldman    Sachs
                                                       (2,562)
       39,000     Ferroglobe      Plc                  Morgan    Stanley
                                                       (9,750)
           Ferroglobe       Representation         &  Warranty
       28,138                            Morgan    Stanley
                                                         －
           Insurance     Trust**
       17,091     FGL  Holdings                     Goldman    Sachs                (7,691)
      136,066     FGL  Holdings                     Bank   of  America    Merrill    Lynch       (61,230)
       3,498    FGL  Holdings                     Morgan    Stanley
                                                       (2,484)
           Fiat   Chrysler     Automobiles      NV          Morgan    Stanley                 6,363
      (25,453)
           Fiat   Chrysler     Automobiles      NV          Goldman    Sachs                282,537
      (143,420)
           FibroGen     Inc                   Morgan    Stanley
       (3,684)                                                 (763)
           FibroGen     Inc                   Bank   of  America    Merrill    Lynch        40,029
      (20,423)
           FibroGen     Inc                   Goldman    Sachs                18,188
      (19,560)
           Fidelity     National     Financial     Inc         Goldman    Sachs                  418
        (664)
       18,497     Fidelity     National     Financial     Inc         Goldman    Sachs
                                                       (11,653)
           Fidelity     National     Financial     Inc         Morgan    Stanley                 7,676
      (13,235)
       48,701     Fidelity     National     Information      Services     Inc   Bank   of  America    Merrill    Lynch        90,097
       38,334     Fidelity     National     Information      Services     Inc   Morgan    Stanley
                                                       (63,795)
       12,031     Fidelity     National     Information      Services     Inc   Goldman    Sachs                18,828
       1,464    Fiesta    Restaurant      Group   Inc           Bank   of  America    Merrill    Lynch
                                                        (264)
       26,089     Fiesta    Restaurant      Group   Inc           Morgan    Stanley
                                                       (8,348)
      179,949     Fifth   Third   Bancorp                 Bank   of  America    Merrill    Lynch
                                                       (88,160)
       54,224     Fifth   Third   Bancorp                 Goldman    Sachs
                                                       (32,299)
       59,722     Fifth   Third   Bancorp                 Morgan    Stanley
                                                       (45,574)
      (23,842)     Financial     Institutions       Inc            Bank   of  America    Merrill    Lynch        15,020
           Financial     Institutions       Inc            Morgan    Stanley                 7,618
       (7,854)
           Financial     Institutions       Inc            Goldman    Sachs                10,702
      (16,988)
           FireEye    Inc                   Bank   of  America    Merrill    Lynch        17,235
      (23,609)
           FireEye    Inc                   Goldman    Sachs                 5,642
       (7,729)
           FireEye    Inc                   Morgan    Stanley
      (10,646)                                                 (2,236)
       16,294     First   American     Financial     Corp           Bank   of  America    Merrill    Lynch
                                                       (69,575)
       1,114    First   Bancorp    Inc/ME                Bank   of  America    Merrill    Lynch
                                                       (1,225)
       3,243    First   Bancorp    Inc/ME                Goldman    Sachs                (2,944)
       1,809    First   Bancorp    Inc/ME                Morgan    Stanley
                                                        (877)
           First   BanCorp/Puerto        Rico             Goldman    Sachs                21,729
      (40,238)
           First   BanCorp/Puerto        Rico             Bank   of  America    Merrill    Lynch        24,084
      (44,600)
       41,534     First   Bancorp/Southern         Pines   NC         Bank   of  America    Merrill    Lynch
                                                       (62,716)
           First   Bancshares      Inc/The               Morgan    Stanley                 24,123
      (17,655)
                                141/298



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                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           First   Bancshares      Inc/The               Goldman    Sachs                42,003
      (33,073)
           First   Bancshares      Inc/The               Bank   of  America    Merrill    Lynch        3,152
       (2,482)
       42,746     First   Bank/Hamilton       NJ             Bank   of  America    Merrill    Lynch
                                                       (3,847)
       15,425     First   Bank/Hamilton       NJ             Goldman    Sachs
                                                       (1,388)
        500   First   Choice    Bancorp                 Goldman    Sachs
                                                        (130)
           First   Citizens     BancShares      Inc/NC    ‘A’      Bank   of  America    Merrill    Lynch        94,308
       (3,889)
           First   Citizens     BancShares      Inc/NC    ‘A’      Goldman    Sachs                11,058
        (456)
       6,554    First   Community     Bankshares      Inc          Bank   of  America    Merrill    Lynch
                                                       (2,622)
        715   First   Community     Bankshares      Inc          Morgan    Stanley
                                                        (679)
       24,721     First   Community     Corp/SC               Morgan    Stanley
                                                       (3,870)
       9,521    First   Community     Corp/SC               Bank   of  America    Merrill    Lynch         666
       10,659     First   Community     Corp/SC               Goldman    Sachs
                                                        (165)
      148,354     First   Defiance     Financial     Corp           Bank   of  America    Merrill    Lynch
                                                      (311,543)
           First   Financial     Bankshares      Inc          Morgan    Stanley                190,392
      (46,717)
           First   Financial     Bankshares      Inc          Bank   of  America    Merrill    Lynch        54,040
      (14,341)
      (23,002)     First   Financial     Bankshares      Inc          Goldman    Sachs                94,606
       2,452    First   Financial     Corp/IN               Morgan    Stanley
                                                       (2,280)
       22,398     First   Financial     Corp/IN               Goldman    Sachs
                                                       (23,885)
       90,107     First   Financial     Corp/IN               Bank   of  America    Merrill    Lynch
                                                      (100,920)
       94,790     First   Financial     Northwest     Inc          Bank   of  America    Merrill    Lynch
                                                      (116,592)
       39,521     First   Financial     Northwest     Inc          Goldman    Sachs
                                                       (48,611)
       4,385    First   Financial     Northwest     Inc          Morgan    Stanley
                                                       (2,236)
           First   Foundation      Inc               Goldman    Sachs                132,338
      (168,135)
           First   Foundation      Inc               Morgan    Stanley                 20,588
      (32,161)
       8,964    First   Hawaiian     Inc                Bank   of  America    Merrill    Lynch
                                                       (14,253)
       21,784     First   Hawaiian     Inc                Goldman    Sachs
                                                       (34,637)
      200,462     First   Horizon    National     Corp            Bank   of  America    Merrill    Lynch
                                                      (126,343)
      147,077     First   Horizon    National     Corp            Morgan    Stanley
                                                       (73,616)
       86,899     First   Horizon    National     Corp            Goldman    Sachs
                                                       (40,592)
      400,419     First   Industrial      Realty    Trust   Inc  (Reit)      Bank   of  America    Merrill    Lynch
                                                      (311,660)
      262,765     First   Industrial      Realty    Trust   Inc  (Reit)      Goldman    Sachs
                                                      (204,723)
       65,382     First   Industrial      Realty    Trust   Inc  (Reit)      Morgan    Stanley
                                                       (33,999)
           First   Internet     Bancorp                Bank   of  America    Merrill    Lynch        13,177
      (12,089)
           First   Internet     Bancorp                Goldman    Sachs                 7,907
       (7,254)
       (7,379)    First   Internet     Bancorp                Morgan    Stanley                 10,552
           First   Interstate      BancSystem      Inc   ‘A’       Bank   of  America    Merrill    Lynch        66,582
      (30,825)
           First   Interstate      BancSystem      Inc   ‘A’       Goldman    Sachs                365,157
      (169,054)
           First   Interstate      BancSystem      Inc   ‘A’       Morgan    Stanley                 12,187
       (8,347)
      108,805     First   Merchants     Corp               Bank   of  America    Merrill    Lynch
                                                      (252,428)
       70,389     First   Merchants     Corp               Morgan    Stanley
                                                      (106,797)
           First   Mid  Bancshares      Inc             Goldman    Sachs                28,402
      (38,381)
           First   Mid  Bancshares      Inc             Morgan    Stanley                 8,087
      (11,892)
           First   Mid  Bancshares      Inc             Bank   of  America    Merrill    Lynch        66,972
      (90,503)
       97,113     First   Northwest     Bancorp               Bank   of  America    Merrill    Lynch
                                                       (18,451)
       10,973     First   Northwest     Bancorp               Goldman    Sachs
                                                       (2,085)
                                142/298



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                                                   未実現評価益／
                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
       29,456     First   of  Long   Island    Corp/The             Bank   of  America    Merrill    Lynch
                                                       (42,417)
       18,484     First   Republic     Bank/CA                Goldman    Sachs
                                                       (40,110)
       57,135     First   Republic     Bank/CA                Morgan    Stanley
                                                      (151,979)
       6,994    First   Savings    Financial     Group   Inc        Bank   of  America    Merrill    Lynch
                                                       (5,455)
       1,107    First   Savings    Financial     Group   Inc        Goldman    Sachs
                                                        (863)
        634   First   Savings    Financial     Group   Inc        Morgan    Stanley
                                                       (2,637)
           First   Solar   Inc                 Bank   of  America    Merrill    Lynch        19,809
      (12,947)
           First   Solar   Inc                 Goldman    Sachs                30,860
      (24,398)
           First   Solar   Inc                 Morgan    Stanley                 13,053
      (21,058)
       11,676     First   United    Corp                 Bank   of  America    Merrill    Lynch
                                                       (3,362)
       17,591     First   United    Corp                 Goldman    Sachs
                                                       (4,865)
       19,189     First   United    Corp                 Morgan    Stanley                 1,268
       13,763     FirstCash     Inc                  Bank   of  America    Merrill    Lynch
                                                       (13,488)
       11,887     FirstCash     Inc                  Morgan    Stanley
                                                       (11,649)
       48,136     FirstCash     Inc                  Goldman    Sachs
                                                       (47,443)
      (34,991)     FirstEnergy      Corp                 Bank   of  America    Merrill    Lynch        27,643
           Fiserv    Inc                    Bank   of  America    Merrill    Lynch        1,946
       (4,526)
       25,151     Fiserv    Inc                    Goldman    Sachs
                                                       (11,905)
       20,675     Fiserv    Inc                    Bank   of  America    Merrill    Lynch
                                                       (8,890)
       30,590     Fiserv    Inc                    Morgan    Stanley
                                                      (127,254)
      120,488     Fitbit    Inc   ‘A’                 Bank   of  America    Merrill    Lynch
                                                       (46,990)
      376,052     Fitbit    Inc   ‘A’                 Goldman    Sachs
                                                      (132,983)
      175,968     Fitbit    Inc   ‘A’                 Morgan    Stanley
                                                       (43,992)
       2,098    Five   Below   Inc                  Bank   of  America    Merrill    Lynch
                                                       (1,951)
       9,458    Five   Below   Inc                  Morgan    Stanley
                                                       (50,600)
       11,568     Five   Below   Inc                  Goldman    Sachs
                                                       (8,995)
           Five   Prime   Therapeutics       Inc           Bank   of  America    Merrill    Lynch        49,709
      (61,369)
           Five   Prime   Therapeutics       Inc           Goldman    Sachs                 8,924
      (11,017)
       3,248    Five9   Inc                    Goldman    Sachs                 7,308
           Five9   Inc                    Goldman    Sachs
       (2,907)                                                (1,844)
       7,995    Five9   Inc                    Bank   of  America    Merrill    Lynch        16,203
       9,309    Five9   Inc                    Morgan    Stanley                 3,165
           Five9   Inc                    Morgan    Stanley
       (1,894)                                                 (486)
           Flagstar     Bancorp    Inc               Morgan    Stanley                 36,386
      (55,130)
      (82,742)     Flagstar     Bancorp    Inc               Goldman    Sachs                114,184
           Flagstar     Bancorp    Inc               Bank   of  America    Merrill    Lynch        21,883
      (15,857)
           FleetCor     Technologies       Inc            Goldman    Sachs                194,230
      (16,065)
           FleetCor     Technologies       Inc            Bank   of  America    Merrill    Lynch        61,897
       (9,674)
           FleetCor     Technologies       Inc            Morgan    Stanley                132,584
       (8,347)
           Flex   Ltd                     Goldman    Sachs                85,625
      (63,645)
           Flex   Ltd                     Bank   of  America    Merrill    Lynch        6,571
       (4,056)
           Flex   Ltd                     Morgan    Stanley                 8,475
      (11,609)
       3,166    Flexion    Therapeutics       Inc             Bank   of  America    Merrill    Lynch
                                                       (4,527)
        200   Flexion    Therapeutics       Inc             Morgan    Stanley
                                                        (354)
           Flexsteel     Industries      Inc             Bank   of  America    Merrill    Lynch        16,174
       (8,210)
                                143/298



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
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                                                   未実現評価益／
                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           Flexsteel     Industries      Inc             Morgan    Stanley                 15,547
      (12,640)
           Flexsteel     Industries      Inc             Goldman    Sachs                32,001
      (16,244)
       20,129     FLIR   Systems    Inc                 Bank   of  America    Merrill    Lynch
                                                       (28,181)
        568   FLIR   Systems    Inc                 Goldman    Sachs
                                                        (795)
           Floor   & Decor   Holdings     Inc   ‘A’         Goldman    Sachs                256,727
      (38,957)
           Floor   & Decor   Holdings     Inc   ‘A’         Morgan    Stanley                 37,944
      (12,400)
           Floor   & Decor   Holdings     Inc   ‘A’         Bank   of  America    Merrill    Lynch       124,136
      (18,837)
           Flotek    Industries      Inc              Goldman    Sachs                 3,104
       (8,869)
           Flotek    Industries      Inc              Bank   of  America    Merrill    Lynch        26,729
      (76,369)
       22,891     Flowers    Foods   Inc                Morgan    Stanley
                                                       (21,060)
       1,516    Flowers    Foods   Inc                Bank   of  America    Merrill    Lynch        1,289
       38,818     Flowers    Foods   Inc                Goldman    Sachs                32,995
           Flowserve     Corp                  Bank   of  America    Merrill    Lynch       195,505
      (68,790)
           Flowserve     Corp                  Morgan    Stanley                 83,667
      (30,534)
           Flowserve     Corp                  Goldman    Sachs                91,853
      (33,598)
       40,510     Fluent    Inc                    Goldman    Sachs                (32,813)
       8,508    Fluent    Inc                    Morgan    Stanley
                                                       (5,360)
           Fluor   Corp                    Morgan    Stanley                 63,441
      (40,408)
       12,200     Fluor   Corp                    Goldman    Sachs
                                                       (21,838)
           Flushing     Financial     Corp              Bank   of  America    Merrill    Lynch        17,973
      (27,651)
           Flushing     Financial     Corp              Goldman    Sachs                 7,418
      (11,412)
           FMC  Corp                     Bank   of  America    Merrill    Lynch        6,462
       (2,154)
           FMC  Corp                     Goldman    Sachs                44,490
      (14,830)
           FMC  Corp                     Morgan    Stanley                 17,795
      (32,355)
           FNB  Corp/PA                     Bank   of  America    Merrill    Lynch        51,167
      (159,897)
       6,788    FNB  Corp/PA                     Bank   of  America    Merrill    Lynch
                                                       (3,479)
       3,512    FNB  Corp/PA                     Goldman    Sachs
                                                       (1,631)
           Focus   Financial     Partners     Inc   ‘A’        Bank   of  America    Merrill    Lynch        6,586
       (1,693)
       12,820     Fomento    Economico     Mexicano     SAB  de  CV  ADR    Goldman    Sachs
                                                       (82,176)
       2,961    Fomento    Economico     Mexicano     SAB  de  CV  ADR    Morgan    Stanley
                                                       (19,691)
           Foot   Locker    Inc                 Goldman    Sachs                157,294
      (12,907)
           Foot   Locker    Inc                 Morgan    Stanley                 53,119
       (3,827)
       35,288     Ford   Motor   Co                  Bank   of  America    Merrill    Lynch
                                                       (34,582)
       18,870     Ford   Motor   Co                  Goldman    Sachs
                                                       (18,493)
       (2,930)    ForeScout     Technologies       Inc            Bank   of  America    Merrill    Lynch        7,589
           ForeScout     Technologies       Inc            Morgan    Stanley                 8,894
       (8,635)
           ForeScout     Technologies       Inc            Goldman    Sachs                39,617
      (15,296)
           Forestar     Group   Inc                Bank   of  America    Merrill    Lynch        3,920
       (8,909)
           Forestar     Group   Inc                Goldman    Sachs                 6,402
      (14,551)
           Forestar     Group   Inc                Morgan    Stanley                 1,329
       (5,539)
       9,130    FormFactor      Inc                  Bank   of  America    Merrill    Lynch
                                                       (18,443)
       5,088    FormFactor      Inc                  Morgan    Stanley
                                                       (3,409)
       11,489     FormFactor      Inc                  Goldman    Sachs
                                                       (23,208)
       31,732     Forrester     Research     Inc              Bank   of  America    Merrill    Lynch
                                                      (121,534)
       27,303     Forrester     Research     Inc              Goldman    Sachs
                                                      (104,570)
                                144/298



                                                           EDINET提出書類
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                                                   未実現評価益／
                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
       1,794    Forrester     Research     Inc              Morgan    Stanley
                                                       (5,687)
           Forterra     Inc                   Bank   of  America    Merrill    Lynch        22,644
      (23,836)
       14,923     Fortinet     Inc                   Bank   of  America    Merrill    Lynch
                                                       (77,536)
       8,887    Fortinet     Inc                   Morgan    Stanley
                                                       (47,726)
       13,648     Fortinet     Inc                   Goldman    Sachs
                                                       (73,183)
       16,994     Fortive    Corp                   Goldman    Sachs
                                                       (49,852)
       68,261     Fortive    Corp                   Morgan    Stanley
                                                      (157,899)
       18,890     Fortive    Corp                   Bank   of  America    Merrill    Lynch
                                                       (84,520)
           Fortive    Corp                   Goldman    Sachs                14,380
       (2,776)
           Fortune    Brands    Home   & Security     Inc        Bank   of  America    Merrill    Lynch        83,312
      (17,994)
       6,566    Forty   Seven   Inc                 Bank   of  America    Merrill    Lynch
                                                       (25,772)
       38,309     Forum   Energy    Technologies       Inc          Morgan    Stanley
                                                       (31,030)
       16,962     Forum   Energy    Technologies       Inc          Goldman    Sachs
                                                       (25,952)
       29,632     Forward    Air  Corp                 Goldman    Sachs
                                                      (161,360)
       10,314     Forward    Air  Corp                 Bank   of  America    Merrill    Lynch
                                                       (55,111)
       24,498     Forward    Air  Corp                 Morgan    Stanley                (108,281)
           Fossil    Group   Inc                 Bank   of  America    Merrill    Lynch       123,043
      (31,794)
       47,186     Foundation      Building     Materials     Inc        Goldman    Sachs
                                                       (43,411)
       24,018     Foundation      Building     Materials     Inc        Morgan    Stanley
                                                       (13,450)
       43,733     Foundation      Building     Materials     Inc        Bank   of  America    Merrill    Lynch
                                                       (40,234)
      274,172     Four   Corners    Property     Trust   Inc  (Reit)       Bank   of  America    Merrill    Lynch
                                                      (104,185)
       15,790     Four   Corners    Property     Trust   Inc  (Reit)       Morgan    Stanley
                                                       (8,687)
           Four   Corners    Property     Trust   Inc  (Reit)       Goldman    Sachs                  499
       (1,313)
           Four   Corners    Property     Trust   Inc  (Reit)       Morgan    Stanley                 3,458
       (5,764)
       18,316     Fox  Corp   ‘A’                  Bank   of  America    Merrill    Lynch
                                                       (48,272)
       42,380     Fox  Corp   ‘A’                  Goldman    Sachs
                                                      (111,459)
       75,375     Fox  Corp   ‘A’                  Morgan    Stanley
                                                      (153,120)
       7,171    Fox  Corp   ‘B’                  Bank   of  America    Merrill    Lynch
                                                       (18,931)
       30,402     Fox  Corp   ‘B’                  Goldman    Sachs
                                                       (80,261)
       10,815     Fox  Corp   ‘B’                  Morgan    Stanley
                                                       (22,495)
       4,138    Fox  Factory    Holding    Corp             Morgan    Stanley
                                                       (5,338)
           Fox  Factory    Holding    Corp             Goldman    Sachs                  204
        (380)
           Francesca’s       Holdings     Corp            Bank   of  America    Merrill    Lynch        26,072
      (399,872)
       42,140     Frank’s     International       NV            Goldman    Sachs
                                                       (7,585)
       78,656     Frank’s     International       NV            Morgan    Stanley                 (7,866)
       41,158     Frank’s     International       NV            Bank   of  America    Merrill    Lynch
                                                       (7,408)
       13,243     Franklin     Covey   Co                Goldman    Sachs                25,294
       8,144    Franklin     Covey   Co                Bank   of  America    Merrill    Lynch        15,555
       11,123     Franklin     Covey   Co                Morgan    Stanley                 7,452
           Franklin     Electric     Co  Inc             Morgan    Stanley                 6,397
       (3,877)
           Franklin     Electric     Co  Inc             Goldman    Sachs                 7,909
       (2,845)
           Franklin     Financial     Network    Inc          Bank   of  America    Merrill    Lynch        12,846
      (51,383)
           Franklin     Financial     Network    Inc          Goldman    Sachs                 3,941
      (15,765)
       39,840     Franklin     Resources     Inc              Bank   of  America    Merrill    Lynch
                                                       (57,370)
       9,235    Franklin     Resources     Inc              Goldman    Sachs
                                                       (10,808)
                                145/298



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                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           Fred’s    Inc   ‘A’                 Bank   of  America    Merrill    Lynch        33,507
      (169,312)
           Fred’s    Inc   ‘A’                 Morgan    Stanley                 1,074
      (17,900)
           Freeport-McMoRan         Inc               Bank   of  America    Merrill    Lynch       175,974
      (132,311)
           Freeport-McMoRan         Inc               Goldman    Sachs                149,839
      (114,159)
           FreightCar      America    Inc              Bank   of  America    Merrill    Lynch        29,811
      (69,327)
           Fresh   Del  Monte   Produce    Inc           Bank   of  America    Merrill    Lynch        74,815
      (15,394)
       1,861    Freshpet     Inc                   Bank   of  America    Merrill    Lynch
                                                       (2,177)
       6,850    Freshpet     Inc                   Morgan    Stanley
                                                       (10,105)
       18,125     Freshpet     Inc                   Goldman    Sachs
                                                       (21,792)
           Front   Yard   Residential      Corp   (Reit)         Goldman    Sachs
       (2,516)                                                 (956)
       10,462     frontdoor     Inc                  Bank   of  America    Merrill    Lynch
                                                       (1,988)
       5,574    frontdoor     Inc                  Goldman    Sachs
                                                       (1,059)
       4,939    frontdoor     Inc                  Morgan    Stanley
                                                       (5,384)
           Frontline     Ltd/Bermuda                  Morgan    Stanley                 23,330
      (26,076)
           FRP  Holdings     Inc                 Bank   of  America    Merrill    Lynch        15,743
      (20,715)
       10,017     FS  Bancorp    Inc                  Bank   of  America    Merrill    Lynch       (39,868)
       34,502     FTD  Cos  Inc                   Bank   of  America    Merrill    Lynch
                                                       (4,954)
       7,936    FTD  Cos  Inc                   Goldman    Sachs
                                                       (1,140)
       6,055    FTI  Consulting      Inc                Bank   of  America    Merrill    Lynch        8,416
           FTS  International       Inc              Morgan    Stanley                 16,420
      (20,024)
           FTS  International       Inc              Goldman    Sachs                 6,002
       (5,827)
           Fulton    Financial     Corp               Bank   of  America    Merrill    Lynch       123,346
      (162,298)
           Fulton    Financial     Corp               Goldman    Sachs                 7,163
       (9,425)
       3,120    Funko   Inc   ‘A’                  Goldman    Sachs
                                                       (3,526)
       18,153     FutureFuel      Corp                  Bank   of  America    Merrill    Lynch
                                                       (20,876)
       21,935     FutureFuel      Corp                  Goldman    Sachs
                                                       (25,225)
       10,462     FutureFuel      Corp                  Morgan    Stanley
                                                       (5,859)
       9,146    G-III   Apparel    Group   Ltd             Morgan    Stanley
                                                       (40,517)
       7,510    G-III   Apparel    Group   Ltd             Goldman    Sachs
                                                       (45,661)
       1,962    G-III   Apparel    Group   Ltd             Bank   of  America    Merrill    Lynch
                                                       (8,346)
           G1  Therapeutics       Inc               Bank   of  America    Merrill    Lynch        7,948
       (2,890)
           Gafisa    SA  ADR                  Goldman    Sachs                  775
       (3,368)
           Gafisa    SA  ADR                  Morgan    Stanley                 2,278
      (11,535)
           Gaia   Inc                     Morgan    Stanley                 26,517
      (47,351)
      (178,922)     GAIN   Capital    Holdings     Inc            Morgan    Stanley                 62,623
           GAIN   Capital    Holdings     Inc            Bank   of  America    Merrill    Lynch        5,455
       (7,085)
           GAMCO   Investors     Inc   ‘A’             Bank   of  America    Merrill    Lynch        8,295
       (4,254)
           GameStop     Corp   ‘A’                Bank   of  America    Merrill    Lynch        19,260
      (18,000)
           GameStop     Corp   ‘A’                Morgan    Stanley                 21,281
      (76,004)
           Gaming    and  Leisure    Properties      Inc  (Reit)      Bank   of  America    Merrill    Lynch
      (108,425)                                                 (1,084)
           Gaming    and  Leisure    Properties      Inc  (Reit)      Goldman    Sachs                 1,429
      (168,745)
           Gaming    and  Leisure    Properties      Inc  (Reit)      Morgan    Stanley
      (115,547)                                                 (2,209)
           Gap  Inc/The                     Bank   of  America    Merrill    Lynch       595,925
      (121,123)
           Gap  Inc/The                     Morgan    Stanley                 33,768
       (8,021)
           Gap  Inc/The                     Goldman    Sachs                172,923
      (35,147)
                                146/298



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                                                   未実現評価益／
                                                     （損）
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                                                    （米ドル）
           米国（続き）
       1,874    Gap  Inc/The                     Goldman    Sachs
                                                       (7,421)
           Gardner    Denver    Holdings     Inc           Bank   of  America    Merrill    Lynch        10,467
       (9,515)
           Gardner    Denver    Holdings     Inc           Goldman    Sachs                23,139
      (20,204)
           Gardner    Denver    Holdings     Inc           Morgan    Stanley                 76,510
      (55,456)
           Garmin    Ltd                    Bank   of  America    Merrill    Lynch        58,411
      (20,495)
           Garmin    Ltd                    Morgan    Stanley                 13,717
      (13,064)
       18,109     Garmin    Ltd                    Bank   of  America    Merrill    Lynch
                                                       (51,611)
           Garmin    Ltd                    Goldman    Sachs                117,617
      (41,269)
           Garrett    Motion    Inc                Morgan    Stanley                 12,493
       (8,441)
           Gartner    Inc                   Morgan    Stanley                 30,292
       (9,109)
           Gartner    Inc                   Goldman    Sachs                 4,300
       (3,496)
           Gartner    Inc                   Bank   of  America    Merrill    Lynch        35,520
      (28,878)
           GasLog    Ltd                    Goldman    Sachs                22,306
      (20,090)
           GasLog    Ltd                    Morgan    Stanley                 15,177
      (19,776)
       49,081     Gates   Industrial      Corp   Plc            Bank   of  America    Merrill    Lynch
                                                       (85,401)
       28,390     GATX   Corp                     Morgan    Stanley                (125,447)
       23,508     GATX   Corp                     Bank   of  America    Merrill    Lynch
                                                      (162,205)
       77,267     GATX   Corp                     Goldman    Sachs
                                                      (512,677)
           GCI  Liberty    Inc   ‘A’               Goldman    Sachs                90,510
      (73,932)
           GCI  Liberty    Inc   ‘A’               Bank   of  America    Merrill    Lynch        24,632
      (35,699)
           GCI  Liberty    Inc   ‘A’               Morgan    Stanley                117,395
      (73,787)
           GCP  Applied    Technologies       Inc           Morgan    Stanley                 56,966
      (53,499)
           GCP  Applied    Technologies       Inc           Goldman    Sachs                85,620
      (87,985)
           Genco   Shipping     & Trading    Ltd           Morgan    Stanley                 44,058
      (83,128)
           Genco   Shipping     & Trading    Ltd           Goldman    Sachs                10,825
       (7,677)
       23,374     Gencor    Industries      Inc              Bank   of  America    Merrill    Lynch        1,636
       8,388    Gencor    Industries      Inc              Goldman    Sachs                  587
       10,604     Gencor    Industries      Inc              Morgan    Stanley                 2,015
       63,989     Generac    Holdings     Inc               Bank   of  America    Merrill    Lynch
                                                      (107,502)
       42,764     Generac    Holdings     Inc               Goldman    Sachs
                                                       (70,206)
       16,049     Generac    Holdings     Inc               Morgan    Stanley
                                                       (32,614)
           General    Electric     Co               Bank   of  America    Merrill    Lynch       139,469
      (147,586)
           General    Electric     Co               Morgan    Stanley                 95,842
      (163,832)
           General    Electric     Co               Goldman    Sachs                114,977
      (121,669)
       2,391    General    Finance    Corp               Bank   of  America    Merrill    Lynch        (2,821)
       2,455    General    Finance    Corp               Goldman    Sachs
                                                       (2,897)
       29,489     General    Mills   Inc                Bank   of  America    Merrill    Lynch
                                                      (118,251)
       56,404     General    Mills   Inc                Morgan    Stanley
                                                      (176,230)
      185,269     General    Mills   Inc                Goldman    Sachs
                                                      (746,618)
           General    Motors    Co                Morgan    Stanley                 50,887
      (23,236)
       2,793    Genesco    Inc                   Goldman    Sachs                 1,536
           Genesee    & Wyoming    Inc   ‘A’            Bank   of  America    Merrill    Lynch
      (82,091)                                                (653,026)
           Genesee    & Wyoming    Inc   ‘A’            Morgan    Stanley
      (37,352)                                                (182,448)
           Genesee    & Wyoming    Inc   ‘A’            Goldman    Sachs
      (22,447)                                                (143,101)
           Genie   Energy    Ltd   ‘B’              Bank   of  America    Merrill    Lynch        57,587
      (74,788)
                                147/298



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                                                     （損）
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                                                    （米ドル）
           米国（続き）
           Genie   Energy    Ltd   ‘B’              Morgan    Stanley                 3,976
       (9,630)
           Genie   Energy    Ltd   ‘B’              Goldman    Sachs                 9,230
      (14,936)
       35,171     Genomic    Health    Inc                Morgan    Stanley
                                                      (104,458)
       32,952     Genomic    Health    Inc                Bank   of  America    Merrill    Lynch
                                                      (135,762)
       50,250     Genomic    Health    Inc                Goldman    Sachs
                                                      (205,370)
           Genpact    Ltd                   Bank   of  America    Merrill    Lynch        11,120
      (46,334)
           Gentex    Corp                    Bank   of  America    Merrill    Lynch        87,856
      (92,480)
           Gentex    Corp                    Morgan    Stanley                 53,414
      (58,697)
           Gentex    Corp                    Goldman    Sachs                76,735
      (80,774)
           Gentherm     Inc                   Morgan    Stanley                 27,987
      (18,717)
           Gentherm     Inc                   Goldman    Sachs                80,420
      (24,717)
           Gentherm     Inc                   Bank   of  America    Merrill    Lynch       373,186
      (106,930)
           Genuine    Parts   Co                Morgan    Stanley                 19,664
      (10,629)
           Genuine    Parts   Co                Bank   of  America    Merrill    Lynch
       (6,528)                                                (6,058)
       9,974    Genuine    Parts   Co                Bank   of  America    Merrill    Lynch        17,455
       8,896    Genuine    Parts   Co                Goldman    Sachs                15,568
           Genuine    Parts   Co                Goldman    Sachs
      (30,055)                                                (48,046)
           GEO  Group   Inc/The    (Reit)              Goldman    Sachs
      (60,234)                                                (12,047)
           GEO  Group   Inc/The    (Reit)              Bank   of  America    Merrill    Lynch
      (35,011)                                                 (7,002)
           GEO  Group   Inc/The    (Reit)              Morgan    Stanley                 12,001
      (26,090)
       17,771     Geopark    Ltd                   Morgan    Stanley                 15,816
       6,782    Geopark    Ltd                   Goldman    Sachs                 2,984
      363,032     Gerdau    SA  ADR                  Morgan    Stanley
                                                       (7,261)
       23,389     Gerdau    SA  ADR                  Goldman    Sachs                  702
       6,631    German    American     Bancorp    Inc           Goldman    Sachs
                                                       (7,547)
       38,869     German    American     Bancorp    Inc           Bank   of  America    Merrill    Lynch
                                                       (34,982)
       12,639     German    American     Bancorp    Inc           Morgan    Stanley
                                                       (13,376)
           Geron   Corp                    Goldman    Sachs                86,603
      (216,507)
           Geron   Corp                    Morgan    Stanley                 1,405
      (10,039)
       58,002     Getty   Realty    Corp   (Reit)              Bank   of  America    Merrill    Lynch
                                                       (84,683)
       82,828     Getty   Realty    Corp   (Reit)              Goldman    Sachs
                                                      (120,929)
       15,724     Getty   Realty    Corp   (Reit)              Morgan    Stanley
                                                       (17,768)
       65,593     Gilead    Sciences     Inc               Bank   of  America    Merrill    Lynch
                                                      (183,004)
       6,390    Gilead    Sciences     Inc               Morgan    Stanley
                                                       (25,496)
       11,616     Gilead    Sciences     Inc               Goldman    Sachs                (32,409)
       26,070     Gladstone     Commercial      Corp   (Reit)          Bank   of  America    Merrill    Lynch
                                                       (22,681)
       21,629     Gladstone     Commercial      Corp   (Reit)          Goldman    Sachs
                                                       (18,817)
       8,903    Gladstone     Commercial      Corp   (Reit)          Morgan    Stanley
                                                       (5,164)
       27,309     Gladstone     Land   Corp   (Reit)             Bank   of  America    Merrill    Lynch
                                                       (13,381)
       15,606     Gladstone     Land   Corp   (Reit)             Morgan    Stanley
                                                       (8,271)
       16,607     Gladstone     Land   Corp   (Reit)             Goldman    Sachs
                                                       (8,137)
           Glaukos    Corp                   Bank   of  America    Merrill    Lynch        1,865
        (825)
           Global    Blood   Therapeutics       Inc          Morgan    Stanley
      (19,854)                                                (55,591)
           Global    Blood   Therapeutics       Inc          Goldman    Sachs
      (22,376)                                                (52,313)
           Global    Eagle   Entertainment       Inc          Goldman    Sachs                  298
        (496)
                                148/298



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                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           Global    Eagle   Entertainment       Inc          Morgan    Stanley                 29,347
      (103,517)
           Global    Indemnity     Ltd               Morgan    Stanley                 6,906
      (10,464)
           Global    Medical    Inc  (Reit)              Morgan    Stanley                 13,144
      (22,662)
           Global    Medical    Inc  (Reit)              Bank   of  America    Merrill    Lynch        27,007
      (58,710)
           Global    Medical    Inc  (Reit)              Goldman    Sachs                18,042
      (40,111)
           Global    Payments     Inc               Goldman    Sachs
       (4,724)                                                (11,719)
           Global    Payments     Inc               Morgan    Stanley
      (10,456)                                                (25,885)
           Global    Payments     Inc               Bank   of  America    Merrill    Lynch
      (49,034)                                                (235,173)
       27,685     Global    Water   Resources     Inc            Bank   of  America    Merrill    Lynch        3,045
       19,621     Global    Water   Resources     Inc            Goldman    Sachs                 1,665
       22,278     Global    Water   Resources     Inc            Morgan    Stanley
                                                        (445)
       5,341    Globant    SA                   Morgan    Stanley                 4,059
        780   Globant    SA                   Goldman    Sachs                 5,374
       34,633     Globus    Medical    Inc   ‘A’             Goldman    Sachs
                                                      (150,654)
       8,649    Globus    Medical    Inc   ‘A’             Morgan    Stanley
                                                       (23,266)
       5,059    Globus    Medical    Inc   ‘A’             Bank   of  America    Merrill    Lynch       (22,007)
           Glycomimetics       Inc                Morgan    Stanley                 3,075
      (17,081)
           Glycomimetics       Inc                Goldman    Sachs                 6,119
       (7,199)
       2,660    GMS  Inc                     Bank   of  America    Merrill    Lynch
                                                       (5,586)
       32,819     GMS  Inc                     Goldman    Sachs
                                                       (68,920)
       23,604     GNC  Holdings     Inc   ‘A’              Bank   of  America    Merrill    Lynch
                                                       (11,566)
       41,230     GNC  Holdings     Inc   ‘A’              Goldman    Sachs
                                                       (20,203)
       19,921     GNC  Holdings     Inc   ‘A’              Morgan    Stanley
                                                       (4,582)
       73,080     GoDaddy    Inc   ‘A’                 Goldman    Sachs
                                                      (169,748)
       62,156     GoDaddy    Inc   ‘A’                 Morgan    Stanley
                                                      (134,906)
       40,060     GoDaddy    Inc   ‘A’                 Bank   of  America    Merrill    Lynch
                                                       (92,138)
           Gogo   Inc                     Bank   of  America    Merrill    Lynch        50,707
      (56,974)
           Gogo   Inc                     Morgan    Stanley                 9,612
      (19,224)
           Gol  Linhas    Aereas    Inteligentes       SA  ADR      Goldman    Sachs
       (3,132)                                                (7,673)
           Gol  Linhas    Aereas    Inteligentes       SA  ADR      Morgan    Stanley
      (14,619)                                                (33,185)
       59,667     Golar   LNG  Ltd                  Bank   of  America    Merrill    Lynch
                                                       (46,540)
       65,021     Golar   LNG  Ltd                  Morgan    Stanley
                                                      (122,239)
       39,593     Golar   LNG  Ltd                  Goldman    Sachs
                                                       (30,883)
       70,514     Gold   Resource     Corp                Morgan    Stanley
                                                       (12,693)
       56,289     Gold   Resource     Corp                Bank   of  America    Merrill    Lynch       (25,330)
       61,595     Gold   Resource     Corp                Goldman    Sachs
                                                       (27,718)
           Golden    Entertainment       Inc             Bank   of  America    Merrill    Lynch        22,708
      (19,576)
           Goldman    Sachs   Group   Inc/The             Bank   of  America    Merrill    Lynch       507,433
      (40,000)
           Goldman    Sachs   Group   Inc/The             Morgan    Stanley                194,090
      (16,902)
       10,370     Goodrich     Petroleum     Corp              Bank   of  America    Merrill    Lynch
                                                       (12,651)
       7,786    Goodrich     Petroleum     Corp              Goldman    Sachs
                                                       (9,499)
       13,631     Goodrich     Petroleum     Corp              Morgan    Stanley
                                                       (9,814)
       20,235     Goodyear     Tire   & Rubber    Co/The            Bank   of  America    Merrill    Lynch
                                                       (17,791)
       74,450     Goodyear     Tire   & Rubber    Co/The            Morgan    Stanley
                                                       (84,291)
       60,696     Goodyear     Tire   & Rubber    Co/The            Goldman    Sachs
                                                      (135,271)
                                149/298



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                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           Goosehead     Insurance     Inc   ‘A’           Morgan    Stanley                 8,546
       (3,432)
           Goosehead     Insurance     Inc   ‘A’           Goldman    Sachs                 6,031
       (3,090)
       71,735     GoPro   Inc   ‘A’                  Goldman    Sachs
                                                       (90,386)
       7,231    Gorman-Rupp      Co/The                 Bank   of  America    Merrill    Lynch
                                                       (17,644)
       3,609    Gorman-Rupp      Co/The                 Goldman    Sachs
                                                       (8,806)
       2,843    Gorman-Rupp      Co/The                 Morgan    Stanley
                                                       (3,355)
           Gossamer     Bio  Inc                 Bank   of  America    Merrill    Lynch        14,392
       (7,615)
           Gossamer     Bio  Inc                 Goldman    Sachs                14,474
       (7,658)
           Gossamer     Bio  Inc                 Morgan    Stanley                 1,847
       (1,032)
           GP  Strategies      Corp                Bank   of  America    Merrill    Lynch       158,489
      (102,251)
           Graco   Inc                    Bank   of  America    Merrill    Lynch        10,488
       (6,318)
           Graco   Inc                    Morgan    Stanley                 34,216
      (39,516)
       35,310     Graco   Inc                    Bank   of  America    Merrill    Lynch
                                                       (58,615)
           Graco   Inc                    Goldman    Sachs                23,888
      (14,992)
           GrafTech     International       Ltd            Morgan    Stanley                 13,390
      (33,476)
      (19,000)     GrafTech     International       Ltd            Bank   of  America    Merrill    Lynch        23,180
           GrafTech     International       Ltd            Goldman    Sachs                26,269
      (21,532)
       7,575    Graham    Corp                    Morgan    Stanley
                                                       (16,163)
       1,201    Graham    Corp                    Bank   of  America    Merrill    Lynch
                                                       (1,489)
       4,660    Graham    Corp                    Goldman    Sachs
                                                       (5,778)
        154   Graham    Holdings     Co  ‘B’             Morgan    Stanley
                                                       (2,231)
           Graham    Holdings     Co  ‘B’             Bank   of  America    Merrill    Lynch        8,427
        (336)
           Graham    Holdings     Co  ‘B’             Goldman    Sachs                14,857
        (548)
           Graham    Holdings     Co  ‘B’             Morgan    Stanley                 22,387
       (1,545)
       17,742     Grand   Canyon    Education     Inc            Morgan    Stanley                 35,601
       6,536    Grand   Canyon    Education     Inc            Bank   of  America    Merrill    Lynch        18,741
       11,219     Grand   Canyon    Education     Inc            Goldman    Sachs                36,032
           Grand   Canyon    Education     Inc            Bank   of  America    Merrill    Lynch
       (6,428)                                                (20,248)
           Granite    Construction       Inc             Bank   of  America    Merrill    Lynch        18,738
       (8,797)
           Granite    Construction       Inc             Morgan    Stanley                 35,602
      (27,814)
           Granite    Construction       Inc             Goldman    Sachs                35,266
      (16,557)
           Graphic    Packaging     Holding    Co          Bank   of  America    Merrill    Lynch        75,211
      (134,306)
       5,896    Gray   Television      Inc               Morgan    Stanley
                                                       (6,721)
       3,740    Gray   Television      Inc               Bank   of  America    Merrill    Lynch
                                                       (6,433)
       21,125     Gray   Television      Inc               Goldman    Sachs                (36,335)
       22,657     Great   Lakes   Dredge    & Dock   Corp          Morgan    Stanley                  227
       41,332     Great   Lakes   Dredge    & Dock   Corp          Bank   of  America    Merrill    Lynch
                                                       (10,333)
       48,230     Great   Lakes   Dredge    & Dock   Corp          Goldman    Sachs
                                                       (12,057)
       7,670    Great   Southern     Bancorp    Inc            Bank   of  America    Merrill    Lynch
                                                       (2,608)
       8,114    Great   Southern     Bancorp    Inc            Goldman    Sachs
                                                       (2,759)
        880   Great   Southern     Bancorp    Inc            Morgan    Stanley
                                                        (211)
           Great   Western    Bancorp    Inc            Bank   of  America    Merrill    Lynch       145,295
      (71,574)
           Great   Western    Bancorp    Inc            Morgan    Stanley                121,211
      (62,480)
       5,151    Green   Brick   Partners     Inc             Morgan    Stanley
                                                       (2,782)
       34,274     Green   Brick   Partners     Inc             Bank   of  America    Merrill    Lynch
                                                       (23,306)
                                150/298



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                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
       21,449     Green   Brick   Partners     Inc             Goldman    Sachs
                                                       (14,585)
       8,517    Green   Dot  Corp   ‘A’               Bank   of  America    Merrill    Lynch
                                                       (9,539)
       7,809    Green   Dot  Corp   ‘A’               Morgan    Stanley
                                                       (24,598)
       2,272    Green   Dot  Corp   ‘A’               Goldman    Sachs
                                                       (3,142)
           Green   Plains    Inc                 Goldman    Sachs                31,297
      (10,867)
           Green   Plains    Inc                 Bank   of  America    Merrill    Lynch       389,339
      (135,187)
           Greenbrier      Cos  Inc/The                Morgan    Stanley                 84,046
      (32,450)
           Greenbrier      Cos  Inc/The                Goldman    Sachs                40,458
       (6,054)
           Greene    County    Bancorp    Inc            Morgan    Stanley                   63
        (180)
           Greenhill     & Co  Inc                Bank   of  America    Merrill    Lynch        12,332
       (6,423)
           Greenlane     Holdings     Inc   ‘A’           Morgan    Stanley                 19,817
      (18,349)
           GreenSky     Inc   ‘A’                Morgan    Stanley
       (5,014)                                                (1,855)
           GreenSky     Inc   ‘A’                Goldman    Sachs
       (3,718)                                                (1,637)
       16,959     GreenSky     Inc   ‘A’                Bank   of  America    Merrill    Lynch
                                                       (3,222)
       16,640     Greif   Inc   ‘A’                  Morgan    Stanley
                                                       (24,520)
       6,000    Greif   Inc   ‘A’                  Goldman    Sachs                (10,316)
           Greif   Inc   ‘B’                  Bank   of  America    Merrill    Lynch        15,960
       (6,271)
           Griffin    Industrial      Realty    Inc          Bank   of  America    Merrill    Lynch
       (3,985)                                                (3,148)
           Griffin    Industrial      Realty    Inc          Goldman    Sachs
       (6,225)                                                (4,918)
       33,905     Griffon    Corp                   Morgan    Stanley
                                                       (23,393)
       16,653     Griffon    Corp                   Goldman    Sachs
                                                       (22,155)
       2,375    Gritstone     Oncology     Inc              Goldman    Sachs
                                                       (3,393)
       4,321    Gritstone     Oncology     Inc              Morgan    Stanley
                                                       (1,795)
           Group   1 Automotive      Inc              Bank   of  America    Merrill    Lynch        16,754
       (3,311)
           Group   1 Automotive      Inc              Morgan    Stanley                 34,668
       (9,229)
           Group   1 Automotive      Inc              Goldman    Sachs                117,920
      (23,759)
           Groupon    Inc                   Bank   of  America    Merrill    Lynch
      (91,667)                                                  (458)
           Groupon    Inc                   Morgan    Stanley                 19,794
      (304,518)
           Groupon    Inc                   Goldman    Sachs
      (316,864)                                                 (1,584)
       16,232     GrubHub    Inc                   Goldman    Sachs                12,771
       2,302    GrubHub    Inc                   Morgan    Stanley
                                                       (10,152)
           GrubHub    Inc                   Goldman    Sachs                 1,988
        (891)
           Grupo   Aeroportuario       del  Centro    Norte   SAB  de
       15,212                            Goldman    Sachs
                                                       (14,908)
           CV  ADR
           Grupo   Aeroportuario       del  Centro    Norte   SAB  de
       22,830                            Morgan    Stanley
                                                       (25,570)
           CV  ADR
           Grupo   Aeroportuario       del  Sureste    SAB  de  CV
       (8,843)                            Goldman    Sachs                55,269
           ADR
           Grupo   Aeroportuario       del  Sureste    SAB  de  CV
                                   Morgan    Stanley                 8,906
       (1,477)
           ADR
           Grupo   Televisa     SAB  ADR              Goldman    Sachs                10,162
      (37,637)
           Grupo   Televisa     SAB  ADR              Morgan    Stanley
      (150,669)                                                 (10,547)
       14,573     GSI  Technology      Inc                Bank   of  America    Merrill    Lynch        12,533
       44,019     GSI  Technology      Inc                Morgan    Stanley                 29,493
       45,366     GSI  Technology      Inc                Goldman    Sachs                39,188
        414   GTx  Inc                     Morgan    Stanley                   17
      195,425     GTx  Inc                     Bank   of  America    Merrill    Lynch        5,863
                                151/298



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                                                     （損）
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                                                    （米ドル）
           米国（続き）
       53,002     GTx  Inc                     Goldman    Sachs                 1,590
           Guaranty     Bancshares      Inc/TX             Bank   of  America    Merrill    Lynch
      (31,171)                                                (25,872)
           Guaranty     Bancshares      Inc/TX             Morgan    Stanley
       (2,995)                                                 (359)
       1,159    Guardant     Health    Inc               Goldman    Sachs
                                                       (2,133)
       1,187    Guardant     Health    Inc               Bank   of  America    Merrill    Lynch
                                                       (2,184)
       2,020    Guardant     Health    Inc               Morgan    Stanley                 8,302
           Guardant     Health    Inc               Bank   of  America    Merrill    Lynch        36,101
      (19,620)
           Guardant     Health    Inc               Goldman    Sachs                16,498
       (9,588)
           Guess?    Inc                    Goldman    Sachs                 9,878
       (4,890)
           Guess?    Inc                    Bank   of  America    Merrill    Lynch        33,574
      (16,621)
           Guess?    Inc                    Morgan    Stanley                 32,806
      (24,301)
           Guidewire     Software     Inc              Goldman    Sachs                164,542
      (45,373)
           Guidewire     Software     Inc              Bank   of  America    Merrill    Lynch        71,667
      (21,840)
           Guidewire     Software     Inc              Morgan    Stanley                228,843
      (37,876)
           Gulf   Island    Fabrication      Inc           Goldman    Sachs                10,206
      (32,922)
      (126,460)     Gulfport     Energy    Corp               Bank   of  America    Merrill    Lynch       218,776
           GWG  Holdings     Inc                 Morgan    Stanley                120,129
      (22,096)
       21,539     H&E  Equipment     Services     Inc            Bank   of  America    Merrill    Lynch
                                                       (75,386)
       1,141    H&E  Equipment     Services     Inc            Morgan    Stanley
                                                        (573)
       1,759    H&E  Equipment     Services     Inc            Goldman    Sachs
                                                       (6,156)
       10,202     H&R  Block   Inc                  Goldman    Sachs
                                                       (6,600)
       46,574     H&R  Block   Inc                  Bank   of  America    Merrill    Lynch
                                                       (45,333)
       10,206     H&R  Block   Inc                  Morgan    Stanley
                                                       (6,063)
           Habit   Restaurants      Inc/The     ‘A’          Bank   of  America    Merrill    Lynch        32,351
      (13,708)
           Habit   Restaurants      Inc/The     ‘A’          Goldman    Sachs                72,447
      (30,698)
       12,039     Hackett    Group   Inc/The                Bank   of  America    Merrill    Lynch
                                                       (5,297)
       40,105     Hackett    Group   Inc/The                Goldman    Sachs
                                                       (15,215)
       52,009     Hackett    Group   Inc/The                Morgan    Stanley
                                                       (22,997)
           Haemonetics      Corp                 Bank   of  America    Merrill    Lynch        54,868
      (16,953)
           Haemonetics      Corp                 Morgan    Stanley                 6,738
       (1,078)
       3,603    Haemonetics      Corp                 Morgan    Stanley
                                                       (14,620)
           Haemonetics      Corp                 Goldman    Sachs                 8,365
       (1,958)
       9,500    Haemonetics      Corp                 Goldman    Sachs
                                                       (30,870)
           Hain   Celestial     Group   Inc/The             Bank   of  America    Merrill    Lynch        65,487
      (14,023)
      (13,076)     Hain   Celestial     Group   Inc/The             Morgan    Stanley                 51,715
           Hain   Celestial     Group   Inc/The             Goldman    Sachs                239,209
      (52,024)
           Halcon    Resources     Corp               Bank   of  America    Merrill    Lynch        1,270
      (18,926)
           Halcon    Resources     Corp               Morgan    Stanley                 2,510
      (141,830)
       67,064     Halliburton      Co                 Bank   of  America    Merrill    Lynch
                                                      (267,585)
       24,683     Halliburton      Co                 Goldman    Sachs
                                                       (98,485)
      121,040     Hallmark     Financial     Services     Inc         Bank   of  America    Merrill    Lynch        56,889
       2,035    Hallmark     Financial     Services     Inc         Goldman    Sachs                  956
       30,306     Hallmark     Financial     Services     Inc         Morgan    Stanley
                                                       (1,818)
       2,407    Halozyme     Therapeutics       Inc            Bank   of  America    Merrill    Lynch
                                                       (2,359)
       13,038     Halozyme     Therapeutics       Inc            Morgan    Stanley
                                                       (7,504)
                                152/298



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                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
       15,401     Halozyme     Therapeutics       Inc            Goldman    Sachs
                                                       (8,780)
           Hamilton     Beach   Brands    Holding    Co  ‘A’      Bank   of  America    Merrill    Lynch        8,166
      (18,991)
           Hamilton     Lane   Inc   ‘A’              Morgan    Stanley                 26,947
      (18,977)
           Hamilton     Lane   Inc   ‘A’              Bank   of  America    Merrill    Lynch        2,961
      (26,915)
           Hancock    Whitney    Corp               Bank   of  America    Merrill    Lynch       243,875
      (118,386)
           Hancock    Whitney    Corp               Morgan    Stanley                 65,715
      (40,070)
           Hancock    Whitney    Corp               Goldman    Sachs                123,818
      (60,106)
           Hanesbrands      Inc                 Bank   of  America    Merrill    Lynch       120,993
      (76,578)
           Hanesbrands      Inc                 Goldman    Sachs                57,469
      (35,178)
       4,083    Hanger    Inc                    Goldman    Sachs
                                                       (4,940)
           Hanmi   Financial     Corp               Goldman    Sachs                88,621
      (51,898)
           Hanmi   Financial     Corp               Morgan    Stanley                 35,418
      (36,041)
           Hannon    Armstrong     Sustainable      Infrastructure
       45,243                            Goldman    Sachs
                                                       (29,712)
           Capital    Inc  (Reit)
           Hannon    Armstrong     Sustainable      Infrastructure
       23,520                            Morgan    Stanley
                                                       (25,362)
           Capital    Inc  (Reit)
        728   Hanover    Insurance     Group   Inc/The           Goldman    Sachs
                                                         (91)
           Hanover    Insurance     Group   Inc/The           Bank   of  America    Merrill    Lynch        1,467
       (2,934)
           Hanover    Insurance     Group   Inc/The           Goldman    Sachs                 2,404
       (4,808)
           HarborOne     Bancorp    Inc              Bank   of  America    Merrill    Lynch        8,057
      (20,143)
           HarborOne     Bancorp    Inc              Morgan    Stanley                  582
       (1,618)
           HarborOne     Bancorp    Inc              Goldman    Sachs                 5,284
      (13,210)
       21,315     Harley-Davidson        Inc               Morgan    Stanley
                                                       (52,435)
           Harley-Davidson        Inc               Bank   of  America    Merrill    Lynch        37,699
      (16,830)
       8,065    Harley-Davidson        Inc               Bank   of  America    Merrill    Lynch
                                                       (17,526)
           Harley-Davidson        Inc               Goldman    Sachs                 8,429
       (3,763)
       12,955     Harley-Davidson        Inc               Goldman    Sachs
                                                       (30,479)
           Harmonic     Inc                   Goldman    Sachs                12,112
      (45,243)
           Harmonic     Inc                   Morgan    Stanley                 10,388
      (90,700)
       18,201     Harris    Corp                    Bank   of  America    Merrill    Lynch        16,345
       32,533     Harris    Corp                    Morgan    Stanley
                                                       (89,982)
       8,614    Harris    Corp                    Goldman    Sachs                 8,092
       5,043    Harrow    Health    Inc                Goldman    Sachs                 2,723
       4,813    Harrow    Health    Inc                Morgan    Stanley
                                                         (96)
       16,405     Hartford     Financial     Services     Group   Inc/The      Goldman    Sachs
                                                       (10,663)
       55,633     Hartford     Financial     Services     Group   Inc/The      Bank   of  America    Merrill    Lynch
                                                       (36,161)
       36,102     Harvard    Bioscience      Inc              Bank   of  America    Merrill    Lynch
                                                       (1,805)
           Hasbro    Inc                    Morgan    Stanley                 58,475
      (22,066)
      (49,466)     Hasbro    Inc                    Bank   of  America    Merrill    Lynch        48,477
           Hasbro    Inc                    Goldman    Sachs                28,958
      (29,549)
           Haverty    Furniture     Cos  Inc            Bank   of  America    Merrill    Lynch        40,761
      (70,278)
           Hawaiian     Electric     Industries      Inc         Bank   of  America    Merrill    Lynch       144,797
      (164,542)
           Hawaiian     Electric     Industries      Inc         Morgan    Stanley                 33,764
      (33,102)
       29,873     Hawaiian     Holdings     Inc              Bank   of  America    Merrill    Lynch
                                                       (45,407)
       7,550    Hawaiian     Holdings     Inc              Goldman    Sachs
                                                       (11,476)
       9,127    Hawkins    Inc                   Goldman    Sachs
                                                       (9,127)
                                153/298



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                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
       6,691    Hawkins    Inc                   Morgan    Stanley                 13,047
       5,204    Hawkins    Inc                   Bank   of  America    Merrill    Lynch
                                                       (5,204)
           Haynes    International       Inc             Bank   of  America    Merrill    Lynch        88,711
      (35,627)
       16,260     HB  Fuller    Co                  Bank   of  America    Merrill    Lynch
                                                       (77,560)
       46,752     HB  Fuller    Co                  Goldman    Sachs
                                                      (221,792)
       42,308     HB  Fuller    Co                  Morgan    Stanley
                                                      (117,193)
           HCA  Healthcare      Inc                Morgan    Stanley                 2,333
        (309)
           HCA  Healthcare      Inc                Goldman    Sachs                16,463
       (6,533)
       2,667    HCI  Group   Inc                  Bank   of  America    Merrill    Lynch
                                                       (3,040)
       8,829    HCI  Group   Inc                  Goldman    Sachs
                                                       (10,065)
       9,234    HCI  Group   Inc                  Morgan    Stanley
                                                       (3,786)
           HCP  Inc  (Reit)                   Morgan    Stanley
      (39,399)                                                 (1,586)
           HCP  Inc  (Reit)                   Goldman    Sachs
      (89,920)                                                (16,186)
           HCP  Inc  (Reit)                   Bank   of  America    Merrill    Lynch
      (10,066)                                                 (1,812)
       83,558     HD  Supply    Holdings     Inc              Morgan    Stanley
                                                      (170,994)
       53,433     HD  Supply    Holdings     Inc              Bank   of  America    Merrill    Lynch       (85,732)
       90,568     HD  Supply    Holdings     Inc              Goldman    Sachs
                                                      (167,468)
           Healthcare      Realty    Trust   Inc  (Reit)         Bank   of  America    Merrill    Lynch
      (81,717)                                                (34,321)
       15,271     Healthcare      Realty    Trust   Inc  (Reit)         Goldman    Sachs                 2,955
       19,303     Healthcare      Realty    Trust   Inc  (Reit)         Morgan    Stanley
                                                       (4,703)
       16,258     Healthcare      Realty    Trust   Inc  (Reit)         Bank   of  America    Merrill    Lynch
                                                       (4,472)
           Healthcare      Services     Group   Inc          Bank   of  America    Merrill    Lynch        26,169
      (10,526)
           Healthcare      Services     Group   Inc          Morgan    Stanley                105,622
      (53,653)
           Healthcare      Services     Group   Inc          Goldman    Sachs                198,668
      (80,641)
       93,334     Healthcare      Trust   of  America    Inc  (Reit)    ‘A’   Morgan    Stanley                 16,337
       69,608     Healthcare      Trust   of  America    Inc  (Reit)    ‘A’   Bank   of  America    Merrill    Lynch        35,128
       18,641     Healthcare      Trust   of  America    Inc  (Reit)    ‘A’   Goldman    Sachs                10,066
       14,179     HealthEquity       Inc                 Goldman    Sachs
                                                       (49,345)
       4,626    HealthEquity       Inc                 Bank   of  America    Merrill    Lynch
                                                       (16,759)
       14,278     HealthEquity       Inc                 Morgan    Stanley
                                                       (59,539)
           HealthEquity       Inc                 Bank   of  America    Merrill    Lynch        42,772
      (11,783)
       40,605     HealthStream       Inc                 Bank   of  America    Merrill    Lynch
                                                       (56,847)
       13,851     HealthStream       Inc                 Goldman    Sachs
                                                       (19,391)
       7,842    HealthStream       Inc                 Morgan    Stanley
                                                       (9,567)
      (64,596)     Heartland     Express    Inc              Bank   of  America    Merrill    Lynch       122,732
       17,734     Heartland     Financial     USA  Inc           Bank   of  America    Merrill    Lynch
                                                       (23,586)
       16,891     Heartland     Financial     USA  Inc           Goldman    Sachs
                                                       (22,465)
       3,810    Heartland     Financial     USA  Inc           Morgan    Stanley
                                                       (2,553)
           Hecla   Mining    Co                 Goldman    Sachs                29,888
      (110,695)
       33,084     HEICO   Corp                    Bank   of  America    Merrill    Lynch       509,044
       11,315     HEICO   Corp                    Morgan    Stanley                164,556
       12,242     HEICO   Corp                    Goldman    Sachs                190,009
       29,360     HEICO   Corp   ‘A’                 Bank   of  America    Merrill    Lynch       279,214
                                154/298




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                                                   未実現評価益／
                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
        355   Helen   of  Troy   Ltd                Bank   of  America    Merrill    Lynch         126
           Helen   of  Troy   Ltd                Morgan    Stanley                 1,150
        (322)
       1,348    Helen   of  Troy   Ltd                Goldman    Sachs
                                                       (2,453)
           Helen   of  Troy   Ltd                Goldman    Sachs                 3,595
       (1,975)
           Helix   Energy    Solutions     Group   Inc         Bank   of  America    Merrill    Lynch        71,872
      (72,598)
           Helmerich     & Payne   Inc              Bank   of  America    Merrill    Lynch       115,290
      (13,660)
       12,453     Hemisphere      Media   Group   Inc            Morgan    Stanley
                                                       (10,607)
       3,750    Hemisphere      Media   Group   Inc            Bank   of  America    Merrill    Lynch
                                                       (3,712)
       7,705    Hemisphere      Media   Group   Inc            Goldman    Sachs
                                                       (5,950)
       24,078     Hennessy     Advisors     Inc              Bank   of  America    Merrill    Lynch
                                                       (9,270)
       1,336    Hennessy     Advisors     Inc              Morgan    Stanley
                                                        (528)
           Henry   Schein    Inc                 Bank   of  America    Merrill    Lynch        39,140
      (19,570)
       12,473     Herbalife     Nutrition     Ltd             Morgan    Stanley
                                                       (27,316)
       24,623     Herbalife     Nutrition     Ltd             Goldman    Sachs
                                                       (87,321)
       50,697     Herc   Holdings     Inc                Goldman    Sachs
                                                      (340,913)
       3,915    Herc   Holdings     Inc                Bank   of  America    Merrill    Lynch       (26,387)
       11,650     Herc   Holdings     Inc                Morgan    Stanley
                                                       (47,613)
       10,392     Heritage     Commerce     Corp              Bank   of  America    Merrill    Lynch
                                                       (1,767)
      143,009     Heritage     Commerce     Corp              Morgan    Stanley
                                                       (40,043)
           Heritage     Financial     Corp/WA              Bank   of  America    Merrill    Lynch       233,866
      (144,362)
           Heritage     Financial     Corp/WA              Goldman    Sachs                118,940
      (73,420)
       14,924     Heritage     Insurance     Holdings     Inc         Goldman    Sachs
                                                       (14,626)
           Heritage-Crystal         Clean   Inc            Goldman    Sachs                22,792
       (7,388)
           Heritage-Crystal         Clean   Inc            Morgan    Stanley                 13,922
       (4,162)
           Herman    Miller    Inc                Goldman    Sachs                25,296
       (9,692)
           Herman    Miller    Inc                Morgan    Stanley                 7,873
       (2,971)
           Herman    Miller    Inc                Bank   of  America    Merrill    Lynch       107,133
      (41,047)
           Heron   Therapeutics       Inc              Goldman    Sachs                28,076
      (29,658)
           Heron   Therapeutics       Inc              Morgan    Stanley                 2,436
       (4,871)
       3,754    Heron   Therapeutics       Inc              Bank   of  America    Merrill    Lynch
                                                       (4,092)
       2,709    Heron   Therapeutics       Inc              Goldman    Sachs
                                                       (2,953)
       71,063     Hersha    Hospitality      Trust   (Reit)           Bank   of  America    Merrill    Lynch
                                                      (111,569)
      113,485     Hersha    Hospitality      Trust   (Reit)           Goldman    Sachs
                                                      (178,171)
       3,730    Hersha    Hospitality      Trust   (Reit)           Morgan    Stanley
                                                       (3,394)
       38,535     Hershey    Co/The                   Bank   of  America    Merrill    Lynch        78,997
           Hertz   Global    Holdings     Inc            Goldman    Sachs                23,930
       (7,122)
           Heska   Corp                    Bank   of  America    Merrill    Lynch        20,391
       (2,031)
           Heska   Corp                    Goldman    Sachs                19,417
       (1,934)
           Heska   Corp                    Morgan    Stanley                 18,561
       (2,131)
           Hess   Corp                     Goldman    Sachs                32,621
       (3,802)
           Hess   Corp                     Bank   of  America    Merrill    Lynch       186,924
      (21,786)
           Hewlett    Packard    Enterprise      Co          Bank   of  America    Merrill    Lynch        39,597
      (59,995)
       4,573    Hexcel    Corp                    Bank   of  America    Merrill    Lynch        10,792
       7,173    Hexcel    Corp                    Goldman    Sachs                16,928
       11,824     Hibbett    Sports    Inc                Bank   of  America    Merrill    Lynch        23,412
                                155/298



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           Highpoint     Resources     Corp             Bank   of  America    Merrill    Lynch        13,660
      (34,583)
           Highpoint     Resources     Corp             Goldman    Sachs                20,696
      (52,396)
           Highpoint     Resources     Corp             Morgan    Stanley                 46,212
      (142,192)
           Highwoods     Properties      Inc  (Reit)           Bank   of  America    Merrill    Lynch        18,769
      (18,769)
           Highwoods     Properties      Inc  (Reit)           Morgan    Stanley                 7,582
      (17,262)
           Highwoods     Properties      Inc  (Reit)           Goldman    Sachs                30,349
      (36,084)
       26,520     Highwoods     Properties      Inc  (Reit)           Bank   of  America    Merrill    Lynch
                                                       (26,520)
           Hill   International       Inc              Goldman    Sachs
      (12,069)                                                 (3,621)
           Hill   International       Inc              Morgan    Stanley                 3,320
      (41,500)
           Hill   International       Inc              Bank   of  America    Merrill    Lynch
      (171,759)                                                 (51,528)
       18,375     Hill-Rom     Holdings     Inc              Bank   of  America    Merrill    Lynch
                                                       (59,535)
       3,611    Hill-Rom     Holdings     Inc              Morgan    Stanley
                                                       (8,919)
       11,878     Hill-Rom     Holdings     Inc              Goldman    Sachs
                                                       (38,485)
       15,820     Hillenbrand      Inc                 Morgan    Stanley
                                                       (26,736)
       22,450     Hillenbrand      Inc                 Goldman    Sachs
                                                       (44,502)
      (97,134)     Hilltop    Holdings     Inc               Bank   of  America    Merrill    Lynch        5,828
           Hilltop    Holdings     Inc               Goldman    Sachs                 2,966
      (49,432)
           Hilton    Grand   Vacations     Inc            Goldman    Sachs                68,586
      (56,388)
       14,380     Hilton    Grand   Vacations     Inc            Goldman    Sachs
                                                       (35,950)
       8,071    Hilton    Grand   Vacations     Inc            Morgan    Stanley
                                                       (10,008)
           Hilton    Grand   Vacations     Inc            Bank   of  America    Merrill    Lynch        85,913
      (34,365)
           Hilton    Grand   Vacations     Inc            Morgan    Stanley                 25,116
      (21,473)
           Hilton    Worldwide     Holdings     Inc          Goldman    Sachs                65,792
      (14,354)
           Hilton    Worldwide     Holdings     Inc          Morgan    Stanley                 45,311
      (16,351)
       4,053    Hingham    Institution      for  Savings           Bank   of  America    Merrill    Lynch
                                                       (44,380)
       3,522    Hingham    Institution      for  Savings           Goldman    Sachs
                                                       (38,566)
       2,480    Hingham    Institution      for  Savings           Morgan    Stanley
                                                       (10,738)
       21,411     HMS  Holdings     Corp                 Goldman    Sachs
                                                       (25,265)
       15,808     HMS  Holdings     Corp                 Bank   of  America    Merrill    Lynch
                                                       (18,653)
       15,254     HMS  Holdings     Corp                 Morgan    Stanley
                                                       (20,898)
       2,053    HNI  Corp                     Bank   of  America    Merrill    Lynch
                                                       (6,631)
       7,714    HNI  Corp                     Goldman    Sachs
                                                       (11,088)
       1,155    HNI  Corp                     Morgan    Stanley
                                                       (2,853)
           HollyFrontier       Corp                Goldman    Sachs                86,310
      (17,507)
      (47,509)     HollyFrontier       Corp                Bank   of  America    Merrill    Lynch       234,219
           HollyFrontier       Corp                Morgan    Stanley                 70,043
      (17,868)
       3,376    Hollysys     Automation      Technologies       Ltd       Morgan    Stanley
                                                       (3,410)
       5,308    Hollysys     Automation      Technologies       Ltd       Goldman    Sachs
                                                       (8,493)
           Hologic    Inc                   Bank   of  America    Merrill    Lynch        42,350
      (25,965)
           Hologic    Inc                   Morgan    Stanley                 4,869
       (2,798)
           Home   Bancorp    Inc                 Morgan    Stanley
       (2,718)                                                (1,303)
           Home   Bancorp    Inc                 Goldman    Sachs                  491
      (11,221)
      241,654     Home   BancShares      Inc/AR               Bank   of  America    Merrill    Lynch
                                                      (128,077)
       8,939    Home   BancShares      Inc/AR               Morgan    Stanley
                                                       (5,363)
      122,134     Home   BancShares      Inc/AR               Goldman    Sachs
                                                       (64,731)
                                156/298



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           Home   Depot   Inc/The                  Bank   of  America    Merrill    Lynch        1,101
       (4,011)
           Home   Depot   Inc/The                  Morgan    Stanley
       (1,666)                                                 (556)
           Home   Depot   Inc/The                  Goldman    Sachs                11,321
       (3,561)
           HomeStreet      Inc                  Goldman    Sachs
      (33,282)                                                (10,983)
           HomeStreet      Inc                  Morgan    Stanley                 35,151
      (41,847)
           HomeStreet      Inc                  Bank   of  America    Merrill    Lynch
      (63,896)                                                (21,086)
       3,972    Hometrust     Bancshares      Inc             Goldman    Sachs
                                                       (2,502)
       11,488     Hometrust     Bancshares      Inc             Bank   of  America    Merrill    Lynch
                                                       (7,237)
       6,030    Honeywell     International       Inc           Morgan    Stanley
                                                       (33,286)
       3,376    Honeywell     International       Inc           Goldman    Sachs
                                                       (18,872)
       5,519    Honeywell     International       Inc           Bank   of  America    Merrill    Lynch
                                                       (30,851)
       15,814     Hooker    Furniture     Corp               Bank   of  America    Merrill    Lynch
                                                       (31,470)
        921   Hooker    Furniture     Corp               Morgan    Stanley
                                                       (1,483)
       16,258     Hooker    Furniture     Corp               Goldman    Sachs
                                                       (32,353)
           Hookipa    Pharma    Inc                Morgan    Stanley                 22,069
      (15,992)
      (15,095)     Hope   Bancorp    Inc                 Goldman    Sachs                 6,766
           Hope   Bancorp    Inc                 Bank   of  America    Merrill    Lynch        27,509
      (40,455)
           Hope   Bancorp    Inc                 Morgan    Stanley                 2,078
       (6,693)
           Horizon    Bancorp    Inc/IN               Bank   of  America    Merrill    Lynch        7,061
       (9,170)
           Horizon    Bancorp    Inc/IN               Goldman    Sachs                19,360
      (30,714)
           Horizon    Bancorp    Inc/IN               Morgan    Stanley                 9,326
      (20,041)
           Horizon    Global    Corp                Bank   of  America    Merrill    Lynch
      (102,053)                                                 (51,026)
       54,052     Horizon    Therapeutics       Plc             Bank   of  America    Merrill    Lynch
                                                      (179,727)
       70,702     Horizon    Therapeutics       Plc             Morgan    Stanley
                                                      (144,711)
       27,765     Horizon    Therapeutics       Plc             Goldman    Sachs
                                                       (76,250)
           Hormel    Foods   Corp                 Goldman    Sachs                 7,904
      (98,718)
           Hormel    Foods   Corp                 Morgan    Stanley
      (12,298)                                                 (1,805)
           Hormel    Foods   Corp                 Bank   of  America    Merrill    Lynch        11,296
      (39,777)
           Hospitality      Properties      Trust   (Reit)         Goldman    Sachs                142,117
      (103,506)
           Hospitality      Properties      Trust   (Reit)         Morgan    Stanley                 44,884
      (40,436)
           Hospitality      Properties      Trust   (Reit)         Bank   of  America    Merrill    Lynch       236,952
      (170,360)
       14,142     Host   Hotels    & Resorts    Inc  (Reit)          Bank   of  America    Merrill    Lynch
                                                       (17,536)
           Host   Hotels    & Resorts    Inc  (Reit)          Goldman    Sachs                 1,282
       (2,328)
           Host   Hotels    & Resorts    Inc  (Reit)          Morgan    Stanley                 5,296
       (5,466)
       5,950    Hostess    Brands    Inc                Morgan    Stanley                 (1,190)
       3,268    Hostess    Brands    Inc                Bank   of  America    Merrill    Lynch
                                                        (904)
       21,980     Hostess    Brands    Inc                Goldman    Sachs
                                                       (4,421)
       26,074     Houlihan     Lokey   Inc                Bank   of  America    Merrill    Lynch
                                                       (39,550)
       22,001     Houlihan     Lokey   Inc                Goldman    Sachs
                                                       (40,702)
       31,171     Houlihan     Lokey   Inc                Morgan    Stanley
                                                       (36,936)
       21,985     Houston    Wire   & Cable   Co             Bank   of  America    Merrill    Lynch
                                                       (7,255)
       8,371    Houston    Wire   & Cable   Co             Goldman    Sachs
                                                       (2,762)
       19,539     Houston    Wire   & Cable   Co             Morgan    Stanley
                                                       (8,011)
       6,314    Hovnanian     Enterprises      Inc   ‘A’          Morgan    Stanley
                                                       (17,869)
           Howard    Bancorp    Inc                Bank   of  America    Merrill    Lynch        69,605
      (69,605)
                                157/298



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           Howard    Hughes    Corp/The                Goldman    Sachs                282,777
      (56,554)
           Howard    Hughes    Corp/The                Bank   of  America    Merrill    Lynch       175,590
      (35,251)
           Howard    Hughes    Corp/The                Morgan    Stanley                 70,228
      (16,235)
       60,713     HP  Inc                      Morgan    Stanley
                                                       (41,892)
       94,189     HP  Inc                      Bank   of  America    Merrill    Lynch
                                                       (20,722)
       54,983     HP  Inc                      Goldman    Sachs
                                                       (12,096)
       29,932     Hub  Group   Inc   ‘A’                Goldman    Sachs
                                                      (100,645)
       14,756     Hub  Group   Inc   ‘A’                Bank   of  America    Merrill    Lynch
                                                       (50,761)
       57,417     Hub  Group   Inc   ‘A’                Morgan    Stanley
                                                      (117,306)
       18,247     Hubbell    Inc                   Bank   of  America    Merrill    Lynch
                                                      (109,664)
       21,606     Hubbell    Inc                   Morgan    Stanley
                                                       (86,660)
       9,289    Hubbell    Inc                   Goldman    Sachs
                                                       (51,124)
       3,022    HubSpot    Inc                   Morgan    Stanley
                                                       (43,426)
           HubSpot    Inc                   Bank   of  America    Merrill    Lynch        5,413
        (757)
       5,016    HubSpot    Inc                   Bank   of  America    Merrill    Lynch
                                                       (35,864)
        819   HubSpot    Inc                   Goldman    Sachs                (3,160)
           Hudson    Ltd   ‘A’                 Morgan    Stanley                  544
       (1,987)
           Hudson    Pacific    Properties      Inc  (Reit)        Bank   of  America    Merrill    Lynch        91,573
      (76,311)
       4,955    Humana    Inc                    Bank   of  America    Merrill    Lynch        3,716
      184,168     Huntington      Bancshares      Inc/OH            Goldman    Sachs
                                                       (35,913)
       64,971     Huntington      Bancshares      Inc/OH            Bank   of  America    Merrill    Lynch
                                                       (12,669)
       5,290    Huntington      Ingalls    Industries      Inc        Goldman    Sachs
                                                       (10,633)
           Huntsman     Corp                   Bank   of  America    Merrill    Lynch       130,499
      (53,265)
           Huntsman     Corp                   Goldman    Sachs                52,501
      (21,429)
           Huntsman     Corp                   Morgan    Stanley                 3,015
       (1,515)
           Hurco   Cos  Inc                  Goldman    Sachs                 3,647
       (1,112)
       2,301    Huron   Consulting      Group   Inc            Goldman    Sachs                 4,211
       3,922    Huron   Consulting      Group   Inc            Bank   of  America    Merrill    Lynch        7,177
           Huttig    Building     Products     Inc           Morgan    Stanley                 14,766
      (227,174)
           Huttig    Building     Products     Inc           Goldman    Sachs                 3,931
      (19,653)
           Huttig    Building     Products     Inc           Bank   of  America    Merrill    Lynch        1,091
       (5,455)
           Hyatt   Hotels    Corp   ‘A’              Goldman    Sachs                56,655
      (10,256)
       16,256     Hyatt   Hotels    Corp   ‘A’              Goldman    Sachs
                                                       (95,423)
           Hyatt   Hotels    Corp   ‘A’              Bank   of  America    Merrill    Lynch        16,377
       (4,864)
       3,628    Hyatt   Hotels    Corp   ‘A’              Morgan    Stanley                (14,222)
       3,816    Hyatt   Hotels    Corp   ‘A’              Bank   of  America    Merrill    Lynch
                                                       (22,400)
           Hyatt   Hotels    Corp   ‘A’              Morgan    Stanley                 17,958
       (5,179)
       5,388    Hyster-Yale      Materials     Handling     Inc        Goldman    Sachs
                                                       (32,382)
       1,631    Hyster-Yale      Materials     Handling     Inc        Bank   of  America    Merrill    Lynch
                                                       (9,802)
       12,548     I3  Verticals     Inc   ‘A’              Goldman    Sachs                12,799
                                   Bank   of  America    Merrill    Lynch        25,446
       (2,707)    IAC/InterActiveCorp
       5,719    IBERIABANK      Corp                  Morgan    Stanley
                                                       (23,963)
      115,650     IBERIABANK      Corp                  Bank   of  America    Merrill    Lynch
                                                      (590,972)
       58,126     IBERIABANK      Corp                  Goldman    Sachs
                                                      (290,368)
       10,423     ICF  International       Inc              Bank   of  America    Merrill    Lynch
                                                       (18,970)
                                158/298



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
       4,344    ICF  International       Inc              Goldman    Sachs
                                                       (7,906)
           Ichor   Holdings     Ltd                Goldman    Sachs                63,961
      (32,633)
           Ichor   Holdings     Ltd                Morgan    Stanley                 20,670
      (20,580)
       4,968    ICON   Plc                     Morgan    Stanley
                                                        (646)
        848   ICON   Plc                     Goldman    Sachs                  560
           ICU  Medical    Inc                 Goldman    Sachs                 1,652
        (179)
           ICU  Medical    Inc                 Bank   of  America    Merrill    Lynch        25,393
       (3,607)
           ICU  Medical    Inc                 Morgan    Stanley                 3,825
        (841)
      139,742     IDACORP    Inc                   Bank   of  America    Merrill    Lynch
                                                      (582,724)
       59,261     IDACORP    Inc                   Goldman    Sachs
                                                      (230,033)
       46,861     IDACORP    Inc                   Morgan    Stanley
                                                      (198,071)
           Idera   Pharmaceuticals        Inc            Bank   of  America    Merrill    Lynch         117
        (901)
           Idera   Pharmaceuticals        Inc            Morgan    Stanley                 3,925
      (15,095)
       13,061     IDEX   Corp                     Goldman    Sachs
                                                       (23,415)
       11,461     IDEX   Corp                     Bank   of  America    Merrill    Lynch
                                                       (25,329)
       43,904     IDEX   Corp                     Morgan    Stanley                (27,638)
       8,772    IDEXX   Laboratories       Inc              Bank   of  America    Merrill    Lynch
                                                       (15,526)
       25,316     IDT  Corp   ‘B’                  Bank   of  America    Merrill    Lynch
                                                       (15,443)
       31,919     IDT  Corp   ‘B’                  Goldman    Sachs
                                                       (19,471)
       9,479    IDT  Corp   ‘B’                  Morgan    Stanley
                                                       (7,299)
           IES  Holdings     Inc                 Bank   of  America    Merrill    Lynch       131,615
      (85,464)
           IHS  Markit    Ltd                  Goldman    Sachs                 9,891
      (10,770)
       81,728     IHS  Markit    Ltd                  Bank   of  America    Merrill    Lynch        44,133
           IHS  Markit    Ltd                  Morgan    Stanley                 1,523
        (976)
       6,859    IHS  Markit    Ltd                  Goldman    Sachs                 3,704
           IHS  Markit    Ltd                  Bank   of  America    Merrill    Lynch        5,726
       (4,503)
           II-VI   Inc                    Goldman    Sachs                  445
         (89)
           II-VI   Inc                    Bank   of  America    Merrill    Lynch       106,315
      (21,263)
           Illinois     Tool   Works   Inc             Goldman    Sachs                130,349
      (11,208)
       15,031     Illinois     Tool   Works   Inc             Bank   of  America    Merrill    Lynch
                                                      (174,811)
           Illinois     Tool   Works   Inc             Bank   of  America    Merrill    Lynch        54,056
       (4,648)
           Illinois     Tool   Works   Inc             Morgan    Stanley                 73,954
       (6,944)
           Illumina     Inc                   Bank   of  America    Merrill    Lynch
       (4,658)                                                (5,124)
           IMAX   Corp                     Goldman    Sachs                15,711
      (13,953)
      (76,091)     Immersion     Corp                  Goldman    Sachs                23,977
           Immersion     Corp                  Morgan    Stanley                 7,816
      (84,297)
           ImmunoGen     Inc                  Goldman    Sachs                 2,946
       (8,666)
           ImmunoGen     Inc                  Morgan    Stanley                 2,070
      (15,926)
           Immunomedics       Inc                 Goldman    Sachs                50,239
      (28,224)
           Immunomedics       Inc                 Morgan    Stanley                 40,847
      (24,756)
           Immunomedics       Inc                 Bank   of  America    Merrill    Lynch        6,289
       (3,533)
           Impac   Mortgage     Holdings     Inc           Morgan    Stanley                 1,926
       (9,170)
       14,852     Incyte    Corp                    Bank   of  America    Merrill    Lynch        27,476
       1,144    Incyte    Corp                    Goldman    Sachs                 2,116
       1,687    Incyte    Corp                    Morgan    Stanley
                                                        (447)
                                159/298



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       89,521     Independence       Contract     Drilling     Inc        Bank   of  America    Merrill    Lynch
                                                       (76,988)
       71,670     Independence       Contract     Drilling     Inc        Goldman    Sachs
                                                       (61,636)
           Independence       Holding    Co             Bank   of  America    Merrill    Lynch
      (26,667)                                                (35,200)
           Independence       Holding    Co             Morgan    Stanley                 12,399
      (13,777)
           Independence       Realty    Trust   Inc  (Reit)        Bank   of  America    Merrill    Lynch         930
      (92,989)
           Independence       Realty    Trust   Inc  (Reit)        Goldman    Sachs                 1,322
      (132,223)
           Independence       Realty    Trust   Inc  (Reit)        Morgan    Stanley                 2,289
      (15,257)
      124,323     Independent      Bank   Corp/MI               Bank   of  America    Merrill    Lynch
                                                       (47,243)
           Independent      Bank   Corp/Rockland       MA        Bank   of  America    Merrill    Lynch       451,498
      (59,801)
       4,283    Independent      Bank   Group   Inc            Bank   of  America    Merrill    Lynch
                                                       (3,683)
       82,569     Independent      Bank   Group   Inc            Goldman    Sachs
                                                       (97,760)
       34,577     Independent      Bank   Group   Inc            Morgan    Stanley
                                                       (76,576)
       4,440    Industrial      Logistics     Properties      Trust   (Reit)    Goldman    Sachs
                                                       (5,461)
      298,130     Infinera     Corp                   Bank   of  America    Merrill    Lynch
                                                       (14,906)
       59,550     Infinera     Corp                   Goldman    Sachs
                                                       (2,977)
       21,833     Infrastructure        and  Energy    Alternatives       Inc   Bank   of  America    Merrill    Lynch       (37,771)
       23,744     Infrastructure        and  Energy    Alternatives       Inc   Goldman    Sachs
                                                       (41,077)
       1,129    Infrastructure        and  Energy    Alternatives       Inc   Morgan    Stanley
                                                        (689)
       30,622     Ingersoll-Rand        Plc                Bank   of  America    Merrill    Lynch
                                                       (86,354)
       2,044    Ingevity     Corp                   Bank   of  America    Merrill    Lynch
                                                       (3,426)
       2,968    Ingevity     Corp                   Morgan    Stanley
                                                       (2,938)
       1,417    Ingevity     Corp                   Goldman    Sachs
                                                       (2,948)
           Ingevity     Corp                   Bank   of  America    Merrill    Lynch        17,367
       (4,267)
       18,756     Ingles    Markets    Inc   ‘A’             Bank   of  America    Merrill    Lynch        1,125
           Ingredion     Inc                  Bank   of  America    Merrill    Lynch        58,637
       (7,199)
           Ingredion     Inc                  Goldman    Sachs                 6,874
       (1,158)
           Ingredion     Inc                  Morgan    Stanley                 5,982
       (1,194)
       6,400    InnerWorkings       Inc                Bank   of  America    Merrill    Lynch
                                                       (3,392)
       65,967     InnerWorkings       Inc                Goldman    Sachs
                                                       (34,963)
       66,949     InnerWorkings       Inc                Morgan    Stanley
                                                       (24,102)
       11,980     Innophos     Holdings     Inc              Bank   of  America    Merrill    Lynch
                                                       (47,561)
       24,200     Innophos     Holdings     Inc              Goldman    Sachs
                                                       (96,074)
       59,504     Innospec     Inc                   Bank   of  America    Merrill    Lynch
                                                       (86,876)
       6,669    Innospec     Inc                   Goldman    Sachs
                                                       (9,737)
       (9,743)    Innoviva     Inc                   Goldman    Sachs                 8,769
           Inogen    Inc                    Goldman    Sachs                 1,034
       (1,735)
       4,513    Inogen    Inc                    Morgan    Stanley
                                                       (19,812)
       6,987    Inogen    Inc                    Goldman    Sachs
                                                       (78,115)
       28,905     Inovalon     Holdings     Inc   ‘A’            Bank   of  America    Merrill    Lynch
                                                       (14,742)
           Inovalon     Holdings     Inc   ‘A’            Bank   of  America    Merrill    Lynch        6,823
      (13,379)
       12,891     Inovalon     Holdings     Inc   ‘A’            Goldman    Sachs
                                                       (6,574)
       17,415     Inphi   Corp                    Bank   of  America    Merrill    Lynch
                                                      (125,388)
       22,708     Inphi   Corp                    Morgan    Stanley                 24,752
       16,414     Inphi   Corp                    Goldman    Sachs
                                                      (118,181)
           Inseego    Corp                   Bank   of  America    Merrill    Lynch        2,872
      (23,935)
                                160/298



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                                                     （損）
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                                                    （米ドル）
           米国（続き）
           Inseego    Corp                   Morgan    Stanley                 8,247
      (14,469)
       10,178     Insight    Enterprises      Inc             Goldman    Sachs
                                                       (19,949)
           Insmed    Inc                    Goldman    Sachs                17,849
       (4,190)
           Insmed    Inc                    Bank   of  America    Merrill    Lynch        63,977
      (15,018)
           Insmed    Inc                    Morgan    Stanley                 6,274
       (5,652)
       50,436     Insperity     Inc                  Bank   of  America    Merrill    Lynch
                                                       (33,958)
       10,600     Insperity     Inc                  Morgan    Stanley
                                                       (24,763)
       35,864     Insperity     Inc                  Goldman    Sachs
                                                       (28,989)
           Installed     Building     Products     Inc         Bank   of  America    Merrill    Lynch       124,947
      (33,588)
       19,951     Insteel    Industries      Inc              Goldman    Sachs
                                                       (28,330)
       4,469    Insteel    Industries      Inc              Morgan    Stanley
                                                       (8,357)
       1,464    Instructure      Inc                 Goldman    Sachs
                                                        (908)
       12,137     Instructure      Inc                 Morgan    Stanley
                                                       (15,414)
       2,367    Insulet    Corp                   Goldman    Sachs                 7,125
       4,845    Insulet    Corp                   Morgan    Stanley                  727
       9,321    Integer    Holdings     Corp               Bank   of  America    Merrill    Lynch       (31,419)
       21,821     Integer    Holdings     Corp               Morgan    Stanley
                                                       (22,231)
       16,655     Integer    Holdings     Corp               Goldman    Sachs
                                                       (56,829)
       13,701     Integra    LifeSciences       Holdings     Corp        Bank   of  America    Merrill    Lynch
                                                       (43,625)
       25,284     Integra    LifeSciences       Holdings     Corp        Morgan    Stanley
                                                       (73,720)
       36,172     Integra    LifeSciences       Holdings     Corp        Goldman    Sachs
                                                      (110,736)
           Intel   Corp                    Goldman    Sachs                  93
      (10,139)
           Intelsat     SA                   Bank   of  America    Merrill    Lynch       158,012
      (41,149)
           Intelsat     SA                   Goldman    Sachs                25,156
       (6,551)
           Intelsat     SA                   Morgan    Stanley                215,808
      (57,092)
       6,596    Inter   Parfums    Inc                Bank   of  America    Merrill    Lynch
                                                       (32,254)
       2,513    Inter   Parfums    Inc                Goldman    Sachs
                                                       (12,289)
       4,484    Inter   Parfums    Inc                Morgan    Stanley
                                                       (15,918)
           Interactive      Brokers    Group   Inc   ‘A’        Goldman    Sachs                64,147
      (24,863)
           Interactive      Brokers    Group   Inc   ‘A’        Bank   of  America    Merrill    Lynch        77,791
      (30,368)
           Interactive      Brokers    Group   Inc   ‘A’        Morgan    Stanley                 56,359
      (23,098)
        177   Intercept     Pharmaceuticals        Inc          Bank   of  America    Merrill    Lynch
                                                       (1,143)
           Intercept     Pharmaceuticals        Inc          Morgan    Stanley                  237
         (53)
       5,014    Intercept     Pharmaceuticals        Inc          Morgan    Stanley
                                                       (22,413)
       (1,512)    Intercept     Pharmaceuticals        Inc          Bank   of  America    Merrill    Lynch        9,768
       12,144     Intercontinental         Exchange     Inc          Bank   of  America    Merrill    Lynch        18,216
       5,784    Intercontinental         Exchange     Inc          Goldman    Sachs                 8,676
           InterDigital       Inc                 Bank   of  America    Merrill    Lynch       351,705
      (60,172)
           InterDigital       Inc                 Morgan    Stanley                 8,992
       (7,462)
           InterDigital       Inc                 Goldman    Sachs                127,199
      (21,762)
       27,947     Interface     Inc                  Morgan    Stanley
                                                       (48,069)
       81,202     Interface     Inc                  Goldman    Sachs
                                                      (128,299)
           Internap     Corp                   Bank   of  America    Merrill    Lynch        8,401
      (10,122)
           Internap     Corp                   Morgan    Stanley                 44,025
      (89,846)
           International       Bancshares      Corp           Goldman    Sachs                37,603
      (17,646)
                                161/298



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                                                     （損）
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           International       Bancshares      Corp           Morgan    Stanley                 10,228
       (3,090)
       7,113    International       Business     Machines     Corp       Morgan    Stanley
                                                       (13,624)
           International       Flavors    & Fragrances      Inc      Bank   of  America    Merrill    Lynch        15,176
      (10,466)
           International       Flavors    & Fragrances      Inc      Morgan    Stanley                 13,202
       (7,501)
       26,419     International       Game   Technology      Plc        Goldman    Sachs
                                                       (3,766)
           International       Game   Technology      Plc        Bank   of  America    Merrill    Lynch        7,629
       (6,411)
           International       Game   Technology      Plc        Morgan    Stanley                 19,082
      (29,815)
       15,380     International       Money   Express             Bank   of  America    Merrill    Lynch        24,300
       49,494     International       Money   Express             Goldman    Sachs                72,726
       30,603     International       Money   Express             Morgan    Stanley                 6,495
           International       Paper   Co             Morgan    Stanley                 13,464
       (4,950)
       15,035     International       Paper   Co             Bank   of  America    Merrill    Lynch
                                                       (54,878)
       5,156    International       Paper   Co             Goldman    Sachs
                                                       (18,819)
           International       Seaways    Inc            Goldman    Sachs                180,862
      (66,008)
       1,635    International       Speedway     Corp   ‘A’         Bank   of  America    Merrill    Lynch        1,324
       5,026    International       Speedway     Corp   ‘A’         Goldman    Sachs                 4,071
      118,250     Interpublic      Group   of  Cos  Inc/The           Goldman    Sachs
                                                      (162,684)
       87,808     Interpublic      Group   of  Cos  Inc/The           Bank   of  America    Merrill    Lynch
                                                      (121,614)
       17,930     Interpublic      Group   of  Cos  Inc/The           Morgan    Stanley
                                                       (19,889)
           Intersect     ENT  Inc                Morgan    Stanley                 1,924
        (863)
           InterXion     Holding    NV              Bank   of  America    Merrill    Lynch        2,140
       (3,186)
           InterXion     Holding    NV              Morgan    Stanley                  554
        (602)
           Intevac    Inc                   Bank   of  America    Merrill    Lynch        3,082
      (23,709)
           Intevac    Inc                   Goldman    Sachs                  756
       (5,815)
           INTL.   FCStone    Inc                Bank   of  America    Merrill    Lynch       140,971
      (56,615)
           INTL.   FCStone    Inc                Goldman    Sachs                 2,897
       (1,382)
           INTL.   FCStone    Inc                Morgan    Stanley                 6,457
       (3,866)
       11,147     Intra-Cellular        Therapies     Inc           Bank   of  America    Merrill    Lynch        1,003
       18,736     Intra-Cellular        Therapies     Inc           Goldman    Sachs                 1,686
       24,827     Intra-Cellular        Therapies     Inc           Morgan    Stanley
                                                       (15,641)
      233,922     Intrepid     Potash    Inc               Bank   of  America    Merrill    Lynch
                                                       (70,177)
      130,009     Intrexon     Corp                   Goldman    Sachs
                                                         －
       4,658    Intrexon     Corp                   Morgan    Stanley                  140
           IntriCon     Corp                   Goldman    Sachs
      (21,851)                                                (10,462)
       (1,025)    IntriCon     Corp                   Morgan    Stanley                  123
           IntriCon     Corp                   Bank   of  America    Merrill    Lynch
      (10,290)                                                 (3,704)
       13,143     Intuit    Inc                    Bank   of  America    Merrill    Lynch        15,077
       11,060     Intuit    Inc                    Morgan    Stanley
                                                       (36,387)
       10,388     Intuit    Inc                    Goldman    Sachs                10,109
           Intuitive     Surgical     Inc              Morgan    Stanley                 17,483
        (912)
           Intuitive     Surgical     Inc              Goldman    Sachs                 5,735
        (250)
           Invacare     Corp                   Bank   of  America    Merrill    Lynch        59,946
      (72,224)
      160,364     Invesco    Mortgage     Capital    Inc  (Reit)         Goldman    Sachs
                                                      (125,389)
      251,869     Invesco    Mortgage     Capital    Inc  (Reit)         Bank   of  America    Merrill    Lynch
                                                      (198,386)
      131,040     Invesco    Mortgage     Capital    Inc  (Reit)         Morgan    Stanley
                                                       (73,152)
                                162/298



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                                                     （損）
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                                                    （米ドル）
           米国（続き）
           Investors     Bancorp    Inc              Bank   of  America    Merrill    Lynch        70,080
      (179,692)
       93,218     Investors     Bancorp    Inc              Bank   of  America    Merrill    Lynch
                                                       (36,355)
       41,469     Investors     Bancorp    Inc              Morgan    Stanley
                                                       (9,538)
       76,322     Investors     Bancorp    Inc              Goldman    Sachs
                                                       (29,225)
           Investors     Real   Estate    Trust   (Reit)         Morgan    Stanley                 23,055
      (13,610)
           Investors     Real   Estate    Trust   (Reit)         Bank   of  America    Merrill    Lynch       130,461
      (74,549)
           Investors     Real   Estate    Trust   (Reit)         Goldman    Sachs                67,979
      (39,890)
       1,049    Investors     Title   Co               Bank   of  America    Merrill    Lynch
                                                       (5,014)
       2,741    Investors     Title   Co               Goldman    Sachs
                                                       (13,102)
       1,409    Investors     Title   Co               Morgan    Stanley
                                                       (2,748)
       33,293     Invitae    Corp                   Bank   of  America    Merrill    Lynch
                                                       (54,601)
       82,781     Invitation      Homes   Inc  (Reit)             Bank   of  America    Merrill    Lynch        29,801
       71,949     Invitation      Homes   Inc  (Reit)             Goldman    Sachs                25,902
       2,431    ION  Geophysical      Corp               Goldman    Sachs
                                                       (8,679)
       6,172    ION  Geophysical      Corp               Morgan    Stanley
                                                       (2,360)
       4,634    Ionis   Pharmaceuticals        Inc            Goldman    Sachs                (9,708)
       2,659    Ionis   Pharmaceuticals        Inc            Bank   of  America    Merrill    Lynch
                                                       (5,236)
       9,234    Ionis   Pharmaceuticals        Inc            Morgan    Stanley
                                                       (32,965)
           IPG  Photonics     Corp                Goldman    Sachs                16,670
        (810)
           IPG  Photonics     Corp                Bank   of  America    Merrill    Lynch       342,863
      (16,660)
           IPG  Photonics     Corp                Morgan    Stanley                 42,825
       (4,861)
           IQVIA   Holdings     Inc                Bank   of  America    Merrill    Lynch         583
       (1,326)
       14,064     iRadimed     Corp                   Bank   of  America    Merrill    Lynch
                                                       (23,909)
       7,916    iRadimed     Corp                   Goldman    Sachs
                                                       (13,457)
       1,545    iRadimed     Corp                   Morgan    Stanley
                                                       (1,530)
       1,935    iRhythm    Technologies       Inc             Goldman    Sachs
                                                       (5,553)
       20,268     Iridium    Communications        Inc            Morgan    Stanley
                                                       (17,430)
           Iridium    Communications        Inc            Morgan    Stanley                 2,881
       (3,350)
       22,307     Iridium    Communications        Inc            Goldman    Sachs
                                                       (56,883)
           Iridium    Communications        Inc            Goldman    Sachs                 1,681
       (6,025)
        870   iRobot    Corp                    Bank   of  America    Merrill    Lynch
                                                       (1,198)
       7,121    iRobot    Corp                    Morgan    Stanley
                                                       (13,719)
       3,275    iRobot    Corp                    Goldman    Sachs
                                                       (8,286)
           Iron   Mountain     Inc  (Reit)              Bank   of  America    Merrill    Lynch        53,664
      (41,280)
       (4,841)    Ironwood     Pharmaceuticals        Inc           Morgan    Stanley                 2,759
       6,558    Ironwood     Pharmaceuticals        Inc           Bank   of  America    Merrill    Lynch        6,230
           Ironwood     Pharmaceuticals        Inc           Bank   of  America    Merrill    Lynch
       (3,063)                                                (2,910)
           iStar   Inc  (Reit)                  Bank   of  America    Merrill    Lynch
      (34,856)                                                (82,957)
           iStar   Inc  (Reit)                  Goldman    Sachs
      (152,376)                                                (362,655)
           Itau   Unibanco     Holding    SA  ADR           Goldman    Sachs
      (120,936)                                                (117,308)
           Itau   Unibanco     Holding    SA  ADR           Morgan    Stanley
      (37,592)                                                (21,803)
           Iteris    Inc                    Goldman    Sachs
      (151,067)                                                 (22,660)
           Iteris    Inc                    Bank   of  America    Merrill    Lynch
      (222,011)                                                 (33,302)
           Iteris    Inc                    Morgan    Stanley
      (57,769)                                                 (3,466)
       5,806    ITT  Inc                     Bank   of  America    Merrill    Lynch
                                                       (17,244)
                                163/298



                                                           EDINET提出書類
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                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
       7,313    ITT  Inc                     Goldman    Sachs
                                                       (21,720)
       28,627     ITT  Inc                     Morgan    Stanley
                                                       (57,254)
      109,678     J Alexander’s       Holdings     Inc           Bank   of  America    Merrill    Lynch
                                                       (3,290)
       4,784    J&J  Snack   Foods   Corp               Bank   of  America    Merrill    Lynch
                                                       (32,244)
           J&J  Snack   Foods   Corp               Morgan    Stanley                 2,349
        (278)
       8,905    J&J  Snack   Foods   Corp               Goldman    Sachs
                                                       (55,463)
       4,615    J&J  Snack   Foods   Corp               Morgan    Stanley
                                                       (26,268)
           J&J  Snack   Foods   Corp               Goldman    Sachs                21,945
       (3,256)
       5,183    j2  Global    Inc                  Goldman    Sachs
                                                       (5,818)
       8,653    j2  Global    Inc                  Morgan    Stanley
                                                       (12,157)
           j2  Global    Inc                  Morgan    Stanley                 6,832
       (2,364)
           j2  Global    Inc                  Goldman    Sachs                 1,014
       (1,703)
       56,365     Jabil   Inc                    Bank   of  America    Merrill    Lynch
                                                      (195,587)
       35,623     Jabil   Inc                    Morgan    Stanley
                                                       (62,988)
       62,891     Jabil   Inc                    Goldman    Sachs
                                                      (201,425)
       (1,650)    Jack   Henry   & Associates      Inc           Morgan    Stanley                 6,765
           Jack   Henry   & Associates      Inc           Goldman    Sachs                13,566
       (4,136)
           Jack   Henry   & Associates      Inc           Bank   of  America    Merrill    Lynch        33,187
      (10,118)
           Jack   in  the  Box  Inc               Bank   of  America    Merrill    Lynch
      (51,585)                                                (255,862)
       3,342    Jack   in  the  Box  Inc               Goldman    Sachs                 7,377
           Jacobs    Engineering      Group   Inc           Goldman    Sachs                163,386
      (54,462)
           Jacobs    Engineering      Group   Inc           Bank   of  America    Merrill    Lynch        94,455
      (34,356)
           Jacobs    Engineering      Group   Inc           Morgan    Stanley                 79,796
      (33,882)
      100,583     Jagged    Peak   Energy    Inc              Bank   of  America    Merrill    Lynch
                                                      (237,376)
       41,499     Jagged    Peak   Energy    Inc              Goldman    Sachs
                                                       (97,938)
           Jagged    Peak   Energy    Inc              Morgan    Stanley                 13,172
       (7,983)
       40,352     James   River   Group   Holdings     Ltd          Bank   of  America    Merrill    Lynch
                                                       (41,563)
           Janus   Henderson     Group   Plc            Goldman    Sachs                33,517
      (35,656)
       13,924     Janus   Henderson     Group   Plc            Morgan    Stanley
                                                       (16,013)
       12,859     Jason   Industries      Inc               Morgan    Stanley
                                                       (1,418)
       7,520    Jazz   Pharmaceuticals        Plc             Goldman    Sachs
                                                       (95,426)
       8,758    Jazz   Pharmaceuticals        Plc             Bank   of  America    Merrill    Lynch
                                                      (120,247)
       4,219    Jazz   Pharmaceuticals        Plc             Morgan    Stanley
                                                       (64,043)
       24,101     JB  Hunt   Transport     Services     Inc          Bank   of  America    Merrill    Lynch
                                                      (261,065)
       1,033    JB  Hunt   Transport     Services     Inc          Morgan    Stanley                  (579)
           JBG  SMITH   Properties      (Reit)             Goldman    Sachs                252,351
      (103,848)
           JBG  SMITH   Properties      (Reit)             Morgan    Stanley                190,589
      (104,580)
           JBG  SMITH   Properties      (Reit)             Bank   of  America    Merrill    Lynch       187,211
      (77,179)
      120,229     Jefferies     Financial     Group   Inc          Bank   of  America    Merrill    Lynch
                                                      (123,836)
       25,433     Jefferies     Financial     Group   Inc          Goldman    Sachs
                                                       (26,196)
           JELD-WEN     Holding    Inc               Bank   of  America    Merrill    Lynch        81,702
      (35,369)
           JELD-WEN     Holding    Inc               Morgan    Stanley                 53,513
      (36,109)
           JELD-WEN     Holding    Inc               Goldman    Sachs                65,489
      (37,276)
       7,385    Jernigan     Capital    Inc  (Reit)             Bank   of  America    Merrill    Lynch
                                                        (960)
       10,005     Jernigan     Capital    Inc  (Reit)             Goldman    Sachs
                                                       (1,301)
                                164/298



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                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
       6,162    Jernigan     Capital    Inc  (Reit)             Morgan    Stanley
                                                        (678)
           JetBlue    Airways    Corp               Goldman    Sachs                20,933
      (36,847)
           JetBlue    Airways    Corp               Bank   of  America    Merrill    Lynch       141,948
      (218,381)
           JetBlue    Airways    Corp               Morgan    Stanley                 42,562
      (112,005)
       31,844     JM  Smucker    Co/The                  Bank   of  America    Merrill    Lynch
                                                      (199,553)
       29,619     JM  Smucker    Co/The                  Morgan    Stanley
                                                      (149,173)
       10,810     JM  Smucker    Co/The                  Goldman    Sachs
                                                       (80,158)
       71,554     JMP  Group   LLC                  Morgan    Stanley
                                                         －
       22,967     John   B Sanfilippo      & Son  Inc           Bank   of  America    Merrill    Lynch
                                                       (42,719)
       1,571    John   Bean   Technologies       Corp            Morgan    Stanley
                                                       (9,677)
        641   John   Bean   Technologies       Corp            Goldman    Sachs
                                                       (1,400)
           John   Wiley   & Sons   Inc   ‘A’            Bank   of  America    Merrill    Lynch        88,144
      (17,843)
       1,124    John   Wiley   & Sons   Inc   ‘A’            Goldman    Sachs
                                                       (1,253)
       1,478    John   Wiley   & Sons   Inc   ‘A’            Morgan    Stanley
                                                       (1,694)
       39,920     Johnson    & Johnson                  Bank   of  America    Merrill    Lynch
                                                      (231,253)
       14,560     Johnson    & Johnson                  Morgan    Stanley                (111,796)
       7,940    Johnson    & Johnson                  Goldman    Sachs
                                                       (58,036)
           Johnson    Controls     International       Plc        Goldman    Sachs                91,069
      (206,976)
           Johnson    Controls     International       Plc        Morgan    Stanley                 39,022
      (65,036)
           Johnson    Outdoors     Inc   ‘A’            Morgan    Stanley                 10,730
       (4,512)
           Johnson    Outdoors     Inc   ‘A’            Bank   of  America    Merrill    Lynch        6,630
       (1,078)
           Johnson    Outdoors     Inc   ‘A’            Goldman    Sachs                21,290
       (4,465)
       8,330    Joint   Corp/The                    Morgan    Stanley
                                                       (13,245)
           Jones   Lang   LaSalle    Inc              Morgan    Stanley                 5,894
        (989)
           Jones   Lang   LaSalle    Inc              Bank   of  America    Merrill    Lynch       122,597
      (10,285)
       25,753     Jounce    Therapeutics       Inc             Bank   of  America    Merrill    Lynch
                                                       (19,057)
       16,135     Jounce    Therapeutics       Inc             Goldman    Sachs
                                                       (11,940)
       6,344    Jounce    Therapeutics       Inc             Morgan    Stanley
                                                       (4,060)
        402   JPMorgan     Chase   & Co               Goldman    Sachs
                                                       (1,584)
       53,731     JPMorgan     Chase   & Co               Bank   of  America    Merrill    Lynch
                                                      (211,700)
           Juniper    Networks     Inc               Bank   of  America    Merrill    Lynch        8,695
      (12,643)
           Juniper    Networks     Inc               Morgan    Stanley                 21,861
      (22,703)
       18,319     Juniper    Networks     Inc               Bank   of  America    Merrill    Lynch
                                                       (17,403)
       19,533     Juniper    Networks     Inc               Goldman    Sachs
                                                       (18,556)
      (23,832)     Juniper    Networks     Inc               Goldman    Sachs                21,618
           K12  Inc                     Bank   of  America    Merrill    Lynch        11,802
       (6,345)
           Kadant    Inc                    Goldman    Sachs                98,292
      (17,246)
           Kadant    Inc                    Morgan    Stanley                 32,704
       (5,721)
           Kadmon    Holdings     Inc               Bank   of  America    Merrill    Lynch        7,875
      (87,503)
           Kadmon    Holdings     Inc               Morgan    Stanley                 4,927
      (98,536)
           Kadmon    Holdings     Inc               Goldman    Sachs                 1,068
      (11,862)
       20,972     Kaiser    Aluminum     Corp               Goldman    Sachs
                                                       (95,423)
       18,235     Kaiser    Aluminum     Corp               Morgan    Stanley
                                                       (64,917)
       41,480     Kaiser    Aluminum     Corp               Bank   of  America    Merrill    Lynch
                                                      (188,734)
           Kala   Pharmaceuticals        Inc             Goldman    Sachs                 4,625
       (7,839)
                                165/298



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                                                   未実現評価益／
                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           Kaman   Corp                    Bank   of  America    Merrill    Lynch       121,283
      (39,250)
           Kaman   Corp                    Morgan    Stanley                 21,335
       (8,708)
           Kaman   Corp                    Goldman    Sachs                56,266
      (18,209)
           Kansas    City   Southern                 Bank   of  America    Merrill    Lynch       231,842
      (24,735)
           Kansas    City   Southern                 Goldman    Sachs                457,522
      (48,273)
           Kansas    City   Southern                 Morgan    Stanley                428,649
      (37,696)
           KAR  Auction    Services     Inc             Goldman    Sachs
      (31,951)                                                (27,793)
           KAR  Auction    Services     Inc             Morgan    Stanley
      (29,896)                                                 (9,463)
           Karyopharm      Therapeutics       Inc           Morgan    Stanley                 7,514
      (24,266)
       54,294     KB  Home                      Morgan    Stanley
                                                       (58,095)
       5,159    KB  Home                      Bank   of  America    Merrill    Lynch
                                                       (7,635)
           KBR  Inc                     Bank   of  America    Merrill    Lynch        64,724
      (143,426)
           KBR  Inc                     Morgan    Stanley
      (45,915)                                                 (8,513)
           KBR  Inc                     Goldman    Sachs                15,062
      (50,412)
           Keane   Group   Inc                 Bank   of  America    Merrill    Lynch       196,130
      (94,749)
      (26,520)     Keane   Group   Inc                 Morgan    Stanley                 20,023
           Keane   Group   Inc                 Goldman    Sachs                25,992
      (22,645)
           Kearny    Financial     Corp/MD               Goldman    Sachs                19,303
      (64,735)
           Kearny    Financial     Corp/MD               Bank   of  America    Merrill    Lynch        6,305
      (21,740)
           Kearny    Financial     Corp/MD               Morgan    Stanley                 3,577
      (19,496)
       37,037     Kellogg    Co                   Bank   of  America    Merrill    Lynch
                                                      (214,815)
           Kelly   Services     Inc   ‘A’             Bank   of  America    Merrill    Lynch        86,119
      (65,242)
           KEMET   Corp                    Bank   of  America    Merrill    Lynch        7,147
      (18,807)
           Kemper    Corp                    Goldman    Sachs                19,706
       (5,040)
           Kemper    Corp                    Morgan    Stanley                 28,799
       (5,353)
           Kennametal      Inc                  Bank   of  America    Merrill    Lynch       385,875
      (109,313)
           Kennametal      Inc                  Morgan    Stanley                130,133
      (57,445)
           Kennametal      Inc                  Goldman    Sachs                288,524
      (88,130)
           Kennedy-Wilson        Holdings     Inc           Goldman    Sachs                169,337
      (252,742)
           Kennedy-Wilson        Holdings     Inc           Morgan    Stanley                  621
       (1,171)
       25,910     Key  Energy    Services     Inc             Bank   of  America    Merrill    Lynch
                                                       (39,124)
       64,497     Key  Tronic    Corp                  Bank   of  America    Merrill    Lynch
                                                       (16,447)
       10,881     Key  Tronic    Corp                  Morgan    Stanley
                                                        (490)
       91,243                            Bank   of  America    Merrill    Lynch
           KeyCorp                                           (43,797)
       26,584     Keysight     Technologies       Inc            Goldman    Sachs               (194,837)
       36,718     Keysight     Technologies       Inc            Bank   of  America    Merrill    Lynch
                                                      (276,825)
       29,569     Keysight     Technologies       Inc            Morgan    Stanley                 34,744
       9,669    Kezar   Life   Sciences     Inc             Bank   of  America    Merrill    Lynch
                                                      (105,585)
       1,445    Kezar   Life   Sciences     Inc             Goldman    Sachs
                                                       (15,779)
       5,690    Kezar   Life   Sciences     Inc             Morgan    Stanley
                                                       (50,356)
       30,171     Kforce    Inc                    Bank   of  America    Merrill    Lynch
                                                       (8,750)
       36,234     Kilroy    Realty    Corp   (Reit)              Bank   of  America    Merrill    Lynch
                                                       (95,374)
       62,862     Kilroy    Realty    Corp   (Reit)              Morgan    Stanley
                                                      (152,869)
       18,930     Kilroy    Realty    Corp   (Reit)              Goldman    Sachs
                                                       (71,860)
           Kimball    Electronics      Inc             Bank   of  America    Merrill    Lynch        45,171
      (40,331)
                                166/298



                                                           EDINET提出書類
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                                                     （損）
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                                                    （米ドル）
           米国（続き）
           Kimball    Electronics      Inc             Goldman    Sachs                18,012
      (16,082)
       49,611     Kimball    International       Inc   ‘B’          Bank   of  America    Merrill    Lynch
                                                       (56,557)
       31,293     Kimball    International       Inc   ‘B’          Morgan    Stanley
                                                       (43,810)
       17,711     Kimball    International       Inc   ‘B’          Goldman    Sachs
                                                       (20,191)
           Kimberly-Clark        Corp                Goldman    Sachs                 1,921
       (1,049)
           Kimberly-Clark        Corp                Bank   of  America    Merrill    Lynch
      (12,895)                                                 (3,666)
           Kimberly-Clark        Corp                Morgan    Stanley                 10,358
       (5,273)
      149,260     Kimco   Realty    Corp   (Reit)              Bank   of  America    Merrill    Lynch
                                                      (120,027)
       29,943     Kimco   Realty    Corp   (Reit)              Goldman    Sachs
                                                       (27,643)
       9,541    Kimco   Realty    Corp   (Reit)              Morgan    Stanley
                                                       (5,975)
           Kinder    Morgan    Inc/DE                Bank   of  America    Merrill    Lynch
       (3,514)                                                 (334)
      163,116     Kinder    Morgan    Inc/DE                Bank   of  America    Merrill    Lynch
                                                       (30,992)
           Kinder    Morgan    Inc/DE                Goldman    Sachs                  751
       (7,007)
           Kindred    Biosciences      Inc             Bank   of  America    Merrill    Lynch        16,671
      (18,731)
           Kingstone     Cos  Inc                Bank   of  America    Merrill    Lynch        5,862
       (6,236)
       (3,009)    Kingstone     Cos  Inc                Goldman    Sachs                 2,828
       1,458    Kiniksa    Pharmaceuticals        Ltd   ‘A’         Bank   of  America    Merrill    Lynch         554
       3,508    Kiniksa    Pharmaceuticals        Ltd   ‘A’         Goldman    Sachs                 1,333
       3,194    Kiniksa    Pharmaceuticals        Ltd   ‘A’         Morgan    Stanley
                                                       (3,002)
       29,928     Kinsale    Capital    Group   Inc            Bank   of  America    Merrill    Lynch
                                                       (99,062)
       3,566    Kinsale    Capital    Group   Inc            Morgan    Stanley
                                                       (9,093)
       12,397     Kinsale    Capital    Group   Inc            Goldman    Sachs
                                                       (41,034)
           Kirby   Corp                    Bank   of  America    Merrill    Lynch        20,446
       (4,009)
           Kirby   Corp                    Goldman    Sachs                276,975
      (53,498)
           Kirby   Corp                    Morgan    Stanley                232,051
      (33,131)
       12,973     Kirkland’s      Inc                 Morgan    Stanley
                                                       (5,708)
           Kite   Realty    Group   Trust   (Reit)           Bank   of  America    Merrill    Lynch        93,348
      (72,363)
           Kite   Realty    Group   Trust   (Reit)           Goldman    Sachs                51,266
      (39,741)
           KKR  & Co  Inc   ‘A’                Bank   of  America    Merrill    Lynch        24,254
      (16,843)
           KKR  & Co  Inc   ‘A’                Goldman    Sachs                125,028
      (86,825)
      214,910     KKR  Real   Estate    Finance    Trust   Inc  (Reit)      Bank   of  America    Merrill    Lynch
                                                      (105,306)
           KLA-Tencor      Corp                  Bank   of  America    Merrill    Lynch       123,749
      (18,092)
           KLA-Tencor      Corp                  Goldman    Sachs                20,609
       (3,013)
       3,463    Klx  Energy    Services     Holding             Goldman    Sachs
                                                       (19,497)
       13,985     Knight-Swift       Transportation        Holdings     Inc    Bank   of  America    Merrill    Lynch       (49,787)
           Knoll   Inc                    Goldman    Sachs                51,616
      (36,186)
           Knoll   Inc                    Bank   of  America    Merrill    Lynch        65,505
      (40,435)
           Knoll   Inc                    Morgan    Stanley                 37,261
      (26,928)
           Knowles    Corp                   Goldman    Sachs                 7,937
       (4,385)
           Knowles    Corp                   Morgan    Stanley                 5,390
       (5,390)
           Knowles    Corp                   Bank   of  America    Merrill    Lynch        63,949
      (35,331)
       7,022    Kodiak    Sciences     Inc               Goldman    Sachs                10,182
       3,532    Kodiak    Sciences     Inc               Morgan    Stanley
                                                       (3,779)
           Kohl’s    Corp                   Bank   of  America    Merrill    Lynch        4,666
       (3,368)
       13,773     Kohl’s    Corp                   Bank   of  America    Merrill    Lynch
                                                      (207,421)
                                167/298



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                                                   未実現評価益／
                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
       7,774    Kontoor    Brands    Inc                Goldman    Sachs
                                                       (5,558)
       4,462    Kontoor    Brands    Inc                Bank   of  America    Merrill    Lynch       128,639
       1,208    Kontoor    Brands    Inc                Morgan    Stanley                 9,451
       12,665     Kopin   Corp                    Bank   of  America    Merrill    Lynch         633
       59,907     Kopin   Corp                    Goldman    Sachs                 2,995
       4,539    Kopin   Corp                    Morgan    Stanley                   91
           Koppers    Holdings     Inc               Goldman    Sachs                 4,496
       (1,812)
           Koppers    Holdings     Inc               Morgan    Stanley                 2,650
       (2,560)
           Korn   Ferry                     Bank   of  America    Merrill    Lynch        2,417
        (895)
       3,301    Korn   Ferry                     Goldman    Sachs
                                                       (8,913)
       39,461     Korn   Ferry                     Bank   of  America    Merrill    Lynch
                                                      (106,545)
       16,535     Kosmos    Energy    Ltd                Goldman    Sachs
                                                       (13,393)
       37,713     Kosmos    Energy    Ltd                Morgan    Stanley
                                                       (24,891)
           Kosmos    Energy    Ltd                Goldman    Sachs                 7,016
       (8,662)
           Kraft   Heinz   Co/The                 Goldman    Sachs                83,626
      (16,954)
      (81,801)     Kraft   Heinz   Co/The                 Bank   of  America    Merrill    Lynch       440,907
           Kraft   Heinz   Co/The                 Morgan    Stanley                 13,071
       (2,684)
           Kraton    Corp                    Bank   of  America    Merrill    Lynch        75,101
      (17,588)
           Kratos    Defense    & Security     Solutions     Inc     Morgan    Stanley
      (62,624)                                                (99,097)
           Kratos    Defense    & Security     Solutions     Inc     Goldman    Sachs
      (43,185)                                                (62,143)
           Kratos    Defense    & Security     Solutions     Inc     Bank   of  America    Merrill    Lynch
      (49,385)                                                (80,496)
       13,631     Kroger    Co/The                    Bank   of  America    Merrill    Lynch
                                                       (19,513)
       24,024     Kroger    Co/The                    Goldman    Sachs
                                                       (40,328)
      145,067     Kroger    Co/The                    Morgan    Stanley
                                                      (110,586)
           Kronos    Worldwide     Inc               Morgan    Stanley                 1,636
       (2,597)
           Kronos    Worldwide     Inc               Bank   of  America    Merrill    Lynch        4,002
       (5,198)
           Kura   Oncology     Inc                Goldman    Sachs                  419
       (3,224)
           Kura   Oncology     Inc                Bank   of  America    Merrill    Lynch         454
       (3,491)
           KVH  Industries      Inc                Goldman    Sachs                 3,724
       (4,330)
           KVH  Industries      Inc                Morgan    Stanley                 1,710
       (1,660)
           L Brands    Inc                   Bank   of  America    Merrill    Lynch        1,848
       (5,516)
           L3  Technologies       Inc               Bank   of  America    Merrill    Lynch
       (7,985)                                                (14,894)
           L3  Technologies       Inc               Morgan    Stanley                 3,623
        (888)
       9,041    La  Jolla   Pharmaceutical        Co           Morgan    Stanley
                                                       (1,810)
       4,378    La  Jolla   Pharmaceutical        Co           Goldman    Sachs                (1,995)
       13,819     La-Z-Boy     Inc                   Bank   of  America    Merrill    Lynch
                                                       (26,794)
       6,240    La-Z-Boy     Inc                   Morgan    Stanley
                                                       (5,428)
       4,176    La-Z-Boy     Inc                   Goldman    Sachs
                                                       (8,895)
           Laboratory      Corp   of  America    Holdings          Bank   of  America    Merrill    Lynch        53,656
      (14,658)
           Laboratory      Corp   of  America    Holdings          Morgan    Stanley                 42,613
       (8,700)
           Laboratory      Corp   of  America    Holdings          Goldman    Sachs                17,468
       (5,601)
           Ladder    Capital    Corp   (Reit)             Goldman    Sachs                 4,486
      (16,616)
           Ladder    Capital    Corp   (Reit)             Morgan    Stanley                 1,235
      (24,706)
       89,814     Ladenburg     Thalmann     Financial     Services     Inc    Bank   of  America    Merrill    Lynch
                                                       (10,778)
       64,380     Ladenburg     Thalmann     Financial     Services     Inc    Goldman    Sachs
                                                       (7,726)
                                168/298



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
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                                                   未実現評価益／
                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
       9,010    Ladenburg     Thalmann     Financial     Services     Inc    Morgan    Stanley
                                                       (1,261)
       14,957     Lakeland     Bancorp    Inc               Bank   of  America    Merrill    Lynch
                                                       (9,124)
       66,810     Lakeland     Bancorp    Inc               Goldman    Sachs
                                                       (40,728)
       98,313     Lakeland     Bancorp    Inc               Morgan    Stanley
                                                       (72,211)
       3,815    Lam  Research     Corp                 Goldman    Sachs
                                                       (72,676)
       2,674    Lam  Research     Corp                 Bank   of  America    Merrill    Lynch
                                                       (50,940)
       7,417    Lamar   Advertising      Co  (Reit)    ‘A’         Bank   of  America    Merrill    Lynch
                                                       (22,474)
       5,869    Lamar   Advertising      Co  (Reit)    ‘A’         Goldman    Sachs
                                                       (17,783)
       51,216     Lamb   Weston    Holdings     Inc             Morgan    Stanley
                                                      (199,445)
       9,780    Lamb   Weston    Holdings     Inc             Bank   of  America    Merrill    Lynch
                                                       (40,481)
       40,201     Lamb   Weston    Holdings     Inc             Goldman    Sachs
                                                      (199,446)
           Lancaster     Colony    Corp               Morgan    Stanley                 1,514
        (297)
           Lancaster     Colony    Corp               Goldman    Sachs                15,948
       (2,006)
       2,408    Lancaster     Colony    Corp               Goldman    Sachs
                                                       (14,505)
        874   Lancaster     Colony    Corp               Morgan    Stanley
                                                       (2,010)
        (950)   Lancaster     Colony    Corp               Bank   of  America    Merrill    Lynch        7,553
       32,054     Landec    Corp                    Bank   of  America    Merrill    Lynch
                                                       (3,526)
       28,796     Landec    Corp                    Goldman    Sachs
                                                       (3,168)
           Lands’    End  Inc                 Morgan    Stanley                 12,544
       (5,526)
           Lands’    End  Inc                 Bank   of  America    Merrill    Lynch        27,611
       (9,826)
       44,868     Landstar     System    Inc               Bank   of  America    Merrill    Lynch
                                                      (463,486)
       24,343     Landstar     System    Inc               Goldman    Sachs
                                                      (251,463)
       5,231    Landstar     System    Inc               Morgan    Stanley
                                                       (46,817)
       17,539     Lannett    Co  Inc                  Goldman    Sachs
                                                       (9,980)
       35,045     Lannett    Co  Inc                  Morgan    Stanley
                                                       (25,933)
           Lantheus     Holdings     Inc              Bank   of  America    Merrill    Lynch        19,518
      (15,998)
           Laredo    Petroleum     Inc               Bank   of  America    Merrill    Lynch        23,180
      (24,660)
           Laredo    Petroleum     Inc               Goldman    Sachs                39,330
      (41,840)
           Laredo    Petroleum     Inc               Morgan    Stanley                 38,081
      (56,001)
       53,354     Las  Vegas   Sands   Corp               Bank   of  America    Merrill    Lynch
                                                      (435,369)
        441   Las  Vegas   Sands   Corp               Morgan    Stanley
                                                       (1,676)
       3,627    Las  Vegas   Sands   Corp               Goldman    Sachs
                                                       (29,596)
       24,024     Latam   Airlines     Group   SA  ADR           Goldman    Sachs
                                                       (13,694)
       34,099     Latam   Airlines     Group   SA  ADR           Morgan    Stanley                 4,092
       11,188     Lattice    Semiconductor       Corp            Bank   of  America    Merrill    Lynch       (18,348)
           Laureate     Education     Inc   ‘A’           Goldman    Sachs                66,467
      (127,822)
           Laureate     Education     Inc   ‘A’           Bank   of  America    Merrill    Lynch        73,565
      (141,472)
           Laureate     Education     Inc   ‘A’           Morgan    Stanley                 16,310
      (77,666)
       3,683    Lawson    Products     Inc/DE               Goldman    Sachs
                                                       (4,249)
       8,132    Lawson    Products     Inc/DE               Morgan    Stanley
                                                       (8,010)
       15,664     LB  Foster    Co  ‘A’                Bank   of  America    Merrill    Lynch
                                                       (19,110)
       14,739     LB  Foster    Co  ‘A’                Goldman    Sachs
                                                       (17,982)
       8,840    LB  Foster    Co  ‘A’                Morgan    Stanley
                                                       (2,829)
           LCI  Industries                     Bank   of  America    Merrill    Lynch       206,212
      (30,370)
       22,781     LCNB   Corp                     Bank   of  America    Merrill    Lynch
                                                       (5,240)
                                169/298



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                                                ブラックロック・ジャパン株式会社(E09096)
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                                                   未実現評価益／
                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
       11,749     LCNB   Corp                     Morgan    Stanley
                                                       (3,525)
       1,439    LCNB   Corp                     Goldman    Sachs
                                                        (331)
       25,429     Leaf   Group   Ltd                  Bank   of  America    Merrill    Lynch
                                                       (13,986)
       9,669    Leaf   Group   Ltd                  Goldman    Sachs
                                                       (5,318)
       2,956    Leaf   Group   Ltd                  Morgan    Stanley
                                                        (828)
           Lear   Corp                     Bank   of  America    Merrill    Lynch       150,366
       (9,701)
       77,984     Lee  Enterprises      Inc               Goldman    Sachs
                                                       (41,332)
       10,511     Lee  Enterprises      Inc               Morgan    Stanley
                                                       (4,415)
           Legacy    Housing    Corp                Bank   of  America    Merrill    Lynch
      (10,044)                                                 (7,633)
           Legacytexas      Financial     Group            Bank   of  America    Merrill    Lynch        3,279
        (909)
           Legacytexas      Financial     Group            Morgan    Stanley                 32,713
      (11,203)
       3,192    Legacytexas      Financial     Group            Goldman    Sachs
                                                       (10,119)
           Legacytexas      Financial     Group            Goldman    Sachs                 4,040
       (1,148)
           Legg   Mason   Inc                  Morgan    Stanley                 14,886
      (13,912)
           Legg   Mason   Inc                  Goldman    Sachs                10,070
      (41,958)
       12,707     Leggett    & Platt   Inc               Bank   of  America    Merrill    Lynch       (25,033)
       79,098     Leggett    & Platt   Inc               Morgan    Stanley
                                                      (141,585)
           Leggett    & Platt   Inc               Bank   of  America    Merrill    Lynch       144,169
      (73,182)
           Leggett    & Platt   Inc               Goldman    Sachs                56,050
      (28,452)
       43,142     Leggett    & Platt   Inc               Goldman    Sachs
                                                       (84,990)
       3,635    Leidos    Holdings     Inc               Morgan    Stanley
                                                       (9,269)
       18,228     Leidos    Holdings     Inc               Goldman    Sachs
                                                       (11,484)
       5,292    Leidos    Holdings     Inc               Bank   of  America    Merrill    Lynch
                                                       (3,334)
           LeMaitre     Vascular     Inc              Bank   of  America    Merrill    Lynch        21,893
      (10,838)
           LendingClub      Corp                 Bank   of  America    Merrill    Lynch        55,855
      (155,153)
           LendingClub      Corp                 Morgan    Stanley                 11,337
      (62,981)
           LendingClub      Corp                 Goldman    Sachs                20,274
      (56,316)
           LendingTree      Inc                 Goldman    Sachs                13,544
       (1,447)
           LendingTree      Inc                 Morgan    Stanley                 10,822
       (1,227)
           Lennar    Corp   ‘A’                 Bank   of  America    Merrill    Lynch        11,489
       (3,379)
       2,065    Lennar    Corp   ‘A’                 Morgan    Stanley
                                                       (1,379)
       4,162    Lennar    Corp   ‘A’                 Goldman    Sachs
                                                       (4,180)
           Lennar    Corp   ‘B’                 Bank   of  America    Merrill    Lynch        28,700
      (10,513)
       7,056    Lennox    International       Inc             Bank   of  America    Merrill    Lynch
                                                       (82,626)
       (2,380)    Level   One  Bancorp    Inc              Bank   of  America    Merrill    Lynch         666
           Level   One  Bancorp    Inc              Morgan    Stanley                  193
        (623)
       39,149     Levi   Strauss    & Co  ‘A’              Goldman    Sachs
                                                       (62,803)
       21,545     Levi   Strauss    & Co  ‘A’              Morgan    Stanley
                                                       (48,845)
           Levi   Strauss    & Co  ‘A’              Goldman    Sachs                 6,584
       (3,325)
           Levi   Strauss    & Co  ‘A’              Morgan    Stanley                 12,152
       (5,330)
       12,945     Lexicon    Pharmaceuticals        Inc           Morgan    Stanley
                                                       (6,990)
           Lexington     Realty    Trust   (Reit)            Goldman    Sachs                 4,752
      (41,242)
           Lexington     Realty    Trust   (Reit)            Morgan    Stanley                 10,700
      (77,965)
           LGI  Homes   Inc                  Bank   of  America    Merrill    Lynch        6,508
       (3,799)
           LGI  Homes   Inc                  Morgan    Stanley                 4,613
       (3,063)
                                170/298



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                                                     （損）
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                                                    （米ドル）
           米国（続き）
           LHC  Group   Inc                  Goldman    Sachs                 8,702
       (1,532)
           LHC  Group   Inc                  Bank   of  America    Merrill    Lynch        22,209
       (3,910)
       34,525     Libbey    Inc                    Bank   of  America    Merrill    Lynch
                                                       (18,643)
       10,189     Libbey    Inc                    Goldman    Sachs
                                                       (5,502)
       7,687    Libbey    Inc                    Morgan    Stanley
                                                       (4,305)
           Liberty    Broadband     Corp   ‘A’           Goldman    Sachs                16,869
      (13,941)
           Liberty    Broadband     Corp   ‘A’           Morgan    Stanley                 27,498
      (11,088)
           Liberty    Broadband     Corp   ‘A’           Bank   of  America    Merrill    Lynch        45,110
      (37,281)
           Liberty    Broadband     Corp   ‘B’           Bank   of  America    Merrill    Lynch        32,052
      (28,116)
       3,819    Liberty    Expedia    Holdings     Inc   ‘A’        Goldman    Sachs
                                                       (4,736)
       2,003    Liberty    Expedia    Holdings     Inc   ‘A’        Morgan    Stanley
                                                       (1,042)
       19,477     Liberty    Expedia    Holdings     Inc   ‘A’         Bank   of  America    Merrill    Lynch
                                                       (24,151)
           Liberty    Global    Plc   ‘A’             Morgan    Stanley                 77,182
      (70,835)
           Liberty    Latin   America    Ltd   ‘A’          Morgan    Stanley                 3,801
       (4,580)
           Liberty    Latin   America    Ltd   ‘A’          Goldman    Sachs                19,727
      (12,727)
       16,266     Liberty    Latin   America    Ltd   ‘C’          Goldman    Sachs                (21,634)
           Liberty    Latin   America    Ltd   ‘C’          Goldman    Sachs                 2,933
       (2,205)
           Liberty    Latin   America    Ltd   ‘C’          Morgan    Stanley                 6,975
       (8,719)
       13,205     Liberty    Latin   America    Ltd   ‘C’          Bank   of  America    Merrill    Lynch
                                                       (17,563)
           Liberty    Media   Corp-Liberty       Braves          Morgan    Stanley                  696
       (4,014)
           Liberty    Media   Corp-Liberty       Formula    One   ‘A’   Morgan    Stanley                 12,110
       (7,569)
           Liberty    Media   Corp-Liberty       Formula    One   ‘A’   Goldman    Sachs                 2,761
       (2,263)
       16,614     Liberty    Media   Corp-Liberty       Formula    One   ‘C’   Goldman    Sachs
                                                       (19,272)
           Liberty    Media   Corp-Liberty       Formula    One   ‘C’   Morgan    Stanley                 13,564
       (7,932)
           Liberty    Media   Corp-Liberty       Formula    One   ‘C’   Goldman    Sachs                 4,985
       (4,297)
       2,576    Liberty    Media   Corp-Liberty       SiriusXM     ‘A’    Goldman    Sachs
                                                       (5,410)
       40,399     Liberty    Media   Corp-Liberty       SiriusXM     ‘A’    Bank   of  America    Merrill    Lynch
                                                       (84,838)
       1,253    Liberty    Media   Corp-Liberty       SiriusXM     ‘A’    Morgan    Stanley
                                                       (2,268)
       45,491     Liberty    Media   Corp-Liberty       SiriusXM     ‘C’    Bank   of  America    Merrill    Lynch
                                                       (92,802)
       5,008    Liberty    Media   Corp-Liberty       SiriusXM     ‘C’    Morgan    Stanley
                                                       (9,365)
       9,237    Liberty    Media   Corp-Liberty       SiriusXM     ‘C’    Goldman    Sachs
                                                       (18,843)
           Liberty    Oilfield     Services     Inc   ‘A’        Morgan    Stanley                 15,540
       (6,557)
           Liberty    Oilfield     Services     Inc   ‘A’        Bank   of  America    Merrill    Lynch        27,212
       (9,416)
           Liberty    Oilfield     Services     Inc   ‘A’        Goldman    Sachs                101,640
      (34,915)
      (75,702)     Liberty    Property     Trust   (Reit)            Bank   of  America    Merrill    Lynch        74,188
           Liberty    Property     Trust   (Reit)            Goldman    Sachs                38,673
      (39,462)
           Liberty    Tax  Inc                 Goldman    Sachs
       (7,969)                                                (1,793)
           Liberty    TripAdvisor      Holdings     Inc   ‘A’      Goldman    Sachs                20,454
      (13,424)
           Liberty    TripAdvisor      Holdings     Inc   ‘A’      Morgan    Stanley                 20,408
      (25,993)
       32,100     Life   Storage    Inc  (Reit)               Bank   of  America    Merrill    Lynch        8,025
       5,408    Life   Storage    Inc  (Reit)               Morgan    Stanley
                                                       (7,301)
       4,554    Life   Storage    Inc  (Reit)               Goldman    Sachs                 1,139
                                171/298




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                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           Lifetime     Brands    Inc               Bank   of  America    Merrill    Lynch        8,461
       (7,588)
           Lifetime     Brands    Inc               Goldman    Sachs                40,229
      (36,080)
           Lifevantage      Corp                 Morgan    Stanley                 1,540
      (10,269)
           Ligand    Pharmaceuticals        Inc            Goldman    Sachs                25,550
       (4,168)
           Ligand    Pharmaceuticals        Inc            Morgan    Stanley                 16,794
       (3,597)
        586   Ligand    Pharmaceuticals        Inc            Bank   of  America    Merrill    Lynch
                                                       (3,592)
           Lilis   Energy    Inc                 Morgan    Stanley
      (74,048)                                                 (1,370)
           Limelight     Networks     Inc              Bank   of  America    Merrill    Lynch
      (135,436)                                                 (20,315)
           Limelight     Networks     Inc              Goldman    Sachs
      (35,724)                                                  (364)
           Limelight     Networks     Inc              Morgan    Stanley                 1,829
      (21,893)
       35,492     Limoneira     Co                  Bank   of  America    Merrill    Lynch
                                                       (70,984)
           Lincoln    Electric     Holdings     Inc          Morgan    Stanley                 80,295
      (27,890)
           Lincoln    Electric     Holdings     Inc          Goldman    Sachs                243,079
      (49,502)
           Lincoln    Electric     Holdings     Inc          Bank   of  America    Merrill    Lynch       388,896
      (79,860)
       63,746     Lincoln    National     Corp               Bank   of  America    Merrill    Lynch
                                                      (243,510)
       3,007    Lincoln    National     Corp               Morgan    Stanley                (13,050)
       2,363    Lincoln    National     Corp               Goldman    Sachs
                                                       (9,027)
       5,883    Lindblad     Expeditions      Holdings     Inc        Bank   of  America    Merrill    Lynch         941
       9,873    Lindblad     Expeditions      Holdings     Inc        Goldman    Sachs                 1,580
       30,092     Lindblad     Expeditions      Holdings     Inc        Morgan    Stanley
                                                       (6,319)
       1,922    Linde   Plc                    Morgan    Stanley
                                                       (14,819)
       4,292    Linde   Plc                    Bank   of  America    Merrill    Lynch
                                                       (1,416)
       3,352    Linde   Plc                    Goldman    Sachs
                                                       (1,106)
           Linde   Plc                    Bank   of  America    Merrill    Lynch        1,867
        (886)
           Linde   Plc                    Goldman    Sachs                 7,240
       (1,773)
           Lindsay    Corp                   Bank   of  America    Merrill    Lynch
      (20,559)                                                (54,070)
       17,835     Lions   Gate   Entertainment       Corp   ‘A’        Bank   of  America    Merrill    Lynch        8,026
       51,449     Lions   Gate   Entertainment       Corp   ‘A’        Goldman    Sachs                23,152
       3,194    Lions   Gate   Entertainment       Corp   ‘A’        Morgan    Stanley
                                                       (7,091)
       12,390     Lions   Gate   Entertainment       Corp   ‘B’        Bank   of  America    Merrill    Lynch        5,823
       50,258     Lions   Gate   Entertainment       Corp   ‘B’        Goldman    Sachs                23,621
       45,501     Lions   Gate   Entertainment       Corp   ‘B’        Morgan    Stanley
                                                       (95,097)
           Liquidia     Technologies       Inc            Goldman    Sachs                 2,269
       (9,453)
       4,806    Liquidity     Services     Inc              Goldman    Sachs
                                                       (3,028)
       3,175    Liquidity     Services     Inc              Morgan    Stanley                 (2,381)
       17,255     Lithia    Motors    Inc   ‘A’              Bank   of  America    Merrill    Lynch        43,655
       14,160     Lithia    Motors    Inc   ‘A’              Goldman    Sachs                35,825
       25,103     Lithia    Motors    Inc   ‘A’              Morgan    Stanley                 22,593
           Littelfuse      Inc                  Goldman    Sachs                107,351
      (12,512)
           Littelfuse      Inc                  Bank   of  America    Merrill    Lynch       169,690
      (18,778)
           Littelfuse      Inc                  Morgan    Stanley                 66,639
      (12,828)
           LivaNova     Plc                   Morgan    Stanley                 9,260
       (7,957)
           LivaNova     Plc                   Goldman    Sachs                 9,721
       (7,100)
           LivaNova     Plc                   Bank   of  America    Merrill    Lynch        2,850
       (1,727)
       12,977     Live   Nation    Entertainment       Inc          Bank   of  America    Merrill    Lynch
                                                       (43,473)
                                172/298



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                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
       10,679     Live   Nation    Entertainment       Inc          Goldman    Sachs
                                                       (35,775)
       5,890    Live   Nation    Entertainment       Inc          Morgan    Stanley
                                                       (11,191)
           Live   Oak  Bancshares      Inc             Morgan    Stanley                 12,518
      (21,167)
           Live   Oak  Bancshares      Inc             Goldman    Sachs                 5,637
       (5,872)
           Live   Oak  Bancshares      Inc             Bank   of  America    Merrill    Lynch        24,720
      (25,750)
           Livent    Corp                    Bank   of  America    Merrill    Lynch        37,991
      (35,139)
           Livent    Corp                    Goldman    Sachs                52,135
      (34,075)
           Livent    Corp                    Morgan    Stanley                 24,012
      (36,355)
       6,345    LivePerson      Inc                  Goldman    Sachs
                                                       (7,489)
       11,444     LivePerson      Inc                  Morgan    Stanley
                                                       (23,002)
       16,151     LivePerson      Inc                  Bank   of  America    Merrill    Lynch
                                                       (21,481)
           LiveRamp     Holdings     Inc              Bank   of  America    Merrill    Lynch        12,493
       (2,247)
           LiveRamp     Holdings     Inc              Goldman    Sachs                40,607
       (6,932)
        978   LiveRamp     Holdings     Inc              Bank   of  America    Merrill    Lynch
                                                       (5,892)
       6,216    LiveRamp     Holdings     Inc              Goldman    Sachs
                                                       (33,543)
       8,134    LiveXLive     Media   Inc               Goldman    Sachs                (6,751)
       1,650    LiveXLive     Media   Inc               Bank   of  America    Merrill    Lynch
                                                       (1,369)
           LKQ  Corp                     Bank   of  America    Merrill    Lynch       185,218
      (116,489)
           LKQ  Corp                     Goldman    Sachs                237,773
      (149,543)
           LKQ  Corp                     Morgan    Stanley                 94,274
      (62,433)
           Loews   Corp                    Morgan    Stanley                 2,564
       (1,744)
       66,598     Loews   Corp                    Bank   of  America    Merrill    Lynch
                                                       (17,981)
       32,605     Loews   Corp                    Morgan    Stanley
                                                       (47,138)
      102,448     Loews   Corp                    Goldman    Sachs
                                                       (45,620)
           Loews   Corp                    Goldman    Sachs                 1,092
       (4,043)
       4,316    Logitech     International       SA            Goldman    Sachs
                                                       (9,193)
        637   Logitech     International       SA            Bank   of  America    Merrill    Lynch
                                                       (1,357)
       2,566    Logitech     International       SA            Morgan    Stanley
                                                       (6,107)
       16,191     LogMeIn    Inc                   Bank   of  America    Merrill    Lynch
                                                       (90,407)
       9,147    LogMeIn    Inc                   Goldman    Sachs
                                                       (51,704)
       7,145    LogMeIn    Inc                   Morgan    Stanley
                                                       (26,365)
       4,431    Loral   Space   & Communications        Inc         Bank   of  America    Merrill    Lynch
                                                       (15,353)
       2,619    Loral   Space   & Communications        Inc         Goldman    Sachs
                                                       (9,075)
       2,186    Loral   Space   & Communications        Inc         Morgan    Stanley
                                                       (6,744)
       (8,897)    Louisiana-Pacific         Corp              Morgan    Stanley                 6,050
           Louisiana-Pacific         Corp              Goldman    Sachs                15,745
       (8,557)
       11,728     Louisiana-Pacific         Corp              Morgan    Stanley
                                                       (7,975)
       9,840    Louisiana-Pacific         Corp              Goldman    Sachs
                                                       (3,016)
           Lowe’s    Cos  Inc                 Bank   of  America    Merrill    Lynch       762,138
      (52,237)
           Lowe’s    Cos  Inc                 Morgan    Stanley                 58,719
      (11,959)
           LPL  Financial     Holdings     Inc            Goldman    Sachs                 7,264
       (5,192)
           LPL  Financial     Holdings     Inc            Morgan    Stanley                 28,115
       (7,209)
           LPL  Financial     Holdings     Inc            Bank   of  America    Merrill    Lynch        37,331
      (28,939)
           LSB  Industries      Inc                Morgan    Stanley                 26,133
      (40,204)
           LSB  Industries      Inc                Bank   of  America    Merrill    Lynch        9,186
       (6,207)
                                173/298



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                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           LSB  Industries      Inc                Goldman    Sachs                23,166
      (15,653)
       92,979     LSI  Industries      Inc                Bank   of  America    Merrill    Lynch        12,087
       87,901     LSI  Industries      Inc                Goldman    Sachs                11,427
           LTC  Properties      Inc  (Reit)              Morgan    Stanley                 14,488
      (10,061)
           LTC  Properties      Inc  (Reit)              Goldman    Sachs                57,565
      (40,269)
           LTC  Properties      Inc  (Reit)              Bank   of  America    Merrill    Lynch        16,389
      (11,303)
       20,531     Lululemon     Athletica     Inc             Bank   of  America    Merrill    Lynch
                                                      (199,972)
       10,718     Lululemon     Athletica     Inc             Morgan    Stanley
                                                      (100,980)
       12,827     Lululemon     Athletica     Inc             Goldman    Sachs
                                                      (121,749)
           Lumber    Liquidators      Holdings     Inc         Bank   of  America    Merrill    Lynch        5,718
       (3,099)
           Lumber    Liquidators      Holdings     Inc         Morgan    Stanley                 26,406
      (26,808)
           Lumentum     Holdings     Inc              Bank   of  America    Merrill    Lynch       364,895
      (23,080)
           Lumentum     Holdings     Inc              Morgan    Stanley                 31,548
       (7,286)
           Lumentum     Holdings     Inc              Goldman    Sachs                517,097
      (32,789)
           Luminex    Corp                   Bank   of  America    Merrill    Lynch        2,683
       (5,062)
       (7,147)    Luminex    Corp                   Goldman    Sachs                 3,788
       41,979     Luther    Burbank    Corp                Bank   of  America    Merrill    Lynch
                                                       (2,939)
       34,005     Luther    Burbank    Corp                Goldman    Sachs
                                                       (2,380)
       11,229     Luther    Burbank    Corp                Morgan    Stanley                  337
           Lydall    Inc                    Bank   of  America    Merrill    Lynch       147,965
      (75,109)
           Lydall    Inc                    Goldman    Sachs                 7,571
       (3,843)
       6,930    Lyft   Inc   ‘A’                  Morgan    Stanley
                                                       (17,464)
           Lyft   Inc   ‘A’                  Goldman    Sachs
      (52,037)                                                (68,689)
       74,847     Lyft   Inc   ‘A’                  Goldman    Sachs                98,798
           LyondellBasell        Industries      NV  ‘A’        Morgan    Stanley                 62,899
      (13,104)
           LyondellBasell        Industries      NV  ‘A’        Goldman    Sachs                46,709
       (9,552)
           M&T  Bank   Corp                   Bank   of  America    Merrill    Lynch        22,711
      (20,101)
           M&T  Bank   Corp                   Morgan    Stanley                 46,395
      (11,670)
           M&T  Bank   Corp                   Goldman    Sachs                32,586
      (10,656)
       95,439     M/I  Homes   Inc                  Bank   of  America    Merrill    Lynch
                                                      (177,517)
       66,942     Macatawa     Bank   Corp                Bank   of  America    Merrill    Lynch
                                                       (15,397)
       32,528     Macatawa     Bank   Corp                Goldman    Sachs
                                                       (7,481)
       46,302     Macatawa     Bank   Corp                Morgan    Stanley
                                                       (11,575)
       21,005     Macerich     Co/The    (Reit)               Bank   of  America    Merrill    Lynch
                                                      (135,320)
      (20,726)     Macerich     Co/The    (Reit)               Bank   of  America    Merrill    Lynch       141,351
       4,915    Macerich     Co/The    (Reit)               Goldman    Sachs
                                                       (27,790)
           Mack-Cali     Realty    Corp   (Reit)            Morgan    Stanley                 18,756
      (78,152)
           Mack-Cali     Realty    Corp   (Reit)            Goldman    Sachs                23,244
      (29,423)
           Mack-Cali     Realty    Corp   (Reit)            Bank   of  America    Merrill    Lynch        22,830
      (28,899)
       76,736     Macquarie     Infrastructure        Corp           Goldman    Sachs
                                                      (121,568)
       74,499     Macquarie     Infrastructure        Corp           Morgan    Stanley
                                                       (77,115)
       19,324     Macquarie     Infrastructure        Corp           Bank   of  America    Merrill    Lynch
                                                       (31,374)
       24,488     MacroGenics      Inc                 Goldman    Sachs                20,815
       28,916     MacroGenics      Inc                 Morgan    Stanley
                                                       (37,880)
       1,518    MacroGenics      Inc                 Bank   of  America    Merrill    Lynch        1,290
                                174/298



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                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
       33,534     Macy’s    Inc                   Goldman    Sachs
                                                       (45,606)
       38,389     Macy’s    Inc                   Bank   of  America    Merrill    Lynch
                                                       (52,209)
       21,345     Macy’s    Inc                   Morgan    Stanley
                                                       (32,231)
        601   Madison    Square    Garden    Co/The    ‘A’        Bank   of  America    Merrill    Lynch
                                                       (4,892)
        136   Madison    Square    Garden    Co/The    ‘A’        Morgan    Stanley
                                                       (1,189)
           Madison    Square    Garden    Co/The    ‘A’        Goldman    Sachs                 4,474
        (569)
       1,096    Madison    Square    Garden    Co/The    ‘A’        Goldman    Sachs
                                                       (8,921)
           Madison    Square    Garden    Co/The    ‘A’        Bank   of  America    Merrill    Lynch        6,560
        (937)
           Madison    Square    Garden    Co/The    ‘A’        Morgan    Stanley                 10,626
       (1,553)
           Madrigal     Pharmaceuticals        Inc           Goldman    Sachs                44,183
       (2,856)
           Magellan     Health    Inc               Bank   of  America    Merrill    Lynch        18,731
       (4,316)
           Magellan     Health    Inc               Morgan    Stanley                 13,374
       (3,715)
           Magellan     Health    Inc               Goldman    Sachs                18,632
       (4,293)
       8,549    Magenta    Therapeutics       Inc             Bank   of  America    Merrill    Lynch
                                                       (8,634)
       2,572    Magenta    Therapeutics       Inc             Goldman    Sachs
                                                       (2,598)
       12,238     Magnolia     Oil  & Gas  Corp              Bank   of  America    Merrill    Lynch       (16,277)
       30,680     Magnolia     Oil  & Gas  Corp              Goldman    Sachs
                                                       (40,804)
           Magnolia     Oil  & Gas  Corp              Goldman    Sachs                16,750
      (12,594)
           Magnolia     Oil  & Gas  Corp              Morgan    Stanley                 11,100
       (9,098)
                                   Bank   of  America    Merrill    Lynch
        (962)   Majesco                                            (1,058)
       1,372    Malibu    Boats   Inc   ‘A’              Goldman    Sachs
                                                       (1,917)
       10,981     Malibu    Boats   Inc   ‘A’              Bank   of  America    Merrill    Lynch
                                                       (62,811)
       11,789     Mallinckrodt       Plc                 Bank   of  America    Merrill    Lynch
                                                       (54,173)
       15,732     Mallinckrodt       Plc                 Goldman    Sachs
                                                       (70,072)
       19,271     Mallinckrodt       Plc                 Morgan    Stanley
                                                       (9,057)
           Mammoth    Energy    Services     Inc           Morgan    Stanley                 93,942
      (32,847)
           Mammoth    Energy    Services     Inc           Goldman    Sachs                115,694
      (29,523)
           Manhattan     Associates      Inc             Morgan    Stanley                 36,743
      (14,214)
           Manhattan     Associates      Inc             Goldman    Sachs                 4,868
       (7,932)
           Manitex    International       Inc            Goldman    Sachs                 3,720
       (3,074)
       3,860    Manitowoc     Co  Inc/The                 Bank   of  America    Merrill    Lynch
                                                       (9,689)
       17,197     Manitowoc     Co  Inc/The                 Goldman    Sachs
                                                       (41,194)
       23,053     Manitowoc     Co  Inc/The                 Morgan    Stanley
                                                       (41,011)
           MannKind     Corp                   Goldman    Sachs                 6,939
      (36,522)
      (58,132)     MannKind     Corp                   Morgan    Stanley                 7,557
           ManpowerGroup       Inc                Goldman    Sachs                15,186
       (2,587)
           ManpowerGroup       Inc                Morgan    Stanley                 46,676
       (8,850)
           ManpowerGroup       Inc                Bank   of  America    Merrill    Lynch       106,285
      (18,162)
           ManTech    International       Corp/VA     ‘A’        Goldman    Sachs                 9,564
      (10,510)
       21,534     ManTech    International       Corp/VA     ‘A’        Bank   of  America    Merrill    Lynch
                                                       (19,596)
       10,878     ManTech    International       Corp/VA     ‘A’        Goldman    Sachs
                                                       (9,899)
       25,735     Marathon     Oil  Corp                 Goldman    Sachs
                                                       (54,043)
       76,414     Marathon     Oil  Corp                 Bank   of  America    Merrill    Lynch
                                                      (160,469)
       13,221     Marathon     Oil  Corp                 Morgan    Stanley
                                                       (27,764)
           Marathon     Oil  Corp                 Morgan    Stanley                 9,926
       (8,050)
                                175/298



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                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           Marathon     Petroleum     Corp              Bank   of  America    Merrill    Lynch       101,068
      (19,178)
           Marathon     Petroleum     Corp              Goldman    Sachs                69,301
      (13,150)
       90,959     Marchex    Inc   ‘B’                 Bank   of  America    Merrill    Lynch
                                                       (78,225)
       84,830     Marchex    Inc   ‘B’                 Goldman    Sachs
                                                       (72,954)
       52,342     Marchex    Inc   ‘B’                 Morgan    Stanley
                                                       (36,116)
       7,739    Marcus    & Millichap     Inc              Goldman    Sachs
                                                       (24,378)
       3,192    Marin   Software     Inc                Bank   of  America    Merrill    Lynch
                                                       (4,437)
       4,734    Marin   Software     Inc                Goldman    Sachs
                                                       (6,580)
       2,918    Marin   Software     Inc                Morgan    Stanley
                                                       (1,459)
           Marine    Products     Corp               Bank   of  America    Merrill    Lynch        1,549
       (7,378)
       18,048     MarineMax     Inc                  Bank   of  America    Merrill    Lynch
                                                       (15,521)
       32,441     MarineMax     Inc                  Goldman    Sachs
                                                       (28,191)
       10,810     MarineMax     Inc                  Morgan    Stanley
                                                       (6,574)
           Marinus    Pharmaceuticals        Inc           Bank   of  America    Merrill    Lynch        6,989
      (12,707)
           Markel    Corp                    Bank   of  America    Merrill    Lynch        2,690
       (2,653)
       (4,101)    Markel    Corp                    Goldman    Sachs                (8,887)
           Markel    Corp                    Morgan    Stanley                100,413
       (2,947)
       4,807    Marker    Therapeutics       Inc             Bank   of  America    Merrill    Lynch
                                                        (817)
       4,864    Marker    Therapeutics       Inc             Goldman    Sachs
                                                        (827)
       9,690    Marker    Therapeutics       Inc             Morgan    Stanley
                                                       (1,938)
           MarketAxess      Holdings     Inc             Bank   of  America    Merrill    Lynch          70
       (1,170)
           MarketAxess      Holdings     Inc             Morgan    Stanley                 21,479
       (3,870)
           MarketAxess      Holdings     Inc             Goldman    Sachs                  193
       (3,224)
           Marlin    Business     Services     Corp           Bank   of  America    Merrill    Lynch
      (25,888)                                                (33,654)
           Marlin    Business     Services     Corp           Morgan    Stanley                 12,627
      (23,602)
           Marriott     International       Inc/MD    ‘A’        Goldman    Sachs                34,254
       (4,358)
           Marriott     Vacations     Worldwide     Corp         Goldman    Sachs                119,098
      (17,336)
       5,957    Marriott     Vacations     Worldwide     Corp         Goldman    Sachs
                                                       (40,925)
       2,305    Marriott     Vacations     Worldwide     Corp         Morgan    Stanley
                                                       (9,474)
           Marriott     Vacations     Worldwide     Corp         Bank   of  America    Merrill    Lynch        83,787
      (12,196)
           Marriott     Vacations     Worldwide     Corp         Morgan    Stanley                 52,896
      (12,870)
           Marsh   & McLennan     Cos  Inc             Goldman    Sachs                26,260
      (19,139)
           Marsh   & McLennan     Cos  Inc             Morgan    Stanley                 2,719
       (1,380)
       19,830     Marten    Transport     Ltd               Bank   of  America    Merrill    Lynch
                                                       (35,496)
       3,001    Martin    Marietta     Materials     Inc          Goldman    Sachs                (36,822)
        430   Martin    Marietta     Materials     Inc          Morgan    Stanley
                                                       (4,459)
       11,512     Martin    Marietta     Materials     Inc          Bank   of  America    Merrill    Lynch
                                                      (141,252)
           Marvell    Technology      Group   Ltd           Bank   of  America    Merrill    Lynch       126,534
      (109,081)
           Marvell    Technology      Group   Ltd           Morgan    Stanley                 76,972
      (124,960)
           Marvell    Technology      Group   Ltd           Goldman    Sachs                27,428
      (23,645)
           Masco   Corp                    Morgan    Stanley                 28,713
      (10,146)
           Masco   Corp                    Goldman    Sachs                11,658
       (4,224)
       21,117     Masimo    Corp                    Bank   of  America    Merrill    Lynch
                                                      (252,402)
       3,474    Masimo    Corp                    Morgan    Stanley
                                                       (38,627)
       2,878    Masimo    Corp                    Goldman    Sachs
                                                       (31,215)
                                176/298



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                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
       11,936     Masonite     International       Corp            Goldman    Sachs
                                                       (77,463)
       4,604    Masonite     International       Corp            Bank   of  America    Merrill    Lynch
                                                       (35,911)
       8,011    Masonite     International       Corp            Morgan    Stanley
                                                       (36,370)
       19,933     MasTec    Inc                    Morgan    Stanley
                                                       (12,707)
       51,540     MasTec    Inc                    Bank   of  America    Merrill    Lynch
                                                       (64,425)
       42,564     MasTec    Inc                    Goldman    Sachs
                                                       (52,929)
           Mastercard      Inc   ‘A’               Morgan    Stanley                 61,129
      (12,157)
           Mastercard      Inc   ‘A’               Goldman    Sachs                22,486
      (13,229)
       5,031    Match   Group   Inc                 Morgan    Stanley
                                                       (9,961)
       12,878     Match   Group   Inc                 Goldman    Sachs
                                                       (26,915)
           Match   Group   Inc                 Goldman    Sachs                  727
        (348)
       11,073     Materion     Corp                   Morgan    Stanley
                                                       (61,426)
       7,642    Materion     Corp                   Bank   of  America    Merrill    Lynch
                                                       (44,482)
       17,333     Materion     Corp                   Goldman    Sachs
                                                       (99,931)
       5,888    Matrix    Service    Co                Morgan    Stanley
                                                       (8,596)
       5,980    Matrix    Service    Co                Bank   of  America    Merrill    Lynch       (16,565)
       8,669    Matrix    Service    Co                Goldman    Sachs
                                                       (24,013)
           Matson    Inc                    Goldman    Sachs                20,371
       (4,777)
           Matson    Inc                    Bank   of  America    Merrill    Lynch        31,342
       (7,663)
           Matson    Inc                    Morgan    Stanley                 11,849
       (4,194)
           Mattel    Inc                    Bank   of  America    Merrill    Lynch        53,814
      (40,462)
           Mattel    Inc                    Goldman    Sachs                77,316
      (58,132)
           Matthews     International       Corp   ‘A’         Morgan    Stanley                 5,347
       (5,436)
           Matthews     International       Corp   ‘A’         Goldman    Sachs                 3,454
       (3,269)
           Maui   Land   & Pineapple     Co  Inc           Bank   of  America    Merrill    Lynch        61,213
      (64,435)
           Maui   Land   & Pineapple     Co  Inc           Goldman    Sachs                 2,727
       (2,870)
        100   Maxar   Technologies       Inc              Bank   of  America    Merrill    Lynch
                                                         (71)
           Maxim   Integrated      Products     Inc          Morgan    Stanley                 61,390
      (57,119)
           Maxim   Integrated      Products     Inc          Bank   of  America    Merrill    Lynch        99,754
      (55,632)
           Maxim   Integrated      Products     Inc          Goldman    Sachs                40,869
      (30,529)
       4,709    MAXIMUS    Inc                   Goldman    Sachs
                                                       (3,532)
           MAXIMUS    Inc                   Bank   of  America    Merrill    Lynch        33,099
      (44,132)
           MAXIMUS    Inc                   Morgan    Stanley                 5,082
       (3,637)
           MAXIMUS    Inc                   Goldman    Sachs                  932
        (836)
       4,977    MAXIMUS    Inc                   Morgan    Stanley                (11,795)
           MaxLinear     Inc                  Bank   of  America    Merrill    Lynch        34,946
       (9,394)
           MaxLinear     Inc                  Morgan    Stanley                 3,568
       (5,326)
       8,949    MaxLinear     Inc                  Goldman    Sachs
                                                       (33,290)
           MaxLinear     Inc                  Goldman    Sachs                 5,178
       (1,392)
           MBIA   Inc                     Bank   of  America    Merrill    Lynch        26,719
      (55,665)
           MBIA   Inc                     Morgan    Stanley                 8,138
      (33,909)
           MBIA   Inc                     Goldman    Sachs                35,461
      (73,878)
       69,085     MBT  Financial     Corp                Bank   of  America    Merrill    Lynch
                                                       (42,487)
       11,300     MBT  Financial     Corp                Goldman    Sachs
                                                       (6,949)
        145   MBT  Financial     Corp                Morgan    Stanley
                                                         (73)
                                177/298



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                                                     （損）
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                                                    （米ドル）
           米国（続き）
       19,127     McCormick     & Co  Inc/MD                Bank   of  America    Merrill    Lynch
                                                       (21,372)
       1,892    McCormick     & Co  Inc/MD                Morgan    Stanley                  946
       80,594     McDermott     International       Inc           Morgan    Stanley
                                                       (70,117)
           McDermott     International       Inc           Bank   of  America    Merrill    Lynch       148,507
      (88,397)
           McDermott     International       Inc           Morgan    Stanley                 50,440
      (57,977)
           McDonald’s      Corp                 Goldman    Sachs                35,684
      (23,116)
           McDonald’s      Corp                 Bank   of  America    Merrill    Lynch        27,553
      (18,617)
           McDonald’s      Corp                 Morgan    Stanley                 8,553
       (3,609)
       10,872     McGrath    RentCorp                   Goldman    Sachs
                                                       (36,353)
       5,625    McGrath    RentCorp                   Morgan    Stanley
                                                       (12,712)
       62,527     McGrath    RentCorp                   Bank   of  America    Merrill    Lynch
                                                      (275,744)
       16,182     McKesson     Corp                   Bank   of  America    Merrill    Lynch
                                                       (67,479)
       15,182     McKesson     Corp                   Morgan    Stanley
                                                      (113,713)
       7,084    McKesson     Corp                   Goldman    Sachs
                                                       (29,540)
       24,827     MDC  Holdings     Inc                 Goldman    Sachs
                                                       (14,957)
       54,015     MDC  Holdings     Inc                 Bank   of  America    Merrill    Lynch       (38,891)
       6,983    MDC  Holdings     Inc                 Morgan    Stanley
                                                       (4,728)
       16,499     MDC  Partners     Inc   ‘A’              Bank   of  America    Merrill    Lynch
                                                       (5,775)
       19,342     MDC  Partners     Inc   ‘A’              Morgan    Stanley
                                                       (8,124)
      129,412     MDU  Resources     Group   Inc             Goldman    Sachs
                                                      (114,493)
       29,986     MDU  Resources     Group   Inc             Bank   of  America    Merrill    Lynch
                                                       (29,887)
       40,799     MDU  Resources     Group   Inc             Morgan    Stanley
                                                       (39,258)
       1,432    MedCath    Corp**                   Morgan    Stanley
                                                         －
       1,716    Media   General    Inc*                Bank   of  America    Merrill    Lynch
                                                        (283)
       1,127    Media   General    Inc*                Morgan    Stanley                  152
           Medical    Properties      Trust   Inc  (Reit)         Goldman    Sachs                83,535
      (184,962)
           Medical    Properties      Trust   Inc  (Reit)         Bank   of  America    Merrill    Lynch        88,109
      (192,181)
           Medical    Properties      Trust   Inc  (Reit)         Morgan    Stanley                 44,807
      (68,182)
           Medicines     Co/The                  Goldman    Sachs
       (7,996)                                                (29,745)
           Medicines     Co/The                  Morgan    Stanley
      (19,547)                                                (50,627)
           MediciNova      Inc                  Goldman    Sachs                 4,494
       (2,171)
       21,826     Medidata     Solutions     Inc              Bank   of  America    Merrill    Lynch
                                                       (44,525)
       9,748    Medidata     Solutions     Inc              Goldman    Sachs
                                                       (19,886)
       3,181    Medidata     Solutions     Inc              Morgan    Stanley
                                                       (4,867)
        (670)   Medidata     Solutions     Inc              Bank   of  America    Merrill    Lynch        1,108
           Medifast     Inc                   Bank   of  America    Merrill    Lynch        7,717
        (610)
           Medifast     Inc                   Goldman    Sachs                 4,997
        (395)
           Medifast     Inc                   Morgan    Stanley                 89,874
       (6,623)
       4,563    Medley    Management      Inc   ‘A’            Bank   of  America    Merrill    Lynch
                                                        (844)
       32,681     MEDNAX    Inc                    Bank   of  America    Merrill    Lynch
                                                       (86,212)
       28,614     MEDNAX    Inc                    Goldman    Sachs
                                                       (67,110)
       4,180    Medpace    Holdings     Inc               Goldman    Sachs
                                                       (4,598)
           Medpace    Holdings     Inc               Goldman    Sachs                 7,220
       (6,564)
       26,975     Medpace    Holdings     Inc               Bank   of  America    Merrill    Lynch
                                                       (29,672)
       2,270    Medpace    Holdings     Inc               Morgan    Stanley
                                                       (9,307)
                                178/298



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                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           Medpace    Holdings     Inc               Morgan    Stanley                 29,426
       (7,177)
       54,255     Medtronic     Plc                  Goldman    Sachs                225,776
       66,493     Medtronic     Plc                  Bank   of  America    Merrill    Lynch       265,972
       34,185     Medtronic     Plc                  Morgan    Stanley                114,624
       68,853     Meet   Group   Inc/The                  Bank   of  America    Merrill    Lynch
                                                       (39,935)
       20,276     Meet   Group   Inc/The                  Goldman    Sachs
                                                       (11,381)
       13,053     Meet   Group   Inc/The                  Morgan    Stanley
                                                       (5,743)
           MEI  Pharma    Inc                  Bank   of  America    Merrill    Lynch        5,375
      (21,500)
           MEI  Pharma    Inc                  Goldman    Sachs                 6,836
      (15,583)
       1,700    MeiraGTx     Holdings     Plc              Bank   of  America    Merrill    Lynch
                                                       (1,054)
       6,994    MeiraGTx     Holdings     Plc              Goldman    Sachs
                                                       (4,336)
       33,244     Menlo   Therapeutics       Inc              Bank   of  America    Merrill    Lynch
                                                       (1,330)
       27,931     Menlo   Therapeutics       Inc              Goldman    Sachs
                                                       (1,117)
           MercadoLibre       Inc                 Bank   of  America    Merrill    Lynch        11,915
       (1,453)
      137,250     Mercantile      Bank   Corp               Bank   of  America    Merrill    Lynch
                                                      (332,145)
       21,213     Mercantile      Bank   Corp               Goldman    Sachs                (51,335)
       3,406    Mercantile      Bank   Corp               Morgan    Stanley
                                                       (6,029)
       5,825    Merchants     Bancorp/IN                  Bank   of  America    Merrill    Lynch
                                                       (23,882)
       5,343    Merchants     Bancorp/IN                  Goldman    Sachs
                                                       (21,906)
       19,476     Merck   & Co  Inc                  Goldman    Sachs                 4,840
       65,281     Merck   & Co  Inc                  Bank   of  America    Merrill    Lynch        79,790
       17,734     Merck   & Co  Inc                  Morgan    Stanley
                                                       (35,113)
       13,596     Mercury    General    Corp               Bank   of  America    Merrill    Lynch        11,934
       5,284    Mercury    General    Corp               Morgan    Stanley                 3,285
       17,347     Mercury    General    Corp               Goldman    Sachs                21,604
           Mercury    Systems    Inc               Bank   of  America    Merrill    Lynch        9,103
       (1,778)
       3,294    Mercury    Systems    Inc               Bank   of  America    Merrill    Lynch
                                                       (16,048)
       5,607    Mercury    Systems    Inc               Morgan    Stanley
                                                       (9,984)
       4,069    Mercury    Systems    Inc               Goldman    Sachs
                                                       (2,708)
           Meredith     Corp                   Goldman    Sachs                55,664
      (14,740)
      175,577     Meridian     Bancorp    Inc               Bank   of  America    Merrill    Lynch
                                                       (33,360)
       69,189     Meridian     Bancorp    Inc               Goldman    Sachs
                                                       (13,146)
           Meridian     Bioscience      Inc             Bank   of  America    Merrill    Lynch        2,723
      (54,456)
       30,718     Merit   Medical    Systems    Inc            Bank   of  America    Merrill    Lynch
                                                      (167,319)
       25,753     Merit   Medical    Systems    Inc            Morgan    Stanley                (80,459)
       31,935     Merit   Medical    Systems    Inc            Goldman    Sachs
                                                      (157,237)
       26,648     Meritage     Homes   Corp                Bank   of  America    Merrill    Lynch
                                                       (51,164)
       10,204     Meritage     Homes   Corp                Goldman    Sachs
                                                       (19,592)
       66,959     Meritor    Inc                   Goldman    Sachs
                                                       (50,889)
       56,764     Meritor    Inc                   Bank   of  America    Merrill    Lynch
                                                       (43,141)
       30,118     Meritor    Inc                   Morgan    Stanley
                                                       (3,906)
       7,843    Mersana    Therapeutics       Inc             Morgan    Stanley
                                                       (3,608)
       30,584     Mersana    Therapeutics       Inc             Bank   of  America    Merrill    Lynch
                                                       (46,488)
       18,070     Mersana    Therapeutics       Inc             Goldman    Sachs
                                                       (27,466)
           Mesa   Laboratories       Inc              Morgan    Stanley                 22,077
       (3,329)
                                179/298



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                                                   未実現評価益／
                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           Mesa   Laboratories       Inc              Bank   of  America    Merrill    Lynch
       (5,962)                                                (1,669)
           Mesa   Laboratories       Inc              Goldman    Sachs
       (4,495)                                                 (434)
           Meta   Financial     Group   Inc             Bank   of  America    Merrill    Lynch        17,601
      (47,571)
           Meta   Financial     Group   Inc             Morgan    Stanley                107,035
      (75,918)
           Methode    Electronics      Inc             Bank   of  America    Merrill    Lynch       114,232
      (43,600)
      128,302     MetLife    Inc                   Goldman    Sachs
                                                       (85,115)
       27,833     MetLife    Inc                   Morgan    Stanley
                                                       (45,089)
       8,280    Metropolitan       Bank   Holding    Corp          Bank   of  America    Merrill    Lynch
                                                       (11,426)
       5,619    Metropolitan       Bank   Holding    Corp          Goldman    Sachs
                                                       (7,754)
       1,702    Mettler-Toledo        International       Inc         Bank   of  America    Merrill    Lynch
                                                       (9,548)
       2,062    Mettler-Toledo        International       Inc         Goldman    Sachs
                                                       (11,568)
       2,008    Mettler-Toledo        International       Inc         Morgan    Stanley
                                                       (21,184)
           MFA  Financial     Inc  (Reit)              Goldman    Sachs                22,888
      (80,310)
           MFA  Financial     Inc  (Reit)              Bank   of  America    Merrill    Lynch        67,529
      (236,944)
           MGE  Energy    Inc                  Morgan    Stanley                 26,349
       (4,267)
       (2,918)    MGE  Energy    Inc                  Goldman    Sachs                11,832
           MGE  Energy    Inc                  Bank   of  America    Merrill    Lynch        95,434
      (23,535)
           MGIC   Investment      Corp               Bank   of  America    Merrill    Lynch        44,804
      (82,971)
           MGIC   Investment      Corp               Morgan    Stanley                 16,213
      (28,951)
       7,248    MGM  Growth    Properties      LLC  (Reit)    ‘A’      Goldman    Sachs
                                                       (6,958)
      100,263     MGM  Growth    Properties      LLC  (Reit)    ‘A’      Bank   of  America    Merrill    Lynch
                                                       (96,252)
           MGM  Growth    Properties      LLC  (Reit)    ‘A’      Goldman    Sachs                12,669
      (13,197)
           MGM  Growth    Properties      LLC  (Reit)    ‘A’      Morgan    Stanley                 8,892
       (8,550)
           MGM  Resorts    International                 Bank   of  America    Merrill    Lynch        52,959
      (48,577)
           MGM  Resorts    International                 Morgan    Stanley                 76,477
      (108,756)
           MGM  Resorts    International                 Goldman    Sachs                102,313
      (105,565)
           MGP  Ingredients      Inc               Morgan    Stanley                 57,028
      (11,182)
           MGP  Ingredients      Inc               Goldman    Sachs                54,046
      (11,101)
           Michaels     Cos  Inc/The                 Bank   of  America    Merrill    Lynch        35,843
      (18,766)
           Michaels     Cos  Inc/The                 Morgan    Stanley                 31,749
      (41,775)
           Michaels     Cos  Inc/The                 Goldman    Sachs                21,090
      (11,042)
           Microchip     Technology      Inc             Goldman    Sachs                224,765
      (46,826)
           Micron    Technology      Inc              Bank   of  America    Merrill    Lynch       394,923
      (72,504)
           Micron    Technology      Inc              Morgan    Stanley                162,672
      (89,874)
      (83,570)     Micron    Technology      Inc              Goldman    Sachs                458,799
           Microsoft     Corp                  Bank   of  America    Merrill    Lynch        57,215
      (25,429)
           Microsoft     Corp                  Morgan    Stanley                 67,678
      (17,923)
           Microsoft     Corp                  Goldman    Sachs                188,255
      (83,669)
           MicroStrategy       Inc   ‘A’              Bank   of  America    Merrill    Lynch        38,197
       (9,342)
           MicroStrategy       Inc   ‘A’              Morgan    Stanley                 20,631
       (4,898)
           MicroStrategy       Inc   ‘A’              Goldman    Sachs                82,472
      (19,985)
           Mid  Penn   Bancorp    Inc               Morgan    Stanley                 2,132
       (3,231)
           Mid-America      Apartment     Communities      Inc
                                   Goldman    Sachs
       (7,676)                                                 (413)
           (Reit)
           Mid-America      Apartment     Communities      Inc
                                   Bank   of  America    Merrill    Lynch
      (26,465)                                                (15,085)
           (Reit)
                                180/298



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                                                ブラックロック・ジャパン株式会社(E09096)
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                                                   未実現評価益／
                                                     （損）
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                                                    （米ドル）
           米国（続き）
           Mid-America      Apartment     Communities      Inc  (Reit)    Morgan    Stanley                 2,262
       (1,824)
           Middleby     Corp/The                   Bank   of  America    Merrill    Lynch        78,048
      (11,772)
        300   Middleby     Corp/The                   Morgan    Stanley
                                                       (2,271)
        499   Middleby     Corp/The                   Goldman    Sachs
                                                       (3,308)
           Middlefield      Banc   Corp               Bank   of  America    Merrill    Lynch         234
        (570)
           Middlesex     Water   Co               Bank   of  America    Merrill    Lynch       127,160
      (53,654)
           Middlesex     Water   Co               Goldman    Sachs                 3,266
       (1,030)
           Middlesex     Water   Co               Morgan    Stanley                 10,346
       (5,091)
           MidSouth     Bancorp    Inc               Bank   of  America    Merrill    Lynch       156,975
      (245,274)
           MidSouth     Bancorp    Inc               Goldman    Sachs                 9,635
      (15,054)
       10,327     MidWestOne      Financial     Group   Inc          Goldman    Sachs
                                                       (6,416)
       9,786    MidWestOne      Financial     Group   Inc          Morgan    Stanley
                                                       (11,408)
        481   Milacron     Holdings     Corp              Bank   of  America    Merrill    Lynch
                                                        (866)
       4,872    Milacron     Holdings     Corp              Goldman    Sachs
                                                       (8,770)
           Millendo     Therapeutics       Inc            Morgan    Stanley
      (12,573)                                                 (1,194)
       59,869     Miller    Industries      Inc/TN              Bank   of  America    Merrill    Lynch       (331,076)
       6,186    Miller    Industries      Inc/TN              Goldman    Sachs
                                                       (34,209)
       6,983    Miller    Industries      Inc/TN              Morgan    Stanley
                                                       (21,787)
           Minerals     Technologies       Inc            Bank   of  America    Merrill    Lynch       138,046
      (25,564)
           Minerals     Technologies       Inc            Morgan    Stanley                 34,994
      (11,743)
           Minerals     Technologies       Inc            Goldman    Sachs                96,359
      (18,368)
           Minerva    Neurosciences       Inc            Bank   of  America    Merrill    Lynch        91,548
      (57,942)
       51,209     Miragen    Therapeutics       Inc             Goldman    Sachs
                                                       (35,334)
       1,884    Miragen    Therapeutics       Inc             Morgan    Stanley
                                                       (1,055)
           Mirati    Therapeutics       Inc             Morgan    Stanley                 33,012
       (3,987)
           Mirati    Therapeutics       Inc             Bank   of  America    Merrill    Lynch
       (1,296)                                                (5,962)
           Mirati    Therapeutics       Inc             Goldman    Sachs
       (1,080)                                                (4,968)
           Misonix    Inc                   Bank   of  America    Merrill    Lynch
      (13,631)                                                (31,351)
           Misonix    Inc                   Goldman    Sachs
       (1,730)                                                (3,979)
           Misonix    Inc                   Morgan    Stanley
      (35,972)                                                (24,101)
       66,641     Mistras    Group   Inc                Bank   of  America    Merrill    Lynch
                                                       (11,329)
           Mitek   Systems    Inc                Goldman    Sachs                 2,541
       (9,410)
           Mitek   Systems    Inc                Bank   of  America    Merrill    Lynch        6,300
      (23,335)
       7,385    MKS  Instruments      Inc               Goldman    Sachs
                                                       (67,530)
       6,689    MKS  Instruments      Inc               Bank   of  America    Merrill    Lynch       (68,228)
       9,533    MKS  Instruments      Inc               Morgan    Stanley
                                                       (35,081)
       42,307     Mobile    Mini   Inc                 Morgan    Stanley
                                                      (128,472)
       39,550     Mobile    Mini   Inc                 Bank   of  America    Merrill    Lynch
                                                      (128,538)
       52,803     Mobile    Mini   Inc                 Goldman    Sachs
                                                      (164,722)
       3,247    MobileIron      Inc                  Morgan    Stanley
                                                        (552)
       46,471     MobileIron      Inc                  Goldman    Sachs
                                                       (2,324)
           Modine    Manufacturing       Co             Goldman    Sachs                 5,196
       (7,224)
           Modine    Manufacturing       Co             Morgan    Stanley                  204
       (1,701)
       35,573     Moelis    & Co  ‘A’                 Bank   of  America    Merrill    Lynch
                                                       (25,257)
       43,383     Moelis    & Co  ‘A’                 Goldman    Sachs
                                                       (30,802)
                                181/298



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           米国（続き）
       1,491    Moelis    & Co  ‘A’                 Morgan    Stanley
                                                       (2,087)
           Moelis    & Co  ‘A’                 Bank   of  America    Merrill    Lynch        2,061
       (1,174)
           Moelis    & Co  ‘A’                 Goldman    Sachs                 1,377
       (1,452)
           Moelis    & Co  ‘A’                 Morgan    Stanley                 5,420
       (6,570)
           Mohawk    Industries      Inc              Bank   of  America    Merrill    Lynch
      (35,386)                                                 (6,369)
           Mohawk    Industries      Inc              Morgan    Stanley                 10,433
       (2,404)
           Mohawk    Industries      Inc              Goldman    Sachs
       (8,284)                                                (1,491)
       24,555     Molecular     Templates     Inc             Goldman    Sachs                14,979
           Molina    Healthcare      Inc              Bank   of  America    Merrill    Lynch
      (13,784)                                                (110,961)
           Molina    Healthcare      Inc              Morgan    Stanley
        (736)                                               (2,775)
           Molina    Healthcare      Inc              Goldman    Sachs
       (4,103)                                                (33,029)
       11,799     Molson    Coors   Brewing    Co  ‘B’           Bank   of  America    Merrill    Lynch
                                                       (50,736)
           Momenta    Pharmaceuticals        Inc           Bank   of  America    Merrill    Lynch        48,939
      (20,737)
           Momenta    Pharmaceuticals        Inc           Goldman    Sachs                24,609
      (10,314)
           Momenta    Pharmaceuticals        Inc           Morgan    Stanley                 6,873
       (5,091)
       8,600    Monarch    Casino    & Resort    Inc           Bank   of  America    Merrill    Lynch        (5,504)
       4,081    Monarch    Casino    & Resort    Inc           Goldman    Sachs
                                                       (2,185)
       5,302    Monarch    Casino    & Resort    Inc           Morgan    Stanley
                                                       (6,191)
           Mondelez     International       Inc   ‘A’         Goldman    Sachs                167,283
      (111,909)
           Mondelez     International       Inc   ‘A’         Bank   of  America    Merrill    Lynch       104,358
      (89,195)
           Mondelez     International       Inc   ‘A’         Morgan    Stanley                159,587
      (113,256)
           MoneyGram     International       Inc           Bank   of  America    Merrill    Lynch        10,181
      (19,579)
           MoneyGram     International       Inc           Morgan    Stanley                 2,806
       (6,378)
           MongoDB    Inc                   Morgan    Stanley                 23,711
       (4,457)
           MongoDB    Inc                   Goldman    Sachs                 1,326
       (1,020)
           Monmouth     Real   Estate    Investment      Corp   (Reit)    Goldman    Sachs                11,666
      (116,662)
           Monmouth     Real   Estate    Investment      Corp   (Reit)    Morgan    Stanley                 14,257
      (34,154)
           Monolithic      Power   Systems    Inc           Bank   of  America    Merrill    Lynch        5,686
        (456)
           Monolithic      Power   Systems    Inc           Morgan    Stanley                  835
        (604)
           Monolithic      Power   Systems    Inc           Goldman    Sachs                 6,042
       (1,596)
           Monotype     Imaging    Holdings     Inc          Bank   of  America    Merrill    Lynch        9,184
      (21,357)
           Monotype     Imaging    Holdings     Inc          Goldman    Sachs                12,536
      (29,153)
        726   Monro   Inc                    Bank   of  America    Merrill    Lynch
                                                        (335)
        493   Monro   Inc                    Morgan    Stanley
                                                       (2,130)
       (1,994)    Monro   Inc                    Bank   of  America    Merrill    Lynch         (40)
           Monro   Inc                    Goldman    Sachs
      (12,222)                                                  (244)
       1,474    Monro   Inc                    Goldman    Sachs
                                                        (590)
           Monro   Inc                    Morgan    Stanley                 7,776
       (1,800)
       11,985     Monster    Beverage     Corp               Bank   of  America    Merrill    Lynch
                                                       (10,547)
           Monster    Beverage     Corp               Morgan    Stanley                 14,760
       (8,466)
           Monster    Beverage     Corp               Goldman    Sachs                 7,337
       (4,912)
           Moody’s     Corp                   Bank   of  America    Merrill    Lynch        35,852
      (21,214)
           Moody’s     Corp                   Goldman    Sachs                13,206
       (7,814)
       10,177     Moog   Inc   ‘A’                  Bank   of  America    Merrill    Lynch
                                                       (35,619)
       9,009    Moog   Inc   ‘A’                  Goldman    Sachs
                                                       (31,531)
                                182/298



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                                                    （米ドル）
           米国（続き）
       1,916    Moog   Inc   ‘A’                  Morgan    Stanley
                                                       (7,990)
       87,353     Morgan    Stanley                    Goldman    Sachs
                                                       (98,506)
      145,370     Morgan    Stanley                    Bank   of  America    Merrill    Lynch
                                                      (408,053)
       10,602     Morningstar      Inc                 Bank   of  America    Merrill    Lynch        48,451
       1,170    Morningstar      Inc                 Morgan    Stanley                 1,755
       3,427    Morningstar      Inc                 Goldman    Sachs                15,661
           Mosaic    Co/The                    Bank   of  America    Merrill    Lynch        32,484
      (19,398)
           Mosaic    Co/The                    Morgan    Stanley                 39,989
      (30,067)
           Mosaic    Co/The                    Goldman    Sachs                60,532
      (35,434)
           Motorcar     Parts   of  America    Inc          Goldman    Sachs                 4,646
       (1,339)
           Motorcar     Parts   of  America    Inc          Morgan    Stanley                 19,350
       (6,537)
           Motorola     Solutions     Inc              Bank   of  America    Merrill    Lynch
       (1,749)                                                 (172)
           Motorola     Solutions     Inc              Morgan    Stanley                 6,605
       (1,766)
       3,323    Motorola     Solutions     Inc              Bank   of  America    Merrill    Lynch        12,328
           Motorola     Solutions     Inc              Goldman    Sachs                  530
       (7,115)
        277   Movado    Group   Inc                 Morgan    Stanley                 (1,698)
           Mr  Cooper    Group   Inc               Goldman    Sachs                86,587
      (53,121)
           Mr  Cooper    Group   Inc               Morgan    Stanley                 50,315
      (31,447)
           Mr  Cooper    Group   Inc               Bank   of  America    Merrill    Lynch        35,364
      (21,696)
           MRC  Global    Inc                  Bank   of  America    Merrill    Lynch        57,888
      (36,638)
           MSA  Safety    Inc                  Goldman    Sachs                29,773
       (4,118)
       3,531    MSA  Safety    Inc                  Bank   of  America    Merrill    Lynch
                                                       (25,529)
       18,839     MSA  Safety    Inc                  Morgan    Stanley
                                                      (142,234)
       8,962    MSA  Safety    Inc                  Goldman    Sachs
                                                       (64,795)
           MSA  Safety    Inc                  Bank   of  America    Merrill    Lynch        45,918
       (6,351)
           MSC  Industrial      Direct    Co  Inc   ‘A’        Bank   of  America    Merrill    Lynch       229,145
      (56,579)
           MSC  Industrial      Direct    Co  Inc   ‘A’        Goldman    Sachs                42,578
      (10,513)
       3,187    MSCI   Inc                     Bank   of  America    Merrill    Lynch
                                                       (11,070)
       2,798    MSCI   Inc                     Goldman    Sachs
                                                       (4,365)
       1,505    MSCI   Inc                     Morgan    Stanley
                                                       (8,699)
           MSCI   Inc                     Bank   of  America    Merrill    Lynch        36,092
      (23,136)
       83,776     MSG  Networks     Inc   ‘A’              Bank   of  America    Merrill    Lynch
                                                      (105,558)
       67,209     MSG  Networks     Inc   ‘A’              Goldman    Sachs
                                                       (84,683)
       40,098     MSG  Networks     Inc   ‘A’              Morgan    Stanley
                                                       (48,442)
      (18,194)     MTS  Systems    Corp                 Bank   of  America    Merrill    Lynch        35,842
           MTS  Systems    Corp                 Goldman    Sachs                21,887
      (11,163)
           MTS  Systems    Corp                 Morgan    Stanley                 29,091
      (10,101)
           Mueller    Industries      Inc              Bank   of  America    Merrill    Lynch        40,766
      (29,328)
           Mueller    Industries      Inc              Goldman    Sachs                 1,557
       (2,534)
           Mueller    Water   Products     Inc   ‘A’         Bank   of  America    Merrill    Lynch        7,194
      (32,700)
           Mueller    Water   Products     Inc   ‘A’         Goldman    Sachs                  697
       (3,166)
           Mueller    Water   Products     Inc   ‘A’         Morgan    Stanley                 3,406
      (15,482)
           Murphy    Oil  Corp                  Bank   of  America    Merrill    Lynch        30,600
       (9,871)
           Murphy    Oil  Corp                  Morgan    Stanley                 3,041
       (1,789)
           Murphy    Oil  Corp                  Goldman    Sachs                90,756
      (29,276)
                                183/298



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                                                     （損）
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                                                    （米ドル）
           米国（続き）
        821   Murphy    USA  Inc                  Bank   of  America    Merrill    Lynch
                                                       (3,112)
       23,190     Murphy    USA  Inc                  Goldman    Sachs
                                                       (87,890)
           Myers   Industries      Inc               Goldman    Sachs                21,104
      (15,183)
           Myers   Industries      Inc               Morgan    Stanley                 14,612
      (16,604)
           Myers   Industries      Inc               Bank   of  America    Merrill    Lynch       104,595
      (75,248)
       15,642     Mylan   NV                    Goldman    Sachs
                                                       (50,054)
       2,012    Mylan   NV                    Morgan    Stanley
                                                       (5,634)
           MyoKardia     Inc                  Goldman    Sachs                43,165
      (11,398)
           MyoKardia     Inc                  Morgan    Stanley                 41,098
      (11,871)
       19,192     MYR  Group   Inc                  Bank   of  America    Merrill    Lynch        8,253
       13,413     MYR  Group   Inc                  Goldman    Sachs                 5,768
       15,188     MYR  Group   Inc                  Morgan    Stanley
                                                       (24,149)
           Myriad    Genetics     Inc               Bank   of  America    Merrill    Lynch        19,118
       (7,999)
       14,635     Myriad    Genetics     Inc               Goldman    Sachs
                                                       (23,602)
       5,554    Myriad    Genetics     Inc               Morgan    Stanley
                                                       (3,028)
      279,475     Nabors    Industries      Ltd              Bank   of  America    Merrill    Lynch       (409,431)
       35,715     Nabors    Industries      Ltd              Morgan    Stanley                  100
           NACCO   Industries      Inc   ‘A’            Bank   of  America    Merrill    Lynch
       (6,265)                                                 (439)
           NACCO   Industries      Inc   ‘A’            Morgan    Stanley                 4,352
       (3,131)
           NACCO   Industries      Inc   ‘A’            Goldman    Sachs
       (1,890)                                                 (107)
       6,802    Nanometrics      Inc                 Bank   of  America    Merrill    Lynch
                                                       (30,473)
       1,105    NanoString      Technologies       Inc           Bank   of  America    Merrill    Lynch
                                                        (522)
       2,646    NanoString      Technologies       Inc           Morgan    Stanley                   70
       9,735    Napco   Security     Technologies       Inc         Goldman    Sachs
                                                       (6,912)
       1,213    Napco   Security     Technologies       Inc         Morgan    Stanley
                                                       (2,438)
           Nasdaq    Inc                    Bank   of  America    Merrill    Lynch        36,628
      (63,152)
           Nasdaq    Inc                    Morgan    Stanley                 1,000
       (5,558)
       20,944     Natera    Inc                    Bank   of  America    Merrill    Lynch
                                                       (6,493)
        783   Nathan’s     Famous    Inc               Morgan    Stanley                 2,412
        953   Nathan’s     Famous    Inc               Bank   of  America    Merrill    Lynch        1,430
        400   Nathan’s     Famous    Inc               Goldman    Sachs                  600
        863   National     Bank   Holdings     Corp   ‘A’         Bank   of  America    Merrill    Lynch
                                                        (835)
       16,757     National     Bank   Holdings     Corp   ‘A’         Morgan    Stanley
                                                       (24,088)
       7,331    National     Bank   Holdings     Corp   ‘A’         Goldman    Sachs
                                                       (11,079)
      (15,764)     National     Bankshares      Inc             Morgan    Stanley                 32,947
       6,303    National     Beverage     Corp              Bank   of  America    Merrill    Lynch
                                                       (43,617)
       4,461    National     Beverage     Corp              Morgan    Stanley
                                                       (29,220)
           National     Beverage     Corp              Bank   of  America    Merrill    Lynch        8,823
       (1,275)
           National     Beverage     Corp              Morgan    Stanley                103,483
      (15,799)
           National     Beverage     Corp              Goldman    Sachs                46,613
       (6,736)
       11,483     National     Beverage     Corp              Goldman    Sachs
                                                       (79,462)
           National     CineMedia     Inc              Bank   of  America    Merrill    Lynch        5,553
       (6,310)
           National     CineMedia     Inc              Goldman    Sachs                34,666
      (39,393)
           National     CineMedia     Inc              Morgan    Stanley                 1,997
       (3,915)
       12,516     National     Energy    Services     Reunited     Corp      Goldman    Sachs
                                                       (6,008)
                                184/298



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                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
       14,230     National     Energy    Services     Reunited     Corp      Bank   of  America    Merrill    Lynch
                                                       (6,830)
       24,365     National     Energy    Services     Reunited     Corp      Morgan    Stanley
                                                       (23,390)
           National     Fuel   Gas  Co              Bank   of  America    Merrill    Lynch       383,082
      (108,781)
           National     Fuel   Gas  Co              Morgan    Stanley                236,666
      (75,884)
           National     Fuel   Gas  Co              Goldman    Sachs                140,062
      (39,792)
       41,417     National     General    Holdings     Corp          Goldman    Sachs
                                                       (44,105)
       82,708     National     General    Holdings     Corp          Morgan    Stanley
                                                       (74,416)
       4,941    National     General    Holdings     Corp          Bank   of  America    Merrill    Lynch
                                                       (5,633)
           National     Health    Investors     Inc  (Reit)        Bank   of  America    Merrill    Lynch       120,993
      (111,003)
       10,101     National     HealthCare      Corp             Bank   of  America    Merrill    Lynch
                                                       (20,000)
       1,951    National     HealthCare      Corp             Goldman    Sachs
                                                       (3,863)
       2,826    National     HealthCare      Corp             Morgan    Stanley
                                                       (6,217)
      117,732     National     Instruments      Corp             Bank   of  America    Merrill    Lynch
                                                      (282,557)
       40,343     National     Instruments      Corp             Morgan    Stanley
                                                       (54,232)
       95,361     National     Instruments      Corp             Goldman    Sachs
                                                      (220,099)
       14,629     National     Oilwell    Varco   Inc            Morgan    Stanley                (27,706)
       33,566     National     Oilwell    Varco   Inc            Bank   of  America    Merrill    Lynch
                                                      (114,148)
       71,639     National     Oilwell    Varco   Inc            Goldman    Sachs
                                                      (271,742)
           National     Presto    Industries      Inc          Bank   of  America    Merrill    Lynch        17,050
       (7,349)
           National     Presto    Industries      Inc          Goldman    Sachs                15,089
       (6,504)
           National     Presto    Industries      Inc          Morgan    Stanley                 4,119
       (1,688)
       1,547    National     Research     Corp              Morgan    Stanley                 2,583
           National     Retail    Properties      Inc  (Reit)        Morgan    Stanley                 36,041
      (60,844)
           National     Retail    Properties      Inc  (Reit)        Bank   of  America    Merrill    Lynch        7,329
      (19,403)
           National     Retail    Properties      Inc  (Reit)        Goldman    Sachs                 2,518
      (16,118)
       51,287     National     Retail    Properties      Inc  (Reit)        Bank   of  America    Merrill    Lynch
                                                       (36,414)
       21,728     National     Storage    Affiliates      Trust   (Reit)      Morgan    Stanley
                                                       (7,822)
       72,890     National     Storage    Affiliates      Trust   (Reit)      Bank   of  America    Merrill    Lynch
                                                       (34,258)
           National     Vision    Holdings     Inc           Goldman    Sachs                13,574
      (27,702)
           National     Vision    Holdings     Inc           Bank   of  America    Merrill    Lynch        6,868
      (14,017)
           National     Vision    Holdings     Inc           Morgan    Stanley                 15,959
      (25,331)
           National     Western    Life   Grou   ‘A’         Goldman    Sachs                  772
        (501)
           National     Western    Life   Grou   ‘A’         Bank   of  America    Merrill    Lynch        4,374
       (2,840)
        767   Natural    Gas  Services     Group   Inc          Bank   of  America    Merrill    Lynch
                                                        (997)
       8,285    Natural    Gas  Services     Group   Inc          Goldman    Sachs                (8,087)
       7,883    Natural    Gas  Services     Group   Inc          Morgan    Stanley
                                                       (6,443)
       36,265     Natural    Health    Trends    Corp            Goldman    Sachs
                                                       (13,418)
       36,450     Natural    Health    Trends    Corp            Morgan    Stanley
                                                       (16,038)
       30,747     Natural    Health    Trends    Corp            Bank   of  America    Merrill    Lynch
                                                       (11,376)
           Nature’s     Sunshine     Products     Inc         Bank   of  America    Merrill    Lynch        15,259
      (40,154)
           Natus   Medical    Inc                Bank   of  America    Merrill    Lynch        23,500
      (21,560)
           Natus   Medical    Inc                Goldman    Sachs                 2,824
       (2,591)
       6,399    Nautilus     Inc                   Morgan    Stanley
                                                       (2,368)
       58,805     Nautilus     Inc                   Goldman    Sachs
                                                       (51,184)
           Navient    Corp                   Bank   of  America    Merrill    Lynch        19,485
      (28,654)
                                185/298



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
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                                                   未実現評価益／
                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           Navigant     Consulting      Inc             Bank   of  America    Merrill    Lynch        67,181
      (97,364)
           Navigator     Holdings     Ltd              Goldman    Sachs                 7,872
      (23,856)
       50,426     Navistar     International       Corp            Goldman    Sachs
                                                       (82,699)
       1,608    Navistar     International       Corp            Bank   of  America    Merrill    Lynch
                                                       (2,637)
       9,046    Navistar     International       Corp            Morgan    Stanley
                                                       (6,784)
           NBT  Bancorp    Inc                 Morgan    Stanley                  778
        (702)
           NBT  Bancorp    Inc                 Goldman    Sachs                  639
       (1,621)
           NCR  Corp                     Bank   of  America    Merrill    Lynch        19,964
      (44,364)
       4,525    NCS  Multistage      Holdings     Inc           Bank   of  America    Merrill    Lynch
                                                       (2,489)
       54,454     NCS  Multistage      Holdings     Inc           Goldman    Sachs
                                                       (29,950)
           Neenah    Inc                    Morgan    Stanley                 20,259
       (7,616)
           Neenah    Inc                    Bank   of  America    Merrill    Lynch        52,249
      (18,333)
           Nelnet    Inc   ‘A’                 Bank   of  America    Merrill    Lynch        32,190
      (12,774)
           Nelnet    Inc   ‘A’                 Goldman    Sachs                45,400
      (18,016)
           Nelnet    Inc   ‘A’                 Morgan    Stanley                 24,065
      (16,483)
        (776)   Neogen    Corp                    Morgan    Stanley                 2,437
       2,903    NeoGenomics      Inc                 Bank   of  America    Merrill    Lynch
                                                       (5,777)
       10,862     NeoGenomics      Inc                 Goldman    Sachs
                                                       (21,615)
       5,917    NeoGenomics      Inc                 Morgan    Stanley
                                                       (4,024)
       28,099     Neon   Therapeutics       Inc              Goldman    Sachs
                                                       (17,140)
       12,902     Neon   Therapeutics       Inc              Bank   of  America    Merrill    Lynch
                                                       (7,870)
       1,705    Neon   Therapeutics       Inc              Morgan    Stanley                  682
       55,475     NeoPhotonics       Corp                 Bank   of  America    Merrill    Lynch
                                                      (100,410)
       28,268     NeoPhotonics       Corp                 Goldman    Sachs
                                                       (51,165)
       11,673     NeoPhotonics       Corp                 Morgan    Stanley
                                                        (700)
           NetApp    Inc                    Goldman    Sachs                54,012
       (6,430)
           Netflix    Inc                   Bank   of  America    Merrill    Lynch        20,906
       (2,224)
           Netflix    Inc                   Morgan    Stanley                 37,857
       (3,178)
           Netflix    Inc                   Goldman    Sachs                61,382
       (6,485)
           NETGEAR    Inc                   Bank   of  America    Merrill    Lynch        60,380
      (22,363)
           NETGEAR    Inc                   Morgan    Stanley                 28,220
      (12,945)
           NETGEAR    Inc                   Goldman    Sachs                49,221
      (18,230)
           NetScout     Systems    Inc               Bank   of  America    Merrill    Lynch        90,974
      (53,831)
           NetScout     Systems    Inc               Morgan    Stanley                 10,628
       (9,007)
      (15,237)     NetScout     Systems    Inc               Goldman    Sachs                25,751
           Neurocrine      Biosciences      Inc            Bank   of  America    Merrill    Lynch
       (5,157)                                                (18,585)
           Neurocrine      Biosciences      Inc            Goldman    Sachs
       (8,072)                                                (42,324)
           Neurocrine      Biosciences      Inc            Morgan    Stanley
      (14,560)                                                (58,982)
           Neuronetics      Inc                 Goldman    Sachs                11,925
       (3,042)
           Nevro   Corp                    Bank   of  America    Merrill    Lynch        12,880
       (3,558)
           Nevro   Corp                    Morgan    Stanley                 17,980
      (26,441)
           New  Fortress     Energy    LLC             Bank   of  America    Merrill    Lynch        7,362
      (17,121)
           New  Fortress     Energy    LLC             Morgan    Stanley                 84,107
      (51,285)
           New  Home   Co  Inc/The                 Goldman    Sachs                 1,970
       (8,566)
           New  Home   Co  Inc/The                 Bank   of  America    Merrill    Lynch        1,582
       (6,877)
                                186/298



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
       14,675     New  Jersey    Resources     Corp             Bank   of  America    Merrill    Lynch
                                                       (43,731)
        945   New  Jersey    Resources     Corp             Morgan    Stanley
                                                       (2,221)
       8,006    New  Jersey    Resources     Corp             Goldman    Sachs
                                                       (23,858)
       25,105     New  Media   Investment      Group   Inc          Goldman    Sachs
                                                       (10,075)
       8,633    New  Media   Investment      Group   Inc          Morgan    Stanley
                                                        (170)
       8,742    New  Relic   Inc                  Goldman    Sachs                 5,993
       19,519     New  Relic   Inc                  Bank   of  America    Merrill    Lynch
                                                       (8,003)
       12,411     New  Relic   Inc                  Morgan    Stanley                 29,414
           New  Residential      Investment      Corp   (Reit)       Bank   of  America    Merrill    Lynch       195,114
      (118,251)
       57,790     New  Senior    Investment      Group   Inc  (Reit)       Morgan    Stanley                 5,779
       69,094     New  Senior    Investment      Group   Inc  (Reit)       Bank   of  America    Merrill    Lynch
                                                       (3,455)
      192,788     New  Senior    Investment      Group   Inc  (Reit)       Goldman    Sachs
                                                       (9,639)
           New  York   Community     Bancorp    Inc          Bank   of  America    Merrill    Lynch       152,094
      (227,006)
       37,988     New  York   Community     Bancorp    Inc          Bank   of  America    Merrill    Lynch
                                                       (20,889)
       33,074     New  York   Community     Bancorp    Inc          Morgan    Stanley
                                                       (7,938)
      (343,521)     New  York   Mortgage     Trust   Inc  (Reit)         Bank   of  America    Merrill    Lynch        1,718
       5,172    New  York   Times   Co/The    ‘A’            Bank   of  America    Merrill    Lynch
                                                       (9,672)
       10,055     New  York   Times   Co/The    ‘A’            Morgan    Stanley
                                                       (27,048)
       24,325     New  York   Times   Co/The    ‘A’            Goldman    Sachs
                                                       (45,488)
           Newell    Brands    Inc                Bank   of  America    Merrill    Lynch       125,092
      (49,937)
       73,488     NewLink    Genetics     Corp               Bank   of  America    Merrill    Lynch        8,084
       21,404     Newmark    Group   Inc   ‘A’              Goldman    Sachs
                                                       (4,495)
        880   Newmark    Group   Inc   ‘A’              Morgan    Stanley
                                                        (440)
           Newmark    Group   Inc   ‘A’              Bank   of  America    Merrill    Lynch        8,681
      (41,338)
           NewMarket     Corp                  Morgan    Stanley                 73,717
       (3,712)
           NewMarket     Corp                  Goldman    Sachs                239,914
      (11,276)
      138,076     Newmont    Goldcorp     Corp               Bank   of  America    Merrill    Lynch       254,641
       84,971     Newmont    Goldcorp     Corp               Morgan    Stanley                 98,712
       54,094     Newmont    Goldcorp     Corp               Goldman    Sachs                91,249
           Newpark    Resources     Inc              Morgan    Stanley                 5,678
       (9,962)
           Newpark    Resources     Inc              Goldman    Sachs                28,717
      (38,412)
           Newpark    Resources     Inc              Bank   of  America    Merrill    Lynch        24,649
      (32,865)
           News   Corp   ‘A’                  Bank   of  America    Merrill    Lynch         929
       (7,145)
           News   Corp   ‘A’                  Morgan    Stanley                 87,756
      (274,236)
      (289,045)     News   Corp   ‘A’                  Goldman    Sachs                37,576
           News   Corp   ‘B’                  Morgan    Stanley                 5,407
      (20,796)
           News   Corp   ‘B’                  Bank   of  America    Merrill    Lynch
      (122,786)                                                   －
           News   Corp   ‘B’                  Goldman    Sachs
      (26,199)                                                   －
       7,043    Nexpoint     Residential      (Reit)             Morgan    Stanley
                                                       (1,914)
       14,997     Nexpoint     Residential      (Reit)             Bank   of  America    Merrill    Lynch
                                                       (8,248)
       12,897     Nexpoint     Residential      (Reit)             Goldman    Sachs
                                                       (6,771)
        954   Nexstar    Media   Group   Inc   ‘A’           Morgan    Stanley
                                                        (696)
           NextEra    Energy    Inc                Morgan    Stanley                 18,743
       (4,870)
           NextEra    Energy    Inc                Goldman    Sachs
      (37,709)                                                (118,406)
           NextEra    Energy    Inc                Bank   of  America    Merrill    Lynch
      (66,643)                                                (208,434)
                                187/298



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                                                ブラックロック・ジャパン株式会社(E09096)
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                                                   未実現評価益／
                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
       8,095    NextGen    Healthcare      Inc              Bank   of  America    Merrill    Lynch
                                                       (2,590)
       32,827     NextGen    Healthcare      Inc              Goldman    Sachs
                                                       (10,505)
       78,627     NIC  Inc                     Goldman    Sachs
                                                       (45,604)
       21,171     NIC  Inc                     Bank   of  America    Merrill    Lynch
                                                       (12,279)
       28,546     Nicholas     Financial     Inc              Bank   of  America    Merrill    Lynch        24,264
       9,092    Nicolet    Bankshares      Inc              Bank   of  America    Merrill    Lynch
                                                       (9,274)
       2,104    Nicolet    Bankshares      Inc              Goldman    Sachs
                                                       (2,146)
       1,134    Nicolet    Bankshares      Inc              Morgan    Stanley
                                                       (1,746)
           Nielsen    Holdings     Plc               Morgan    Stanley                 30,593
      (19,611)
           Nielsen    Holdings     Plc               Goldman    Sachs                63,003
      (44,683)
           NII  Holdings     Inc                 Morgan    Stanley                  334
       (5,570)
           NII  Holdings     Inc                 Bank   of  America    Merrill    Lynch        8,880
      (88,795)
           NII  Holdings     Inc                 Goldman    Sachs                10,584
      (105,835)
       51,850     NIKE   Inc   ‘B’                  Bank   of  America    Merrill    Lynch
                                                      (319,915)
       21,779     NIKE   Inc   ‘B’                  Goldman    Sachs
                                                      (134,376)
       56,006     NIKE   Inc   ‘B’                  Morgan    Stanley                (267,766)
           Nine   Energy    Service    Inc             Bank   of  America    Merrill    Lynch        99,161
      (20,876)
           Nine   Energy    Service    Inc             Goldman    Sachs                 7,353
       (1,548)
           Nine   Energy    Service    Inc             Morgan    Stanley                 4,288
       (1,201)
           NiSource     Inc                   Goldman    Sachs                96,134
      (189,587)
           NiSource     Inc                   Bank   of  America    Merrill    Lynch        96,869
      (197,692)
           NiSource     Inc                   Morgan    Stanley                 56,310
      (94,998)
           NL  Industries      Inc                Bank   of  America    Merrill    Lynch        4,852
      (25,535)
           NL  Industries      Inc                Goldman    Sachs                 1,593
       (8,386)
           nLight    Inc                    Morgan    Stanley                 70,007
      (35,637)
           NMI  Holdings     Inc   ‘A’              Bank   of  America    Merrill    Lynch        2,024
       (7,783)
           NMI  Holdings     Inc   ‘A’              Morgan    Stanley                 61,130
      (38,936)
           NN  Inc                      Bank   of  America    Merrill    Lynch       160,053
      (118,558)
           NN  Inc                      Goldman    Sachs                26,537
      (19,657)
       96,602     Noble   Corp   Plc                  Goldman    Sachs
                                                       (29,947)
       49,711     Noble   Corp   Plc                  Morgan    Stanley
                                                        (497)
       4,744    Noble   Energy    Inc                 Bank   of  America    Merrill    Lynch
                                                       (12,809)
       28,551     Noble   Energy    Inc                 Morgan    Stanley
                                                       (55,103)
           Noble   Energy    Inc                 Bank   of  America    Merrill    Lynch        78,619
      (29,118)
      (11,424)     Noble   Energy    Inc                 Goldman    Sachs                30,845
       15,792     Nomad   Foods   Ltd                 Bank   of  America    Merrill    Lynch
                                                       (13,897)
           Noodles    & Co                  Bank   of  America    Merrill    Lynch        20,552
      (16,183)
           Noodles    & Co                  Morgan    Stanley                 24,127
      (25,132)
       91,003     Nordic    American     Tankers    Ltd           Bank   of  America    Merrill    Lynch
                                                       (30,941)
           Nordson    Corp                   Bank   of  America    Merrill    Lynch       358,767
      (29,335)
           Nordson    Corp                   Morgan    Stanley                132,466
      (24,041)
           Nordson    Corp                   Goldman    Sachs                99,907
       (8,169)
       33,675     Nordstrom     Inc                  Bank   of  America    Merrill    Lynch
                                                      (202,724)
       45,958     Nordstrom     Inc                  Goldman    Sachs
                                                      (276,667)
       41,422     Nordstrom     Inc                  Morgan    Stanley
                                                      (121,781)
                                188/298



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
        481   Norfolk    Southern     Corp               Goldman    Sachs
                                                       (2,492)
       9,432    Norfolk    Southern     Corp               Bank   of  America    Merrill    Lynch
                                                       (48,858)
           Northeast     Bank                  Bank   of  America    Merrill    Lynch        28,071
      (63,798)
       85,435     Northern     Oil  and  Gas  Inc             Goldman    Sachs
                                                       (24,776)
       1,259    Northern     Technologies       International       Corp     Bank   of  America    Merrill    Lynch
                                                       (1,643)
       2,434    Northern     Technologies       International       Corp     Goldman    Sachs
                                                       (3,176)
       3,764    Northern     Technologies       International       Corp     Morgan    Stanley
                                                       (4,159)
           Northern     Trust   Corp                Bank   of  America    Merrill    Lynch       129,116
      (15,960)
           Northfield      Bancorp    Inc              Goldman    Sachs                 6,700
      (33,500)
           Northfield      Bancorp    Inc              Morgan    Stanley                 3,286
      (13,691)
           Northfield      Bancorp    Inc              Bank   of  America    Merrill    Lynch        62,387
      (311,935)
           Northrim     BanCorp    Inc               Bank   of  America    Merrill    Lynch        36,262
      (17,518)
           NorthStar     Realty    Europe    Corp   (Reit)         Goldman    Sachs                 1,531
       (1,760)
           NorthStar     Realty    Europe    Corp   (Reit)         Morgan    Stanley                 3,241
       (7,365)
           NorthStar     Realty    Europe    Corp   (Reit)         Bank   of  America    Merrill    Lynch       116,420
      (133,816)
      (24,946)     Northwest     Natural    Holding    Co          Morgan    Stanley                 60,120
       23,024     Northwest     Pipe   Co                Goldman    Sachs
                                                       (57,592)
       4,168    Northwest     Pipe   Co                Morgan    Stanley
                                                       (5,643)
       70,707     NorthWestern       Corp                 Bank   of  America    Merrill    Lynch
                                                       (76,364)
           NorthWestern       Corp                 Morgan    Stanley                 9,606
       (7,446)
       16,761     NorthWestern       Corp                 Goldman    Sachs
                                                       (18,102)
           NorthWestern       Corp                 Goldman    Sachs                19,883
      (15,466)
       18,303     Norwegian     Cruise    Line   Holdings     Ltd        Goldman    Sachs
                                                       (43,814)
       3,620    Norwegian     Cruise    Line   Holdings     Ltd        Bank   of  America    Merrill    Lynch
                                                       (8,073)
       8,479    Norwegian     Cruise    Line   Holdings     Ltd        Morgan    Stanley
                                                       (19,586)
        916   Norwood    Financial     Corp              Bank   of  America    Merrill    Lynch
                                                       (2,263)
        517   Norwood    Financial     Corp              Goldman    Sachs
                                                       (1,277)
           Novanta    Inc                   Bank   of  America    Merrill    Lynch        20,162
       (4,870)
       1,592    Novavax    Inc                   Bank   of  America    Merrill    Lynch
                                                       (8,600)
       6,066    Novavax    Inc                   Goldman    Sachs
                                                       (6,855)
       22,151     Novavax    Inc                   Morgan    Stanley
                                                       (10,854)
       1,564    Novocure     Ltd                   Goldman    Sachs                 6,319
           NOW  Inc                     Bank   of  America    Merrill    Lynch        11,100
      (18,197)
           NOW  Inc                     Goldman    Sachs                 2,460
       (6,949)
      (33,551)     NRG  Energy    Inc                  Bank   of  America    Merrill    Lynch        85,178
           NRG  Energy    Inc                  Morgan    Stanley                310,856
      (115,104)
           NRG  Energy    Inc                  Goldman    Sachs                93,794
      (38,314)
       18,226     Nu  Skin   Enterprises      Inc   ‘A’           Goldman    Sachs
                                                      (112,454)
       15,474     Nu  Skin   Enterprises      Inc   ‘A’           Morgan    Stanley
                                                       (63,289)
           Nuance    Communications        Inc            Goldman    Sachs                22,090
      (30,680)
           Nuance    Communications        Inc            Bank   of  America    Merrill    Lynch        17,083
      (23,726)
           Nuance    Communications        Inc            Morgan    Stanley                 45,678
      (45,678)
       9,352    Nucor   Corp                    Bank   of  America    Merrill    Lynch
                                                       (63,781)
       8,208    Nucor   Corp                    Morgan    Stanley
                                                       (39,645)
       15,502     Nucor   Corp                    Goldman    Sachs
                                                      (105,724)
                                189/298



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                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
       4,565    Nutanix    Inc   ‘A’                 Bank   of  America    Merrill    Lynch
                                                       (49,211)
       8,813    Nutanix    Inc   ‘A’                 Morgan    Stanley
                                                       (64,557)
       3,917    Nutanix    Inc   ‘A’                 Goldman    Sachs
                                                       (42,225)
           NuVasive     Inc                   Bank   of  America    Merrill    Lynch        14,393
       (7,381)
           NuVasive     Inc                   Morgan    Stanley                 25,021
       (6,708)
           Nuvectra     Corp                   Bank   of  America    Merrill    Lynch        19,844
      (14,591)
           Nuvectra     Corp                   Goldman    Sachs                 5,487
      (11,269)
           Nuvectra     Corp                   Morgan    Stanley                 1,951
       (7,096)
       3,046    NV5  Global    Inc                  Bank   of  America    Merrill    Lynch        5,361
       1,631    NV5  Global    Inc                  Goldman    Sachs                 2,871
       1,607    NV5  Global    Inc                  Morgan    Stanley
                                                       (3,809)
           NVE  Corp                     Goldman    Sachs                 3,178
        (536)
           NVE  Corp                     Bank   of  America    Merrill    Lynch       227,718
      (38,401)
           nVent   Electric     Plc                Morgan    Stanley                 44,148
      (35,318)
           nVent   Electric     Plc                Goldman    Sachs                67,872
      (30,573)
       4,042    NVIDIA    Corp                    Goldman    Sachs                (89,007)
        484   NVIDIA    Corp                    Bank   of  America    Merrill    Lynch
                                                       (3,761)
       2,092    NVIDIA    Corp                    Morgan    Stanley
                                                       (3,910)
           NVR  Inc                     Bank   of  America    Merrill    Lynch        16,528
        (143)
           NVR  Inc                     Morgan    Stanley                 15,484
        (331)
           NVR  Inc                     Goldman    Sachs                 7,975
         (69)
         43  NVR  Inc                     Bank   of  America    Merrill    Lynch
                                                        (659)
       1,853    NXP  Semiconductors        NV              Morgan    Stanley
                                                        (170)
       56,350     Nymox   Pharmaceutical        Corp             Morgan    Stanley
                                                       (5,071)
      133,116     Nymox   Pharmaceutical        Corp             Bank   of  America    Merrill    Lynch
                                                       (14,643)
       37,662     Nymox   Pharmaceutical        Corp             Goldman    Sachs
                                                       (4,143)
       1,889    O’Reilly     Automotive      Inc             Goldman    Sachs                26,767
       2,803    O’Reilly     Automotive      Inc             Bank   of  America    Merrill    Lynch        39,719
        705   Oak  Valley    Bancorp                  Bank   of  America    Merrill    Lynch
                                                        (282)
       6,041    Oak  Valley    Bancorp                  Goldman    Sachs
                                                       (2,416)
        400   Oak  Valley    Bancorp                  Morgan    Stanley
                                                        (132)
       39,643     Oasis   Midstream     Partners     LP           Bank   of  America    Merrill    Lynch
                                                       (44,797)
       14,516     Oasis   Midstream     Partners     LP           Goldman    Sachs
                                                       (16,403)
      127,359     Oasis   Petroleum     Inc               Goldman    Sachs
                                                       (53,332)
      136,009     Oasis   Petroleum     Inc               Bank   of  America    Merrill    Lynch       (54,404)
       50,960     Oasis   Petroleum     Inc               Morgan    Stanley
                                                       (14,778)
           Occidental      Petroleum     Corp             Bank   of  America    Merrill    Lynch        4,621
       (2,014)
           Occidental      Petroleum     Corp             Goldman    Sachs                136,475
      (52,229)
           Occidental      Petroleum     Corp             Morgan    Stanley                 49,046
      (41,004)
       46,102     Oceaneering      International       Inc          Goldman    Sachs
                                                      (131,391)
       10,931     Oceaneering      International       Inc          Morgan    Stanley
                                                       (15,522)
           OceanFirst      Financial     Corp             Bank   of  America    Merrill    Lynch       231,203
      (275,242)
           Ocular    Therapeutix      Inc              Morgan    Stanley                 4,368
      (36,404)
           Ocwen   Financial     Corp               Bank   of  America    Merrill    Lynch        64,876
      (223,712)
           Ocwen   Financial     Corp               Morgan    Stanley                 6,811
      (85,136)
                                190/298



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                                                   未実現評価益／
                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
       1,309    Odonate    Therapeutics       Inc             Morgan    Stanley
                                                       (1,545)
       1,711    Odonate    Therapeutics       Inc             Bank   of  America    Merrill    Lynch
                                                       (1,420)
       4,465    Odonate    Therapeutics       Inc             Goldman    Sachs
                                                       (3,706)
           Office    Depot   Inc                 Bank   of  America    Merrill    Lynch        17,637
      (75,051)
           Office    Depot   Inc                 Goldman    Sachs                31,624
      (134,571)
           Office    Depot   Inc                 Morgan    Stanley                 4,360
      (41,525)
           Office    Properties      Income    Trust   (Reit)        Morgan    Stanley                 21,491
      (13,266)
           Office    Properties      Income    Trust   (Reit)        Goldman    Sachs                110,110
      (29,352)
       13,780     OFG  Bancorp                     Bank   of  America    Merrill    Lynch
                                                       (7,579)
       4,671    OFG  Bancorp                     Morgan    Stanley
                                                       (3,550)
       3,241    OFG  Bancorp                     Goldman    Sachs
                                                       (1,783)
       96,253     OGE  Energy    Corp                  Bank   of  America    Merrill    Lynch
                                                       (51,014)
           OGE  Energy    Corp                  Bank   of  America    Merrill    Lynch        5,895
       (3,050)
           OGE  Energy    Corp                  Goldman    Sachs                 8,518
       (9,752)
           OGE  Energy    Corp                  Morgan    Stanley                 22,555
      (11,111)
       27,417     OGE  Energy    Corp                  Goldman    Sachs                (14,531)
       1,837    OGE  Energy    Corp                  Morgan    Stanley
                                                       (3,729)
           Ohio   Valley    Banc   Corp               Morgan    Stanley                 34,932
      (19,515)
           Ohio   Valley    Banc   Corp               Bank   of  America    Merrill    Lynch        12,245
       (6,765)
           Ohio   Valley    Banc   Corp               Goldman    Sachs                 4,715
       (2,605)
           Oil  States    International       Inc           Goldman    Sachs                 5,201
       (1,805)
           Oil-Dri    Corp   of  America               Goldman    Sachs                 7,372
       (1,447)
           Oil-Dri    Corp   of  America               Morgan    Stanley
       (2,968)                                                 (267)
           Okta   Inc                     Bank   of  America    Merrill    Lynch
       (9,623)                                               (103,351)
           Okta   Inc                     Goldman    Sachs
       (1,744)                                                (18,731)
           Okta   Inc                     Morgan    Stanley
       (4,548)                                                (32,655)
           Old  Dominion     Freight    Line   Inc          Bank   of  America    Merrill    Lynch        98,775
       (8,024)
       34,184     Old  Line   Bancshares      Inc             Bank   of  America    Merrill    Lynch
                                                       (19,143)
       44,857     Old  Line   Bancshares      Inc             Goldman    Sachs
                                                       (25,120)
       6,722    Old  Line   Bancshares      Inc             Morgan    Stanley
                                                       (3,495)
           Old  National     Bancorp/IN                 Goldman    Sachs                161,496
      (237,494)
           Old  National     Bancorp/IN                 Bank   of  America    Merrill    Lynch       103,773
      (152,607)
           Old  National     Bancorp/IN                 Morgan    Stanley                142,013
      (186,859)
           Old  Republic     International       Corp          Goldman    Sachs                 7,094
      (21,197)
      (39,710)     Old  Republic     International       Corp          Bank   of  America    Merrill    Lynch        14,624
           Old  Republic     International       Corp          Morgan    Stanley                 2,093
       (7,707)
           Old  Second    Bancorp    Inc              Bank   of  America    Merrill    Lynch        20,788
      (34,646)
           Old  Second    Bancorp    Inc              Goldman    Sachs                  983
       (1,638)
           Olin   Corp                     Morgan    Stanley                 26,841
      (10,867)
           Olin   Corp                     Goldman    Sachs                19,543
       (9,391)
       1,591    Ollie’s     Bargain    Outlet    Holdings     Inc       Morgan    Stanley
                                                       (2,911)
           Ollie’s     Bargain    Outlet    Holdings     Inc       Morgan    Stanley                 1,053
        (458)
       1,871    Olympic    Steel   Inc                Morgan    Stanley
                                                       (1,411)
       2,001    Omega   Flex   Inc                  Bank   of  America    Merrill    Lynch
                                                       (3,142)
       2,467    Omega   Flex   Inc                  Goldman    Sachs
                                                       (3,873)
                                191/298



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                                                     （損）
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                                                    （米ドル）
           米国（続き）
       2,564    Omega   Flex   Inc                  Morgan    Stanley
                                                       (2,743)
           Omega   Healthcare      Investors     Inc  (Reit)        Bank   of  America    Merrill    Lynch        53,847
      (24,929)
           Omega   Healthcare      Investors     Inc  (Reit)        Goldman    Sachs                230,981
      (106,874)
           Omega   Healthcare      Investors     Inc  (Reit)        Morgan    Stanley                139,834
      (96,437)
       6,051    Omeros    Corp                    Goldman    Sachs
                                                       (6,777)
       3,371    Omeros    Corp                    Bank   of  America    Merrill    Lynch
                                                       (3,776)
       21,229     Omnicell     Inc                   Bank   of  America    Merrill    Lynch
                                                       (65,598)
       4,078    Omnicell     Inc                   Goldman    Sachs
                                                       (12,601)
       1,988    Omnicell     Inc                   Morgan    Stanley
                                                       (5,745)
           Omnicom    Group   Inc                Bank   of  America    Merrill    Lynch        10,058
       (4,635)
       18,914     OMNOVA    Solutions     Inc               Bank   of  America    Merrill    Lynch
                                                       (23,832)
       75,136     OMNOVA    Solutions     Inc               Goldman    Sachs
                                                       (94,671)
       27,489     OMNOVA    Solutions     Inc               Morgan    Stanley
                                                       (17,318)
       11,436     On  Deck   Capital    Inc               Bank   of  America    Merrill    Lynch
                                                       (6,061)
       18,678     On  Deck   Capital    Inc               Goldman    Sachs
                                                       (9,899)
       21,706     ON  Semiconductor       Corp               Bank   of  America    Merrill    Lynch       (50,358)
       14,060     ON  Semiconductor       Corp               Goldman    Sachs
                                                       (32,619)
       39,375     ON  Semiconductor       Corp               Morgan    Stanley
                                                       (9,450)
           Oncocyte     Corp                   Goldman    Sachs                15,612
      (14,193)
           Oncocyte     Corp                   Morgan    Stanley                 31,894
      (31,894)
           ONE  Gas  Inc                   Goldman    Sachs                23,706
      (19,431)
           ONE  Gas  Inc                   Bank   of  America    Merrill    Lynch        23,191
      (19,009)
       16,688     One  Liberty    Properties      Inc  (Reit)          Bank   of  America    Merrill    Lynch
                                                       (14,852)
       42,576     OneMain    Holdings     Inc               Goldman    Sachs
                                                       (88,611)
       39,463     OneMain    Holdings     Inc               Morgan    Stanley
                                                       (62,170)
       38,838     OneMain    Holdings     Inc               Bank   of  America    Merrill    Lynch
                                                       (74,076)
           ONEOK   Inc                    Goldman    Sachs                292,010
      (81,567)
           ONEOK   Inc                    Bank   of  America    Merrill    Lynch       121,891
      (36,724)
           ONEOK   Inc                    Morgan    Stanley                 91,094
      (30,171)
           OneSpan    Inc                   Goldman    Sachs                 1,518
       (2,710)
           OneSpan    Inc                   Morgan    Stanley                  488
       (2,034)
           OneSpan    Inc                   Bank   of  America    Merrill    Lynch        21,358
      (38,139)
       60,148     Ooma   Inc                     Bank   of  America    Merrill    Lynch
                                                      (123,905)
       10,460     Ooma   Inc                     Goldman    Sachs
                                                       (21,548)
       30,798     OPKO   Health    Inc                 Goldman    Sachs                (9,085)
       28,277     OPKO   Health    Inc                 Morgan    Stanley
                                                       (5,514)
           Oppenheimer      Holdings     Inc   ‘A’          Goldman    Sachs                20,130
      (27,576)
           Oppenheimer      Holdings     Inc   ‘A’          Morgan    Stanley                 4,482
       (3,897)
           Oppenheimer      Holdings     Inc   ‘A’          Bank   of  America    Merrill    Lynch        27,246
      (37,323)
           OptimizeRx      Corp                  Morgan    Stanley                 3,352
       (4,298)
           Optinose     Inc                   Morgan    Stanley                 32,816
      (36,462)
       13,421     Opus   Bank                     Goldman    Sachs
                                                       (12,149)
       11,095     Opus   Bank                     Morgan    Stanley
                                                       (6,596)
       17,889     Opus   Bank                     Bank   of  America    Merrill    Lynch
                                                       (14,848)
           Oracle    Corp                    Goldman    Sachs                17,318
       (5,185)
                                192/298



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                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           ORBCOMM    Inc                   Goldman    Sachs                 3,565
       (9,142)
           ORBCOMM    Inc                   Bank   of  America    Merrill    Lynch        88,022
      (225,698)
           ORBCOMM    Inc                   Morgan    Stanley                 1,766
       (9,811)
           Orchid    Island    Capital    Inc  (Reit)          Goldman    Sachs                22,027
      (55,068)
           Orchid    Island    Capital    Inc  (Reit)          Morgan    Stanley                 46,240
      (96,334)
           Origin    Bancorp    Inc                Morgan    Stanley
      (19,583)                                                 (1,371)
           Origin    Bancorp    Inc                Goldman    Sachs                 4,915
      (30,717)
           Orion   Group   Holdings     Inc             Bank   of  America    Merrill    Lynch
      (17,502)                                                   －
           Orion   Group   Holdings     Inc             Goldman    Sachs
      (52,904)                                                   －
           Orion   Group   Holdings     Inc             Morgan    Stanley
       (7,418)                                                (3,116)
           Oritani    Financial     Corp              Goldman    Sachs                35,209
      (63,429)
           Oritani    Financial     Corp              Morgan    Stanley                 19,905
      (39,833)
           Oritani    Financial     Corp              Bank   of  America    Merrill    Lynch       234,349
      (349,774)
           Ormat   Technologies       Inc              Goldman    Sachs                75,391
      (27,415)
           Ormat   Technologies       Inc              Bank   of  America    Merrill    Lynch       266,222
      (96,808)
      (23,782)     Ormat   Technologies       Inc              Morgan    Stanley                 42,332
       16,267     Orrstown     Financial     Services     Inc         Bank   of  America    Merrill    Lynch        12,688
       26,063     Orrstown     Financial     Services     Inc         Goldman    Sachs                20,042
       23,449     Orrstown     Financial     Services     Inc         Morgan    Stanley                 16,180
           Orthofix     Medical    Inc               Bank   of  America    Merrill    Lynch        86,447
      (14,828)
           OrthoPediatrics        Corp               Bank   of  America    Merrill    Lynch        5,430
       (3,232)
           OrthoPediatrics        Corp               Goldman    Sachs                 2,911
       (2,322)
           OrthoPediatrics        Corp               Morgan    Stanley                 3,558
       (3,766)
       16,708     Oshkosh    Corp                   Bank   of  America    Merrill    Lynch
                                                       (74,852)
       22,585     Oshkosh    Corp                   Goldman    Sachs
                                                       (98,139)
       23,804     Oshkosh    Corp                   Morgan    Stanley
                                                      (106,642)
       1,287    OSI  Systems    Inc                 Morgan    Stanley                   90
       30,402     OSI  Systems    Inc                 Bank   of  America    Merrill    Lynch
                                                       (48,360)
       12,493     OSI  Systems    Inc                 Goldman    Sachs
                                                       (20,402)
       25,635     Osmotica     Pharmaceuticals        Plc           Morgan    Stanley
                                                       (3,653)
       78,926     Otonomy    Inc                   Bank   of  America    Merrill    Lynch
                                                       (35,517)
       65,643     Otonomy    Inc                   Goldman    Sachs
                                                       (29,539)
       18,463     Otonomy    Inc                   Morgan    Stanley
                                                       (4,431)
           Otter   Tail   Corp                  Morgan    Stanley                 29,354
      (14,751)
      (11,729)     Otter   Tail   Corp                  Goldman    Sachs                17,387
       72,353     Outfront     Media   Inc  (Reit)              Goldman    Sachs
                                                       (57,882)
      100,954     Outfront     Media   Inc  (Reit)              Morgan    Stanley
                                                       (57,544)
       72,234     Outfront     Media   Inc  (Reit)              Bank   of  America    Merrill    Lynch
                                                       (57,787)
           Overseas     Shipholding      Group   Inc   ‘A’       Bank   of  America    Merrill    Lynch        45,500
      (142,187)
           Overseas     Shipholding      Group   Inc   ‘A’       Goldman    Sachs                 2,442
       (7,630)
       11,860     Overstock.com       Inc                Goldman    Sachs
                                                       (13,339)
       2,453    Overstock.com       Inc                Morgan    Stanley
                                                       (1,595)
       21,680     Ovid   therapeutics       Inc              Goldman    Sachs
                                                       (3,902)
       53,504     Ovid   therapeutics       Inc              Morgan    Stanley
                                                       (4,280)
       34,246     Owens   & Minor   Inc                Morgan    Stanley
                                                       (27,397)
                                193/298



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
       42,905     Owens   & Minor   Inc                Bank   of  America    Merrill    Lynch
                                                       (43,334)
       51,478     Owens   & Minor   Inc                Goldman    Sachs
                                                       (51,993)
           Owens   Corning                    Morgan    Stanley                 39,789
      (56,041)
           Owens   Corning                    Bank   of  America    Merrill    Lynch        5,771
       (8,487)
           Owens   Corning                    Goldman    Sachs                13,075
      (19,228)
           Owens-Illinois        Inc                Bank   of  America    Merrill    Lynch       153,829
      (99,889)
           Owens-Illinois        Inc                Morgan    Stanley                 3,418
       (4,069)
           Owens-Illinois        Inc                Goldman    Sachs                 9,112
       (5,917)
       27,118     Oxford    Immunotec     Global    Plc           Morgan    Stanley
                                                       (17,084)
       1,365    Oxford    Immunotec     Global    Plc           Bank   of  America    Merrill    Lynch
                                                       (1,802)
       4,657    Oxford    Industries      Inc              Morgan    Stanley
                                                       (8,402)
       10,910     Oxford    Industries      Inc              Bank   of  America    Merrill    Lynch
                                                       (23,675)
       13,919     Oxford    Industries      Inc              Goldman    Sachs
                                                       (30,317)
      106,528     PACCAR    Inc                    Bank   of  America    Merrill    Lynch
                                                      (272,712)
       49,041     PACCAR    Inc                    Goldman    Sachs
                                                      (109,620)
       70,983     PACCAR    Inc                    Morgan    Stanley                (106,786)
        101   Pacific    City   Financial     Corp            Goldman    Sachs
                                                         (41)
       3,783    Pacific    City   Financial     Corp            Morgan    Stanley
                                                        (719)
      196,651     Pacific    Ethanol    Inc               Bank   of  America    Merrill    Lynch
                                                       (29,498)
       39,628     Pacific    Ethanol    Inc               Goldman    Sachs
                                                       (5,944)
       34,011     Pacific    Mercantile      Bancorp              Bank   of  America    Merrill    Lynch
                                                       (3,911)
       23,184     Pacific    Mercantile      Bancorp              Goldman    Sachs
                                                       (2,666)
       11,394     Pacific    Mercantile      Bancorp              Morgan    Stanley
                                                        (741)
           Pacific    Premier    Bancorp    Inc           Bank   of  America    Merrill    Lynch        76,522
      (52,412)
           Pacific    Premier    Bancorp    Inc           Goldman    Sachs                154,964
      (110,867)
           Pacific    Premier    Bancorp    Inc           Morgan    Stanley                102,324
      (132,661)
           Pacira    BioSciences      Inc              Morgan    Stanley                 2,581
       (5,061)
       31,626     Packaging     Corp   of  America              Bank   of  America    Merrill    Lynch
                                                      (263,445)
       14,720     Packaging     Corp   of  America              Morgan    Stanley
                                                       (49,901)
       6,980    Packaging     Corp   of  America              Goldman    Sachs
                                                       (58,143)
       3,560    PacWest    Bancorp                   Morgan    Stanley
                                                       (5,126)
       5,770    PacWest    Bancorp                   Bank   of  America    Merrill    Lynch
                                                       (9,174)
       44,255     PacWest    Bancorp                   Goldman    Sachs
                                                       (70,365)
           Pagerduty     Inc                  Bank   of  America    Merrill    Lynch        80,654
      (19,601)
      (35,007)     Pagerduty     Inc                  Goldman    Sachs                159,277
           Pagerduty     Inc                  Morgan    Stanley                 9,152
       (2,371)
           Pagseguro     Digital    Ltd   ‘A’            Morgan    Stanley
      (54,701)                                                (72,205)
           Pagseguro     Digital    Ltd   ‘A’            Goldman    Sachs
      (63,023)                                                (279,822)
           Palatin    Technologies       Inc             Goldman    Sachs                21,820
      (79,383)
       17,405     Palo   Alto   Networks     Inc              Goldman    Sachs
                                                      (332,591)
       8,065    Palo   Alto   Networks     Inc              Bank   of  America    Merrill    Lynch
                                                      (139,082)
       16,459     Palo   Alto   Networks     Inc              Morgan    Stanley
                                                      (352,416)
           Palomar    Holdings     Inc               Morgan    Stanley
      (13,609)                                                 (4,471)
           Palomar    Holdings     Inc               Goldman    Sachs                  739
      (10,023)
           PAM  Transportation        Services     Inc         Goldman    Sachs                  202
        (420)
                                194/298



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           PAM  Transportation        Services     Inc         Morgan    Stanley                 1,553
       (4,706)
       3,896    Pan  American     Silver    Corp             Morgan    Stanley                 1,052
       10,265     Pan  American     Silver    Corp*             Bank   of  America    Merrill    Lynch
                                                       (3,983)
       46,959     Pan  American     Silver    Corp*             Goldman    Sachs                 9,753
       21,553     Pan  American     Silver    Corp*             Morgan    Stanley                 4,492
       1,955    Pan  American     Silver    Corp             Bank   of  America    Merrill    Lynch
                                                        (958)
       9,059    Pan  American     Silver    Corp             Goldman    Sachs
                                                       (4,439)
           Panhandle     Oil  and  Gas  Inc   ‘A’          Bank   of  America    Merrill    Lynch        41,146
      (31,171)
           Panhandle     Oil  and  Gas  Inc   ‘A’          Goldman    Sachs                10,542
       (7,986)
           Papa   John’s    International       Inc          Bank   of  America    Merrill    Lynch       112,734
      (37,329)
           Papa   John’s    International       Inc          Goldman    Sachs                78,913
      (26,130)
           Papa   John’s    International       Inc          Morgan    Stanley                  104
       (5,177)
       2,689    Par  Pacific    Holdings     Inc             Bank   of  America    Merrill    Lynch
                                                       (4,007)
           PAR  Technology      Corp                Bank   of  America    Merrill    Lynch
       (6,605)                                                (15,324)
           PAR  Technology      Corp                Morgan    Stanley
       (2,125)                                                 (574)
       11,122     Paramount     Group   Inc  (Reit)             Morgan    Stanley                 (3,137)
      283,043     Paramount     Group   Inc  (Reit)             Bank   of  America    Merrill    Lynch
                                                      (155,528)
           Paratek    Pharmaceuticals        Inc           Morgan    Stanley                 7,418
      (16,858)
           Paratek    Pharmaceuticals        Inc           Goldman    Sachs                154,476
      (143,033)
           Park   Electrochemical        Corp             Bank   of  America    Merrill    Lynch        5,999
       (9,523)
           Park   Electrochemical        Corp             Morgan    Stanley                  746
       (1,893)
           Park   Electrochemical        Corp             Goldman    Sachs                 5,380
       (6,035)
       95,956     Park   Hotels    & Resorts    Inc  (Reit)          Goldman    Sachs
                                                      (307,059)
      133,290     Park   Hotels    & Resorts    Inc  (Reit)          Bank   of  America    Merrill    Lynch
                                                      (426,528)
       22,812     Park   Hotels    & Resorts    Inc  (Reit)          Morgan    Stanley
                                                       (50,643)
           Park   National     Corp                Bank   of  America    Merrill    Lynch        52,869
      (20,733)
           Park   National     Corp                Morgan    Stanley                 42,079
      (17,272)
           Park   National     Corp                Goldman    Sachs                82,012
      (30,572)
       15,737     Park-Ohio     Holdings     Corp              Bank   of  America    Merrill    Lynch
                                                       (39,815)
       16,998     Park-Ohio     Holdings     Corp              Goldman    Sachs
                                                       (43,005)
       4,668    Park-Ohio     Holdings     Corp              Morgan    Stanley
                                                       (15,358)
           Parke   Bancorp    Inc                Bank   of  America    Merrill    Lynch        23,772
      (18,718)
       4,056    Parker-Hannifin        Corp               Goldman    Sachs
                                                       (63,801)
           Parker-Hannifin        Corp               Goldman    Sachs                 6,845
       (2,728)
       (2,478)    Parsley    Energy    Inc   ‘A’             Bank   of  America    Merrill    Lynch        6,053
           Parsley    Energy    Inc   ‘A’             Goldman    Sachs                28,883
       (9,597)
           Party   City   Holdco    Inc              Morgan    Stanley                 13,461
      (17,258)
           Party   City   Holdco    Inc              Bank   of  America    Merrill    Lynch        38,219
      (55,390)
           Party   City   Holdco    Inc              Goldman    Sachs                19,203
      (27,831)
           Patrick    Industries      Inc              Goldman    Sachs                69,076
      (23,164)
           Patrick    Industries      Inc              Bank   of  America    Merrill    Lynch        64,457
      (20,080)
           Patrick    Industries      Inc              Morgan    Stanley                 24,706
       (9,320)
           Pattern    Energy    Group   Inc   ‘A’          Goldman    Sachs                 4,089
       (6,630)
           Pattern    Energy    Group   Inc   ‘A’          Bank   of  America    Merrill    Lynch        9,932
      (16,287)
           Pattern    Energy    Group   Inc   ‘A’          Morgan    Stanley                 3,808
       (5,602)
                                195/298



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
       37,781     Patterson     Cos  Inc                Bank   of  America    Merrill    Lynch
                                                       (30,603)
       12,992     Patterson     Cos  Inc                Morgan    Stanley
                                                       (17,020)
       69,055     Patterson     Cos  Inc                Goldman    Sachs
                                                       (55,935)
           Patterson-UTI       Energy    Inc             Bank   of  America    Merrill    Lynch        39,914
      (21,174)
           Patterson-UTI       Energy    Inc             Goldman    Sachs                67,920
      (33,791)
           Patterson-UTI       Energy    Inc             Morgan    Stanley                 7,028
       (5,714)
       83,959     Paychex    Inc                   Bank   of  America    Merrill    Lynch        33,950
       73,708     Paychex    Inc                   Goldman    Sachs                29,492
       36,729     Paychex    Inc                   Morgan    Stanley
                                                       (59,293)
       5,336    Paycom    Software     Inc               Bank   of  America    Merrill    Lynch        26,364
       10,622     Paycom    Software     Inc               Morgan    Stanley
                                                       (23,368)
       15,540     Paycom    Software     Inc               Goldman    Sachs                74,582
       41,174     Paylocity     Holding    Corp              Bank   of  America    Merrill    Lynch       179,299
       21,505     Paylocity     Holding    Corp              Morgan    Stanley
                                                       (19,785)
       18,570     Paylocity     Holding    Corp              Goldman    Sachs                80,171
       4,778    PayPal    Holdings     Inc               Morgan    Stanley                (13,995)
           PayPal    Holdings     Inc               Bank   of  America    Merrill    Lynch        12,412
       (5,215)
       7,330    PayPal    Holdings     Inc               Goldman    Sachs
                                                       (17,445)
           PBF  Energy    Inc   ‘A’               Goldman    Sachs                97,401
      (30,062)
           PBF  Energy    Inc   ‘A’               Bank   of  America    Merrill    Lynch        88,980
      (27,463)
           PBF  Energy    Inc   ‘A’               Morgan    Stanley                107,493
      (29,531)
       10,153     PC  Connection      Inc                Morgan    Stanley
                                                       (17,260)
       44,494     PC  Connection      Inc                Bank   of  America    Merrill    Lynch
                                                      (106,341)
       4,654    PC  Connection      Inc                Goldman    Sachs
                                                       (10,141)
       91,810     PC-Tel    Inc                    Morgan    Stanley
                                                       (35,806)
           PCM  Inc                     Morgan    Stanley                 2,098
        (874)
           PCSB   Financial     Corp                Bank   of  America    Merrill    Lynch
      (35,421)                                                 (2,479)
           PCSB   Financial     Corp                Goldman    Sachs
      (11,311)                                                  (792)
           PDC  Energy    Inc                  Goldman    Sachs                301,461
      (45,465)
           PDC  Energy    Inc                  Bank   of  America    Merrill    Lynch       187,891
      (26,496)
           PDC  Energy    Inc                  Morgan    Stanley                140,930
      (37,290)
       26,323     PDF  Solutions     Inc                Bank   of  America    Merrill    Lynch
                                                       (13,425)
           PDL  BioPharma     Inc                Bank   of  America    Merrill    Lynch       103,621
      (345,403)
           pdvWireless      Inc                 Goldman    Sachs
       (2,400)                                                (17,424)
      (44,398)     pdvWireless      Inc                 Bank   of  America    Merrill    Lynch       (322,329)
           Peabody    Energy    Corp                Goldman    Sachs                23,749
       (7,844)
           Peabody    Energy    Corp                Bank   of  America    Merrill    Lynch        60,163
      (12,081)
           Peabody    Energy    Corp                Morgan    Stanley                 63,183
      (37,351)
           Peapack    Gladstone     Financial     Corp         Goldman    Sachs                 6,341
      (42,275)
           Peapack    Gladstone     Financial     Corp         Bank   of  America    Merrill    Lynch        6,385
      (42,565)
           Peapack    Gladstone     Financial     Corp         Morgan    Stanley                 2,365
       (6,756)
           Pebblebrook      Hotel   Trust   (Reit)           Morgan    Stanley                 62,580
      (22,430)
           Pebblebrook      Hotel   Trust   (Reit)           Bank   of  America    Merrill    Lynch       327,120
      (82,606)
       8,980    Pebblebrook      Hotel   Trust   (Reit)           Bank   of  America    Merrill    Lynch
                                                       (30,421)
       18,638     Pebblebrook      Hotel   Trust   (Reit)           Goldman    Sachs
                                                       (31,121)
                                196/298



                                                           EDINET提出書類
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                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
       4,934    Pebblebrook      Hotel   Trust   (Reit)           Morgan    Stanley
                                                       (10,646)
           Pebblebrook      Hotel   Trust   (Reit)           Goldman    Sachs                12,184
       (4,194)
           Pegasystems      Inc                 Bank   of  America    Merrill    Lynch
       (8,870)                                                (5,131)
           Pegasystems      Inc                 Morgan    Stanley                 27,675
      (59,954)
           Pegasystems      Inc                 Goldman    Sachs
      (44,883)                                                (74,526)
       56,450     Penn   National     Gaming    Inc             Goldman    Sachs
                                                       (51,934)
       38,921     Penn   National     Gaming    Inc             Bank   of  America    Merrill    Lynch
                                                       (35,807)
       26,555     Penn   National     Gaming    Inc             Morgan    Stanley
                                                       (52,313)
        629   Penns   Woods   Bancorp    Inc             Bank   of  America    Merrill    Lynch
                                                        (884)
       1,530    Penns   Woods   Bancorp    Inc             Goldman    Sachs
                                                       (1,725)
       3,349    Penns   Woods   Bancorp    Inc             Morgan    Stanley
                                                       (5,449)
           Pennymac     Financial     Services              Goldman    Sachs                20,335
      (13,833)
           Pennymac     Financial     Services              Morgan    Stanley                 25,448
      (16,005)
       51,250     Penske    Automotive      Group   Inc           Bank   of  America    Merrill    Lynch
                                                       (84,050)
       5,439    Penske    Automotive      Group   Inc           Morgan    Stanley
                                                       (3,862)
       8,581    Penske    Automotive      Group   Inc           Goldman    Sachs                (14,073)
           Penske    Automotive      Group   Inc           Goldman    Sachs                 2,698
       (1,645)
           Penske    Automotive      Group   Inc           Morgan    Stanley                 2,403
       (3,385)
           Pentair    Plc                   Bank   of  America    Merrill    Lynch       127,955
      (81,251)
           Pentair    Plc                   Goldman    Sachs                154,034
      (100,996)
           Pentair    Plc                   Morgan    Stanley                 92,149
      (74,036)
       7,038    Penumbra     Inc                   Morgan    Stanley                 52,363
       7,242    Penumbra     Inc                   Bank   of  America    Merrill    Lynch        70,320
       2,179    Penumbra     Inc                   Goldman    Sachs                21,158
           People’s     United    Financial     Inc          Morgan    Stanley                 19,973
      (26,280)
           People’s     United    Financial     Inc          Bank   of  America    Merrill    Lynch       258,263
      (358,698)
           People’s     United    Financial     Inc          Goldman    Sachs                332,142
      (461,309)
       33,274     People’s     Utah   Bancorp                Goldman    Sachs
                                                       (39,929)
       29,511     People’s     Utah   Bancorp                Bank   of  America    Merrill    Lynch
                                                       (35,413)
       6,940    People’s     Utah   Bancorp                Morgan    Stanley
                                                       (8,259)
       7,275    Peoples    Bancorp    of  North   Carolina     Inc      Morgan    Stanley
                                                       (2,739)
       2,826    Peoples    Bancorp    of  North   Carolina     Inc      Bank   of  America    Merrill    Lynch
                                                       (3,335)
       6,161    Peoples    Bancorp    of  North   Carolina     Inc      Goldman    Sachs
                                                       (6,585)
       7,129    Peoples    Financial     Services     Corp          Bank   of  America    Merrill    Lynch
                                                       (2,994)
       2,013    Peoples    Financial     Services     Corp          Goldman    Sachs                 (845)
       2,283    Peoples    Financial     Services     Corp          Morgan    Stanley                  114
       10,722     PepsiCo    Inc                   Goldman    Sachs
                                                       (21,766)
       21,294     PepsiCo    Inc                   Morgan    Stanley
                                                       (58,558)
       26,057     PepsiCo    Inc                   Bank   of  America    Merrill    Lynch
                                                       (52,896)
       30,003     Perficient      Inc                  Morgan    Stanley
                                                       (39,904)
       12,445     Perficient      Inc                  Bank   of  America    Merrill    Lynch
                                                       (6,471)
       41,008     Perficient      Inc                  Goldman    Sachs
                                                       (22,788)
       60,037     Performance      Food   Group   Co            Morgan    Stanley
                                                       (70,243)
       27,748     Performance      Food   Group   Co            Bank   of  America    Merrill    Lynch
                                                       (3,885)
       86,803     Performance      Food   Group   Co            Goldman    Sachs
                                                       (12,152)
                                197/298



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
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                                                   未実現評価益／
                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           PerkinElmer      Inc                 Goldman    Sachs                39,046
      (14,408)
           PerkinElmer      Inc                 Bank   of  America    Merrill    Lynch        24,420
       (9,011)
       8,227    Perrigo    Co  Plc                  Bank   of  America    Merrill    Lynch
                                                       (71,475)
           Perrigo    Co  Plc                  Morgan    Stanley                 48,613
       (5,620)
           Perrigo    Co  Plc                  Goldman    Sachs                189,851
      (21,999)
       20,132     Perrigo    Co  Plc                  Goldman    Sachs
                                                      (174,371)
       20,193     Perrigo    Co  Plc                  Morgan    Stanley
                                                      (174,669)
           Perspecta     Inc                  Goldman    Sachs                32,604
      (37,476)
           Perspecta     Inc                  Morgan    Stanley                 45,121
      (42,169)
       13,261     Perspecta     Inc                  Bank   of  America    Merrill    Lynch
                                                       (7,689)
       2,735    PetIQ   Inc                    Bank   of  America    Merrill    Lynch
                                                       (9,819)
           Petroleo     Brasileiro      SA  ADR            Goldman    Sachs
      (27,250)                                                 (4,360)
           Petroleo     Brasileiro      SA  ADR            Morgan    Stanley
      (16,074)                                                  (964)
           Pfenex    Inc                    Bank   of  America    Merrill    Lynch        56,824
      (78,922)
           Pfenex    Inc                    Goldman    Sachs                 8,946
      (12,425)
      (70,607)     Pfizer    Inc                    Bank   of  America    Merrill    Lynch       (39,540)
           Pfizer    Inc                    Goldman    Sachs                 3,680
      (53,104)
           PG&E   Corp                     Bank   of  America    Merrill    Lynch        5,228
       (5,745)
       48,375     PGT  Innovations      Inc               Bank   of  America    Merrill    Lynch
                                                       (30,476)
           PH  Glatfelter      Co                Bank   of  America    Merrill    Lynch        4,287
       (4,872)
           PH  Glatfelter      Co                Morgan    Stanley                 5,000
       (7,463)
           PH  Glatfelter      Co                Goldman    Sachs                10,118
      (11,498)
           Phibro    Animal    Health    Corp   ‘A’          Morgan    Stanley                 6,303
      (12,463)
           Phibro    Animal    Health    Corp   ‘A’          Goldman    Sachs                 2,581
      (17,290)
       63,024     Philip    Morris    International       Inc         Morgan    Stanley
                                                      (422,935)
           Philip    Morris    International       Inc         Goldman    Sachs                22,503
       (3,201)
       29,496     Philip    Morris    International       Inc         Goldman    Sachs
                                                      (188,383)
       52,925     Phillips     66                   Morgan    Stanley
                                                      (244,841)
       36,400     Phillips     66                   Bank   of  America    Merrill    Lynch
                                                      (214,751)
       22,874     Phillips     66                   Goldman    Sachs
                                                      (127,812)
           Photronics      Inc                  Bank   of  America    Merrill    Lynch        9,215
      (15,106)
       4,427    Phunware     Inc                   Morgan    Stanley
                                                       (1,240)
       73,572     Physicians      Realty    Trust   (Reit)           Morgan    Stanley
                                                       (43,407)
           Physicians      Realty    Trust   (Reit)           Bank   of  America    Merrill    Lynch        27,593
      (106,127)
       27,027     Physicians      Realty    Trust   (Reit)           Goldman    Sachs                (7,027)
           Physicians      Realty    Trust   (Reit)           Goldman    Sachs                 3,012
      (11,583)
       20,585     Physicians      Realty    Trust   (Reit)           Bank   of  America    Merrill    Lynch
                                                       (5,352)
           PICO   Holdings     Inc                Bank   of  America    Merrill    Lynch        36,283
      (42,189)
           Piedmont     Office    Realty    Trust   Inc  (Reit)    ‘A
       9,609                            Bank   of  America    Merrill    Lynch
                                                       (6,918)
            ’
           Piedmont     Office    Realty    Trust   Inc  (Reit)    ‘A
                                   Morgan    Stanley                 10,731
      (28,240)
            ’
           Piedmont     Office    Realty    Trust   Inc  (Reit)    ‘A
       20,479                            Morgan    Stanley
                                                       (7,782)
            ’
           Piedmont     Office    Realty    Trust   Inc  (Reit)    ‘A
                                   Goldman    Sachs                10,750
      (18,311)
            ’
           Pieris    Pharmaceuticals        Inc            Goldman    Sachs
      (19,870)                                                 (9,935)
                                198/298



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                                                   未実現評価益／
                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           Pieris    Pharmaceuticals        Inc            Bank   of  America    Merrill    Lynch
      (10,041)                                                 (5,020)
       8,966    Pilgrim’s      Pride   Corp               Bank   of  America    Merrill    Lynch
                                                       (27,705)
       12,297     Pilgrim’s      Pride   Corp               Morgan    Stanley
                                                       (16,051)
       9,401    Pilgrim’s      Pride   Corp               Goldman    Sachs
                                                       (29,049)
       57,133     Pinnacle     Financial     Partners     Inc         Bank   of  America    Merrill    Lynch
                                                      (137,439)
       8,624    Pinnacle     Financial     Partners     Inc         Morgan    Stanley
                                                       (23,383)
       28,883     Pinnacle     Financial     Partners     Inc         Goldman    Sachs
                                                       (71,266)
           Pinnacle     West   Capital    Corp            Bank   of  America    Merrill    Lynch        20,268
       (6,823)
           Pinnacle     West   Capital    Corp            Morgan    Stanley                 34,112
      (11,830)
       77,408     Pinnacle     West   Capital    Corp            Bank   of  America    Merrill    Lynch
                                                      (157,138)
           Pinnacle     West   Capital    Corp            Goldman    Sachs                 8,859
       (3,973)
       13,809     Pinterest     Inc   ‘A’                Goldman    Sachs                12,273
       88,517     Pinterest     Inc   ‘A’                Morgan    Stanley                 12,478
       83,267     Pioneer    Energy    Services     Corp           Bank   of  America    Merrill    Lynch
                                                       (57,946)
           Pioneer    Natural    Resources     Co          Goldman    Sachs                95,761
      (12,117)
       (8,662)    Pioneer    Natural    Resources     Co          Morgan    Stanley                 67,586
           Pioneer    Natural    Resources     Co          Bank   of  America    Merrill    Lynch        63,613
       (7,695)
       4,614    Piper   Jaffray    Cos                Goldman    Sachs
                                                       (23,089)
           Piper   Jaffray    Cos                Morgan    Stanley                 27,977
       (5,329)
        639   Piper   Jaffray    Cos                Bank   of  America    Merrill    Lynch
                                                       (1,614)
       6,343    Piper   Jaffray    Cos                Morgan    Stanley
                                                       (32,248)
           Pitney    Bowes   Inc                 Bank   of  America    Merrill    Lynch        65,321
      (55,357)
           Pitney    Bowes   Inc                 Morgan    Stanley                 84,212
      (95,644)
           Pitney    Bowes   Inc                 Goldman    Sachs                64,293
      (62,469)
           Pivotal    Software     Inc   ‘A’            Bank   of  America    Merrill    Lynch
      (17,640)                                                 (2,096)
           Pivotal    Software     Inc   ‘A’            Goldman    Sachs
      (23,449)                                                 (7,762)
           Pivotal    Software     Inc   ‘A’            Morgan    Stanley                 11,903
      (34,961)
           PJT  Partners     Inc   ‘A’              Bank   of  America    Merrill    Lynch        58,241
      (23,772)
           PJT  Partners     Inc   ‘A’              Goldman    Sachs                 5,196
       (2,121)
       64,440     Plains    GP  Holdings     LP  ‘A’            Bank   of  America    Merrill    Lynch
                                                      (146,601)
       23,769     Planet    Fitness    Inc   ‘A’             Goldman    Sachs
                                                       (63,794)
       24,116     Planet    Fitness    Inc   ‘A’             Morgan    Stanley
                                                       (8,869)
       31,667     Planet    Fitness    Inc   ‘A’             Bank   of  America    Merrill    Lynch
                                                       (97,195)
       8,462    Plantronics      Inc                 Goldman    Sachs
                                                       (44,425)
       1,234    Plantronics      Inc                 Bank   of  America    Merrill    Lynch        (6,478)
        856   Plantronics      Inc                 Morgan    Stanley
                                                       (3,433)
           Plantronics      Inc                 Bank   of  America    Merrill    Lynch       110,282
      (21,006)
           Plantronics      Inc                 Goldman    Sachs                 8,054
       (1,534)
       5,807    Playa   Hotels    & Resorts    NV            Morgan    Stanley
                                                       (1,684)
       26,785     Playa   Hotels    & Resorts    NV            Bank   of  America    Merrill    Lynch
                                                       (16,607)
       38,393     Playa   Hotels    & Resorts    NV            Goldman    Sachs
                                                       (23,804)
       1,851    PlayAGS    Inc                   Goldman    Sachs
                                                       (3,901)
           Plexus    Corp                    Bank   of  America    Merrill    Lynch        64,304
      (10,456)
           Plexus    Corp                    Morgan    Stanley                 59,152
      (20,231)
           Plexus    Corp                    Goldman    Sachs                126,340
      (21,184)
                                199/298



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
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                                                   未実現評価益／
                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
       32,782     Plug   Power   Inc                  Morgan    Stanley
                                                        (328)
           Pluralsight      Inc   ‘A’               Goldman    Sachs                20,002
       (9,805)
           Pluralsight      Inc   ‘A’               Bank   of  America    Merrill    Lynch        1,495
        (733)
           Pluralsight      Inc   ‘A’               Morgan    Stanley                 3,158
       (1,327)
       1,352    Pluralsight      Inc   ‘A’               Bank   of  America    Merrill    Lynch
                                                       (2,758)
       4,301    Pluralsight      Inc   ‘A’               Goldman    Sachs
                                                       (8,774)
           PNM  Resources     Inc                Bank   of  America    Merrill    Lynch        36,130
      (25,993)
       13,320     PNM  Resources     Inc                Goldman    Sachs
                                                       (15,706)
           PNM  Resources     Inc                Goldman    Sachs                17,011
      (12,238)
           PNM  Resources     Inc                Morgan    Stanley                 2,793
       (1,802)
       34,871     PNM  Resources     Inc                Morgan    Stanley
                                                       (38,482)
       14,882     PNM  Resources     Inc                Bank   of  America    Merrill    Lynch
                                                       (20,686)
           Polaris    Industries      Inc              Morgan    Stanley                107,553
      (10,442)
           Polaris    Industries      Inc              Goldman    Sachs                149,924
      (15,504)
           Polaris    Industries      Inc              Bank   of  America    Merrill    Lynch       141,201
      (14,602)
      (16,637)     Polarityte      Inc                  Morgan    Stanley                 6,187
       52,796     PolyOne    Corp                   Bank   of  America    Merrill    Lynch
                                                       (63,883)
       48,268     PolyOne    Corp                   Goldman    Sachs
                                                       (58,404)
       52,314     PolyOne    Corp                   Morgan    Stanley
                                                       (21,378)
           Ponce   de  Leon   Federal    Bank            Morgan    Stanley                 16,629
      (66,516)
           Pool   Corp                     Bank   of  America    Merrill    Lynch        49,303
      (12,204)
           Pool   Corp                     Goldman    Sachs                10,197
       (2,027)
           Pool   Corp                     Morgan    Stanley                 20,295
       (3,918)
           Popular    Inc                   Goldman    Sachs                 8,927
       (4,133)
           Popular    Inc                   Bank   of  America    Merrill    Lynch        79,099
      (36,620)
      112,733     Portland     General    Electric     Co          Morgan    Stanley
                                                       (92,441)
       49,215     Portland     General    Electric     Co          Goldman    Sachs
                                                       (36,911)
       89,398     Portland     General    Electric     Co          Bank   of  America    Merrill    Lynch
                                                       (67,048)
           Post   Holdings     Inc                Goldman    Sachs                21,200
      (10,476)
           Post   Holdings     Inc                Morgan    Stanley                 23,561
      (10,409)
           Post   Holdings     Inc                Bank   of  America    Merrill    Lynch        43,362
      (21,790)
           Potbelly     Corp                   Bank   of  America    Merrill    Lynch       177,891
      (164,714)
           PotlatchDeltic        Corp   (Reit)             Goldman    Sachs                122,284
      (39,030)
           PotlatchDeltic        Corp   (Reit)             Bank   of  America    Merrill    Lynch       104,940
      (26,964)
      (90,552)     PotlatchDeltic        Corp   (Reit)             Morgan    Stanley                192,011
           Powell    Industries      Inc              Bank   of  America    Merrill    Lynch        26,223
      (33,194)
        404   PPG  Industries      Inc                Morgan    Stanley
                                                        (919)
       32,662     PPL  Corp                     Goldman    Sachs
                                                       (12,862)
       17,735     PPL  Corp                     Morgan    Stanley
                                                       (3,333)
           PPL  Corp                     Morgan    Stanley                 7,124
      (50,888)
           PRA  Group   Inc                  Bank   of  America    Merrill    Lynch        35,987
      (29,741)
           PRA  Group   Inc                  Goldman    Sachs                47,376
      (39,154)
           PRA  Group   Inc                  Morgan    Stanley                 1,460
        (745)
       4,156    PRA  Group   Inc                  Bank   of  America    Merrill    Lynch
                                                       (5,029)
       19,319     PRA  Group   Inc                  Goldman    Sachs
                                                       (23,376)
                                200/298



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                                                     （損）
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                                                    （米ドル）
           米国（続き）
       19,501     PRA  Group   Inc                  Morgan    Stanley
                                                       (38,222)
       3,059    PRA  Health    Sciences     Inc             Bank   of  America    Merrill    Lynch
                                                       (5,782)
       1,302    PRA  Health    Sciences     Inc             Morgan    Stanley
                                                       (1,003)
      377,419     Precision     Drilling     Corp              Goldman    Sachs
                                                      (140,062)
       54,742     Precision     Drilling     Corp              Morgan    Stanley
                                                       (12,942)
        883   Preferred     Bank/Los     Angeles    CA          Bank   of  America    Merrill    Lynch
                                                        (423)
       2,397    Preferred     Bank/Los     Angeles    CA          Goldman    Sachs
                                                        (679)
       1,231    Preferred     Bank/Los     Angeles    CA          Morgan    Stanley
                                                        (710)
        405   Preformed     Line   Products     Co           Morgan    Stanley
                                                        (846)
        454   Preformed     Line   Products     Co           Goldman    Sachs
                                                        (804)
       1,602    Preformed     Line   Products     Co           Bank   of  America    Merrill    Lynch
                                                       (2,836)
           Premier    Inc   ‘A’                 Bank   of  America    Merrill    Lynch        32,469
      (28,482)
           Premier    Inc   ‘A’                 Morgan    Stanley                 8,689
      (12,413)
           Premier    Inc   ‘A’                 Goldman    Sachs                12,748
      (10,978)
       14,781     Presidio     Inc                   Bank   of  America    Merrill    Lynch
                                                       (10,642)
       46,129     Presidio     Inc                   Goldman    Sachs                (31,682)
       50,456     Presidio     Inc                   Morgan    Stanley
                                                       (27,568)
       17,385     Prestige     Consumer     Healthcare      Inc         Bank   of  America    Merrill    Lynch
                                                       (34,248)
       20,146     Prestige     Consumer     Healthcare      Inc         Goldman    Sachs
                                                       (38,961)
       9,254    Prestige     Consumer     Healthcare      Inc         Morgan    Stanley
                                                       (10,457)
           PRGX   Global    Inc                 Bank   of  America    Merrill    Lynch        11,020
      (12,814)
           PRGX   Global    Inc                 Goldman    Sachs                49,579
      (59,894)
           PRGX   Global    Inc                 Morgan    Stanley                 6,572
      (15,556)
           PriceSmart      Inc                  Goldman    Sachs                54,004
       (9,973)
           PriceSmart      Inc                  Bank   of  America    Merrill    Lynch       116,341
      (21,485)
           PriceSmart      Inc                  Morgan    Stanley                 70,216
      (17,532)
           Primerica     Inc                  Goldman    Sachs                 4,280
        (539)
           Primerica     Inc                  Bank   of  America    Merrill    Lynch       143,452
      (18,067)
           Primo   Water   Corp                 Bank   of  America    Merrill    Lynch        9,196
      (15,326)
       20,443     Primoris     Services     Corp              Goldman    Sachs
                                                       (41,467)
       1,369    Primoris     Services     Corp              Bank   of  America    Merrill    Lynch
                                                       (1,299)
       15,918     Primoris     Services     Corp              Morgan    Stanley
                                                       (31,199)
           Principal     Financial     Group   Inc          Bank   of  America    Merrill    Lynch        36,922
      (14,311)
           Principal     Financial     Group   Inc          Goldman    Sachs                80,161
      (31,070)
      (53,947)     Principal     Financial     Group   Inc          Morgan    Stanley                146,736
       5,378    Principia     Biopharma     Inc             Goldman    Sachs
                                                       (9,949)
       1,994    Principia     Biopharma     Inc             Bank   of  America    Merrill    Lynch
                                                       (3,689)
        863   Principia     Biopharma     Inc             Morgan    Stanley
                                                       (1,976)
           ProAssurance       Corp                 Bank   of  America    Merrill    Lynch       166,722
      (133,707)
           ProAssurance       Corp                 Goldman    Sachs                47,623
      (41,515)
           ProAssurance       Corp                 Morgan    Stanley                 45,159
      (38,739)
           Procter    & Gamble    Co/The               Bank   of  America    Merrill    Lynch       106,387
      (40,146)
           Procter    & Gamble    Co/The               Morgan    Stanley                 14,709
       (5,509)
       6,290    Progenics     Pharmaceuticals        Inc          Goldman    Sachs
                                                       (4,592)
           Progress     Software     Corp              Morgan    Stanley                 15,818
       (8,937)
                                201/298



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                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
       20,805     Progress     Software     Corp              Goldman    Sachs
                                                       (25,999)
       1,623    Progress     Software     Corp              Morgan    Stanley
                                                       (1,285)
           Progressive      Corp/The                 Morgan    Stanley                 1,106
       (1,651)
           Progressive      Corp/The                 Goldman    Sachs
      (10,202)                                                (23,261)
       99,752     Prologis     Inc  (Reit)                 Bank   of  America    Merrill    Lynch
                                                      (277,076)
       14,203     Prologis     Inc  (Reit)                 Morgan    Stanley
                                                       (15,445)
           Proofpoint      Inc                  Bank   of  America    Merrill    Lynch        33,975
       (5,187)
       10,663     Proofpoint      Inc                  Morgan    Stanley
                                                       (38,754)
       7,234    Proofpoint      Inc                  Goldman    Sachs
                                                       (17,003)
       42,232     ProPetro     Holding    Corp               Bank   of  America    Merrill    Lynch
                                                      (135,142)
       4,633    ProPetro     Holding    Corp               Goldman    Sachs
                                                       (14,826)
           ProPetro     Holding    Corp               Morgan    Stanley                 38,179
      (17,044)
       5,094    PROS   Holdings     Inc                Bank   of  America    Merrill    Lynch        28,425
       14,648     PROS   Holdings     Inc                Goldman    Sachs                81,736
       4,107    PROS   Holdings     Inc                Morgan    Stanley                 20,617
        (527)   Prosperity      Bancshares      Inc            Bank   of  America    Merrill    Lynch        2,359
           Prosperity      Bancshares      Inc            Morgan    Stanley                 23,086
       (6,503)
       30,886     Prosperity      Bancshares      Inc            Bank   of  America    Merrill    Lynch
                                                      (116,440)
       13,145     Prosperity      Bancshares      Inc            Goldman    Sachs
                                                       (49,557)
       1,281    Prosperity      Bancshares      Inc            Morgan    Stanley
                                                       (4,548)
       15,959     Protagonist      Therapeutics       Inc           Bank   of  America    Merrill    Lynch
                                                       (9,575)
       12,473     Protagonist      Therapeutics       Inc           Goldman    Sachs
                                                       (7,484)
       80,294     Protective      Insurance     Corp   ‘B’          Bank   of  America    Merrill    Lynch        75,878
       7,370    Protective      Insurance     Corp   ‘B’          Goldman    Sachs                 6,965
           Proteostasis       Therapeutics       Inc          Morgan    Stanley                 5,895
      (62,121)
           Proto   Labs   Inc                  Morgan    Stanley                120,319
      (15,505)
           Proto   Labs   Inc                  Bank   of  America    Merrill    Lynch       169,007
      (19,469)
           Proto   Labs   Inc                  Goldman    Sachs                146,672
      (15,615)
           Providence      Service    Corp/The              Bank   of  America    Merrill    Lynch        33,361
      (49,060)
           Provident     Bancorp    Inc              Bank   of  America    Merrill    Lynch
      (44,289)                                                 (9,522)
       2,695    Provident     Financial     Services     Inc         Morgan    Stanley
                                                        (902)
       17,039     Prudential      Financial     Inc             Goldman    Sachs
                                                       (95,109)
       16,056     Prudential      Financial     Inc             Morgan    Stanley
                                                      (106,772)
       13,190     PS  Business     Parks   Inc  (Reit)            Bank   of  America    Merrill    Lynch        24,929
       19,090     PS  Business     Parks   Inc  (Reit)            Morgan    Stanley                (73,663)
       31,744     PS  Business     Parks   Inc  (Reit)            Goldman    Sachs                41,178
           PTC  Inc                     Morgan    Stanley                 11,602
       (6,420)
           PTC  Inc                     Bank   of  America    Merrill    Lynch        73,940
      (22,171)
           PTC  Inc                     Goldman    Sachs                 7,124
       (3,977)
           PTC  Therapeutics       Inc               Morgan    Stanley
       (4,898)                                                (2,841)
           PTC  Therapeutics       Inc               Bank   of  America    Merrill    Lynch
      (13,994)                                                 (8,117)
           Public    Service    Enterprise      Group   Inc       Morgan    Stanley                 28,290
      (11,500)
           Public    Service    Enterprise      Group   Inc       Goldman    Sachs                52,561
      (65,701)
           Public    Service    Enterprise      Group   Inc       Bank   of  America    Merrill    Lynch        35,531
      (44,414)
       1,552    Public    Storage    (Reit)                Goldman    Sachs                10,492
                                202/298



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                                                     （損）
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                                                    （米ドル）
           米国（続き）
           Pulse   Biosciences      Inc              Bank   of  America    Merrill    Lynch         833
       (1,462)
           Pulse   Biosciences      Inc              Morgan    Stanley                 2,485
       (8,017)
           PulteGroup      Inc                  Bank   of  America    Merrill    Lynch        53,055
      (60,983)
           PulteGroup      Inc                  Morgan    Stanley                 1,709
       (1,612)
           PulteGroup      Inc                  Goldman    Sachs                 7,004
       (8,050)
           Puma   Biotechnology       Inc              Bank   of  America    Merrill    Lynch        2,746
       (1,333)
           Puma   Biotechnology       Inc              Morgan    Stanley                 3,868
       (3,947)
           Pure   Cycle   Corp                  Goldman    Sachs                 1,797
       (2,765)
       80,530     Pure   Storage    Inc   ‘A’              Goldman    Sachs
                                                      (380,907)
       71,308     Pure   Storage    Inc   ‘A’              Bank   of  America    Merrill    Lynch
                                                      (337,287)
       75,284     Pure   Storage    Inc   ‘A’              Morgan    Stanley                 36,889
        418   PVH  Corp                     Goldman    Sachs
                                                       (6,110)
           PVH  Corp                     Goldman    Sachs                198,503
       (7,623)
       1,088    PVH  Corp                     Bank   of  America    Merrill    Lynch
                                                       (23,655)
       2,187    PVH  Corp                     Morgan    Stanley
                                                       (47,297)
       (6,088)    PVH  Corp                     Bank   of  America    Merrill    Lynch       158,532
           Pyxus   International       Inc             Goldman    Sachs                  769
       (3,240)
           Pyxus   International       Inc             Morgan    Stanley                 7,250
      (11,351)
       2,888    Pzena   Investment      Management      Inc   ‘A’       Morgan    Stanley
                                                       (1,040)
       5,649    Pzena   Investment      Management      Inc   ‘A’       Bank   of  America    Merrill    Lynch
                                                       (3,276)
           Q2  Holdings     Inc                 Goldman    Sachs
      (28,641)                                                (12,606)
           Q2  Holdings     Inc                 Morgan    Stanley                 34,574
      (26,570)
           QAD  Inc   ‘A’                   Goldman    Sachs                 3,567
        (725)
           QAD  Inc   ‘A’                   Morgan    Stanley                 17,650
       (2,973)
           QCR  Holdings     Inc                 Morgan    Stanley                 1,007
       (1,203)
           QCR  Holdings     Inc                 Goldman    Sachs                 1,053
        (710)
       27,117     QEP  Resources     Inc                Bank   of  America    Merrill    Lynch
                                                       (24,948)
       15,709     QEP  Resources     Inc                Morgan    Stanley
                                                       (13,981)
       49,623     QEP  Resources     Inc                Goldman    Sachs
                                                       (45,653)
           QEP  Resources     Inc                Goldman    Sachs                10,913
      (11,862)
           QEP  Resources     Inc                Bank   of  America    Merrill    Lynch        19,550
      (21,250)
           QEP  Resources     Inc                Morgan    Stanley                 4,716
       (5,299)
           QIAGEN    NV                    Morgan    Stanley                 17,046
      (19,481)
           QIAGEN    NV                    Goldman    Sachs
      (20,753)                                                (11,933)
       (7,040)    Qorvo   Inc                    Bank   of  America    Merrill    Lynch        84,128
       44,487     QTS  Realty    Trust   Inc  (Reit)    ‘A’         Morgan    Stanley                  445
       42,731     QTS  Realty    Trust   Inc  (Reit)    ‘A’         Bank   of  America    Merrill    Lynch        14,529
       44,445     QTS  Realty    Trust   Inc  (Reit)    ‘A’         Goldman    Sachs                15,111
       11,909     Quad/Graphics       Inc                Goldman    Sachs
                                                       (28,939)
       15,791     Quad/Graphics       Inc                Morgan    Stanley
                                                       (21,949)
           Quaker    Chemical     Corp               Bank   of  America    Merrill    Lynch        37,620
       (2,369)
           Quaker    Chemical     Corp               Morgan    Stanley                 25,493
       (1,924)
           Quaker    Chemical     Corp               Goldman    Sachs                34,333
       (2,162)
        992   Qualcomm     Inc                   Goldman    Sachs                  792
       8,279    Qualcomm     Inc                   Morgan    Stanley
                                                       (16,094)
                                203/298



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                                                   未実現評価益／
                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
       5,448    Qualcomm     Inc                   Bank   of  America    Merrill    Lynch
                                                       (87,669)
           Qualys    Inc                    Goldman    Sachs
       (9,848)                                                (24,620)
           Qualys    Inc                    Bank   of  America    Merrill    Lynch
      (16,828)                                                (42,070)
           Qualys    Inc                    Morgan    Stanley                 1,408
       (1,282)
       1,429    Qualys    Inc                    Goldman    Sachs                 2,240
       4,425    Quanex    Building     Products     Corp           Goldman    Sachs
                                                       (4,425)
       10,157     Quanex    Building     Products     Corp           Morgan    Stanley
                                                       (7,719)
           Quanta    Services     Inc               Morgan    Stanley                  139
       (2,313)
       12,020     Quanta    Services     Inc               Goldman    Sachs
                                                       (10,698)
           Quantenna     Communications        Inc           Morgan    Stanley
      (46,131)                                                 (7,302)
           Quantenna     Communications        Inc           Bank   of  America    Merrill    Lynch
       (2,308)                                                 (346)
           Quantenna     Communications        Inc           Goldman    Sachs
      (22,040)                                                 (3,355)
       6,359    Quanterix     Corp                  Goldman    Sachs                11,542
       1,120    Quanterix     Corp                  Morgan    Stanley                 1,400
           Quest   Diagnostics      Inc              Morgan    Stanley                 14,207
       (5,649)
      (10,687)     Quidel    Corp                    Bank   of  America    Merrill    Lynch        31,206
           Quidel    Corp                    Goldman    Sachs                15,926
       (5,454)
           Quidel    Corp                    Morgan    Stanley                 18,181
       (8,699)
       19,148     QuinStreet      Inc                  Bank   of  America    Merrill    Lynch
                                                       (9,574)
       18,474     QuinStreet      Inc                  Goldman    Sachs
                                                       (9,237)
       27,176     Quotient     Technology      Inc             Goldman    Sachs                  544
       38,125     Quotient     Technology      Inc             Bank   of  America    Merrill    Lynch         763
           Qurate    Retail    Inc                Morgan    Stanley                 31,204
      (33,196)
           Qurate    Retail    Inc                Bank   of  America    Merrill    Lynch        3,581
      (14,919)
       99,511     Qurate    Retail    Inc                Morgan    Stanley
                                                       (93,540)
           Qurate    Retail    Inc                Goldman    Sachs                15,121
      (30,592)
           R1  RCM  Inc                    Goldman    Sachs                 3,220
      (26,011)
           R1  RCM  Inc                    Morgan    Stanley
      (42,533)                                                 (6,984)
       6,334    Ra  Pharmaceuticals        Inc              Goldman    Sachs
                                                       (13,396)
       3,139    Ra  Pharmaceuticals        Inc              Morgan    Stanley
                                                       (4,442)
        820   Ra  Pharmaceuticals        Inc              Bank   of  America    Merrill    Lynch
                                                       (1,734)
           Radian    Group   Inc                 Bank   of  America    Merrill    Lynch        3,487
       (6,579)
           Radian    Group   Inc                 Morgan    Stanley                 32,888
      (40,603)
           Radian    Group   Inc                 Goldman    Sachs                 5,619
      (10,602)
      109,664     Radiant    Logistics     Inc              Bank   of  America    Merrill    Lynch       (20,836)
       7,304    Radius    Health    Inc                Goldman    Sachs
                                                       (3,506)
           RadNet    Inc                    Bank   of  America    Merrill    Lynch        13,386
       (9,361)
       4,785    Ralph   Lauren    Corp                 Goldman    Sachs
                                                       (55,154)
       5,078    Ralph   Lauren    Corp                 Morgan    Stanley
                                                       (44,432)
       7,286    Ralph   Lauren    Corp                 Bank   of  America    Merrill    Lynch
                                                       (83,285)
           Ramaco    Resources     Inc               Goldman    Sachs                 7,225
       (8,500)
           Ramaco    Resources     Inc               Bank   of  America    Merrill    Lynch        3,120
       (3,671)
       49,843     Range   Resources     Corp               Bank   of  America    Merrill    Lynch
                                                       (90,714)
       24,718     Range   Resources     Corp               Goldman    Sachs
                                                       (44,987)
       18,525     Ranger    Energy    Services     Inc            Bank   of  America    Merrill    Lynch
                                                       (19,173)
                                204/298



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                                                   未実現評価益／
                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
       9,630    Ranger    Energy    Services     Inc            Goldman    Sachs
                                                       (9,967)
       11,753     Ranger    Energy    Services     Inc            Morgan    Stanley
                                                       (6,405)
       4,545    Rapid7    Inc                    Bank   of  America    Merrill    Lynch
                                                        (773)
       19,475     Rapid7    Inc                    Goldman    Sachs
                                                       (4,317)
       11,419     Rapid7    Inc                    Morgan    Stanley
                                                       (7,537)
           Raven   Industries      Inc               Goldman    Sachs                 4,176
       (1,356)
           Raven   Industries      Inc               Morgan    Stanley                 11,719
       (7,918)
           Raymond    James   Financial     Inc           Morgan    Stanley                 10,603
       (6,030)
       4,587    Raymond    James   Financial     Inc           Goldman    Sachs
                                                       (6,499)
       3,628    Raymond    James   Financial     Inc           Morgan    Stanley
                                                       (7,764)
           Rayonier     Advanced     Materials     Inc         Goldman    Sachs                72,359
      (55,610)
           Rayonier     Advanced     Materials     Inc         Bank   of  America    Merrill    Lynch       128,546
      (54,239)
           Rayonier     Advanced     Materials     Inc         Morgan    Stanley                114,428
      (105,746)
           Rayonier     Inc  (Reit)                 Bank   of  America    Merrill    Lynch       341,661
      (113,983)
           Rayonier     Inc  (Reit)                 Morgan    Stanley                 12,040
       (7,297)
      (76,816)     Rayonier     Inc  (Reit)                 Goldman    Sachs                194,350
       26,197     Raytheon     Co                   Bank   of  America    Merrill    Lynch
                                                       (74,138)
           Raytheon     Co                   Morgan    Stanley                 7,564
       (1,244)
       12,285     RBB  Bancorp                     Bank   of  America    Merrill    Lynch
                                                       (10,197)
       20,383     RBB  Bancorp                     Goldman    Sachs
                                                       (16,918)
       18,631     RBB  Bancorp                     Morgan    Stanley
                                                       (15,464)
           RBC  Bearings     Inc                 Morgan    Stanley
       (2,996)                                                (8,812)
           RBC  Bearings     Inc                 Goldman    Sachs
       (2,893)                                                (15,222)
       2,498    RCI  Hospitality      Holdings     Inc           Goldman    Sachs
                                                       (9,442)
       2,040    RCI  Hospitality      Holdings     Inc           Bank   of  America    Merrill    Lynch
                                                       (7,711)
       10,738     RE/MAX    Holdings     Inc   ‘A’             Bank   of  America    Merrill    Lynch
                                                       (55,838)
       1,366    RE/MAX    Holdings     Inc   ‘A’             Goldman    Sachs
                                                       (7,103)
       2,826    RE/MAX    Holdings     Inc   ‘A’             Morgan    Stanley
                                                       (7,715)
           Reading    International       Inc   ‘A’          Bank   of  America    Merrill    Lynch       342,938
      (236,509)
           Ready   Capital    Corp   (Reit)              Goldman    Sachs                 2,288
      (10,382)
           Ready   Capital    Corp   (Reit)              Morgan    Stanley                 2,212
       (6,659)
       34,596     RealNetworks       Inc                 Bank   of  America    Merrill    Lynch
                                                       (4,152)
       12,370     RealNetworks       Inc                 Goldman    Sachs
                                                       (1,484)
       2,774    RealNetworks       Inc                 Morgan    Stanley
                                                        (194)
       15,682     Realogy    Holdings     Corp               Goldman    Sachs                (11,291)
       9,565    RealPage     Inc                   Goldman    Sachs
                                                       (21,426)
       14,559     RealPage     Inc                   Bank   of  America    Merrill    Lynch
                                                       (32,612)
       1,154    RealPage     Inc                   Morgan    Stanley
                                                       (2,031)
           Realty    Income    Corp   (Reit)              Morgan    Stanley                 11,752
      (30,927)
       83,327     Realty    Income    Corp   (Reit)              Bank   of  America    Merrill    Lynch        5,833
           Reata   Pharmaceuticals        Inc   ‘A’          Morgan    Stanley                 3,725
       (4,382)
       2,974    Reata   Pharmaceuticals        Inc   ‘A’          Goldman    Sachs
                                                       (2,980)
        999   Reata   Pharmaceuticals        Inc   ‘A’          Morgan    Stanley                  420
           Reata   Pharmaceuticals        Inc   ‘A’          Goldman    Sachs                 2,797
       (1,371)
       38,869     Recro   Pharma    Inc                 Goldman    Sachs
                                                       (3,110)
                                205/298



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                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           Red  Lion   Hotels    Corp               Bank   of  America    Merrill    Lynch        10,406
      (104,059)
           Red  Robin   Gourmet    Burgers    Inc          Bank   of  America    Merrill    Lynch        93,738
      (15,597)
           Red  Robin   Gourmet    Burgers    Inc          Goldman    Sachs                119,818
      (19,752)
           Red  Robin   Gourmet    Burgers    Inc          Morgan    Stanley                 84,104
      (12,979)
           Red  Rock   Resorts    Inc   ‘A’            Bank   of  America    Merrill    Lynch        38,894
      (17,679)
           Red  Rock   Resorts    Inc   ‘A’            Goldman    Sachs                11,090
       (5,041)
           Red  Rock   Resorts    Inc   ‘A’            Morgan    Stanley                 13,566
       (7,178)
           Redfin    Corp                    Goldman    Sachs                66,977
      (48,959)
           Redfin    Corp                    Bank   of  America    Merrill    Lynch        32,723
      (24,842)
           Redfin    Corp                    Morgan    Stanley                 12,279
       (9,313)
           Redwood    Trust   Inc  (Reit)              Goldman    Sachs                33,005
      (115,344)
           Redwood    Trust   Inc  (Reit)              Morgan    Stanley                 17,480
      (49,930)
       22,785     Regal   Beloit    Corp                 Morgan    Stanley
                                                       (64,026)
       25,783     Regal   Beloit    Corp                 Bank   of  America    Merrill    Lynch
                                                      (101,843)
       25,411     Regal   Beloit    Corp                 Goldman    Sachs
                                                       (99,202)
       15,745     Regency    Centers    Corp   (Reit)             Bank   of  America    Merrill    Lynch       (28,184)
           Regency    Centers    Corp   (Reit)             Morgan    Stanley                 9,940
       (7,474)
       8,450    Regency    Centers    Corp   (Reit)             Morgan    Stanley
                                                       (11,238)
       24,186     Regency    Centers    Corp   (Reit)             Goldman    Sachs
                                                       (43,293)
        866   Regeneron     Pharmaceuticals        Inc          Bank   of  America    Merrill    Lynch
                                                       (5,005)
       3,468    Regeneron     Pharmaceuticals        Inc          Goldman    Sachs
                                                       (23,580)
       2,931    Regeneron     Pharmaceuticals        Inc          Morgan    Stanley
                                                       (50,953)
           REGENXBIO     Inc                  Morgan    Stanley                 4,973
       (3,805)
           REGENXBIO     Inc                  Goldman    Sachs                11,700
       (3,936)
       14,756     Regional     Management      Corp             Morgan    Stanley                 23,019
       28,852     Regional     Management      Corp             Bank   of  America    Merrill    Lynch        39,527
       45,985     Regional     Management      Corp             Goldman    Sachs                62,999
       66,781     Regions    Financial     Corp              Goldman    Sachs
                                                       (35,090)
      146,908     Regions    Financial     Corp              Bank   of  America    Merrill    Lynch
                                                       (73,454)
       38,078     Regions    Financial     Corp              Morgan    Stanley
                                                       (9,489)
           Regis   Corp                    Goldman    Sachs
      (37,262)                                                 (9,909)
           Regis   Corp                    Morgan    Stanley                 16,474
      (24,588)
           Regis   Corp                    Bank   of  America    Merrill    Lynch
      (39,991)                                                (15,197)
       33,770     Reliance     Steel   & Aluminum     Co          Bank   of  America    Merrill    Lynch
                                                      (183,023)
       13,862     Reliance     Steel   & Aluminum     Co          Goldman    Sachs                (58,758)
       3,435    Reliance     Steel   & Aluminum     Co          Morgan    Stanley
                                                       (7,012)
           Reliant    Bancorp    Inc               Bank   of  America    Merrill    Lynch        5,399
      (14,592)
           Reliant    Bancorp    Inc               Goldman    Sachs                25,333
      (68,468)
           Reliant    Bancorp    Inc               Morgan    Stanley                  121
       (1,735)
           RenaissanceRe       Holdings     Ltd            Bank   of  America    Merrill    Lynch
      (28,952)                                                (165,026)
           RenaissanceRe       Holdings     Ltd            Morgan    Stanley
       (5,055)                                                (8,492)
           RenaissanceRe       Holdings     Ltd            Goldman    Sachs
      (11,760)                                                (67,032)
       78,153     Renasant     Corp                   Morgan    Stanley
                                                       (88,313)
           Renewable     Energy    Group   Inc            Goldman    Sachs                26,364
      (30,045)
           Renewable     Energy    Group   Inc            Morgan    Stanley                 28,496
      (35,538)
                                206/298



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                                                   未実現評価益／
                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           Rentech    Inc                   Morgan    Stanley
      (18,799)                                                   －
           Repligen     Corp                   Bank   of  America    Merrill    Lynch
       (6,046)                                                (15,417)
           Repligen     Corp                   Goldman    Sachs
       (7,048)                                                (2,047)
           Repligen     Corp                   Morgan    Stanley
       (6,112)                                                (7,231)
       5,135    Replimune     Group   Inc               Bank   of  America    Merrill    Lynch
                                                       (3,338)
       7,964    Replimune     Group   Inc               Goldman    Sachs
                                                       (5,177)
       4,045    Replimune     Group   Inc               Morgan    Stanley
                                                       (2,872)
       91,775     Republic     Bancorp    Inc/KY    ‘A’           Bank   of  America    Merrill    Lynch
                                                      (331,308)
       7,819    Republic     Bancorp    Inc/KY    ‘A’           Goldman    Sachs
                                                       (28,227)
       9,347    Republic     Bancorp    Inc/KY    ‘A’           Morgan    Stanley
                                                       (18,507)
       85,656     Republic     First   Bancorp    Inc            Goldman    Sachs
                                                       (1,713)
      363,793     Republic     First   Bancorp    Inc            Bank   of  America    Merrill    Lynch
                                                       (7,276)
       61,137     Republic     First   Bancorp    Inc            Morgan    Stanley
                                                       (2,445)
       61,175     Republic     Services     Inc              Bank   of  America    Merrill    Lynch
                                                       (17,741)
       9,538    Republic     Services     Inc              Goldman    Sachs
                                                       (2,766)
      (30,022)     Research     Frontiers     Inc              Bank   of  America    Merrill    Lynch        16,812
           Research     Frontiers     Inc              Morgan    Stanley                 61,000
      (112,963)
       59,339     Resideo    Technologies       Inc             Goldman    Sachs
                                                      (192,445)
       8,935    Resideo    Technologies       Inc             Morgan    Stanley
                                                       (21,176)
           Resideo    Technologies       Inc             Bank   of  America    Merrill    Lynch        12,275
       (3,812)
           Resideo    Technologies       Inc             Goldman    Sachs                59,634
      (18,520)
           Resideo    Technologies       Inc             Morgan    Stanley                 72,763
      (39,374)
           ResMed    Inc                    Bank   of  America    Merrill    Lynch        3,279
       (6,453)
           ResMed    Inc                    Morgan    Stanley                 12,628
      (23,676)
           ResMed    Inc                    Goldman    Sachs                 5,966
      (15,717)
       3,102    Resources     Connection      Inc             Goldman    Sachs
                                                       (1,241)
           Retail    Opportunity      Investments      Corp   (Reit)     Goldman    Sachs                12,488
      (12,808)
           Retail    Opportunity      Investments      Corp   (Reit)     Bank   of  America    Merrill    Lynch        13,378
      (13,721)
           Retail    Properties      of  America    Inc  (Reit)    ᠀
                                   Bank   of  America    Merrill    Lynch       236,322
      (268,548)
            ’
           Retail    Properties      of  America    Inc  (Reit)    ᠀
                                   Morgan    Stanley                 95,462
      (136,374)
            ’
       34,144     Retrophin     Inc                  Goldman    Sachs
                                                       (5,386)
       33,945     Retrophin     Inc                  Morgan    Stanley                  218
       4,858    REV  Group   Inc                  Morgan    Stanley
                                                       (1,846)
           Revlon    Inc   ‘A’                 Morgan    Stanley                 3,245
       (5,071)
       1,313    REX  American     Resources     Corp            Bank   of  America    Merrill    Lynch
                                                       (20,365)
       1,634    REX  American     Resources     Corp            Goldman    Sachs
                                                       (25,343)
      207,700     Rexford    Industrial      Realty    Inc  (Reit)        Bank   of  America    Merrill    Lynch       (91,032)
       96,534     Rexford    Industrial      Realty    Inc  (Reit)        Morgan    Stanley
                                                       (20,568)
       89,260     Rexford    Industrial      Realty    Inc  (Reit)        Goldman    Sachs
                                                       (32,399)
      173,111     Rexnord    Corp                   Bank   of  America    Merrill    Lynch
                                                      (195,307)
       93,871     Rexnord    Corp                   Morgan    Stanley
                                                       (55,889)
       35,896     Rexnord    Corp                   Goldman    Sachs
                                                       (39,153)
                                   Bank   of  America    Merrill    Lynch        63,600
       (4,872)    RH
           RH                        Morgan    Stanley                 88,088
      (14,336)
                                207/298



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                                                   未実現評価益／
                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
       47,043     Ribbon    Communications        Inc            Bank   of  America    Merrill    Lynch
                                                       (40,457)
       87,426     Ribbon    Communications        Inc            Goldman    Sachs
                                                       (75,186)
       12,681     Ribbon    Communications        Inc            Morgan    Stanley
                                                       (6,340)
       22,567     Rigel   Pharmaceuticals        Inc            Goldman    Sachs
                                                       (2,370)
       42,880     Ring   Energy    Inc                 Goldman    Sachs
                                                       (45,453)
       10,490     Ring   Energy    Inc                 Bank   of  America    Merrill    Lynch
                                                       (11,119)
       43,673     RingCentral      Inc   ‘A’               Goldman    Sachs                15,286
       35,982     RingCentral      Inc   ‘A’               Bank   of  America    Merrill    Lynch        6,097
       32,323     RingCentral      Inc   ‘A’               Morgan    Stanley
                                                       (99,555)
      233,267     Riverview     Bancorp    Inc              Bank   of  America    Merrill    Lynch
                                                       (27,992)
       67,832     Riverview     Bancorp    Inc              Goldman    Sachs
                                                       (9,086)
       76,507     Riverview     Bancorp    Inc              Morgan    Stanley
                                                       (28,139)
           RLI  Corp                     Bank   of  America    Merrill    Lynch
      (11,440)                                                (13,042)
           RLI  Corp                     Goldman    Sachs
      (43,133)                                                (49,172)
           RLI  Corp                     Morgan    Stanley                 22,644
      (21,163)
      215,753     RLJ  Lodging    Trust   (Reit)              Morgan    Stanley                (264,179)
      466,639     RLJ  Lodging    Trust   (Reit)              Bank   of  America    Merrill    Lynch
                                                      (815,082)
      283,301     RLJ  Lodging    Trust   (Reit)              Goldman    Sachs
                                                      (497,094)
           RMR  Group   Inc/The     ‘A’              Bank   of  America    Merrill    Lynch        68,359
      (25,318)
           Roadrunner      Transportation        Systems    Inc      Goldman    Sachs                 4,181
       (2,349)
       19,357     Roan   Resources     Inc                Bank   of  America    Merrill    Lynch
                                                       (39,682)
       28,990     Roan   Resources     Inc                Goldman    Sachs
                                                       (59,429)
       39,630     Robert    Half   International       Inc          Bank   of  America    Merrill    Lynch
                                                       (66,578)
           Rocket    Pharmaceuticals        Inc            Morgan    Stanley                 2,114
      (13,213)
       1,911    Rockwell     Automation      Inc             Goldman    Sachs
                                                       (23,276)
       32,063     Rockwell     Automation      Inc             Bank   of  America    Merrill    Lynch
                                                      (390,527)
        152   Rockwell     Automation      Inc             Morgan    Stanley
                                                        (525)
           Rockwell     Medical    Inc               Bank   of  America    Merrill    Lynch        8,212
      (21,057)
           Rockwell     Medical    Inc               Goldman    Sachs                22,576
      (57,886)
           Rockwell     Medical    Inc               Morgan    Stanley                 18,917
      (78,819)
       23,097     Rocky   Brands    Inc                 Bank   of  America    Merrill    Lynch
                                                       (7,391)
       4,222    Rocky   Brands    Inc                 Morgan    Stanley
                                                       (3,209)
       4,306    Rocky   Brands    Inc                 Goldman    Sachs
                                                        (576)
           Rogers    Corp                    Morgan    Stanley
      (10,241)                                                (31,542)
       (6,375)    Rogers    Corp                    Goldman    Sachs                291,465
           Rogers    Corp                    Bank   of  America    Merrill    Lynch       546,857
      (11,961)
        334   Roku   Inc                     Morgan    Stanley                 1,363
           Roku   Inc                     Bank   of  America    Merrill    Lynch
       (3,137)                                                (27,480)
           Roku   Inc                     Goldman    Sachs
      (13,435)                                                (117,691)
        273   Roku   Inc                     Goldman    Sachs                 1,197
       29,713     Rollins    Inc                   Bank   of  America    Merrill    Lynch        32,684
           Rollins    Inc                   Bank   of  America    Merrill    Lynch
       (3,590)                                                (2,396)
           Rollins    Inc                   Goldman    Sachs
       (3,974)                                                 (583)
           Rollins    Inc                   Morgan    Stanley
       (3,145)                                                (1,818)
       2,799    Roper   Technologies       Inc              Morgan    Stanley
                                                       (22,251)
                                208/298



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                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
       5,027    Roper   Technologies       Inc              Bank   of  America    Merrill    Lynch
                                                       (49,214)
       4,733    Roper   Technologies       Inc              Goldman    Sachs
                                                       (38,976)
           Rosehill     Resources     Inc              Goldman    Sachs                 4,092
       (5,684)
       3,371    Rosetta    Stone   Inc                Goldman    Sachs
                                                        (766)
       7,731    Rosetta    Stone   Inc                Morgan    Stanley                  677
           Ross   Stores    Inc                 Goldman    Sachs                 6,788
       (3,689)
           Ross   Stores    Inc                 Morgan    Stanley                 54,041
      (28,899)
       5,063    Royal   Caribbean     Cruises    Ltd           Bank   of  America    Merrill    Lynch
                                                       (9,367)
       5,304    Royal   Caribbean     Cruises    Ltd           Goldman    Sachs
                                                       (9,812)
           Royal   Gold   Inc                  Morgan    Stanley
       (5,835)                                                (14,948)
           Royal   Gold   Inc                  Bank   of  America    Merrill    Lynch
       (8,161)                                                (17,628)
           Royal   Gold   Inc                  Goldman    Sachs
      (11,741)                                                (21,203)
           RPC  Inc                     Goldman    Sachs                236,229
      (110,791)
           RPM  International       Inc              Bank   of  America    Merrill    Lynch        27,414
       (9,453)
           RPM  International       Inc              Goldman    Sachs                56,193
      (19,377)
      (284,714)     RPT  Realty    (Reit)                  Bank   of  America    Merrill    Lynch       170,828
       8,694    RR  Donnelley     & Sons   Co             Goldman    Sachs
                                                       (4,355)
       19,911     RR  Donnelley     & Sons   Co             Morgan    Stanley
                                                       (13,938)
       88,744     RTI  Surgical     Holdings     Inc            Goldman    Sachs
                                                       (52,359)
       46,041     RTI  Surgical     Holdings     Inc            Bank   of  America    Merrill    Lynch
                                                       (27,164)
       89,388     RTI  Surgical     Holdings     Inc            Morgan    Stanley
                                                       (27,710)
           RTW  RetailWinds      Inc               Bank   of  America    Merrill    Lynch       113,365
      (231,358)
       10,734     Rubicon    Project    Inc/The               Bank   of  America    Merrill    Lynch
                                                       (9,553)
           Rubicon    Technology      Inc              Morgan    Stanley
      (15,110)                                                 (3,475)
       1,625    Rubius    Therapeutics       Inc             Bank   of  America    Merrill    Lynch
                                                        (894)
       6,785    Rubius    Therapeutics       Inc             Goldman    Sachs
                                                       (3,732)
           Rudolph    Technologies       Inc             Morgan    Stanley
       (4,052)                                                 (689)
           Rudolph    Technologies       Inc             Bank   of  America    Merrill    Lynch        23,321
      (17,404)
           Rudolph    Technologies       Inc             Goldman    Sachs                20,257
      (15,117)
           Rush   Enterprises      Inc   ‘A’            Goldman    Sachs                15,643
       (3,853)
           Rush   Enterprises      Inc   ‘A’            Morgan    Stanley                 2,231
       (1,344)
           Rush   Enterprises      Inc   ‘B’            Bank   of  America    Merrill    Lynch        1,930
        (469)
           Rush   Enterprises      Inc   ‘B’            Goldman    Sachs                 4,259
       (1,035)
       62,026     Ruth’s    Hospitality      Group   Inc          Bank   of  America    Merrill    Lynch
                                                      (117,849)
       12,602     Ruth’s    Hospitality      Group   Inc          Goldman    Sachs                (23,944)
       10,156     Ruth’s    Hospitality      Group   Inc          Morgan    Stanley
                                                       (13,406)
       61,845     Ryder   System    Inc                 Goldman    Sachs
                                                      (484,692)
       42,671     Ryder   System    Inc                 Bank   of  America    Merrill    Lynch
                                                      (321,995)
       34,765     Ryder   System    Inc                 Morgan    Stanley
                                                      (184,410)
       6,794    Ryerson    Holding    Corp               Morgan    Stanley
                                                       (9,074)
       29,947     Ryerson    Holding    Corp               Bank   of  America    Merrill    Lynch
                                                       (62,003)
       37,020     Ryerson    Holding    Corp               Goldman    Sachs
                                                       (80,600)
       85,067     Ryman   Hospitality      Properties      Inc  (Reit)       Bank   of  America    Merrill    Lynch
                                                      (589,514)
       76,774     Ryman   Hospitality      Properties      Inc  (Reit)       Goldman    Sachs
                                                      (523,878)
       33,030     Ryman   Hospitality      Properties      Inc  (Reit)       Morgan    Stanley
                                                      (159,865)
                                209/298



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                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
       7,250    S&P  Global    Inc                  Bank   of  America    Merrill    Lynch        25,810
       3,929    S&P  Global    Inc                  Goldman    Sachs                 2,537
           S&T  Bancorp    Inc                 Bank   of  America    Merrill    Lynch        96,867
      (111,341)
           Sabra   Health    Care   Inc  (Reit)            Goldman    Sachs                182,492
      (229,631)
           Sabra   Health    Care   Inc  (Reit)            Bank   of  America    Merrill    Lynch       283,686
      (354,607)
           Sabra   Health    Care   Inc  (Reit)            Morgan    Stanley                178,300
      (371,459)
           Sabre   Corp                    Goldman    Sachs
      (165,526)                                                 (29,119)
           Sabre   Corp                    Bank   of  America    Merrill    Lynch
      (168,796)                                                 (13,899)
           Sabre   Corp                    Morgan    Stanley
      (110,547)                                                 (39,312)
           Safeguard     Scientifics      Inc            Bank   of  America    Merrill    Lynch
      (265,562)                                                (180,582)
           Safety    Insurance     Group   Inc            Goldman    Sachs                11,581
      (10,275)
           Safety    Insurance     Group   Inc            Morgan    Stanley                  707
        (537)
           Saga   Communications        Inc   ‘A’           Morgan    Stanley
      (27,799)                                                (20,710)
           Sage   Therapeutics       Inc              Goldman    Sachs
       (4,395)                                                (11,347)
           Sage   Therapeutics       Inc              Bank   of  America    Merrill    Lynch
      (10,618)                                                (20,459)
       (6,139)    Sage   Therapeutics       Inc              Morgan    Stanley                 40,441
           Saia   Inc                     Bank   of  America    Merrill    Lynch        43,717
       (6,201)
           Saia   Inc                     Goldman    Sachs                130,298
      (18,482)
       3,319    Saia   Inc                     Goldman    Sachs
                                                       (23,399)
       13,360     Saia   Inc                     Morgan    Stanley
                                                       (79,091)
           Saia   Inc                     Morgan    Stanley                 15,564
       (2,629)
           SailPoint     Technologies       Holding    Inc        Morgan    Stanley                 60,911
      (47,218)
           SailPoint     Technologies       Holding    Inc        Bank   of  America    Merrill    Lynch        30,866
      (21,829)
           SailPoint     Technologies       Holding    Inc        Goldman    Sachs                55,549
      (38,847)
       16,151     salesforce.com        Inc                Bank   of  America    Merrill    Lynch
                                                       (42,706)
       21,302     salesforce.com        Inc                Morgan    Stanley
                                                       (98,565)
       64,152     salesforce.com        Inc                Goldman    Sachs
                                                      (158,761)
           Sally   Beauty    Holdings     Inc            Bank   of  America    Merrill    Lynch       141,743
      (80,536)
           Sally   Beauty    Holdings     Inc            Morgan    Stanley                 29,593
      (17,362)
           Sally   Beauty    Holdings     Inc            Goldman    Sachs                72,086
      (45,636)
           Sanderson     Farms   Inc               Bank   of  America    Merrill    Lynch       200,102
      (14,427)
           Sanderson     Farms   Inc               Goldman    Sachs                150,795
      (10,872)
           SandRidge     Energy    Inc               Bank   of  America    Merrill    Lynch       245,526
      (114,732)
           SandRidge     Energy    Inc               Goldman    Sachs                19,343
       (9,039)
       (6,408)    SandRidge     Energy    Inc               Morgan    Stanley                 8,010
      143,972     Sandy   Spring    Bancorp    Inc             Bank   of  America    Merrill    Lynch
                                                      (136,576)
       96,853     Sandy   Spring    Bancorp    Inc             Goldman    Sachs
                                                       (94,100)
       30,055     Sandy   Spring    Bancorp    Inc             Morgan    Stanley
                                                       (37,991)
       13,626     Sangamo    Therapeutics       Inc             Bank   of  America    Merrill    Lynch
                                                       (17,032)
       8,045    Sangamo    Therapeutics       Inc             Goldman    Sachs
                                                       (10,056)
      115,483     Sanmina    Corp                   Bank   of  America    Merrill    Lynch
                                                      (521,983)
       77,070     Sanmina    Corp                   Goldman    Sachs
                                                      (287,374)
       67,835     Sanmina    Corp                   Morgan    Stanley
                                                      (163,943)
           Santander     Consumer     USA  Holdings     Inc       Bank   of  America    Merrill    Lynch
      (21,024)                                                (34,269)
           Sarepta    Therapeutics       Inc             Goldman    Sachs                 8,070
       (2,457)
                                210/298



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                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           Sarepta    Therapeutics       Inc             Bank   of  America    Merrill    Lynch        25,360
       (3,942)
           Sarepta    Therapeutics       Inc             Morgan    Stanley                 12,639
       (1,722)
       2,178    Saul   Centers    Inc  (Reit)               Goldman    Sachs
                                                       (3,920)
       1,365    Saul   Centers    Inc  (Reit)               Bank   of  America    Merrill    Lynch
                                                       (2,457)
       1,068    Saul   Centers    Inc  (Reit)               Morgan    Stanley
                                                       (1,399)
       13,765     Savara    Inc                    Bank   of  America    Merrill    Lynch
                                                       (4,818)
       7,855    Savara    Inc                    Morgan    Stanley
                                                       (1,571)
           SB  One  Bancorp                    Bank   of  America    Merrill    Lynch        5,049
       (5,100)
           SB  One  Bancorp                    Goldman    Sachs                 6,363
       (7,080)
           SB  One  Bancorp                    Morgan    Stanley                 14,835
      (15,158)
           SBA  Communications        Corp   (Reit)           Goldman    Sachs
       (4,472)                                                (24,059)
       3,157    SBA  Communications        Corp   (Reit)           Bank   of  America    Merrill    Lynch        30,481
       8,682    SBA  Communications        Corp   (Reit)           Goldman    Sachs                78,482
       1,170    SBA  Communications        Corp   (Reit)           Morgan    Stanley                 5,380
       93,869     ScanSource      Inc                  Bank   of  America    Merrill    Lynch
                                                      (147,374)
       2,302    ScanSource      Inc                  Morgan    Stanley                 (4,121)
       7,861    ScanSource      Inc                  Goldman    Sachs
                                                       (12,342)
       25,592     Schlumberger       Ltd                 Bank   of  America    Merrill    Lynch
                                                      (112,024)
       90,713     Schlumberger       Ltd                 Morgan    Stanley
                                                      (304,669)
       42,559     Schlumberger       Ltd                 Goldman    Sachs
                                                      (172,915)
      152,884     Schneider     National     Inc   ‘B’           Bank   of  America    Merrill    Lynch
                                                      (369,979)
       12,536     Schneider     National     Inc   ‘B’           Goldman    Sachs
                                                       (30,337)
       15,807     Schneider     National     Inc   ‘B’           Morgan    Stanley
                                                       (26,398)
           Schnitzer     Steel   Industries      Inc   ‘A’       Bank   of  America    Merrill    Lynch        17,144
      (14,908)
           Scholastic      Corp                  Bank   of  America    Merrill    Lynch        55,511
       (9,966)
           Scholastic      Corp                  Goldman    Sachs                74,964
      (13,522)
           Scholastic      Corp                  Morgan    Stanley                 64,261
      (12,119)
       5,125    Science    Applications       International       Corp      Bank   of  America    Merrill    Lynch
                                                       (4,904)
       2,061    Science    Applications       International       Corp      Goldman    Sachs
                                                       (4,932)
       2,567    Science    Applications       International       Corp      Morgan    Stanley
                                                       (5,676)
           Science    Applications       International       Corp      Bank   of  America    Merrill    Lynch
      (22,203)                                                (39,299)
           Science    Applications       International       Corp      Morgan    Stanley                 10,759
       (5,898)
           Science    Applications       International       Corp      Goldman    Sachs
       (9,880)                                                (6,407)
           Scientific      Games   Corp/DE     ‘A’          Bank   of  America    Merrill    Lynch       118,636
      (40,490)
       (3,183)    Scientific      Games   Corp/DE     ‘A’          Morgan    Stanley                 4,011
       4,150    Scientific      Games   Corp/DE     ‘A’          Morgan    Stanley
                                                       (5,229)
           Scientific      Games   Corp/DE     ‘A’          Goldman    Sachs                24,152
       (9,362)
           Scorpio    Bulkers    Inc               Goldman    Sachs                18,967
      (27,893)
           Scorpio    Bulkers    Inc               Morgan    Stanley                 20,661
      (42,165)
       4,357    Scorpio    Tankers    Inc               Goldman    Sachs
                                                       (1,925)
       22,699     Scorpio    Tankers    Inc               Morgan    Stanley
                                                       (7,196)
       11,057     Scotts    Miracle-Gro      Co/The              Morgan    Stanley
                                                       (13,600)
       14,192     Scotts    Miracle-Gro      Co/The              Bank   of  America    Merrill    Lynch        4,584
       8,258    Scotts    Miracle-Gro      Co/The              Goldman    Sachs                10,735
           Seaboard     Corp                   Bank   of  America    Merrill    Lynch       101,072
        (442)
                                211/298



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                                                     （損）
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                                                    （米ドル）
           米国（続き）
         16  Seaboard     Corp                   Bank   of  America    Merrill    Lynch
                                                       (3,659)
        177   Seaboard     Corp                   Goldman    Sachs
                                                       (40,475)
           Seacoast     Banking    Corp   of  Florida           Bank   of  America    Merrill    Lynch        23,257
      (10,068)
           Seacoast     Banking    Corp   of  Florida           Goldman    Sachs                90,665
      (39,249)
           Seacoast     Banking    Corp   of  Florida           Morgan    Stanley                 42,299
      (25,950)
           SEACOR    Holdings     Inc               Bank   of  America    Merrill    Lynch        4,863
       (1,426)
           SEACOR    Holdings     Inc               Goldman    Sachs                56,204
      (16,482)
           SEACOR    Marine    Holdings     Inc            Bank   of  America    Merrill    Lynch
      (10,189)                                                 (1,936)
           SEACOR    Marine    Holdings     Inc            Goldman    Sachs
       (6,503)                                                (1,236)
       31,472     Seadrill     Ltd                   Goldman    Sachs
                                                      (102,913)
       17,001     Seadrill     Ltd                   Morgan    Stanley
                                                       (49,643)
           Seagate    Technology      Plc              Goldman    Sachs                123,099
      (52,768)
           Seagate    Technology      Plc              Bank   of  America    Merrill    Lynch        65,456
      (22,571)
           Seagate    Technology      Plc              Morgan    Stanley                 62,442
      (32,801)
           Sealed    Air  Corp                  Goldman    Sachs                 4,591
       (5,401)
      (38,722)     Sealed    Air  Corp                  Bank   of  America    Merrill    Lynch        32,914
       1,018    Sealed    Air  Corp                  Goldman    Sachs
                                                        (574)
       17,432     Sears   Hometown     and  Outlet    Stores    Inc       Bank   of  America    Merrill    Lynch
                                                       (2,963)
       33,246     Sears   Hometown     and  Outlet    Stores    Inc       Morgan    Stanley
                                                       (3,657)
       14,407     SeaSpine     Holdings     Corp              Bank   of  America    Merrill    Lynch
                                                       (8,788)
       7,916    SeaWorld     Entertainment       Inc            Morgan    Stanley                 27,189
       1,370    SeaWorld     Entertainment       Inc            Bank   of  America    Merrill    Lynch        6,836
       22,161     SeaWorld     Entertainment       Inc            Goldman    Sachs                109,734
           SecureWorks      Corp   ‘A’              Morgan    Stanley                 61,053
      (29,928)
           SecureWorks      Corp   ‘A’              Bank   of  America    Merrill    Lynch        5,008
       (1,692)
       32,395     SEI  Investments      Co               Bank   of  America    Merrill    Lynch
                                                       (30,127)
       18,756     Select    Bancorp    Inc                Bank   of  America    Merrill    Lynch
                                                       (12,004)
       10,423     Select    Bancorp    Inc                Goldman    Sachs
                                                       (6,671)
       10,020     Select    Bancorp    Inc                Morgan    Stanley
                                                       (3,106)
           Select    Energy    Services     Inc   ‘A’         Goldman    Sachs                 8,985
       (7,426)
           Select    Energy    Services     Inc   ‘A’         Morgan    Stanley                 23,191
      (20,893)
       13,584     Select    Interior     Concepts     Inc   ‘A’        Bank   of  America    Merrill    Lynch
                                                       (33,960)
       5,849    Select    Interior     Concepts     Inc   ‘A’        Goldman    Sachs
                                                       (14,622)
       8,545    Select    Interior     Concepts     Inc   ‘A’        Morgan    Stanley
                                                       (5,412)
       99,605     Select    Medical    Holdings     Corp           Bank   of  America    Merrill    Lynch       (50,799)
       18,220     Selecta    Biosciences      Inc             Goldman    Sachs
                                                       (6,377)
       28,807     Selecta    Biosciences      Inc             Bank   of  America    Merrill    Lynch
                                                       (10,082)
       14,237     Selecta    Biosciences      Inc             Morgan    Stanley
                                                       (8,542)
           Selective     Insurance     Group   Inc          Morgan    Stanley                 19,105
      (11,970)
           Selective     Insurance     Group   Inc          Goldman    Sachs                 6,884
      (20,831)
           SemGroup     Corp   ‘A’                Morgan    Stanley                 4,538
       (3,005)
           SemGroup     Corp   ‘A’                Goldman    Sachs                43,444
      (29,354)
           Sempra    Energy                    Bank   of  America    Merrill    Lynch
      (41,690)                                                (49,611)
       2,666    Sempra    Energy                    Bank   of  America    Merrill    Lynch        3,173
       11,338     Sempra    Energy                    Goldman    Sachs                13,492
                                212/298



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                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
       22,232     Sempra    Energy                    Morgan    Stanley
                                                       (71,809)
       2,663    Semtech    Corp                   Bank   of  America    Merrill    Lynch
                                                       (16,054)
       6,324    Semtech    Corp                   Goldman    Sachs
                                                       (34,383)
       5,555    Semtech    Corp                   Morgan    Stanley
                                                       (27,619)
           Semtech    Corp                   Bank   of  America    Merrill    Lynch        30,470
       (3,378)
       4,182    Seneca    Foods   Corp   ‘A’              Bank   of  America    Merrill    Lynch
                                                       (1,183)
       13,459     Seneca    Foods   Corp   ‘A’              Morgan    Stanley                 12,786
       4,562    Seneca    Foods   Corp   ‘A’              Goldman    Sachs                  765
           Senior    Housing    Properties      Trust   (Reit)       Bank   of  America    Merrill    Lynch        50,562
      (85,698)
           Senior    Housing    Properties      Trust   (Reit)       Morgan    Stanley                 4,520
      (23,787)
       13,936     Sensata    Technologies       Holding    Plc         Bank   of  America    Merrill    Lynch
                                                       (46,966)
       2,349    Sensata    Technologies       Holding    Plc         Morgan    Stanley
                                                       (4,440)
       22,495     Sensata    Technologies       Holding    Plc         Goldman    Sachs
                                                       (79,462)
           Senseonics      Holdings     Inc             Bank   of  America    Merrill    Lynch        19,967
      (105,087)
           Sensient     Technologies       Corp            Bank   of  America    Merrill    Lynch       156,884
      (51,150)
      (41,927)     Sensient     Technologies       Corp            Morgan    Stanley                132,909
           Sensient     Technologies       Corp            Goldman    Sachs                100,769
      (33,509)
       35,936     Seres   Therapeutics       Inc              Bank   of  America    Merrill    Lynch
                                                       (29,108)
       44,153     Seres   Therapeutics       Inc              Goldman    Sachs
                                                       (35,764)
       21,286     Seres   Therapeutics       Inc              Morgan    Stanley
                                                       (22,776)
           Seritage     Growth    Properties      (Reit)    ‘A’      Goldman    Sachs                303,302
      (76,372)
           Service    Corp   International/US                 Bank   of  America    Merrill    Lynch
      (36,577)                                                (46,819)
           Service    Corp   International/US                 Morgan    Stanley
      (24,353)                                                 (7,306)
           Service    Corp   International/US                 Goldman    Sachs
      (22,562)                                                (28,879)
       41,343     Service    Corp   International/US                 Goldman    Sachs                52,919
       44,056     Service    Corp   International/US                 Morgan    Stanley                 13,217
           ServiceMaster       Global    Holdings     Inc        Goldman    Sachs                 4,368
      (31,202)
           ServiceMaster       Global    Holdings     Inc        Bank   of  America    Merrill    Lynch        1,691
      (12,080)
           ServiceMaster       Global    Holdings     Inc        Morgan    Stanley                 7,909
      (23,262)
       1,999    ServiceNow      Inc                  Morgan    Stanley
                                                       (23,588)
       1,401    ServiceNow      Inc                  Bank   of  America    Merrill    Lynch
                                                       (17,330)
       6,708    ServiceNow      Inc                  Goldman    Sachs
                                                       (82,978)
       94,049     ServiceSource       International       Inc         Bank   of  America    Merrill    Lynch        4,919
       80,728     ServiceSource       International       Inc         Goldman    Sachs                 4,222
       62,393     ServiceSource       International       Inc         Morgan    Stanley                 1,872
       1,010    ServisFirst      Bancshares      Inc            Morgan    Stanley
                                                       (1,697)
       17,073     ServisFirst      Bancshares      Inc            Bank   of  America    Merrill    Lynch
                                                       (26,292)
       5,930    Shake   Shack   Inc   ‘A’               Morgan    Stanley                 2,846
       4,390    Shake   Shack   Inc   ‘A’               Bank   of  America    Merrill    Lynch
                                                       (4,087)
       5,961    Shake   Shack   Inc   ‘A’               Goldman    Sachs
                                                       (3,682)
       9,529    Shenandoah      Telecommunications          Co        Morgan    Stanley
                                                       (21,272)
        969   Shenandoah      Telecommunications          Co        Goldman    Sachs
                                                       (1,851)
        383   Sherwin-Williams         Co/The               Goldman    Sachs
                                                       (2,560)
        411   Sherwin-Williams         Co/The               Morgan    Stanley
                                                       (3,358)
           Sherwin-Williams         Co/The               Bank   of  America    Merrill    Lynch        47,210
       (3,795)
                                213/298



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                                                   未実現評価益／
                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           Shiloh    Industries      Inc              Bank   of  America    Merrill    Lynch        58,351
      (43,873)
           Shiloh    Industries      Inc              Goldman    Sachs                11,850
       (8,910)
           Ship   Finance    International       Ltd          Goldman    Sachs                14,837
      (31,826)
       6,920    Shoe   Carnival     Inc                Goldman    Sachs
                                                       (52,108)
       1,486    Shoe   Carnival     Inc                Morgan    Stanley
                                                       (7,014)
       6,608    Shore   Bancshares      Inc               Morgan    Stanley
                                                       (2,115)
       16,215     Shore   Bancshares      Inc               Goldman    Sachs
                                                       (6,972)
       9,527    Shore   Bancshares      Inc               Bank   of  America    Merrill    Lynch
                                                       (4,097)
           ShotSpotter      Inc                 Morgan    Stanley                 5,126
       (5,285)
           ShotSpotter      Inc                 Goldman    Sachs
        (533)                                                (730)
           Shutterfly      Inc                  Goldman    Sachs
      (10,697)                                                 (8,547)
           Shutterfly      Inc                  Morgan    Stanley                 10,318
      (14,293)
           Shutterfly      Inc                  Bank   of  America    Merrill    Lynch
      (11,966)                                                (30,992)
           Shutterstock       Inc                 Bank   of  America    Merrill    Lynch        74,087
      (24,451)
           Shutterstock       Inc                 Morgan    Stanley                 5,237
       (4,364)
      (13,572)     Shutterstock       Inc                 Goldman    Sachs                38,853
       14,987     SI-BONE    Inc                   Bank   of  America    Merrill    Lynch
                                                        (599)
       8,202    SI-BONE    Inc                   Goldman    Sachs
                                                        (328)
       6,385    SI-BONE    Inc                   Morgan    Stanley
                                                       (2,043)
           Siebert    Financial     Corp              Morgan    Stanley                  402
        (659)
       35,402     Sienna    Biopharmaceuticals          Inc          Bank   of  America    Merrill    Lynch
                                                       (3,894)
       44,634     Sienna    Biopharmaceuticals          Inc          Goldman    Sachs
                                                       (4,910)
       96,367     Sierra    Bancorp                    Bank   of  America    Merrill    Lynch
                                                      (153,224)
       20,142     Sierra    Bancorp                    Goldman    Sachs
                                                       (32,026)
       57,379     Sierra    Bancorp                    Morgan    Stanley
                                                       (70,002)
           SIGA   Technologies       Inc              Goldman    Sachs
      (25,750)                                                  (871)
           SIGA   Technologies       Inc              Morgan    Stanley                 7,394
      (49,295)
           Signature     Bank/New     York   NY           Morgan    Stanley                 32,825
      (13,398)
           Signature     Bank/New     York   NY           Goldman    Sachs                36,797
      (14,318)
           Signet    Jewelers     Ltd               Bank   of  America    Merrill    Lynch        21,643
      (12,960)
       1,979    Signet    Jewelers     Ltd               Morgan    Stanley
                                                       (3,443)
           Silgan    Holdings     Inc               Morgan    Stanley                157,751
      (146,066)
       12,672     Silgan    Holdings     Inc               Bank   of  America    Merrill    Lynch
                                                       (15,967)
       21,709     Silgan    Holdings     Inc               Goldman    Sachs
                                                       (27,353)
       21,590     Silgan    Holdings     Inc               Morgan    Stanley                (23,317)
           Silicon    Laboratories       Inc             Bank   of  America    Merrill    Lynch        15,111
       (2,628)
           Silicon    Laboratories       Inc             Morgan    Stanley                 7,249
       (4,005)
       1,507    Silicon    Laboratories       Inc             Bank   of  America    Merrill    Lynch
                                                       (8,665)
           Silicon    Laboratories       Inc             Goldman    Sachs                33,436
       (5,815)
           Silk   Road   Medical    Inc              Morgan    Stanley                 9,487
       (2,360)
           SilverBow     Resources     Inc             Bank   of  America    Merrill    Lynch        27,362
      (14,477)
           SilverBow     Resources     Inc             Goldman    Sachs                10,238
       (5,417)
           SilverBow     Resources     Inc             Morgan    Stanley                 8,583
       (5,049)
       10,922     Silvercrest      Asset   Management      Group   Inc   ‘A’   Bank   of  America    Merrill    Lynch
                                                       (6,935)
                                214/298




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                                                     （損）
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                                                    （米ドル）
           米国（続き）
           Silvercrest      Asset   Management      Group   Inc
       3,932                            Goldman    Sachs
                                                       (2,497)
            ‘A’
           Silvercrest      Asset   Management      Group   Inc
       12,353                            Morgan    Stanley
                                                       (8,091)
            ‘A’
           Simmons    First   National     Corp   ‘A’         Bank   of  America    Merrill    Lynch        93,539
      (89,085)
           Simmons    First   National     Corp   ‘A’         Morgan    Stanley                 41,086
      (36,359)
           Simmons    First   National     Corp   ‘A’         Goldman    Sachs                 5,205
       (4,957)
       32,420     Simon   Property     Group   Inc  (Reit)           Bank   of  America    Merrill    Lynch
                                                      (501,213)
        894   Simon   Property     Group   Inc  (Reit)           Goldman    Sachs
                                                       (13,821)
       66,795     Simply    Good   Foods   Co/The              Bank   of  America    Merrill    Lynch
                                                       (55,440)
       6,947    Simply    Good   Foods   Co/The              Goldman    Sachs
                                                       (5,766)
       3,799    Simply    Good   Foods   Co/The              Morgan    Stanley
                                                       (2,887)
       7,995    Simpson    Manufacturing       Co  Inc           Morgan    Stanley
                                                       (25,344)
           Simpson    Manufacturing       Co  Inc           Bank   of  America    Merrill    Lynch        33,580
       (6,938)
        692   Simpson    Manufacturing       Co  Inc           Bank   of  America    Merrill    Lynch
                                                       (3,349)
           Simulations      Plus   Inc               Morgan    Stanley                 4,107
      (16,427)
           Simulations      Plus   Inc               Bank   of  America    Merrill    Lynch
      (46,388)                                                (44,069)
           Simulations      Plus   Inc               Goldman    Sachs
      (11,677)                                                (11,093)
       32,201     Sinclair     Broadcast     Group   Inc   ‘A’        Bank   of  America    Merrill    Lynch
                                                       (93,705)
       31,993     Sirius    XM  Holdings     Inc              Morgan    Stanley
                                                       (9,278)
      496,410     Sirius    XM  Holdings     Inc              Bank   of  America    Merrill    Lynch
                                                      (152,386)
      399,605     Sirius    XM  Holdings     Inc              Goldman    Sachs
                                                      (111,019)
       65,143     SITE   Centers    Corp   (Reit)              Goldman    Sachs
                                                       (78,823)
       16,496     SITE   Centers    Corp   (Reit)              Morgan    Stanley
                                                       (14,022)
       9,665    SITE   Centers    Corp   (Reit)              Bank   of  America    Merrill    Lynch
                                                       (11,695)
           SiteOne    Landscape     Supply    Inc           Morgan    Stanley                 22,435
      (25,575)
           SiteOne    Landscape     Supply    Inc           Goldman    Sachs                80,569
      (44,374)
           SITO   Mobile    Ltd                 Goldman    Sachs                62,748
      (66,470)
           SITO   Mobile    Ltd                 Bank   of  America    Merrill    Lynch        13,595
      (14,402)
       7,747    Six  Flags   Entertainment       Corp           Morgan    Stanley
                                                       (14,177)
       2,836    Six  Flags   Entertainment       Corp           Bank   of  America    Merrill    Lynch
                                                       (11,968)
       13,349     Six  Flags   Entertainment       Corp           Goldman    Sachs
                                                       (56,333)
       1,495    SJW  Group                     Bank   of  America    Merrill    Lynch
                                                       (1,839)
       3,502    SJW  Group                     Goldman    Sachs
                                                       (4,307)
           Skechers     U.S.A.    Inc   ‘A’             Bank   of  America    Merrill    Lynch        13,868
      (31,148)
           Skechers     U.S.A.    Inc   ‘A’             Morgan    Stanley                 36,555
      (22,021)
           Skechers     U.S.A.    Inc   ‘A’             Goldman    Sachs                27,350
      (52,498)
           Skyline    Champion     Corp               Bank   of  America    Merrill    Lynch
      (27,665)                                                (46,477)
       (7,090)    SkyWest    Inc                   Morgan    Stanley                 2,961
           SkyWest    Inc                   Goldman    Sachs                  227
       (2,077)
        569   Skyworks     Solutions     Inc              Goldman    Sachs
                                                       (6,640)
       4,970    Skyworks     Solutions     Inc              Morgan    Stanley
                                                       (7,256)
       4,580    Skyworks     Solutions     Inc              Bank   of  America    Merrill    Lynch
                                                       (53,449)
           SL  Green   Realty    Corp   (Reit)             Bank   of  America    Merrill    Lynch        18,808
       (7,724)
           SL  Green   Realty    Corp   (Reit)             Morgan    Stanley                 51,973
      (25,148)
       4,332    Sleep   Number    Corp                 Goldman    Sachs                 1,126
                                215/298



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                                                     （損）
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                                                    （米ドル）
           米国（続き）
         64  Sleep   Number    Corp                 Morgan    Stanley                   66
           SLM  Corp                     Morgan    Stanley                 24,246
      (73,474)
           SLM  Corp                     Bank   of  America    Merrill    Lynch       167,207
      (388,854)
       31,598     SM  Energy    Co                  Bank   of  America    Merrill    Lynch
                                                      (110,593)
       54,306     SM  Energy    Co                  Goldman    Sachs
                                                      (190,071)
       9,267    SM  Energy    Co                  Morgan    Stanley
                                                       (17,700)
       53,923     Smart   & Final   Stores    Inc             Bank   of  America    Merrill    Lynch
                                                       (4,314)
           SMART   Global    Holdings     Inc            Goldman    Sachs                34,968
      (12,058)
           SMART   Global    Holdings     Inc            Morgan    Stanley                 12,494
      (12,880)
           Smart   Sand   Inc                  Morgan    Stanley                 3,266
      (25,121)
           Smart   Sand   Inc                  Goldman    Sachs                15,742
      (24,597)
       34,012     SmartFinancial        Inc                Bank   of  America    Merrill    Lynch        4,252
       23,075     SmartFinancial        Inc                Goldman    Sachs                 2,884
       3,732    SmartFinancial        Inc                Morgan    Stanley
                                                       (2,855)
       6,089    Smartsheet      Inc   ‘A’               Goldman    Sachs                 5,267
      (41,868)     Snap   Inc   ‘A’                  Bank   of  America    Merrill    Lynch       (49,195)
           Snap   Inc   ‘A’                  Goldman    Sachs
       (5,791)                                                (6,804)
       20,784     Snap   Inc   ‘A’                  Bank   of  America    Merrill    Lynch        24,421
       23,802     Snap-on    Inc                   Bank   of  America    Merrill    Lynch
                                                      (188,988)
       8,011    Snap-on    Inc                   Morgan    Stanley
                                                       (31,243)
       15,839     Snap-on    Inc                   Goldman    Sachs
                                                      (125,762)
           SolarEdge     Technologies       Inc            Goldman    Sachs
       (1,233)                                                (2,059)
           SolarEdge     Technologies       Inc            Morgan    Stanley                  971
       (1,067)
           Solaris    Oilfield     Infrastructure        Inc   ‘A’    Goldman    Sachs                 5,569
       (1,591)
       14,265     SolarWinds      Corp                  Goldman    Sachs
                                                       (23,537)
       25,401     SolarWinds      Corp                  Morgan    Stanley
                                                       (16,257)
           SolarWinds      Corp                  Goldman    Sachs                 4,231
       (2,564)
           SolarWinds      Corp                  Morgan    Stanley                 10,909
      (17,045)
       63,673     Sonic   Automotive      Inc   ‘A’            Bank   of  America    Merrill    Lynch
                                                       (94,873)
       45,287     Sonic   Automotive      Inc   ‘A’            Goldman    Sachs
                                                       (67,478)
           Sonoco    Products     Co               Goldman    Sachs                29,057
      (18,868)
           Sonoco    Products     Co               Bank   of  America    Merrill    Lynch        66,120
      (42,935)
       4,394    Sonos   Inc                    Goldman    Sachs
                                                       (1,714)
           Sonos   Inc                    Bank   of  America    Merrill    Lynch        1,466
       (3,760)
       (3,220)    Sonos   Inc                    Morgan    Stanley                 1,224
           Sotheby’s                        Bank   of  America    Merrill    Lynch        10,742
       (3,704)
           Sotheby’s                        Morgan    Stanley                 26,237
       (7,053)
           Sotheby’s                        Goldman    Sachs                57,012
      (18,528)
           South   Jersey    Industries      Inc           Bank   of  America    Merrill    Lynch        63,338
      (27,902)
           South   Jersey    Industries      Inc           Morgan    Stanley                 30,727
      (13,131)
       3,276    South   Jersey    Industries      Inc           Bank   of  America    Merrill    Lynch
                                                       (7,699)
       6,524    South   Jersey    Industries      Inc           Goldman    Sachs
                                                       (10,981)
       18,156     South   Jersey    Industries      Inc           Morgan    Stanley
                                                       (19,833)
           South   Jersey    Industries      Inc           Goldman    Sachs                89,226
      (39,331)
           South   State   Corp                 Goldman    Sachs                 8,116
       (1,337)
                                216/298



                                                           EDINET提出書類
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                                                   未実現評価益／
                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           South   State   Corp                 Bank   of  America    Merrill    Lynch        38,775
       (6,388)
           Southern     Co/The                   Goldman    Sachs                22,993
      (37,882)
           Southern     Co/The                   Bank   of  America    Merrill    Lynch        91,514
      (135,204)
           Southern     Co/The                   Morgan    Stanley                 46,734
      (45,218)
           Southern     Copper    Corp               Morgan    Stanley                 5,425
      (20,866)
           Southern     Copper    Corp               Bank   of  America    Merrill    Lynch        33,622
      (18,174)
           Southern     Copper    Corp               Goldman    Sachs                25,200
      (14,212)
       24,575     Southern     First   Bancshares      Inc          Bank   of  America    Merrill    Lynch
                                                       (21,899)
       12,663     Southern     First   Bancshares      Inc          Morgan    Stanley
                                                        (380)
       18,980     Southern     First   Bancshares      Inc          Goldman    Sachs
                                                       (16,309)
           Southern     Missouri     Bancorp    Inc          Bank   of  America    Merrill    Lynch        7,578
      (22,963)
           Southern     Missouri     Bancorp    Inc          Goldman    Sachs                 6,349
      (19,238)
           Southern     Missouri     Bancorp    Inc          Morgan    Stanley                 2,795
      (12,706)
           Southern     National     Bancorp    of  Virginia     Inc    Bank   of  America    Merrill    Lynch        10,414
      (14,073)
           Southern     National     Bancorp    of  Virginia     Inc    Goldman    Sachs                 5,233
       (7,072)
      (103,520)     Southside     Bancshares      Inc             Bank   of  America    Merrill    Lynch       187,371
           Southside     Bancshares      Inc             Morgan    Stanley                 40,286
      (33,915)
           Southside     Bancshares      Inc             Goldman    Sachs                49,631
      (30,211)
       3,141    Southwest     Airlines     Co              Goldman    Sachs
                                                       (10,114)
       29,960     Southwest     Airlines     Co              Bank   of  America    Merrill    Lynch
                                                       (96,471)
       5,782    Southwest     Airlines     Co              Morgan    Stanley
                                                       (21,856)
       23,374     Southwest     Gas  Holdings     Inc            Bank   of  America    Merrill    Lynch
                                                       (8,725)
       57,280     Southwest     Gas  Holdings     Inc            Goldman    Sachs
                                                       (35,985)
       40,853     Southwest     Gas  Holdings     Inc            Morgan    Stanley
                                                       (77,006)
           Southwestern       Energy    Co             Bank   of  America    Merrill    Lynch        5,415
      (27,756)
           Southwestern       Energy    Co             Morgan    Stanley                 19,533
      (71,029)
           Southwestern       Energy    Co             Goldman    Sachs                25,117
      (41,516)
       34,551     SP  Plus   Corp                   Goldman    Sachs
                                                       (74,152)
       9,726    SP  Plus   Corp                   Bank   of  America    Merrill    Lynch
                                                       (21,300)
       52,354     SP  Plus   Corp                   Morgan    Stanley
                                                       (72,882)
           Spark   Energy    Inc   ‘A’              Morgan    Stanley                 5,257
      (10,953)
           Spark   Energy    Inc   ‘A’              Goldman    Sachs                 1,568
       (9,508)
       4,840    Spartan    Motors    Inc                Goldman    Sachs
                                                       (1,742)
       6,115    Spartan    Motors    Inc                Morgan    Stanley                  306
      (31,748)     SpartanNash      Co                 Morgan    Stanley                 54,924
           SpartanNash      Co                 Goldman    Sachs                175,952
      (51,298)
       4,140    Spectrum     Brands    Holdings     Inc           Goldman    Sachs
                                                       (40,489)
           Spectrum     Brands    Holdings     Inc           Bank   of  America    Merrill    Lynch       102,993
      (10,531)
       1,218    Spectrum     Brands    Holdings     Inc           Bank   of  America    Merrill    Lynch
                                                       (11,912)
       30,631     Spectrum     Pharmaceuticals        Inc           Bank   of  America    Merrill    Lynch
                                                       (41,964)
       34,961     Spectrum     Pharmaceuticals        Inc           Goldman    Sachs
                                                       (34,180)
       3,567    Spectrum     Pharmaceuticals        Inc           Morgan    Stanley
                                                       (1,248)
       8,205    Speedway     Motorsports      Inc             Bank   of  America    Merrill    Lynch         410
       16,389     Speedway     Motorsports      Inc             Goldman    Sachs                  819
       11,109     Spero   Therapeutics       Inc              Goldman    Sachs
                                                       (9,332)
                                217/298



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                                                   未実現評価益／
                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
       4,499    Spero   Therapeutics       Inc              Bank   of  America    Merrill    Lynch
                                                       (3,779)
           Spire   Inc                    Morgan    Stanley                 16,207
       (4,416)
           Spire   Inc                    Goldman    Sachs                223,317
      (75,445)
           Spire   Inc                    Bank   of  America    Merrill    Lynch       138,037
      (46,634)
           Spirit    AeroSystems      Holdings     Inc   ‘A’       Morgan    Stanley                 67,577
      (29,020)
           Spirit    AeroSystems      Holdings     Inc   ‘A’       Bank   of  America    Merrill    Lynch        53,940
      (36,330)
           Spirit    AeroSystems      Holdings     Inc   ‘A’       Goldman    Sachs                69,651
      (46,462)
       38,725     Spirit    Airlines     Inc               Goldman    Sachs
                                                       (69,158)
       4,382    Spirit    Airlines     Inc               Bank   of  America    Merrill    Lynch
                                                       (8,326)
       35,385     Spirit    Airlines     Inc               Morgan    Stanley
                                                       (45,078)
       25,486     Spirit    MTA  (Reit)                  Goldman    Sachs                 2,803
       32,685     Spirit    MTA  (Reit)                  Bank   of  America    Merrill    Lynch        3,595
       21,840     Spirit    MTA  (Reit)                  Morgan    Stanley                 2,402
       5,657    Spirit    of  Texas   Bancshares      Inc          Morgan    Stanley
                                                       (2,206)
       10,520     Spirit    of  Texas   Bancshares      Inc          Bank   of  America    Merrill    Lynch
                                                       (4,944)
       3,196    Spirit    of  Texas   Bancshares      Inc          Goldman    Sachs                (1,502)
           Spirit    Realty    Capital    Inc  (Reit)          Bank   of  America    Merrill    Lynch        3,374
       (4,560)
           Spirit    Realty    Capital    Inc  (Reit)          Goldman    Sachs                43,636
      (52,010)
           Spirit    Realty    Capital    Inc  (Reit)          Morgan    Stanley                 41,086
      (50,895)
       15,048     Splunk    Inc                    Bank   of  America    Merrill    Lynch
                                                      (241,040)
       14,435     Splunk    Inc                    Goldman    Sachs
                                                      (260,279)
       2,415    Splunk    Inc                    Morgan    Stanley
                                                       (50,667)
       4,876    Spok   Holdings     Inc                Goldman    Sachs
                                                       (1,317)
       35,351     Spok   Holdings     Inc                Bank   of  America    Merrill    Lynch
                                                       (9,545)
           Sportsman’s       Warehouse     Holdings     Inc       Goldman    Sachs                11,882
      (23,763)
           Spotify    Technology      SA              Bank   of  America    Merrill    Lynch        10,887
       (1,029)
           Spotify    Technology      SA              Goldman    Sachs                24,765
       (2,437)
           Spotify    Technology      SA              Morgan    Stanley                 8,663
       (6,986)
       2,938    Spring    Bank   Pharmaceuticals        Inc         Goldman    Sachs
                                                       (4,701)
      417,137     Sprint    Corp                    Bank   of  America    Merrill    Lynch       375,423
      521,053     Sprint    Corp                    Morgan    Stanley                156,316
      348,050     Sprint    Corp                    Goldman    Sachs                313,245
           Sprouts    Farmers    Market    Inc            Goldman    Sachs                37,982
      (26,278)
           Sprouts    Farmers    Market    Inc            Bank   of  America    Merrill    Lynch        58,765
      (37,913)
       (5,024)    Sprouts    Farmers    Market    Inc            Morgan    Stanley                 3,416
       6,795    SPS  Commerce     Inc                 Bank   of  America    Merrill    Lynch
                                                       (6,591)
       4,982    SPS  Commerce     Inc                 Morgan    Stanley
                                                       (10,861)
       2,826    SPS  Commerce     Inc                 Goldman    Sachs
                                                       (2,741)
       16,861     SPX  Corp                     Morgan    Stanley
                                                       (21,245)
       24,220     SPX  Corp                     Bank   of  America    Merrill    Lynch
                                                       (30,759)
       32,419     SPX  Corp                     Goldman    Sachs
                                                       (39,228)
           SPX  Flow   Inc                   Goldman    Sachs                36,813
      (25,043)
           SPX  Flow   Inc                   Bank   of  America    Merrill    Lynch        47,435
      (33,883)
           SPX  Flow   Inc                   Morgan    Stanley                 12,232
      (14,999)
       1,642    Square    Inc   ‘A’                 Bank   of  America    Merrill    Lynch
                                                       (5,796)
                                218/298



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                                                   未実現評価益／
                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
       31,729     Square    Inc   ‘A’                 Goldman    Sachs
                                                      (112,786)
       34,663     Square    Inc   ‘A’                 Morgan    Stanley
                                                      (164,996)
           SRC  Energy    Inc                  Goldman    Sachs                21,110
      (39,831)
           SRC  Energy    Inc                  Morgan    Stanley                 78,872
      (154,651)
           SS&C   Technologies       Holdings     Inc          Goldman    Sachs                127,646
      (47,941)
           SS&C   Technologies       Holdings     Inc          Bank   of  America    Merrill    Lynch        2,392
        (920)
           SS&C   Technologies       Holdings     Inc          Morgan    Stanley                 14,455
       (9,149)
       1,744    St  Joe  Co/The                    Morgan    Stanley
                                                       (1,395)
        275   St  Joe  Co/The                    Bank   of  America    Merrill    Lynch
                                                        (335)
       23,610     St  Joe  Co/The                    Goldman    Sachs
                                                       (28,804)
           STAAR   Surgical     Co                Morgan    Stanley                 15,236
      (15,030)
           STAAR   Surgical     Co                Goldman    Sachs                40,942
      (25,958)
           STAAR   Surgical     Co                Bank   of  America    Merrill    Lynch        22,413
      (13,184)
           STAG   Industrial      Inc  (Reit)             Morgan    Stanley                 1,141
       (1,391)
       75,307     STAG   Industrial      Inc  (Reit)             Bank   of  America    Merrill    Lynch
                                                       (39,913)
      (13,177)     STAG   Industrial      Inc  (Reit)             Goldman    Sachs                 5,561
           Stamps.com      Inc                  Bank   of  America    Merrill    Lynch        57,215
       (5,512)
       4,315    Stamps.com      Inc                  Goldman    Sachs
                                                       (28,947)
       1,274    Stamps.com      Inc                  Bank   of  America    Merrill    Lynch
                                                       (13,224)
       3,773    Stamps.com      Inc                  Morgan    Stanley
                                                       (11,093)
       27,076     Standard     Motor   Products     Inc           Goldman    Sachs
                                                      (118,299)
       8,703    Standard     Motor   Products     Inc           Morgan    Stanley
                                                       (33,981)
       8,722    Standex    International       Corp            Bank   of  America    Merrill    Lynch
                                                       (58,437)
        411   Standex    International       Corp            Morgan    Stanley
                                                       (1,385)
       3,871    Standex    International       Corp            Goldman    Sachs
                                                       (25,936)
       5,417    Stanley    Black   & Decker    Inc            Bank   of  America    Merrill    Lynch
                                                       (16,549)
       6,661    Stanley    Black   & Decker    Inc            Morgan    Stanley
                                                       (36,121)
       5,957    Stanley    Black   & Decker    Inc            Goldman    Sachs
                                                       (47,259)
           Stanley    Black   & Decker    Inc            Bank   of  America    Merrill    Lynch        80,923
      (12,261)
           Stanley    Black   & Decker    Inc            Goldman    Sachs                13,873
       (2,102)
           Starbucks     Corp                  Goldman    Sachs                 5,469
       (2,298)
           Starbucks     Corp                  Bank   of  America    Merrill    Lynch       112,598
      (47,310)
           Starbucks     Corp                  Morgan    Stanley                 7,774
       (4,157)
       14,771     StarTek    Inc                   Bank   of  America    Merrill    Lynch        6,647
       6,513    StarTek    Inc                   Goldman    Sachs                 2,931
       4,338    StarTek    Inc                   Morgan    Stanley
                                                       (1,605)
           Starwood     Property     Trust   Inc  (Reit)         Goldman    Sachs                49,663
      (88,901)
           Starwood     Property     Trust   Inc  (Reit)         Morgan    Stanley                163,150
      (267,459)
           Starwood     Property     Trust   Inc  (Reit)         Bank   of  America    Merrill    Lynch       177,870
      (362,314)
           State   Auto   Financial     Corp             Bank   of  America    Merrill    Lynch
      (125,329)                                                 (60,158)
           State   Street    Corp                 Bank   of  America    Merrill    Lynch        48,866
       (8,077)
       1,525    State   Street    Corp                 Bank   of  America    Merrill    Lynch
                                                       (2,666)
       44,319     Steel   Dynamics     Inc                Bank   of  America    Merrill    Lynch
                                                      (242,456)
       69,757     Steel   Dynamics     Inc                Goldman    Sachs
                                                      (295,291)
       48,619     Steel   Dynamics     Inc                Morgan    Stanley
                                                       (74,421)
                                219/298



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                                                    （米ドル）
           米国（続き）
       70,048     Steelcase     Inc   ‘A’                Bank   of  America    Merrill    Lynch
                                                       (88,316)
       54,558     Steelcase     Inc   ‘A’                Goldman    Sachs
                                                       (72,562)
       39,872     Steelcase     Inc   ‘A’                Morgan    Stanley
                                                       (41,881)
       3,725    Stemline     Therapeutics       Inc            Morgan    Stanley
                                                       (3,245)
       5,411    Stemline     Therapeutics       Inc            Goldman    Sachs
                                                       (9,710)
           Stepan    Co                    Bank   of  America    Merrill    Lynch        20,358
       (4,445)
           Stericycle      Inc                  Bank   of  America    Merrill    Lynch       274,840
      (71,202)
           Stericycle      Inc                  Goldman    Sachs                24,465
       (8,869)
           Stericycle      Inc                  Morgan    Stanley                 21,542
       (8,524)
       27,738     Steris    Plc                    Goldman    Sachs
                                                       (23,023)
           Sterling     Bancorp    Inc/MI               Bank   of  America    Merrill    Lynch        13,475
      (18,459)
           Sterling     Bancorp    Inc/MI               Goldman    Sachs                21,041
      (28,823)
           Sterling     Bancorp    Inc/MI               Morgan    Stanley                 8,524
      (11,940)
           Sterling     Bancorp/DE                   Goldman    Sachs                31,428
      (32,125)
           Sterling     Bancorp/DE                   Bank   of  America    Merrill    Lynch       262,262
      (227,105)
      (268,877)     Sterling     Bancorp/DE                   Morgan    Stanley                263,499
           Steven    Madden    Ltd                Bank   of  America    Merrill    Lynch        71,077
      (31,731)
       30,143     Steven    Madden    Ltd                Goldman    Sachs
                                                       (56,403)
       24,728     Steven    Madden    Ltd                Morgan    Stanley
                                                       (39,998)
       8,881    Steven    Madden    Ltd                Bank   of  America    Merrill    Lynch
                                                       (19,893)
           Steven    Madden    Ltd                Goldman    Sachs                20,133
       (8,988)
       56,390     Stifel    Financial     Corp               Morgan    Stanley
                                                      (193,800)
       24,182     Stifel    Financial     Corp               Bank   of  America    Merrill    Lynch
                                                       (74,429)
       4,718    Stitch    Fix  Inc   ‘A’               Bank   of  America    Merrill    Lynch
                                                       (6,888)
           Stitch    Fix  Inc   ‘A’               Bank   of  America    Merrill    Lynch        2,843
       (1,947)
           Stitch    Fix  Inc   ‘A’               Morgan    Stanley                 11,017
      (10,296)
       8,497    Stock   Yards   Bancorp    Inc             Bank   of  America    Merrill    Lynch
                                                       (7,053)
       6,323    Stock   Yards   Bancorp    Inc             Goldman    Sachs
                                                       (5,248)
        839   Stock   Yards   Bancorp    Inc             Morgan    Stanley
                                                       (1,091)
           Stoneridge      Inc                  Morgan    Stanley                 10,729
       (7,609)
           Stoneridge      Inc                  Bank   of  America    Merrill    Lynch       118,607
      (49,011)
           Stoneridge      Inc                  Goldman    Sachs                86,118
      (35,586)
       2,280    STORE   Capital    Corp   (Reit)              Goldman    Sachs
                                                        (502)
      118,563     STORE   Capital    Corp   (Reit)              Bank   of  America    Merrill    Lynch
                                                       (26,084)
       6,990    STORE   Capital    Corp   (Reit)              Morgan    Stanley                 (3,425)
           Stratasys     Ltd                  Morgan    Stanley                 27,478
      (21,636)
           Stratasys     Ltd                  Goldman    Sachs                21,958
      (13,228)
       5,350    Strategic     Education     Inc             Goldman    Sachs                21,561
           Strategic     Education     Inc             Goldman    Sachs
        (126)                                                (508)
           Strategic     Education     Inc             Morgan    Stanley                 1,081
       (5,690)
       4,347    Strategic     Education     Inc             Bank   of  America    Merrill    Lynch        17,518
       2,421    Strategic     Education     Inc             Morgan    Stanley
                                                        (460)
           Strattec     Security     Corp              Goldman    Sachs                60,874
      (15,012)
           Stratus    Properties      Inc              Morgan    Stanley
       (7,225)                                                (9,031)
           Stratus    Properties      Inc              Bank   of  America    Merrill    Lynch
      (31,130)                                                (50,119)
                                220/298



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                                                     （損）
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                                                    （米ドル）
           米国（続き）
           Stratus    Properties      Inc              Goldman    Sachs
      (18,543)                                                (29,854)
           Strongbridge       Biopharma     Plc            Morgan    Stanley                 2,776
      (19,831)
       11,761     Stryker    Corp                   Goldman    Sachs
                                                       (32,696)
       24,763     Stryker    Corp                   Bank   of  America    Merrill    Lynch
                                                       (68,841)
       91,295     Summit    Hotel   Properties      Inc  (Reit)         Bank   of  America    Merrill    Lynch
                                                      (100,425)
       39,206     Summit    Hotel   Properties      Inc  (Reit)         Goldman    Sachs
                                                       (40,452)
       71,984     Summit    Hotel   Properties      Inc  (Reit)         Morgan    Stanley
                                                       (43,190)
       22,406     Summit    Materials     Inc   ‘A’            Bank   of  America    Merrill    Lynch
                                                       (60,048)
       16,413     Summit    Materials     Inc   ‘A’            Morgan    Stanley
                                                       (53,999)
       28,047     Summit    Materials     Inc   ‘A’            Goldman    Sachs
                                                       (63,016)
       24,801     Sun  Communities      Inc  (Reit)             Bank   of  America    Merrill    Lynch
                                                       (25,297)
       5,698    Sun  Communities      Inc  (Reit)             Goldman    Sachs
                                                       (5,812)
           Sun  Communities      Inc  (Reit)             Goldman    Sachs                 4,094
       (4,014)
           Sun  Communities      Inc  (Reit)             Bank   of  America    Merrill    Lynch        11,829
      (10,375)
           Sun  Communities      Inc  (Reit)             Morgan    Stanley                 9,001
       (8,397)
      (27,111)     Sun  Hydraulics      Corp                Morgan    Stanley                 10,573
           Sun  Hydraulics      Corp                Bank   of  America    Merrill    Lynch        76,143
      (48,192)
       40,934     SunCoke    Energy    Inc                Bank   of  America    Merrill    Lynch
                                                       (27,016)
       66,167     SunCoke    Energy    Inc                Goldman    Sachs
                                                       (43,670)
       29,753     SunCoke    Energy    Inc                Morgan    Stanley
                                                       (13,686)
       7,690    SunPower     Corp                   Goldman    Sachs
                                                       (1,367)
       8,030    SunPower     Corp                   Morgan    Stanley
                                                       (1,808)
       2,507    Sunrun    Inc                    Morgan    Stanley
                                                       (3,359)
       15,967     Sunrun    Inc                    Bank   of  America    Merrill    Lynch        9,261
           Sunrun    Inc                    Morgan    Stanley                 74,235
      (55,399)
       3,846    Sunrun    Inc                    Goldman    Sachs                 2,231
      313,655     Sunstone     Hotel   Investors     Inc  (Reit)         Bank   of  America    Merrill    Lynch
                                                      (414,025)
       67,108     Sunstone     Hotel   Investors     Inc  (Reit)         Goldman    Sachs
                                                       (88,583)
       78,489     Sunstone     Hotel   Investors     Inc  (Reit)         Morgan    Stanley
                                                       (73,780)
      255,063     Superior     Energy    Services     Inc           Goldman    Sachs
                                                      (252,968)
       8,367    Superior     Energy    Services     Inc           Morgan    Stanley
                                                       (4,602)
      236,528     Superior     Energy    Services     Inc           Bank   of  America    Merrill    Lynch
                                                      (248,354)
           Superior     Industries      International       Inc      Bank   of  America    Merrill    Lynch        75,526
      (51,378)
           Superior     Industries      International       Inc      Morgan    Stanley                 19,610
      (29,871)
      (25,902)     Superior     Industries      International       Inc      Goldman    Sachs                38,076
           Supernus     Pharmaceuticals        Inc           Morgan    Stanley                 5,947
       (2,819)
           Supernus     Pharmaceuticals        Inc           Goldman    Sachs                 9,136
       (2,890)
       3,131    Supernus     Pharmaceuticals        Inc           Bank   of  America    Merrill    Lynch
                                                       (10,614)
       12,183     Supernus     Pharmaceuticals        Inc           Goldman    Sachs
                                                       (41,300)
       3,639    Supernus     Pharmaceuticals        Inc           Morgan    Stanley
                                                       (13,828)
       69,392     Surface    Oncology     Inc               Bank   of  America    Merrill    Lynch
                                                       (30,532)
       31,814     Surgery    Partners     Inc               Bank   of  America    Merrill    Lynch
                                                       (60,128)
           Surmodics     Inc                  Bank   of  America    Merrill    Lynch         158
      (15,838)
           Surmodics     Inc                  Goldman    Sachs                  718
       (2,744)
           Surmodics     Inc                  Morgan    Stanley
        (715)                                                (458)
                                221/298



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                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
       10,794     Sutro   Biopharma     Inc               Bank   of  America    Merrill    Lynch        11,334
       7,257    Sutro   Biopharma     Inc               Goldman    Sachs                 7,620
       2,381    Sutro   Biopharma     Inc               Morgan    Stanley                 1,548
           SVB  Financial     Group                Bank   of  America    Merrill    Lynch       288,500
      (11,966)
           SVB  Financial     Group                Morgan    Stanley                 99,923
       (3,873)
           SVB  Financial     Group                Goldman    Sachs                66,399
       (2,754)
       12,615     SVMK   Inc                     Bank   of  America    Merrill    Lynch        7,821
       21,002     SVMK   Inc                     Goldman    Sachs                13,021
       7,381    SVMK   Inc                     Morgan    Stanley                  886
           Switch    Inc   ‘A’                 Morgan    Stanley                 1,059
       (3,781)
       7,571    Switch    Inc   ‘A’                 Bank   of  America    Merrill    Lynch        1,514
       14,230     Switch    Inc   ‘A’                 Goldman    Sachs                 2,846
           Sykes   Enterprises      Inc              Bank   of  America    Merrill    Lynch        76,759
      (90,305)
           Sykes   Enterprises      Inc              Morgan    Stanley                 31,096
      (29,065)
           Sykes   Enterprises      Inc              Goldman    Sachs                53,706
      (60,990)
      (70,957)     Symantec     Corp                   Goldman    Sachs                68,585
           Symantec     Corp                   Bank   of  America    Merrill    Lynch        43,754
      (38,924)
           Symantec     Corp                   Morgan    Stanley                106,445
      (69,314)
       26,814     Synaptics     Inc                  Bank   of  America    Merrill    Lynch
                                                      (158,471)
       20,226     Synaptics     Inc                  Goldman    Sachs
                                                      (119,536)
       44,488     Synchronoss      Technologies       Inc           Goldman    Sachs                 3,114
       14,446     Synchronoss      Technologies       Inc           Bank   of  America    Merrill    Lynch        1,011
       10,974     Synchronoss      Technologies       Inc           Morgan    Stanley
                                                       (1,756)
       2,678    Synchrony     Financial                  Bank   of  America    Merrill    Lynch
                                                       (2,571)
       6,038    Synchrony     Financial                  Morgan    Stanley
                                                       (8,091)
       20,088     Synchrony     Financial                  Goldman    Sachs
                                                       (19,284)
       44,694     Syndax    Pharmaceuticals        Inc            Bank   of  America    Merrill    Lynch        2,235
       7,064    Syneos    Health    Inc                Goldman    Sachs
                                                       (17,351)
       1,213    Syneos    Health    Inc                Bank   of  America    Merrill    Lynch
                                                       (3,506)
           Syneos    Health    Inc                Morgan    Stanley                 2,183
       (1,339)
       3,294    Syneos    Health    Inc                Morgan    Stanley
                                                       (5,369)
           SYNNEX    Corp                    Morgan    Stanley                 3,400
        (516)
       20,335     SYNNEX    Corp                    Goldman    Sachs
                                                      (115,005)
           SYNNEX    Corp                    Goldman    Sachs                 7,710
       (2,910)
       15,402     SYNNEX    Corp                    Bank   of  America    Merrill    Lynch       (94,136)
       8,071    SYNNEX    Corp                    Morgan    Stanley
                                                       (39,595)
           Synopsys     Inc                   Morgan    Stanley
       (2,896)                                                (3,417)
       11,105     Synopsys     Inc                   Bank   of  America    Merrill    Lynch
                                                       (43,976)
           Synopsys     Inc                   Bank   of  America    Merrill    Lynch        23,652
       (3,969)
           Synopsys     Inc                   Goldman    Sachs                26,422
       (6,037)
      163,009     Synovus    Financial     Corp              Bank   of  America    Merrill    Lynch
                                                      (324,388)
       48,669     Synovus    Financial     Corp              Goldman    Sachs
                                                       (97,390)
       34,002     Synovus    Financial     Corp              Morgan    Stanley
                                                       (74,804)
           Syros   Pharmaceuticals        Inc            Bank   of  America    Merrill    Lynch        2,755
       (6,559)
           Syros   Pharmaceuticals        Inc            Goldman    Sachs                 2,794
       (6,653)
                                222/298



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                                                     （損）
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                                                    （米ドル）
           米国（続き）
           Sysco   Corp                    Morgan    Stanley                 67,442
      (22,112)
           Sysco   Corp                    Goldman    Sachs                33,976
      (21,702)
           Sysco   Corp                    Bank   of  America    Merrill    Lynch        78,106
      (47,920)
       5,208    Systemax     Inc                   Goldman    Sachs
                                                       (5,789)
       11,321     Systemax     Inc                   Morgan    Stanley
                                                       (14,758)
           T Rowe   Price   Group   Inc              Bank   of  America    Merrill    Lynch        1,145
        (773)
       16,017     T Rowe   Price   Group   Inc              Bank   of  America    Merrill    Lynch
                                                       (46,770)
       6,779    T Rowe   Price   Group   Inc              Goldman    Sachs
                                                       (19,795)
           T-Mobile     US  Inc                 Goldman    Sachs                66,304
      (126,858)
           T-Mobile     US  Inc                 Bank   of  America    Merrill    Lynch        32,851
      (53,612)
           T-Mobile     US  Inc                 Morgan    Stanley                 22,877
      (10,305)
           T2  Biosystems      Inc                Bank   of  America    Merrill    Lynch        12,773
      (16,375)
           T2  Biosystems      Inc                Morgan    Stanley                 57,702
      (93,068)
       14,396     Tableau    Software     Inc   ‘A’            Bank   of  America    Merrill    Lynch
                                                      (130,428)
       3,631    Tableau    Software     Inc   ‘A’            Goldman    Sachs
                                                       (32,897)
       3,544    Tableau    Software     Inc   ‘A’            Morgan    Stanley                (14,708)
           Tabula    Rasa   HealthCare      Inc            Goldman    Sachs                 1,838
       (1,847)
           Tabula    Rasa   HealthCare      Inc            Morgan    Stanley                 6,388
       (5,433)
           Tabula    Rasa   HealthCare      Inc            Bank   of  America    Merrill    Lynch        14,587
       (3,473)
           Tailored     Brands    Inc               Goldman    Sachs                159,962
      (78,799)
           Tailored     Brands    Inc               Bank   of  America    Merrill    Lynch        15,260
       (7,517)
       13,839     Take-Two     Interactive      Software     Inc        Goldman    Sachs                 2,629
        509   Take-Two     Interactive      Software     Inc        Bank   of  America    Merrill    Lynch          97
           Take-Two     Interactive      Software     Inc        Morgan    Stanley
      (17,054)                                                (48,809)
       4,372    Take-Two     Interactive      Software     Inc        Morgan    Stanley                 15,040
           Take-Two     Interactive      Software     Inc        Goldman    Sachs
      (14,422)                                                (29,544)
           Tallgrass     Energy    LP               Bank   of  America    Merrill    Lynch        14,893
      (20,402)
       25,855     Talos   Energy    Inc                 Goldman    Sachs
                                                       (98,147)
       4,485    Talos   Energy    Inc                 Bank   of  America    Merrill    Lynch
                                                       (19,644)
       49,194     Talos   Energy    Inc                 Morgan    Stanley
                                                      (138,552)
           Tandem    Diabetes     Care   Inc             Bank   of  America    Merrill    Lynch        10,441
       (8,774)
           Tandem    Diabetes     Care   Inc             Goldman    Sachs                 8,772
       (6,970)
           Tandem    Diabetes     Care   Inc             Morgan    Stanley
       (1,009)                                                (1,065)
           Tanger    Factory    Outlet    Centers    Inc  (Reit)      Goldman    Sachs                16,740
       (8,206)
      (25,781)     Tapestry     Inc                   Bank   of  America    Merrill    Lynch        69,609
           Tapestry     Inc                   Morgan    Stanley                 42,802
      (17,259)
           Tapestry     Inc                   Goldman    Sachs                11,431
      (14,215)
           Targa   Resources     Corp               Bank   of  America    Merrill    Lynch        80,940
      (23,529)
       56,976     Target    Corp                    Bank   of  America    Merrill    Lynch       504,238
       36,885     Target    Corp                    Goldman    Sachs                311,143
       21,532     Target    Corp                    Morgan    Stanley                 45,217
       28,815     Target    Hospitality      Corp              Goldman    Sachs
                                                       (8,309)
       16,860     Target    Hospitality      Corp              Morgan    Stanley
                                                       (5,575)
           Taubman    Centers    Inc  (Reit)             Bank   of  America    Merrill    Lynch       119,196
      (17,028)
       68,620     Taylor    Morrison     Home   Corp             Goldman    Sachs
                                                       (63,130)
                                223/298



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                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           Taylor    Morrison     Home   Corp             Bank   of  America    Merrill    Lynch        59,496
      (64,670)
           TCR2   Therapeutics       Inc              Bank   of  America    Merrill    Lynch        5,186
       (3,162)
           TCR2   Therapeutics       Inc              Goldman    Sachs                15,337
       (9,352)
           TCR2   Therapeutics       Inc              Morgan    Stanley
       (7,291)                                                (4,958)
       16,856     TD  Ameritrade      Holding    Corp            Goldman    Sachs
                                                       (25,453)
       43,284     TD  Ameritrade      Holding    Corp            Bank   of  America    Merrill    Lynch
                                                       (65,359)
           TE  Connectivity       Ltd               Morgan    Stanley                 74,038
      (22,368)
           TE  Connectivity       Ltd               Goldman    Sachs                141,144
      (29,652)
           Team   Inc                     Goldman    Sachs                72,555
      (63,091)
       21,017     Tech   Data   Corp                  Bank   of  America    Merrill    Lynch
                                                      (109,789)
       21,753     Tech   Data   Corp                  Goldman    Sachs
                                                       (84,550)
       7,512    Tech   Data   Corp                  Morgan    Stanley
                                                       (7,132)
       26,793     TechnipFMC      Plc                  Bank   of  America    Merrill    Lynch
                                                       (50,863)
       3,026    TechnipFMC      Plc                  Goldman    Sachs
                                                       (7,839)
       2,169    TechnipFMC      Plc                  Morgan    Stanley
                                                       (4,446)
       3,920    TechTarget      Inc                  Bank   of  America    Merrill    Lynch        (8,742)
       29,344     TechTarget      Inc                  Goldman    Sachs
                                                       (65,437)
       27,363     TechTarget      Inc                  Morgan    Stanley
                                                       (17,239)
       29,309     Teekay    Corp                    Bank   of  America    Merrill    Lynch
                                                       (34,878)
       24,027     Teekay    Corp                    Goldman    Sachs
                                                       (28,592)
       7,955    Teekay    Corp                    Morgan    Stanley
                                                       (8,750)
       16,604     Tegna   Inc                    Morgan    Stanley
                                                       (7,887)
       85,896     Tegna   Inc                    Bank   of  America    Merrill    Lynch
                                                       (54,544)
       52,930     Tegna   Inc                    Goldman    Sachs
                                                       (33,611)
           Tejon   Ranch   Co                 Bank   of  America    Merrill    Lynch        5,783
       (9,480)
           Tejon   Ranch   Co                 Goldman    Sachs                20,035
      (35,904)
           Tejon   Ranch   Co                 Morgan    Stanley                 8,014
      (46,476)
           Teladoc    Health    Inc                Goldman    Sachs                 9,597
       (3,996)
       9,059    Telaria    Inc                   Goldman    Sachs
                                                       (3,171)
       3,837    Teledyne     Technologies       Inc            Bank   of  America    Merrill    Lynch
                                                       (18,327)
       16,308     Teledyne     Technologies       Inc            Goldman    Sachs
                                                       (87,279)
       13,554     Teledyne     Technologies       Inc            Morgan    Stanley
                                                      (140,995)
           Teleflex     Inc                   Bank   of  America    Merrill    Lynch        24,915
       (2,945)
       41,305     Telefonica      Brasil    SA  ADR  (Pref)           Morgan    Stanley                 27,055
       1,482    Telefonica      Brasil    SA  ADR  (Pref)           Goldman    Sachs                 1,445
       36,063     Telenav    Inc                   Bank   of  America    Merrill    Lynch        4,795
       91,360     Telenav    Inc                   Goldman    Sachs                 8,657
       61,607     Telenav    Inc                   Morgan    Stanley
                                                       (32,652)
       44,147     Telephone     & Data   Systems    Inc           Bank   of  America    Merrill    Lynch
                                                       (61,966)
       23,554     Telephone     & Data   Systems    Inc           Goldman    Sachs
                                                       (30,515)
       11,419     Telephone     & Data   Systems    Inc           Morgan    Stanley
                                                       (13,920)
           Tellurian     Inc                  Goldman    Sachs                69,536
      (65,565)
           Tellurian     Inc                  Bank   of  America    Merrill    Lynch        13,230
      (19,973)
           Tellurian     Inc                  Morgan    Stanley                 13,685
      (15,206)
       11,081     Tempur    Sealy   International       Inc          Morgan    Stanley
                                                       (10,416)
                                224/298



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                                                   未実現評価益／
                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
       13,938     Tempur    Sealy   International       Inc          Bank   of  America    Merrill    Lynch        21,947
       18,157     Tempur    Sealy   International       Inc          Goldman    Sachs                29,102
           Tenable    Holdings     Inc               Bank   of  America    Merrill    Lynch        3,596
       (3,909)
           Tenable    Holdings     Inc               Goldman    Sachs                 6,738
       (7,324)
           Tenable    Holdings     Inc               Morgan    Stanley                 14,416
       (6,768)
           Tenet   Healthcare      Corp               Bank   of  America    Merrill    Lynch        1,363
       (3,682)
           Tenet   Healthcare      Corp               Morgan    Stanley                 28,027
      (11,369)
           Tenet   Healthcare      Corp               Goldman    Sachs                32,095
      (20,907)
           Tennant    Co                   Bank   of  America    Merrill    Lynch       117,148
      (15,599)
           Tennant    Co                   Goldman    Sachs                53,004
       (8,537)
           Tennant    Co                   Morgan    Stanley                 10,596
       (5,688)
       72,528     Tenneco    Inc   ‘A’                 Bank   of  America    Merrill    Lynch
                                                      (206,705)
       44,818     Tenneco    Inc   ‘A’                 Goldman    Sachs
                                                      (127,731)
       48,685     Tenneco    Inc   ‘A’                 Morgan    Stanley
                                                       (29,211)
           Teradata     Corp                   Goldman    Sachs                10,382
       (9,775)
      (11,680)     Teradata     Corp                   Bank   of  America    Merrill    Lynch        5,604
           Teradata     Corp                   Morgan    Stanley                 3,327
       (8,117)
           Teradyne     Inc                   Bank   of  America    Merrill    Lynch        5,730
       (1,500)
           Teradyne     Inc                   Morgan    Stanley                 34,056
      (29,359)
           Teradyne     Inc                   Goldman    Sachs                195,988
      (51,552)
           Terex   Corp                    Bank   of  America    Merrill    Lynch       178,699
      (69,263)
           Terex   Corp                    Morgan    Stanley                 42,953
      (31,070)
           Terex   Corp                    Goldman    Sachs                45,266
      (25,069)
       61,310     TerraForm     Power   Inc   ‘A’             Goldman    Sachs                  794
       18,346     TerraForm     Power   Inc   ‘A’             Morgan    Stanley
                                                       (4,914)
       9,381    TerraForm     Power   Inc   ‘A’             Bank   of  America    Merrill    Lynch         750
       4,619    Terreno    Realty    Corp   (Reit)             Bank   of  America    Merrill    Lynch
                                                        (277)
       24,587     Terreno    Realty    Corp   (Reit)             Morgan    Stanley
                                                       (11,001)
       10,057     Terreno    Realty    Corp   (Reit)             Goldman    Sachs
                                                       (1,522)
           Tesla   Inc                    Morgan    Stanley                 17,692
       (3,394)
           Tesla   Inc                    Bank   of  America    Merrill    Lynch        15,727
       (1,845)
           Tesla   Inc                    Goldman    Sachs                39,755
       (1,695)
       5,495    TESSCO    Technologies       Inc             Bank   of  America    Merrill    Lynch
                                                       (5,000)
       11,511     TESSCO    Technologies       Inc             Goldman    Sachs
                                                       (9,134)
       12,921     TESSCO    Technologies       Inc             Morgan    Stanley                 (9,045)
       22,088     Tetra   Tech   Inc                  Bank   of  America    Merrill    Lynch
                                                       (13,032)
       47,244     Tetra   Tech   Inc                  Morgan    Stanley
                                                       (84,094)
       7,918    Tetra   Tech   Inc                  Goldman    Sachs
                                                       (6,035)
           TETRA   Technologies       Inc              Bank   of  America    Merrill    Lynch        18,766
      (34,752)
           TETRA   Technologies       Inc              Goldman    Sachs                124,131
      (229,872)
      109,079     Tetraphase      Pharmaceuticals        Inc          Bank   of  America    Merrill    Lynch
                                                       (5,214)
       51,774     Tetraphase      Pharmaceuticals        Inc          Goldman    Sachs
                                                       (2,475)
           Texas   Capital    Bancshares      Inc           Bank   of  America    Merrill    Lynch        79,255
      (25,936)
           Texas   Capital    Bancshares      Inc           Morgan    Stanley                 88,502
      (29,934)
           Texas   Capital    Bancshares      Inc           Goldman    Sachs                63,532
      (19,454)
                                225/298



                                                           EDINET提出書類
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                                                   未実現評価益／
                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           Texas   Instruments      Inc              Bank   of  America    Merrill    Lynch        54,284
      (10,281)
           Texas   Instruments      Inc              Morgan    Stanley                 14,960
       (8,452)
           Texas   Instruments      Inc              Goldman    Sachs                23,792
       (4,506)
       28,585     Texas   Instruments      Inc              Bank   of  America    Merrill    Lynch
                                                      (150,929)
       7,515    Texas   Roadhouse     Inc               Goldman    Sachs
                                                       (19,389)
       2,552    Texas   Roadhouse     Inc               Morgan    Stanley
                                                       (9,774)
       81,212     Texas   Roadhouse     Inc               Bank   of  America    Merrill    Lynch
                                                      (209,527)
           Textainer     Group   Holdings     Ltd           Morgan    Stanley                  642
       (2,673)
           Textainer     Group   Holdings     Ltd           Bank   of  America    Merrill    Lynch        44,097
      (32,424)
           Textainer     Group   Holdings     Ltd           Goldman    Sachs                18,414
      (13,540)
           TFS  Financial     Corp                Bank   of  America    Merrill    Lynch        9,230
      (102,552)
           TFS  Financial     Corp                Goldman    Sachs                11,631
      (114,399)
           TFS  Financial     Corp                Morgan    Stanley                  562
      (50,215)
           TG  Therapeutics       Inc               Morgan    Stanley                 10,688
      (21,812)
       1,465    Theravance      Biopharma     Inc             Morgan    Stanley
                                                       (4,256)
       11,616     Theravance      Biopharma     Inc             Goldman    Sachs                (56,163)
           Thermo    Fisher    Scientific      Inc           Morgan    Stanley                 10,303
       (2,107)
       4,205    Thermo    Fisher    Scientific      Inc           Bank   of  America    Merrill    Lynch        8,366
       9,704    Thermo    Fisher    Scientific      Inc           Morgan    Stanley
                                                       (29,439)
       7,546    Thermon    Group   Holdings     Inc            Bank   of  America    Merrill    Lynch
                                                       (24,223)
       6,919    Third   Point   Reinsurance      Ltd           Bank   of  America    Merrill    Lynch
                                                       (3,252)
       78,932     Third   Point   Reinsurance      Ltd           Goldman    Sachs
                                                       (33,714)
       62,232     Third   Point   Reinsurance      Ltd           Morgan    Stanley
                                                       (46,674)
       30,544     Thor   Industries      Inc               Bank   of  America    Merrill    Lynch
                                                      (178,452)
       40,668     Thor   Industries      Inc               Goldman    Sachs
                                                      (216,681)
       38,175     Thor   Industries      Inc               Morgan    Stanley
                                                      (136,178)
           Tidewater     Inc                  Morgan    Stanley                 71,126
      (20,858)
           Tidewater     Inc                  Bank   of  America    Merrill    Lynch        4,968
       (2,096)
           Tidewater     Inc                  Goldman    Sachs                53,515
      (22,580)
           Tier   Inc  (Reit)                   Bank   of  America    Merrill    Lynch       126,296
      (100,634)
           Tier   Inc  (Reit)                   Goldman    Sachs                 2,142
       (5,582)
           Tier   Inc  (Reit)                   Morgan    Stanley                  820
       (1,936)
           Tiffany    & Co                  Bank   of  America    Merrill    Lynch       172,556
      (17,351)
           Tiffany    & Co                  Goldman    Sachs                12,193
       (1,226)
      (15,102)     Tile   Shop   Holdings     Inc              Bank   of  America    Merrill    Lynch        2,718
           Tile   Shop   Holdings     Inc              Morgan    Stanley                 19,558
      (77,762)
           Tile   Shop   Holdings     Inc              Goldman    Sachs                24,683
      (110,382)
       26,140     Tilly’s     Inc   ‘A’                Bank   of  America    Merrill    Lynch
                                                       (82,602)
       32,110     Tilly’s     Inc   ‘A’                Goldman    Sachs
                                                      (101,468)
           Tilray    Inc                    Goldman    Sachs                26,891
       (2,458)
       27,854     TIM  Participacoes       SA  ADR             Morgan    Stanley                 17,548
      115,378     TIM  Participacoes       SA  ADR             Goldman    Sachs                58,843
       8,250    Timberland      Bancorp    Inc/WA              Bank   of  America    Merrill    Lynch
                                                       (9,570)
       20,657     Timberland      Bancorp    Inc/WA              Goldman    Sachs
                                                       (21,956)
       3,386    Timberland      Bancorp    Inc/WA              Morgan    Stanley                  440
                                226/298



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                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
       17,881     Timken    Co/The                    Bank   of  America    Merrill    Lynch
                                                       (84,756)
       6,865    Timken    Co/The                    Goldman    Sachs
                                                       (32,540)
       2,035    Timken    Co/The                    Morgan    Stanley
                                                       (4,090)
       6,776    TimkenSteel      Corp                 Bank   of  America    Merrill    Lynch
                                                       (12,603)
       3,276    Tiptree    Financial     Inc   ‘A’   (Reit)         Goldman    Sachs
                                                         (33)
           Titan   International       Inc             Morgan    Stanley                 10,857
      (35,021)
           Titan   International       Inc             Goldman    Sachs                150,682
      (155,524)
           Titan   International       Inc             Bank   of  America    Merrill    Lynch        5,921
       (5,981)
       18,176     Titan   Machinery     Inc               Bank   of  America    Merrill    Lynch        24,356
       14,525     Titan   Machinery     Inc               Goldman    Sachs                19,464
       54,007     Tivity    Health    Inc                Bank   of  America    Merrill    Lynch
                                                       (30,244)
       18,372     Tivity    Health    Inc                Morgan    Stanley
                                                        (608)
       12,142     Tivity    Health    Inc                Goldman    Sachs
                                                       (6,506)
           TiVo   Corp                     Bank   of  America    Merrill    Lynch        4,471
      (49,679)
       33,735     TJX  Cos  Inc/The                   Bank   of  America    Merrill    Lynch
                                                       (73,542)
       19,504     TJX  Cos  Inc/The                   Morgan    Stanley                (30,426)
       2,196    TJX  Cos  Inc/The                   Goldman    Sachs
                                                       (4,787)
       26,332     Tocagen    Inc                   Goldman    Sachs
                                                      (104,275)
       3,466    Tocagen    Inc                   Bank   of  America    Merrill    Lynch
                                                       (13,725)
       17,976     Toll   Brothers     Inc                Goldman    Sachs
                                                       (63,276)
       31,343     Toll   Brothers     Inc                Morgan    Stanley
                                                       (46,074)
       1,140    Tompkins     Financial     Corp              Goldman    Sachs
                                                        (877)
       6,958    TopBuild     Corp                   Goldman    Sachs
                                                       (21,290)
       3,848    TopBuild     Corp                   Morgan    Stanley
                                                       (7,809)
           Torchmark     Corp                  Bank   of  America    Merrill    Lynch        30,507
      (28,247)
           Toro   Co/The                     Bank   of  America    Merrill    Lynch        87,628
      (12,663)
           Toro   Co/The                     Morgan    Stanley                 69,696
      (21,860)
           Toro   Co/The                     Goldman    Sachs                169,159
      (52,265)
           Total   System    Services     Inc            Morgan    Stanley
       (6,278)                                                (7,357)
       4,586    Total   System    Services     Inc            Bank   of  America    Merrill    Lynch       107,496
           Total   System    Services     Inc            Goldman    Sachs
      (12,583)                                                (239,128)
        440   Tower   International       Inc             Bank   of  America    Merrill    Lynch
                                                       (1,113)
       75,997     Tower   International       Inc             Goldman    Sachs
                                                      (182,179)
       68,822     Tower   International       Inc             Morgan    Stanley
                                                      (130,516)
      (20,608)     Town   Sports    International       Holdings     Inc      Morgan    Stanley                 8,037
           Town   Sports    International       Holdings     Inc      Goldman    Sachs                 1,970
       (2,985)
       3,625    Towne   Bank/Portsmouth        VA            Morgan    Stanley
                                                       (2,102)
       65,105     Towne   Bank/Portsmouth        VA            Bank   of  America    Merrill    Lynch
                                                       (28,646)
       19,141     Towne   Bank/Portsmouth        VA            Goldman    Sachs
                                                       (8,422)
       34,668     Townsquare      Media   Inc   ‘A’            Goldman    Sachs
                                                       (16,294)
       48,543     Townsquare      Media   Inc   ‘A’            Bank   of  America    Merrill    Lynch
                                                       (22,815)
       5,910    Townsquare      Media   Inc   ‘A’            Morgan    Stanley
                                                        (148)
      206,432     TPG  RE  Finance    Trust   Inc  (Reit)           Bank   of  America    Merrill    Lynch
                                                      (107,345)
           TPI  Composites      Inc                Bank   of  America    Merrill    Lynch       101,842
      (41,568)
           TPI  Composites      Inc                Goldman    Sachs                10,091
       (5,986)
                                227/298



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                                                   未実現評価益／
                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           TPI  Composites      Inc                Morgan    Stanley                 3,141
       (1,714)
       1,818    Tractor    Supply    Co                Bank   of  America    Merrill    Lynch         436
           Trade   Desk   Inc/The     ‘A’             Bank   of  America    Merrill    Lynch         442
        (345)
           Trade   Desk   Inc/The     ‘A’             Morgan    Stanley                 7,061
       (7,596)
           Trade   Desk   Inc/The     ‘A’             Goldman    Sachs                 9,746
       (6,717)
           Tradeweb     Markets    Inc   ‘A’            Bank   of  America    Merrill    Lynch
      (11,407)                                                 (2,279)
           Tradeweb     Markets    Inc   ‘A’            Morgan    Stanley
      (17,731)                                                 (4,241)
           Transcat     Inc                   Bank   of  America    Merrill    Lynch
      (14,367)                                                 (8,477)
           Transcat     Inc                   Morgan    Stanley                 5,167
      (17,224)
      128,607     Transocean      Ltd                  Bank   of  America    Merrill    Lynch
                                                      (128,607)
      130,359     Transocean      Ltd                  Goldman    Sachs
                                                      (130,359)
       14,067     Transocean      Ltd                  Morgan    Stanley
                                                       (12,520)
       6,617                            Bank   of  America    Merrill    Lynch        5,294
           TransUnion
           TravelCenters       of  America    LLC           Goldman    Sachs                 7,861
      (56,151)
       57,516     Travelers     Cos  Inc/The                Bank   of  America    Merrill    Lynch
                                                       (63,268)
       12,893     Travelers     Cos  Inc/The                Morgan    Stanley                (32,748)
       2,468    Travelers     Cos  Inc/The                Goldman    Sachs
                                                       (2,715)
       10,148                            Bank   of  America    Merrill    Lynch
           Travelzoo                                           (29,429)
           Trecora    Resources                   Bank   of  America    Merrill    Lynch        53,107
      (106,213)
           Tredegar     Corp                   Bank   of  America    Merrill    Lynch        36,787
      (28,517)
           TreeHouse     Foods   Inc               Bank   of  America    Merrill    Lynch       114,055
      (17,360)
           TreeHouse     Foods   Inc               Morgan    Stanley                159,928
      (32,857)
           TreeHouse     Foods   Inc               Goldman    Sachs                189,068
      (29,989)
       11,854     Trex   Co  Inc                   Morgan    Stanley
                                                       (54,054)
       2,722    Trex   Co  Inc                   Bank   of  America    Merrill    Lynch
                                                       (5,417)
       3,926    Trex   Co  Inc                   Goldman    Sachs
                                                       (5,472)
           Tribune    Publishing      Co              Bank   of  America    Merrill    Lynch        56,990
      (58,153)
           Tribune    Publishing      Co              Goldman    Sachs                 6,500
       (6,633)
       2,470    Tricida    Inc                   Bank   of  America    Merrill    Lynch
                                                       (1,729)
       2,685    Tricida    Inc                   Goldman    Sachs
                                                       (1,879)
       5,341    Tricida    Inc                   Morgan    Stanley
                                                       (10,468)
           TriCo   Bancshares                    Goldman    Sachs                25,440
      (13,046)
       22,800     TriMas    Corp                    Bank   of  America    Merrill    Lynch
                                                       (42,408)
       66,141     TriMas    Corp                    Goldman    Sachs
                                                      (118,221)
       36,535     TriMas    Corp                    Morgan    Stanley                (52,816)
           Trimble    Inc                   Bank   of  America    Merrill    Lynch        61,809
      (95,275)
           Trimble    Inc                   Morgan    Stanley                 43,797
      (46,492)
           Trimble    Inc                   Goldman    Sachs                22,886
      (33,596)
       24,735     TriNet    Group   Inc                 Bank   of  America    Merrill    Lynch        35,526
       29,184     TriNet    Group   Inc                 Morgan    Stanley                 12,036
       69,990     TriNet    Group   Inc                 Goldman    Sachs                101,168
           Trinity    Industries      Inc              Bank   of  America    Merrill    Lynch       320,094
      (179,828)
           Trinity    Industries      Inc              Morgan    Stanley                 57,004
      (36,777)
           Trinity    Industries      Inc              Goldman    Sachs                89,141
      (50,079)
           Trinity    Place   Holdings     Inc            Bank   of  America    Merrill    Lynch        7,595
      (50,634)
                                228/298



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                                                   未実現評価益／
                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           Trinity    Place   Holdings     Inc            Goldman    Sachs                 2,439
      (16,263)
       20,554     Trinseo    SA                   Bank   of  America    Merrill    Lynch
                                                       (97,631)
       5,644    Trinseo    SA                   Morgan    Stanley
                                                       (17,440)
       11,973     Trinseo    SA                   Goldman    Sachs
                                                       (56,872)
           TripAdvisor      Inc                 Morgan    Stanley                 68,115
      (19,168)
           TripAdvisor      Inc                 Goldman    Sachs                75,886
      (18,639)
           TripAdvisor      Inc                 Bank   of  America    Merrill    Lynch        13,799
       (4,244)
           Triple-S     Management      Corp   ‘B’          Morgan    Stanley                  383
        (111)
           Triple-S     Management      Corp   ‘B’          Bank   of  America    Merrill    Lynch        10,755
       (6,764)
           Triple-S     Management      Corp   ‘B’          Goldman    Sachs                16,719
      (10,515)
      231,651     TriState     Capital    Holdings     Inc          Bank   of  America    Merrill    Lynch
                                                      (284,931)
       33,482     TriState     Capital    Holdings     Inc          Goldman    Sachs
                                                       (41,183)
       1,945    TriState     Capital    Holdings     Inc          Morgan    Stanley
                                                       (1,537)
           Triton    International       Ltd/Bermuda             Goldman    Sachs                99,622
      (58,226)
           Triton    International       Ltd/Bermuda             Morgan    Stanley                 48,632
      (64,476)
      (11,368)     Triton    International       Ltd/Bermuda             Bank   of  America    Merrill    Lynch        10,939
           Triumph    Bancorp    Inc               Bank   of  America    Merrill    Lynch        29,153
      (31,688)
           Triumph    Group   Inc                Bank   of  America    Merrill    Lynch        13,334
       (6,667)
           Triumph    Group   Inc                Morgan    Stanley                  897
        (465)
           Triumph    Group   Inc                Goldman    Sachs                 6,648
       (3,324)
           Tronox    Holdings     Plc   ‘A’             Bank   of  America    Merrill    Lynch        67,898
      (53,887)
           Tronox    Holdings     Plc   ‘A’             Goldman    Sachs                163,394
      (129,678)
           Tronox    Holdings     Plc   ‘A’             Morgan    Stanley                170,371
      (95,714)
       4,357    TrueBlue     Inc                   Bank   of  America    Merrill    Lynch
                                                       (10,239)
       3,670    TrueBlue     Inc                   Goldman    Sachs
                                                       (8,624)
      182,157     TrueCar    Inc                   Bank   of  America    Merrill    Lynch
                                                       (41,896)
       61,471     TrueCar    Inc                   Morgan    Stanley
                                                       (8,606)
      138,558     TrueCar    Inc                   Goldman    Sachs
                                                       (31,868)
           Trustmark     Corp                  Bank   of  America    Merrill    Lynch       203,842
      (116,481)
           Trustmark     Corp                  Goldman    Sachs                272,008
      (155,433)
           TTEC   Holdings     Inc                Goldman    Sachs
      (12,810)                                                 (9,736)
           TTEC   Holdings     Inc                Morgan    Stanley                 2,700
       (6,280)
           TTM  Technologies       Inc               Bank   of  America    Merrill    Lynch        34,834
      (15,145)
           TTM  Technologies       Inc               Morgan    Stanley                 44,609
      (33,044)
       28,289     TTM  Technologies       Inc               Goldman    Sachs                (65,065)
           TTM  Technologies       Inc               Goldman    Sachs                121,265
      (71,123)
           Tucows    Inc   ‘A’                 Bank   of  America    Merrill    Lynch       103,658
      (12,355)
           Tucows    Inc   ‘A’                 Goldman    Sachs                65,385
      (10,634)
           Tucows    Inc   ‘A’                 Morgan    Stanley                 10,171
       (2,530)
           Tupperware      Brands    Corp              Bank   of  America    Merrill    Lynch       207,347
      (45,975)
           Tupperware      Brands    Corp              Morgan    Stanley                 36,933
      (11,914)
           Tupperware      Brands    Corp              Goldman    Sachs                217,024
      (48,579)
       7,948    Turning    Point   Brands    Inc             Bank   of  America    Merrill    Lynch         318
       6,481    Turning    Point   Brands    Inc             Goldman    Sachs                  259
       2,535    Turning    Point   Brands    Inc             Morgan    Stanley                  684
                                229/298



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                                                   未実現評価益／
                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           Turning    Point   Therapeutics       Inc          Goldman    Sachs
      (29,409)                                                (164,396)
           Turning    Point   Therapeutics       Inc          Morgan    Stanley                 34,707
      (17,529)
           Turtle    Beach   Corp                 Goldman    Sachs                 2,624
       (3,087)
           Turtle    Beach   Corp                 Morgan    Stanley                 1,202
       (2,186)
           Tutor   Perini    Corp                 Goldman    Sachs                14,646
       (5,633)
           Tutor   Perini    Corp                 Morgan    Stanley                 3,832
       (2,643)
       6,380    Twilio    Inc   ‘A’                 Morgan    Stanley
                                                       (54,612)
       8,249    Twilio    Inc   ‘A’                 Goldman    Sachs
                                                       (82,572)
           Twilio    Inc   ‘A’                 Goldman    Sachs                 2,653
        (265)
        114   Twilio    Inc   ‘A’                 Bank   of  America    Merrill    Lynch
                                                       (1,141)
           Twin   Disc   Inc                  Bank   of  America    Merrill    Lynch         557
       (1,211)
           Twin   Disc   Inc                  Morgan    Stanley
       (4,111)                                                 (946)
           Twin   Disc   Inc                  Goldman    Sachs                 2,029
       (4,147)
           Twin   River   Worldwide     Holdings     Inc        Morgan    Stanley                 6,385
       (5,457)
       6,229    Twist   Bioscience      Corp               Goldman    Sachs                 9,037
       3,813    Twist   Bioscience      Corp               Morgan    Stanley                 (1,144)
       19,695     Twitter    Inc                   Goldman    Sachs
                                                       (25,407)
           Twitter    Inc                   Morgan    Stanley                 13,400
       (6,802)
           Twitter    Inc                   Bank   of  America    Merrill    Lynch        1,583
       (3,547)
           Twitter    Inc                   Goldman    Sachs                14,242
      (11,040)
           Two  Harbors    Investment      Corp   (Reit)         Goldman    Sachs                11,294
      (10,860)
           Two  Harbors    Investment      Corp   (Reit)         Bank   of  America    Merrill    Lynch        84,708
      (81,450)
           Tyler   Technologies       Inc              Bank   of  America    Merrill    Lynch        13,936
       (6,523)
           Tyler   Technologies       Inc              Goldman    Sachs                 6,277
       (1,025)
           Tyler   Technologies       Inc              Morgan    Stanley                 1,553
        (707)
       12,439     Tyson   Foods   Inc   ‘A’               Bank   of  America    Merrill    Lynch
                                                       (86,949)
           Tyson   Foods   Inc   ‘A’               Morgan    Stanley                 42,665
       (7,099)
           Tyson   Foods   Inc   ‘A’               Goldman    Sachs                58,173
       (9,272)
           Ubiquiti     Networks     Inc              Morgan    Stanley                 39,486
       (6,357)
           Ubiquiti     Networks     Inc              Bank   of  America    Merrill    Lynch        57,256
       (9,659)
       53,459     UBS  Group   AG                  Goldman    Sachs
                                                       (17,641)
           UDR  Inc  (Reit)                   Goldman    Sachs                66,780
      (78,246)
           UDR  Inc  (Reit)                   Morgan    Stanley                 43,581
      (53,754)
           UFP  Technologies       Inc               Goldman    Sachs                 6,917
       (3,780)
      124,982     UGI  Corp                     Morgan    Stanley                (343,326)
       37,643     UGI  Corp                     Goldman    Sachs
                                                      (114,884)
       26,347     UGI  Corp                     Bank   of  America    Merrill    Lynch
                                                       (80,622)
       4,249    Ulta   Salon   Cosmetics     & Fragrance     Inc       Bank   of  America    Merrill    Lynch
                                                      (125,261)
       8,388    Ulta   Salon   Cosmetics     & Fragrance     Inc       Morgan    Stanley
                                                      (310,881)
       1,810    Ulta   Salon   Cosmetics     & Fragrance     Inc       Goldman    Sachs
                                                       (47,171)
       2,590    Ultra   Clean   Holdings     Inc             Goldman    Sachs
                                                       (3,315)
           Ultragenyx      Pharmaceutical        Inc          Bank   of  America    Merrill    Lynch        82,689
      (11,754)
           Ultragenyx      Pharmaceutical        Inc          Goldman    Sachs                12,311
       (1,750)
           Ultrapar     Participacoes       SA  ADR          Goldman    Sachs                 6,351
      (39,694)
           Ultrapar     Participacoes       SA  ADR          Morgan    Stanley
      (292,576)                                                 (5,852)
                                230/298



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                                                    （米ドル）
           米国（続き）
           UMB  Financial     Corp                Bank   of  America    Merrill    Lynch       267,782
      (53,343)
           UMH  Properties      Inc  (Reit)              Goldman    Sachs
      (101,885)                                                 (3,057)
           UMH  Properties      Inc  (Reit)              Morgan    Stanley                 1,851
      (63,997)
       85,868     Umpqua    Holdings     Corp               Bank   of  America    Merrill    Lynch
                                                       (40,637)
      410,044     Umpqua    Holdings     Corp               Goldman    Sachs
                                                      (203,080)
       11,447     Umpqua    Holdings     Corp               Morgan    Stanley
                                                       (5,305)
           Under   Armour    Inc   ‘A’              Bank   of  America    Merrill    Lynch
      (24,031)                                                (35,326)
           Under   Armour    Inc   ‘A’              Goldman    Sachs
      (13,913)                                                 (5,228)
           Unifi   Inc                    Goldman    Sachs                98,309
      (62,656)
           Unifi   Inc                    Morgan    Stanley                 77,629
      (64,878)
           Unifi   Inc                    Bank   of  America    Merrill    Lynch        72,545
      (38,588)
           Union   Bankshares      Inc/Morrisville        VT       Bank   of  America    Merrill    Lynch        7,805
       (1,986)
           Union   Pacific    Corp                Bank   of  America    Merrill    Lynch       287,677
      (35,870)
           Union   Pacific    Corp                Morgan    Stanley                 5,827
        (669)
           Union   Pacific    Corp                Goldman    Sachs                20,451
       (2,550)
        (722)   Uniqure    Nv                   Morgan    Stanley                 4,130
           Unisys    Corp                    Bank   of  America    Merrill    Lynch         393
       (5,612)
           Unisys    Corp                    Goldman    Sachs                  752
      (10,743)
       9,149    Unit   Corp                     Bank   of  America    Merrill    Lynch
                                                       (23,421)
       21,569     Unit   Corp                     Goldman    Sachs
                                                       (55,217)
        382   Unit   Corp                     Morgan    Stanley
                                                        (623)
           United    Bankshares      Inc/WV              Bank   of  America    Merrill    Lynch       353,798
      (360,250)
           United    Bankshares      Inc/WV              Goldman    Sachs                233,714
      (238,422)
           United    Bankshares      Inc/WV              Morgan    Stanley                 38,635
      (33,406)
      217,506     United    Community     Banks   Inc/GA            Bank   of  America    Merrill    Lynch
                                                      (187,055)
         11  United    Community     Banks   Inc/GA            Morgan    Stanley
                                                         (11)
       42,575     United    Community     Banks   Inc/GA            Goldman    Sachs
                                                       (36,614)
      451,821     United    Community     Financial     Corp/OH          Bank   of  America    Merrill    Lynch
                                                       (36,146)
       34,938     United    Community     Financial     Corp/OH          Goldman    Sachs
                                                       (2,795)
       15,438     United    Community     Financial     Corp/OH          Morgan    Stanley
                                                       (2,316)
       1,630    United    Continental      Holdings     Inc         Goldman    Sachs
                                                       (1,100)
           United    Continental      Holdings     Inc         Bank   of  America    Merrill    Lynch        5,021
       (1,685)
       4,075    United    Continental      Holdings     Inc         Bank   of  America    Merrill    Lynch
                                                       (8,824)
       3,093    United    Continental      Holdings     Inc         Morgan    Stanley
                                                       (7,763)
       (9,412)    United    Financial     Bancorp    Inc           Bank   of  America    Merrill    Lynch        3,765
           United    Financial     Bancorp    Inc           Goldman    Sachs                20,457
      (51,143)
       5,647    United    Fire   Group   Inc              Goldman    Sachs
                                                       (4,061)
       3,379    United    Fire   Group   Inc              Morgan    Stanley
                                                       (5,913)
           United    Insurance     Holdings     Corp          Goldman    Sachs                 1,390
       (1,759)
           United    Insurance     Holdings     Corp          Bank   of  America    Merrill    Lynch        31,022
      (39,268)
           United    Natural    Foods   Inc             Goldman    Sachs                65,943
      (53,180)
           United    Natural    Foods   Inc             Bank   of  America    Merrill    Lynch        76,584
      (61,761)
           United    Parcel    Service    Inc   ‘B’          Bank   of  America    Merrill    Lynch       114,038
      (16,795)
           United    Parcel    Service    Inc   ‘B’          Goldman    Sachs                 1,256
        (185)
           United    Rentals    Inc                Morgan    Stanley                 2,053
        (195)
                                231/298



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                                                     （損）
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                                                    （米ドル）
           米国（続き）
           United    Rentals    Inc                Goldman    Sachs                35,368
       (2,104)
       11,351     United    States    Cellular     Corp            Bank   of  America    Merrill    Lynch
                                                       (14,529)
       27,194     United    States    Cellular     Corp            Goldman    Sachs
                                                       (35,240)
       8,058    United    States    Cellular     Corp            Morgan    Stanley
                                                       (12,651)
           United    States    Lime   & Minerals     Inc        Bank   of  America    Merrill    Lynch        25,756
       (6,391)
           United    States    Lime   & Minerals     Inc        Morgan    Stanley                 1,253
        (482)
           United    States    Lime   & Minerals     Inc        Goldman    Sachs                15,096
       (3,746)
           United    States    Steel   Corp             Goldman    Sachs                625,023
      (209,200)
           United    States    Steel   Corp             Bank   of  America    Merrill    Lynch       237,437
      (84,053)
           United    States    Steel   Corp             Morgan    Stanley                 38,888
      (18,005)
           United    Technologies       Corp             Morgan    Stanley                 39,334
       (4,390)
           United    Technologies       Corp             Goldman    Sachs                95,495
      (12,682)
           United    Technologies       Corp             Bank   of  America    Merrill    Lynch       201,412
      (26,748)
       6,071    United    Therapeutics       Corp             Bank   of  America    Merrill    Lynch
                                                       (27,380)
       1,252    United    Therapeutics       Corp             Goldman    Sachs
                                                       (2,276)
       2,400    UnitedHealth       Group   Inc              Bank   of  America    Merrill    Lynch        13,248
       8,853    UnitedHealth       Group   Inc              Goldman    Sachs                48,869
       6,696    UnitedHealth       Group   Inc              Morgan    Stanley
                                                       (9,572)
           Uniti   Group   Inc  (Reit)               Bank   of  America    Merrill    Lynch        69,321
      (106,647)
           Uniti   Group   Inc  (Reit)               Morgan    Stanley                 59,799
      (63,616)
           Uniti   Group   Inc  (Reit)               Goldman    Sachs                17,146
      (26,379)
           Unitil    Corp                    Bank   of  America    Merrill    Lynch         645
       (1,316)
       5,009    Unity   Bancorp    Inc                Bank   of  America    Merrill    Lynch
                                                       (5,059)
       4,892    Unity   Bancorp    Inc                Morgan    Stanley
                                                       (3,033)
       10,788     Unity   Bancorp    Inc                Goldman    Sachs
                                                       (10,896)
       5,592    UNITY   Biotechnology       Inc             Morgan    Stanley
                                                       (3,132)
       26,263     UNITY   Biotechnology       Inc             Goldman    Sachs
                                                       (30,202)
       15,701     UNITY   Biotechnology       Inc             Bank   of  America    Merrill    Lynch
                                                       (18,056)
           Univar    Inc                    Goldman    Sachs                100,224
      (56,624)
           Univar    Inc                    Bank   of  America    Merrill    Lynch        36,457
      (20,597)
           Univar    Inc                    Morgan    Stanley                 52,542
      (27,800)
           Universal     Corp/VA                  Goldman    Sachs
       (8,809)                                                (3,786)
           Universal     Corp/VA                  Morgan    Stanley
       (4,979)                                                (7,636)
           Universal     Display    Corp              Bank   of  America    Merrill    Lynch         301
         (15)
       (7,861)    Universal     Display    Corp              Goldman    Sachs                157,574
           Universal     Electronics      Inc            Bank   of  America    Merrill    Lynch        5,084
       (1,331)
       64,912     Universal     Forest    Products     Inc          Bank   of  America    Merrill    Lynch
                                                      (258,999)
       9,736    Universal     Forest    Products     Inc          Goldman    Sachs
                                                       (38,847)
       18,904     Universal     Forest    Products     Inc          Morgan    Stanley
                                                       (44,613)
           Universal     Health    Realty    Income    Trust   (Reit)    Morgan    Stanley                 6,390
       (2,256)
           Universal     Health    Realty    Income    Trust   (Reit)    Bank   of  America    Merrill    Lynch        67,260
      (25,770)
           Universal     Health    Realty    Income    Trust   (Reit)    Goldman    Sachs                 7,958
       (2,970)
           Universal     Health    Services     Inc   ‘B’        Goldman    Sachs                31,110
       (9,727)
           Universal     Health    Services     Inc   ‘B’        Bank   of  America    Merrill    Lynch        34,975
      (12,315)
           Universal     Health    Services     Inc   ‘B’        Morgan    Stanley                 63,900
      (10,363)
                                232/298



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                                                     （損）
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                                                    （米ドル）
           米国（続き）
       16,032     Universal     Insurance     Holdings     Inc         Goldman    Sachs
                                                       (17,635)
       6,591    Universal     Insurance     Holdings     Inc         Morgan    Stanley                  923
       6,495    Universal     Insurance     Holdings     Inc         Bank   of  America    Merrill    Lynch
                                                       (7,144)
       44,908     Universal     Logistics     Holdings     Inc         Bank   of  America    Merrill    Lynch
                                                      (163,914)
       38,939     Universal     Stainless     & Alloy   Products     Inc    Bank   of  America    Merrill    Lynch
                                                       (43,222)
       1,608    Universal     Stainless     & Alloy   Products     Inc    Morgan    Stanley
                                                        (354)
       7,547    Universal     Stainless     & Alloy   Products     Inc    Goldman    Sachs
                                                       (8,377)
      129,838     Univest    Financial     Corp              Bank   of  America    Merrill    Lynch
                                                      (138,927)
       55,825     Univest    Financial     Corp              Goldman    Sachs
                                                       (59,733)
       5,208    Univest    Financial     Corp              Morgan    Stanley
                                                       (7,031)
       99,677     Unum   Group                     Bank   of  America    Merrill    Lynch
                                                      (289,063)
       56,945     Unum   Group                     Goldman    Sachs
                                                      (165,141)
       91,308     Unum   Group                     Morgan    Stanley
                                                      (241,966)
      102,933     Unum   Therapeutics       Inc              Bank   of  America    Merrill    Lynch        22,131
       12,463     Unum   Therapeutics       Inc              Morgan    Stanley                  607
       31,378     Unum   Therapeutics       Inc              Goldman    Sachs                 6,706
        724   Upland    Software     Inc               Morgan    Stanley                   58
       5,793    Upland    Software     Inc               Bank   of  America    Merrill    Lynch        1,332
       8,639    Upland    Software     Inc               Goldman    Sachs                 1,987
           Upwork    Inc                    Bank   of  America    Merrill    Lynch        37,165
      (23,672)
           Upwork    Inc                    Goldman    Sachs                 4,334
       (3,540)
           Upwork    Inc                    Morgan    Stanley                 18,572
      (19,079)
       6,835    Urban   Edge   Properties      (Reit)            Bank   of  America    Merrill    Lynch
                                                       (8,065)
       21,179     Urban   Edge   Properties      (Reit)            Goldman    Sachs
                                                       (24,991)
       14,377     Urban   Edge   Properties      (Reit)            Morgan    Stanley
                                                       (12,364)
       41,474     Urban   One  Inc                  Morgan    Stanley
                                                         －
       9,869    Urban   One  Inc                  Goldman    Sachs
                                                       (1,480)
           Urban   Outfitters      Inc               Goldman    Sachs                13,905
       (3,408)
           Urban   Outfitters      Inc               Morgan    Stanley                 39,564
      (28,132)
           Urstadt    Biddle    Properties      Inc  (Reit)    ‘A’    Bank   of  America    Merrill    Lynch        12,810
      (10,765)
           Urstadt    Biddle    Properties      Inc  (Reit)    ‘A’    Goldman    Sachs                45,660
      (41,160)
           Urstadt    Biddle    Properties      Inc  (Reit)    ‘A’    Morgan    Stanley                 10,391
      (15,902)
           US  Bancorp                      Bank   of  America    Merrill    Lynch        51,143
      (75,212)
           US  Bancorp                      Goldman    Sachs                51,508
      (74,503)
      (32,477)     US  Bancorp                      Morgan    Stanley                 54,065
           US  Concrete     Inc                 Morgan    Stanley                 31,847
       (8,538)
           US  Concrete     Inc                 Goldman    Sachs                10,797
       (3,262)
        930   US  Ecology    Inc                  Bank   of  America    Merrill    Lynch         651
       2,312    US  Ecology    Inc                  Morgan    Stanley
                                                       (2,682)
       2,975    US  Foods   Holding    Corp               Goldman    Sachs
                                                       (5,522)
           US  Foods   Holding    Corp               Bank   of  America    Merrill    Lynch       104,627
      (35,831)
       13,918     US  Physical     Therapy    Inc             Bank   of  America    Merrill    Lynch
                                                       (48,574)
       11,257     US  Physical     Therapy    Inc             Goldman    Sachs
                                                       (35,729)
       5,743    US  Physical     Therapy    Inc             Morgan    Stanley
                                                       (31,850)
       3,028    US  Silica    Holdings     Inc              Goldman    Sachs
                                                       (1,569)
                                233/298



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                                                     （損）
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                                                    （米ドル）
           米国（続き）
       11,049     US  Silica    Holdings     Inc              Bank   of  America    Merrill    Lynch
                                                       (33,478)
       31,409     US  Xpress    Enterprises      Inc   ‘A’          Bank   of  America    Merrill    Lynch
                                                       (22,614)
       10,534     US  Xpress    Enterprises      Inc   ‘A’          Goldman    Sachs
                                                       (7,584)
       10,223     US  Xpress    Enterprises      Inc   ‘A’          Morgan    Stanley
                                                       (5,520)
           USA  Technologies       Inc               Goldman    Sachs
      (83,527)                                                (77,680)
           USA  Technologies       Inc               Morgan    Stanley                 2,871
       (5,127)
           USA  Technologies       Inc               Bank   of  America    Merrill    Lynch
       (9,602)                                                (8,930)
           USA  Truck   Inc                  Bank   of  America    Merrill    Lynch        14,004
       (5,716)
           USA  Truck   Inc                  Goldman    Sachs                22,773
       (9,295)
       5,023    USANA   Health    Sciences     Inc            Goldman    Sachs
                                                       (31,571)
       6,959    USANA   Health    Sciences     Inc            Morgan    Stanley
                                                       (27,480)
           Utah   Medical    Products     Inc            Morgan    Stanley
        (736)                                                (132)
           Utah   Medical    Products     Inc            Goldman    Sachs                 7,456
       (1,156)
           Vail   Resorts    Inc                 Goldman    Sachs                 9,226
       (1,074)
       29,350     Vale   SA  ADR                   Goldman    Sachs                13,795
       1,680    Valero    Energy    Corp                Bank   of  America    Merrill    Lynch        (9,698)
       1,752    Valero    Energy    Corp                Morgan    Stanley
                                                       (9,456)
       1,668    Valero    Energy    Corp                Goldman    Sachs
                                                       (21,734)
           Valhi   Inc                    Goldman    Sachs                 2,241
       (8,003)
           Valhi   Inc                    Bank   of  America    Merrill    Lynch        13,728
      (49,029)
           Valley    National     Bancorp               Bank   of  America    Merrill    Lynch       314,363
      (952,614)
           Valley    National     Bancorp               Goldman    Sachs                135,403
      (408,350)
           Valley    National     Bancorp               Morgan    Stanley                 36,857
      (117,727)
           Valmont    Industries      Inc              Bank   of  America    Merrill    Lynch       237,251
      (31,341)
           Valmont    Industries      Inc              Morgan    Stanley                 44,129
       (6,656)
           Valmont    Industries      Inc              Goldman    Sachs                 2,415
        (319)
           Valvoline     Inc                  Bank   of  America    Merrill    Lynch        1,742
       (4,977)
           Vanda   Pharmaceuticals        Inc            Bank   of  America    Merrill    Lynch        2,314
       (2,085)
           Vanda   Pharmaceuticals        Inc            Goldman    Sachs                 9,422
       (8,354)
           Vapotherm     Inc                  Bank   of  America    Merrill    Lynch
      (17,436)                                                (15,169)
           Vapotherm     Inc                  Goldman    Sachs
       (5,994)                                                (5,215)
       7,038    Varex   Imaging    Corp                Morgan    Stanley
                                                       (14,076)
       11,968     Varex   Imaging    Corp                Goldman    Sachs
                                                       (39,494)
       1,445    Varian    Medical    Systems    Inc            Goldman    Sachs
                                                       (5,578)
       5,351    Varian    Medical    Systems    Inc            Bank   of  America    Merrill    Lynch       (21,141)
       1,500    Varian    Medical    Systems    Inc            Morgan    Stanley
                                                       (3,195)
           Varonis    Systems    Inc               Bank   of  America    Merrill    Lynch        78,101
       (8,825)
           Varonis    Systems    Inc               Goldman    Sachs                92,854
      (10,492)
           Varonis    Systems    Inc               Morgan    Stanley                 57,712
      (10,269)
       54,587     Vector    Group   Ltd                 Goldman    Sachs
                                                       (33,891)
       66,948     Vector    Group   Ltd                 Morgan    Stanley
                                                       (28,879)
           Vector    Group   Ltd                 Goldman    Sachs                57,120
      (84,000)
      234,537     Vector    Group   Ltd                 Bank   of  America    Merrill    Lynch
                                                      (159,485)
           Vector    Group   Ltd                 Morgan    Stanley                 21,422
      (42,843)
       1,409    Vectrus    Inc                   Bank   of  America    Merrill    Lynch
                                                       (3,424)
                                234/298



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                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
       3,783    Vectrus    Inc                   Goldman    Sachs
                                                       (9,193)
           Veeco   Instruments      Inc              Bank   of  America    Merrill    Lynch        44,384
      (37,935)
           Veeco   Instruments      Inc              Morgan    Stanley                  123
       (5,718)
           Veeco   Instruments      Inc              Goldman    Sachs                  519
       (2,078)
       29,148     Veeva   Systems    Inc   ‘A’              Bank   of  America    Merrill    Lynch       285,399
       14,914     Veeva   Systems    Inc   ‘A’              Morgan    Stanley                121,466
       14,703     Veeva   Systems    Inc   ‘A’              Goldman    Sachs                139,795
       22,586     Venator    Materials     Plc              Morgan    Stanley
                                                       (11,971)
       12,515     Ventas    Inc  (Reit)                  Goldman    Sachs
                                                       (3,254)
        540   Ventas    Inc  (Reit)                  Morgan    Stanley
                                                        (540)
       41,373     Ventas    Inc  (Reit)                  Bank   of  America    Merrill    Lynch
                                                       (10,757)
       34,796     Veracyte     Inc                   Bank   of  America    Merrill    Lynch
                                                       (37,928)
           VEREIT    Inc  (Reit)                  Goldman    Sachs
      (82,769)                                                 (5,883)
           VEREIT    Inc  (Reit)                  Bank   of  America    Merrill    Lynch
     (1,045,011)                                                  (20,490)
           VEREIT    Inc  (Reit)                  Morgan    Stanley
      (369,967)                                                 (7,362)
       (2,167)    Vericel    Corp                   Goldman    Sachs                 3,836
           Vericel    Corp                   Morgan    Stanley                 1,005
       (2,285)
       10,007     Verint    Systems    Inc                Goldman    Sachs
                                                       (47,233)
       1,086    Verint    Systems    Inc                Bank   of  America    Merrill    Lynch
                                                       (5,126)
       20,729     VeriSign     Inc                   Bank   of  America    Merrill    Lynch         605
       4,768    VeriSign     Inc                   Goldman    Sachs                  191
        398   VeriSign     Inc                   Morgan    Stanley
                                                        (656)
           Verisk    Analytics     Inc               Goldman    Sachs                 2,592
       (2,294)
        551   Verisk    Analytics     Inc               Bank   of  America    Merrill    Lynch
                                                       (1,336)
       5,926    Verisk    Analytics     Inc               Goldman    Sachs
                                                       (11,127)
       1,612    Verisk    Analytics     Inc               Morgan    Stanley
                                                       (5,534)
           Verisk    Analytics     Inc               Bank   of  America    Merrill    Lynch       120,168
      (106,343)
           Veritex    Holdings     Inc               Goldman    Sachs                 5,156
      (11,991)
           Veritex    Holdings     Inc               Bank   of  America    Merrill    Lynch        5,791
      (13,468)
       84,750     Verizon    Communications        Inc            Morgan    Stanley
                                                      (393,240)
       47,913     Verizon    Communications        Inc            Bank   of  America    Merrill    Lynch
                                                      (105,409)
       58,820     Verizon    Communications        Inc            Goldman    Sachs
                                                      (131,578)
           Verso   Corp   ‘A’                 Goldman    Sachs                19,167
       (8,062)
           Verso   Corp   ‘A’                 Morgan    Stanley                 22,244
      (24,098)
       (1,718)    Versum    Materials     Inc               Bank   of  America    Merrill    Lynch         979
       5,114    Vertex    Pharmaceuticals        Inc            Bank   of  America    Merrill    Lynch        4,756
           Vertex    Pharmaceuticals        Inc            Goldman    Sachs                 2,476
       (1,757)
           Vertex    Pharmaceuticals        Inc            Morgan    Stanley                 27,872
       (6,117)
           Vertex    Pharmaceuticals        Inc            Bank   of  America    Merrill    Lynch
       (2,090)                                                 (145)
       18,129     VF  Corp                      Morgan    Stanley
                                                      (157,904)
       8,301    VF  Corp                      Goldman    Sachs
                                                       (75,373)
       41,243     VF  Corp                      Bank   of  America    Merrill    Lynch
                                                      (379,851)
       33,232     Viacom    Inc   ‘A’                 Bank   of  America    Merrill    Lynch        32,900
       6,939    Viacom    Inc   ‘A’                 Goldman    Sachs                 6,870
       43,232     Viacom    Inc   ‘B’                 Bank   of  America    Merrill    Lynch        28,101
                                235/298



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                                                   未実現評価益／
                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
        886   Viacom    Inc   ‘B’                 Goldman    Sachs                  576
       28,227     Viacom    Inc   ‘B’                 Morgan    Stanley                 3,105
       19,226     Viad   Corp                     Goldman    Sachs
                                                       (5,827)
       6,170    Viad   Corp                     Morgan    Stanley                 1,730
           ViaSat    Inc                    Goldman    Sachs                 7,612
       (4,137)
        539   ViaSat    Inc                    Bank   of  America    Merrill    Lynch
                                                        (419)
       6,052    ViaSat    Inc                    Morgan    Stanley
                                                       (9,804)
       7,605    ViaSat    Inc                    Goldman    Sachs
                                                       (20,160)
           Viavi   Solutions     Inc               Bank   of  America    Merrill    Lynch        20,842
      (15,910)
           Viavi   Solutions     Inc               Morgan    Stanley                 6,030
      (21,534)
           Viavi   Solutions     Inc               Goldman    Sachs                 4,348
       (3,319)
           VICI   Properties      Inc  (Reit)             Bank   of  America    Merrill    Lynch        53,256
      (295,866)
           VICI   Properties      Inc  (Reit)             Morgan    Stanley                 35,409
      (101,247)
           VICI   Properties      Inc  (Reit)             Goldman    Sachs                10,134
      (17,949)
           Vicor   Corp                    Bank   of  America    Merrill    Lynch        29,305
      (10,355)
      (18,597)     Vicor   Corp                    Goldman    Sachs                43,308
           Vicor   Corp                    Morgan    Stanley                 5,494
       (4,830)
           ViewRay    Inc                   Goldman    Sachs
      (22,384)                                                   －
           ViewRay    Inc                   Bank   of  America    Merrill    Lynch
      (46,852)                                                   －
           ViewRay    Inc                   Morgan    Stanley                  633
       (5,276)
           Viking    Therapeutics       Inc             Goldman    Sachs                 3,122
       (3,807)
           Viking    Therapeutics       Inc             Morgan    Stanley                 1,904
       (2,842)
           Village    Super   Market    Inc   ‘A’          Bank   of  America    Merrill    Lynch        30,527
      (23,482)
           Village    Super   Market    Inc   ‘A’          Goldman    Sachs                 6,863
       (5,279)
           Vince   Holding    Corp                Morgan    Stanley                 4,244
      (14,891)
           VirnetX    Holding    Corp               Bank   of  America    Merrill    Lynch        8,643
      (12,173)
           VirnetX    Holding    Corp               Morgan    Stanley                   40
       (4,038)
           Virtu   Financial     Inc   ‘A’             Bank   of  America    Merrill    Lynch        36,728
      (52,952)
           Virtu   Financial     Inc   ‘A’             Goldman    Sachs                19,167
      (28,079)
           Virtu   Financial     Inc   ‘A’             Morgan    Stanley                 24,722
      (65,059)
           Virtus    Investment      Partners     Inc          Bank   of  America    Merrill    Lynch        60,992
       (4,169)
           Virtusa    Corp                   Morgan    Stanley                   93
        (707)
        194   Visa   Inc   ‘A’                  Morgan    Stanley
                                                        (321)
           Vishay    Intertechnology        Inc            Morgan    Stanley                 4,634
      (11,933)
       77,298     Vishay    Intertechnology        Inc            Bank   of  America    Merrill    Lynch       (140,682)
       88,939     Vishay    Intertechnology        Inc            Goldman    Sachs
                                                      (161,869)
      116,317     Vishay    Intertechnology        Inc            Morgan    Stanley
                                                       (76,769)
           Vishay    Intertechnology        Inc            Goldman    Sachs                24,529
      (22,081)
           Vishay    Intertechnology        Inc            Bank   of  America    Merrill    Lynch        21,223
      (11,661)
           Vishay    Precision     Group   Inc            Bank   of  America    Merrill    Lynch        30,312
       (6,827)
           Vishay    Precision     Group   Inc            Morgan    Stanley                 2,272
        (931)
           Vishay    Precision     Group   Inc            Goldman    Sachs                44,542
      (10,032)
           Visteon    Corp                   Bank   of  America    Merrill    Lynch        40,796
       (4,493)
           Vistra    Energy    Corp                Goldman    Sachs                123,880
      (99,104)
           Vistra    Energy    Corp                Bank   of  America    Merrill    Lynch        79,065
      (63,252)
                                236/298



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                                                   未実現評価益／
                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           Vistra    Energy    Corp                Morgan    Stanley                 33,437
      (17,758)
       1,614    VMware    Inc   ‘A’                 Morgan    Stanley
                                                       (22,677)
           VMware    Inc   ‘A’                 Bank   of  America    Merrill    Lynch       113,809
       (5,506)
       4,702    VMware    Inc   ‘A’                 Goldman    Sachs
                                                       (93,929)
       4,062    VMware    Inc   ‘A’                 Bank   of  America    Merrill    Lynch
                                                       (80,926)
       8,244    Vocera    Communications        Inc            Bank   of  America    Merrill    Lynch
                                                       (14,592)
       5,319    Vocera    Communications        Inc            Goldman    Sachs
                                                       (9,415)
       3,420    Vocera    Communications        Inc            Morgan    Stanley
                                                       (1,163)
           Vonage    Holdings     Corp               Goldman    Sachs
       (7,120)                                                (2,137)
       37,458     Vonage    Holdings     Corp               Goldman    Sachs                14,796
       25,755     Vornado    Realty    Trust   (Reit)             Goldman    Sachs
                                                       (25,106)
       20,705     Vornado    Realty    Trust   (Reit)             Morgan    Stanley
                                                       (26,315)
       23,885     VOXX   International       Corp              Bank   of  America    Merrill    Lynch
                                                       (14,809)
       8,927    VOXX   International       Corp              Goldman    Sachs
                                                       (5,543)
       10,739     VOXX   International       Corp              Morgan    Stanley
                                                       (1,289)
       (4,314)    Voya   Financial     Inc                Goldman    Sachs                 6,989
           Voya   Financial     Inc                Bank   of  America    Merrill    Lynch        58,725
      (36,250)
           Voyager    Therapeutics       Inc             Bank   of  America    Merrill    Lynch        10,267
       (6,075)
           VSE  Corp                     Bank   of  America    Merrill    Lynch        89,931
      (27,671)
       40,677     Vulcan    Materials     Co               Bank   of  America    Merrill    Lynch
                                                      (228,843)
       23,492     Vulcan    Materials     Co               Goldman    Sachs
                                                      (129,024)
       5,937    Vulcan    Materials     Co               Morgan    Stanley
                                                       (22,196)
       25,098     W&T  Offshore     Inc                 Bank   of  America    Merrill    Lynch
                                                       (17,067)
       18,786     W&T  Offshore     Inc                 Morgan    Stanley
                                                       (7,139)
       31,086     W&T  Offshore     Inc                 Goldman    Sachs
                                                       (23,179)
       41,320     Wabash    National     Corp               Bank   of  America    Merrill    Lynch
                                                       (30,577)
       42,432     Wabash    National     Corp               Morgan    Stanley
                                                       (35,010)
       56,844     Wabash    National     Corp               Goldman    Sachs
                                                       (40,790)
       32,188     Wabtec    Corp                    Goldman    Sachs
                                                      (184,082)
       1,107    Wabtec    Corp                    Morgan    Stanley
                                                       (3,398)
           Wabtec    Corp                    Goldman    Sachs                139,897
      (22,859)
           Waddell    & Reed   Financial     Inc   ‘A’        Morgan    Stanley                 18,673
      (21,463)
           Waddell    & Reed   Financial     Inc   ‘A’        Goldman    Sachs                76,259
      (78,618)
       3,610    WageWorks     Inc                  Bank   of  America    Merrill    Lynch        4,404
        503   WageWorks     Inc                  Morgan    Stanley                  316
       4,444    WageWorks     Inc                  Goldman    Sachs                 5,422
           WageWorks     Inc                  Bank   of  America    Merrill    Lynch
       (1,178)                                                 (701)
           Walgreens     Boots   Alliance     Inc           Bank   of  America    Merrill    Lynch       107,301
      (33,220)
           Walgreens     Boots   Alliance     Inc           Morgan    Stanley                158,030
      (46,073)
       17,416     Walker    & Dunlop    Inc               Morgan    Stanley
                                                       (45,853)
       7,051    Walker    & Dunlop    Inc               Bank   of  America    Merrill    Lynch
                                                       (30,531)
       28,738     Walker    & Dunlop    Inc               Goldman    Sachs
                                                      (117,875)
        610   Walmart    Inc                   Morgan    Stanley
                                                        (689)
           Walt   Disney    Co/The                 Bank   of  America    Merrill    Lynch       101,436
      (37,779)
           Walt   Disney    Co/The                 Morgan    Stanley                 20,562
      (11,623)
                                237/298



                                                           EDINET提出書類
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                                                   未実現評価益／
                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           Walt   Disney    Co/The                 Goldman    Sachs                31,807
      (13,969)
           Warrior    Met  Coal   Inc               Morgan    Stanley                 11,113
       (6,106)
           Warrior    Met  Coal   Inc               Goldman    Sachs                26,461
      (11,118)
      244,426     Washington      Federal    Inc              Bank   of  America    Merrill    Lynch
                                                      (131,990)
       4,231    Washington      Federal    Inc              Goldman    Sachs
                                                       (2,285)
           Washington      Prime   Group   Inc  (Reit)          Bank   of  America    Merrill    Lynch        23,732
      (22,179)
           Washington      Prime   Group   Inc  (Reit)          Goldman    Sachs                64,052
      (59,862)
           Washington      Real   Estate    Investment      Trust
       72,884                            Goldman    Sachs
                                                       (80,705)
           (Reit)
           Washington      Real   Estate    Investment      Trust
       41,840                            Morgan    Stanley
                                                       (24,146)
           (Reit)
       33,926     Waste   Connections      Inc              Bank   of  America    Merrill    Lynch
                                                       (27,099)
       61,205     Waste   Connections      Inc              Goldman    Sachs
                                                       (48,051)
       39,697     Waste   Management      Inc               Bank   of  America    Merrill    Lynch        35,330
       1,123    Waste   Management      Inc               Morgan    Stanley
                                                       (1,404)
       8,594    Waste   Management      Inc               Goldman    Sachs                 7,649
           Waters    Corp                    Bank   of  America    Merrill    Lynch         980
        (171)
           Waters    Corp                    Morgan    Stanley                 25,250
       (4,884)
           Waters    Corp                    Goldman    Sachs                76,208
      (13,904)
           Waterstone      Financial     Inc             Bank   of  America    Merrill    Lynch        16,700
      (47,713)
           Waterstone      Financial     Inc             Goldman    Sachs                27,091
      (77,403)
           Waterstone      Financial     Inc             Morgan    Stanley                 1,971
       (7,884)
           Watsco    Inc                    Morgan    Stanley
        (379)                                                 (83)
       21,133     Watsco    Inc                    Goldman    Sachs
                                                       (2,747)
       4,113    Watsco    Inc                    Morgan    Stanley
                                                       (5,882)
           Watsco    Inc                    Goldman    Sachs
        (362)                                                (353)
       37,346     Watts   Water   Technologies       Inc   ‘A’        Bank   of  America    Merrill    Lynch
                                                      (119,507)
       29,408     Watts   Water   Technologies       Inc   ‘A’        Goldman    Sachs
                                                       (94,106)
       68,508     Watts   Water   Technologies       Inc   ‘A’        Morgan    Stanley
                                                      (134,276)
       3,136    Wayfair    Inc   ‘A’                 Morgan    Stanley
                                                       (3,075)
           WD-40   Co                    Goldman    Sachs                13,885
       (1,964)
           Webster    Financial     Corp              Bank   of  America    Merrill    Lynch        36,884
       (9,007)
       21,235     Webster    Financial     Corp              Bank   of  America    Merrill    Lynch
                                                       (88,771)
       80,020     Webster    Financial     Corp              Morgan    Stanley
                                                      (279,825)
       47,675     Webster    Financial     Corp              Goldman    Sachs
                                                      (186,623)
           WEC  Energy    Group   Inc               Morgan    Stanley                 92,615
      (60,395)
           WEC  Energy    Group   Inc               Goldman    Sachs                11,042
      (18,120)
           Weight    Watchers     International       Inc        Morgan    Stanley                140,785
      (56,314)
       (7,739)    Weight    Watchers     International       Inc        Bank   of  America    Merrill    Lynch        35,290
           Weight    Watchers     International       Inc        Goldman    Sachs                134,382
      (39,355)
       86,599     Weingarten      Realty    Investors     (Reit)         Bank   of  America    Merrill    Lynch
                                                       (70,145)
       37,648     Weingarten      Realty    Investors     (Reit)         Goldman    Sachs
                                                       (30,495)
       6,714    Weis   Markets    Inc                 Bank   of  America    Merrill    Lynch
                                                       (15,912)
       5,261    Weis   Markets    Inc                 Goldman    Sachs
                                                       (12,469)
           Welbilt    Inc                   Morgan    Stanley                 12,723
      (13,681)
           Welbilt    Inc                   Bank   of  America    Merrill    Lynch       124,854
      (100,689)
                                238/298



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                                                   未実現評価益／
                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
      104,924     Wells   Fargo   & Co                Morgan    Stanley
                                                      (157,386)
           Wells   Fargo   & Co                Bank   of  America    Merrill    Lynch        29,107
      (23,473)
           Welltower     Inc  (Reit)                Bank   of  America    Merrill    Lynch
      (41,569)                                                (85,667)
           Welltower     Inc  (Reit)                Morgan    Stanley
       (9,120)                                                (7,906)
           Welltower     Inc  (Reit)                Goldman    Sachs
      (19,162)                                                (16,388)
           Wendy’s     Co/The                   Goldman    Sachs                19,155
      (56,337)
           Wendy’s     Co/The                   Bank   of  America    Merrill    Lynch        8,027
      (23,608)
           Wendy’s     Co/The                   Morgan    Stanley                 29,125
      (37,825)
       68,084     Werner    Enterprises      Inc              Morgan    Stanley
                                                      (448,674)
       43,563     Werner    Enterprises      Inc              Goldman    Sachs
                                                      (236,409)
       62,875     Werner    Enterprises      Inc              Bank   of  America    Merrill    Lynch
                                                      (335,753)
       2,584    WesBanco     Inc                   Goldman    Sachs
                                                       (6,305)
       19,902     WESCO   International       Inc             Morgan    Stanley
                                                       (65,080)
       94,889     WESCO   International       Inc             Bank   of  America    Merrill    Lynch
                                                      (479,189)
       18,185     WESCO   International       Inc             Goldman    Sachs
                                                       (91,834)
       97,985     West   Bancorporation        Inc             Bank   of  America    Merrill    Lynch        5,879
       52,469     West   Bancorporation        Inc             Goldman    Sachs                 3,148
       35,669     West   Bancorporation        Inc             Morgan    Stanley
                                                       (32,102)
           West   Pharmaceutical        Services     Inc         Goldman    Sachs                 6,641
       (2,630)
           West   Pharmaceutical        Services     Inc         Bank   of  America    Merrill    Lynch        50,407
      (19,963)
           Westamerica      Bancorporation                 Goldman    Sachs                53,043
      (32,946)
      123,467     Western    Alliance     Bancorp               Bank   of  America    Merrill    Lynch
                                                      (350,665)
       72,123     Western    Alliance     Bancorp               Goldman    Sachs
                                                      (203,695)
       29,621     Western    Alliance     Bancorp               Morgan    Stanley
                                                       (71,294)
       18,969     Western    Asset   Mortgage     Capital    Corp   (Reit)     Bank   of  America    Merrill    Lynch
                                                       (6,275)
       13,622     Western    Asset   Mortgage     Capital    Corp   (Reit)     Goldman    Sachs
                                                       (4,181)
       27,390     Western    Asset   Mortgage     Capital    Corp   (Reit)     Morgan    Stanley
                                                       (8,011)
           Western    Digital    Corp               Bank   of  America    Merrill    Lynch       123,088
      (17,191)
           Western    Digital    Corp               Morgan    Stanley                 61,972
      (16,055)
           Western    Digital    Corp               Goldman    Sachs                63,796
       (8,910)
       10,376     Western    Midstream     Partners     L          Bank   of  America    Merrill    Lynch
                                                       (11,517)
       5,715    Western    Midstream     Partners     L          Morgan    Stanley
                                                       (8,344)
           Western    New  England    Bancorp    Inc         Bank   of  America    Merrill    Lynch        35,649
      (104,851)
           Western    New  England    Bancorp    Inc         Goldman    Sachs                 5,447
      (16,022)
      (266,344)     Western    Union   Co/The                Goldman    Sachs                70,536
           Western    Union   Co/The                Bank   of  America    Merrill    Lynch        19,426
      (84,166)
           Western    Union   Co/The                Morgan    Stanley                 94,655
      (340,673)
           Westlake     Chemical     Corp              Goldman    Sachs                29,109
       (8,570)
           Westlake     Chemical     Corp              Morgan    Stanley                 20,191
       (5,234)
      158,679     Westrock     Co                   Goldman    Sachs
                                                      (731,343)
      188,850     Westrock     Co                   Bank   of  America    Merrill    Lynch
                                                      (878,437)
       87,883     Westrock     Co                   Morgan    Stanley
                                                      (224,102)
       24,246     Westwood     Holdings     Group   Inc           Bank   of  America    Merrill    Lynch        5,092
       9,569    Westwood     Holdings     Group   Inc           Morgan    Stanley
                                                        (262)
       25,720     Westwood     Holdings     Group   Inc           Goldman    Sachs                 5,015
                                239/298



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                                                   未実現評価益／
                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           WEX  Inc                     Goldman    Sachs                208,487
      (21,624)
           WEX  Inc                     Bank   of  America    Merrill    Lynch       156,426
      (17,075)
           WEX  Inc                     Morgan    Stanley                 95,609
       (7,528)
           Weyco   Group   Inc                 Bank   of  America    Merrill    Lynch        83,643
      (20,526)
           Weyco   Group   Inc                 Goldman    Sachs                 9,527
       (2,338)
       49,752     Weyerhaeuser       Co  (Reit)               Morgan    Stanley
                                                       (14,079)
       45,315     Weyerhaeuser       Co  (Reit)               Goldman    Sachs
                                                       (36,016)
       22,473     Weyerhaeuser       Co  (Reit)               Bank   of  America    Merrill    Lynch
                                                       (12,380)
       2,262    Whirlpool     Corp                  Goldman    Sachs
                                                       (27,428)
       20,778     Whirlpool     Corp                  Bank   of  America    Merrill    Lynch
                                                      (330,786)
       4,903    Whirlpool     Corp                  Morgan    Stanley
                                                       (73,272)
           White   Mountains     Insurance     Group   Ltd       Bank   of  America    Merrill    Lynch
       (2,398)                                                (41,845)
         40  White   Mountains     Insurance     Group   Ltd       Bank   of  America    Merrill    Lynch         698
       14,987     Whitestone      (Reit)                  Bank   of  America    Merrill    Lynch
                                                       (4,646)
       7,519    Whitestone      (Reit)                  Goldman    Sachs
                                                       (2,331)
       9,834    Whitestone      (Reit)                  Morgan    Stanley                 (3,049)
       18,951     Whiting    Petroleum     Corp              Bank   of  America    Merrill    Lynch
                                                      (111,053)
       6,487    Whiting    Petroleum     Corp              Morgan    Stanley
                                                       (5,268)
       5,666    WideOpenWest       Inc                 Bank   of  America    Merrill    Lynch
                                                       (4,533)
       13,335     WideOpenWest       Inc                 Goldman    Sachs
                                                       (10,668)
           Willdan    Group   Inc                Morgan    Stanley                 38,659
       (9,812)
           Willdan    Group   Inc                Bank   of  America    Merrill    Lynch        33,333
       (8,071)
           William    Lyon   Homes    ‘A’             Goldman    Sachs                 1,720
      (14,385)
           William    Lyon   Homes    ‘A’             Morgan    Stanley                 1,358
       (9,701)
       19,841     Williams     Cos  Inc/The                 Goldman    Sachs
                                                       (25,595)
       49,709     Williams     Cos  Inc/The                 Bank   of  America    Merrill    Lynch
                                                       (64,125)
       31,064     Williams     Cos  Inc/The                 Morgan    Stanley
                                                       (37,587)
           Williams     Cos  Inc/The                 Morgan    Stanley                 10,977
       (9,072)
           Williams-Sonoma        Inc               Bank   of  America    Merrill    Lynch
       (2,651)                                                (9,464)
           Williams-Sonoma        Inc               Morgan    Stanley
        (534)                                               (2,383)
           Willis    Lease   Finance    Corp             Morgan    Stanley                 3,165
        (980)
           Willis    Lease   Finance    Corp             Goldman    Sachs                 7,056
       (1,057)
           Willis    Towers    Watson    Plc             Goldman    Sachs
       (7,134)                                                (3,810)
           Willis    Towers    Watson    Plc             Morgan    Stanley
        (966)                                                (742)
      (134,224)     WillScot     Corp                   Bank   of  America    Merrill    Lynch        99,326
           WillScot     Corp                   Goldman    Sachs                 5,074
       (6,857)
        464   Wingstop     Inc                   Goldman    Sachs                  617
           Winmark    Corp                   Bank   of  America    Merrill    Lynch        86,108
       (6,961)
           Winmark    Corp                   Morgan    Stanley                 11,113
        (938)
           Winmark    Corp                   Goldman    Sachs                34,691
       (2,994)
           Winnebago     Industries      Inc             Bank   of  America    Merrill    Lynch        3,025
       (1,378)
           Winnebago     Industries      Inc             Goldman    Sachs                10,657
       (6,367)
           Winnebago     Industries      Inc             Morgan    Stanley                 4,259
       (5,040)
       10,347     Winthrop     Realty    Trust*               Bank   of  America    Merrill    Lynch
                                                       (36,214)
       97,374     Wintrust     Financial     Corp              Bank   of  America    Merrill    Lynch
                                                      (380,622)
                                240/298



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                                                   未実現評価益／
                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
       7,165    Wintrust     Financial     Corp              Morgan    Stanley
                                                       (20,984)
       23,586     Wintrust     Financial     Corp              Goldman    Sachs
                                                       (77,306)
       2,516    Wix.com    Ltd                   Bank   of  America    Merrill    Lynch
                                                       (2,834)
       2,473    Wix.com    Ltd                   Goldman    Sachs                 2,303
       1,592    Wix.com    Ltd                   Morgan    Stanley                 4,777
       69,867     Wolverine     World   Wide   Inc             Goldman    Sachs
                                                      (108,294)
       46,958     Wolverine     World   Wide   Inc             Bank   of  America    Merrill    Lynch
                                                       (72,785)
       46,439     Wolverine     World   Wide   Inc             Morgan    Stanley
                                                      (100,308)
       3,664    Woodward     Inc                   Bank   of  America    Merrill    Lynch
                                                       (9,372)
       25,979     Woodward     Inc                   Goldman    Sachs
                                                       (70,547)
       4,921    Woodward     Inc                   Morgan    Stanley
                                                       (32,282)
           Woodward     Inc                   Bank   of  America    Merrill    Lynch        8,846
       (3,567)
       7,458    Workday    Inc   ‘A’                 Bank   of  America    Merrill    Lynch        11,730
       15,332     Workday    Inc   ‘A’                 Morgan    Stanley
                                                       (65,621)
       15,301     Workday    Inc   ‘A’                 Goldman    Sachs                17,314
       52,357     Workhorse     Group   Inc               Bank   of  America    Merrill    Lynch       (22,514)
       8,904    Workhorse     Group   Inc               Goldman    Sachs
                                                       (3,829)
       21,706     Workhorse     Group   Inc               Morgan    Stanley
                                                       (1,302)
       10,464     Workiva    Inc                   Bank   of  America    Merrill    Lynch        19,817
       2,922    Workiva    Inc                   Goldman    Sachs                 1,518
       5,914    Workiva    Inc                   Morgan    Stanley                 5,240
           World   Acceptance      Corp               Goldman    Sachs
        (776)                                               (1,436)
           World   Acceptance      Corp               Morgan    Stanley                 3,047
       (1,531)
       15,868     World   Fuel   Services     Corp             Goldman    Sachs
                                                       (14,440)
           World   Fuel   Services     Corp             Morgan    Stanley                 11,799
      (12,164)
       6,576    World   Fuel   Services     Corp             Morgan    Stanley
                                                       (6,379)
           World   Wrestling     Entertainment       Inc   ‘A’      Morgan    Stanley                 33,433
       (5,772)
           World   Wrestling     Entertainment       Inc   ‘A’      Bank   of  America    Merrill    Lynch       110,151
      (11,217)
        921   World   Wrestling     Entertainment       Inc   ‘A’      Bank   of  America    Merrill    Lynch
                                                       (9,044)
           World   Wrestling     Entertainment       Inc   ‘A’      Goldman    Sachs                108,068
      (12,272)
       4,588    Worthington      Industries      Inc            Morgan    Stanley
                                                       (7,478)
           WP  Carey   Inc  (Reit)                 Bank   of  America    Merrill    Lynch
      (80,314)                                                (179,774)
           WP  Carey   Inc  (Reit)                 Goldman    Sachs
       (6,030)                                                (13,688)
           WP  Carey   Inc  (Reit)                 Morgan    Stanley
      (79,990)                                                (27,931)
      (77,415)     WPX  Energy    Inc                   Morgan    Stanley                89,801
           WPX  Energy    Inc                  Bank   of  America    Merrill    Lynch       143,283
      (68,886)
           WPX  Energy    Inc                  Goldman    Sachs                113,167
      (54,407)
           WR  Berkley    Corp                  Bank   of  America    Merrill    Lynch
      (76,900)                                                 (8,459)
           WR  Berkley    Corp                  Morgan    Stanley                  622
       (1,130)
           WR  Berkley    Corp                  Goldman    Sachs
      (18,402)                                                 (2,024)
       8,551    WR  Grace   & Co                  Morgan    Stanley
                                                       (20,864)
       7,164    WR  Grace   & Co                  Bank   of  America    Merrill    Lynch
                                                       (21,277)
       38,558     WR  Grace   & Co                  Goldman    Sachs
                                                      (114,517)
       5,790    Wright    Medical    Group   NV             Morgan    Stanley
                                                       (4,400)
       3,637    Wright    Medical    Group   NV             Bank   of  America    Merrill    Lynch
                                                       (6,801)
                                241/298



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
       3,853    Wright    Medical    Group   NV             Goldman    Sachs
                                                       (7,205)
           Wright    Medical    Group   NV             Goldman    Sachs                22,596
      (12,820)
       47,006     WSFS   Financial     Corp                Bank   of  America    Merrill    Lynch
                                                       (99,888)
       43,605     WSFS   Financial     Corp                Goldman    Sachs
                                                       (92,661)
       91,255     WSFS   Financial     Corp                Morgan    Stanley
                                                      (179,316)
       4,071    WW  Grainger     Inc                 Bank   of  America    Merrill    Lynch
                                                       (6,127)
       15,196     WW  Grainger     Inc                 Morgan    Stanley                 16,339
       15,541     WW  Grainger     Inc                 Goldman    Sachs
                                                       (24,663)
       31,848     Wyndham    Destinations       Inc             Bank   of  America    Merrill    Lynch
                                                      (100,640)
       8,506    Wyndham    Destinations       Inc             Morgan    Stanley
                                                       (21,265)
           Wyndham    Hotels    & Resorts    Inc           Goldman    Sachs                49,337
      (31,305)
           Wyndham    Hotels    & Resorts    Inc           Morgan    Stanley                 35,844
      (13,681)
           Wynn   Resorts    Ltd                 Bank   of  America    Merrill    Lynch        64,357
       (3,733)
           Wynn   Resorts    Ltd                 Goldman    Sachs                42,945
       (2,491)
           Wynn   Resorts    Ltd                 Morgan    Stanley                 80,576
       (8,064)
       1,370    X4  Pharmaceuticals        Inc              Bank   of  America    Merrill    Lynch        (5,959)
       2,733    X4  Pharmaceuticals        Inc              Goldman    Sachs
                                                       (11,889)
       7,777    XBiotech     Inc                   Bank   of  America    Merrill    Lynch
                                                       (13,960)
       8,737    XBiotech     Inc                   Goldman    Sachs
                                                       (15,683)
      180,483     Xcel   Energy    Inc                 Bank   of  America    Merrill    Lynch        23,463
       9,578    Xencor    Inc                    Bank   of  America    Merrill    Lynch
                                                       (35,343)
       15,314     Xencor    Inc                    Goldman    Sachs
                                                       (48,846)
       6,694    Xencor    Inc                    Morgan    Stanley
                                                       (11,045)
       18,233     Xenia   Hotels    & Resorts    Inc  (Reit)          Goldman    Sachs
                                                       (9,529)
       52,153     Xenia   Hotels    & Resorts    Inc  (Reit)          Bank   of  America    Merrill    Lynch
                                                       (87,096)
       9,136    Xeris   Pharmaceuticals        Inc            Goldman    Sachs
                                                       (12,151)
       8,988    Xeris   Pharmaceuticals        Inc            Morgan    Stanley
                                                       (11,864)
           Xerox   Corp                    Bank   of  America    Merrill    Lynch        32,105
      (26,979)
           Xerox   Corp                    Morgan    Stanley                110,273
      (104,031)
           Xerox   Corp                    Goldman    Sachs                 9,533
       (8,011)
       17,177     Xilinx    Inc                    Bank   of  America    Merrill    Lynch
                                                      (179,671)
       18,777     Xilinx    Inc                    Goldman    Sachs
                                                       (94,584)
       34,036     Xilinx    Inc                    Morgan    Stanley
                                                       (23,825)
           XOMA   Corp                     Morgan    Stanley
        (136)                                                (107)
      (18,914)     XOMA   Corp                     Bank   of  America    Merrill    Lynch       (43,880)
       7,932    Xperi   Corp                    Bank   of  America    Merrill    Lynch
                                                       (20,940)
       9,606    Xperi   Corp                    Morgan    Stanley
                                                       (7,397)
       18,512     Xperi   Corp                    Goldman    Sachs
                                                       (48,424)
           XPO  Logistics     Inc                Goldman    Sachs                 4,418
       (4,491)
           Xylem   Inc/NY                    Goldman    Sachs                 5,365
       (4,883)
           Xylem   Inc/NY                    Bank   of  America    Merrill    Lynch        1,292
       (2,799)
           Xylem   Inc/NY                    Morgan    Stanley                 30,347
      (23,971)
       3,143    Y-mAbs    Therapeutics       Inc             Bank   of  America    Merrill    Lynch
                                                       (4,086)
       2,201    Y-mAbs    Therapeutics       Inc             Goldman    Sachs
                                                       (2,861)
       4,344    Y-mAbs    Therapeutics       Inc             Morgan    Stanley
                                                       (2,129)
                                242/298



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
       6,263    Yandex    NV  ‘A’                  Bank   of  America    Merrill    Lynch
                                                       (2,693)
        665   Yandex    NV  ‘A’                  Morgan    Stanley
                                                       (1,177)
           Yandex    NV  ‘A’                  Morgan    Stanley                 5,685
       (3,212)
       51,210     Yelp   Inc                     Bank   of  America    Merrill    Lynch
                                                      (108,565)
       27,111     Yelp   Inc                     Morgan    Stanley
                                                       (36,871)
       2,447    Yelp   Inc                     Goldman    Sachs
                                                       (3,456)
           Yeti   Holdings     Inc                Bank   of  America    Merrill    Lynch       111,269
      (46,060)
           Yeti   Holdings     Inc                Morgan    Stanley                 7,361
       (3,301)
       7,019    Yext   Inc                     Goldman    Sachs
                                                       (26,181)
       6,801    Yext   Inc                     Morgan    Stanley
                                                       (25,572)
           Yext   Inc                     Morgan    Stanley                 16,627
       (4,422)
       18,011     Yext   Inc                     Bank   of  America    Merrill    Lynch
                                                       (67,181)
       14,200     York   Water   Co/The                  Bank   of  America    Merrill    Lynch
                                                       (6,106)
       8,014    York   Water   Co/The                  Goldman    Sachs
                                                       (3,446)
       4,247    York   Water   Co/The                  Morgan    Stanley
                                                       (4,757)
      (38,588)     YRC  Worldwide     Inc                Bank   of  America    Merrill    Lynch        44,376
           Yum  China   Holdings     Inc              Morgan    Stanley                 2,274
      (15,661)
           Yum  China   Holdings     Inc              Goldman    Sachs                59,539
      (23,192)
           Yum!   Brands    Inc                 Bank   of  America    Merrill    Lynch         122
        (847)
           Yum!   Brands    Inc                 Morgan    Stanley                  192
       (4,815)
       23,704     Yum!   Brands    Inc                 Goldman    Sachs                13,985
       1,663    Yum!   Brands    Inc                 Morgan    Stanley
                                                        (848)
       1,367    Yum!   Brands    Inc                 Bank   of  America    Merrill    Lynch         807
       9,720    Zafgen    Inc                    Morgan    Stanley
                                                       (7,290)
       10,996     Zafgen    Inc                    Bank   of  America    Merrill    Lynch
                                                       (7,697)
       11,768     Zafgen    Inc                    Goldman    Sachs
                                                       (8,238)
       35,429     ZAGG   Inc                     Bank   of  America    Merrill    Lynch        2,126
       17,892     ZAGG   Inc                     Goldman    Sachs
                                                        (151)
       9,838    ZAGG   Inc                     Morgan    Stanley
                                                        (295)
           Zayo   Group   Holdings     Inc             Morgan    Stanley                 6,911
      (49,363)
           Zayo   Group   Holdings     Inc             Goldman    Sachs                21,036
      (67,857)
       4,537    Zebra   Technologies       Corp   ‘A’           Bank   of  America    Merrill    Lynch
                                                       (70,913)
        582   Zebra   Technologies       Corp   ‘A’           Goldman    Sachs
                                                        (827)
       38,694     Zendesk    Inc                   Bank   of  America    Merrill    Lynch
                                                      (102,374)
       39,759     Zendesk    Inc                   Goldman    Sachs               (121,049)
       27,132     Zendesk    Inc                   Morgan    Stanley
                                                      (126,212)
       3,706    Zillow    Group   Inc   ‘C’              Morgan    Stanley                 4,373
           Zimmer    Biomet    Holdings     Inc            Bank   of  America    Merrill    Lynch       171,393
      (26,247)
       1,145    Zimmer    Biomet    Holdings     Inc            Goldman    Sachs
                                                        (174)
      140,383     Zions   Bancorp    NA                Morgan    Stanley
                                                      (270,053)
       12,925     Zions   Bancorp    NA                Bank   of  America    Merrill    Lynch
                                                       (23,744)
       13,996     Zoetis    Inc                    Bank   of  America    Merrill    Lynch
                                                       (13,296)
       9,719    Zoetis    Inc                    Goldman    Sachs
                                                       (9,233)
       3,875    Zogenix    Inc                   Goldman    Sachs
                                                       (2,247)
           Zogenix    Inc                   Goldman    Sachs                12,399
      (21,378)
                                243/298



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
      保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           Zoom   Video   Communications        Inc   ‘A’        Bank   of  America    Merrill    Lynch        12,920
      (54,357)
           Zoom   Video   Communications        Inc   ‘A’        Morgan    Stanley                 77,169
      (29,795)
           Zscaler    Inc                   Bank   of  America    Merrill    Lynch        5,386
        (784)
           Zscaler    Inc                   Goldman    Sachs                66,314
       (9,485)
           Zscaler    Inc                   Morgan    Stanley                135,899
      (17,558)
       21,138     Zumiez    Inc                    Bank   of  America    Merrill    Lynch
                                                       (56,809)
       3,872    Zumiez    Inc                    Morgan    Stanley
                                                       (6,627)
       23,349     Zumiez    Inc                    Goldman    Sachs
                                                       (46,988)
       77,729     Zynga   Inc   ‘A’                  Morgan    Stanley                 2,332
      154,575     Zynga   Inc   ‘A’                  Bank   of  America    Merrill    Lynch        7,729
                                                        9,690
      186,652     Zynga   Inc   ‘A’                  Goldman    Sachs
                                                     (6,065,729)
                                                     (7,569,282)
    合計（基礎となるエクスポージャー総額－7,434,063,535米ドル）
     *   注記２(a)に記載のとおり、公正価値調整の対象である有価証券。

     **  0.5米ドル未満の投資は端数切捨てにより0と表示されている。
    添付の注記は、これらの財務書類の不可分の一部である。

                                244/298













                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書（内国投資信託受益証券）
    スワップ　2019年５月31日現在
                                                未実現評価益        時価
    種類     想定金額                摘要            取引相手      満期日
                                                （米ドル）      （米ドル）
     TRS   USD  10,025,320      ファンドは３ヶ月LIBORを受け取り、                     Morgan
                                                 1,466,900
                                          17/12/2019            1,466,900
                MSCI   Chile   Net  USD  Indexを支払う
                                     Stanley
     TRS    USD  3,682,026      ファンドは３ヶ月LIBORを受け取り、                     Morgan
                                                  538,799
                                                       538,799
                                           13/3/2020
                MSCI   Chile   Net  USD  Indexを支払う
                                     Stanley
    合計（基礎となるエクスポージャー総額－11,834,858米ドル）                                             2,005,699      2,005,699
    TRS：トータル・リターン・スワップ
    未決済先渡為替予約　2019年５月31日現在

                                                 未実現評価益／（損）
    通貨      買予約       通貨      売予約           取引相手          期日
                                                   （米ドル）
     ヘッジを使用したスイス・フラン建投資証券クラス
                                State   Street    Bank
    CHF       3,966,848     USD        3,925,988                  14/6/2019            24,481
                                 & Trust   Company
                                State   Street    Bank
                                                         (520)
    USD        135,656    CHF         136,740                 14/6/2019
                                 & Trust   Company
                                                        23,961
     ヘッジを使用したユーロ建投資証券クラス
                                State   Street    Bank
    EUR      475,147,430      USD       535,010,974                   14/6/2019          (4,376,785)
                                 & Trust   Company
                                State   Street    Bank
                                                        97,307
    USD       25,635,815      EUR       22,868,027                   14/6/2019
                                 & Trust   Company
                                                     (4,279,478)
     ヘッジを使用した英ポンド建投資証券クラス
                                State   Street    Bank
    GBP        159,045    USD         207,433                 14/6/2019            (7,095)
                                 & Trust   Company
                                State   Street    Bank
                                                          43
    USD         1,226   GBP           939               14/6/2019
                                 & Trust   Company
                                                        (7,052)
     ヘッジを使用した日本円建投資証券クラス
                                State   Street    Bank
    JPY     26,721,186,425        USD       243,972,647                   14/6/2019           1,806,889
                                 & Trust   Company
                                State   Street    Bank
                                                        (4,877)
    USD       1,012,252     JPY       110,582,416                   14/6/2019
                                 & Trust   Company
                                                      1,802,012
     ヘッジを使用したスウェーデン・クローネ建投資証券クラス
                                State   Street    Bank
    SEK     1,442,507,925       USD       150,256,997                   14/6/2019           1,251,587
                                 & Trust   Company
                                State   Street    Bank
                                                       (45,019)
    USD       6,445,797     SEK       61,798,825                   14/6/2019
                                 & Trust   Company
                                                      1,206,568
    合計（基礎となるエクスポージャー総額－965,256,927米ドル）                                                 (1,253,989)
    添付の注記は、これらの財務書類の不可分の一部である。

                                245/298







                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書（内国投資信託受益証券）
    業種別内訳　2019年５月31日現在
                                 純資産比率
                                  （％）
    金融                                  78.28
    政府                                  16.92
    消費財、非循環型                                   2.01
    素材                                   1.85
    消費財、循環型                                   1.08
    資産担保証券                                   0.16
    通信                                   0.07
                                       0.03
    技術
    投資有価証券－時価
                                      100.40
                                      (0.40)
    その他の純負債
                                      100.00
    添付の注記は、これらの財務書類の不可分の一部である。

                                246/298















                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書（内国投資信託受益証券）
    ブラックロック・ＩＣＳ・ＵＳトレジャリー・ファンド
    要約損益計算書
                                      2019年３月31日に            2018年３月31日に
                                      終了した会計期間            終了した会計期間
                                        千米ドル            千米ドル
    営業収益

                                           137,352            57,228
    損益を通じて公正価値で測定する金融資産／負債に係る純利益
                                             149            (85)
    ／（損失）
    投資収益合計                                       137,501            57,143
    営業費用                                       (9,731)            (5,571)

    当期純利益                                       127,770            51,572
    財務費用：
    　支払利息                                       (1,152)              －

                                          (120,083)            (51,199)
    　償還可能参加型投資証券保有者への分配金
    財務費用合計                                      (121,235)            (51,199)
    当期純利益                                        6,535             373

    運用による償還可能参加型投資証券保有者に帰属する純資産の
                                            6,535             373
    増加
    本要約損益計算書に計上された損益以外で当会計期間に認識された損益はない。

    添付の注記は、これらの財務書類の不可分の一部である。
    ブラックロック・ＩＣＳ・ＵＳトレジャリー・ファンド

    償還可能参加型投資証券保有者に帰属する要約純資産変動計算書
                                      2019年３月31日に           2018年３月31日に
                                      終了した会計期間           終了した会計期間
                                        千米ドル           千米ドル
    償還可能参加型投資証券保有者に帰属する期首純資産合計

                                         11,308,849            8,000,953
    運用による償還可能参加型投資証券保有者に帰属する
                                            6,535            373
    純資産の増加
    投資証券取引：
    　償還可能参加型投資証券の発行による収入                                     30,997,407           27,827,584

    　償還可能参加型投資証券の買戻しによる支払                                     (32,071,854)           (25,330,690)

                                           37,689           11,875
    　分配金再投資額
    投資証券取引による純資産の増加               ／ （減少）                     (1,036,758)            2,508,769

    償還可能参加型投資証券保有者に帰属する期末純資産合計                                     10,278,626           10,510,095
    添付の注記は、これらの財務書類の不可分の一部である。

                                247/298





                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書（内国投資信託受益証券）
    ブラックロック・ＩＣＳ・ＵＳトレジャリー・ファンド
    要約貸借対照表
                                     2019年３月31日現在           2018年９月30日現在
                                        千米ドル           千米ドル

    流動資産

    現金                                       266,689           496,966
    未収金                                       364,442           334,767

                                         10,066,417           10,495,544
    損益を通じて公正価値で測定する金融資産
    流動資産合計                                     10,697,548           11,327,277
    流動負債

                                           418,922            18,428
    未払金
    流動負債合計                                       418,922            18,428
    償還可能参加型投資証券保有者に帰属する期末純資産価額                                     10,278,626           11,308,849

    添付の注記は、これらの財務書類の不可分の一部である。

                                248/298














                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書（内国投資信託受益証券）
    ブラックロック・ＩＣＳ・ＵＳトレジャリー・ファンド
    投資有価証券明細表　2019年３月31日現在
                                            公正価値        純資産比率
       保有高       通貨              銘柄
                                           （千米ドル）          （％）
     債券
     国債（2018年９月30日：43.23％）
                  米国（2018年９月30日：43.23％）
       75,000,000          US  Treasury,     1.63%,    30/04/2019                    74,951        0.73
              USD
       22,000,000          US  Treasury,     1.13%,    31/05/2019                    21,953        0.21
              USD
       25,000,000          US  Treasury,     1.25%,    31/05/2019                    24,951        0.24
              USD
       191,480,000           US  Treasury,     1.25%,    30/06/2019                   190,894        1.86
              USD
       45,000,000          US  Treasury,     1.63%,    30/06/2019                    44,907        0.44
              USD
        6,045,000          US  Treasury,     0.75%,    15/07/2019                    6,015       0.06
              USD
       21,110,000          US  Treasury,     0.88%,    31/07/2019                    20,998        0.20
              USD
       91,725,000          US  Treasury,     1.38%,    31/07/2019                    91,385        0.89
              USD
       129,630,000           US  Treasury,     1.63%,    31/07/2019                   129,252        1.26
              USD
        9,610,000          US  Treasury,     1.50%,    31/10/2019                    9,553       0.09
              USD
       56,025,000          US  Treasury,     1.00%,    15/11/2019                    55,500        0.54
              USD
      1,169,200,000            US  Treasury,     FRN,   2.49%,    30/04/2019               1,169,303         11.38
              USD
       750,000,000           US  Treasury,     FRN,   2.48%,    31/07/2019                750,200        7.30
              USD
       564,740,000           US  Treasury,     FRN,   2.47%,    31/10/2019                564,914        5.50
              USD
       640,000,000           US  Treasury,     FRN,   2.42%,    31/01/2020                639,811        6.22
              USD
       217,530,000           US  Treasury     Bill,   0.00%,    09/04/2019                217,414        2.11
              USD
       378,100,000           US  Treasury     Bill,   0.00%,    11/04/2019                377,847        3.68
              USD
       83,580,000          US  Treasury     Bill,   0.00%,    16/04/2019                 83,496        0.81
              USD
       111,650,000           US  Treasury     Bill,   0.00%,    23/04/2019                111,482        1.08
              USD
       200,000,000           US  Treasury     Bill,   0.00%,    30/04/2019                199,627        1.94
              USD
       265,855,000           US  Treasury     Bill,   0.00%,    02/05/2019                265,299        2.58
              USD
       50,000,000          US  Treasury     Bill,   0.00%,    14/05/2019                 49,857        0.48
              USD
       196,600,000           US  Treasury     Bill,   0.00%,    28/05/2019                195,867        1.91
              USD
       161,840,000           US  Treasury     Bill,   0.00%,    30/05/2019                161,183        1.57
              USD
       51,420,000          US  Treasury     Bill,   0.00%,    06/06/2019                 51,185        0.50
              USD
       73,000,000          US  Treasury     Bill,   0.00%,    13/06/2019                 72,644        0.71
              USD
        4,970,000          US  Treasury     Bill,   0.00%,    20/06/2019                  4,945       0.05
              USD
       94,260,000          US  Treasury     Bill,   0.00%,    25/07/2019                 93,525        0.91
              USD
       54,525,000          US  Treasury     Bill,   0.00%,    15/08/2019                 54,020        0.53
              USD
       200,000,000           US  Treasury     Bill,   0.00%,    22/08/2019                198,050        1.93
              USD
       230,000,000           US  Treasury     Bill,   0.00%,    29/08/2019                227,647        2.21
              USD
       104,495,000           US  Treasury     Bill,   0.00%,    05/09/2019                103,374        1.01
              USD
       81,805,000          US  Treasury     Bill,   0.00%,    30/01/2020                 80,084        0.78
              USD
       44,255,000          US  Treasury     Bill,   0.00%,    27/02/2020                 43,284        0.42
              USD
                  米国合計                            6,385,417         62.13
     国債に対する投資合計                                         6,385,417         62.13
     債券に対する投資合計                                         6,385,417         62.13
                                249/298





                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書（内国投資信託受益証券）
                                              公正価値      純資産比率
       保有高      通貨          取引相手             金利     期日
                                             （千米ドル）        （％）
             1
     リバースレポ取引         （2018年９月30日：49.58％）
     フランス（2018年９月30日：0.97％）
                                               110,000        1.07
      110,000,000       USD   Natixis                   2.55%     31/12/2019
     フランス合計                                           110,000        1.07
     米国（2018年９月30日：48.61％）

                Bank   of  Nova   Scotia
      581,000,000       USD                      2.60%     01/04/2019        581,000        5.65
      800,000,000       USD   Barclays                   2.60%     01/04/2019        800,000        7.78
                BNP  Paribas
      250,000,000       USD                      2.59%     01/04/2019        250,000        2.43
      95,000,000       USD   Citigroup                   2.59%     01/04/2019        95,000        0.92
      10,000,000       USD   HSBC                   2.58%     01/04/2019        10,000        0.10
       5,000,000      USD   J.P.Morgan                   2.60%     01/04/2019         5,000       0.05
                Merrill    Lynch
      307,000,000       USD                      2.55%     01/04/2019        307,000        2.99
                Merrill    Lynch
      195,000,000       USD                      2.55%     01/04/2019        195,000        1.90
                Societe    Generale
      300,000,000       USD                      2.53%     01/04/2019        300,000        2.92
                TD  Securities      (USA)
      332,000,000       USD                      2.58%     01/04/2019        332,000        3.23
                Wells   Fargo                            696,000        6.77
      696,000,000       USD                      2.60%     01/04/2019
     米国合計                                          3,571,000         34.74
     リバースレポ取引に対する投資合計                                          3,681,000         35.81
                                              10,066,417         97.94

     損益を通じて公正価値で測定する金融資産合計
                                               266,689        2.59
     現金
                                               (54,480)        (0.53)
     その他の資産および負債
     償還可能参加型投資証券保有者に帰属する純資産                                         10,278,626         100.00
                                                    資産合計に

     資産合計額の内訳                                               対する割合
                                                     （％）
     公認の証券取引所に上場されている譲渡可能な有価証券合計                                                  59.69
     その他の規制市場で取引されている譲渡可能な有価証券                                                  34.41
                                                       5.90
     その他の資産
     資産合計                                                  100.00
    1

    　担保として保有する有価証券は3,739,648,000米ドルであった。
                                250/298








                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書（内国投資信託受益証券）
    ２【ファンドの現況】
     【純資産額計算書】(2019年12月末現在)
     「サイエンティフィック・エクイティ・ファンド」
     Ⅰ　資産総額                                              609,290,676円

     Ⅱ　負債総額                                                456,076円

     Ⅲ　純資産総額(Ⅰ－Ⅱ)                                              608,834,600円

     Ⅳ　発行済数量                                              581,801,988口

     Ⅴ　１単位当たり純資産額(Ⅲ／Ⅳ)                                                1.0465円

     (参考情報)

     「アメリカズ・ロングショート・マザーファンド」
     Ⅰ　資産総額                                             1,403,393,117円

     Ⅱ　負債総額                                              13,531,401円

     Ⅲ　純資産総額(Ⅰ－Ⅱ)                                             1,389,861,716円

     Ⅳ　発行済数量                                             1,105,862,350口

     Ⅴ　１単位当たり純資産額(Ⅲ／Ⅳ)                                                1.2568円

                                251/298












                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書（内国投資信託受益証券）
    第４【内国投資信託受益証券事務の概要】
    １　受益証券の名義書換え等

      該当事項はありません。
    ２　受益者名簿の閉鎖の時期

      受益者名簿は作成していません。
    ３　投資者に対する特典

      該当事項はありません。
    ４　内国投資信託受益証券の譲渡制限の内容

      ファンド受益証券の譲渡制限は設けておりません。
    ５　受益証券の再発行

      投資者は、委託会社がやむを得ない事情等により受益証券を発行する場合を除き、無記名式受益証券から記名式受
     益証券への変更の請求、記名式受益証券から無記名式受益証券への変更の請求、受益証券の再発行の請求を行なわな
     いものとします。
    ６　受益権の譲渡

     ①　投資者は、その保有する受益権を譲渡する場合には、当該投資者の譲渡の対象とする受益権が記載または記録さ
      れている振替口座簿に係る振替機関等に振替の申請をするものとします。
     ②　①の申請のある場合には、①の振替機関等は、当該譲渡に係る譲渡人の保有する受益権の口数の減少および譲受
      人の保有する受益権の口数の増加につき、その備える振替口座簿に記載または記録するものとします。ただし、①
      の振替機関等が振替先口座を開設したものでない場合には、譲受人の振替先口座を開設した他の振替機関等（当該
      他の振替機関等の上位機関を含みます。）に社振法の規定にしたがい、譲受人の振替先口座に受益権の口数の増加
      の記載または記録が行なわれるよう通知するものとします。
     ③　①の振替について、委託会社は、当該投資者の譲渡の対象とする受益権が記載または記録されている振替口座簿
      に係る振替機関等と譲受人の振替先口座を開設した振替機関等が異なる場合等において、委託会社が必要と認めた
      ときまたはやむをえない事情があると判断したときは、振替停止日や振替停止期間を設けることができます。
    ７　受益権の譲渡の対抗要件

      受益権の譲渡は、振替口座簿への記載または記録によらなければ、委託会社および受託会社に対抗することができ
     ません。
    ８　受益権の再分割

      委託会社は、受益権の再分割を行ないません。ただし、受託会社と協議のうえ、社振法に定めるところにしたが
     い、一定日現在の受益権を均等に再分割できるものとします。
    ９　償還金

      償還金は、償還日において振替機関等の振替口座簿に記載または記録されている投資者（償還日以前において換金
     が行なわれた受益権に係る投資者を除きます。また、当該償還日以前に設定された受益権で購入代金支払前のため販
     売会社の名義で記載または記録されている受益権については原則として投資者とします。）に支払います。なお、当
     該投資者は、その口座が開設されている振替機関等に対して委託会社がこの信託の償還をするのと引き換えに、当該
     償還に係る受益権の口数と同口数の抹消の申請を行なうものとし、社振法の規定にしたがい当該振替機関等の口座に
     おいて当該口数の減少の記載または記録が行なわれます。また、受益証券を保有している投資者に対しては、償還金
     は、信託終了日後１ヵ月以内の委託会社の指定する日から受益証券と引き換えに当該投資者に支払います。
                                252/298



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書（内国投資信託受益証券）
    10　質権口記載または記録の受益権の取り扱いについて
      振替機関等の振替口座簿の質権口に記載または記録されている受益権にかかる収益分配金の支払い、換金の申込の
     受付け、換金代金および償還金の支払い等については、約款の規定によるほか、民法その他の法令等にしたがって取
     り扱われます。
                                253/298



















                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書（内国投資信託受益証券）
    第三部【委託会社等の情報】
    第１【委託会社等の概況】

    １【委託会社等の概況】

     (1)  資本金の額等
      ①  資本金　　　　　　　　3,120百万円
      ②  発行する株式の総数　　36,000株

      ③  発行済株式の総数　　　15,000株

      ④  直近５ヵ年における主な資本金の額の増減

        2017年12月７日付で、資本金を2,435百万円から3,120百万円に増額しました。
     (2)  委託会社の機構

      ①  経営の意思決定機構
      ＜株主総会＞
       株主により構成される会社における最高の意思決定機関として、取締役の選任、利益処分の承認、定款の変更
       等、会社法および定款の定めにしたがって重要事項の決定を行ないます。
      ＜取締役会＞

       取締役により構成され、当社の業務執行を決定し、その執行について監督します。
      ＜エグゼクティブ委員会他各委員会＞

       当社における適切な経営戦略の構築、業務執行体制の構築および業務運営の推進を目的として、エグゼクティブ
       委員会を設置します。また、その他各種委員会を設置し、業務の能率的運営および責任体制の確立を図っていま
       す。
      ②  運用の意思決定機構

       投資委員会
       ・投資委員会にて運用にかかる投資方針、パフォーマンスおよびリスク管理に関する重要事項を審議します。
       運用担当部署

       ・各運用担当部署では、投資委員会の決定にしたがい、ファンドの個別の運用計画を策定し、各部署の投資プロ
        セスを通して運用を行ないます。
       ポートフォリオ・マネジャー

       ・ポートフォリオ・マネジャーは、策定された運用計画に基づき、個別銘柄を選択し売買に関する指図を行ない
        ます。
       リスク管理

       ・委託会社ではリスク管理を重視しており、独自開発のシステムを用いてリスク管理を行なっております。具体
        的には、運用担当部門とは異なる部門においてファンドの投資リスクの計測・分析、投資制限のモニタリング
        などを行なうことにより、ファンドの投資リスクが運用方針に合致していることを確認し、その結果を運用担
        当部門にフィードバックするほか、社内の関係者で共有しております。また、委託会社の業務に関するリスク
        について社内規程を定めて管理を行なっております。
                                254/298



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書（内国投資信託受益証券）
    ２【事業の内容及び営業の概況】
      投信法に定める投資信託委託会社である委託会社は、証券投資信託の設定を行なうとともに金融商品取引法に定め
     る金融商品取引業者としてその運用（投資運用業）を行なっています。また、金融商品取引法に定める投資助言業
     務、第一種金融商品取引業務および第二種金融商品取引業務等を行なっています。
      委託会社の運用する証券投資信託は2019年12月末現在、以下の通りです(親投資信託を除きます。)。
                種類                 本数(本)           純資産総額（百万円）
             追加型株式投資信託                        156             8,413,522

             単位型株式投資信託                         16              161,401

                合計                     172             8,574,923

                                255/298

















                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書（内国投資信託受益証券）
    ３【委託会社等の経理状況】
     １．財務諸表の作成方法について

        委託会社であるブラックロック・ジャパン株式会社（以下「当社」という。）の財務諸表は、「財務諸表等の
       用語、様式及び作成方法に関する規則」（1963年大蔵省令第59号。）第2条及び「金融商品取引業等に関する内閣
       府令」（2007年8月6日内閣府令第52号。）に基づいて作成しております。
     ２．監査証明について

        当社は、金融商品取引法第193条の2第1項の規定に基づき、第32期事業年度（自2018年1月1日　至2018年12月31
       日）の財務諸表について有限責任監査法人トーマツによる監査を受けております。
     ３．財務諸表に記載している金額については、百万円未満の端数を切り捨てて表示しております。

                                256/298
















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                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書（内国投資信託受益証券）
     (1)【貸借対照表】
                                                    (単位：百万円)
                                      第31期             第32期
                                   (2017年12月31日現在)             (2018年12月31日現在)
     資産の部
     　流動資産
     　　現金・預金                                      19,097             23,891
     　　立替金                                        11              2
     　　前払費用                                        171             151
     　　未収入金                                         3            11
     　　未収委託者報酬                                       1,585             1,588
     　　未収運用受託報酬                                       2,642             2,291
     　　未収収益                          ※２             1,384             1,402
     　　為替予約                                         0             -
                                             33             18
     　　その他流動資産
     　　流動資産計                                      24,928             29,359
     　固定資産
     　　有形固定資産
     　　　建物附属設備                          ※１              946            1,484
                                            411             380
     　　　器具備品                          ※１
     　　　有形固定資産計                                       1,358             1,864
     　　無形固定資産
     　　　ソフトウエア                                         ▶             8
                                             42              -
     　　　のれん
     　　　無形固定資産計                                        47              8
     　　投資その他の資産
     　　　投資有価証券                                         3            11
     　　　長期差入保証金                                       1,124             1,119
     　　　前払年金費用                                        588             696
     　　　長期前払費用                                        25             27
                                            786             848
     　　　繰延税金資産
     　　　投資その他の資産計                                       2,528             2,702
     　　固定資産計                                       3,934             4,575
     　資産合計                                      28,863             33,935
                                257/298









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                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書（内国投資信託受益証券）
                                                    (単位：百万円)
                                      第31期             第32期
                                   (2017年12月31日現在)             (2018年12月31日現在)
     負債の部
     　流動負債
     　　預り金                                        119              97
     　　未払金                          ※２
     　　　未払収益分配金                                         ▶             ▶
     　　　未払償還金                                        74             74
     　　　未払手数料                                        593             515
     　　　その他未払金                                       1,737             1,184
     　　未払費用                          ※２             1,245             1,039
     　　未払消費税等                                        150              97
     　　未払法人税等                                        438             440
     　　為替予約                                         -             3
     　　前受金                                        79             78
     　　前受収益                                        15              -
     　　賞与引当金                                       1,886             1,939
     　　役員賞与引当金                                        144             142
                                             9            42
     　　早期退職慰労引当金
     　　流動負債計                                       6,500             5,661
     　固定負債
     　　退職給付引当金                                        55             60
                                            262             781
     　　資産除去債務
     　　固定負債計                                        318             842
     　負債合計                                       6,818             6,503
     純資産の部

     　株主資本
     　　資本金                                       3,120             3,120
     　　資本剰余金
     　　　資本準備金                                       3,001             3,001
                                           3,846             3,846
     　　　その他資本剰余金
     　　　資本剰余金合計                                       6,847             6,847
     　　利益剰余金
     　　　利益準備金                                        336             336
     　　　その他利益剰余金
                                           11,739             17,127
     　　　　繰越利益剰余金
     　　　利益剰余金合計                                      12,076             17,464
     　　株主資本合計                                      22,044             27,432
     　評価・換算差額等
                                             0             0
     　　その他有価証券評価差額金
     　　評価・換算差額等合計                                         0             0
     　純資産合計                                      22,044             27,431
     負債・純資産合計                                      28,863             33,935
                                258/298





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                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書（内国投資信託受益証券）
     (2)【損益計算書】
                                                    (単位：百万円)
                                      第31期             第32期
                                   (自　2017年１月１日             (自　2018年１月１日
                                   至　2017年12月31日)             至　2018年12月31日)
     営業収益
     　委託者報酬                                       5,202             5,639
     　運用受託報酬                          ※１             8,890             8,523
                                           12,257             13,511
     　その他営業収益                          ※１
     　　営業収益計
                                           26,350             27,674
     営業費用
     　支払手数料                                       1,830             1,856
     　広告宣伝費                                        208             191
     　調査費
     　　調査費                                        380             363
                                           4,313             4,164
     　　委託調査費                          ※１
     　　調査費計
                                           4,693             4,528
     　委託計算費                                        86             84
     　営業雑経費
     　　通信費                                        50             59
     　　印刷費                                        62             11
                                             32             34
     　　諸会費
     　　営業雑経費計                                        145             106
     　営業費用計
                                           6,964             6,767
     一般管理費
     　給料
     　　役員報酬                                        353             406
     　　給料・手当                                       3,960             4,213
                                           2,232             2,359
     　　賞与
     　　給料計
                                           6,546             6,979
     　退職給付費用                                        287             275
     　福利厚生費                                        892             940
     　事務委託費                          ※１             2,433             2,568
     　交際費                                        69             66
     　寄付金                                         2             3
     　旅費交通費                                        243             238
     　租税公課                                        231             245
     　不動産賃借料                                        735             804
     　水道光熱費                                        65             72
     　固定資産減価償却費                                        262             315
     　のれん償却額                                        56             42
     　資産除去債務利息費用                                         3             3
                                            363             424
     　諸経費
     　一般管理費計                                      12,194             12,980
     　営業利益
                                           7,191             7,926
                                259/298





                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書（内国投資信託受益証券）
                                                    (単位：百万円)
                                      第31期             第32期
                                   (自　2017年１月１日             (自　2018年１月１日
                                   至　2017年12月31日)             至　2018年12月31日)
     営業外収益
     　受取利息                                         0             0
     　有価証券売却益                                         0             0
                                             0             0
     　雑益
     　営業外収益計
                                             1             1
     営業外費用
     　為替差損                                        34             26
                                             34             26
     　営業外費用計
     経常利益
                                           7,158             7,901
     特別利益
     　特別利益計
                                             -             -
     特別損失
     　特別退職金                                        119              84
     　特別損失計                                        119              84
     税引前当期純利益
                                           7,039             7,817
     法人税、住民税及び事業税                                       2,223             2,491
                                             29            △61
     法人税等調整額
     当期純利益                                       4,786             5,387
                                260/298













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                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書（内国投資信託受益証券）
     (3)【株主資本等変動計算書】
    第31期　(自　2017年1月1日　至　2017年12月31日)

                                                    (単位：百万円)
                           株主資本                    評価・換算差額等
                    資本剰余金            利益剰余金
                                                        純資産
                                              その他
                               その他利益
                                         株主資本         評価・換算
                                                        合計
                         資本
             資本金                                 有価証券
                                剰余金
                 資本   その他資本         利益        利益剰余金
                                                  差額等合計
                                          合計
                         剰余金
                                             評価差額金
                 準備金    剰余金        準備金         合計
                                繰越利益
                         合計
                                剰余金
    2017年1月1日残高         2,435   2,316     3,846   6,162    336    6,953     7,290    15,887       0     0  15,887
    事業年度中の変動額
    　新株の発行          685   685        685                1,370               1,370
    　当期純利益                             4,786     4,786    4,786               4,786
    株主資本以外の項目
    の事業年度中の変動                                             0     0    0
    額（純額）
    事業年度中の変動額
              685   685      -   685    -   4,786     4,786    6,156       0     0   6,156
    合計
    2017年12月31日残高         3,120   3,001     3,846   6,847    336   11,739     12,076    22,044       0     0  22,044
    第32期　(自　2018年1月1日　至　2018年12月31日)

                                                    (単位：百万円)
                           株主資本                    評価・換算差額等
                    資本剰余金            利益剰余金
                                                        純資産
                                              その他
                               その他利益
                                         株主資本
                                                  評価・換算
                                                        合計
                         資本
             資本金                                 有価証券
                                剰余金
                 資本   その他資本         利益        利益剰余金
                                                  差額等合計
                                          合計
                         剰余金
                                             評価差額金
                 準備金    剰余金        準備金         合計
                                繰越利益
                         合計
                                剰余金
    2018年1月1日残高         3,120   3,001     3,846   6,847    336   11,739     12,076    22,044       0     0  22,044
    事業年度中の変動額
    　当期純利益                             5,387     5,387    5,387               5,387
    株主資本以外の項目
    の事業年度中の変動                                             0     0    0
    額（純額）
    事業年度中の変動額
               -   -     -   -   -   5,387     5,387    5,387       0     0   5,387
    合計
    2018年12月31日残高         3,120   3,001     3,846   6,847    336   17,127     17,464    27,432       0     0  27,431
                                261/298









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    注　記　事　項
    ［重要な会計方針］

    1.　　有価証券の評価基準及び評価方法
         有価証券
          その他有価証券
           時価のあるもの
           決算日の市場価格等に基づく時価法（評価差額は、全部純資産直入法により処理し、売却原価は、移動
           平均法により算定）を採用しております。
    2.　　デリバティブ取引等の評価基準及び評価方法

        時価法を採用しております。
    3.　　固定資産の減価償却方法

      (1)  　有形固定資産
        定額法により償却しております。なお、主な耐用年数は建物附属設備6～18年、器具備品2～15年であります。
      (2)  　無形固定資産

        自社利用のソフトウエアの減価償却方法については、社内における利用可能期間（5年）に基づく定額法によっ
        ております。
        のれんの償却方法については、その効果の及ぶ期間（5～9年）に基づく定額法によっております。
    4.　　引当金の計上基準

      (1)  　貸倒引当金の計上方法
        債権の貸倒損失に備えるため、貸倒懸念債権等特定の債権については個別に回収可能性を検討し、回収不能見
        込額を計上しております。
      (2)  　退職給付引当金の計上方法
        ①　　旧退職金制度
          適格退職年金制度移行日現在在籍していた従業員については、旧退職金制度に基づく給付額を保証してい
          るため、期末現在の当該給付額と年金制度に基づく給付額との差額を引当て計上しております。
        ②　　確定拠出年金制度

          確定拠出年金制度（DC）による退職年金制度を有しております。
        ③　　確定給付年金制度

          キャッシュ・バランス型の年金制度（CB）の退職年金制度を有しております。CBには、一定の利回り保証
          を付しており、これの将来の支払に備えるため、確定給付型の会計基準に準じた会計処理方法により引当
          金を計上しております。
          退職給付債務の算定にあたり、退職給付見込額を当期までの期間に帰属させる方法については、ポイント
          基準によっております。
          過去勤務債務は、その発生時の従業員の平均残存勤務期間以内の一定の年数（9年）による定額法により費
          用処理しております。
          数理計算上の差異は各事業年度の発生時における従業員の平均残存勤務期間以内の一定の年数（9年）によ
          る定額法により按分した額をそれぞれ発生の翌事業年度から費用処理または費用から控除することとして
          おります。
                                262/298




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      (3)  　賞与引当金の計上方法
        従業員の賞与の支払に備えて、賞与支給見込額の当事業年度負担額を計上しております。
      (4)  　役員賞与引当金の計上方法

        役員の賞与の支払に備えて、賞与支給見込額の当事業年度負担額を計上しております。
      (5)  　早期退職慰労引当金の計上方法

        早期退職慰労の支払に備えて、早期退職慰労支給見込額の当事業年度負担額を計上しております。
    5.　　外貨建の資産又は負債の本邦通貨への換算基準

      外貨建金銭債権債務は、期末の直物為替相場により円貨に換算し、換算差額は損益として処理しております。
    6.　　その他財務諸表作成のための基本となる重要な事項

      (1)  　消費税等の処理方法
        消費税等の会計処理は、税抜方式によっております。
      (2)  　連結納税制度の適用
        親会社であるブラックロック・ジャパン・ホールディングス合同会社を連結納税親会社として、連結納税制度
        を適用しております。
    （未適用の会計基準等）

    「収益認識に関する会計基準」（企業会計基準第29号　2018年3月30日）
    「収益認識に関する会計基準の適用指針」（企業会計基準適用指針第30号　2018年3月30日）
      (1)  　概要
        収益認識に関する包括的な会計基準であります。収益は、次の５つのステップを適用し認識されます。
        ステップ１：顧客との契約を識別する。
        ステップ２：契約における履行義務を識別する。
        ステップ３：取引価格を算定する。
        ステップ４：契約における履行義務に取引価格を配分する。
        ステップ５：履行義務を充足したときに又は充足するにつれて収益を認識する。
      (2)  　適用予定日
        2022年12月期の期首より適用予定であります。
      (3)  　当該会計基準等の適用による影響
        影響額は、当財務諸表の作成時において評価中であります。
    （表示方法の変更）

    （「『税効果会計に係る会計基準』の一部改正」の早期適用に伴う変更）
    「『税効果会計に係る会計基準』の一部改正」（企業会計基準28号　2018年2月16日。以下「税効果会計基準一部改
    正」）という。）が当事業年度の期末から適用できるようになったことに伴い、当事業年度から税効果会計基準一部改
    正を適用し、繰延税金資産は投資その他の資産の区分に表示し、繰延税金負債は固定負債の区分に表示する方法に変更
    するとともに、税効果会計関係注記を変更しました。
     この結果、前事業年度の貸借対照表において、「流動資産」の「繰延税金資産」860百万円及び「固定負債」の「繰延
    税金負債」74百万円は、「投資その他の資産」の「繰延税金資産」786百万円に含めて表示しております。
                                263/298





                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書（内国投資信託受益証券）
    （貸借対照表関係）
     ※１　有形固定資産の減価償却累計額
                             前事業年度                  当事業年度
                           (2017年12月31日)                  (2018年12月31日)
     建物附属設備                        1,346　百万円                  1,525　百万円
     器具備品                         821　百万円                  950　百万円
     ※２　関係会社に対する資産及び負債

    各科目に含まれているものは次のとおりであります。
                             前事業年度                  当事業年度
                           (2017年12月31日)                  (2018年12月31日)
     未収収益                         508　百万円                  554　百万円
     未払金                        1,713　百万円                  1,168　百万円
     未払費用                         356　百万円                  385　百万円
     㯿ጰ_卹㸰漰Ɛ䮎작터湒륳蝶萰檊뾐吰銈䰰䘰弰腓홟ᖒ肈䳿ኈ䰰桟卞ꞌ뢍詙兽а鉽倰地昰䨰訰縰夰Ȱ匰谰襙兽а歗

    づく事業年度末の借入未実行残高は次のとおりであります。
                             前事業年度                  当事業年度
                           (2017年12月31日)                  (2018年12月31日)
     当座貸越極度額                        1,000　百万円                  1,000　百万円
     借入実行残高                          －                  －
     差引額                        1,000　百万円                  1,000　百万円
    （損益計算書関係）

     ※１　関係会社に対する営業収益及び営業費用
    各科目に含まれているものは次のとおりであります。
                             前事業年度                  当事業年度
                          (自　2017年      1月  1日          (自　2018年      1月  1日
                           至　2017年12月31日)                  至　2018年12月31日)
     その他営業収益                        4,670　百万円                  5,680　百万円
     委託調査費                         438　百万円                  704　百万円
     事務委託費                         824　百万円                  864　百万円
     運用受託報酬                          48　百万円                  149　百万円
                                264/298








                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書（内国投資信託受益証券）
    （株主資本等変動計算書関係）
    前事業年度　(自　2017年1月1日　至　2017年12月31日)
    1.　　発行済株式に関する事項
                前事業年度期首             増加          減少        前事業年度末
      普通株式（株）              10,158           4,842            －        15,000
    2.　　自己株式に関する事項

      該当事項はありません。
    3.　　新株予約権及び自己新株予約権に関する事項

      該当事項はありません。
    4.　　配当に関する事項

      該当事項はありません。
    当事業年度　(自　2018年1月1日　至　2018年12月31日)

    1.　　発行済株式に関する事項
                当事業年度期首             増加          減少        当事業年度末
      普通株式（株）              15,000             －          －        15,000
    2.　　自己株式に関する事項

      該当事項はありません。
    3.　　新株予約権及び自己新株予約権に関する事項

      該当事項はありません。
    4.　　配当に関する事項

      該当事項はありません。
                                265/298










                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書（内国投資信託受益証券）
    （金融商品関係）
    1.　　金融商品の状況に関する事項
      (1)  　金融商品に対する取組方針
        当社は、資金運用については短期的な預金等に限定し、また、資金調達については関連当事者からの長期借入
        に限定しています。
        投資有価証券は、当社設定の投資信託であり、通常の営業過程において保有しております。
        デリバティブについては、外貨建て営業債権及び債務の為替変動リスクを回避するために利用し、投機的な取
        引は行っておりません。
      (2)  　金融商品の内容及びそのリスク並びにリスク管理体制

        営業債権である未収委託者報酬及び未収運用受託報酬は、顧客の信用リスクに晒されています。当該リスクに
        関しては、当社の経理規程に従い、取引先ごとの期日管理及び残高管理を行い、個別に未収債権の回収可能性
        を管理する体制をしいております。
        営業債務である未払手数料はその全てが1年以内の支払期日となっております。
        営業債務は流動性リスクに晒されていますが、当社では資金繰計画を作成するなどの方法により管理しており
        ます。
    2.　　金融商品の時価等に関する事項

      貸借対照表計上額、時価及びこれらの差額については、次のとおりであります。なお、金額的重要性が低いものに
      ついては含めておりません。
    前事業年度　（2017年12月31日）

                         貸借対照表計上額               時価            差額
                           （百万円）            （百万円）            （百万円）
     (1)　現金・預金                         19,097            19,097              －
     (2)　未収委託者報酬                          1,585            1,585             －
     (3)　未収運用受託報酬                          2,642            2,642             －
     (4)　未収収益                          1,384            1,384             －
     (5)　長期差入保証金                          1,124            1,109            △14
            資産計                 25,834            25,819             △14
     (1)　未払手数料                           593            593            －
     (2)　未払費用                          1,245            1,245             －
            負債計                  1,838            1,838             －
                                266/298








                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書（内国投資信託受益証券）
    当事業年度　（2018年12月31日）
                         貸借対照表計上額               時価            差額
                           （百万円）            （百万円）            （百万円）
     (1)　現金・預金                         23,891            23,891              －
     (2)　未収委託者報酬                          1,588            1,588             －
     (3)　未収運用受託報酬                          2,291            2,291             －
     (4)　未収収益                          1,402            1,402             －
     (5)　長期差入保証金                          1,119            1,112             △6
            資産計                 30,293            30,287             △6
     (1)　未払手数料                           515            515            －
     (2)　未払費用                          1,039            1,039             －
            負債計                  1,554            1,554             －
    (注1)   　金融商品の時価の算定方法に関する事項
     資　産
     (1)  現金・預金、(2)        未収委託者報酬、(3)          未収運用受託報酬及び(4)            未収収益
       これらは短期間で決済されるため、時価は帳簿価額にほぼ等しいことから、当該帳簿価額によっています。
     (5)  長期差入保証金

       事務所敷金の時価については、事務所の敷金を当該賃貸借契約期間を基にしたインターバンク市場で取引されてい
       る円金利スワップレートで割り引いて算定する方法によっています。また従業員社宅敷金の時価については、平均
       残存勤務期間を基にしたインターバンク市場で取引されている円金利スワップレートで割り引いて算定する方法に
       よっています。
     負　債

     (1)  未払手数料、(2)        未払費用
       これらは短期間で決済されるため、時価は帳簿価額にほぼ等しいことから、当該帳簿価額によっています。
    (注2)   　金銭債権の決算日後の償還予定額

    前事業年度（2017年12月31日）
                      1年以内        1年超        5年超        10年超
                              5年以内        10年以内
                     （百万円）        （百万円）        （百万円）        （百万円）
     (1)　現金・預金                 19,097          －        －        －
     (2)　未収委託者報酬                  1,585         －        －        －
     (3)　未収運用受託報酬                  2,642         －        －        －
     (4)　未収収益                  1,384         －        －        －
     (5)　長期差入保証金                   －      1,051         61        11
           合計           24,709        1,051         61        11
                                267/298





                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書（内国投資信託受益証券）
    当事業年度（2018年12月31日）
                      1年以内        1年超        5年超        10年超
                              5年以内        10年以内
                     （百万円）        （百万円）        （百万円）        （百万円）
     (1)　現金・預金                 23,891          －        －        －
     (2)　未収委託者報酬                  1,588         －        －        －
     (3)　未収運用受託報酬                  2,291         －        －        －
     (4)　未収収益                  1,402         －        －        －
     (5)　長期差入保証金                   －      1,051         56        11
           合計           29,174        1,051         56        11
    （有価証券関係）

     前事業年度　(2017年12月31日)
     その他有価証券
                         種類     貸借対照表計上額          取得原価         差額

                                （百万円）        （百万円）        （百万円）
                      その他
         貸借対照表計上額が取得原
         価を超えるもの
                      　投資信託             3        3        0
                  合計                 3        3        0
     当事業年度　(2018年12月31日)

     その他有価証券
                         種類     貸借対照表計上額          取得原価         差額

                                （百万円）        （百万円）        （百万円）
                      その他
         貸借対照表計上額が取得原
         価を超えないもの
                      　投資信託            11        12         0
                  合計                 11        12         0
    （退職給付関係）

    前事業年度　(自　2017年1月1日　至　2017年12月31日)
    1.　　採用している退職給付制度の概要
      当社は、旧バークレイズ・グローバル・インベスターズ株式会社で設けられていた、①旧退職金制度を引き続き有
      しています。当社は、平成21年12月2日に旧ブラックロック・ジャパン株式会社との合併に伴い、旧ブラックロッ
      ク・ジャパン株式会社における退職年金制度（②確定拠出年金制度及び③確定給付年金制度）を承継しました。ま
      た、平成23年1月1日付で旧バークレイズ・グローバル・インベスターズ株式会社から引き継いだ適格退職年金制度
      はキャッシュ・バランス型の③確定給付年金制度に移行しました。従って、平成23年1月1日以降、①から③の三つ
      の制度を有しています。
                                268/298






                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書（内国投資信託受益証券）
    2.　　確定給付制度
      (1)  　退職給付債務の期首残高と期末残高の調整表
                                   （単位：百万円）
                                  前事業年度
                               (自  2017年    1月  1日
                                至  2017年12月31日)
     退職給付債務の期首残高                                1,745
     　勤務費用                                 268
     　利息費用                                  8
     　数理計算上の差異の発生額                                 △20
     　退職給付の支払額                                △170
     退職給付債務の期末残高                                1,832
      (2)  　年金資産の期首残高と期末残高の調整表

                                   （単位：百万円）
                                  前事業年度
                               (自  2017年    1月  1日
                                至  2017年12月31日)
     年金資産の期首残高                                2,381
     　期待運用収益                                  19
     　数理計算上の差異の発生額                                  83
     　事業主からの拠出額                                 290
     　退職給付の支払額                                △153
     年金資産の期末残高                                2,621
      (3)  　退職給付債務及び年金資産の期末残高と貸借対照表に計上された退職給付引当金及び前払年金費用の調整表

                                   （単位：百万円）
                                  前事業年度
                                (2017年12月31日)
     積立型制度の退職給付債務                                1,776
     年金資産                               △2,621
                                     △845
     非積立型制度の退職給付債務                                  55
     未積立退職給付債務                                △789
     未認識数理計算上の差異                                 242
     未認識過去勤務費用                                  13
     貸借対照表に計上された負債と資産の純額                                △532
     退職給付引当金                                  55
     前払年金費用                                △588
     貸借対照表に計上された負債と資産の純額                                △532
                                269/298




                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書（内国投資信託受益証券）
      (4)  　退職給付費用及びその内訳項目の金額
                                   （単位：百万円）
                                  前事業年度
                               (自  2017年    1月  1日
                                至  2017年12月31日)
     勤務費用                                 268
     利息費用                                  8
     期待運用収益                                 △19
     数理計算上の差異の費用処理額                                 △35
     過去勤務費用の処理額                                 △6
     確定給付制度に係る退職給付費用合計                                 216
     特別退職金                                 119
     合計                                 335
      (5)  　年金資産に関する事項

       ①年金資産の主な内訳
        年金資産合計に対する主な分類ごとの比率は、次のとおりであります。
                                  前事業年度
                                (2017年12月31日)
     合同運用                                 100%
     合計                                 100%
      合同運用による年金資産の主な商品分類ごとの比率は、債券73%、株式22%及びその他3%となっております。
       ②長期期待運用収益率の算定方法

        年金資産の長期期待運用収益率を決定するため、現在及び予想される年金資産の配分と、年金資産を構成する
        多様な資産からの現在及び将来期待される長期の収益率を考慮しております。
      (6)  　数理計算上の計算基礎に関する事項

                                  前事業年度
                               (自  2017年    1月  1日
                                至  2017年12月31日)
     割引率                                 0.4%
     長期期待運用収益率                                 0.9%
    3.　　確定拠出制度

      当社の確定拠出制度への要拠出額は、71百万円でありました。
    当事業年度　(自　2018年1月1日　至　2018年12月31日)

    1.　　採用している退職給付制度の概要
      当社は、旧バークレイズ・グローバル・インベスターズ株式会社で設けられていた、①旧退職金制度を引き続き有
      しています。当社は、平成21年12月2日に旧ブラックロック・ジャパン株式会社との合併に伴い、旧ブラックロッ
      ク・ジャパン株式会社における退職年金制度（②確定拠出年金制度及び③確定給付年金制度）を承継しました。ま
      た、平成23年1月1日付で旧バークレイズ・グローバル・インベスターズ株式会社から引き継いだ適格退職年金制度
      はキャッシュ・バランス型の③確定給付年金制度に移行しました。従って、平成23年1月1日以降、①から③の三つ
      の制度を有しています。
                                270/298



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書（内国投資信託受益証券）
    2.　　確定給付制度
      (1)  　退職給付債務の期首残高と期末残高の調整表
                                   （単位：百万円）
                                  当事業年度
                               (自  2018年    1月  1日
                                至  2018年12月31日)
     退職給付債務の期首残高                                1,832
     　勤務費用                                 269
     　利息費用                                  7
     　数理計算上の差異の発生額                                  11
     　退職給付の支払額                                △138
     　過去勤務費用の発生額                                 △47
     退職給付債務の期末残高                                1,934
      (2)  　年金資産の期首残高と期末残高の調整表

                                   （単位：百万円）
                                  当事業年度
                               (自  2018年    1月  1日
                                至  2018年12月31日)
     年金資産の期首残高                                2,621
     　期待運用収益                                  23
     　数理計算上の差異の発生額                                △113
     　事業主からの拠出額                                 303
     　退職給付の支払額                                △138
     年金資産の期末残高                                2,696
      (3)  　退職給付債務及び年金資産の期末残高と貸借対照表に計上された退職給付引当金及び前払年金費用の調整表

                                   （単位：百万円）
                                  当事業年度
                                (2018年12月31日)
     積立型制度の退職給付債務                                1,874
     年金資産                               △2,696
                                     △821
     非積立型制度の退職給付債務                                  60
     未積立退職給付債務                                △761
     未認識数理計算上の差異                                  73
     未認識過去勤務費用                                  52
     貸借対照表に計上された負債と資産の純額                                △635
     退職給付引当金                                  60
     前払年金費用                                △696
     貸借対照表に計上された負債と資産の純額                                △635
                                271/298




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      (4)  　退職給付費用及びその内訳項目の金額
                                   （単位：百万円）
                                  当事業年度
                               (自  2018年    1月  1日
                                至  2018年12月31日)
     勤務費用                                 269
     利息費用                                  7
     期待運用収益                                 △23
     数理計算上の差異の費用処理額                                 △44
     過去勤務費用の処理額                                 △8
     確定給付制度に係る退職給付費用合計                                 200
     特別退職金                                  84
     合計                                 285
      (5)  　年金資産に関する事項

       ①年金資産の主な内訳
        年金資産合計に対する主な分類ごとの比率は、次のとおりであります。
                                  当事業年度
                                (2018年12月31日)
     合同運用                                 100%
     合計                                 100%
      合同運用による年金資産の主な商品分類ごとの比率は、債券77%、株式20%及びその他3%となっております。
       ②長期期待運用収益率の算定方法

        年金資産の長期期待運用収益率を決定するため、現在及び予想される年金資産の配分と、年金資産を構成する
        多様な資産からの現在及び将来期待される長期の収益率を考慮しております。
      (6)  　数理計算上の計算基礎に関する事項

                                  当事業年度
                               (自  2018年    1月  1日
                                至  2018年12月31日)
     割引率                                 0.6%
     長期期待運用収益率                                 1.0%
    3.　　確定拠出制度

      当社の確定拠出制度への要拠出額は、75百万円でありました。
                                272/298







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    （税効果会計関係）
    1.      繰延税金資産及び繰延税金負債の発生の主な原因別の内訳
                                                 （単位：百万円）
                                前事業年度              当事業年度
                               (2017年12月31日)              (2018年12月31日)
      繰延税金資産
      　未払費用                                  206              167
      　賞与引当金                                  537              591
      　資産除去債務                                   80              239
      　資産調整勘定                                   ▶              -
      　未払事業税                                   74              83
      　早期退職慰労引当金                                   2              13
      　退職給付引当金                                   17              18
      　有形固定資産                                   ▶              3
                                         44              96
      　その他
      繰延税金資産合計
                                        973             1,213
      繰延税金負債
      　退職給付引当金                                 △180              △213
                                        △6             △152
      　資産除去債務に対応する除去費用
      繰延税金負債合計                                 △186              △365
      繰延税金資産の純額                                  786              848
      （注）　前事業年度及び当事業年度における繰延税金資産の純額は、貸借対照表の以下の項目に含まれております。

                                                 （単位：百万円）
                                前事業年度               当事業年度
                              (2017年12月31日)               (2018年12月31日)
       固定資産－繰延税金資産
                                        786               848
    2.　　法定実効税率と税効果会計適用後の法人税等の負担率との差異の原因となった主な項目別の内訳

                                   前事業年度             当事業年度
                                  (2017年12月31日)             (2018年12月31日)
      法定実効税率
                                      30.9   ％          30.9   ％
      （調整）
      　交際費等永久に損金に算入されない項目                                2.1             1.0
      　損金不算入ののれん償却額                                0.2             0.2
      　税率変更による期末繰延税金資産の減額修正                                0.2             0.1
      　所得拡大促進税制による税額控除                               △1.8             △1.9
                                      0.4             0.8
      　その他
      税効果会計適用後の法人税等の負担率                               32.0   ％          31.1   ％
                                273/298




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    （資産除去債務関係）
    資産除去債務のうち貸借対照表に計上しているもの
    1.　　当該資産除去債務の概要
      当社事業所の定期建物賃貸借契約に伴う原状回復義務等であります。
    2.　　当該資産除去債務の金額の算定方法

      使用見込期間を当該定期建物賃貸借契約上の賃貸借期間約5年と見積り、割引率は0.16%～0.18%を使用して資産除去
      債務の金額を計算しております。当事業年度において、資産の除去時点において必要とされる除去費用の見積額
      が、固定資産の取得時における見積額を大幅に超過することが明らかになったことから、見積もりの変更による増
      加額を0.16％で割り引き、資産除去債務残高が440百万円増加しております。
    3.　　当該資産除去債務の総額の増減

                                                  （単位：百万円）
                                  前事業年度              当事業年度
                               (自  2017年    1月  1日       (自  2018年    1月  1日
                                至  2017年12月31日)             至  2018年12月31日)
     期首残高                                258              262
     有形固定資産の取得に伴う増加額                                 -              75
     見積りの変更による増加額                                 -             440
     時の経過による調整額                                 3              3
     資産除去債務の履行による減少額                                 -              -
     期末残高                                262              781
    （デリバティブ取引関係）

    前事業年度　(2017年12月31日)
     ヘッジ会計が適用されていないデリバティブ取引
         通貨関連　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　（単位：百万円）
           区分          種類       契約額等              時価      評価損益

                                  うち１年超
                 為替予約取引
        市場取引以外の
                 　買建
        取引
                 　　　　米ドル              69       -       0       0
                合計               69       -       0       0
       （注）時価の算定方法　先物為替相場に基づき算定しております。
    当事業年度　(2018年12月31日)

     ヘッジ会計が適用されていないデリバティブ取引
         通貨関連　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　（単位：百万円）
           区分          種類       契約額等              時価      評価損益

                                  うち１年超
                 為替予約取引
        市場取引以外の
                 　買建
        取引
                 　　　　米ドル              164        -      △3       △3
                合計               164        -      △3       △3
       （注）時価の算定方法　先物為替相場に基づき算定しております。
                                274/298




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                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書（内国投資信託受益証券）
    （セグメント情報等）
    前事業年度　(自　2017年1月1日　至　2017年12月31日)
    1.　　セグメント情報
      当社は主として投資運用業の単一セグメントであるため、記載を省略しております。
    2.　　関連情報

      (1)  　製品及びサービスごとの情報
                                                   （単位：百万円）
                   委託者報酬          運用受託報酬            その他           合計
       外部顧客営業収益               5,202           8,890          12,257           26,350
      (2)　   地域ごとの情報

        ①　　売上高
                                                   （単位：百万円）
            日本             北米             その他              合計
              13,186             10,831              2,332             26,350
           （注）　売上高は顧客の所在地を基礎とし、国又は地域に分類しております。
        ②　　有形固定資産

          本邦に所在している有形固定資産の金額が貸借対照表の有形固定資産の金額の90%を超えるため、記載を省
          略しております。
      (3)  　主要な顧客ごとの情報

        営業収益の10%以上を占める主要な顧客は以下のとおりです。
                                                   （単位：百万円）
                    相手先                   営業収益        関連するセグメント名
       ブラックロック・ファイナンシャル・マネジメント・インク                                 4,719          投資運用業
       ブラックロック・ファンド・アドバイザーズ                                 3,512          投資運用業
    3.　　報告セグメントごとの固定資産の減損損失に関する情報

      該当事項はありません。
    4.　　報告セグメントごとののれんの償却額及び未償却残高に関する情報

      当社は主として投資運用業の単一セグメントであるため、記載を省略しております。
    5.　　報告セグメントごとの負ののれん発生益に関する情報

      該当事項はありません。
                                275/298






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                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書（内国投資信託受益証券）
    当事業年度　(自　2018年1月1日　至　2018年12月31日)
    1.　　セグメント情報
      当社は主として投資運用業の単一セグメントであるため、記載を省略しております。
    2.　　関連情報

      (1)  　製品及びサービスごとの情報
                                                   （単位：百万円）
                   委託者報酬          運用受託報酬            その他           合計
       外部顧客営業収益               5,639           8,523          13,511           27,674
      (2)　   地域ごとの情報

        ①　　売上高
                                                   （単位：百万円）
            日本             北米             その他              合計
              13,237             11,293              3,143             27,674
           （注）　売上高は顧客の所在地を基礎とし、国又は地域に分類しております。
        ②　　有形固定資産

          本邦に所在している有形固定資産の金額が貸借対照表の有形固定資産の金額の90%を超えるため、記載を省
          略しております。
      (3)  　主要な顧客ごとの情報

        営業収益の10%以上を占める主要な顧客は以下のとおりです。
                                                   （単位：百万円）
                    相手先                   営業収益        関連するセグメント名
       ブラックロック・ファイナンシャル・マネジメント・インク                                 5,830          投資運用業
       ブラックロック・ファンド・アドバイザーズ                                 3,458          投資運用業
    3.　　報告セグメントごとの固定資産の減損損失に関する情報

      該当事項はありません。
    4.　　報告セグメントごとののれんの償却額及び未償却残高に関する情報

      当社は主として投資運用業の単一セグメントであるため、記載を省略しております。
    5.　　報告セグメントごとの負ののれん発生益に関する情報

      該当事項はありません。
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    （関連当事者情報）
    1.　　関連当事者との取引
       財務諸表提出会社と関連当事者との取引
      (1)  　財務諸表提出会社の親会社及び主要株主（会社等に限る。）等
         前事業年度　（自　2017年1月1日　至　2017年12月31日）
                                     関連
          会社等の                事業の    議決権等の
                                         取引の     取引金額          期末残高
                      資本金又
     種類      名称又は       所在地        内容又は    所有(被所有)      当事者               科目
                      は出資金
                                          内容    (百万円)          (百万円)
           氏名               職業    割合(%)
                                    との関係
                                        運用受託報酬        48
                                                   未収収益       508
                      14,286         (被所有)
        ブラックロック・ファ          米国                  投資顧問
                                        受入手数料       4,670
                           投資
    親会社   イナンシャル・マネジ          ニュー     百万         間接     契約の
                          顧問業
                                        委託調査費        438   未払費用       356
        メント・インク          ヨーク州                  再委任等
                      米ドル          100
                                                          67
                                        事務委託費        824  その他未払金
                               (被所有)
        ブラックロック・ジャ
                  日本                  株式の
    親会社   パン・ホールディング              1万円    持株会社      直接         営業外収益        0 その他未払金      1,645　
                  東京都                  保有等
        ス合同会社
                                100
         当事業年度　（自　2018年1月1日　至　2018年12月31日）

                                     関連
          会社等の                事業の    議決権等の
                                         取引の     取引金額          期末残高
                      資本金又
     種類      名称又は       所在地        内容又は    所有(被所有)      当事者               科目
                      は出資金
                                          内容    (百万円)          (百万円)
           氏名               職業    割合(%)
                                    との関係
                                        運用受託報酬        149
                                                   未収収益       554
                       73        (被所有)
        ブラックロック・ファ          米国                  投資顧問
                                        受入手数料       5,680
                           投資
    親会社   イナンシャル・マネジ          ニュー     百万         間接    契約の
                          顧問業
                                        委託調査費        704   未払費用       385
        メント・インク          ヨーク州                  再委任等
                      米ドル          100
                                                          165
                                        事務委託費        864  その他未払金
                               (被所有)
        ブラックロック・ジャ
                  日本                  株式の
    親会社   パン・ホールディング              1万円    持株会社      直接         営業外収益        - その他未払金       1,002
                  東京都                  保有等
        ス合同会社
                                100
      (2)  　財務諸表提出会社の子会社及び関連会社等

         前事業年度　（自　2017年1月1日　至　2017年12月31日）
         該当事項はありません。
         当事業年度　（自　2018年1月1日　至　2018年12月31日）

         該当事項はありません。
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      (3)  　財務諸表提出会社と同一の親会社を持つ会社等及び財務諸表提出会社のその他の関係会社の子会社等
         前事業年度　（自　2017年1月1日　至　2017年12月31日）
                                      関連
                           事業の
           会社等の                    議決権等の
                                          取引の    取引金額          期末残高
                       資本金又
     種類      名称又は        所在地            所有(被所有)      当事者              科目
                           内容又は
                       は出資金
                                          内容    (百万円)          (百万円)
            氏名                    割合(%)
                            職業
                                     との関係
                                         受入手数料      3,512    未収収益       296
     同一の              米国                  投資顧問
                       1,000     投資
        ブラックロック・ファ
    親会社を             カリフォル               なし     契約の    委託調査費        77
        ンド・アドバイザーズ
                       米ドル    顧問業
                                                   未払費用        17
    持つ会社              ニア州                  再委任等
                                         事務委託費        10
                                         受入手数料       363   未収収益        28
                        314
     同一の    ブラックロック・イン           米国                  投資顧問
                            投資
    親会社を    ベストメント・マネジ         デラウェア               なし     契約の    委託調査費      1,427    未払費用       129
                       百万
                           顧問業
    持つ会社    メント・エルエルシー           州                 再委任等
                       米ドル
                                         事務委託費       119  その他未払金         1
       当事業年度　（自　2018年1月1日　至　2018年12月31日）

                                      関連
                           事業の
           会社等の                    議決権等の
                                          取引の    取引金額          期末残高
                       資本金又
     種類      名称又は        所在地            所有(被所有)      当事者              科目
                           内容又は
                       は出資金
                                          内容    (百万円)          (百万円)
            氏名                    割合(%)
                            職業
                                     との関係
                                         受入手数料      3,458    未収収益       330
     同一の              米国                  投資顧問
        ブラックロック・ファ               1,000     投資
    親会社を             カリフォル               なし     契約の    委託調査費        37
        ンド・アドバイザーズ
                       米ドル    顧問業
                                                   未払費用        ▶
    持つ会社              ニア州                  再委任等
                                         事務委託費        8
    （注)　１．取引条件及び取引条件の決定方針等

         (1)  運用受託報酬については、一般取引条件と同様に決定しております。
         (2)  受入手数料については、一般取引条件と同様に決定しております。
         (3)  委託調査費については、一般取引条件と同様に決定しております。
         (4)  事務委託費については、一般取引条件と同様に決定しております。
    2.　　親会社に関する注記

      (1)  　親会社情報
        ブラックロック・インク（ニューヨーク証券取引所に上場）
        ブラックロック・ファイナンシャル・マネジメント・インク（非上場）
        ブラックロック・ジャパン・ホールディングス合同会社（非上場）
    （１株当たり情報）

                              前事業年度              当事業年度
                           (自  2017年    1月  1日       (自  2018年    1月  1日
             項目
                            至  2017年12月31日)             至  2018年12月31日)
     １株当たり純資産額                      1,469,634      円  10  銭    1,828,761      円  92  銭
     １株当たり当期純利益金額                        456,306     円  62  銭     359,180     円  40  銭
     （注)　１．潜在株式調整後１株当たり当期純利益金額については、潜在株式が存在しないため記載しておりません。
        ２．１株当たり当期純利益金額の算定上の基礎は、以下のとおりであります。
                             前事業年度               当事業年度
                           (自  2017年    1月  1日       (自  2018年    1月  1日
                 項目
                           至  2017年12月31日)             至  2018年12月31日)
     当期純利益              （百万円）              4,786               5,387
     普通株主に帰属しない金額              （百万円）                －               －
     普通株式に係る当期純利益              （百万円）              4,786               5,387
     普通株式の期中平均株式数                （株）            10,490               15,000
    独立監査人の監査報告書は、当事業年度（自　2018年1月1日　至2018年12月31日）を対象としております。

                                278/298



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                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書（内国投資信託受益証券）
    【中間財務諸表】
    １．中間財務諸表の作成方法について

    　委託会社であるブラックロック・ジャパン株式会社（以下「当社」という。）の中間財務諸表すなわち中間貸借対照
    表、中間損益計算書及び中間株主資本等変動計算書は、「中間財務諸表等の用語、様式及び作成方法に関する規則」
    (1977年大蔵省令第38号)並びに同規則第38条及び第57条の規定により「金融商品取引業等に関する内閣府令」(2007年内
    閣府令第52号)に基づいて作成しております。
    ２．監査証明について

    　当社は、金融商品取引法第193条の2第1項の規定に基づき、中間会計期間（自2019年1月1日　至2019年6月30日）の中
    間財務諸表について有限責任監査法人トーマツによる中間監査を受けております。
    ３．財務諸表に記載している金額については、百万円未満の端数を切り捨てて表示しております。

                                279/298
















                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書（内国投資信託受益証券）
     (1)  中間貸借対照表
                                      (単位：百万円)
                                   中間会計期間末
                                  (2019年6月30日)
     資産の部
      流動資産
       現金・預金                      ※2            17,608
       立替金                                     18
       前払費用                                    174
       未収入金                                     10
       未収委託者報酬                                   1,616
       未収運用受託報酬                                   1,755
                                          1,273
       未収収益
       流動資産計                                  22,456
      固定資産
       有形固定資産
        建物附属設備                     ※1             1,361
        器具備品                     ※1              448
        有形固定資産計                                  1,809
       無形固定資産
        ソフトウエア                                    7
        無形固定資産計                                    7
       投資その他の資産
        投資有価証券                                   22
        長期差入保証金                                  1,118
        前払年金費用                                   748
        長期前払費用                                   11
                                           449
        繰延税金資産
        投資その他の資産計                                  2,351
       固定資産計                                   4,168
      資産合計                                   26,625
                                280/298










                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書（内国投資信託受益証券）
                                      (単位：百万円)
                                   中間会計期間末
                                  (2019年6月30日)
     負債の部
      流動負債
       預り金                                    101
       未払金
       未払収益分配金                                     ▶
       未払償還金                                    74
       未払手数料                                   494
       その他未払金                                   638
       未払費用                                   1,152
       未払消費税等                                     98
       未払法人税等                                    313
       為替予約                                     1
       前受金                                     22
       前受収益                                     14
       賞与引当金                                    611
       役員賞与引当金                                     30
                                            0
       早期退職慰労引当金
       流動負債計                                   3,559
      固定負債
       退職給付引当金                                     67
                                           782
       資産除去債務
       固定負債計                                    849
      負債合計                                    4,408
     純資産の部

      株主資本
       資本金                                   3,120
       資本剰余金
        資本準備金                                  3,001
                                          3,846
        その他資本剰余金
        資本剰余金合計                                  6,847
       利益剰余金
        利益準備金                                   336
        その他利益剰余金
         繰越利益剰余金                                11,912
        利益剰余金合計                                 12,249
       株主資本合計                                  22,216
      評価・換算差額等
                                           △0
       その他有価証券評価差額金
       評価・換算差額等合計                                    △0
      純資産合計                                   22,216
      負債・純資産合計                                   26,625
                                281/298





                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書（内国投資信託受益証券）
     (2)  中間損益計算書
                                      (単位：百万円)
                                    中間会計期間
                                  (自　2019年1月1日
                                   至　2019年6月30日)
     営業収益
      委託者報酬                                     2,783
      運用受託報酬                                     3,793
                                           6,446
      その他営業収益
       営業収益計
                                          13,023
     営業費用
      支払手数料                                      830
      広告宣伝費                                      49
      調査費
       調査費                                     191
                                           1,844
       委託調査費
       調査費計
                                           2,036
      委託計算費                                      39
      営業雑経費
       通信費                                     27
       印刷費                                     38
                                            20
       諸会費
       営業雑経費計                                     87
        営業費用計
                                           3,043
     一般管理費
      給料
       役員報酬                                     307
       給料・手当                                    2,221
                                            955
       賞与
       給料計
                                           3,483
      退職給付費用                                      161
      福利厚生費                                      465
      事務委託費                                     1,017
      交際費                                      24
      寄付金                                       0
      旅費交通費                                      116
      租税公課                                      142
      不動産賃借料                                      437
      水道光熱費                                      36
      固定資産減価償却費                        ※1              200
      資産除去債務利息費用                                       0
                                            173
      諸経費
       一般管理費計                                    6,261
      営業利益
                                           3,718
                                282/298







                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書（内国投資信託受益証券）
                                      (単位：百万円)
                                    中間会計期間
                                  (自　2019年1月1日
                                   至　2019年6月30日)
     営業外収益
      受取利息                                       0
      有価証券売却益                                       0
                                             0
      雑益
       営業外収益計
                                             0
     営業外費用
      為替差損                                      25
                                             0
      固定資産除却損
       営業外費用計                                     26
     経常利益
                                           3,692
     税引前中間純利益                                      3,692
     法人税、住民税及び事業税                                       808
                                            398
     法人税等調整額
     中間純利益                                      2,484
                                283/298















                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書（内国投資信託受益証券）
     (3)  中間株主資本等変動計算書
    中間会計期間　(自　2019年1月1日　至　2019年6月30日)

                                                    (単位：百万円)
                           株主資本                    評価・換算差額等
                    資本剰余金            利益剰余金
                                                        純資産
                                              その他
                               その他利益
                                         株主資本         評価・換算
                                                        合計
                         資本
             資本金                                 有価証券
                                剰余金
                 資本   その他資本         利益        利益剰余金
                                          合計         差額等合計
                         剰余金
                                             評価差額金
                 準備金    剰余金        準備金         合計
                                繰越利益
                         合計
                                剰余金
    当期首残高         3,120   3,001     3,846   6,847    336   17,127     17,464    27,432       0     0  27,431
    当中間期変動額
    　剰余金の配当                            △7,700     △7,700    △7,700               △7,700
    　中間純利益                             2,484     2,484    2,484               2,484
    株主資本以外の項目
    の当中間期変動額                                            △0     △0    △0
    （純額）
    当中間期変動額合計           -   -     -   -   -  △5,215     △5,215    △5,215       △0     △0  △5,214
    当中間期末残高         3,120   3,001     3,846   6,847    336   11,912     12,249    22,216      △0     △0   22,216
                                284/298














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                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書（内国投資信託受益証券）
     注　記　事　項
      (重要な会計方針)
                                       中間会計期間

                                      自　2019年1月       1日
             項　目
                                      至　2019年6月30日
     1.  有価証券の評価基準及び評価方法                   その他有価証券

                          時価のあるもの
                           決算日の市場価格等に基づく時価法（評価差額は、全部純資産直入
                          法により処理し、売却原価は、移動平均法により算定）を採用してお
                          ります。
     2.  デリバティブ取引等の評価基準及び評                   時価法を採用しております。

      価方法
     3.  固定資産の減価償却方法                   (1)  有形固定資産

                           定額法により償却しております。
                          なお、主な耐用年数は建物附属設備5～18年、器具備品3～15年であり
                          ます。
                         (2)  無形固定資産

                           自社利用のソフトウエアの減価償却方法については、社内における
                          利用可能期間（5年）に基づく定額法によっております。
     4.  引当金の計上基準                   (1)  貸倒引当金の計上方法

                            債権の貸倒損失に備えるため、貸倒懸念債権等特定の債権につい
                           ては個別に回収可能性を検討し、回収不能見込額を計上しておりま
                           す。
                         (2)  退職給付引当金の計上方法

                          ①　旧退職金制度
                            適格退職年金制度移行日現在在籍していた従業員については、旧
                           退職制度に基づく給付額を保証しているため、中間会計期間末現在
                           の当該給付額と年金制度に基づく給付額との差額を引当て計上して
                           おります。
                          ②　確定拠出年金制度
                            確定拠出年金制度（DC）による退職年金制度を有しております。
                          ③　確定給付年金制度
                            キャッシュ・バランス型の年金制度（CB）の退職年金制度を有し
                           ております。CBには、一定の利回り保証を付しており、これの将来
                           の支払に備えるため、確定給付型の会計基準に準じた会計処理方法
                           により引当金を計上しております。
                            退職給付債務の算定にあたり、退職給付見込額を当期までの期間
                           に帰属させる方法については、ポイント基準によっております。
                            過去勤務債務は、その発生時の従業員の平均残存勤務期間以内の
                           一定の年数（9年）による定額法により費用処理しております。
                            数理計算上の差異は各事業年度の発生時における従業員の平均残
                           存勤務期間以内の一定の年数（9年）による定額法により按分した額
                           をそれぞれ発生の翌事業年度から費用処理または費用から控除する
                           こととしております。
                                285/298





                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書（内国投資信託受益証券）
                                       中間会計期間
                                      自　2019年1月       1日
             項　目
                                      至　2019年6月30日
                         (3)  賞与引当金の計上方法

                           　従業員の賞与の支払に備えて、賞与支給見込額の当中間会計期間
                           負担額を計上しております。
                         (4)  役員賞与引当金の計上方法

                           　役員の賞与の支払に備えて、賞与支給見込額の当中間会計期間負
                           担額を計上しております。
                         (5)  早期退職慰労引当金の計上方法

                           　早期退職慰労金の支払に備えて、早期退職慰労金支給見込額の当
                           中間会計期間負担額を計上しております。
     5.  外貨建の資産又は負債の本邦通貨への

                         外貨建金銭債権債務は、中間会計期間末の直物為替相場により円貨に換
      換算基準
                         算し、換算差額は損益として処理しております。
     6.  その他中間財務諸表作成のための基本

                         (1)  消費税等の会計処理
      となる重要な事項
                           税抜方式によっております。
                         (2)  連結納税制度の適用

                           親会社であるブラックロック・ジャパン・ホールディングス合同会
                          社を連結納税親会社として、連結納税制度を適用しております。
      (中間貸借対照表関係)

                            中間会計期間末

                            2019年6月30日
     ※1　有形固定資産の減価償却累計額
          建物附属設備                       1,648百万円
          器具備品                       1,027百万円
     㬀㈰_卹㸰漰Ɛ䮎작터湒륳蝶萰檊뾐吰銈䰰䘰弰腓홟ᖒ肈䳿ኈ䰰桟卞ꞌ뢍詙兽а鉽倰地昰䨰訰縰夰Ȱ匰谰襙兽а歗

       づく当中間会計期間末の借入未実行残高は次のとおりであります。
          当座貸越極度額                       1,000百万円
          借入実行残高                           －
          差引額                       1,000百万円
      (中間損益計算書関係)

                             中間会計期間

                           自　2019年1月       1日
                           至　2019年6月30日
     ※1　減価償却実施額
          有形固定資産                        199百万円
          無形固定資産                         1百万円
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                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書（内国投資信託受益証券）
      (中間株主資本等変動計算書関係)
                             中間会計期間

                           自　2019年1月       1日
                           至　2019年6月30日
     1．発行済株式の種類及び総数に関する事項
                  前事業年度末          当中間会計期間           当中間会計期間            当中間会計
                   株式数          増加株式数           減少株式数          期間末株式数
      発行済株式
       普通株式               15,000             －           －         15,000
         合計             15,000             －           －         15,000
     2．自己株式の種類及び株式数に関する事項

      　該当事項はありません。
     3.  新株予約権及び自己新株予約権に関する事項

      　該当事項はありません。
     4.  配当に関する事項

     (1)  配当金支払額
                       配当金の総額         1株当たり

         決議       株式の種類                          基準日         効力発生日
                        (百万円)       配当額（円）
       2019年3月28日

                普通株式        7,700        513,333       2018年12月31日          2019年3月29日
       株主総会決議
     (2)  基準日が当中間会計期間に属する配当のうち、配当の効力発生日が当中間会計期間後となるもの

       該当事項はありません。
      (金融商品関係)

                             中間会計期間

                           自　2019年1月       1日
                           至　2019年6月30日
     1.　金融商品の状況に関する事項

      (1)  金融商品に対する取組方針
        当社は、資金運用については短期的な預金等に限定し、また、資金調達については関連当事者からの長期借入
        に限定しています。
        投資有価証券は、当社設定の投資信託であり、通常の営業過程において保有しております。
        デリバティブについては、外貨建て営業債権及び債務の為替変動リスクを回避するために利用し、投機的な取
        引は行っておりません。
      (2)  金融商品の内容及びそのリスク並びにリスク管理体制

        営業債権である未収委託者報酬及び未収運用受託報酬は、顧客の信用リスクに晒されています。当該リスクに
        関しては、当社の経理規程に従い、取引先ごとの期日管理及び残高管理を行い、個別に未収債権の回収可能性
        を管理する体制をしいております。
        営業債務である未払手数料はその全てが1年以内の支払期日となっております。
        営業債務は流動性リスクに晒されていますが、当社では資金繰計画を作成するなどの方法により管理しており
        ます。
                                287/298




                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書（内国投資信託受益証券）
                             中間会計期間
                           自　2019年1月       1日
                           至　2019年6月30日
     2.　金融商品の時価等に関する事項
       2019年6月30日（中間期の決算日）における中間貸借対照表計上額、時価及びこれらの差額については、次のと
       おりです。
                                                  （単位：百万円）
                        中間貸借対照表計上額                時価           差額
      ①   現金・預金                      17,608             17,608               －
      ②   未収委託者報酬
                              1,616           1,616             －
      ③   未収運用受託報酬
                              1,755           1,755             －
      ④   未収収益
                              1,273           1,273             －
      ⑤   投資有価証券
                               22           22           －
        その他有価証券
      ⑥   長期差入保証金
                               1,118             1,117             △1
             資産計                 23,395             23,393              △1
      ⑦   未払手数料
                               494           494            －
      ⑧   未払費用
                               1,152             1,152              －
             負債計                  1,647             1,647              －
      ⑨   デリバティブ取引
        ヘッジ会計が適用されていない
                               (1)           (1)           －
        もの
           デリバティブ計                    (1)           (1)           －
    （注）

     　金融商品の時価の算定方法に関する事項
      ①   現金・預金、②未収委託者報酬、③未収運用受託報酬及び④未収収益
       これらは短期間で決済されるため、時価は帳簿価額にほぼ等しいことから、当該帳簿価額によっています。
      ⑤投資有価証券
       投資有価証券は、投資信託であり、決算日の基準価格によっております。
      ⑥長期差入保証金
       事務所敷金の時価については、事務所の敷金を当該賃貸借契約期間を基にしたインターバンク市場で取引されて
       いる円金利スワップレートで割り引いて算定する方法によっています。また従業員社宅敷金の時価については、
       平均残存勤務期間を基にしたインターバンク市場で取引されている円金利スワップレートで割り引いて算定する
       方法によっています。
       但し、上記レートがマイナスとなる場合は、割引率はゼロを使用しております。
      ⑦未払手数料、⑧未払費用
       これらは短期間で決済されるため、時価は帳簿価額にほぼ等しいことから、当該帳簿価額によっています。
      ⑨デリバティブ取引
       デリバティブ取引によって生じた正味の債権・債務は純額で表示しており、合計で正味の債務となる項目につい
       ては、（）で示しております。
                                288/298







                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書（内国投資信託受益証券）
      (有価証券関係)
                             中間会計期間

                           自　2019年1月       1日
                           至　2019年6月30日
       その他有価証券

                                              （単位：百万円）
                              中間貸借対照表
                         種類               取得原価         差額
                                計上額
         貸借対照表計上額が取得原              その他
         価を超えるもの              　投資信託            12        12        0
         貸借対照表計上額が取得原              その他
         価を超えないもの              　投資信託            10        11       △0
                  合計                22        23       △0
      (資産除去債務関係)

                             中間会計期間

                           自　2019年1月       1日
                           至　2019年6月30日
      資産除去債務のうち貸借対照表に計上しているもの
     1.　当該資産除去債務の概要

       当社事業所の定期建物賃貸借契約に伴う原状回復義務等であります。
     2.　当該資産除去債務の金額の算定方法

       使用見込期間を当該定期建物賃貸借契約上の賃貸借期間5年と見積り、割引率は0.16％～0.18％を使用して資産
       除去債務の金額を計算しております。
     3.　当中間会計期間における当該資産除去債務の総額の増減

        期首残高                   781   百万円
        有形固定資産の取得に伴う増加額                    -  百万円
                            0
        時の経過による調整額                      百万円
                           782
        中間会計期間末残高                      百万円
                                289/298









                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書（内国投資信託受益証券）
      (セグメント情報等)
                             中間会計期間

                           自　2019年1月       1日
                           至　2019年6月30日
     1.　セグメント情報
       当社は主として投資運用業の単一セグメントであるため、記載を省略しております。
     2.　関連情報

      (1)　製品及びサービスに関する情報
                                    （単位：百万円）
               委託者       運用受託
                               その他        合計
                報酬        報酬
       外部顧客
                 2,783        3,793        6,446       13,023
       営業収益
      (2)　地域に関する情報

        ①  売上高
                                    （単位：百万円）
         日本          北米         その他          合計
         6,263          5,398          1,361         13,023
      （注）売上高は顧客の所在地を基礎とし、国又は地域に分類しております。
        ②  有形固定資産

          本邦に所在している有形固定資産の金額が中間貸借対照表の有形固定資産の金額の90％を超えるため、記
          載を省略しております。
      (3)　主要な顧客に関する情報

         営業収益の10％以上を占める主要な顧客は以下のとおりです。
                                    （単位：百万円）
                                    関連する
              相手先             営業収益
                                   セグメント名
       ブラックロック・ファイナンシャ
                            2,809        投資運用業
       ル・マネジメント・インク
       ブラックロック・ファンド・アドバ
                            1,663        投資運用業
       イザーズ
                                290/298









                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書（内国投資信託受益証券）
      (デリバティブ取引関係)
                             中間会計期間

                           自　2019年1月       1日
                           至　2019年6月30日
      ヘッジ会計が適用されていないデリバティブ取引
        通貨関連　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　　（単位：百万円）

           区分         種類       契約額等              時価      評価損益

                                 うち１年超
                 為替予約取引
         市場取引以外の
                 　買建
         取引
                 　　米ドル             201       －      △1       △1
                合計              201       －      △1       △1
        （注）時価の算定方法　先物為替相場に基づき算定しております。
      (１株当たり情報)

                       中間会計期間

                      自　2019年1月       1日
                      至　2019年6月30日
     １株当たり純資産額                          1,481,128円23銭
     １株当たり中間純利益                           165,661円62銭
     なお、潜在株式調整後１株当たり中間純利益金額については、潜在株式が存在しないため

     記載しておりません。
     １株当たり中間純利益の算定上の基礎

     損益計算書上の中間純利益                            2,484百万円
     １株当たり中間純利益の算定に
                                 2,484百万円
     用いられた普通株式に係る中間純利益
     期中平均株式数                             15,000株
      (重要な後発事象)

    該当事項はありません。

                                291/298








                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書（内国投資信託受益証券）
    ４【利害関係人との取引制限】
      委託会社は、金融商品取引法の定めるところにより、利害関係人との取引について、次に掲げる行為が禁止されて
     います。
     (1)  自己又はその取締役若しくは執行役との間における取引を行なうことを内容とした運用を行なうこと(投資者の保
      護に欠け、若しくは取引の公正を害し、又は金融商品取引業の信用を失墜させるおそれがないものとして内閣府令
      で定めるものを除きます。)。
     (2)  運用財産相互間において取引を行なうことを内容とした運用を行なうこと(投資者の保護に欠け、若しくは取引の
      公正を害し、又は金融商品取引業の信用を失墜させるおそれがないものとして金融商品取引業等に関する内閣府令
      で定めるものを除きます。)。
     (3)  通常の取引の条件と異なる条件であって取引の公正を害するおそれのある条件で、委託会社の親法人等(委託会社
      の総株主等の議決権の過半数を保有していることその他の委託会社と密接な関係を有する法人その他の団体として
      金融商品取引法施行令で定める要件に該当する者をいいます。以下(4)(5)において同じ。)又は子法人等(委託会社
      が総株主等の議決権の過半数を保有していることその他の委託会社と密接な関係を有する法人その他の団体として
      政令で定める要件に該当する者をいいます。以下同じ。)と有価証券の売買その他の取引又は金融デリバティブ取引
      を行なうこと。
     (4)  委託会社の親法人等又は子法人等の利益を図るため、その行なう投資運用業に関して運用の方針、運用財産の額
      若しくは市場の状況に照らして不必要な取引を行なうことを内容とした運用を行なうこと。
     (5)  上記に掲げるもののほか、投資者の保護に欠け、若しくは取引の公正を害し、又は金融商品取引業の信用を失墜
      させるおそれのあるものとして金融商品取引業等に関する内閣府令で定める行為。
                                292/298













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                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書（内国投資信託受益証券）
    ５【その他】
      定款の変更、事業譲渡または事業譲受、出資の状況その他の重要事項
          変更年月日                          変更事項

         2007年９月18日          証券業登録に伴う商号変更（「バークレイズ・グローバル・インベスターズ証券投
                   信投資顧問株式会社」に変更）のため、定款変更を行ないました。
         2007年９月30日          商号変更（「バークレイズ・グローバル・インベスターズ株式会社」に変更）のた
                   め、定款変更を行ないました。
         2007年９月30日          公告の方法を変更するため、定款変更を行ないました。
         2007年12月27日          事業を営むことの目的を変更するため、定款変更を行ないました。
         2008年７月１日          グループ会社の１つであるバークレイズ・グローバル・インベスターズ・サービス
                   株式会社を吸収合併し、それに伴い資本金の額を変更いたしました。
         2008年７月１日          株式取扱規則に関する記述を追加するため、定款変更を行ないました。
         2009年６月22日          本店所在地変更のため、定款変更を行ないました。
         2009年12月２日          ブラックロック・ジャパン株式会社と合併
                   商号変更（「ブラックロック・ジャパン株式会社」に変更）および定款変更を行な
                   いました。
         2011年４月１日          グループ会社であるブラックロック証券株式会社を吸収合併し、それに先立ち定款
                   変更および資本金の額の変更を行ないました。
         2013年10月５日          MGPA   Japan   LLCより不動産投資関連の事業を譲受し、それに先立ち定款変更を行な
                   いました。
         2014年12月１日          決算期を３月31日から12月31日に変更するため、定款変更を行ないました。
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                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書（内国投資信託受益証券）
    第２【その他の関係法人の概況】
    １【名称、資本金の額及び事業の内容】

     (1)  受託会社
      ・名称         みずほ信託銀行株式会社
      ・資本金の額         247,369百万円（2019年３月末現在）
      ・事業の内容         銀行法に基づき、銀行業を営むとともに、金融機関の信託業務の兼営等に関する法律（兼営
               法）に基づき信託業務を営んでいます。
     ＜再信託受託会社の概要＞

      ・名称         資産管理サービス信託銀行株式会社
      ・資本金         50,000百万円（2019年３月末現在）
      ・事業の内容         銀行法に基づき、銀行業を営むとともに、金融機関の信託業務の兼営等に関する法律(兼営
               法)に基づき信託業務を営んでいます。
      ・再信託の目的         原信託契約にかかる信託業務の一部（信託財産の管理）を原信託受託会社から再信託受託
               会社（資産管理サービス信託銀行株式会社）へ委託するため、原信託財産の全てを再信託
               受託会社へ移管することを目的とします。
     (2)  販売会社

                       資本金の額(百万円)
            名称                               事業の内容
                       (2019年３月末現在)
                                  金融商品取引法に定める第一種金融商品取引業を
     ＳＭＢＣ日興証券株式会社                     10,000
                                  営んでいます。
    ２【関係業務の概要】

     (1)  受託会社
       受託会社（受託者）として、ファンドの信託財産の保管・管理・計算、外国証券を保管・管理する外国の保管銀
      行への指図・連絡等を行ないます。
     (2)  販売会社

       ファンドの取扱販売会社として、募集の取扱いおよび販売を行ない、換金に関する事務、収益分配金の再投資に
      関する事務、換金代金・収益分配金・償還金の支払いに関する事務等を行ないます。
    ３【資本関係】

     (1)  受託会社
       該当事項はありません。
     (2)  販売会社

       該当事項はありません。
                                294/298






                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書（内国投資信託受益証券）
    第３【その他】
    １　交付目論見書の表紙等に、以下の事項を記載します。

     (1)  委託会社等の情報
      ①　委託会社名
      ②　金融商品取引業者登録番号
      ③　設立年月日
      ④　資本金
      ⑤　当該委託会社が運用する投資信託財産の合計純資産総額
      ⑥　「ファンドの運用の指図を行なう者である。」旨
     (2)  受託会社に関する情報
       受託会社名および「ファンドの財産の保管および管理を行なう者である。」旨
     (3)  詳細情報の入手方法
       詳細な情報の入手方法として、以下の事項を記載します。
      ①　委託会社のホームページアドレス、電話番号および受付時間等
      ②　請求目論見書の入手方法および投資信託約款が請求目論見書に添付されている旨
     (4)  交付目論見書の使用開始日
     (5)  届出の効力に関する事項
       金商法第４条第１項又は第２項の規定による届出の効力に関する事項について、次に掲げるいずれかの内容を記
      載します。
      ①　届出をした日および当該届出の効力の発生の有無を確認する方法
      ②　届出をした日、届出が効力を生じている旨および効力発生日
     (6)  その他の記載事項
      ①　商品内容に関して重大な変更を行なう場合には、投資信託及び投資法人に関する法律（昭和26年法律第198号、
        以下「投信法」という。）に基づき事前に受益者の意向を確認する旨
      ②　投資信託の財産は受託会社において信託法に基づき分別管理されている旨
      ③　請求目論見書は投資者の請求により販売会社から交付される旨および当該請求を行なった場合にはその旨の記
        録をしておくべきである旨
      ④　「ご購入に際しては、本書の内容を十分にお読みください。」との趣旨を示す記載
    ２　交付目論見書の「投資リスク」記載箇所に金融商品取引法第37条の６の規定（いわゆるクーリング・オフ）の適用

     がない旨を記載します。
    ３　目論見書は別称として、「投資信託説明書」と称して使用する場合があります。

    ４　目論見書は電子媒体等として使用される他、インターネット等に掲載されることがあります。

                                295/298







                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書（内国投資信託受益証券）
                        独立監査人の監査報告書
                                                     2019年2月28日

    ブラックロック・ジャパン株式会社
     取締役会　御中
                             有限責任監査法人ト　ー　マ　ツ

                              指定有限責任社員

                                        公認会計士　　田　　中　　素　　子
                              業務執行社員
                              指定有限責任社員

                                        公認会計士　　中　　島　　紀　　子
                              業務執行社員
     当監査法人は、金融商品取引法第193条の2第1項の規定に基づく監査証明を行うため、「委託会社等の経理状況」に掲

    げられているブラックロック・ジャパン株式会社の2018年1月1日から2018年12月31日までの第32期事業年度の財務諸
    表、すなわち、貸借対照表、損益計算書、株主資本等変動計算書、重要な会計方針及びその他の注記について監査を
    行った。
    財務諸表に対する経営者の責任

     経営者の責任は、我が国において一般に公正妥当と認められる企業会計の基準に準拠して財務諸表を作成し適正に表
    示することにある。これには、不正又は誤謬による重要な虚偽表示のない財務諸表を作成し適正に表示するために経営
    者が必要と判断した内部統制を整備及び運用することが含まれる。
    監査人の責任

     当監査法人の責任は、当監査法人が実施した監査に基づいて、独立の立場から財務諸表に対する意見を表明すること
    にある。当監査法人は、我が国において一般に公正妥当と認められる監査の基準に準拠して監査を行った。監査の基準
    は、当監査法人に財務諸表に重要な虚偽表示がないかどうかについて合理的な保証を得るために、監査計画を策定し、
    これに基づき監査を実施することを求めている。
     監査においては、財務諸表の金額及び開示について監査証拠を入手するための手続が実施される。監査手続は、当監
    査法人の判断により、不正又は誤謬による財務諸表の重要な虚偽表示のリスクの評価に基づいて選択及び適用される。
    財務諸表監査の目的は、内部統制の有効性について意見表明するためのものではないが、当監査法人は、リスク評価の
    実施に際して、状況に応じた適切な監査手続を立案するために、財務諸表の作成と適正な表示に関連する内部統制を検
    討する。また、監査には、経営者が採用した会計方針及びその適用方法並びに経営者によって行われた見積りの評価も
    含め全体としての財務諸表の表示を検討することが含まれる。
     当監査法人は、意見表明の基礎となる十分かつ適切な監査証拠を入手したと判断している。
    監査意見

     当監査法人は、上記の財務諸表が、我が国において一般に公正妥当と認められる企業会計の基準に準拠して、ブラッ
    クロック・ジャパン株式会社の2018年12月31日現在の財政状態並びに同日をもって終了する事業年度の経営成績をすべ
    ての重要な点において適正に表示しているものと認める。
    利害関係

     会社と当監査法人又は業務執行社員との間には、公認会計士法の規定により記載すべき利害関係はない。
                                                       以　上

     (注)   １．上記は、監査報告書の原本に記載された事項を電子化したものであり、その原本は当社が別途保管しており

         ます。
       ２．ＸＢＲＬデータは監査の対象には含まれていません。
                                296/298


                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書（内国投資信託受益証券）
                 独　立　監　査　人　の　監　査　報　告　書
                                                    2020年２月12日

    ブラックロック・ジャパン株式会社
     取　締　役　会　御　中
                           ＰｗＣあらた有限責任監査法人

                            指定有限責任社員

                                        公認会計士　和田　渉
                            業務執行社員
     当監査法人は、金融商品取引法第193条の２第１項の規定に基づく監査証明を行うため、「ファンドの経理状況」に掲

    げられているサイエンティフィック・エクイティ・ファンドの2019年６月21日から2019年12月20日までの計算期間の財
    務諸表、すなわち、貸借対照表、損益及び剰余金計算書、注記表並びに附属明細表について監査を行った。
    財務諸表に対する経営者の責任

     経営者の責任は、我が国において一般に公正妥当と認められる企業会計の基準に準拠して財務諸表を作成し適正に表
    示することにある。これには、不正又は誤謬による重要な虚偽表示のない財務諸表を作成し適正に表示するために経営
    者が必要と判断した内部統制を整備及び運用することが含まれる。
    監査人の責任

     当監査法人の責任は、当監査法人が実施した監査に基づいて、独立の立場から財務諸表に対する意見を表明すること
    にある。当監査法人は、我が国において一般に公正妥当と認められる監査の基準に準拠して監査を行った。監査の基準
    は、当監査法人に財務諸表に重要な虚偽表示がないかどうかについて合理的な保証を得るために、監査計画を策定し、
    これに基づき監査を実施することを求めている。
     監査においては、財務諸表の金額及び開示について監査証拠を入手するための手続が実施される。監査手続は、当監
    査法人の判断により、不正又は誤謬による財務諸表の重要な虚偽表示のリスクの評価に基づいて選択及び適用される。
    財務諸表監査の目的は、内部統制の有効性について意見表明するためのものではないが、当監査法人は、リスク評価の
    実施に際して、状況に応じた適切な監査手続を立案するために、財務諸表の作成と適正な表示に関連する内部統制を検
    討する。また、監査には、経営者が採用した会計方針及びその適用方法並びに経営者によって行われた見積りの評価も
    含め全体としての財務諸表の表示を検討することが含まれる。
     当監査法人は、意見表明の基礎となる十分かつ適切な監査証拠を入手したと判断している。
    監査意見

     当監査法人は、上記の財務諸表が、我が国において一般に公正妥当と認められる企業会計の基準に準拠して、サイエ
    ンティフィック・エクイティ・ファンドの2019年12月20日現在の信託財産の状態及び同日をもって終了する計算期間の
    損益の状況をすべての重要な点において適正に表示しているものと認める。
    利害関係

     ブラックロック・ジャパン株式会社及びファンドと当監査法人又は業務執行社員との間には、公認会計士法の規定に
    より記載すべき利害関係はない。
                                                      以　   上
    （注）１．上記は監査報告書の原本に記載された事項を電子化したものであり、その原本は当社が別途保管しておりま

         す。
       ２．XBRLデータは監査の対象には含まれていません。
                                297/298




                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書（内国投資信託受益証券）
                       独立監査人の中間監査報告書
                                                     2019年8月30日

    ブラックロック・ジャパン株式会社
     取締役会　御中
                             有限責任監査法人ト　ー　マ　ツ

                              指定有限責任社員

                                        公認会計士　　田　　中　　素　　子
                              業務執行社員
                              指定有限責任社員

                                        公認会計士　　中　　島　　紀　　子
                              業務執行社員
     当監査法人は、金融商品取引法第193条の2第1項の規定に基づく監査証明を行うため、「委託会社等の経理状況」に掲

    げられているブラックロック・ジャパン株式会社の2019年1月1日から2019年12月31日までの第33期事業年度の中間会計
    期間（2019年1月1日から2019年6月30日まで）に係る中間財務諸表、すなわち、中間貸借対照表、中間損益計算書、中間
    株主資本等変動計算書、重要な会計方針及びその他の注記について中間監査を行った。
    中間財務諸表に対する経営者の責任

     経営者の責任は、我が国において一般に公正妥当と認められる中間財務諸表の作成基準に準拠して中間財務諸表を作
    成し有用な情報を表示することにある。これには、不正又は誤謬による重要な虚偽表示のない中間財務諸表を作成し有
    用な情報を表示するために経営者が必要と判断した内部統制を整備及び運用することが含まれる。
    監査人の責任

     当監査法人の責任は、当監査法人が実施した中間監査に基づいて、独立の立場から中間財務諸表に対する意見を表明
    することにある。当監査法人は、我が国において一般に公正妥当と認められる中間監査の基準に準拠して中間監査を
    行った。中間監査の基準は、当監査法人に中間財務諸表には全体として中間財務諸表の有用な情報の表示に関して投資
    者の判断を損なうような重要な虚偽表示がないかどうかの合理的な保証を得るために、中間監査に係る監査計画を策定
    し、これに基づき中間監査を実施することを求めている。
     中間監査においては、中間財務諸表の金額及び開示について監査証拠を入手するために年度監査と比べて監査手続の
    一部を省略した中間監査手続が実施される。中間監査手続は、当監査法人の判断により、不正又は誤謬による中間財務
    諸表の重要な虚偽表示のリスクの評価に基づいて、分析的手続等を中心とした監査手続に必要に応じて追加の監査手続
    が選択及び適用される。中間監査の目的は、内部統制の有効性について意見表明するためのものではないが、当監査法
    人は、リスク評価の実施に際して、状況に応じた適切な中間監査手続を立案するために、中間財務諸表の作成と有用な
    情報の表示に関連する内部統制を検討する。また、中間監査には、経営者が採用した会計方針及びその適用方法並びに
    経営者によって行われた見積りの評価も含め中間財務諸表の表示を検討することが含まれる。
     当監査法人は、中間監査の意見表明の基礎となる十分かつ適切な監査証拠を入手したと判断している。
    中間監査意見

     当監査法人は、上記の中間財務諸表が、我が国において一般に公正妥当と認められる中間財務諸表の作成基準に準拠
    して、ブラックロック・ジャパン株式会社の2019年6月30日現在の財政状態及び同日をもって終了する中間会計期間
    （2019年1月1日から2019年6月30日まで）の経営成績に関する有用な情報を表示しているものと認める。
    利害関係

     会社と当監査法人又は業務執行社員との間には、公認会計士法の規定により記載すべき利害関係はない。
                                                       以　上

     (注)   １．上記は、監査報告書の原本に記載された事項を電子化したものであり、その原本は当社が別途保管しており

         ます。
       ２．ＸＢＲＬデータは監査の対象には含まれていません。
                                298/298

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