ブラックロック・スタイル・アドバンテージ・ポートフォリオ（円／年１回決算コース） 有価証券報告書（内国投資信託受益証券） 第3期(平成31年1月16日－令和2年1月15日)

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

    【提出先】                   関東財務局長

    【提出日】                   2020年４月10日

    【計算期間】                   第３期(自　2019年１月16日　至　2020年１月15日)

    【ファンド名】                   ブラックロック・スタイル・アドバンテージ・ポートフォリオ（円／年１回決

                       算コース）
    【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

    【連絡場所】                   東京都千代田区丸の内一丁目８番３号

    【電話番号】                   03-6703-7940

    【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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                                                 有価証券報告書（内国投資信託受益証券）
    第一部【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　「ブラックロック・スタイル・アドバンテージ・ポートフォリオ（円／年１回決算コース）」（以下「当ファ
       ンド」または「ファンド」という場合があります。）は、信託財産の中長期的な成長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／内外／資産複合／特殊型（絶対収益追求型）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               （絶対収益追求型）
                          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      （日本を含む）         ファンド       （限定ヘッジ）
       　大型株          年４回      日本                          条件付運用型
       　中小型株          年６回      北米         ファンド・       なし
       債券          （隔月）      欧州         オブ・                 ロング・ショート
       　一般          年12回      アジア         ファンズ                 型／  絶対収益追求型
       　公債          （毎月）      オセアニア
       　社債          日々      中南米                          その他
       　その他債券          その他      アフリカ
       クレジット属性                中近東
       不動産投信                （中東）
       その他資産                エマージング
       （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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                                                 有価証券報告書（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れ従来
       投信の区分                     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          内外          目論見書又は投資信託約款において、国内および海外の資産による
       区分                     投資収益を実質的に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          資産複合          目論見書又は投資信託約款において、株式、債券、不動産投信
       区分                     （リート）等の資産のうち複数の資産による投資収益を実質的に源
                            泉とする旨の記載があるものをいう。
       補足分類          特殊型          目論見書または投資信託約款において、投資者に対して注意を喚起
                 （絶対収益追求型）          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法の記載が
                            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に投資
       属性区分          託証券）          する旨の記載があるものをいう。
       決算頻度による属性          年１回          目論見書または投資信託約款において、年１回決算する旨の記載が
       区分                     あるものをいう。
       投資対象地域による          グローバル          目論見書または投資信託約款において、組入資産による投資収益が
       属性区分          （日本を含む）          日本を含む世界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（ファンド・オ
       区分                     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一部の
       性区分          （限定ヘッジ）          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          絶対収益追求型          目論見書または投資信託約款において、特定の市場に左右されにく
       分                     い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、かつ親投資信託はファンド・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（資産複合）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、5,000億円です。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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      ④　ファンドの特色
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    （追加的記載事項）
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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)
                                                 有価証券報告書（内国投資信託受益証券）
     (2)【ファンドの沿革】
      2017年８月４日              信託契約締結、ファンドの設定日、運用開始
     (3)【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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                                                 有価証券報告書（内国投資信託受益証券）
      ＜ファンドの仕組み＞
       当ファンドは、スタイル・アドバンテージ・マザー・ポートフォリオ（円）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。また、マザーファンドは、投資信託証券を投資対象とするファンド・オブ・ファンズ
      形式で運用します。
      ＜委託会社の概況＞




       2020年１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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                                                           EDINET提出書類
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                                                 有価証券報告書（内国投資信託受益証券）
    ２【投資方針】
     (1)【投資方針】
      ①　マザーファンドの受益証券を通じて、主として内外の株式、債券、通貨および派生商品等に投資し長期的に市
       場動向に左右されない絶対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
       します。マザーファンドにおいては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。
      ②　マザーファンドの投資対象ファンドは、ブラックロック・グループの運用会社が運用する投資信託証券としま

       す。投資対象ファンドは、委託会社の判断により、変更することがあります。
      ③　マザーファンドの主要投資対象ファンドにおいて、原則として米ドル・日本円について為替ヘッジが行なわ

       れ、米ドル・日本円間での為替リスクの低減が図られます。また、マザーファンドの副次的な投資対象ファンド
       に対してはマザーファンドにおいて為替ヘッジを行ない、為替リスクの低減を図ります。
      ④　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があります。

      ⑤　投資対象ファンドの設定にあたっては、上記の投資方針の他、当ファンドの運営上の効率性等を勘案します。

       㬰Y풊ᝏ᩹㸰漰Ɓ縰弰潻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

        引を行ないまた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。
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                                                           EDINET提出書類
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                                                 有価証券報告書（内国投資信託受益証券）
     ＜参考＞　マザーファンドの運用の基本方針
                  スタイル・アドバンテージ・マザー・ポートフォリオ（円）

                          －  運用の基本方針        －

     １．基本方針
       この投資信託は、信託財産の中長期的な成長を目標に運用を行ないます。
     ２．運用方法

     (１)投資対象
        主として内外の株式、債券、通貨および派生商品等に投資し長期的に市場動向に左右されない絶対収益を追求
        する投資信託証券を主要投資対象とします。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。
     (２)投資態度

      ①   主として内外の株式、債券、通貨および派生商品等に投資し長期的に市場動向に左右されない絶対収益を追求
        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。）に投資します。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。
      ②   投資対象ファンドは、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投資信託証券とします。投
        資対象ファンドは、委託会社の判断により、変更することがあります。
      ③   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。
      ④   主要投資対象ファンドにおいて、原則として米ドル・日本円について為替ヘッジが行なわれ、米ドル・日本円
        間での為替リスクの低減が図られます。また、副次的な投資対象ファンドに対しては為替ヘッジを行ない、為
        替リスクの低減を図ります。
      ⑤   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があります。
     (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（ａ．およびｃ．に掲げるものに該当するものを除きます。以下同じ。）
       ｃ．約束手形
      ②　投資対象とする有価証券

        委託会社は、信託金を、主としてスタイル・アドバンテージ・マザー・ポートフォリオ（円）の受益証券のほ
       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（以下「社振法」といいます。）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項に規定する
        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

        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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                                                 有価証券報告書（内国投資信託受益証券）
    マザーファンドの投資対象ファンドの概要
    ａ．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・スタイル・アドバンテージ・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（円建て円ヘッジ）
             当ファンドは、長期的に市場動向に左右されない絶対収益の追求を目指して運用を行ないま
             す。
             当ファンドは機動的にエクスポージャーを調整することで様々なスタイルファクター戦略から
     投資目的および
             プレミアムを獲得することを目指します。
     投資態度
             独自の定量化モデルを用いて銘柄の選定を行ない投資目的の達成を目指します。またバ
             リュー、モメンタム、キャリー、ディフェンシブといったファクターを活用し、幅広い投資資
             産に横断的に投資を行ないます。
     設定日         2016年９月14日
     存続期間         無期限
             世界の株式、株式関連証券、債券、債券関連証券、通貨、デリバティブ、ファンド、短期金融
             商品等の多様な資産に投資を行ないます。商品市場へのエクスポージャーを獲得する為にファ
     主な投資対象
             ンド、パフォーマンス・リンク債、上場投資信託、商品指数を原資産とするデリバティブ等を
             活用する場合があります。
             ・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         年0.75％
             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・インベストメント・マネジメント・エル・エル・シー
             ステート・ストリート・バンク・インターナショナル                         ＧｍｂＨ
     保管会社
    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】
      ①　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。
      ②　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従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。
      ③　当ファンドの運用は、マルチアセット戦略部と協働してマルチアセット運用部（当ファンド担当：５名程度）

       が担当いたします。
        投資対象ファンドの選定に当たっては、ベンチマークの構成指数に対応する資産を投資対象とする投資信託証
       券の中から、定性評価と定量評価の両面から検討のうえ決定します。
       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）
     (4)【分配方針】

      ①　収益分配方針
        年１回の毎決算時（原則として１月15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（「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「消費税等相当額」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。
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                                                 有価証券報告書（内国投資信託受益証券）
        (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。
     (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。
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        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　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。

      ⑧　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。
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    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．株価変動リスク

         世界各国の株式および株式関連の派生商品に投資を行ないます。世界各国の経済・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。
       ｃ．債券投資のリスク

         債券に投資を行ないます。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。
       ｄ．デリバティブ取引のリスク

         株式および債券関連のデリバティブ取引（先物・スワップなど）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。
        （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。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。
       ｅ．為替変動リスク

         主要投資対象ファンドにおいては、当該ファンドで保有する資産を米ドル換算し、米ドル換算した額に対し
        て米ドル売り・円買いの為替取引（ヘッジ取引）を行なうことによって、為替変動リスクの低減を図ります
        が、米ドルの対円での為替変動を完全にヘッジすることはできません。また、米ドル金利が円金利より高い場
        合、ヘッジ・コストがかかります。
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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)
                                                 有価証券報告書（内国投資信託受益証券）
         また、主要投資対象ファンドが運用戦略上で保有する米ドル建て以外の資産、および収益追求のために取得
        した通貨市場における米ドル以外のエクスポージャーについては、米ドルに対する為替ヘッジを行なっており
        ません。したがって、米ドル以外の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。
       ｆ．カントリーリスク

         世界各国の有価証券等に投資します。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、有価
        証券の価格が変動することがあり、それに伴い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を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ファンドの受益権の口数が30億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。
       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。
        ※　リスクの管理体制は、変更となる場合があります。

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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)
                                                 有価証券報告書（内国投資信託受益証券）
    （参考情報）
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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)
                                                 有価証券報告書（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　「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
        ファンドの実質的な信託報酬（ａ＋ｂ）は、信託財産の純資産総額に対して年1.4859％（税抜1.419％）程度と
       なります。
       ａ．ファンドの信託報酬

         計算期間を通じて毎日、信託財産の純資産総額に年0.7359％（税抜0.669％）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0.0550％         ファンドの運用、基準価額の計算、運用報告書等各種書類
          委託会社
                  (税抜0.050％)          の作成等
                   年0.6600％         運用報告書等各種書類の送付、口座内でのファンドの管
          販売会社
                  (税抜0.600％)          理、購入後の情報提供等
                   年0.0209％
          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0.019％)
       ｂ．主要投資対象ファンドにかかる運用管理費用

         年0.75％が投資対象ファンドから支払われます。
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                                                           EDINET提出書類
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                                                 有価証券報告書（内国投資信託受益証券）
      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、ファンドの基準価額に反映されます。なお、毎計算期間の最初の６ヵ月終了日（当
       該終了日が休業日の場合はその翌営業日）および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。
      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。）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、ファンドの基準価額に反映されます。な
        お、毎計算期間の最初の６ヵ月終了日（当該終了日が休業日の場合はその翌営業日）および毎計算期末または
        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　主要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等並びに副次的投資対象ファンドの報酬

       等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。
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                                                 有価証券報告書（内国投資信託受益証券）
       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。
       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％（復興特別所得税を含む）、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％（復興特別所得税を含む）、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。
                                  21/337




                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
          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％（復興特別所得税を含む）、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䵦䈰湺ຑ터䱎ઊᠰ桵瀰樰識㑔࠰䰰䈰訰

        す。
        㭎ઊᠰ漀㈀　㈀ぞ瓿ᅧࡧ⭳﹗⠰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。
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                                                 有価証券報告書（内国投資信託受益証券）
    ５  【運用状況】
      以下の運用状況は2020年１月末現在のものです。
      「ブラックロック・スタイル・アドバンテージ・ポートフォリオ（円／年１回決算コース）」
     (1)  【投資状況】
               資産の種類                     金額(円)            投資比率(％)

                                   12,046,186,300                 100.04

     親投資信託受益証券
                  内　日本                 12,046,186,300                 100.04

     コール・ローン、その他の資産(負債控除後)                                △4,313,720                △0.04

     純資産総額                              12,041,872,580                 100.00

     (2)  【投資資産】

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

    順位       銘柄       国/地域     種類     数量(口)
                                  (円)     (円)     (円)     (円)     (％)
       スタイル・アドバンテー
                     親投資信託
     １  ジ・マザー・ポートフォリ           日本        13,759,207,653       0.8822   12,138,373,051       0.8755   12,046,186,300       100.04
                      受益証券
       オ（円）
     (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                         100.04

         (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。
                                  23/337








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                                                 有価証券報告書（内国投資信託受益証券）
     (3)  【運用実績】
      ①  【純資産の推移】
        2020年１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(2018年１月15日)                26,606,655,103           (同左)            0.9910       (同左)
     第２期(2019年１月15日)                21,207,097,954           (同左)            0.8968       (同左)
     第３期(2020年１月15日)                12,865,922,909           (同左)            0.8658       (同左)
     2019年１月末現在                21,326,879,029             ―           0.9196         ―
     2019年２月末現在                20,675,014,941             ―           0.9158         ―
     2019年３月末現在                20,102,626,451             ―           0.9267         ―
     2019年４月末現在                19,953,810,173             ―           0.9223         ―
     2019年５月末現在                18,953,038,439             ―           0.9150         ―
     2019年６月末現在                18,356,856,169             ―           0.9111         ―
     2019年７月末現在                18,138,791,037             ―           0.9261         ―
     2019年８月末現在                17,046,719,690             ―           0.8957         ―
     2019年９月末現在                16,590,963,760             ―           0.9038         ―
     2019年10月末現在                15,688,687,627             ―           0.8839         ―
     2019年11月末現在                14,417,785,664             ―           0.8789         ―
     2019年12月末現在                12,952,377,727             ―           0.8653         ―
     2020年１月末現在                12,041,872,580             ―           0.8589         ―
      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                            ―

      ③  【収益率の推移】

                                          収益率(％)

                第１期                           △0.9

                第２期                           △9.5

                第３期                           △3.5

     (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
        数です。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。
                                  24/337





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                                                 有価証券報告書（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              26,923,816,773               76,558,715           26,847,258,058

         第２期              5,356,776,069             8,556,726,598             23,647,307,529

         第３期               546,810,054            9,333,232,291             14,860,885,292

                                  25/337


















                                                           EDINET提出書類
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                                                 有価証券報告書（内国投資信託受益証券）
    （参考情報）
    「スタイル・アドバンテージ・マザー・ポートフォリオ（円）」
     (1)  投資状況
               資産の種類

                                    金額(円)            投資比率(％)
                                   12,065,046,117                 100.16

     投資証券
                  内　ルクセンブルグ                 11,937,437,570                  99.10

                  内　アイルランド                  127,608,547                 1.06

     コール・ローン、その他の資産(負債控除後)                               △19,380,607                △0.16

     純資産総額                              12,045,665,510                 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

    順                             簿価単価      簿価金額      評価単価      評価金額
             銘柄         国／地域    種類   投資口数                            比率
    位                              (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・スタイ
                          投資
                     ルクセン
    １                        1,235,286     9,738.91    12,030,343,464       9,663.69    11,937,437,570       99.10
      ル・アドバンテージ・ファンド            クラ    ブルグ
                          証券
      スI投資証券
      インスティテューショナル・キャッ
                          投資
      シュ・シリーズplc　ブラックロッ                アイルラ
    ２                          11,067   11,522.03      127,516,293      11,530.36      127,608,547      1.06
      ク・ＩＣＳ・ＵＳトレジャリー・ファ                ンド
                          証券
      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                       100.16

            (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。
                                  26/337






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    （参考情報）
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                                                 有価証券報告書（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予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、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に
      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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                                                 有価証券報告書（内国投資信託受益証券）
     (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

      ①　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。
      ②　「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（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。
     (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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    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、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に
      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を設ける場合があります。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６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。
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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)
                                                 有価証券報告書（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従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「スタイル円
      １」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、2017年８月４日から2027年８月４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】

       計算期間は１月16日から翌年１月15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。
     (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、ファンドの受益権の口数が30億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。
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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)
                                                 有価証券報告書（内国投資信託受益証券）
       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また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従い、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。
                                  32/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
       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また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また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日本トラスティ・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。
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                                                 有価証券報告書（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６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。
                                  34/337



                                                           EDINET提出書類
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                                                 有価証券報告書（内国投資信託受益証券）
    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３期計算期間(2019年１月16日から2020年

      １月15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「スタイル・アドバ

      ンテージ・マザー・ポートフォリオ（円）」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。
                                  35/337
















                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
    １【財務諸表】
    【ブラックロック・スタイル・アドバンテージ・ポートフォリオ（円／年１回決算コース）】
     (1)【貸借対照表】
                                                    (単位：円)
                                   第２期              第３期
                               (2019年１月15日現在)               (2020年1月15日現在)
     資産の部
      流動資産
        親投資信託受益証券                            21,296,239,372              12,926,803,000
                                      92,060,910              63,292,125
        未収入金
      流動資産合計                              21,388,300,282              12,990,095,125
     資産合計                               21,388,300,282              12,990,095,125
     負債の部
      流動負債
        未払解約金                              92,060,910              63,292,125
        未払受託者報酬                               2,432,156              1,642,098
        未払委託者報酬                              83,206,973              56,178,434
                                       3,502,289              3,059,559
        その他未払費用
      流動負債合計                               181,202,328              124,172,216
     負債合計                                 181,202,328              124,172,216
     純資産の部
     元本等
      元本                              23,647,307,529              14,860,885,292
      剰余金
        期末剰余金又は期末欠損金（△）                            △ 2,440,209,575             △ 1,994,962,383
                                          －              －
         （分配準備積立金）
      元本等合計                              21,207,097,954              12,865,922,909
     純資産合計                               21,207,097,954              12,865,922,909
     負債純資産合計                               21,388,300,282              12,990,095,125
                                  36/337











                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（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２期              第３期
                                (自　2018年１月16日              (自　2019年１月16日
                               　至　2019年１月15日)              　至　2020年１月15日)
     営業収益
                                    △ 2,426,431,760              △ 295,824,339
      有価証券売買等損益
      営業収益合計                             △ 2,426,431,760              △ 295,824,339
     営業費用
      受託者報酬                                5,279,144              3,680,078
      委託者報酬                               180,605,215              125,900,178
                                       6,248,832              6,507,591
      その他費用
      営業費用合計                               192,133,191              136,087,847
     営業利益又は営業損失（△）                               △ 2,618,564,951              △ 431,912,186
     経常利益又は経常損失（△）                               △ 2,618,564,951              △ 431,912,186
     当期純利益又は当期純損失（△）                               △ 2,618,564,951              △ 431,912,186
     一部解約に伴う当期純利益金額の分配額又は一部解
                                     △ 481,732,740               34,738,218
     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（△）                                △ 240,602,955            △ 2,440,209,575
     剰余金増加額又は欠損金減少額                                 94,581,363              960,351,564
      当期一部解約に伴う剰余金増加額又は欠損金減
                                      94,581,363              960,351,564
      少額
     剰余金減少額又は欠損金増加額                                 157,355,772               48,453,968
      当期追加信託に伴う剰余金減少額又は欠損金増
                                      157,355,772               48,453,968
      加額
                                          －              －
     分配金
     期末剰余金又は期末欠損金（△）                               △ 2,440,209,575             △ 1,994,962,383
                                  37/337












                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（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。
                                  38/337


















                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
    (貸借対照表に関する注記)
                             第２期                 第３期
            項目
                         (2019年１月15日現在)                 (2020年１月15日現在)
     １　当該計算期間の末日における
                              23,647,307,529口                 14,860,885,292口
       受益権総数
     ２　投資信託財産の計算に関する
                        元本の欠損                 元本の欠損
       規則第55条の６第10号に規定
                              2,440,209,575円                 1,994,962,383円
       する額
     ３　１口当たり純資産額                             0.8968円                 0.8658円
    (損益及び剰余金計算書に関する注記)

                       第２期                      第３期
        項目            (自　2018年１月16日                      (自　2019年１月16日
                    　至　2019年１月15日)                      　至　2020年１月15日)
     分配金の計算過程          第２期計算期末における、費用控除後の配                      第３期計算期末における、費用控除後の配

               当等収益（0円）、費用控除及び繰越欠損金                      当等収益（0円）、費用控除及び繰越欠損金
               補填後の有価証券売買等損益(0円）、収益                      補填後の有価証券売買等損益(0円）、収益
               調整金（有価証券売買等損益相当額）(0                      調整金（有価証券売買等損益相当額）(0
               円）、収益調整金（その他収益調整金）（0                      円）、収益調整金（その他収益調整金）（0
               円）、分配準備積立金(0円）により、分配                      円）、分配準備積立金(0円）により、分配
               対象収益は0円となり、当期は分配ができま                      対象収益は0円となり、当期は分配ができま
               せんでした。                      せんでした。
                                  39/337













                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（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」、「株価変動リスク」、「債券投資のリス
    ク」、「デリバティブ取引のリスク」、「為替変動リスク」、「カントリーリスク」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。

                                  40/337









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                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（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２期                           第３期
            (2019年１月15日現在)                           (2020年１月15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                           同左
       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                           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                           同左
       記載しております。
      (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                           同左
       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                           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                           同左
       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。
     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                           同左
       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。
                                  41/337










                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（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２期                  第３期
           項目
                       (2019年１月15日現在)                  (2020年１月15日現在)
     期首元本額                        26,847,258,058円                  23,647,307,529円
     期中追加設定元本額                        5,356,776,069円                   546,810,054円
     期中一部解約元本額                        8,556,726,598円                  9,333,232,291円
    ２　有価証券関係

    第２期(2019年１月15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                            △1,973,540,098
                合計                        △1,973,540,098

    第３期(2020年１月15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                            △366,796,480
                合計                        △366,796,480

    ３　デリバティブ取引関係

      該当事項はありません。
                                  42/337










                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（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
               スタイル・アドバンテージ・マザー・
     親投資信託受益証券                                14,652,916,573          12,926,803,000
               ポートフォリオ（円）
     親投資信託受益証券　合計                                14,652,916,573          12,926,803,000
     合計                                14,652,916,573          12,926,803,000

    (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。
                                  43/337













                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
    (参考情報)
     当ファンドは、「スタイル・アドバンテージ・マザー・ポートフォリオ（円）」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2020年１月15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。
               「スタイル・アドバンテージ・マザー・ポートフォリオ（円）」の状況

     (1)  貸借対照表

                                    (2020年１月15日現在)
                  項目
                                       金額(円)
         資産の部

         　流動資産
         　　金銭信託                                      126,150,777
         　　投資証券                                    12,864,780,863
         　流動資産合計                                    12,990,931,640
         資産合計                                    12,990,931,640
         負債の部
         　流動負債
         　　派生商品評価勘定                                        926,100
         　　未払解約金                                      63,292,125
         　流動負債合計                                      64,218,225
         負債合計                                      64,218,225
         純資産の部
         元本等
         　　元本                                    14,652,916,573
         　　剰余金
         　　　剰余金又は欠損金（△）                                    △1,726,203,158
         　　元本等合計                                    12,926,713,415
         純資産合計                                    12,926,713,415
         負債純資産合計                                    12,990,931,640
        (注)親投資信託の計算期間は、原則として、毎年１月16日から翌年１月15日までであります。
                                  44/337






                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（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                  (2020年１月15日現在)
     １　当該計算日における受益権総数                                   14,652,916,573口

     ２　投資信託財産の計算に関する規則第55                      元本の欠損

       条の６第10号に規定する額                                  1,726,203,158円
     ３　１口当たり純資産額                                       0.8822円
                                  45/337







                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（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」、「株価変動リスク」、「債券投資のリス
    ク」、「デリバティブ取引のリスク」、「為替変動リスク」、「カントリーリスク」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。

                                  46/337








                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（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
                     (2020年１月15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。
                                  47/337










                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（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
                      (2020年１月15日現在)
     同計算期間の期首元本額                                      23,485,045,625円
     同計算期間中の追加設定元本額                                       539,150,443円
     同計算期間中の一部解約元本額                                      9,371,279,495円
     同計算期間末日の元本額※                                      14,652,916,573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。

     ブラックロック・スタイル・アドバンテージ・ポートフォリオ（円／年                                      14,652,916,573円

     １回決算コース）
     合計                                      14,652,916,573円
    ２　有価証券関係

    売買目的有価証券
                              （2020年１月15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                      △344,279,608

           合計                     △344,279,608

    （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。
                                  48/337











                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
    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
                                   （2020年１月15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)
     市場取引以外の取引          為替予約取引

               　売建
               　　アメリカドル           144,286,380             －    145,212,480         △926,100
     合計                     144,286,380             －    145,212,480         △926,100

     (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。
                                  49/337











                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
    (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・スタイル・
          日本円                              1,306,017       12,719,183,287
     投資証券
                  アドバンテージ・ファンド              クラスI投
                  資証券
          日本円小計                              1,306,017       12,719,183,287
                  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・
          アメリカドル                              12,534.170        1,324,216.250
                  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
                                                1,324,216.250
          アメリカドル小計                              12,534.170
                                                (145,597,576)
     投資証券　合計                                           12,864,780,863
                                                (145,597,576)
                                               12,864,780,863
     合計
                                                (145,597,576)
     (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　１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。
                                  50/337







                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
    （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・スタイル・アドバンテージ・ファン

    ド  クラスI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・スタイル・アドバンテージ・ファンド                          クラスI

    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。
                                  51/337









                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
    純資産計算書　2019年５月31日現在
                                               ブラックロック・スタイ
                                                ル・アドバンテージ・
                                                   ファンド
                                        注記
                                                    米ドル
    資産

    投資有価証券－取得原価                                                2,867,344,415

                                                      1,080,384
    未実現評価益
    投資有価証券－時価                                    ２(a)

                                                    2,868,424,799
    銀行預金                                    ２(a)              149,245,400
    ブローカーに対する債権                                    15             226,768,189
                                      ２(a)   、２(d)
    未収利息および未収配当金                                                  22,242,290
                                      ２(a)   、２(d)
    売却投資有価証券未収金                                                 306,572,344
    販売投資証券未収金                                    ２(a)                154,531
    以下に係る未実現純評価益：

     先物取引                                   ２(d)               5,904,591
     未決済先渡為替予約                                   ２(d)              30,174,268

    スワップの時価                                    ２(d)              19,127,205

                                                       119,781
    その他の資産
    資産合計                                                3,628,733,398

    負債
                                      ２(a)   、２(d)
    未払利息および未払配当金                                                  5,197,107
                                      ２(a)   、２(d)
    購入投資有価証券未払金                                                 340,168,020
    買戻し投資証券未払金                                    ２(a)                247,001
    以下に係る未実現純評価損：

     差金決済契約                                   ２(d)              34,824,397
                                      ４、５、６、
                                                      2,869,970
    未払費用およびその他の負債
                                       ７、８
    負債合計                                                 383,306,495
    純資産合計                                                3,245,426,903

    添付の注記は、これらの財務書類の不可分の一部である。

                                  52/337






                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
    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・スタイル・アドバンテージ・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      3,245,426,903        3,328,390,128         586,420,943
    以下の１口当たり純資産価額：
     クラスＡ分配型投資証券                        米ドル          106.29        108.61        114.00
     クラスＡユーロ・ヘッジ分配型投資証券                        ユーロ          99.40        104.64        112.56
     クラスＡ無分配投資証券                        米ドル          104.62        106.88        112.20
     クラスＡユーロ・ヘッジ無分配投資証券                        ユーロ          87.87        92.47          －
     クラスＡスウェーデン・クローネ・ヘッジ
                            スウェーデン・
                                        89.53        94.21        101.14
                             クローネ
     無分配投資証券
     クラスＤ無分配投資証券                        米ドル          107.43        108.95        113.52
     クラスＤスイス・フラン・ヘッジ
                             スイス・
                                        89.83        94.16          －
                              フラン
     無分配投資証券
     クラスＤ無分配投資証券（ユーロ）                        ユーロ          106.55        103.48        111.81
     クラスＤユーロ・ヘッジ無分配投資証券                        ユーロ          100.01        104.46        111.39
     クラスＤ英ポンド・ヘッジ無分配投資証券                        英ポンド           94.37        97.66        103.41
     クラスＥ無分配投資証券（ユーロ）                        ユーロ          102.91        101.13        110.60
     クラスＥユーロ・ヘッジ無分配投資証券                        ユーロ          96.82        102.41        110.56
     クラスＩスイス・フラン・ヘッジPF無分配投資                        スイス・
                                        92.11        96.06          －
     証券                        フラン
     クラスＩユーロ・ヘッジPF無分配投資証券                        ユーロ          101.38        105.47        111.91
     クラスＩブラジル・レアル・ヘッジ無分配投資
                              米ドル          83.34        86.97          －
     証券
     クラスＩスイス・フラン・ヘッジ無分配投資証                        スイス・
                                        90.29        94.43          －
     券                        フラン
     クラスＩユーロ・ヘッジ無分配投資証券                        ユーロ          100.61        104.90        111.67
     クラスＩ英ポンド・ヘッジ無分配投資証券                        英ポンド           94.73        97.80        103.35
     クラスＩ無分配英国報告型投資証券                        米ドル          95.35        96.53          －
     クラスＩ日本円ヘッジ無分配英国報告型投資証
                              日本円        10,175.36        10,592.54        11,245.06
     券
     クラスＸ無分配投資証券                        米ドル          110.60        111.12        114.70
                        (1)
                              豪ドル          111.75        112.90        116.22
     クラスＸ豪ドル・ヘッジ無分配投資証券
     クラスＸユーロ・ヘッジ無分配投資証券                        ユーロ          93.42        96.68          －
     クラスＸニュージーランド・ドル・ヘッジ無分                      ニュージーラン
                                       110.98        112.02        115.16
     配投資証券                        ド・ドル
     クラスＸ英ポンド・ヘッジ無分配英国報告型投
                             英ポンド          106.63        109.28          －
     資証券
     クラスＺ無分配投資証券                        米ドル          107.92        109.28        113.59
     クラスＺユーロ・ヘッジ無分配投資証券                        ユーロ          100.55        104.87        111.68
    (1)

     　終値で評価された１口当たり純資産価額、詳細については注記２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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                                                 有価証券報告書（内国投資信託受益証券）
    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・スタイル・
                                            アドバンテージ・ファンド
                                   注記
                                                米ドル
    期首純資産
                                                  3,328,390,128
    収益
    預金利息                               ２(c)                  4,189,384
    債券利息                               ２(c)                 69,056,292
    スワップに係る受取利息および受取配当金                               ２(c)                  7,742,284
                                                   181,497,906
    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)
    収益合計                                               262,485,866
    費用
    差金決済契約に係る支払利息                             ２(c)、２(d)                   52,858,257
    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)                  137,187,506
    管理事務代行報酬                                ５                 2,049,148
    預託報酬                              ２(i)、６                    482,313
    税金                                ８                  427,031
    販売報酬                                ４                   8,261
    ローン・コミットメント・フィー                                14                  23,029
                                                    12,760,795
    投資運用報酬および投資運用再委託報酬                                ４
    払戻前費用合計                                               205,796,340
    費用の払戻し                                ４                  11,061
    払戻後費用合計                                               205,785,279
    投資純利益
                                                    56,700,587
    以下に係る実現純利益／（損失）：
    　投資有価証券                             ２(a)、２(b)                     61,394
    　差金決済契約                               ２(d)                (196,250,393)
    　先物取引                               ２(d)                 (52,463,784)
    　外貨および先渡為替予約                           ２(d)、２(e)、２(j)                    (144,199,637)
                                                    11,809,190
    　スワップ取引                               ２(d)
    当期実現純損失                                               (381,043,230)
    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)                  1,958,409
    　差金決済契約                               ２(d)                 (20,064,772)
    　先物取引                               ２(d)                 49,451,583
    　外貨および先渡為替予約                           ２(d)、２(e)、２(j)                     27,734,244
                                                    2,839,007
    　スワップ取引                               ２(d)
    当期未実現評価益／（損）の純変動                                                61,918,471
    運用成績による純資産の減少                                               (262,424,172)
    資本の変動
    投資証券発行による正味受取額                                               727,481,436
                                                   (548,020,489)
    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                                               179,460,947
    期末純資産                                              3,245,426,903
    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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                                                 有価証券報告書（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・スタイル・アドバンテージ・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分配型投資証券

                              2,045         439        899       1,585
     クラスＡユーロ・ヘッジ分配型投資証券                         7,803         278       6,067        2,014

     クラスＡ無分配投資証券                        65,846         5,192        57,365        13,673

     クラスＡユーロ・ヘッジ無分配投資証                        176,558         29,510        141,390         64,678

     クラスＡスウェーデン・クローネ・ヘッジ
                              1,542        1,931        3,033         440
     無分配投資証券
     クラスＤ無分配投資証券                        192,493        106,412        159,278        139,627
     クラスＤスイス・フラン・ヘッジ
                              2,348        5,320        2,299        5,369
     無分配投資証券
     クラスＤ無分配投資証券（ユーロ）                         1,156          －        50       1,106
     クラスＤユーロ・ヘッジ無分配投資証券                       1,474,098         743,262        466,399       1,750,961

     クラスＤ英ポンド・ヘッジ無分配投資証券                        47,690         9,410        44,212        12,888

     クラスＥ無分配投資証券（ユーロ）                          310       1,529         532       1,307

     クラスＥユーロ・ヘッジ無分配投資証券                        20,815          758       12,138         9,435

     クラスＩスイス・フラン・ヘッジPF無分配投
                             288,992           －        －      288,992
     資証券
     クラスＩユーロ・ヘッジPF無分配投資証券                        120,197         5,898       106,973         19,122
     クラスＩブラジル・レアル・ヘッジ無分配投
                             159,916         23,460         4,235       179,141
     資証券
     クラスＩスイス・フラン・ヘッジ無分配投資
                             190,989        184,646        118,246        257,389
     証券
     クラスＩユーロ・ヘッジ無分配投資証券                       4,662,604         156,278        928,545       3,890,337
     クラスＩ英ポンド・ヘッジ無分配投資証券                       1,217,456         683,174        184,318       1,716,312

     クラスＩ無分配英国報告型投資証券                        800,625        664,917        679,267        786,275

     クラスＩ日本円ヘッジ無分配英国報告型投資
                            5,799,879        1,124,641        1,290,411        5,634,109
     証券
     クラスＸ無分配投資証券                        614,425         33,669        416,432        231,662
     クラスＸ豪ドル・ヘッジ無分配投資証券                      12,747,548         3,806,576        16,554,124            －

     クラスＸユーロ・ヘッジ無分配投資証券                          42      138,632        138,632           42

     クラスＸニュージーランド・ドル・ヘッジ
                             881,169         70,834          －      952,003
     無分配投資証券
     クラスＸ英ポンド・ヘッジ無分配英国報告型
                            2,805,080            －       4,432      2,800,648
     投資証券
     クラスＺ無分配投資証券                          50        －        －        50
     クラスＺユーロ・ヘッジ無分配投資証券                        79,409          －        －      79,409

    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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                                                 有価証券報告書（内国投資信託受益証券）
    ブラックロック・スタイル・アドバンテージ・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）         （％）
     債券
              ドイツ
      USD  90,000,000       Kreditanstalt       fuer   Wiederaufbau       1.00%   15/7/2019           89,851,236          2.77
      USD  90,000,000       Kreditanstalt       fuer   Wiederaufbau       1.25%   30/9/2019
                                             89,680,950          2.76
               Kreditanstalt       fuer   Wiederaufbau       RegS   1.625%
      USD  75,000,000
                                             74,752,875          2.30
               12/11/2019
                                             254,285,061          7.83
               国際機関
     USD  150,000,000       Asian   Development      Bank   1.75%   10/1/2020
                                             149,532,078          4.61
      USD  65,000,000       Asian   Development      Bank   1.625%    5/5/2020
                                             64,636,094          1.99
               European     Bank   for  Reconstruction        & Development      0.875%
      USD  54,989,000
                                             54,877,942          1.69
               22/7/2019
               European     Bank   for  Reconstruction        & Development      1.75%
      USD  20,000,000
                                             19,937,821          0.61
               26/11/2019
               European     Bank   for  Reconstruction        & Development      1.50%
      USD  30,000,000
                                             29,821,735          0.92
               16/3/2020
               European     Bank   for  Reconstruction        & Development      1.625%
      USD  40,000,000
                                             39,783,109          1.23
               5/5/2020
     USD  138,833,000       European     Investment      Bank   1.125%    15/8/2019
                                             138,488,278          4.27
      USD  80,000,000       Inter-American        Development      Bank   1.125%    12/9/2019
                                             79,700,696          2.45
     USD  150,000,000       Inter-American        Development      Bank   1.75%   15/10/2019
                                             149,643,678          4.61
      USD  30,000,000       Inter-American        Development      Bank   1.625%    12/5/2020
                                             29,809,973          0.92
               International       Bank   for  Reconstruction        & Development
     USD  241,279,000
                                             240,814,256          7.42
               1.25%   26/7/2019
               International       Bank   for  Reconstruction        & Development
     USD  100,000,000
                                             99,659,769          3.07
               0.875%    15/8/2019
               International       Bank   for  Reconstruction        & Development
      USD  89,000,000
                                             88,836,467          2.74
               1.875%    7/10/2019
      USD  35,042,000       International       Finance    Corp   1.75%   16/9/2019              34,976,483          1.08
                                            1,220,518,379           37.61
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                                                 有価証券報告書（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
     USD  115,000,000       United    States    Treasury     Bill   20/6/2019     (Zero   Coupon)
                                             114,852,563          3.54
      USD  98,000,000       United    States    Treasury     Bill   18/7/2019     (Zero   Coupon)
                                             97,688,076          3.01
     USD  160,000,000       United    States    Treasury     Bill   29/8/2019     (Zero   Coupon)
                                             159,038,009          4.90
     USD  144,000,000       United    States    Treasury     Bill   12/9/2019     (Zero   Coupon)       142,994,144          4.40
     USD  140,000,000       United    States    Treasury     Bill   7/11/2019     (Zero   Coupon)
                                             138,537,907          4.27
     USD  125,000,000       United    States    Treasury     Bill   5/12/2019     (Zero   Coupon)
                                             123,541,140          3.81
     USD  135,000,000       United    States    Treasury     Bill   2/1/2020     (Zero   Coupon)
                                             133,007,748          4.10
     USD  117,000,000       United    States    Treasury     Bill   27/2/2020     (Zero   Coupon)
                                             114,871,408          3.54
     USD  117,000,000       United    States    Treasury     Bill   26/3/2020     (Zero   Coupon)
                                             114,744,747          3.53
     USD  130,000,000       United    States    Treasury     Bill   23/4/2020     (Zero   Coupon)
                                             127,244,820          3.92
     USD  130,000,000       United    States    Treasury     Bill   21/5/2020     (Zero   Coupon)       127,100,797          3.92
                                            1,393,621,359           42.94
     債券合計                                       2,868,424,799           88.38
     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
                                            2,868,424,799           88.38
     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
                                            2,868,424,799           88.38
                                             377,002,104          11.62
     その他の純資産
     純資産合計（米ドル）                                       3,245,426,903          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。

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                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
    差金決済契約　2019年５月31日現在
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           オーストラリア
           AGL  Energy    Ltd                  Bank   of  America    Merrill    Lynch
       17,367                                               (24,524)
           AGL  Energy    Ltd                  Credit    Suisse
       44,720                                               (44,575)
           AGL  Energy    Ltd
       14,060                            Citibank                   (15,766)
           AGL  Energy    Ltd
       22,100                            HSBC                   (29,639)
       11,915     AGL  Energy    Ltd                  JP  Morgan                 (11,876)
           AGL  Energy    Ltd                  Goldman    Sachs
      131,310                                               (120,076)
           ALS  Ltd                     Goldman    Sachs
       38,760                                               (1,179)
           Alumina    Ltd                   Goldman    Sachs
      101,420                                                (1,262)
           Amcor   Ltd/Australia                    Credit    Suisse
       41,651                                                6,343
           Amcor   Ltd/Australia                    JP  Morgan
      150,054                                                32,167
           Amcor   Ltd/Australia                    Goldman    Sachs
      104,570                                                2,845
           Amcor   Ltd/Australia                    Bank   of  America    Merrill    Lynch
      294,301                                                16,297
           AMP  Ltd                     Goldman    Sachs
      (37,700)                                                 266
           AMP  Ltd                     JP  Morgan
      (569,450)                                                (2,772)
           AMP  Ltd                     Credit    Suisse
     (2,335,946)                                                 16,169
           AMP  Ltd
      (666,927)                             HSBC                   6,241
           Ansell    Ltd                    Bank   of  America    Merrill    Lynch
       13,896                                               (4,425)
           Ansell    Ltd                    Credit    Suisse
       42,188                                               (51,826)
           Ansell    Ltd
       25,952                            HSBC                   (26,048)
           Ansell    Ltd                    JP  Morgan
       59,601                                               (33,641)
           Ansell    Ltd                    Goldman    Sachs
      208,738                                               (94,722)
           APA  Group   (Unit)                  Goldman    Sachs
      (441,350)                                                40,256
           APA  Group   (Unit)                  Credit    Suisse
      (128,310)                                                (13,032)
           APA  Group   (Unit)
      (54,157)                            HSBC                   (14,620)
           APA  Group   (Unit)                  JP  Morgan
      (83,610)                                                1,439
           Aristocrat      Leisure    Ltd              Credit    Suisse
      (61,579)                                               (144,826)
           Aristocrat      Leisure    Ltd
      (50,541)                            HSBC                  (116,169)
           Aristocrat      Leisure    Ltd              JP  Morgan
      (28,414)                                               (71,199)
      (69,950)     Aristocrat      Leisure    Ltd              Goldman    Sachs              (70,337)
           ASX  Ltd                     Goldman    Sachs
       8,490                                               (4,831)
           Atlas   Arteria    Ltd  (Unit)              Goldman    Sachs
      (27,100)                                                3,847
           Atlas   Arteria    Ltd  (Unit)              Credit    Suisse
      (87,951)                                                (7,914)
           Atlas   Arteria    Ltd  (Unit)
      (174,589)                             HSBC                   (15,711)
           Atlas   Arteria    Ltd  (Unit)              JP  Morgan
      (363,407)                                                11,555
           Aurizon    Holdings     Ltd               Goldman    Sachs
     2,482,254                                                 93,570
           Aurizon    Holdings     Ltd               Bank   of  America    Merrill    Lynch
      349,681                                                43,569
      492,849     Aurizon    Holdings     Ltd               Credit    Suisse               109,168
           Aurizon    Holdings     Ltd
      613,323                             HSBC                  135,854
           Aurizon    Holdings     Ltd               JP  Morgan
     1,198,981                                                227,764
           AusNet    Services
      923,839                             HSBC                   (32,320)
           AusNet    Services                    JP  Morgan
      187,050                                                (2,589)
           AusNet    Services                    Goldman    Sachs
     1,761,624                                                (53,228)
           Australia     & New  Zealand    Banking    Group   Ltd    Goldman    Sachs
       27,860                                               21,617
           Australia     & New  Zealand    Banking    Group   Ltd
       79,995                            Citibank                   (27,686)
                                  58/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           オーストラリア（続き）
           Australia     & New  Zealand    Banking    Group   Ltd    Bank   of  America    Merrill    Lynch
       14,660                                               16,135
           Australia     & New  Zealand    Banking    Group   Ltd
       63,856                            HSBC                   12,818
           Australia     & New  Zealand    Banking    Group   Ltd    JP  Morgan
       56,662                                               11,374
           BHP  Group   Ltd                  Goldman    Sachs
      124,130                                                (8,496)
           BHP  Group   Ltd
      148,781                             Citibank                   (31,926)
           BHP  Group   Ltd                  Bank   of  America    Merrill    Lynch
      206,456                                                80,029
           BHP  Group   Ltd                  Credit    Suisse
      182,324                                               127,915
           BlueScope     Steel   Ltd               Bank   of  America    Merrill    Lynch
       92,205                                              (153,178)
           BlueScope     Steel   Ltd               Credit    Suisse
      151,380                                               (293,399)
           BlueScope     Steel   Ltd
      101,161                             Citibank                  (119,040)
           BlueScope     Steel   Ltd
      232,335                             HSBC                  (413,559)
           BlueScope     Steel   Ltd               JP  Morgan
       52,593                                              (101,934)
           BlueScope     Steel   Ltd               Goldman    Sachs
      723,730                                               (782,342)
           Boral   Ltd                    Credit    Suisse
      (419,232)                                               (163,246)
           Boral   Ltd
      (343,717)                             HSBC                  (128,477)
      (479,911)      Boral   Ltd                    JP  Morgan                (199,629)
           Boral   Ltd                    Goldman    Sachs
     (1,017,050)                                                (310,260)
           Brambles     Ltd                   Goldman    Sachs
      (189,840)                                                22,608
           Caltex    Australia     Ltd               Goldman    Sachs
      204,487                                               (52,883)
           Caltex    Australia     Ltd
       30,170                            Citibank                   (7,936)
           Caltex    Australia     Ltd               Bank   of  America    Merrill    Lynch
       43,517                                               16,567
           Caltex    Australia     Ltd
      111,616                             HSBC                   54,855
           Caltex    Australia     Ltd               JP  Morgan
       78,038                                               38,634
           Challenger      Ltd                  Credit    Suisse
      (551,088)                                                (16,431)
           Challenger      Ltd
       (5,098)                            HSBC                    (187)
           Challenger      Ltd                  JP  Morgan
      (296,749)                                                (47,244)
           Challenger      Ltd                  Goldman    Sachs
      (947,978)                                                (17,672)
           CIMIC   Group   Ltd
       32,833                            HSBC                   1,353
           CIMIC   Group   Ltd                 JP  Morgan
       31,350                                                3,625
           CIMIC   Group   Ltd                 Goldman    Sachs
      154,757                                               (110,509)
           Coca-Cola     Amatil    Ltd               Goldman    Sachs
      403,800                                                29,439
           Coca-Cola     Amatil    Ltd               Credit    Suisse
       38,780                                               18,617
           Cochlear     Ltd                   Goldman    Sachs
       (4,200)                                                (563)
           Coles   Group   Ltd                 Goldman    Sachs
      (199,851)                                                46,787
      (36,050)     Coles   Group   Ltd                 Credit    Suisse                6,005
           Coles   Group   Ltd
      (45,108)                            HSBC                   9,055
           Coles   Group   Ltd                 JP  Morgan
      (53,327)                                                9,504
           Commonwealth       Bank   of  Australia             Goldman    Sachs
       (3,810)                                               (2,006)
           Computershare       Ltd                Goldman    Sachs
      (222,760)                                                40,683
           CSL  Ltd
      (10,147)                            HSBC                   (58,973)
           CSL  Ltd                     JP  Morgan
       (8,763)                                               (48,270)
           CSL  Ltd                     Goldman    Sachs
      (20,470)                                                 (188)
           Domino’s     Pizza   Enterprises      Ltd         HSBC
      (162,409)                                                86,919
           Domino’s     Pizza   Enterprises      Ltd         JP  Morgan
      (44,579)                                               49,064
           Downer    EDI  Ltd                  Goldman    Sachs
      (335,540)                                               188,322
                                  59/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           オーストラリア（続き）
           Downer    EDI  Ltd                  Credit    Suisse
      (77,306)                                               25,685
           Downer    EDI  Ltd
      (194,982)                             HSBC                   93,757
           Downer    EDI  Ltd                  JP  Morgan
      (34,974)                                               11,620
           DuluxGroup      Ltd                  Bank   of  America    Merrill    Lynch
      112,795                                                 (781)
           DuluxGroup      Ltd                  Credit    Suisse
      124,842                                                (1,756)
           DuluxGroup      Ltd
       34,341                            Citibank                     238
           DuluxGroup      Ltd                  Goldman    Sachs
      283,640                                                 (340)
           Evolution     Mining    Ltd               Goldman    Sachs
     1,104,910                                                155,845
           Evolution     Mining    Ltd
       9,272                            Citibank                   1,476
           Flight    Centre    Travel    Group   Ltd          Credit    Suisse
       16,580                                               44,650
           Flight    Centre    Travel    Group   Ltd          Goldman    Sachs
       82,360                                               117,422
           Flight    Centre    Travel    Group   Ltd          Bank   of  America    Merrill    Lynch
       20,950                                               53,801
           Flight    Centre    Travel    Group   Ltd
       15,771                            Citibank                   20,851
           Fortescue     Metals    Group   Ltd            Credit    Suisse
      (48,226)                                               (18,694)
           Fortescue     Metals    Group   Ltd
      (174,207)                             HSBC                   (65,842)
     (1,458,834)       Fortescue     Metals    Group   Ltd            JP  Morgan                (565,491)
           Goodman    Group   (Reit)                Goldman    Sachs
       54,060                                               (10,119)
           GPT  Group/The     (Reit)                Goldman    Sachs
      203,340                                               (23,370)
           Harvey    Norman    Holdings     Ltd            Goldman    Sachs
      (104,500)                                                 (465)
           Healthscope      Ltd                 Goldman    Sachs
      (12,600)                                                 (40)
           Incitec    Pivot   Ltd                Goldman    Sachs
      (647,705)                                                27,964
           Insurance     Australia     Group   Ltd          Goldman    Sachs
      (40,640)                                               11,162
           IOOF   Holdings     Ltd
      (175,894)                             HSBC                   43,788
           IOOF   Holdings     Ltd                JP  Morgan
        (69)                                               29
           James   Hardie    Industries      Plc  CDI         Goldman    Sachs
      (572,548)                                                43,163
           James   Hardie    Industries      Plc  CDI         Credit    Suisse
      (257,281)                                                98,026
           James   Hardie    Industries      Plc  CDI
      (87,381)                            HSBC                   3,177
           James   Hardie    Industries      Plc  CDI         JP  Morgan
      (75,381)                                               14,088
           Lendlease     Group   (Unit)               Credit    Suisse
      (115,249)                                               (112,483)
           Lendlease     Group   (Unit)               JP  Morgan
      (103,729)                                                (77,659)
           Lendlease     Group   (Unit)               Goldman    Sachs
      (194,100)                                                (2,142)
           Lendlease     Group   (Unit)               Bank   of  America    Merrill    Lynch
      (82,382)                                               (13,116)
           Lendlease     Group   (Unit)
      (52,711)                            Citibank                   15,324
           Macquarie     Group   Ltd               Credit    Suisse
       12,355                                               (31,814)
       13,806     Macquarie     Group   Ltd               Citibank                   (12,232)
           Macquarie     Group   Ltd               JP  Morgan
       14,804                                               (38,120)
           Macquarie     Group   Ltd               Bank   of  America    Merrill    Lynch
       12,989                                               10,789
           Macquarie     Group   Ltd
       6,920                            HSBC                   10,738
           Macquarie     Group   Ltd               Goldman    Sachs
       13,660                                               (3,433)
           Metcash    Ltd                   Bank   of  America    Merrill    Lynch
      114,555                                                (2,379)
           Metcash    Ltd                   Credit    Suisse
       85,870                                                5,944
           Metcash    Ltd
      139,940                             HSBC                   3,818
           Metcash    Ltd                   Goldman    Sachs
      729,382                                               (47,301)
           Mirvac    Group   (Reit)                 Goldman    Sachs
     1,245,260                                                (15,742)
           Mirvac    Group   (Reit)
      299,810                             HSBC                   25,841
                                  60/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           オーストラリア（続き）
           Mirvac    Group   (Reit)                 Bank   of  America    Merrill    Lynch
      408,633                                                31,114
           National     Australia     Bank   Ltd           Bank   of  America    Merrill    Lynch
       64,717                                               99,002
           National     Australia     Bank   Ltd           Credit    Suisse
       45,500                                               17,265
           National     Australia     Bank   Ltd
       92,405                            HSBC                   42,855
           National     Australia     Bank   Ltd           JP  Morgan
      129,236                                                59,936
           Newcrest     Mining    Ltd               Goldman    Sachs
      116,780                                                35,724
           Newcrest     Mining    Ltd
       14,879                            Citibank                   5,047
           Newcrest     Mining    Ltd               JP  Morgan
       45,780                                               47,070
           Northern     Star   Resources     Ltd           Goldman    Sachs
      227,950                                                48,913
           Nufarm    Ltd/Australia                    Goldman    Sachs
      (14,200)                                                3,500
           Nufarm    Ltd/Australia                    Credit    Suisse
      (277,266)                                               176,180
           Nufarm    Ltd/Australia
      (385,957)                             HSBC                  206,720
           Nufarm    Ltd/Australia                    JP  Morgan
      (299,762)                                               174,296
           Oil  Search    Ltd                  Goldman    Sachs
      (789,063)                                               181,061
           Oil  Search    Ltd                  JP  Morgan
      (42,850)                                               10,183
      182,450     Orica   Ltd                    Goldman    Sachs               4,832
           Orica   Ltd
       22,170                            Citibank                    (767)
           Orica   Ltd                    Bank   of  America    Merrill    Lynch
       24,550                                               10,876
           Orica   Ltd                    JP  Morgan
       16,057                                               22,340
           Origin    Energy    Ltd                Goldman    Sachs
      (530,330)                                               188,866
           Origin    Energy    Ltd                Credit    Suisse
      (67,750)                                               15,480
           Origin    Energy    Ltd
      (88,910)                            HSBC                   5,425
           Origin    Energy    Ltd                JP  Morgan
      (57,163)                                                8,705
           Orora   Ltd
      143,006                             Citibank                   (4,949)
           Orora   Ltd                    Bank   of  America    Merrill    Lynch
      221,856                                                1,536
           Orora   Ltd
      193,058                             HSBC                   4,009
           Orora   Ltd                    JP  Morgan
      195,741                                                2,070
           Orora   Ltd                    Goldman    Sachs
     1,126,635                                                (33,053)
           OZ  Minerals     Ltd                 Goldman    Sachs
      (536,684)                                               104,893
           OZ  Minerals     Ltd                 Credit    Suisse
      (367,575)                                               113,681
           OZ  Minerals     Ltd
      (138,576)                             HSBC                   28,472
           OZ  Minerals     Ltd                 JP  Morgan
      (75,881)                                               11,030
           Perpetual     Ltd                  Goldman    Sachs
       (5,100)                                                276
           Perpetual     Ltd
       (6,140)                            HSBC                   (3,244)
      467,440     Qantas    Airways    Ltd                Goldman    Sachs               52,311
           Qantas    Airways    Ltd                Bank   of  America    Merrill    Lynch
      185,340                                                32,073
           Qantas    Airways    Ltd                JP  Morgan
      121,630                                                9,261
           QBE  Insurance     Group   Ltd             Bank   of  America    Merrill    Lynch
       86,004                                               (54,174)
           QBE  Insurance     Group   Ltd
       57,779                            Citibank                   (46,794)
           QBE  Insurance     Group   Ltd
      117,077                             HSBC                   (86,124)
           QBE  Insurance     Group   Ltd             JP  Morgan
       43,220                                               (23,873)
           QBE  Insurance     Group   Ltd             Goldman    Sachs
      273,310                                               (166,183)
           Qube   Holdings     Ltd                Goldman    Sachs
      (128,491)                                                 (450)
           Ramsay    Health    Care   Ltd              Goldman    Sachs
       (8,190)                                               (1,390)
           REA  Group   Ltd                  JP  Morgan
       2,990                                               15,311
                                  61/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           オーストラリア（続き）
           REA  Group   Ltd                  Goldman    Sachs
       27,340                                               (26,227)
           Rio  Tinto   Ltd
       14,316                            Citibank                   (13,873)
           Rio  Tinto   Ltd                  Bank   of  America    Merrill    Lynch
       17,560                                               24,189
           Rio  Tinto   Ltd                  Credit    Suisse
       14,741                                               44,386
           Rio  Tinto   Ltd
       54,754                            HSBC                  164,868
           Rio  Tinto   Ltd                  JP  Morgan
       36,307                                               112,073
           Rio  Tinto   Ltd                  Goldman    Sachs
       40,050                                               (26,018)
           Santos    Ltd                    Credit    Suisse
      180,960                                               (11,273)
           Santos    Ltd                    JP  Morgan
      103,876                                                (6,471)
           SEEK   Ltd                     JP  Morgan
      (18,703)                                               (15,406)
           Seven   Group   Holdings     Ltd             Credit    Suisse
      (177,578)                                                60,709
           Seven   Group   Holdings     Ltd
      (45,836)                            HSBC                   18,665
           Sims   Metal   Management      Ltd            Goldman    Sachs
       (1,600)                                                134
           Sims   Metal   Management      Ltd
      (227,415)                             HSBC                   62,967
           Sims   Metal   Management      Ltd            JP  Morgan
      (259,584)                                                42,294
      282,430     South32    Ltd                   Bank   of  America    Merrill    Lynch      (27,370)
           South32    Ltd                   Citibank
      828,802                                               (91,791)
           South32    Ltd                   Credit    Suisse
      311,478                                                4,312
           South32    Ltd                   HSBC
      755,700                                                12,176
           South32    Ltd                   Goldman    Sachs
     1,063,140                                                (109,371)
           Stockland     (Reit)                  Goldman    Sachs
      925,373                                               115,609
           Stockland     (Reit)
      296,498                             HSBC                  124,470
           Stockland     (Reit)                  Credit    Suisse
       92,101                                               44,627
           Stockland     (Reit)                  JP  Morgan
      150,600                                                63,281
           Stockland     (Reit)                  Bank   of  America    Merrill    Lynch
       60,922                                               24,459
           Suncorp    Group   Ltd                Goldman    Sachs
      (178,600)                                                89,446
           Sydney    Airport    (Unit)                Bank   of  America    Merrill    Lynch
       78,899                                               (15,838)
           Sydney    Airport    (Unit)
       64,413                            HSBC                   (6,242)
           Sydney    Airport    (Unit)                JP  Morgan
       89,025                                               (8,627)
           Sydney    Airport    (Unit)
       48,346                            Citibank                   (3,681)
           Tabcorp    Holdings     Ltd               Goldman    Sachs
       (4,100)                                                126
           Tabcorp    Holdings     Ltd               Credit    Suisse
      (347,820)                                                18,049
           Tabcorp    Holdings     Ltd
      (280,648)                             HSBC                   20,145
           Tabcorp    Holdings     Ltd               JP  Morgan
      (81,172)                                                5,057
      385,038     Telstra    Corp   Ltd                 Credit    Suisse               95,948
           Telstra    Corp   Ltd
      254,039                             Citibank                   12,309
           Telstra    Corp   Ltd
      200,902                             HSBC                   42,632
           TPG  Telecom    Ltd                 Credit    Suisse
      (86,010)                                                 639
           TPG  Telecom    Ltd                 Goldman    Sachs
      (300,375)                                                (8,525)
           Transurban      Group   (Unit)               Credit    Suisse
      (393,061)                                                (83,665)
           Transurban      Group   (Unit)               JP  Morgan
      (111,369)                                                (41,628)
           Transurban      Group   (Unit)               Goldman    Sachs
      (517,500)                                                (41,656)
           Treasury     Wine   Estates    Ltd            Goldman    Sachs
      (146,740)                                                29,874
           Treasury     Wine   Estates    Ltd            Credit    Suisse
      (225,843)                                               204,806
           Treasury     Wine   Estates    Ltd
      (211,037)                             HSBC                   6,538
                                  62/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           オーストラリア（続き）
           Washington      H Soul   Pattinson     & Co  Ltd
      (12,190)                            HSBC                   7,660
           Wesfarmers      Ltd                  Goldman    Sachs
      191,210                                                25,940
           Wesfarmers      Ltd                  Bank   of  America    Merrill    Lynch
      130,153                                                65,767
           Wesfarmers      Ltd
      121,251                             HSBC                   57,926
           Wesfarmers      Ltd                  JP  Morgan
      432,118                                               278,179
           Westpac    Banking    Corp               Goldman    Sachs
      (211,440)                                                8,112
           Westpac    Banking    Corp
      (12,450)                            HSBC                   (5,117)
           Whitehaven      Coal   Ltd               Goldman    Sachs
      (359,510)                                                55,317
           Whitehaven      Coal   Ltd               Credit    Suisse
      (140,807)                                                27,941
           Whitehaven      Coal   Ltd
      (144,571)                             HSBC                   18,610
           Whitehaven      Coal   Ltd               JP  Morgan
      (73,572)                                               11,204
           WiseTech     Global    Ltd               Credit    Suisse
      (50,996)                                               (79,424)
           WiseTech     Global    Ltd
      (73,614)                            HSBC                  (111,187)
           Woodside     Petroleum     Ltd              Bank   of  America    Merrill    Lynch
       24,258                                               (13,265)
           Woodside     Petroleum     Ltd              Credit    Suisse
      132,273                                                4,914
       42,991     Woodside     Petroleum     Ltd              HSBC                   17,260
           Woodside     Petroleum     Ltd              JP  Morgan
       53,842                                               21,616
           Woodside     Petroleum     Ltd              Goldman    Sachs
       49,120                                               (54,136)
           Woolworths      Group   Ltd               Credit    Suisse
       11,367                                               (10,071)
           Woolworths      Group   Ltd
       8,110                            Citibank                   (13,417)
           Woolworths      Group   Ltd
       17,426                            HSBC                   (15,440)
           Woolworths      Group   Ltd               JP  Morgan
       65,608                                               (60,638)
           WorleyParsons       Ltd                Goldman    Sachs
      (57,870)                                               23,579
           Xero   Ltd                     Goldman    Sachs
      (42,370)                                                 674
           Xero   Ltd                     Credit    Suisse
      (10,207)                                               (44,794)
           Xero   Ltd
      (15,691)                            HSBC                   (61,627)
           Xero   Ltd                     JP  Morgan                (107,224)
      (24,555)
                                                     (365,192)
           オーストリア
           Andritz    AG                   JP  Morgan
      (13,809)                                               75,811
           Andritz    AG                   Bank   of  America    Merrill    Lynch
      (18,696)                                               28,789
           Andritz    AG
      (13,508)                            Citibank                   25,624
           Andritz    AG                   Deutsche     Bank
      (11,606)                                               17,872
           Andritz    AG                   Goldman    Sachs
      (44,856)                                               55,598
        (575)   BAWAG   Group   AG                 Citibank                   1,617
           BAWAG   Group   AG                 Credit    Suisse
        (387)                                              1,071
           BAWAG   Group   AG
      (66,792)                            HSBC                  184,834
           BAWAG   Group   AG                 Bank   of  America    Merrill    Lynch
        (104)                                               155
           Erste   Group   Bank   AG               Goldman    Sachs
       12,380                                               (2,893)
           Immofinanz      AG                  Credit    Suisse
      (58,158)                                               18,820
           Immofinanz      AG
       (9,472)                            Citibank                   3,963
           Immofinanz      AG                  JP  Morgan
      (134,422)                                                43,498
           Immofinanz      AG                  Bank   of  America    Merrill    Lynch
       (8,146)                                               7,317
           Lenzing    AG
        (548)                           Citibank                   (1,040)
           Lenzing    AG
       (5,556)                            HSBC                   20,149
                                  63/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           オーストリア（続き）
           Oesterreichische         Post   AG
       50,618                            HSBC                  (200,511)
           Oesterreichische         Post   AG            Bank   of  America    Merrill    Lynch
       28,883                                               (67,681)
           Oesterreichische         Post   AG
       52,317                            Citibank                   (37,946)
           Oesterreichische         Post   AG            Credit    Suisse
      207,429                                               (821,682)
           Oesterreichische         Post   AG            JP  Morgan
       23,209                                               (91,937)
           OMV  AG                     JP  Morgan
       4,337                                               (9,921)
           OMV  AG                     Bank   of  America    Merrill    Lynch
       16,739                                               (36,236)
           OMV  AG
       72,011                            Citibank                  (146,243)
           OMV  AG                     Credit    Suisse
       23,417                                               (53,566)
           OMV  AG
       9,815                            HSBC                   (22,452)
           Raiffeisen      Bank   International       AG
       8,163                            Citibank                   (10,293)
           Raiffeisen      Bank   International       AG
       26,252                            HSBC                   (78,506)
           Raiffeisen      Bank   International       AG        JP  Morgan
       2,066                                               (6,178)
           Telekom    Austria    AG               Bank   of  America    Merrill    Lynch
       26,217                                                3,511
           Telekom    Austria    AG
       67,934                            Citibank                   (2,274)
       31,045     Telekom    Austria    AG               JP  Morgan                  2,078
           Telekom    Austria    AG               Credit    Suisse
       80,788                                                5,409
           UNIQA   Insurance     Group   AG            Bank   of  America    Merrill    Lynch
      (48,900)                                               63,023
           UNIQA   Insurance     Group   AG            Credit    Suisse
      (65,152)                                               107,959
           UNIQA   Insurance     Group   AG            Deutsche     Bank
      (39,080)                                               50,367
           UNIQA   Insurance     Group   AG            JP  Morgan
      (41,766)                                               69,208
           UNIQA   Insurance     Group   AG
      (168,638)                             HSBC                  279,439
           Verbund    AG                   Credit    Suisse
      (46,126)                                                (3,088)
           Verbund    AG                   JP  Morgan
      (26,459)                                                (1,771)
           Verbund    AG
      (40,944)                            Citibank                  116,046
           Verbund    AG                   Goldman    Sachs
      (13,190)                                               34,469
           Verbund    AG                   Bank   of  America    Merrill    Lynch
      (53,164)                                               131,697
           Verbund    AG
      (21,322)                            HSBC                   13,387
           Vienna    Insurance     Group   AG  Wiener
                                   Credit    Suisse
       24,965                                               (66,857)
           Versicherung       Gruppe
           Vienna    Insurance     Group   AG  Wiener
                                   JP  Morgan
       29,450                                               (78,868)
           Versicherung       Gruppe
           Vienna    Insurance     Group   AG  Wiener
       68,710                            HSBC                  (184,008)
           Versicherung       Gruppe
           Vienna    Insurance     Group   AG  Wiener
       3,401                            Bank   of  America    Merrill    Lynch       (8,159)
           Versicherung       Gruppe
      (11,834)     voestalpine      AG                 Credit    Suisse               52,952
           voestalpine      AG                 Goldman    Sachs
      (40,240)                                               80,221
           voestalpine      AG                 Bank   of  America    Merrill    Lynch
      (31,007)                                               113,831
           voestalpine      AG
      (31,468)                            Citibank                   87,433
           voestalpine      AG
      (37,770)                            HSBC                  169,004
           voestalpine      AG                 JP  Morgan
      (25,088)                                               112,258
           Wienerberger       AG                 Credit    Suisse
       43,672                                               (37,036)
           Wienerberger       AG                 Bank   of  America    Merrill    Lynch
       72,622                                              (102,104)
           Wienerberger       AG                 JP  Morgan                  (6,247)
       7,366
                                                     (100,087)
                                  64/337




                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           バルバドス
           Brookfield      Property     Partners             JP  Morgan
         1                                               (2)
                                                        (2)
           ベルギー
           Ackermans     & van  Haaren    NV            Bank   of  America    Merrill    Lynch
       3,187                                               4,267
           Ackermans     & van  Haaren    NV
       3,299                            Citibank                     －
           Ackermans     & van  Haaren    NV            Credit    Suisse
       3,542                                               (5,533)
           Ackermans     & van  Haaren    NV
       1,914                            HSBC                   (2,990)
                                   JP  Morgan
       13,814     Ageas                                          (34,374)
       14,867     Ageas                        HSBC                   (36,994)
                                   Bank   of  America    Merrill    Lynch
       76,568     Ageas                                          (104,235)
       18,144     Ageas                        Citibank                   (37,860)
                                   Credit    Suisse
       18,851     Ageas                                          (46,908)
                                   Goldman    Sachs
       68,490     Ageas                                          (117,403)
           Anheuser-Busch        InBev   SA/NV
       (8,145)                            Citibank                   12,906
           Anheuser-Busch        InBev   SA/NV             JP  Morgan
      (34,005)                                               148,363
      (115,410)      Anheuser-Busch        InBev   SA/NV             Bank   of  America    Merrill    Lynch      342,555
           Anheuser-Busch        InBev   SA/NV             Goldman    Sachs
      (11,000)                                               22,281
           Anheuser-Busch        InBev   SA/NV             Credit    Suisse
      (30,989)                                               123,553
           Anheuser-Busch        InBev   SA/NV
      (35,828)                            HSBC                  156,317
           Befimmo    SA  (Reit)
       3,332                            HSBC                   (2,231)
           Befimmo    SA  (Reit)                  Bank   of  America    Merrill    Lynch
       19,893                                               (6,659)
           Befimmo    SA  (Reit)
       9,031                            Citibank                   (13,100)
           Befimmo    SA  (Reit)                  JP  Morgan
       17,431                                               (11,670)
           Befimmo    SA  (Reit)                  Credit    Suisse
       9,706                                               (6,498)
           Bekaert    SA                   JP  Morgan
       (1,166)                                                130
           Bekaert    SA
      (14,067)                            HSBC                   1,570
           bpost   SA
        631                           Citibank                    (184)
           bpost   SA                    Credit    Suisse
       20,228                                               (33,451)
           bpost   SA
      105,518                             HSBC                  (174,494)
           Cie  d’Entreprises        CFE              Citibank
       1,487                                               (1,825)
           Cie  d’Entreprises        CFE              Bank   of  America    Merrill    Lynch
       1,339                                               (1,793)
           Cie  d’Entreprises        CFE              Deutsche     Bank
       1,855                                               (2,484)
           Colruyt    SA                   Bank   of  America    Merrill    Lynch
       17,309                                               14,293
           Colruyt    SA
       32,707                            Citibank                   22,628
       21,001     Colruyt    SA                   JP  Morgan                 37,494
           Colruyt    SA                   Credit    Suisse
       21,775                                               38,876
           Colruyt    SA                   Deutsche     Bank
       7,586                                               6,264
           Colruyt    SA
       9,958                            HSBC                   17,779
           D’ieteren      SA/NV                  Bank   of  America    Merrill    Lynch
       2,516                                               6,176
           D’ieteren      SA/NV                  Citibank
       10,680                                               (6,554)
           D’ieteren      SA/NV                  JP  Morgan
       33,958                                               90,941
           D’ieteren      SA/NV                  Credit    Suisse
       10,710                                               28,682
           D’ieteren      SA/NV                  Deutsche     Bank
        310                                               761
           Groupe    Bruxelles     Lambert    SA           Credit    Suisse
       10,106                                                2,255
           Groupe    Bruxelles     Lambert    SA           Goldman    Sachs
       30,640                                               (18,772)
                                  65/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           ベルギー（続き）
           Groupe    Bruxelles     Lambert    SA           Bank   of  America    Merrill    Lynch
       6,120                                                273
           Groupe    Bruxelles     Lambert    SA
       8,029                            Citibank                   (6,809)
           Groupe    Bruxelles     Lambert    SA           JP  Morgan
       2,413                                                539
           Groupe    Bruxelles     Lambert    SA
       4,246                            HSBC                     948
           KBC  Ancora                     Credit    Suisse
       5,274                                               (8,592)
           KBC  Ancora
       7,774                            Citibank                   (4,164)
           KBC  Ancora                     JP  Morgan
       17,392                                               (28,334)
           KBC  Ancora                     Bank   of  America    Merrill    Lynch
       22,351                                               (5,986)
           KBC  Ancora                     Deutsche     Bank
       13,157                                               (3,523)
           KBC  Ancora
       4,943                            HSBC                   (8,053)
           KBC  Group   NV
      (63,379)                            HSBC                  182,461
           Melexis    NV                   Credit    Suisse
       11,154                                              (123,217)
           Melexis    NV
       1,983                            HSBC                   (21,906)
           Proximus     SADP                   Goldman    Sachs
      (12,250)                                                (1,529)
           Sofina    SA
        700                           HSBC                   (5,468)
       7,958    Sofina    SA                    Goldman    Sachs              (24,189)
           Sofina    SA
       6,830                            Citibank                   (15,242)
           Sofina    SA                    JP  Morgan
       6,431                                              (50,232)
           Sofina    SA                    Bank   of  America    Merrill    Lynch
       3,574                                              (17,547)
           Sofina    SA                    Deutsche     Bank
       4,192                                              (20,582)
           Sofina    SA                    Credit    Suisse
       4,153                                              (17,820)
           Solvay    SA                    Bank   of  America    Merrill    Lynch
       7,710                                              (52,652)
           Solvay    SA                    JP  Morgan
       4,447                                              (54,386)
           Solvay    SA
       17,133                            Citibank                   (49,706)
           Solvay    SA                    Credit    Suisse
       27,444                                              (335,632)
           Solvay    SA
       6,747                            HSBC                   (82,514)
           Telenet    Group   Holding    NV            Goldman    Sachs
       18,420                                               20,918
           Telenet    Group   Holding    NV            Credit    Suisse
       7,937                                               6,022
           Telenet    Group   Holding    NV
       11,976                            Citibank                   10,958
           UCB  SA                     Credit    Suisse
       6,313                                               (8,453)
           UCB  SA
       38,779                            HSBC                   (51,926)
           Umicore    SA                   Goldman    Sachs
      (116,210)                                               186,467
           Umicore    SA                   Bank   of  America    Merrill    Lynch
      (219,068)                                               814,008
           Umicore    SA                   Credit    Suisse
      (99,781)                                               477,705
      (180,800)      Umicore    SA                   Citibank                  244,112
           Umicore    SA                   Deutsche     Bank
      (80,483)                                               299,057
           Umicore    SA
      (168,125)                             HSBC                  840,458
           Umicore    SA                   JP  Morgan                 50,960
      (10,194)
                                                    2,548,503
           カナダ
           Alimentation       Couche-Tard      Inc   ‘B’        HSBC
      (38,734)                                                (9,702)
           Alimentation       Couche-Tard      Inc   ‘B’        JP  Morgan
      (21,994)                                               (53,319)
           Alimentation       Couche-Tard      Inc   ‘B’        Citibank
      (21,863)                                               32,803
           Bank   of  Montreal                   Bank   of  America    Merrill    Lynch
       48,077                                              (208,582)
           Bank   of  Montreal                   Credit    Suisse
       69,812                                              (400,400)
                                  66/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           カナダ（続き）
           Bank   of  Montreal
       64,428                            Citibank                  (302,854)
           Bank   of  Montreal
      136,267                             HSBC                  (781,546)
           Bank   of  Montreal                   Goldman    Sachs
       15,850                                               (71,713)
           Bank   of  Nova   Scotia/The                 Credit    Suisse
       26,671                                               (62,322)
           Bank   of  Nova   Scotia/The
       43,568                            HSBC                  (114,958)
           Bank   of  Nova   Scotia/The                 Bank   of  America    Merrill    Lynch
       22,237                                               (36,651)
           Bank   of  Nova   Scotia/The                 Goldman    Sachs
       4,520                                               (8,789)
           BCE  Inc
       31,445                            Citibank                   (1,859)
           BCE  Inc                     Bank   of  America    Merrill    Lynch
      126,060                                                66,151
           BCE  Inc                     Credit    Suisse
       15,850                                               15,581
           BCE  Inc
       33,051                            HSBC                   28,336
           BCE  Inc                     JP  Morgan
       10,430                                                6,048
           Canadian     Imperial     Bank   of  Commerce          Credit    Suisse
       25,596                                              (180,047)
           Canadian     Imperial     Bank   of  Commerce
       28,565                            HSBC                  (217,035)
           Canadian     Imperial     Bank   of  Commerce          JP  Morgan
       31,586                                              (224,610)
      108,686     Canadian     Imperial     Bank   of  Commerce          Citibank                  (455,469)
           Canadian     Imperial     Bank   of  Commerce          Goldman    Sachs
       21,210                                              (102,577)
           Canadian     National     Railway    Co          Bank   of  America    Merrill    Lynch
       4,259                                              (15,550)
           Canadian     National     Railway    Co          Credit    Suisse
       17,995                                               (70,490)
           Canadian     National     Railway    Co
       1,800                            HSBC                   (5,011)
           Canadian     National     Railway    Co          JP  Morgan
       66,230                                              (259,438)
           Canadian     Natural    Resources     Ltd          Goldman    Sachs
       65,590                                               12,996
           Canadian     Natural    Resources     Ltd          Bank   of  America    Merrill    Lynch
       30,060                                               (16,219)
           Canadian     Natural    Resources     Ltd          Credit    Suisse
       10,300                                               (10,049)
           Canadian     Natural    Resources     Ltd
       8,076                            HSBC                   (7,879)
           Canadian     Natural    Resources     Ltd          JP  Morgan
       60,180                                               (58,712)
           Canadian     Natural    Resources     Ltd
       47,791                            Citibank                   20,134
           Canadian     Pacific    Railway    Ltd           Credit    Suisse
       6,728                                              (12,829)
           Canadian     Pacific    Railway    Ltd
       5,566                            Citibank                   (39,246)
           Canadian     Pacific    Railway    Ltd
       5,684                            HSBC                   (10,839)
           Canadian     Pacific    Railway    Ltd           JP  Morgan
       13,583                                               (25,901)
           Canadian     Tire   Corp   Ltd   ‘A’           HSBC
       3,142                                              (39,083)
           Canadian     Tire   Corp   Ltd   ‘A’           Bank   of  America    Merrill    Lynch
       10,581                                               (38,867)
           Canadian     Tire   Corp   Ltd   ‘A’           Credit    Suisse
       9,470                                              (117,798)
       36,890     Canadian     Tire   Corp   Ltd   ‘A’           Goldman    Sachs              (139,783)
           Canadian     Tire   Corp   Ltd   ‘A’           Citibank
       12,520                                               (47,748)
           Cenovus    Energy    Inc
      (391,703)                             Citibank                   86,852
           Cenovus    Energy    Inc
      (360,084)                             HSBC                  156,028
           Cenovus    Energy    Inc                JP  Morgan
      (46,380)                                               29,199
           CGI  Inc                     Goldman    Sachs
       16,960                                                7,870
           CGI  Inc                     Bank   of  America    Merrill    Lynch
       76,325                                               125,234
           CGI  Inc                     Credit    Suisse
       14,100                                               24,907
           CGI  Inc
       28,537                            Citibank                   5,273
           CGI  Inc
       14,000                            HSBC                   28,713
           CGI  Inc                     JP  Morgan
       25,483                                               45,014
                                  67/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           カナダ（続き）
           Constellation       Software     Inc/Canada
        610                           Citibank                   (18,949)
           Constellation       Software     Inc/Canada
        686                           HSBC                   6,342
           Constellation       Software     Inc/Canada            JP  Morgan
        456                                              5,571
           Constellation       Software     Inc/Canada            Goldman    Sachs
        890                                             (12,984)
           Dollarama     Inc                  Goldman    Sachs
       (6,550)                                               5,892
           Enbridge     Inc                   Goldman    Sachs
      (49,270)                                               28,952
           Enbridge     Inc                   Bank   of  America    Merrill    Lynch
      (62,320)                                                1,842
           Enbridge     Inc
      (31,124)                            Citibank                   16,793
           Enbridge     Inc                   JP  Morgan
      (194,515)                                                23,548
           Fairfax    Financial     Holdings     Ltd
       (1,096)                            HSBC                   7,857
           Fairfax    Financial     Holdings     Ltd          JP  Morgan
       (2,620)                                               13,634
           Fairfax    Financial     Holdings     Ltd          Bank   of  America    Merrill    Lynch
       (2,293)                                                (458)
           Fairfax    Financial     Holdings     Ltd          Goldman    Sachs
       (5,390)                                               (26,542)
           Fortis    Inc/Canada                    Goldman    Sachs
       6,640                                               4,196
           Fortis    Inc/Canada                    Credit    Suisse
       50,320                                               47,977
       26,050     Fortis    Inc/Canada                    HSBC                   17,644
           Fortis    Inc/Canada                    JP  Morgan
       28,740                                               27,402
           Fortis    Inc/Canada                    Bank   of  America    Merrill    Lynch
       43,764                                               16,820
           Franco-Nevada       Corp
      (66,406)                            HSBC                  (255,382)
           Franco-Nevada       Corp                JP  Morgan
       (8,817)                                               (60,214)
           Franco-Nevada       Corp                Bank   of  America    Merrill    Lynch
      (11,089)                                               (17,211)
           Franco-Nevada       Corp
      (15,187)                            Citibank                   (50,287)
           George    Weston    Ltd                Goldman    Sachs
      (10,130)                                               14,156
           Hydro   One  Ltd   ‘144A’                Goldman    Sachs
      283,140                                                18,939
           Hydro   One  Ltd   ‘144A’                Bank   of  America    Merrill    Lynch
       85,063                                               31,435
           Hydro   One  Ltd   ‘144A’                Credit    Suisse
       39,890                                               30,662
           Hydro   One  Ltd   ‘144A’                Citibank
       43,640                                                5,161
           Hydro   One  Ltd   ‘144A’                HSBC
       58,261                                               44,783
           Hydro   One  Ltd   ‘144A’                JP  Morgan
       16,302                                               12,531
           IGM  Financial     Inc
       6,049                            HSBC                     313
           IGM  Financial     Inc                Goldman    Sachs
      102,210                                               (38,722)
           Imperial     Oil  Ltd                 Bank   of  America    Merrill    Lynch
       34,498                                               (40,541)
           Imperial     Oil  Ltd
       16,705                            Citibank                   (16,421)
           Imperial     Oil  Ltd
       29,392                            HSBC                   (42,610)
       86,770     Imperial     Oil  Ltd                 Goldman    Sachs              (54,370)
           Intact    Financial     Corp               Bank   of  America    Merrill    Lynch
       (5,530)                                               (1,839)
           Intact    Financial     Corp               JP  Morgan
       (4,008)                                               (15,611)
           Intact    Financial     Corp
      (57,130)                            HSBC                   22,624
           Inter   Pipeline     Ltd                Goldman    Sachs
      (404,790)                                                88,392
           Inter   Pipeline     Ltd
      (84,850)                            Citibank                   16,932
           Inter   Pipeline     Ltd
      (224,659)                             HSBC                   59,505
           Inter   Pipeline     Ltd                JP  Morgan
      (26,344)                                                9,151
           Loblaw    Cos  Ltd
       16,196                            Citibank                   (7,422)
           Loblaw    Cos  Ltd                  Bank   of  America    Merrill    Lynch
       12,531                                                2,130
           Loblaw    Cos  Ltd                  Credit    Suisse
       11,354                                               13,535
                                  68/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           カナダ（続き）
           Loblaw    Cos  Ltd
       12,141                            HSBC                   15,614
           Loblaw    Cos  Ltd                  Goldman    Sachs
       19,200                                               (10,241)
           Metro   Inc/CN                    Bank   of  America    Merrill    Lynch
       (5,270)                                               (3,155)
           Metro   Inc/CN                    Goldman    Sachs
      (196,870)                                                (12,172)
           Metro   Inc/CN
      (30,160)                            Citibank                   7,579
           National     Bank   of  Canada               Bank   of  America    Merrill    Lynch
       58,991                                              (112,924)
           National     Bank   of  Canada               Credit    Suisse
      101,742                                               (206,766)
           National     Bank   of  Canada
       29,493                            Citibank                   (45,776)
           National     Bank   of  Canada
       44,608                            HSBC                   (95,942)
           National     Bank   of  Canada               JP  Morgan
       55,180                                              (118,680)
           National     Bank   of  Canada               Goldman    Sachs
       89,230                                              (146,543)
           Pembina    Pipeline     Corp
       13,325                            HSBC                   2,561
           Pembina    Pipeline     Corp               JP  Morgan
       4,858                                                934
           RioCan    Real   Estate    Investment      Trust   (Reit)     Bank   of  America    Merrill    Lynch
       26,706                                               (3,948)
           RioCan    Real   Estate    Investment      Trust   (Reit)
       58,522                            Citibank                   (20,762)
       29,530     RioCan    Real   Estate    Investment      Trust   (Reit)     Credit    Suisse                2,730
           RioCan    Real   Estate    Investment      Trust   (Reit)     Goldman    Sachs
      465,663                                               (151,922)
           Rogers    Communications        Inc   ‘B’          Citibank
       4,730                                               2,762
           Rogers    Communications        Inc   ‘B’          HSBC
       27,029                                               38,356
           Rogers    Communications        Inc   ‘B’          JP  Morgan
       17,983                                               28,660
           Rogers    Communications        Inc   ‘B’          Goldman    Sachs
       3,260                                               6,042
           Rogers    Communications        Inc   ‘B’          Bank   of  America    Merrill    Lynch
       57,996                                               119,164
           Royal   Bank   of  Canada                Bank   of  America    Merrill    Lynch
       22,386                                               (49,636)
           Royal   Bank   of  Canada                Credit    Suisse
      125,943                                               (387,665)
           Royal   Bank   of  Canada
       34,456                            Citibank                   (88,368)
           Royal   Bank   of  Canada
       11,173                            HSBC                   (34,849)
           Royal   Bank   of  Canada                JP  Morgan
       25,952                                               (80,944)
           Saputo    Inc                    Goldman    Sachs
      (82,220)                                               12,651
           Shopify    Inc   ‘A’                 HSBC
       (3,450)                                               (75,596)
           Shopify    Inc   ‘A’                 Citibank
      (46,478)                                               63,551
           SNC-Lavalin      Group   Inc
      (31,149)                            Citibank                   68,146
           SNC-Lavalin      Group   Inc
      (420,664)                             HSBC                  777,963
           SNC-Lavalin      Group   Inc              Bank   of  America    Merrill    Lynch
      (68,699)                                               120,845
           Sun  Life   Financial     Inc              Bank   of  America    Merrill    Lynch
       34,887                                               (22,691)
      137,678     Sun  Life   Financial     Inc              Citibank                  (126,179)
           Sun  Life   Financial     Inc              Goldman    Sachs
      163,770                                               (126,672)
           Sun  Life   Financial     Inc              Credit    Suisse
       20,678                                               (44,321)
           Sun  Life   Financial     Inc
       43,120                            HSBC                   (15,514)
           Suncor    Energy    Inc
       21,618                            Citibank                   (27,082)
           Suncor    Energy    Inc
       31,385                            HSBC                   (62,515)
           Suncor    Energy    Inc                JP  Morgan
       85,223                                              (143,873)
           Suncor    Energy    Inc                Goldman    Sachs
       77,850                                               (68,702)
           TC  Energy    Corp
      (83,920)                            HSBC                   34,840
           Teck   Resources     Ltd   ‘B’             Bank   of  America    Merrill    Lynch
      (38,282)                                               35,651
           Teck   Resources     Ltd   ‘B’             Citibank
       (7,690)                                                511
                                  69/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           カナダ（続き）
           Teck   Resources     Ltd   ‘B’             Goldman    Sachs
      (26,040)                                                7,512
           Teck   Resources     Ltd   ‘B’             JP  Morgan
      (28,918)                                               54,502
           TELUS   Corp                    Goldman    Sachs
       17,530                                                3,719
           TELUS   Corp                    Credit    Suisse
       35,730                                               19,512
           TELUS   Corp
      173,447                             Citibank                   3,846
           TELUS   Corp
       15,827                            HSBC                   6,434
           TELUS   Corp                    JP  Morgan
       11,700                                                6,812
           Toronto-Dominion         Bank/The               JP  Morgan
       82,400                                               (42,687)
           Toronto-Dominion         Bank/The               Bank   of  America    Merrill    Lynch
       94,400                                               17,443
           Toronto-Dominion         Bank/The
       6,900                            Citibank                   1,938
           Wheaton    Precious     Metals    Corp
      (13,635)                            Citibank                   (29,830)
           Wheaton    Precious     Metals    Corp
      (86,432)                            HSBC                  (141,089)
           Wheaton    Precious     Metals    Corp           JP  Morgan                 (18,170)
       (9,570)
                                                    (4,576,516)
           デンマーク
      (103,968)      Ambu   A/S   ‘B’                  Bank   of  America    Merrill    Lynch      393,024
           Ambu   A/S   ‘B’                  Citibank
      (126,611)                                               327,278
           Ambu   A/S   ‘B’                  Deutsche     Bank
      (25,167)                                               95,137
           Ambu   A/S   ‘B’                  JP  Morgan
      (83,721)                                               906,924
           Ambu   A/S   ‘B’                  Goldman    Sachs
       (4,857)                                                359
           Ambu   A/S   ‘B’                  HSBC
      (26,495)                                               287,012
           Ambu   A/S   ‘B’                  Credit    Suisse
      (118,937)                                               526,213
           AP  Moller    - Maersk    A/S   ‘A’           Credit    Suisse
        136                                             (22,048)
           AP  Moller    - Maersk    A/S   ‘A’           Bank   of  America    Merrill    Lynch
        566                                             (50,319)
           AP  Moller    - Maersk    A/S   ‘A’           Citibank
        638                                             (43,851)
           AP  Moller    - Maersk    A/S   ‘A’           HSBC
        664                                             (99,392)
           AP  Moller    - Maersk    A/S   ‘A’           JP  Morgan
        371                                             (60,145)
           AP  Moller    - Maersk    A/S   ‘A’           Goldman    Sachs
       1,763                                              (77,587)
           AP  Moller    - Maersk    A/S   ‘B’           HSBC
        613                                             (83,765)
           AP  Moller    - Maersk    A/S   ‘B’           Bank   of  America    Merrill    Lynch
       2,285                                              (224,652)
           AP  Moller    - Maersk    A/S   ‘B’           Citibank
       1,312                                              (108,211)
           AP  Moller    - Maersk    A/S   ‘B’           JP  Morgan
       1,101                                              (202,673)
           AP  Moller    - Maersk    A/S   ‘B’           Goldman    Sachs
       1,220                                              (66,430)
           Carlsberg     A/S   ‘B’                Citibank
       31,900                                               (23,832)
       44,769     Carlsberg     A/S   ‘B’                JP  Morgan                 47,002
           Carlsberg     A/S   ‘B’                Bank   of  America    Merrill    Lynch
       13,550                                                1,215
           Carlsberg     A/S   ‘B’                Deutsche     Bank
       13,461                                                1,207
           Carlsberg     A/S   ‘B'                HSBC
       31,640                                               33,093
           Carlsberg     A/S   ‘B'                Goldman    Sachs
       2,780                                                (127)
           Chr  Hansen    Holding    A/S
       (7,775)                            HSBC                   3,485
           Chr  Hansen    Holding    A/S              Bank   of  America    Merrill    Lynch
      (28,203)                                               33,712
           Chr  Hansen    Holding    A/S
      (24,984)                            Citibank                  104,525
           Chr  Hansen    Holding    A/S              Credit    Suisse
      (19,615)                                                8,792
           Coloplast     A/S   ‘B’                Bank   of  America    Merrill    Lynch
       10,442                                               18,098
           Coloplast     A/S   ‘B’                Citibank
       23,453                                               (70,085)
                                  70/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           デンマーク（続き）
           Coloplast     A/S   ‘B’                JP  Morgan
       21,731                                               (12,988)
           Coloplast     A/S   ‘B’                Credit    Suisse
       13,422                                               (8,022)
           Coloplast     A/S   ‘B’                Deutsche     Bank
       10,923                                               18,932
           Coloplast     A/S   ‘B’                HSBC
       40,044                                               (26,417)
           Coloplast     A/S   ‘B’                Goldman    Sachs
       18,110                                               (17,352)
           Danske    Bank   A/S
      (27,191)                            HSBC                   8,532
           Demant    A/S                    Credit    Suisse
      (32,475)                                               (17,468)
           Demant    A/S                    Bank   of  America    Merrill    Lynch
      (68,447)                                               (66,476)
           Demant    A/S
      (72,629)                            Citibank                  125,883
           Demant    A/S                    JP  Morgan
      (40,829)                                               (13,101)
           Demant    A/S
      (104,168)                             HSBC                   (21,376)
           Dfds   A/S
       43,534                            Citibank                   (79,357)
           Dfds   A/S                     JP  Morgan
       41,706                                              (261,726)
           Dfds   A/S                     Credit    Suisse
       17,955                                              (112,677)
           Dfds   A/S                     Bank   of  America    Merrill    Lynch
       26,894                                               (53,847)
       5,017    Dfds   A/S                     Deutsche     Bank              (10,045)
           Drilling     Co  of  1972   A/S/The             Citibank
       4,527                                              (36,864)
           Drilling     Co  of  1972   A/S/The             JP  Morgan
       6,626                                              (47,440)
           Drilling     Co  of  1972   A/S/The             Goldman    Sachs
       27,799                                              (135,191)
           Genmab    A/S
      (10,683)                            Citibank                   88,590
           GN  Store   Nord   A/S                Bank   of  America    Merrill    Lynch
       61,720                                               (84,842)
           GN  Store   Nord   A/S                JP  Morgan
       28,591                                               (21,787)
           GN  Store   Nord   A/S
       34,771                            Citibank                  (110,661)
           GN  Store   Nord   A/S                Credit    Suisse
       14,716                                               (11,214)
           H Lundbeck     A/S
       6,169                            HSBC                   (7,927)
           H Lundbeck     A/S                  JP  Morgan
       16,226                                               (20,850)
           H Lundbeck     A/S                  Bank   of  America    Merrill    Lynch
       4,907                                               1,540
           H Lundbeck     A/S                  Credit    Suisse
       11,299                                               (14,519)
           H Lundbeck     A/S
       28,565                            Citibank                   (29,877)
           ISS  A/S                     Credit    Suisse
      (12,047)                                               58,231
           ISS  A/S                     Bank   of  America    Merrill    Lynch
      (25,126)                                               97,423
           ISS  A/S
      (36,137)                            HSBC                  174,673
           Jyske   Bank   A/S                  JP  Morgan
       6,971                                               (8,124)
           Jyske   Bank   A/S                  Credit    Suisse
       9,213                                              (10,737)
       16,540     Jyske   Bank   A/S                  Goldman    Sachs               5,154
           Novo   Nordisk    A/S   ‘B’              Bank   of  America    Merrill    Lynch
       24,432                                                6,206
           Novo   Nordisk    A/S   ‘B’              Citibank
       37,743                                               (32,427)
           Novo   Nordisk    A/S   ‘B’              JP  Morgan
       79,355                                              (106,713)
           Novo   Nordisk    A/S   ‘B’              Goldman    Sachs
       5,440                                               1,856
           Novo   Nordisk    A/S   ‘B’              Credit    Suisse
       49,224                                               (66,194)
           Novo   Nordisk    A/S   ‘B’              HSBC
       44,162                                               (59,387)
           Novozymes     A/S   ‘B’                Citibank
       14,548                                               (18,477)
           Novozymes     A/S   ‘B’                JP  Morgan
       10,781                                               (4,833)
           Novozymes     A/S   ‘B’                Bank   of  America    Merrill    Lynch
       22,671                                               (21,680)
           Novozymes     A/S   ‘B’                HSBC
      105,999                                               (47,514)
                                  71/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           デンマーク（続き）
           Orsted    A/S   ‘144A’                 Bank   of  America    Merrill    Lynch
      (14,865)                                               (39,535)
           Orsted    A/S   ‘144A’                 Credit    Suisse
      (57,866)                                               (202,320)
           Orsted    A/S   ‘144A’                 JP  Morgan
      (51,739)                                               (180,898)
           Orsted    A/S   ‘144A’                 HSBC
      (49,240)                                               (172,160)
           Pandora    A/S
       35,434                            Citibank                   (59,298)
           Pandora    A/S                   JP  Morgan
       3,996                                              (23,883)
           Pandora    A/S                   Credit    Suisse
       19,784                                               (83,364)
           Pandora    A/S                   Bank   of  America    Merrill    Lynch
       39,344                                               (29,981)
           Pandora    A/S                   Deutsche     Bank
       23,558                                               (17,952)
           Pandora    A/S
       54,102                            HSBC                  (323,349)
           Pandora    A/S                   Goldman    Sachs
       22,820                                               (5,077)
           Rockwool     International       A/S   ‘B’         Credit    Suisse
       1,678                                              (13,038)
           Rockwool     International       A/S   ‘B’         HSBC
       7,196                                              (55,910)
           Royal   Unibrew    A/S
         21                          Citibank                     (68)
           Royal   Unibrew    A/S                JP  Morgan
        152                                               (404)
         70  Royal   Unibrew    A/S                Credit    Suisse                (186)
           Royal   Unibrew    A/S
       1,637                            HSBC                   (4,354)
           SimCorp    A/S                   Credit    Suisse
       2,447                                               8,409
           SimCorp    A/S
       42,801                            HSBC                  147,089
           Sydbank    A/S                   Bank   of  America    Merrill    Lynch
       20,477                                                4,589
           Sydbank    A/S
       11,396                            Citibank                   3,065
           Sydbank    A/S                   JP  Morgan
        183                                                (3)
           Sydbank    A/S                   Credit    Suisse
       51,673                                                (772)
           Topdanmark      A/S
        215                           Citibank                     13
           Topdanmark      A/S                  Credit    Suisse
         80                                               98
           Topdanmark      A/S
        731                           HSBC                     896
           Tryg   A/S                     Credit    Suisse
      (65,861)                                               (61,012)
           Tryg   A/S                     Bank   of  America    Merrill    Lynch
      (49,618)                                               (34,103)
           Tryg   A/S
      (10,681)                            Citibank                   (1,277)
           Vestas    Wind   Systems    A/S
       4,809                            HSBC                   (26,299)
           Vestas    Wind   Systems    A/S             JP  Morgan
       8,016                                              (43,837)
           Vestas    Wind   Systems    A/S
       14,950                            Citibank                   (47,803)
           Vestas    Wind   Systems    A/S             Bank   of  America    Merrill    Lynch
       12,402                                               (5,930)
           Vestas    Wind   Systems    A/S             Goldman    Sachs              (14,840)
       13,260
                                                     (640,625)
           フィンランド
           Amer   Sports    OYJ                 Bank   of  America    Merrill    Lynch
      (17,006)                                                1,518
           Amer   Sports    OYJ
        (163)                           Citibank                     47
           Amer   Sports    OYJ                 Deutsche     Bank
        (47)                                                ▶
           Amer   Sports    OYJ                 Credit    Suisse
       (2,535)                                               2,800
           DNA  OYJ                     Bank   of  America    Merrill    Lynch
      (20,004)                                                1,786
           DNA  OYJ                     Credit    Suisse
      (21,170)                                                (1,417)
           DNA  OYJ
      (16,448)                            Citibank                   1,101
           DNA  OYJ
      (56,055)                            HSBC                   (3,753)
           Elisa   OYJ                    Bank   of  America    Merrill    Lynch
      (26,550)                                               (35,255)
                                  72/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           フィンランド（続き）
           Elisa   OYJ                    JP  Morgan
      (35,981)                                               (67,626)
           Elisa   OYJ                    Deutsche     Bank
      (17,447)                                               (23,167)
           Elisa   OYJ
      (31,177)                            HSBC                   (56,432)
           Elisa   OYJ                    Goldman    Sachs
      (50,820)                                               (20,211)
           Fortum    OYJ
      (12,787)                            HSBC                   (6,992)
           Fortum    OYJ                    Bank   of  America    Merrill    Lynch
      (140,491)                                                (25,867)
           Fortum    OYJ
      (50,043)                            Citibank                   38,530
           Huhtamaki     OYJ                  Credit    Suisse
      (41,582)                                               38,975
           Huhtamaki     OYJ                  JP  Morgan
      (91,260)                                               85,539
           Huhtamaki     OYJ                  Bank   of  America    Merrill    Lynch
      (49,379)                                                (1,102)
           Kemira    OYJ                    Bank   of  America    Merrill    Lynch
       4,354                                                (972)
           Kemira    OYJ
       11,938                            Citibank                   (3,863)
           Kemira    OYJ                    JP  Morgan
       43,965                                                (981)
           Kemira    OYJ                    Credit    Suisse
       48,443                                               (1,081)
           Kemira    OYJ                    Deutsche     Bank
       62,051                                               (13,848)
        (943)   Kesko   OYJ   ‘B’                  HSBC                    (968)
           Kone   OYJ   ‘B’
      (41,926)                            HSBC                     －
           Kone   OYJ   ‘B’                  Bank   of  America    Merrill    Lynch
      (16,544)                                                2,954
           Kone   OYJ   ‘B’                  JP  Morgan
      (52,408)                                                  －
           Metsa   Board   OYJ
      334,081                             HSBC                  (266,913)
           Metsa   Board   OYJ                 JP  Morgan
       40,516                                               (32,370)
           Metsa   Board   OYJ                 Deutsche     Bank
       5,270                                               (2,199)
           Metsa   Board   OYJ
      151,905                             Citibank                   (71,191)
           Metsa   Board   OYJ                 Bank   of  America    Merrill    Lynch
       67,467                                               (28,156)
           Metsa   Board   OYJ                 Credit    Suisse
       77,224                                               (61,698)
           Metso   OYJ
       53,846                            HSBC                  (167,635)
           Neste   OYJ                    Bank   of  America    Merrill    Lynch
      141,819                                                50,640
           Neste   OYJ                    JP  Morgan
       49,116                                               99,747
           Neste   OYJ
       14,565                            Citibank                   (32,992)
           Neste   OYJ                    Credit    Suisse
       31,987                                               64,961
           Neste   OYJ
       50,415                            HSBC                   85,956
           Neste   OYJ                    Goldman    Sachs
       22,650                                               (19,316)
           Nokia   OYJ                    Credit    Suisse
     (1,277,455)                                                540,091
           Nokia   OYJ                    Bank   of  America    Merrill    Lynch
     (1,154,575)                                                (336,899)
      (22,086)     Nokia   OYJ                    Citibank                   2,354
           Nokia   OYJ                    JP  Morgan
      (598,319)                                                (27,373)
           Nokia   OYJ
     (1,143,893)                              HSBC                   (80,616)
           Nokia   OYJ                    Goldman    Sachs
      (47,300)                                                (7,472)
           Nokian    Renkaat    OYJ                Bank   of  America    Merrill    Lynch
       (7,051)                                               1,652
           Nokian    Renkaat    OYJ                JP  Morgan
       (6,378)                                               12,739
           Nokian    Renkaat    OYJ                Deutsche     Bank
      (35,032)                                                8,209
           Nokian    Renkaat    OYJ
      (100,225)                             HSBC                  200,186
           Nordea    Bank   Abp                 Goldman    Sachs
      (283,820)                                                70,178
           Orion   OYJ   ‘B’                  HSBC
       3,150                                               (1,511)
           Orion   OYJ   ‘B’                  Bank   of  America    Merrill    Lynch
       23,838                                                3,458
                                  73/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           フィンランド（続き）
           Orion   OYJ   ‘B’                  Citibank
       17,867                                               (15,152)
           Orion   OYJ   ‘B’                  Credit    Suisse
       36,105                                               (3,041)
           Orion   OYJ   ‘B’                  Goldman    Sachs
       72,570                                               (35,550)
           Sampo   OYJ   ‘A’                  Goldman    Sachs
      (34,040)                                               10,064
           Sampo   OYJ   ‘A’                  HSBC
      (12,730)                                               13,210
           Stora   Enso   OYJ   ‘R’               JP  Morgan
       32,853                                               (53,376)
           Stora   Enso   OYJ   ‘R’               HSBC
      256,310                                               (416,421)
           Tieto   OYJ
       37,871                            Citibank                   (37,187)
           Tieto   OYJ                    JP  Morgan
       40,535                                               (16,283)
           Tieto   OYJ                    Credit    Suisse
       43,072                                               (17,302)
           UPM-Kymmene      OYJ                 Bank   of  America    Merrill    Lynch
       12,082                                               (18,470)
           UPM-Kymmene      OYJ
      181,194                             Citibank                  (270,928)
           UPM-Kymmene      OYJ                 JP  Morgan
       87,046                                              (189,968)
           UPM-Kymmene      OYJ                 Credit    Suisse
       20,610                                               (49,899)
           UPM-Kymmene      OYJ
      101,896                             HSBC                  (245,593)
       93,360     UPM-Kymmene      OYJ                 Goldman    Sachs              (105,122)
           Valmet    OYJ
       64,308                            HSBC                  (209,534)
           Wartsila     OYJ  Abp                 Goldman    Sachs
      (122,030)                                                93,164
           Wartsila     OYJ  Abp                 Bank   of  America    Merrill    Lynch
      (29,320)                                               21,593
           Wartsila     OYJ  Abp
      (61,488)                            Citibank                   65,524
           Wartsila     OYJ  Abp                 JP  Morgan
      (62,951)                                               45,343
           Wartsila     OYJ  Abp                 Credit    Suisse
      (88,284)                                               71,421
           Wartsila     OYJ  Abp                                   129,094
      (159,574)                             HSBC
                                                    (1,320,864)
           フランス
           Accor   SA                    Bank   of  America    Merrill    Lynch
      (28,697)                                               63,403
           Accor   SA                    JP  Morgan
      (110,277)                                               461,447
           Accor   SA
      (354,557)                             Citibank                  656,750
           Accor   SA                    Credit    Suisse
      (130,153)                                               544,617
           Accor   SA                    Goldman    Sachs
      (128,980)                                               218,255
           Accor   SA
      (142,117)                             HSBC                  594,680
           Aeroports     de  Paris
      (14,413)                            HSBC                  435,842
           Aeroports     de  Paris                 Bank   of  America    Merrill    Lynch
      (10,327)                                               17,285
           Aeroports     de  Paris
       (2,982)                            Citibank                   11,646
      (25,307)     Aeroports     de  Paris                 JP  Morgan                 765,272
           Aeroports     de  Paris                 Credit    Suisse
       (6,346)                                              191,900
           Air  France-KLM                     Credit    Suisse
      (189,830)                                               262,659
           Air  France-KLM                     Goldman    Sachs
      (132,230)                                                50,100
           Air  France-KLM
      (118,912)                             Citibank                   8,757
           Air  France-KLM                     JP  Morgan
      (264,772)                                               295,297
           Air  France-KLM                     Bank   of  America    Merrill    Lynch
      (142,385)                                                88,655
           Air  Liquide    SA                 JP  Morgan
      (34,981)                                               158,086
           Air  Liquide    SA
      (14,922)                            HSBC                   67,435
           Airbus    SE                    JP  Morgan
       (7,485)                                               39,422
           Airbus    SE
      (31,384)                            Citibank                  144,982
                                  74/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           フランス（続き）
           Airbus    SE
      (22,862)                            HSBC                  120,410
           ALD  SA  ‘144A’                   JP  Morgan
      (65,803)                                               (80,769)
           ALD  SA  ‘144A’                   Bank   of  America    Merrill    Lynch
      (99,943)                                               (93,678)
           ALD  SA  ‘144A’                   Deutsche     Bank
      (168,907)                                               (158,319)
           ALD  SA  ‘144A’                   Credit    Suisse
      (299,105)                                               (367,132)
           ALD  SA  ‘144A’                   Citibank
      (63,888)                                               (34,219)
           ALD  SA  ‘144A’                   HSBC
      (18,220)                                               (22,364)
           Alstom    SA                    Goldman    Sachs
       75,080                                               62,325
           Alten   SA
       97,850                            HSBC                  (316,639)
           Amundi    SA  ‘144A’                  Bank   of  America    Merrill    Lynch
       (7,176)                                               17,616
           Amundi    SA  ‘144A’                  Credit    Suisse
       (5,130)                                               30,625
           Amundi    SA  ‘144A’                  JP  Morgan
       (5,331)                                               31,825
           Amundi    SA  ‘144A’                  Goldman    Sachs
      (12,730)                                               14,491
           Amundi    SA  ‘144A’                  HSBC
      (60,889)                                               345,625
           Arkema    SA                    Bank   of  America    Merrill    Lynch
       1,751                                               (6,956)
       34,392     Arkema    SA                    Citibank                  (173,461)
           Arkema    SA                    JP  Morgan
       28,935                                              (264,109)
           Arkema    SA                    Credit    Suisse
       33,888                                              (309,318)
           Arkema    SA                    Deutsche     Bank
       2,589                                              (10,285)
           Arkema    SA
       15,382                            HSBC                  (140,402)
           Atos   SE                     Goldman    Sachs
      (11,040)                                               43,819
           Atos   SE                     Bank   of  America    Merrill    Lynch
       (5,800)                                               18,510
           Atos   SE
       (4,217)                            Citibank                   14,898
           Atos   SE                     JP  Morgan
       (4,400)                                               5,928
           AXA  SA                     Bank   of  America    Merrill    Lynch
       20,896                                               (7,461)
           AXA  SA
       32,964                            Citibank                   (18,759)
           AXA  SA                     JP  Morgan
      118,804                                               (55,678)
           AXA  SA
      235,746                             HSBC                  (110,484)
                                   JP  Morgan
       3,259    BioMerieux                                           5,273
                                   Bank   of  America    Merrill    Lynch
       3,914    BioMerieux                                            (873)
       3,701    BioMerieux                        HSBC                   5,988
           BNP  Paribas    SA                 Bank   of  America    Merrill    Lynch
      (16,647)                                               85,169
           BNP  Paribas    SA                 Goldman    Sachs
      (37,450)                                               181,096
           BNP  Paribas    SA
      (34,770)                            Citibank                  148,985
      (16,860)     BNP  Paribas    SA                 HSBC                   92,856
           Bollore    SA
      (467,585)                             HSBC                  111,656
           Bollore    SA                   Bank   of  America    Merrill    Lynch
      (628,939)                                                94,041
           Bollore    SA
     (1,021,487)                              Citibank                   59,271
           Bollore    SA                   JP  Morgan
      (385,528)                                                92,061
           Bollore    SA                   Credit    Suisse
      (51,579)                                               12,317
           Bollore    SA                   Bank   of  America    Merrill    Lynch
       (4,725)                                                633
           Bollore    SA                   Credit    Suisse
        (176)                                                35
           Bollore    SA
       (4,953)                            Citibank                     332
           Bollore    SA                   Deutsche     Bank
        (297)                                                40
           Bollore    SA                   JP  Morgan
       (3,103)                                                623
                                  75/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           フランス（続き）
           Bouygues     SA                   Credit    Suisse
       (7,796)                                               16,354
           Bouygues     SA
      (56,159)                            HSBC                  117,810
           Bouygues     SA                   JP  Morgan
      (23,609)                                               49,527
           Bureau    Veritas    SA                Goldman    Sachs
      137,160                                               (15,904)
           Capgemini     SE                  Goldman    Sachs
       (2,910)                                               8,827
           Carrefour     SA                  Credit    Suisse
       63,620                                               (55,372)
           Carrefour     SA                  Bank   of  America    Merrill    Lynch
       93,010                                               (79,915)
           Carrefour     SA
       15,347                            Citibank                   (3,853)
           Carrefour     SA                  JP  Morgan
       23,941                                               (20,837)
           Carrefour     SA
       12,912                            HSBC                   (11,238)
           Carrefour     SA                  Goldman    Sachs
       46,890                                               (3,869)
           Casino    Guichard     Perrachon     SA          JP  Morgan
      (29,399)                                               98,743
           Casino    Guichard     Perrachon     SA          Bank   of  America    Merrill    Lynch
       (5,681)                                               (2,853)
           Cie  de  Saint-Gobain                    JP  Morgan
       4,412                                              (12,579)
           Cie  de  Saint-Gobain
       21,939                            Citibank                   (32,559)
       41,400     Cie  de  Saint-Gobain                    Credit    Suisse              (118,031)
           Cie  de  Saint-Gobain
       6,768                            HSBC                   (19,296)
           Cie  Generale     des  Etablissements        Michelin     SCA  Bank   of  America    Merrill    Lynch
       2,771                                              (32,466)
           Cie  Generale     des  Etablissements        Michelin     SCA
       27,727                            Citibank                  (122,210)
           Cie  Generale     des  Etablissements        Michelin     SCA  JP  Morgan
       13,454                                              (130,610)
           Cie  Generale     des  Etablissements        Michelin     SCA  Credit    Suisse
       11,550                                              (112,126)
           Cie  Plastic    Omnium    SA
        328                           Citibank                    (472)
           Cie  Plastic    Omnium    SA              Bank   of  America    Merrill    Lynch
       20,318                                               (62,348)
           Cie  Plastic    Omnium    SA              Credit    Suisse
       42,252                                              (186,230)
           CNP  Assurances
       46,605                            Citibank                   (49,924)
           CNP  Assurances                     JP  Morgan
       2,109                                               (2,730)
           CNP  Assurances                     Credit    Suisse
       24,200                                               (31,324)
           CNP  Assurances
      265,084                             HSBC                  (343,121)
           Covivio    (Reit)                   Bank   of  America    Merrill    Lynch
        534                                                60
           Covivio    (Reit)                   JP  Morgan
       8,807                                              (29,973)
           Covivio    (Reit)
       6,649                            Citibank                   (1,855)
           Credit    Agricole     SA
      262,496                             HSBC                  (563,844)
           Danone    SA
       18,713                            HSBC                   28,235
           Danone    SA
       34,923                            Citibank                   7,014
       26,216     Danone    SA                    JP  Morgan                 35,414
           Danone    SA                    Goldman    Sachs
       2,780                                                209
           Danone    SA                    Credit    Suisse
       27,988                                               36,852
           Dassault     Aviation     SA              Bank   of  America    Merrill    Lynch
        519                                             (82,236)
           Dassault     Aviation     SA              Goldman    Sachs
       2,794                                              (336,993)
           Dassault     Systemes     SE              Credit    Suisse
       10,028                                               (43,640)
           Dassault     Systemes     SE
       3,388                            Citibank                   (30,244)
           Dassault     Systemes     SE              JP  Morgan
       5,067                                              (22,051)
           Dassault     Systemes     SE
       43,635                            HSBC                  (189,891)
                                  76/337




                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           フランス（続き）
                                   Goldman    Sachs
      (46,500)     Edenred                                           9,045
      (17,019)     Edenred                        Citibank                   5,317
                                   JP  Morgan
      (16,561)     Edenred                                          16,262
                                   Credit    Suisse
      (12,730)     Edenred                                           5,513
      (10,595)     Edenred                        HSBC                   10,404
           Eiffage    SA                   Credit    Suisse
       24,048                                              (143,293)
           Eiffage    SA
       8,020                            Citibank                   (33,291)
           Eiffage    SA                   JP  Morgan
       10,069                                               (59,998)
           Eiffage    SA                   Goldman    Sachs
       17,190                                               (71,769)
           Electricite      de  France    SA            JP  Morgan
      (125,565)                                                (15,412)
           Electricite      de  France    SA            Deutsche     Bank
      (30,320)                                                8,120
           Electricite      de  France    SA            Bank   of  America    Merrill    Lynch
      (40,862)                                               10,943
           Electricite      de  France    SA            Credit    Suisse
      (72,717)                                                (8,926)
           Electricite      de  France    SA
      (186,817)                             HSBC                   (22,931)
           Elis   SA                     Credit    Suisse
      (63,004)                                               67,491
       (9,617)    Elis   SA                     Citibank                     537
           Elis   SA                     Bank   of  America    Merrill    Lynch
         (6)                                               1
           Elis   SA                     JP  Morgan
        (606)                                               649
           Elis   SA
      (200,423)                             HSBC                  214,696
           Engie   SA                    Credit    Suisse
      125,573                                               (100,186)
           Engie   SA
       36,339                            HSBC                   (28,992)
                                   Credit    Suisse
       10,611     Eramet                                          (83,592)
                                   JP  Morgan
       2,888    Eramet                                          (22,751)
           EssilorLuxottica         SA
      (118,865)                             HSBC                  590,228
           Eurazeo    SE                   JP  Morgan
       23,079                                               (41,589)
           Eurazeo    SE                   Credit    Suisse
       22,234                                               (89,157)
           Eurazeo    SE                   Bank   of  America    Merrill    Lynch
       17,152                                               (16,268)
           Eurazeo    SE
       3,097                            Citibank                   (6,566)
           Eurazeo    SE                   Goldman    Sachs
       67,644                                              (126,039)
           Eurofins     Scientific      SE
       (2,842)                            HSBC                   (34,884)
           Eurofins     Scientific      SE             Bank   of  America    Merrill    Lynch
       (4,811)                                               53,684
           Eurofins     Scientific      SE
       (4,330)                            Citibank                   68,609
           Eurofins     Scientific      SE             JP  Morgan
        (570)                                              (6,996)
           Eurofins     Scientific      SE             Credit    Suisse
       (8,228)                                              (100,993)
      (12,120)     Eutelsat     Communications        SA           HSBC                   (1,420)
           Eutelsat     Communications        SA           Bank   of  America    Merrill    Lynch
      (46,894)                                               (25,640)
           Eutelsat     Communications        SA
      (72,937)                            Citibank                   26,858
           Eutelsat     Communications        SA           JP  Morgan
      (100,033)                                                (11,720)
           Eutelsat     Communications        SA           Credit    Suisse
      (44,706)                                                (5,238)
           Eutelsat     Communications        SA           Goldman    Sachs
      (35,190)                                                5,450
           Gaztransport       Et  Technigaz     SA          Credit    Suisse
       4,736                                               20,610
           Gaztransport       Et  Technigaz     SA
       53,379                            HSBC                  232,296
           Gecina    SA  (Reit)                  Goldman    Sachs
       2,590                                               (5,127)
           Getlink    SE                   Bank   of  America    Merrill    Lynch
      (208,178)                                                88,272
           Getlink    SE
      (221,237)                             Citibank                   56,779
                                  77/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           フランス（続き）
           Getlink    SE                   JP  Morgan
      (244,670)                                               106,476
           Hermes    International                    Bank   of  America    Merrill    Lynch
       2,784                                              (69,586)
           Hermes    International
       1,836                            HSBC                   (58,593)
           Hermes    International                    JP  Morgan
       1,450                                              (33,278)
           Hermes    International                    Goldman    Sachs
       4,810                                              (98,493)
           ICADE   (Reit)                    Credit    Suisse
       14,660                                                5,725
           ICADE   (Reit)                    Bank   of  America    Merrill    Lynch
       3,257                                               (1,817)
           ICADE   (Reit)
       25,935                            Citibank                   (31,833)
           ICADE   (Reit)                    JP  Morgan
       6,811                                               2,660
           ICADE   (Reit)                    Deutsche     Bank
        346                                               (193)
           Iliad   SA                    Bank   of  America    Merrill    Lynch
      (27,907)                                               104,319
           Iliad   SA
      (31,526)                            Citibank                   (40,455)
           Iliad   SA                    JP  Morgan
      (13,864)                                                5,415
           Imerys    SA                    Goldman    Sachs
       (4,510)                                               7,026
           Imerys    SA
      (35,608)                            HSBC                   90,592
       (7,468)    Ingenico     Group   SA                HSBC                   15,666
           Ingenico     Group   SA                Bank   of  America    Merrill    Lynch
      (41,306)                                               57,153
           Ingenico     Group   SA
       (7,602)                            Citibank                   20,358
           Ingenico     Group   SA                Credit    Suisse
      (19,338)                                               (109,186)
           Ipsen   SA
       4,509                            Citibank                   (29,182)
           Ipsen   SA                    JP  Morgan
        991                                              5,529
           Ipsen   SA
       12,331                            HSBC                   68,798
           JCDecaux     SA                   Bank   of  America    Merrill    Lynch
      (63,779)                                               153,722
           JCDecaux     SA                   Goldman    Sachs
      (60,994)                                               69,918
           JCDecaux     SA
      (32,978)                            Citibank                   39,742
           JCDecaux     SA
      (10,740)                            HSBC                   34,345
           Kering    SA
       2,991                            Citibank                  (157,363)
           Kering    SA                    Bank   of  America    Merrill    Lynch
       3,067                                              (189,083)
           Kering    SA                    Credit    Suisse
       3,359                                              (203,711)
           Kering    SA                    JP  Morgan
       2,698                                              (163,624)
           Kering    SA
       8,406                            HSBC                  (509,794)
           Klepierre     SA  (Reit)                 Credit    Suisse
       34,124                                               (35,412)
           Klepierre     SA  (Reit)                 JP  Morgan
       10,671                                               (11,074)
           Klepierre     SA  (Reit)                 Bank   of  America    Merrill    Lynch
       38,198                                               (41,771)
       19,740     Klepierre     SA  (Reit)                 Citibank                   (7,930)
           Klepierre     SA  (Reit)                 Goldman    Sachs
       57,950                                               (30,733)
           L’Oreal     SA                   Credit    Suisse
       10,500                                               13,753
           L’Oreal     SA                   JP  Morgan
       17,265                                               15,412
           L’Oreal     SA                   Citibank
       5,984                                              (26,709)
           L’Oreal     SA                   Bank   of  America    Merrill    Lynch
       5,603                                               (3,751)
           L’Oreal     SA                   HSBC
       3,430                                               13,340
           L’Oreal     SA                   Goldman    Sachs
       3,840                                              (11,829)
           Lagardere     SCA                  Bank   of  America    Merrill    Lynch
       22,161                                               (10,880)
           Lagardere     SCA                  Goldman    Sachs
      150,079                                                11,833
           Lagardere     SCA
       7,259                            Citibank                   1,620
                                  78/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           フランス（続き）
           Lagardere     SCA                  JP  Morgan
       21,375                                               (52,473)
           Lagardere     SCA                  Credit    Suisse
       40,179                                               (98,634)
           Lagardere     SCA
      195,092                             HSBC                  (387,464)
           Legrand    SA                   Credit    Suisse
       31,277                                               (36,994)
           Legrand    SA                   Bank   of  America    Merrill    Lynch
       2,540                                               (2,664)
           Legrand    SA                   JP  Morgan
       23,493                                               (27,788)
           Legrand    SA
       96,295                            HSBC                  (113,898)
           Legrand    SA
       5,179                            Citibank                   (12,367)
           Legrand    SA                   Goldman    Sachs
       16,420                                               (22,793)
           LVMH   Moet   Hennessy     Louis   Vuitton    SE
       6,218                            HSBC                   (27,877)
           LVMH   Moet   Hennessy     Louis   Vuitton    SE      Bank   of  America    Merrill    Lynch
       3,791                                              (10,575)
           LVMH   Moet   Hennessy     Louis   Vuitton    SE      Credit    Suisse
       1,783                                               (5,133)
           LVMH   Moet   Hennessy     Louis   Vuitton    SE      Goldman    Sachs
        820                                              (3,276)
           Mercialys     SA  (Reit)
       79,982                            HSBC                   (41,054)
           Mercialys     SA  (Reit)
       20,888                            Citibank                   (7,692)
        584   Mercialys     SA  (Reit)                 JP  Morgan                   (300)
           Mercialys     SA  (Reit)                 Credit    Suisse
       28,002                                               (14,373)
           Metropole     Television      SA
       74,405                            Citibank                   (46,494)
           Metropole     Television      SA             Credit    Suisse
       57,135                                              (117,307)
           Metropole     Television      SA             Bank   of  America    Merrill    Lynch
        158                                               (113)
           Metropole     Television      SA             JP  Morgan
       6,869                                              (14,103)
           Metropole     Television      SA
       16,608                            HSBC                   (34,099)
           Natixis    SA
     (1,511,228)                              HSBC                 1,787,482
           Orange    SA
      171,950                             HSBC                   13,431
           Orange    SA
      297,345                             Citibank                   49,769
           Orange    SA                    JP  Morgan
      320,731                                                25,052
           Orange    SA                    Credit    Suisse
      214,009                                                16,716
      (11,083)     Orpea                        HSBC                   96,462
      (12,000)     Orpea                        Citibank                   44,188
                                   JP  Morgan
       (7,348)    Orpea                                          63,954
           Pernod    Ricard    SA                Bank   of  America    Merrill    Lynch
       (3,414)                                               (7,429)
           Pernod    Ricard    SA                JP  Morgan
       (3,642)                                               (1,626)
           Peugeot    SA
      566,475                             HSBC                 (1,254,720)
           Publicis     Groupe    SA
       13,770                            HSBC                   (52,088)
       (4,478)    Remy   Cointreau     SA                JP  Morgan                  (9,994)
           Remy   Cointreau     SA
      (13,301)                            Citibank                   (22,263)
           Remy   Cointreau     SA                Credit    Suisse
      (12,003)                                               (26,787)
           Remy   Cointreau     SA
      (12,063)                            HSBC                   (26,921)
           Renault    SA                   Bank   of  America    Merrill    Lynch
       (6,252)                                               (8,511)
           Renault    SA                   Credit    Suisse
      (23,764)                                               111,637
           Renault    SA                   JP  Morgan
      (13,247)                                               62,231
           Renault    SA
      (14,549)                            Citibank                   (46,431)
           Rexel   SA                    Credit    Suisse
       13,260                                               (24,813)
           Rexel   SA
      171,688                             HSBC                  (321,276)
           Rubis   SCA                    Goldman    Sachs
      (59,216)                                               161,994
                                  79/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           フランス（続き）
           Rubis   SCA                    Bank   of  America    Merrill    Lynch
      (58,636)                                               179,275
           Rubis   SCA                    Credit    Suisse
      (77,087)                                               304,502
           Rubis   SCA
      (86,111)                            Citibank                  274,809
           Rubis   SCA                    Deutsche     Bank
      (10,972)                                               33,546
           Rubis   SCA                    JP  Morgan
      (24,170)                                               95,474
           Rubis   SCA
      (39,947)                            HSBC                  111,964
           Safran    SA                    Credit    Suisse
       (1,509)                                               12,039
           Safran    SA                    Bank   of  America    Merrill    Lynch
      (16,806)                                               135,021
           Safran    SA
      (14,037)                            Citibank                  100,244
           Safran    SA
      (36,984)                            HSBC                  280,306
           Safran    SA                    Goldman    Sachs
      (20,550)                                               105,236
           Safran    SA                    JP  Morgan
       (3,080)                                               20,408
           Sartorius     Stedim    Biotech               Goldman    Sachs
      (12,328)                                               34,708
           Sartorius     Stedim    Biotech               Bank   of  America    Merrill    Lynch
       (9,442)                                               16,857
           Sartorius     Stedim    Biotech               Credit    Suisse
       (7,005)                                               (3,497)
      (10,739)     Sartorius     Stedim    Biotech               HSBC                   (1,198)
           Schneider     Electric     SE              JP  Morgan
       15,060                                               (35,874)
           Schneider     Electric     SE              Bank   of  America    Merrill    Lynch
       5,480                                              (11,985)
           Schneider     Electric     SE
       61,579                            Citibank                  (200,642)
           Schneider     Electric     SE              Goldman    Sachs
       5,870                                              (14,110)
           SCOR   SE                     Bank   of  America    Merrill    Lynch
       (6,090)                                               (2,446)
           SCOR   SE                     JP  Morgan
      (47,603)                                               (53,526)
           SCOR   SE                     Goldman    Sachs
      (87,910)                                               14,857
           SCOR   SE                     Credit    Suisse
      (20,357)                                               (26,577)
           SCOR   SE
      (28,256)                            Citibank                   6,621
           SEB  SA                     Bank   of  America    Merrill    Lynch
       (9,212)                                               83,262
           SEB  SA
       (5,821)                            Citibank                   74,697
           SEB  SA                     JP  Morgan
       (3,292)                                               49,223
           SEB  SA                     Deutsche     Bank
        (876)                                              7,918
           SEB  SA                     Goldman    Sachs
       (5,630)                                               48,329
           SES  SA                     Credit    Suisse
      (73,162)                                               136,335
           SES  SA
      (97,110)                            HSBC                  176,537
           SES  SA                     Bank   of  America    Merrill    Lynch
      (27,310)                                               51,044
           SES  SA
      (64,176)                            Citibank                   79,488
      (86,443)     SES  SA                     JP  Morgan                 161,084
           SES  SA                     Goldman    Sachs
      (26,450)                                                8,688
           Societe    BIC  SA                 Credit    Suisse
       2,035                                              (15,668)
           Societe    BIC  SA
       10,223                            Citibank                   (65,592)
           Societe    BIC  SA                 Deutsche     Bank
       3,709                                              (25,867)
           Societe    BIC  SA
       8,679                            HSBC                   (66,823)
           Societe    BIC  SA                 Goldman    Sachs
       18,750                                              (111,468)
           Societe    Generale     SA
      (19,469)                            HSBC                   84,258
           Societe    Generale     SA               JP  Morgan
      (61,007)                                               309,399
           Societe    Generale     SA               Bank   of  America    Merrill    Lynch
      (20,790)                                               75,975
           Societe    Generale     SA
      (87,477)                            Citibank                  260,622
                                  80/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           フランス（続き）
           Societe    Generale     SA               Goldman    Sachs
      (42,430)                                               116,217
           Sodexo    SA
       2,215                            Citibank                   2,842
           Sodexo    SA
       3,475                            HSBC                   9,694
           STMicroelectronics          NV              Bank   of  America    Merrill    Lynch
       26,958                                               (62,719)
                                   JP  Morgan
      (43,862)     Suez                                          27,164
      (79,064)     Suez                        HSBC                   48,964
      (19,671)     Teleperformance                        HSBC                   (23,756)
                                   Goldman    Sachs
       (8,659)    Teleperformance                                          10,854
                                   Bank   of  America    Merrill    Lynch
      (13,504)     Teleperformance                                          (43,698)
      (15,047)     Teleperformance                        Citibank                   70,519
                                   JP  Morgan
       (7,868)    Teleperformance                                          (12,291)
                                   Credit    Suisse
      (20,634)     Teleperformance                                          (62,415)
           Television      Francaise     1             JP  Morgan
      133,882                                               (190,475)
           Television      Francaise     1             Bank   of  America    Merrill    Lynch
       6,517                                               (5,636)
           Television      Francaise     1             Credit    Suisse
       43,114                                               (61,339)
       24,621     Television      Francaise     1             Citibank                   (14,149)
           Television      Francaise     1             Deutsche     Bank
      102,304                                               (88,471)
           Television      Francaise     1             HSBC
      306,414                                               (435,938)
           Thales    SA
        671                           Citibank                   (2,568)
           Thales    SA                    Credit    Suisse
       10,210                                               (49,331)
           Total   SA                    Bank   of  America    Merrill    Lynch
       30,270                                               (47,625)
           Total   SA
       47,068                            Citibank                  (141,018)
           Total   SA                    JP  Morgan
       17,464                                               (12,862)
           Total   SA                    Credit    Suisse
       54,824                                               (40,376)
           Total   SA
      110,857                             HSBC                   (81,642)
           Trigano    SA
       4,027                            Citibank                   (34,151)
           Trigano    SA                   JP  Morgan
       1,889                                              (27,402)
           Trigano    SA                   Bank   of  America    Merrill    Lynch
       2,991                                              (18,523)
           Ubisoft    Entertainment       SA            Bank   of  America    Merrill    Lynch
       (4,940)                                               52,587
           Ubisoft    Entertainment       SA
       (4,523)                            Citibank                   (3,836)
           Ubisoft    Entertainment       SA
       (8,295)                            HSBC                   93,407
           Ubisoft    Entertainment       SA            JP  Morgan
       (3,072)                                               35,102
           Ubisoft    Entertainment       SA            Goldman    Sachs
      (11,160)                                               (20,330)
           Valeo   SA                    Credit    Suisse
      (75,920)                                               533,919
      (29,560)     Valeo   SA                    Goldman    Sachs              114,456
           Valeo   SA
      (77,863)                            HSBC                  565,611
           Valeo   SA                    Bank   of  America    Merrill    Lynch
      (23,613)                                               130,425
           Valeo   SA
      (72,268)                            Citibank                  258,049
           Valeo   SA                    JP  Morgan
      (75,752)                                               550,276
           Veolia    Environnement       SA
       98,475                            Citibank                   30,767
           Veolia    Environnement       SA             Goldman    Sachs
       35,340                                               16,997
           Veolia    Environnement       SA             Bank   of  America    Merrill    Lynch
       91,466                                               54,093
           Veolia    Environnement       SA             JP  Morgan
       80,137                                               (39,345)
           Veolia    Environnement       SA             Credit    Suisse
       54,191                                               (26,606)
           Veolia    Environnement       SA
       58,200                            HSBC                   (16,020)
                                  81/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           フランス（続き）
           Vicat   SA                    Credit    Suisse
       (5,725)                                               6,708
           Vicat   SA                    Bank   of  America    Merrill    Lynch
      (10,006)                                                (7,816)
           Vicat   SA
        (982)                           Citibank                    (657)
           Vicat   SA                    JP  Morgan
       (2,885)                                               3,380
           Vicat   SA                    Deutsche     Bank
       (2,653)                                               (2,072)
           Vinci   SA                    Credit    Suisse
       15,576                                               27,500
           Vinci   SA                    Bank   of  America    Merrill    Lynch
       5,488                                               (1,592)
           Vinci   SA
       7,415                            Citibank                   (10,756)
           Vinci   SA                    JP  Morgan
       5,655                                               9,339
           Vinci   SA
        980                           HSBC                   1,618
           Vivendi    SA                   Bank   of  America    Merrill    Lynch
       51,746                                               (45,038)
           Vivendi    SA                   JP  Morgan
       24,050                                               (36,229)
           Vivendi    SA                   Credit    Suisse
       40,730                                               (61,356)
           Vivendi    SA
       18,213                            HSBC                   (24,325)
           Vivendi    SA
       11,228                            Citibank                   (6,139)
       (8,457)    Wendel    SA                    HSBC                   85,874
           Wendel    SA                    JP  Morgan
       (7,734)                                               78,533
           Wendel    SA
      (16,093)                            Citibank                   43,098
           Wendel    SA                    Bank   of  America    Merrill    Lynch
       (4,138)                                               41,557
           Worldline     SA/France      ‘144A’             Bank   of  America    Merrill    Lynch
      (33,369)                                               (68,884)
           Worldline     SA/France      ‘144A’             Credit    Suisse
      (113,813)                                               (187,822)
           Worldline     SA/France      ‘144A’             Citibank
      (14,142)                                               (18,147)
           Worldline     SA/France      ‘144A’             Goldman    Sachs
      (20,390)                                               (47,206)
           Worldline     SA/France      ‘144A’             HSBC                   (74,424)
      (47,641)
                                                    4,661,195
           ドイツ
           1&1  Drillisch     AG                Bank   of  America    Merrill    Lynch
      (89,159)                                               89,539
           1&1  Drillisch     AG                Citibank
      (87,959)                                               210,039
           1&1  Drillisch     AG                JP  Morgan
      (104,496)                                               753,248
           1&1  Drillisch     AG                Deutsche     Bank
      (22,335)                                               22,430
           1&1  Drillisch     AG
       (9,896)                            HSBC                   71,334
           adidas    AG
       36,011                            Citibank                  (323,472)
           adidas    AG                    JP  Morgan
       2,754                                               (4,763)
           adidas    AG                    Credit    Suisse
       15,797                                               (27,322)
       15,770     adidas    AG                    HSBC                   (27,275)
           Allianz    SE
       3,164                            Citibank                   (16,382)
           Allianz    SE                   Credit    Suisse
       25,507                                              (305,682)
           Allianz    SE
       77,904                            HSBC                  (933,619)
           Aroundtown      SA
      (120,627)                             HSBC                   (37,688)
           Aroundtown      SA                  Bank   of  America    Merrill    Lynch
      (38,457)                                                (5,750)
           Axel   Springer     SE                Bank   of  America    Merrill    Lynch
       10,884                                               83,921
           BASF   SE
       4,111                            Citibank                   (15,092)
           BASF   SE                     JP  Morgan
       21,326                                              (189,897)
           Bayer   AG                    Credit    Suisse
      (41,599)                                               331,426
           Bayer   AG
      (16,864)                            Citibank                   62,851
                                  82/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           ドイツ（続き）
           Bayer   AG                    JP  Morgan
      (52,043)                                               414,635
           Bayer   AG                    Bank   of  America    Merrill    Lynch
      (29,818)                                               131,093
           Bayerische      Motoren    Werke   AG           Bank   of  America    Merrill    Lynch
       12,858                                              (117,650)
           Bayerische      Motoren    Werke   AG           Credit    Suisse
       3,306                                              (35,341)
           Bayerische      Motoren    Werke   AG           JP  Morgan
       3,700                                              (25,731)
           Beiersdorf      AG                  Bank   of  America    Merrill    Lynch
      (10,898)                                               (31,009)
           Beiersdorf      AG
       (5,130)                            Citibank                   (8,873)
           Beiersdorf      AG                  Goldman    Sachs
      (22,790)                                               (18,786)
           Brenntag     AG                   Credit    Suisse
       16,012                                               (92,551)
           Brenntag     AG
        254                           HSBC                   (1,468)
           Carl   Zeiss   Meditec    AG              JP  Morgan
       (8,034)                                               37,995
           Carl   Zeiss   Meditec    AG              Goldman    Sachs
       (8,997)                                               52,715
           Carl   Zeiss   Meditec    AG              Bank   of  America    Merrill    Lynch
      (17,744)                                               79,199
           Carl   Zeiss   Meditec    AG
      (23,392)                            Citibank                  161,832
           Carl   Zeiss   Meditec    AG              Credit    Suisse
       (9,650)                                               46,841
       (4,216)    Carl   Zeiss   Meditec    AG              HSBC                   20,464
           Ceconomy     AG
      404,240                             HSBC                  (328,831)
           Commerzbank      AG
      (233,819)                             Citibank                  218,379
           Commerzbank      AG                 JP  Morgan
      (11,046)                                               19,019
           Commerzbank      AG
     (1,227,196)                              HSBC                 2,112,932
           Continental      AG                 Credit    Suisse
       (2,516)                                               59,182
           Continental      AG
       (1,052)                            Citibank                   6,902
           Continental      AG                 Goldman    Sachs
       (1,290)                                               9,417
           Continental      AG                 JP  Morgan
       (5,932)                                              139,533
           Continental      AG                 Bank   of  America    Merrill    Lynch
       (1,170)                                               13,317
           Continental      AG
       (2,951)                            HSBC                   69,414
           Covestro     AG  ‘144A’                 Bank   of  America    Merrill    Lynch
       37,751                                              (215,256)
           Covestro     AG  ‘144A’                 Citibank
       57,176                                              (264,769)
           Covestro     AG  ‘144A’                 Credit    Suisse
      102,032                                               (677,422)
           Covestro     AG  ‘144A’                 JP  Morgan
       62,943                                              (417,898)
           Covestro     AG  ‘144A’                 HSBC
       99,571                                              (622,633)
           Covestro     AG  ‘144A’                 Goldman    Sachs
       56,020                                              (194,511)
           Daimler    AG                   Bank   of  America    Merrill    Lynch
      (11,734)                                               105,860
           Daimler    AG                   JP  Morgan
      (142,013)                                              1,756,586
      (30,290)     Daimler    AG                   HSBC                  374,663
           Delivery     Hero   SE                Credit    Suisse
      (16,612)                                               76,556
           Delivery     Hero   SE
      (74,531)                            Citibank                  238,685
           Delivery     Hero   SE
      (294,750)                             HSBC                 1,358,343
           Deutsche     Bank   AG                Credit    Suisse
      (28,541)                                               31,338
           Deutsche     Bank   AG                Bank   of  America    Merrill    Lynch
      (600,746)                                               528,230
           Deutsche     Bank   AG
      (372,199)                             Citibank                  232,163
           Deutsche     Bank   AG                JP  Morgan
      (304,535)                                               334,378
           Deutsche     Bank   AG
     (1,248,001)                              HSBC                 1,367,298
           Deutsche     Boerse    AG               Goldman    Sachs
       (7,540)                                               (10,608)
           Deutsche     Boerse    AG               Bank   of  America    Merrill    Lynch
       (1,470)                                               (3,445)
                                  83/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           ドイツ（続き）
           Deutsche     Boerse    AG               JP  Morgan
      (13,728)                                               (43,657)
           Deutsche     Boerse    AG
      (43,382)                            HSBC                  (137,962)
           Deutsche     EuroShop     AG
       2,167                            HSBC                     －
           Deutsche     Lufthansa     AG              Goldman    Sachs
      (10,380)                                                3,154
           Deutsche     Post   AG
       39,691                            Citibank                   (59,348)
           Deutsche     Post   AG                JP  Morgan
       23,625                                               (76,054)
           Deutsche     Post   AG                Bank   of  America    Merrill    Lynch
      200,094                                               (584,980)
           Deutsche     Post   AG                Credit    Suisse
       40,798                                              (131,338)
           Deutsche     Post   AG
       86,150                            HSBC                  (267,519)
           Deutsche     Post   AG                Goldman    Sachs
       20,840                                               (28,723)
           Deutsche     Telekom    AG               Bank   of  America    Merrill    Lynch
      117,671                                                36,502
           Deutsche     Telekom    AG
      293,034                             Citibank                   17,657
           Deutsche     Telekom    AG               JP  Morgan
      107,479                                                25,665
           Deutsche     Telekom    AG               Credit    Suisse
      569,289                                               135,942
           Deutsche     Telekom    AG
       11,895                            HSBC                   2,840
       11,370     Deutsche     Wohnen    SE               Goldman    Sachs               (5,709)
           DWS  Group   GmbH   & Co  KGaA   ‘144A’          Credit    Suisse
       27,493                                              (105,533)
           DWS  Group   GmbH   & Co  KGaA   ‘144A’          Citibank
       4,973                                                888
           DWS  Group   GmbH   & Co  KGaA   ‘144A’          HSBC
       9,998                                              (38,378)
           E.ON   SE                     Bank   of  America    Merrill    Lynch
       21,420                                                6,167
           E.ON   SE                     JP  Morgan
         (5)                                               ▶
           E.ON   SE                     Goldman    Sachs
       41,680                                                 533
           Evonik    Industries      AG              JP  Morgan
      113,545                                               (383,898)
           Evonik    Industries      AG              Credit    Suisse
      142,981                                               (483,422)
           Evonik    Industries      AG
       71,765                            Citibank                  (200,197)
           Evonik    Industries      AG
      155,253                             HSBC                  (524,914)
           Fraport    AG  Frankfurt     Airport    Services
                                   Goldman    Sachs
       16,848                                               (33,069)
           Worldwide
           Freenet    AG                   JP  Morgan
       17,753                                               (58,141)
           Freenet    AG                   Bank   of  America    Merrill    Lynch
        750                                              (2,515)
           Freenet    AG
       17,587                            Citibank                   (21,587)
           Freenet    AG                   Credit    Suisse
       30,263                                               (99,112)
           Freenet    AG                   Deutsche     Bank
       24,075                                               (80,727)
           Freenet    AG
      105,718                             HSBC                  (346,228)
           Fresenius     Medical    Care   AG  & Co  KGaA        Bank   of  America    Merrill    Lynch
       37,716                                              (251,671)
           Fresenius     Medical    Care   AG  & Co  KGaA        Credit    Suisse
       4,038                                              (40,192)
           Fresenius     Medical    Care   AG  & Co  KGaA        JP  Morgan
       20,706                                              (206,095)
           Fresenius     Medical    Care   AG  & Co  KGaA
       19,167                            Citibank                   (85,550)
           Fresenius     Medical    Care   AG  & Co  KGaA        Goldman    Sachs
       20,170                                               (79,107)
           Fresenius     SE  & Co  KGaA              JP  Morgan
      (46,265)                                               270,256
           Fresenius     SE  & Co  KGaA
      (47,630)                            HSBC                  278,229
           Fresenius     SE  & Co  KGaA              Credit    Suisse
       (5,419)                                               31,655
           Fuchs   Petrolub     SE  (Pref)              Bank   of  America    Merrill    Lynch
       20,914                                               (12,135)
           Fuchs   Petrolub     SE  (Pref)
       10,289                            Citibank                   (15,844)
           Fuchs   Petrolub     SE  (Pref)              Deutsche     Bank
       15,819                                               (9,179)
           Fuchs   Petrolub     SE  (Pref)
       4,594                            HSBC                    (513)
                                  84/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           ドイツ（続き）
           GEA  Group   AG
      (30,498)                            Citibank                   14,633
           GEA  Group   AG                  JP  Morgan
      (72,776)                                               (37,355)
           GEA  Group   AG                  Credit    Suisse
      (27,710)                                               (14,223)
           GEA  Group   AG
      (51,922)                            HSBC                   (26,651)
           Grand   City   Properties      SA            JP  Morgan
      (10,913)                                               (19,727)
           Grand   City   Properties      SA            Credit    Suisse
      (22,970)                                               (41,522)
           Grand   City   Properties      SA            Bank   of  America    Merrill    Lynch
      (126,939)                                                (90,653)
           Grand   City   Properties      SA
      (54,949)                            Citibank                   (11,037)
           Grenke    AG                    Bank   of  America    Merrill    Lynch
       (6,434)                                               23,692
           Grenke    AG
        (263)                           Citibank                   1,761
           Grenke    AG                    JP  Morgan
      (27,960)                                               188,755
           Grenke    AG                    Deutsche     Bank
       (6,218)                                               22,897
           Grenke    AG                    Credit    Suisse
       (7,513)                                               50,719
           Grenke    AG
      (41,722)                            HSBC                  281,661
           Hannover     Rueck   SE
       2,255                            Citibank                   (4,278)
       5,644    Hannover     Rueck   SE                Credit    Suisse               (12,596)
           Hannover     Rueck   SE
       30,128                            HSBC                   (67,237)
           Hapag-Lloyd      AG
       (6,880)                            HSBC                   (30,732)
           HeidelbergCement         AG               Credit    Suisse
       13,877                                               (47,073)
           HeidelbergCement         AG               Goldman    Sachs
       16,570                                               (52,017)
           HeidelbergCement         AG               Bank   of  America    Merrill    Lynch
       26,320                                               (99,268)
           HeidelbergCement         AG
       14,135                            Citibank                   (44,163)
           HeidelbergCement         AG               JP  Morgan
       28,383                                               (90,509)
           HeidelbergCement         AG
       37,418                            HSBC                  (126,929)
           Hella   GmbH   & Co  KGaA               Goldman    Sachs
       5,430                                               (5,267)
           Henkel    AG  & Co  KGaA   (Pref)             Credit    Suisse
       8,567                                              (45,886)
           Henkel    AG  & Co  KGaA   (Pref)             JP  Morgan
       14,289                                               (76,533)
           Henkel    AG  & Co  KGaA   (Pref)
       10,411                            HSBC                   (55,762)
           Henkel    AG  & Co  KGaA   (Pref)
       1,993                            Citibank                   (3,380)
           Hochtief     AG
       35,808                            Citibank                  (295,677)
           Hochtief     AG                   Bank   of  America    Merrill    Lynch
       5,306                                              (55,062)
           Hochtief     AG                   Credit    Suisse
       1,050                                              (15,231)
           Hochtief     AG
       22,588                            HSBC                  (327,663)
           Hochtief     AG                   Goldman    Sachs
       1,410                                               (3,761)
       45,748     Hugo   Boss   AG                  Credit    Suisse              (486,997)
           Hugo   Boss   AG                  Bank   of  America    Merrill    Lynch
       2,229                                              (14,874)
           Hugo   Boss   AG
       24,388                            Citibank                  (108,853)
           Hugo   Boss   AG                  Deutsche     Bank
       6,853                                              (45,729)
           Hugo   Boss   AG
       58,345                            HSBC                  (621,095)
           Hugo   Boss   AG                  JP  Morgan
       9,489                                              (101,012)
           Infineon     Technologies       AG
      (46,018)                            HSBC                  178,182
           Infineon     Technologies       AG            Bank   of  America    Merrill    Lynch
      (26,746)                                               66,792
           Infineon     Technologies       AG            Credit    Suisse
      (74,939)                                               290,164
           Infineon     Technologies       AG            JP  Morgan
      (54,812)                                               212,232
           Infineon     Technologies       AG            Goldman    Sachs
      (35,620)                                               30,372
                                  85/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           ドイツ（続き）
           Innogy    SE
      (43,040)                            Citibank                   (7,684)
           K+S  AG                     Citibank
      (138,905)                                               179,797
           K+S  AG                     Bank   of  America    Merrill    Lynch
      (31,644)                                               77,505
           K+S  AG                     JP  Morgan
      (148,412)                                               385,861
           KION   Group   AG                  Bank   of  America    Merrill    Lynch
      (43,102)                                               293,863
           KION   Group   AG
      (45,772)                            Citibank                  341,690
           KION   Group   AG                  Credit    Suisse
      (23,818)                                               250,624
           KION   Group   AG                  Deutsche     Bank
      (10,597)                                               72,249
           KION   Group   AG
      (33,393)                            HSBC                  351,377
           Knorr-Bremse       AG                 Goldman    Sachs
       22,300                                               42,425
           Knorr-Bremse       AG                 Credit    Suisse
       3,620                                               23,005
           Knorr-Bremse       AG
       3,540                            Citibank                   11,850
           LEG  Immobilien      AG
       8,364                            Citibank                   (28,466)
           LEG  Immobilien      AG                JP  Morgan
       6,042                                               15,169
           LEG  Immobilien      AG                Bank   of  America    Merrill    Lynch
       11,062                                               (49,374)
       3,786    LEG  Immobilien      AG                Credit    Suisse                9,505
           LEG  Immobilien      AG                Deutsche     Bank
       14,064                                               (62,773)
           LEG  Immobilien      AG
       4,637                            HSBC                   11,642
           Merck   KGaA                    Bank   of  America    Merrill    Lynch
       8,263                                              (43,888)
           Metro   AG                    Credit    Suisse
      (27,539)                                               32,727
           Metro   AG
      (49,210)                            Citibank                   7,413
           Metro   AG                    JP  Morgan
      (51,372)                                               61,049
           MTU  Aero   Engines    AG
       8,076                            HSBC                   (99,578)
           Muenchener      Rueckversicherungs-          Gesellschaft
                                   JP  Morgan
       13,319                                               111,465
           AG  in  Muenchen
           Muenchener      Rueckversicherungs-          Gesellschaft
       7,721                            Citibank                   (19,816)
           AG  in  Muenchen
           Muenchener      Rueckversicherungs-          Gesellschaft
       22,335                            HSBC                  186,919
           AG  in  Muenchen
           Nemetschek      SE                  JP  Morgan
       19,334                                              (235,155)
           Nemetschek      SE                  Credit    Suisse
       13,421                                              (163,236)
           Nemetschek      SE
       4,136                            Citibank                   (65,535)
           Nemetschek      SE
       41,948                            HSBC                  (510,204)
           OSRAM   Licht   AG                 Bank   of  America    Merrill    Lynch
      (52,373)                                               49,674
           OSRAM   Licht   AG
      (58,646)                            Citibank                   92,925
           OSRAM   Licht   AG                 JP  Morgan
      (64,269)                                               174,984
           Porsche    Automobil     Holding    SE  (Pref)         Goldman    Sachs
      (65,890)                                               211,798
           Porsche    Automobil     Holding    SE  (Pref)
      (17,677)                            Citibank                   50,890
           Porsche    Automobil     Holding    SE  (Pref)         Bank   of  America    Merrill    Lynch
      (32,619)                                               210,380
           Porsche    Automobil     Holding    SE  (Pref)         JP  Morgan
      (49,812)                                               340,792
           Porsche    Automobil     Holding    SE  (Pref)
      (15,023)                            HSBC                  107,956
           ProSiebenSat.1        Media   SE             JP  Morgan
      (39,078)                                               (19,840)
           ProSiebenSat.1        Media   SE             Citibank
      (33,852)                                               27,764
           ProSiebenSat.1        Media   SE             Goldman    Sachs
      (15,220)                                               10,994
           ProSiebenSat.1        Media   SE             Bank   of  America    Merrill    Lynch
      (154,939)                                               147,820
           ProSiebenSat.1        Media   SE             Credit    Suisse
      (208,162)                                                (57,224)
                                  86/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           ドイツ（続き）
           Puma   SE                     Credit    Suisse
        859                                             (35,944)
           Puma   SE                     Bank   of  America    Merrill    Lynch
       2,304                                              (84,840)
           Puma   SE                     JP  Morgan
       3,926                                              (164,281)
           Rational     AG
        563                           HSBC                     314
           Rheinmetall      AG                 Bank   of  America    Merrill    Lynch
       (1,580)                                               14,651
           Rheinmetall      AG
       (3,389)                            Citibank                   28,778
           Rheinmetall      AG
       (3,523)                            HSBC                   15,017
           Rheinmetall      AG                 JP  Morgan
       (1,468)                                               6,257
           Rhoen-Klinikum        AG                Credit    Suisse
       10,680                                               (11,917)
           Rhoen-Klinikum        AG                Bank   of  America    Merrill    Lynch
       11,004                                                3,684
           Rhoen-Klinikum        AG
       56,165                            Citibank                   6,267
           Rhoen-Klinikum        AG                JP  Morgan
       41,178                                               (45,948)
           Rhoen-Klinikum        AG                Deutsche     Bank
       1,142                                                382
           RTL  Group   SA                  Bank   of  America    Merrill    Lynch
       12,951                                               (56,649)
           RTL  Group   SA
       9,099                            Citibank                   (20,509)
       19,817     RTL  Group   SA                  JP  Morgan                 (92,327)
           RTL  Group   SA                  Deutsche     Bank
        516                                              (2,257)
           RTL  Group   SA                  Credit    Suisse
       3,799                                              (17,211)
           RTL  Group   SA
       36,454                            HSBC                  (160,514)
           RTL  Group   SA                  Goldman    Sachs
       70,730                                              (114,092)
           RWE  AG
       65,234                            HSBC                   8,677
           RWE  AG                     Bank   of  America    Merrill    Lynch
       40,246                                               (50,747)
           RWE  AG                     JP  Morgan
       20,614                                               (3,708)
           RWE  AG                     Credit    Suisse
       53,287                                                7,730
           RWE  AG
       27,131                            Citibank                   (34,815)
           RWE  AG                     Goldman    Sachs
       6,580                                               (7,938)
           RWE  AG  (Pref)                    Goldman    Sachs
       9,074                                               (7,023)
           Salzgitter      AG                  Bank   of  America    Merrill    Lynch
       12,501                                               (39,197)
           Salzgitter      AG
       17,910                            Citibank                   (52,560)
           Salzgitter      AG                  JP  Morgan
       44,550                                              (232,151)
           Salzgitter      AG                  Credit    Suisse
       31,646                                              (164,908)
           Salzgitter      AG                  Deutsche     Bank
       55,520                                              (174,085)
           Salzgitter      AG
      146,086                             HSBC                  (761,257)
           SAP  SE
      (27,742)                            HSBC                   19,812
      (17,363)     SAP  SE                     Credit    Suisse               12,400
           SAP  SE                     Goldman    Sachs
       (1,450)                                               1,870
           Sartorius     AG  (Pref)
       (6,262)                            HSBC                   (19,565)
           Sartorius     AG  (Pref)                 Goldman    Sachs
       (2,920)                                               3,568
           Sartorius     AG  (Pref)                 JP  Morgan
       (7,407)                                               (28,744)
           Sartorius     AG  (Pref)                 Bank   of  America    Merrill    Lynch
      (10,573)                                               (10,618)
           Scout24    AG  ‘144A’                 Citibank
      (37,609)                                                (9,457)
           Scout24    AG  ‘144A’                 JP  Morgan
      (32,218)                                               19,413
           Siemens    AG                   Bank   of  America    Merrill    Lynch
      (29,334)                                               186,574
           Siemens    AG                   Credit    Suisse
        (296)                                              2,041
           Siemens    AG
      (50,451)                            HSBC                  347,908
                                  87/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           ドイツ（続き）
           Siemens    AG                   Goldman    Sachs
       (1,440)                                               3,460
           Siemens    Healthineers       AG  ‘144A’           Credit    Suisse
      (18,789)                                               50,527
           Siemens    Healthineers       AG  ‘144A’           Citibank
      (13,154)                                               26,861
           Siemens    Healthineers       AG  ‘144A’           JP  Morgan
       (9,719)                                               26,136
           Siemens    Healthineers       AG  ‘144A’           Goldman    Sachs
       (4,100)                                               6,665
           Siltronic     AG                  Bank   of  America    Merrill    Lynch
       26,919                                              (369,462)
           Siltronic     AG                  Credit    Suisse
       18,111                                              (354,064)
           Siltronic     AG
       14,040                            Citibank                  (131,912)
           Siltronic     AG                  Deutsche     Bank
       15,327                                              (210,362)
           Siltronic     AG                  JP  Morgan
       17,037                                              (333,068)
           Siltronic     AG
       63,529                            HSBC                 (1,241,972)
           Software     AG                   Bank   of  America    Merrill    Lynch
       61,569                                              (123,663)
           Software     AG                   Credit    Suisse
       10,635                                               (24,090)
           Software     AG                   Deutsche     Bank
       29,447                                               (59,145)
           Software     AG                   JP  Morgan
      126,907                                               (287,467)
       26,493     Software     AG                   Citibank                   (74,497)
           Software     AG
       5,430                            HSBC                   (12,300)
           Stroeer    SE  & Co  KGaA               JP  Morgan
       (4,952)                                               3,592
           Suedzucker      AG                  JP  Morgan
      (32,192)                                               (12,572)
           Symrise    AG                   JP  Morgan
      (54,752)                                               94,086
           Symrise    AG                   Credit    Suisse
      (19,259)                                               33,095
           Symrise    AG
      (12,420)                            HSBC                   21,343
           Telefonica      Deutschland      Holding    AG
      (226,466)                             Citibank                   31,840
           Telefonica      Deutschland      Holding    AG        JP  Morgan
      (480,271)                                               196,679
           Telefonica      Deutschland      Holding    AG        Goldman    Sachs
      (127,430)                                                27,197
           Telefonica      Deutschland      Holding    AG        Bank   of  America    Merrill    Lynch
      (117,114)                                                39,466
           Telefonica      Deutschland      Holding    AG
      (730,249)                             HSBC                  299,049
           thyssenkrupp       AG
      (268,138)                             Citibank                  424,866
           thyssenkrupp       AG                 JP  Morgan
      (260,284)                                                89,571
           thyssenkrupp       AG                 Bank   of  America    Merrill    Lynch
      (161,454)                                               131,516
           thyssenkrupp       AG                 Credit    Suisse
      (143,961)                                                35,341
           thyssenkrupp       AG
      (128,419)                             HSBC                   31,525
           TLG  Immobilien      AG
      (101,886)                             HSBC                   17,053
           Uniper    SE
      (102,291)                             HSBC                   94,737
      (19,735)     United    Internet     AG               Citibank                   27,527
           United    Internet     AG               Goldman    Sachs
      (17,900)                                                9,268
           United    Internet     AG               Bank   of  America    Merrill    Lynch
      (15,605)                                                (4,005)
           United    Internet     AG               JP  Morgan
      (34,694)                                               142,046
           United    Internet     AG               Credit    Suisse
      (16,048)                                               70,375
           United    Internet     AG               Deutsche     Bank
      (96,516)                                               (24,770)
           United    Internet     AG
      (52,036)                            HSBC                  212,881
           Volkswagen      AG                  Credit    Suisse
       1,073                                              (18,738)
           Volkswagen      AG                  Deutsche     Bank
       6,260                                              (69,154)
           Volkswagen      AG                  JP  Morgan
       14,688                                              (256,497)
           Volkswagen      AG                  Bank   of  America    Merrill    Lynch
       2,447                                              (27,032)
                                  88/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           ドイツ（続き）
           Volkswagen      AG
       54,867                            HSBC                  (958,145)
           Volkswagen      AG  (Pref)
       7,039                            HSBC                  (104,313)
           Volkswagen      AG  (Pref)
       9,712                            Citibank                   (60,254)
           Volkswagen      AG  (Pref)                JP  Morgan
       10,084                                              (178,235)
           Volkswagen      AG  (Pref)                Credit    Suisse
       3,698                                              (65,362)
           Vonovia    SE                   Bank   of  America    Merrill    Lynch
       5,069                                               (8,824)
           Vonovia    SE                   Credit    Suisse
       11,140                                               (11,384)
           Vonovia    SE                   JP  Morgan
       25,733                                               (2,259)
           Vonovia    SE
       11,569                            HSBC                   7,487
           Vonovia    SE                   Goldman    Sachs
       30,550                                               (25,508)
           Wacker    Chemie    AG
      (41,425)                            Citibank                   97,995
           Wacker    Chemie    AG                JP  Morgan
      (15,450)                                               34,364
           Wacker    Chemie    AG                Goldman    Sachs
       (1,309)                                                 (17)
           Wirecard     AG
      (13,203)                            HSBC                     －
           Wirecard     AG                   JP  Morgan
      (11,810)                                                  －
      (16,435)     Wirecard     AG                   Citibank                  345,690
           Zalando    SE  ‘144A’                 Citibank
      (66,276)                                               186,364
           Zalando    SE  ‘144A’                 JP  Morgan
      (161,991)                                               968,570
           Zalando    SE  ‘144A’                 Goldman    Sachs
       (4,440)                                               20,724
           Zalando    SE  ‘144A’                 Credit    Suisse
                                                     247,226
      (40,653)
                                                    1,164,807
           香港
           AIA  Group   Ltd                  Deutsche     Bank
      (89,400)                                               42,747
           AIA  Group   Ltd                  Goldman    Sachs
      (32,200)                                               13,245
           AIA  Group   Ltd
     (1,094,600)                              Citibank                  334,971
           AIA  Group   Ltd
      (303,400)                             HSBC                  261,131
           Air  China   Ltd   ‘H’                JP  Morgan
      214,000                                               (28,105)
           Air  China   Ltd   ‘H’                Credit    Suisse
      220,000                                               (28,893)
           Alibaba    Pictures     Group   Ltd
    (12,980,000)                               Citibank                   (99,304)
           Alibaba    Pictures     Group   Ltd            JP  Morgan
     (2,498,417)                                                 22,300
           Anhui   Conch   Cement    Co  Ltd   ‘H’          Citibank
      278,500                                                23,082
           Anhui   Conch   Cement    Co  Ltd   ‘H’          JP  Morgan
      629,000                                               (92,233)
           Anhui   Conch   Cement    Co  Ltd   ‘H’          Deutsche     Bank
      178,000                                                5,674
           Anhui   Conch   Cement    Co  Ltd   ‘H’          Credit    Suisse
      373,500                                               (54,768)
      403,000     Anhui   Conch   Cement    Co  Ltd   ‘H’          HSBC                   (59,094)
           ANTA   Sports    Products     Ltd             JP  Morgan
      146,000                                               (126,591)
           ANTA   Sports    Products     Ltd
      329,000                             Citibank                  (102,778)
           ANTA   Sports    Products     Ltd
      313,000                             HSBC                  (271,390)
           ANTA   Sports    Products     Ltd             Credit    Suisse
      659,000                                               (571,392)
           ASM  Pacific    Technology      Ltd            Goldman    Sachs
      (294,400)                                                9,949
           ASM  Pacific    Technology      Ltd
      (75,600)                            Citibank                   32,293
           Bank   of  East   Asia   Ltd/The
      (151,000)                             HSBC                   (1,458)
           Bank   of  East   Asia   Ltd/The              Goldman    Sachs
      (147,200)                                                (6,777)
           Bank   of  East   Asia   Ltd/The
      (157,426)                             Citibank                     －
           Bank   of  East   Asia   Ltd/The              JP  Morgan
      (20,999)                                                 134
                                  89/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           香港（続き）
           Beijing    Enterprises      Water   Group   Ltd
      (816,000)                             HSBC                   33,295
           Beijing    Enterprises      Water   Group   Ltd
      (582,000)                             Citibank                   (3,711)
           Beijing    Enterprises      Water   Group   Ltd       JP  Morgan
      (800,000)                                                32,642
           Beijing    Enterprises      Water   Group   Ltd       Deutsche     Bank
    (10,960,000)                                                 (13,975)
           BOC  Hong   Kong   Holdings     Ltd
     (1,291,500)                              HSBC                  675,178
           Cathay    Pacific    Airways    Ltd            JP  Morgan
        816                                               (156)
           Cathay    Pacific    Airways    Ltd
       (1,000)                            Citibank                     99
           CGN  Power   Co  Ltd   ‘H’   ‘144A’           JP  Morgan
     (7,581,000)                                                 (77,332)
           CGN  Power   Co  Ltd   ‘H’   ‘144A’           Citibank
    (18,965,000)                                                 (266,002)
           CGN  Power   Co  Ltd   ‘H’   ‘144A’           Deutsche     Bank
     (4,175,000)                                                 (53,235)
           Champion     (Reit)                   Credit    Suisse
      146,000                                                (6,330)
           Champion     (Reit)                   Bank   of  America    Merrill    Lynch
      190,000                                                (4,603)
           Champion     (Reit)                   JP  Morgan
      752,000                                               (32,601)
           Champion     (Reit)
      102,000                             Citibank                   (5,593)
           China   Cinda   Asset   Management      Co  Ltd   ‘H’    Citibank
    (16,081,000)                                                 143,533
    (13,720,000)       China   Cinda   Asset   Management      Co  Ltd   ‘H’    HSBC                  262,413
           China   Communications        Construction       Co  Ltd   ‘H
     1,721,000                              HSBC                   (65,833)
            ’
           China   Communications        Construction       Co  Ltd   ‘H
                                   JP  Morgan
      518,000                                               (19,815)
            ’
           China   Communications        Construction       Co  Ltd   ‘H
                                   Credit    Suisse
      475,000                                               (18,170)
            ’
           China   Conch   Venture    Holdings     Ltd
     (1,785,000)                              Citibank                   (91,041)
           China   Everbright      Bank   Co  Ltd   ‘H’        Citibank
     (5,779,866)                                                 51,589
           China   Everbright      Bank   Co  Ltd   ‘H’        Deutsche     Bank
     (3,568,000)                                                 13,649
           China   Everbright      Bank   Co  Ltd   ‘H’        JP  Morgan
     (1,219,000)                                                 27,978
           China   Everbright      International       Ltd        JP  Morgan
      (300,000)                                                2,295
           China   Everbright      International       Ltd        Bank   of  America    Merrill    Lynch
      (158,000)                                                (2,216)
           China   Everbright      I nternational       Ltd
     (1,946,000)                              Citibank                   (52,108)
           China   Everbright      Ltd               Bank   of  America    Merrill    Lynch
      678,000                                               (36,309)
           China   Everbright      Ltd
      896,000                             Citibank                   (15,995)
      916,000     China   Everbright      Ltd               JP  Morgan                (109,790)
           China   Everbright      Ltd               Credit    Suisse
     1,326,000                                                (158,932)
           China   Everbright      Ltd               Deutsche     Bank
      220,000                                               (11,782)
           China   Everbright      Ltd
      718,000                             HSBC                   (86,058)
           China   Huarong    Asset   Management      Co  Ltd   ‘H’
                                   Citibank
      (710,000)                                                4,527
            ‘144A’
           China   Huarong    Asset   Management      Co  Ltd   ‘H’
                                   JP  Morgan
     (5,920,823)                                                120,793
            ‘144A’
           China   Huarong    Asset   Management      Co  Ltd   ‘H’
                                   HSBC
    (16,623,000)                                                 339,132
            ‘144A’
           China   Longyuan     Power   Group   Corp   Ltd   ‘H’    HSBC
      (528,000)                                                11,445
           China   Longyuan     Power   Group   Corp   Ltd   ‘H’    Citibank
     (1,001,000)                                                 (1,276)
           China   Medical    System    Holdings     Ltd        Credit    Suisse
     2,086,000                                                 98,414
           China   Medical    System    Holdings     Ltd
      286,000                             Citibank                   15,681
           China   Mengniu    Dairy   Co  Ltd
      145,000                             Citibank                   (7,396)
           China   Mengniu    Dairy   Co  Ltd            JP  Morgan
      142,000                                               (15,390)
           China   Mengniu    Dairy   Co  Ltd
      144,000                             HSBC                   (15,607)
                                  90/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
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                                                   （米ドル）
           香港（続き）
           China   Merchants     Bank   Co  Ltd   ‘H’         Citibank
      369,500                                                7,067
           China   Merchants     Bank   Co  Ltd   ‘H’         JP  Morgan
      152,000                                                (4,845)
           China   Merchants     Bank   Co  Ltd   ‘H’         Deutsche     Bank
      852,500                                                54,351
           China   Merchants     Bank   Co  Ltd   ‘H’         Credit    Suisse
       50,000                                               (1,594)
           China   Merchants     Bank   Co  Ltd   ‘H’         HSBC
      404,000                                               (12,878)
           China   Minsheng     Banking    Corp   Ltd   ‘H’
     2,126,000                              Citibank                     －
           China   Minsheng     Banking    Corp   Ltd   ‘H’      JP  Morgan
     1,236,000                                                 (3,152)
           China   Minsheng     Banking    Corp   Ltd   ‘H’      Credit    Suisse
     1,786,500                                                 (4,556)
           China   Minsheng     Banking    Corp   Ltd   ‘H’      HSBC
     4,888,500                                                (12,467)
           China   Overseas     Land   & Investment      Ltd      JP  Morgan
       58,000                                               (13,312)
           China   Overseas     Land   & Investment      Ltd
      142,000                             HSBC                   (32,591)
           China   Petroleum     & Chemical     Corp   ‘H’      Citibank
     1,936,000                                                (118,491)
           China   Petroleum     & Chemical     Corp   ‘H’      JP  Morgan
     1,548,000                                                (108,561)
           China   Petroleum     & Chemical     Corp   ‘H’      Deutsche     Bank
      844,000                                               (41,971)
           China   Petroleum     & Chemical     Corp   ‘H’      Credit    Suisse
      918,000                                               (64,379)
      774,000     China   Petroleum     & Chemical     Corp   ‘H’      HSBC                   (54,280)
           China   Power   International       Development      Ltd    Credit    Suisse
    (10,341,000)                                                 (118,671)
           China   Power   International       Development      Ltd
     (6,122,000)                              Citibank                   (85,867)
           China   Power   International       Development      Ltd    JP  Morgan
     (1,702,000)                                                 (19,532)
           China   Railway    Construction       Corp   Ltd   ‘H’    Citibank
      803,500                                               (10,245)
           China   Railway    Construction       Corp   Ltd   ‘H’    JP  Morgan
     1,537,000                                                (37,236)
           China   Railway    Construction       Corp   Ltd   ‘H’    Credit    Suisse
      477,500                                               (11,568)
           China   Railway    Construction       Corp   Ltd   ‘H’    Deutsche     Bank
     1,291,500                                                (46,110)
           China   Railway    Construction       Corp   Ltd   ‘H’    HSBC
     5,208,000                                                (126,172)
           China   Railway    Group   Ltd   ‘H’           Bank   of  America    Merrill    Lynch
      786,000                                                (1,002)
           China   Railway    Group   Ltd   ‘H’           Citibank
     2,202,000                                                 36,501
           China   Railway    Group   Ltd   ‘H’           JP  Morgan
     1,201,000                                                (19,908)
           China   Railway    Group   Ltd   ‘H’           Credit    Suisse
     1,180,000                                                (19,560)
           China   Railway    Group   Ltd   ‘H’           Deutsche     Bank
     2,137,000                                                 (2,725)
           China   Railway    Group   Ltd   ‘H’           HSBC
     4,102,000                                                (67,995)
           China   Resources     Beer   Holdings     Co  Ltd
      202,000                             Citibank                   3,863
           China   Resources     Beer   Holdings     Co  Ltd      Deutsche     Bank
      334,000                                               (40,459)
           China   Resources     Beer   Holdings     Co  Ltd      Credit    Suisse
       74,000                                               (14,625)
           China   Resources     Beer   Holdings     Co  Ltd      JP  Morgan
       48,000                                               (9,487)
      272,000     China   Resources     Beer   Holdings     Co  Ltd      HSBC                   (53,758)
           China   Resources     Gas  Group   Ltd
      418,000                             HSBC                   85,278
           China   Resources     Gas  Group   Ltd          JP  Morgan
      188,000                                                38,355
           China   Resources     Land   Ltd             JP  Morgan
      316,000                                               (64,468)
           China   Resources     Land   Ltd
      182,000                             Citibank                   4,641
           China   Resources     Land   Ltd             Credit    Suisse
      322,000                                               (65,693)
           China   Resources     Land   Ltd
      328,000                             HSBC                   (66,917)
           China   Resources     Pharmaceutical        Group   Ltd   ‘
                                   Citibank
      590,500                                                27,106
           144A’
           China   Resources     Pharmaceutical        Group   Ltd   ‘
                                   Deutsche     Bank
      581,000                                               (16,298)
           144A’
                                  91/337




                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           香港（続き）
           China   Resources     Pharmaceutical        Group   Ltd   ‘
                                   JP  Morgan
     1,709,500                                                (130,786)
           144A’
           China   Resources     Pharmaceutical        Group   Ltd   ‘
                                   Credit    Suisse
      838,500                                               (64,150)
           144A’
           China   Resources     Pharmaceutical        Group   Ltd   ‘
                                   HSBC
     2,625,000                                                (200,826)
           144A’
           China   Resources     Power   Holdings     Co  Ltd      JP  Morgan
      470,000                                                35,957
           China   Resources     Power   Holdings     Co  Ltd
      870,000                             HSBC                   66,560
           China   State   Construction       International
                                   Bank   of  America    Merrill    Lynch
      (222,000)                                                (13,587)
           Holdings     Ltd
           China   State   Construction       International
     (5,250,000)                              Citibank                  (348,099)
           Holdings     Ltd
           China   State   Construction       International
                                   JP  Morgan
      (294,000)                                                (12,371)
           Holdings     Ltd
           China   State   Construction       International
                                   Credit    Suisse
      (426,000)                                                (17,925)
           Holdings     Ltd
           China   State   Construction       International
     (4,112,000)                              HSBC                  (173,024)
           Holdings     Ltd
      673,400     China   Taiping    Insurance     Holdings     Co  Ltd     HSBC                  (111,624)
           China   Taiping    Insurance     Holdings     Co  Ltd     JP  Morgan
       65,800                                               (10,907)
           China   Unicom    Hong   Kong   Ltd            JP  Morgan
      424,000                                               (37,845)
           China   Unicom    Hong   Kong   Ltd
      520,000                             Citibank                   (11,935)
           China   Unicom    Hong   Kong   Ltd            Credit    Suisse
     1,576,000                                                (140,668)
           China   Unicom    Hong   Kong   Ltd
     5,368,000                              HSBC                  (479,127)
           Chow   Tai  Fook   Jewellery     Group   Ltd        Goldman    Sachs
     (1,081,800)                                                 55,785
           Chow   Tai  Fook   Jewellery     Group   Ltd
     (1,256,800)                              Citibank                   48,076
           CK  Asset   Holdings     Ltd
      226,500                             Citibank                   (80,866)
           CK  Asset   Holdings     Ltd              Credit    Suisse
      237,500                                               (187,757)
           CK  Asset   Holdings     Ltd              JP  Morgan
       50,500                                               (39,923)
           CK  Asset   Holdings     Ltd
      627,000                             HSBC                  (495,677)
           CK  Hutchison     Holdings     Ltd            Credit    Suisse
       61,500                                               (51,364)
           CK  Hutchison     Holdings     Ltd            JP  Morgan
       90,500                                               (75,584)
           CK  Hutchison     Holdings     Ltd
       44,500                            Citibank                   (7,093)
           CK  Infrastructure        Holdings     Ltd          Bank   of  America    Merrill    Lynch
      (104,500)                                                39,308
           CK  Infrastructure        Holdings     Ltd
       (1,000)                            Citibank                     140
           CK  Infrastructure        Holdings     Ltd          Deutsche     Bank
       (3,500)                                               1,317
      (37,500)     CK  Infrastructure        Holdings     Ltd          JP  Morgan                 11,954
           CLP  Holdings     Ltd                 Credit    Suisse
      134,500                                                8,575
           COSCO   SHIPPING     Ports   Ltd
      (253,975)                             Citibank                   (11,982)
           COSCO   SHIPPING     Ports   Ltd             JP  Morgan
      (632,000)                                                (15,311)
           Country    Garden    Holdings     Co  Ltd
      381,000                             Citibank                   (10,688)
           Country    Garden    Holdings     Co  Ltd          JP  Morgan
      985,000                                               (183,370)
           Country    Garden    Holdings     Co  Ltd          Deutsche     Bank
       47,000                                               (6,952)
           Country    Garden    Holdings     Co  Ltd          Credit    Suisse
      101,000                                               (18,802)
      836,000     Country    Garden    Holdings     Co  Ltd          HSBC                  (155,632)
           CRRC   Corp   Ltd   ‘H’                Citibank
     (1,598,000)                                                 (6,113)
           CRRC   Corp   Ltd   ‘H’                JP  Morgan
     (1,001,000)                                                 (11,487)
           CSPC   Pharmaceutical        Group   Ltd
      324,000                             HSBC                   (61,143)
                                  92/337




                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           香港（続き）
           CSPC   Pharmaceutical        Group   Ltd          Bank   of  America    Merrill    Lynch
      546,000                                               (89,113)
           CSPC   Pharmaceutical        Group   Ltd          Credit    Suisse
     1,458,000                                                (275,143)
           CSPC   Pharmaceutical        Group   Ltd
     1,938,000                              Citibank                  (252,054)
           CSPC   Pharmaceutical        Group   Ltd          Deutsche     Bank
      540,000                                               (88,134)
           CSPC   Pharmaceutical        Group   Ltd          JP  Morgan
      342,000                                               (64,540)
           Dali   Foods   Group   Co  Ltd   ‘144A’           HSBC
      (166,500)                                                 (212)
           Dali   Foods   Group   Co  Ltd   ‘144A’           Citibank
      (486,500)                                                (8,064)
           ENN  Energy    Holdings     Ltd
      (109,000)                             HSBC                   47,255
           Far  East   Horizon    Ltd               JP  Morgan
      (244,000)                                                (4,045)
           Far  East   Horizon    Ltd
     (3,606,000)                              Citibank                  (188,517)
           Far  East   Horizon    Ltd               Deutsche     Bank
      (209,000)                                                (9,327)
           Far  East   Horizon    Ltd
     (1,694,000)                              HSBC                   (28,080)
           FIH  Mobile    Ltd
     (3,272,000)                              Citibank                   41,721
           FIH  Mobile    Ltd
     (2,370,000)                              HSBC                   52,463
           First   Pacific    Co  Ltd               Credit    Suisse
      (540,000)                                                  －
      (802,000)      First   Pacific    Co  Ltd               Citibank                   1,023
           First   Pacific    Co  Ltd               JP  Morgan
      (820,000)                                                  －
           First   Pacific    Co  Ltd
      (140,000)                             HSBC                     －
           Fosun   International       Ltd             Credit    Suisse
     1,384,000                                                (208,237)
           Fosun   International       Ltd             Deutsche     Bank
     2,479,500                                                (246,603)
           Fosun   International       Ltd             JP  Morgan
      484,500                                               (72,898)
           Fosun   International       Ltd
     1,542,000                              Citibank                   (70,783)
           Fosun   International       Ltd
      738,500                             HSBC                  (111,115)
           Galaxy    Entertainment       Group   Ltd
     (1,096,000)                              Citibank                  118,787
           Galaxy    Entertainment       Group   Ltd
      (197,000)                             HSBC                  209,745
           Geely   Automobile      Holdings     Ltd
      144,000                             Citibank                   2,571
           Geely   Automobile      Holdings     Ltd          JP  Morgan
      457,000                                               (87,407)
           Geely   Automobile      Holdings     Ltd          Credit    Suisse
      570,000                                               (109,020)
           Geely   Automobile      Holdings     Ltd          Deutsche     Bank
      126,000                                               (14,460)
           Geely   Automobile      Holdings     Ltd
      752,000                             HSBC                  (143,830)
           GOME   Retail    Holdings     Ltd             JP  Morgan
        (497)                                                1
           Guangzhou     Automobile      Group   Co  Ltd   ‘H’     Credit    Suisse
     1,303,600                                                (88,097)
           Guangzhou     Automobile      Group   Co  Ltd   ‘H’     Citibank
      862,400                                                29,690
           Guangzhou     Automobile      Group   Co  Ltd   ‘H’     JP  Morgan
      762,400                                               (51,523)
      620,000     Guangzhou     Automobile      Group   Co  Ltd   ‘H’     HSBC                   (41,899)
           Guotai    Junan   International       Holdings     Ltd     Credit    Suisse
     (2,726,000)                                                 23,033
           Guotai    Junan   International       Holdings     Ltd
      (457,000)                             Citibank                   2,914
           Haier   Electronics      Group   Co  Ltd          Bank   of  America    Merrill    Lynch
      835,000                                               (92,629)
           Haier   Electronics      Group   Co  Ltd
      264,000                             Citibank                   16,831
           Haier   Electronics      Group   Co  Ltd          JP  Morgan
      596,000                                               (81,315)
           Haier   Electronics      Group   Co  Ltd          Deutsche     Bank
      570,000                                               (63,232)
           Haier   Electronics      Group   Co  Ltd          Credit    Suisse
      400,000                                               (54,574)
           Haier   Electronics      Group   Co  Ltd
      386,000                             HSBC                   (52,664)
           Haitian    International       Holdings     Ltd
      516,000                             Citibank                   (48,688)
           Haitian    International       Holdings     Ltd        JP  Morgan
     1,135,000                                                (332,862)
                                  93/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           香港（続き）
           Haitian    International       Holdings     Ltd        Deutsche     Bank
      270,000                                               (53,707)
           Haitian    International       Holdings     Ltd        Credit    Suisse
     4,860,000                                               (1,425,293)
           Haitian    International       Holdings     Ltd
      393,000                             HSBC                  (115,255)
           Haitong    International       Securities      Group   Ltd
      (793,000)                             HSBC                   32,357
           Haitong    International       Securities      Group   Ltd   Bank   of  America    Merrill    Lynch
        (492)                                                11
           Haitong    International       Securities      Group   Ltd
    (17,742,469)                               Citibank                  226,232
           Haitong    International       Securities      Group   Ltd   JP  Morgan
     (1,370,262)                                                 55,911
           Haitong    International       Securities      Group   Ltd   Credit    Suisse
     (1,788,981)                                                 72,995
           Haitong    International       Securities      Group   Ltd   Deutsche     Bank
     (4,063,428)                                                 88,081
           Hang   Lung   Properties      Ltd             Bank   of  America    Merrill    Lynch
      (716,000)                                                65,733
           Hang   Lung   Properties      Ltd
      (231,000)                             Citibank                   36,524
           Hang   Lung   Properties      Ltd             JP  Morgan
      (449,000)                                                48,091
           Hang   Lung   Properties      Ltd             Deutsche     Bank
      (64,000)                                                5,876
           Hang   Seng   Bank   Ltd
       33,900                            Citibank                   (22,909)
           Hang   Seng   Bank   Ltd
       94,300                            HSBC                  (121,443)
       4,800    Hang   Seng   Bank   Ltd                Credit    Suisse               (6,182)
           Health    & Happiness     H&H  International
      (211,000)                             Citibank                   (1,822)
           Holdings     Ltd
           Health    & Happiness     H&H  International
       (7,000)                            HSBC                    (883)
           Holdings     Ltd
           Health    & Happiness     H&H  International
                                   Credit    Suisse
      (71,500)                                                2,338
           Holdings     Ltd
           Henderson     Land   Development      Co  Ltd        Bank   of  America    Merrill    Lynch
       89,140                                               (36,686)
           Henderson     Land   Development      Co  Ltd
      144,221                             Citibank                   (77,737)
           Henderson     Land   Development      Co  Ltd        Deutsche     Bank
      147,620                                               (60,746)
           Henderson     Land   Development      Co  Ltd        JP  Morgan
      151,030                                               (45,518)
           Hengan    International       Group   Co  Ltd
      (55,500)                            HSBC                   73,598
           Hong   Kong   & China   Gas  Co  Ltd
     (1,370,600)                              Citibank                  102,952
           Hong   Kong   & China   Gas  Co  Ltd
      (117,700)                             HSBC                   (4,803)
           Hong   Kong   Exchanges     & Clearing     Ltd        Goldman    Sachs
      (82,200)                                               (21,157)
           Hong   Kong   Exchanges     & Clearing     Ltd
      (294,800)                             Citibank                   7,518
           Huaneng    Power   International       Inc   ‘H’      Citibank
     (1,360,000)                                                 (72,833)
           Huaneng    Power   International       Inc   ‘H’      HSBC
     (1,932,000)                                                 (34,489)
           Hutchison     Telecommunications          Hong   Kong
                                   Goldman    Sachs
      340,000                                                (1,995)
           Holdings     Ltd
           Hysan   Development      Co  Ltd
      105,000                             HSBC                   (34,140)
      186,000     Hysan   Development      Co  Ltd             Bank   of  America    Merrill    Lynch      (28,460)
           Hysan   Development      Co  Ltd
      301,000                             Citibank                   (49,894)
           Hysan   Development      Co  Ltd             JP  Morgan
      181,000                                               (58,852)
           Hysan   Development      Co  Ltd             Credit    Suisse
       5,000                                               (1,626)
           Hysan   Development      Co  Ltd             Deutsche     Bank
      121,000                                               (18,514)
           Johnson    Electric     Holdings     Ltd
      (374,500)                             Citibank                     －
           Kerry   Properties      Ltd               JP  Morgan
      (255,500)                                                91,220
           Kerry   Properties      Ltd
      (546,000)                             HSBC                  194,935
           Kerry   Properties      Ltd
      (152,000)                             Citibank                   46,515
           Kingboard     Laminates     Holdings     Ltd         Credit    Suisse
     1,354,000                                                (145,023)
           Kingboard     Laminates     Holdings     Ltd         JP  Morgan
     1,223,000                                                (130,992)
                                  94/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           香港（続き）
           Kingboard     Laminates     Holdings     Ltd
     1,014,000                              Citibank                   (64,647)
           Kingboard     Laminates     Holdings     Ltd         Deutsche     Bank
      691,500                                               (65,247)
           Kunlun    Energy    Co  Ltd               Credit    Suisse
      238,000                                               (23,974)
           Lee  & Man  Paper   Manufacturing       Ltd        Bank   of  America    Merrill    Lynch
      155,000                                                (7,115)
           Lee  & Man  Paper   Manufacturing       Ltd
      440,000                             Citibank                   (5,049)
           Lee  & Man  Paper   Manufacturing       Ltd        Credit    Suisse
      841,000                                               (93,294)
           Lee  & Man  Paper   Manufacturing       Ltd        Deutsche     Bank
      732,000                                               (33,601)
           Lenovo    Group   Ltd                 JP  Morgan
      514,000                                               (74,715)
           Lenovo    Group   Ltd                 Credit    Suisse
      984,000                                               (143,034)
           Li  & Fung   Ltd                  Bank   of  America    Merrill    Lynch
     (1,582,000)                                                 22,189
           Li  & Fung   Ltd
    (15,410,000)                               Citibank                  216,140
           Li  & Fung   Ltd                  JP  Morgan
     (8,638,000)                                                110,142
           Li  & Fung   Ltd                  Deutsche     Bank
     (2,234,000)                                                 31,334
           Li  & Fung   Ltd
     (1,588,000)                              HSBC                   20,248
           Li  & Fung   Ltd                  Goldman    Sachs
     (2,646,000)                                                 32,110
      504,000     Lifestyle     International       Holdings     Ltd      Citibank                   (29,562)
           Lifestyle     International       Holdings     Ltd      Deutsche     Bank
      495,500                                               (34,118)
           Lifestyle     International       Holdings     Ltd
      109,000                             HSBC                   (15,566)
           Lifestyle     International       Holdings     Ltd      JP  Morgan
      169,500                                               (24,206)
           Link   (Reit)                     JP  Morgan
       80,000                                               (4,080)
           Logan   Property     Holdings     Co  Ltd
      666,000                             Citibank                   64,540
           Logan   Property     Holdings     Co  Ltd          Credit    Suisse
     1,888,000                                                (77,036)
           Logan   Property     Holdings     Co  Ltd          Deutsche     Bank
      874,000                                                20,060
           Logan   Property     Holdings     Co  Ltd          JP  Morgan
      460,000                                               (18,769)
           Longfor    Group   Holdings     Ltd
      274,000                             Citibank                   48,912
           Longfor    Group   Holdings     Ltd            JP  Morgan
       21,000                                                1,205
           Longfor    Group   Holdings     Ltd
     1,456,000                              HSBC                   83,544
           Longfor    Group   Holdings     Ltd            Credit    Suisse
      137,000                                                7,861
           Luk  Fook   Holdings     International       Ltd
      (221,000)                             Citibank                   7,045
           Luk  Fook   Holdings     International       Ltd
      (500,000)                             HSBC                   51,003
           Melco   International       Development      Ltd
     (1,023,000)                              HSBC                  276,536
           Melco   International       Development      Ltd
      (102,000)                             Citibank                   5,202
           MGM  China   Holdings     Ltd              Deutsche     Bank
      (547,200)                                               108,846
           MGM  China   Holdings     Ltd              Bank   of  America    Merrill    Lynch
     (1,006,400)                                                200,187
     (2,242,929)       MGM  China   Holdings     Ltd              Citibank                  280,273
           MGM  China   Holdings     Ltd              JP  Morgan
      (440,800)                                               140,515
           MGM  China   Holdings     Ltd              Credit    Suisse
     (1,319,600)                                                420,651
           Minth   Group   Ltd                 JP  Morgan
     (1,000,786)                                                210,555
           Minth   Group   Ltd
      (685,750)                             Citibank                  179,250
           Minth   Group   Ltd                 Deutsche     Bank
      (76,000)                                               25,196
           Minth   Group   Ltd
      (322,000)                             HSBC                   67,745
           MTR  Corp   Ltd
      (26,000)                            Citibank                   1,658
           MTR  Corp   Ltd
     (1,066,500)                              HSBC                  (142,787)
           New  World   Development      Co  Ltd           Goldman    Sachs
      (410,000)                                                26,346
           New  World   Development      Co  Ltd           JP  Morgan
      (30,000)                                                4,896
                                  95/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           香港（続き）
           New  World   Development      Co  Ltd
     (1,504,297)                              Citibank                  122,759
           Nexteer    Automotive      Group   Ltd
       7,000                            Citibank                    (803)
           Nexteer    Automotive      Group   Ltd           Credit    Suisse
       94,000                                               (23,013)
           Nexteer    Automotive      Group   Ltd           Deutsche     Bank
      565,000                                               (86,451)
           Nexteer    Automotive      Group   Ltd           JP  Morgan
      482,000                                               (118,002)
           NWS  Holdings     Ltd
      994,000                             HSBC                  (114,069)
           People’s     Insurance     Co  Group   of  China
                                   HSBC
     8,401,000                                                 10,712
           Ltd/The     ‘H’
           People’s     Insurance     Co  Group   of  China
                                   Bank   of  America    Merrill    Lynch
     1,056,000                                                 14,811
           Ltd/The     ‘H’
           People’s     Insurance     Co  Group   of  China
                                   Citibank
     5,966,000                                                121,715
           Ltd/The     ‘H’
           People’s     Insurance     Co  Group   of  China
                                   JP  Morgan
     4,773,000                                                 6,086
           Ltd/The     ‘H’
           PICC   Property     & Casualty     Co  Ltd   ‘H’      JP  Morgan
       (1,000)                                                 (15)
           Postal    Savings    Bank   of  China   Co  Ltd   ‘H’   ‘
                                   Deutsche     Bank
     (2,903,000)                                                 (55,524)
           144A’
           Postal    Savings    Bank   of  China   Co  Ltd   ‘H’   ‘
                                   HSBC
    (11,790,000)                                                  75,166
           144A’
           Power   Assets    Holdings     Ltd            Goldman    Sachs
      562,000                                                1,873
           PRADA   SpA                    Goldman    Sachs
      (78,900)                                                 (862)
           Sands   China   Ltd                 Credit    Suisse
      535,600                                               (420,006)
           Sands   China   Ltd
      777,600                             HSBC                  (609,777)
           Sands   China   Ltd
       24,000                            Citibank                   (9,946)
           Semiconductor       Manufacturing       International
                                   JP  Morgan
        (11)                                                (2)
           Corp
           Shanghai     Industrial      Holdings     Ltd         JP  Morgan
      102,000                                               (15,867)
           Shanghai     Industrial      Holdings     Ltd         Credit    Suisse
     3,916,000                                                (609,176)
           Shangri-La      Asia   Ltd
      (122,000)                             HSBC                   7,467
           Shangri-La      Asia   Ltd               JP  Morgan
      (876,000)                                                53,615
           Shangri-La      Asia   Ltd               Deutsche     Bank
      (94,000)                                                8,150
           Shangri-La      Asia   Ltd               Bank   of  America    Merrill    Lynch
      (534,000)                                                46,301
           Shangri-La      Asia   Ltd
      (496,000)                             Citibank                   24,033
           Shenzhen     International       Holdings     Ltd       JP  Morgan
      (277,110)                                                96,108
           Shenzhen     International       Holdings     Ltd
      (117,000)                             Citibank                   11,935
           Shenzhen     International       Holdings     Ltd
      (451,500)                             HSBC                  156,591
           Shimao    Property     Holdings     Ltd           Bank   of  America    Merrill    Lynch
      323,000                                                10,296
           Shimao    Property     Holdings     Ltd           Credit    Suisse
      410,000                                               (23,525)
      165,000     Shimao    Property     Holdings     Ltd           Deutsche     Bank               5,260
           Sihuan    Pharmaceutical        Holdings     Group   Ltd
     1,203,000                              HSBC                   (23,009)
           Sihuan    Pharmaceutical        Holdings     Group   Ltd
     3,975,000                              Citibank                   40,548
           Sihuan    Pharmaceutical        Holdings     Group   Ltd    Credit    Suisse
     1,066,000                                                (20,389)
           Sihuan    Pharmaceutical        Holdings     Group   Ltd    JP  Morgan
     3,210,000                                                (61,395)
           Sihuan    Pharmaceutical        Holdings     Group   Ltd    Deutsche     Bank
     1,837,000                                                (16,396)
           Sino   Biopharmaceutical         Ltd
     5,307,000                              Citibank                  142,105
           Sino   Biopharmaceutical         Ltd            JP  Morgan
     1,496,000                                                 97,284
           Sino   Biopharmaceutical         Ltd            Deutsche     Bank
      907,500                                                26,614
           Sino   Biopharmaceutical         Ltd
     2,367,000                              HSBC                  153,925
                                  96/337




                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           香港（続き）
           Sino   Land   Co  Ltd                 Goldman    Sachs
      (110,000)                                                4,843
           Sino-Ocean      Group   Holding    Ltd
      (863,500)                             Citibank                   (6,606)
           Sino-Ocean      Group   Holding    Ltd
     (5,108,500)                              HSBC                  149,817
           Sinopharm     Group   Co  Ltd   ‘H’           Credit    Suisse
      177,200                                               (15,816)
           Sinotruk     Hong   Kong   Ltd              JP  Morgan
      439,500                                               (19,054)
           Sinotruk     Hong   Kong   Ltd              Deutsche     Bank
     1,032,500                                                (50,028)
           Sinotruk     Hong   Kong   Ltd
     2,185,500                              HSBC                   (94,748)
           Sinotruk     Hong   Kong   Ltd
      917,000                             Citibank                   (11,693)
           Sisram    Medical    Ltd   ‘144A’*             JP  Morgan
         (1)                                               0
           SJM  Holdings     Ltd
      (920,000)                             Citibank                   (2,346)
           SJM  Holdings     Ltd                 Goldman    Sachs
     (1,708,000)                                                 (7,521)
           SSY  Group   Ltd                  Credit    Suisse
     1,514,000                                                (150,578)
           SSY  Group   Ltd
     1,620,000                              Citibank                   6,197
           SSY  Group   Ltd
     4,004,000                              HSBC                  (398,225)
           SSY  Group   Ltd                  JP  Morgan
      658,000                                               (65,443)
       17,000     Sun  Hung   Kai  Properties      Ltd           Citibank                   (22,760)
           Sun  Hung   Kai  Properties      Ltd           JP  Morgan
      107,000                                               (141,892)
           Sun  Hung   Kai  Properties      Ltd           Credit    Suisse
       90,500                                              (120,011)
           Sun  Hung   Kai  Properties      Ltd           Deutsche     Bank
       14,500                                               (15,161)
           Sun  Hung   Kai  Properties      Ltd
       61,500                            HSBC                   (81,555)
           Swire   Pacific    Ltd   ‘A’              Citibank
       26,500                                               (6,082)
           Swire   Pacific    Ltd   ‘A’              HSBC
      106,000                                               (58,794)
           Swire   Pacific    Ltd   ‘A’              JP  Morgan
       45,500                                               (25,237)
           Swire   Properties      Ltd               Bank   of  America    Merrill    Lynch
      (312,800)                                                (35,896)
           Swire   Properties      Ltd
      (296,600)                             Citibank                   18,910
           Swire   Properties      Ltd               JP  Morgan
      (12,800)                                                 (816)
           Swire   Properties      Ltd               Deutsche     Bank
      (16,800)                                                (1,928)
           Techtronic      Industries      Co  Ltd           Goldman    Sachs
      (291,000)                                                (13,031)
           Tencent    Holdings     Ltd               JP  Morgan
       62,000                                              (464,846)
           Tencent    Holdings     Ltd
       60,800                            Citibank                  (100,783)
           Tencent    Holdings     Ltd               Credit    Suisse
       11,300                                               (84,722)
           Tencent    Holdings     Ltd
       5,300                            HSBC                   (39,737)
           Tingyi    Cayman    Islands    Holding    Corp        Credit    Suisse
     1,568,000                                                (87,971)
           Tingyi    Cayman    Islands    Holding    Corp        JP  Morgan
      248,000                                               (13,914)
     1,006,000      Tingyi    Cayman    Islands    Holding    Corp        Citibank                   28,220
           Tingyi    Cayman    Islands    Holding    Corp        Deutsche     Bank
      956,000                                               (39,007)
           Tingyi    Cayman    Islands    Holding    Corp
     1,788,000                              HSBC                  (100,314)
           VTech   Holdings     Ltd
      116,000                             Citibank                   (56,206)
           VTech   Holdings     Ltd                JP  Morgan
      114,000                                               (56,690)
           VTech   Holdings     Ltd                Credit    Suisse
       59,500                                               (29,588)
           VTech   Holdings     Ltd                Deutsche     Bank
       67,500                                               (63,260)
           VTech   Holdings     Ltd
       16,700                            HSBC                   (8,305)
           Want   Want   China   Holdings     Ltd
      441,000                             Citibank                   (12,371)
           Want   Want   China   Holdings     Ltd           Credit    Suisse
      628,000                                               (51,248)
           Want   Want   China   Holdings     Ltd           Deutsche     Bank
     2,934,000                                                (160,868)
                                  97/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           香港（続き）
           Want   Want   China   Holdings     Ltd           Bank   of  America    Merrill    Lynch
       19,000                                               (1,042)
           Want   Want   China   Holdings     Ltd           JP  Morgan
     2,314,000                                                (188,835)
           Want   Want   China   Holdings     Ltd
     1,591,000                              HSBC                  (129,834)
           WH  Group   Ltd                   Goldman    Sachs
      (291,000)                                                20,351
           WH  Group   Ltd
     (3,284,500)                              Citibank                  121,453
           WH  Group   Ltd
      (874,500)                             HSBC                  115,967
           Wharf   Holdings     Ltd/The
     (1,546,000)                              Citibank                  364,688
           Wharf   Holdings     Ltd/The                JP  Morgan
      (419,000)                                               146,922
           Wharf   Holdings     Ltd/The
     (1,296,000)                              HSBC                  454,441
           Wharf   Real   Estate    Investment      Co  Ltd       Bank   of  America    Merrill    Lynch
      (23,000)                                               10,558
           Wharf   Real   Estate    Investment      Co  Ltd       JP  Morgan
      (244,000)                                               164,894
           Wheelock     & Co  Ltd                JP  Morgan
      (154,000)                                                64,800
           Wheelock     & Co  Ltd
      (136,000)                             Citibank                   48,555
           Wheelock     & Co  Ltd                Deutsche     Bank
      (26,000)                                                7,625
           Wynn   Macau   Ltd                  Goldman    Sachs
      (80,000)                                                1,638
      (355,600)      Xinyi   Energy    Holdings     Ltd            Citibank                     －
           Xinyi   Glass   Holdings     Ltd             Goldman    Sachs
     (2,984,000)                                                 53,801
           Xinyi   Glass   Holdings     Ltd
     (6,280,000)                              Citibank                  104,098
           Yihai   International       Holding    Ltd         Credit    Suisse
       1,000                                                159
           Yihai   International       Holding    Ltd
       1,000                            Citibank                     395
           Yihai   International       Holding    Ltd         JP  Morgan
       79,000                                               12,591
           Yue  Yuen   Industrial      Holdings     Ltd
      (586,000)                             Citibank                   33,624
           Yue  Yuen   Industrial      Holdings     Ltd         Deutsche     Bank
      (69,500)                                                (3,102)
           Yue  Yuen   Industrial      Holdings     Ltd         JP  Morgan
      (445,500)                                               176,096
           Yue  Yuen   Industrial      Holdings     Ltd
     (1,268,000)                              HSBC                  501,211
           Zhuzhou    CRRC   Times   Electric     Co  Ltd   ‘H’     HSBC
      (36,200)                                               (13,617)
           Zhuzhou    CRRC   Times   Electric     Co  Ltd   ‘H’     Citibank                   (98,189)
      (466,700)
                                                    (7,613,410)
           イタリア
           A2A  SpA                     HSBC
      445,174                                                9,935
           A2A  SpA                     Credit    Suisse
     1,919,195                                                 42,831
           A2A  SpA                     Bank   of  America    Merrill    Lynch
     2,121,423                                                (113,625)
           A2A  SpA                     JP  Morgan
     2,302,721                                                 51,390
           A2A  SpA                     Citibank
     1,174,594                                                (55,048)
      174,625     A2A  SpA                     Deutsche     Bank              (9,353)
           Anima   Holding    SpA                Bank   of  America    Merrill    Lynch
       18,166                                               (6,243)
           Anima   Holding    SpA
       88,341                            Citibank                   (13,800)
           Anima   Holding    SpA                Credit    Suisse
       53,374                                               (37,759)
           Anima   Holding    SpA                JP  Morgan
       79,951                                               (56,561)
           Anima   Holding    SpA
      199,563                             HSBC                  (141,181)
           Assicurazioni       Generali     SpA            Bank   of  America    Merrill    Lynch
      102,200                                               (151,103)
           Assicurazioni       Generali     SpA
       80,448                            Citibank                   (56,554)
           Assicurazioni       Generali     SpA            JP  Morgan
       60,383                                               (94,667)
           Assicurazioni       Generali     SpA            Credit    Suisse
      115,573                                               (181,192)
           Assicurazioni       Generali     SpA            Deutsche     Bank
       42,666                                               (63,082)
                                  98/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           イタリア（続き）
           Assicurazioni       Generali     SpA
      387,009                             HSBC                  (606,741)
           Atlantia     SpA
      (63,720)                            Citibank                   9,243
           Atlantia     SpA                   JP  Morgan
      (18,262)                                               24,046
           Atlantia     SpA                   Credit    Suisse
      (90,862)                                               119,638
           Atlantia     SpA
      (153,745)                             HSBC                  202,437
           Autogrill     SpA                  JP  Morgan
       18,527                                               10,130
           Autogrill     SpA                  Bank   of  America    Merrill    Lynch
      224,217                                               151,367
           Autogrill     SpA
      132,071                             Citibank                   51,580
           Autogrill     SpA                  Deutsche     Bank
       70,083                                               47,312
           Azimut    Holding    SpA
       16,688                            Citibank                   (9,776)
           Azimut    Holding    SpA                JP  Morgan
       89,822                                              (276,663)
           Azimut    Holding    SpA                Credit    Suisse
       3,177                                               (9,800)
           Azimut    Holding    SpA                Bank   of  America    Merrill    Lynch
       14,577                                               (33,165)
           Banca   Generali     SpA
       1,340                            Citibank                   (1,794)
           Banca   Generali     SpA                Credit    Suisse
       2,141                                               (5,017)
      (90,183)     Banca   Mediolanum      SpA               Goldman    Sachs               9,618
           Banca   Mediolanum      SpA
      (50,520)                            HSBC                   21,985
           Banca   Mediolanum      SpA               Bank   of  America    Merrill    Lynch
      (47,995)                                                9,372
           Banca   Mediolanum      SpA               JP  Morgan
      (74,721)                                               32,517
           Banco   BPM  SpA                  Credit    Suisse
     (1,488,269)                                                533,910
           Brunello     Cucinelli     SpA              Deutsche     Bank
       12,795                                               (37,978)
           Brunello     Cucinelli     SpA              Credit    Suisse
       17,696                                               (57,264)
           Brunello     Cucinelli     SpA              JP  Morgan
       11,458                                               (37,078)
           Brunello     Cucinelli     SpA
       14,355                            HSBC                   (46,452)
           Brunello     Cucinelli     SpA              Bank   of  America    Merrill    Lynch
       8,037                                              (23,855)
           Buzzi   Unicem    SpA                 Bank   of  America    Merrill    Lynch
       20,030                                               (33,749)
           Buzzi   Unicem    SpA
       17,510                            Citibank                   (34,095)
           Buzzi   Unicem    SpA                 JP  Morgan
       16,447                                               (26,703)
           Buzzi   Unicem    SpA                 Credit    Suisse
       7,849                                              (12,743)
           Buzzi   Unicem    SpA                 Deutsche     Bank
       14,355                                               (24,187)
           CNH  Industrial      NV                Bank   of  America    Merrill    Lynch
      (67,367)                                               37,886
           CNH  Industrial      NV
      (28,723)                            Citibank                   5,320
           CNH  Industrial      NV                JP  Morgan
      (97,672)                                               127,297
           CNH  Industrial      NV                Credit    Suisse
      (91,541)                                               119,307
      (116,831)      Davide    Campari-Milano        SpA            Bank   of  America    Merrill    Lynch       52,146
           Davide    Campari-Milano        SpA
      (129,592)                             Citibank                   70,857
           Davide    Campari-Milano        SpA            JP  Morgan
      (171,381)                                               102,311
           De’Longhi      SpA                  HSBC
       10,874                                               (40,769)
           De’Longhi      SpA                  Bank   of  America    Merrill    Lynch
       11,697                                               (19,056)
           De’Longhi      SpA                  JP  Morgan
       4,759                                              (17,843)
           De’Longhi      SpA                  Citibank
       17,853                                               (16,535)
           DiaSorin     SpA                   Goldman    Sachs
      (19,600)                                               91,638
           Enel   SpA                     Bank   of  America    Merrill    Lynch
      235,634                                               (16,565)
           Enel   SpA
      221,062                             Citibank                   (61,915)
           Enel   SpA                     JP  Morgan
      553,339                                               (40,134)
                                  99/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           イタリア（続き）
           Enel   SpA                     Credit    Suisse
       89,556                                               (6,495)
           Eni  SpA
      110,945                             HSBC                  (115,875)
           Eni  SpA                     Bank   of  America    Merrill    Lynch
      485,782                                               (527,966)
           Eni  SpA                     Credit    Suisse
      136,032                                               (142,077)
           Eni  SpA                     JP  Morgan
      227,456                                               (222,793)
           Eni  SpA
      390,490                             Citibank                  (380,826)
           Eni  SpA                     Goldman    Sachs
      270,570                                               (231,821)
           EXOR   NV                     Credit    Suisse
       6,097                                               (9,797)
           EXOR   NV
       83,143                            HSBC                  (133,596)
           Ferrari    NV
       (5,800)                            Citibank                   11,973
           Ferrari    NV                   Goldman    Sachs
       (2,900)                                               5,136
           Ferrari    NV                   JP  Morgan
        (282)                                                (16)
           Ferrari    NV                   Bank   of  America    Merrill    Lynch
       (2,307)                                               4,376
           Ferrari    NV
      (21,846)                            HSBC                   (1,219)
           Fiat   Chrysler     Automobiles      NV          Goldman    Sachs
      (197,850)                                               163,549
      (35,860)     Fiat   Chrysler     Automobiles      NV          Credit    Suisse               55,901
           Fiat   Chrysler     Automobiles      NV
      (12,940)                            HSBC                   22,378
           FinecoBank      Banca   Fineco    SpA           Goldman    Sachs
      (277,710)                                               163,212
           FinecoBank      Banca   Fineco    SpA           Bank   of  America    Merrill    Lynch
      (49,140)                                               26,759
           FinecoBank      Banca   Fineco    SpA           Credit    Suisse
      (64,050)                                               38,869
           Freni   Brembo    SpA                 Bank   of  America    Merrill    Lynch
       43,623                                               (43,809)
           Freni   Brembo    SpA                 JP  Morgan
       57,674                                              (119,701)
           Freni   Brembo    SpA                 Credit    Suisse
       24,389                                               (50,619)
           Hera   SpA
      114,568                             Citibank                   (3,835)
           Hera   SpA                     Bank   of  America    Merrill    Lynch
      241,931                                                (8,639)
           Hera   SpA                     Deutsche     Bank
      627,709                                               (22,414)
           Hera   SpA                     JP  Morgan
      175,960                                                21,991
           Hera   SpA
      433,355                             HSBC                   54,159
           Interpump     Group   SpA               Bank   of  America    Merrill    Lynch
       7,820                                              (16,056)
           Interpump     Group   SpA               Credit    Suisse
       5,685                                              (39,838)
           Intesa    Sanpaolo     SpA               Bank   of  America    Merrill    Lynch
      (81,816)                                               27,927
           Intesa    Sanpaolo     SpA               JP  Morgan
      (88,357)                                               38,491
           Intesa    Sanpaolo     SpA
      (475,087)                             Citibank                   61,495
           Intesa    Sanpaolo     SpA               Credit    Suisse
      (352,372)                                               153,503
      129,590     Italgas    SpA                   Citibank                   (12,147)
           Italgas    SpA                   Credit    Suisse
      367,690                                                57,440
           Italgas    SpA                   JP  Morgan
      285,230                                                44,558
           Italgas    SpA
      654,473                             HSBC                  102,241
           Leonardo     SpA                   Bank   of  America    Merrill    Lynch
      (268,188)                                                1,796
           Leonardo     SpA                   JP  Morgan
      (38,016)                                                (3,987)
           Mediaset     SpA                   Bank   of  America    Merrill    Lynch
      468,357                                               (107,136)
           Mediaset     SpA
     1,255,153                              Citibank                  (176,471)
           Mediaset     SpA                   JP  Morgan
      400,261                                               (128,630)
           Mediaset     SpA                   Credit    Suisse
      337,373                                               (108,420)
           Mediaset     SpA                   Deutsche     Bank
      684,175                                               (156,504)
                                100/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           イタリア（続き）
           Mediaset     SpA
      851,417                             HSBC                  (273,615)
           Mediobanca      Banca   di  Credito    Finanziario      SpA
      (69,532)                            HSBC                   77,277
           Mediobanca      Banca   di  Credito    Finanziario      SpA   JP  Morgan
       (7,773)                                               8,639
           Mediobanca      Banca   di  Credito    Finanziario      SpA   Credit    Suisse
      (70,145)                                               77,958
           Moncler    SpA                   Credit    Suisse
       46,822                                              (159,874)
           Moncler    SpA                   Bank   of  America    Merrill    Lynch
       12,210                                               (43,735)
           Moncler    SpA
       12,299                            HSBC                   (41,995)
           Pirelli    & C SpA   ‘144A’               Bank   of  America    Merrill    Lynch
      (121,399)                                               100,243
           Pirelli    & C SpA   ‘144A’               Citibank
      (89,914)                                               35,718
           Pirelli    & C SpA   ‘144A’               Deutsche     Bank
      (27,127)                                               22,400
           Pirelli    & C SpA   ‘144A’               HSBC
      (383,008)                                               335,920
           Pirelli    & C SpA   ‘144A’               Credit    Suisse
      (50,363)                                               44,171
           Pirelli    & C SpA   ‘144A’               JP  Morgan
      (36,607)                                               32,107
           Poste   Italiane     SpA   ‘144A’             HSBC
      401,334                                               (191,671)
           Prysmian     SpA                   Bank   of  America    Merrill    Lynch
      (88,880)                                               221,660
      (22,990)     Prysmian     SpA                   Goldman    Sachs               24,642
           Prysmian     SpA
      (307,430)                             HSBC                  783,859
           Prysmian     SpA                   Credit    Suisse
      (47,505)                                               121,124
           Recordati     SpA                  Bank   of  America    Merrill    Lynch
       4,065                                               6,713
           Recordati     SpA
       19,905                            Citibank                   2,887
           Recordati     SpA                  JP  Morgan
       20,692                                                7,850
           Recordati     SpA                  Credit    Suisse
       13,475                                                5,112
           Saipem    SpA
      (444,151)                             HSBC                  175,940
           Salvatore     Ferragamo     SpA             Bank   of  America    Merrill    Lynch
      (37,283)                                               112,326
           Salvatore     Ferragamo     SpA             JP  Morgan
       (2,292)                                               1,982
           Salvatore     Ferragamo     SpA             Credit    Suisse
      (10,256)                                                8,869
           Salvatore     Ferragamo     SpA             Deutsche     Bank
      (57,158)                                               172,205
           Saras   SpA                    Deutsche     Bank
      156,311                                               (33,488)
           Snam   SpA
      (361,713)                             HSBC                   (15,337)
           Societa    Iniziative      Autostradali       e Servizi
                                   Bank   of  America    Merrill    Lynch
      (25,932)                                               (32,119)
           SpA
           Societa    Iniziative      Autostradali       e Servizi
      (18,106)                            HSBC                   (19,799)
           SpA
           Societa    Iniziative      Autostradali       e Servizi
                                   JP  Morgan
      (31,562)                                               (34,514)
           SpA
           Tenaris    SA                   Bank   of  America    Merrill    Lynch
       42,787                                               (68,751)
           Tenaris    SA                   Credit    Suisse
       39,361                                               (63,027)
           Tenaris    SA
       89,471                            Citibank                  (146,759)
           Tenaris    SA
      184,947                             HSBC                  (288,615)
      259,270     Tenaris    SA                   Goldman    Sachs              (338,746)
           Terna   Rete   Elettrica     Nazionale     SpA        Bank   of  America    Merrill    Lynch
      449,186                                               (53,130)
           Tod’s    SpA                    Citibank
         (7)                                               (3)
           UniCredit     SpA                  JP  Morgan
      (16,769)                                               24,587
           UniCredit     SpA
      (71,280)                            Citibank                   9,386
           UniCredit     SpA                  Goldman    Sachs
      (128,590)                                                32,886
           Unione    di  Banche    Italiane     SpA
     (1,305,230)                              HSBC                  239,568
                                101/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           イタリア（続き）
           Unione    di  Banche    Italiane     SpA          Bank   of  America    Merrill    Lynch
      (362,409)                                                90,584
           Unione    di  Banche    Italiane     SpA          Credit    Suisse
      (794,134)                                               341,157
           Unione    di  Banche    Italiane     SpA
      (502,193)                             Citibank                   34,183
           Unione    di  Banche    Italiane     SpA          JP  Morgan
      (457,770)                                               217,091
           Unione    di  Banche    Italiane     SpA          Deutsche     Bank
      (116,913)                                                29,223
           Unipol    Gruppo    SpA                Credit    Suisse
      (557,834)                                               108,930
           Unipol    Gruppo    SpA                Bank   of  America    Merrill    Lynch
      (389,140)                                               132,438
           Unipol    Gruppo    SpA
      (214,686)                             Citibank                   52,942
           Unipol    Gruppo    SpA                JP  Morgan
      (418,082)                                                81,640
           Unipol    Gruppo    SpA                Deutsche     Bank
      (137,505)                                                46,798
           Unipol    Gruppo    SpA
     (1,102,446)                              HSBC                  215,279
           UnipolSai     Assicurazioni       SpA           Goldman    Sachs
                                                     (55,448)
      785,455
                                                     (75,237)
           日本
           ABC-Mart     Inc                   JP  Morgan
      (10,200)                                                  －
      (19,700)     ABC-Mart     Inc                   Citibank                   (3,621)
           ABC-Mart     Inc                   Credit    Suisse
      (17,500)                                                  －
           Acom   Co  Ltd                   JP  Morgan
      (22,100)                                                3,859
           Acom   Co  Ltd
      (25,600)                            Citibank                   2,353
           Acom   Co  Ltd                   Credit    Suisse
       (6,100)                                               1,065
           Advance    Residence     Investment      Corp   (Reit)      Credit    Suisse
        (102)                                              (2,812)
           Advantest     Corp                  Bank   of  America    Merrill    Lynch
       14,200                                               (68,387)
           Advantest     Corp
       7,100                            Citibank                   (12,268)
           Aeon   Co  Ltd                   Credit    Suisse
      (12,600)                                               15,286
           Aeon   Co  Ltd
      (127,300)                             HSBC                  154,438
           AEON   Financial     Service    Co  Ltd
      (15,500)                            Citibank                   4,559
           AEON   Financial     Service    Co  Ltd          JP  Morgan
      (108,500)                                               481,646
           AEON   Financial     Service    Co  Ltd          Credit    Suisse
      (88,200)                                               391,532
           AEON   Financial     Service    Co  Ltd          Bank   of  America    Merrill    Lynch
      (97,000)                                               123,919
           AEON   Financial     Service    Co  Ltd          Deutsche     Bank
      (14,500)                                               18,524
           Aeon   Mall   Co  Ltd
       29,500                            Citibank                   (10,303)
           Aeon   Mall   Co  Ltd                 JP  Morgan
       51,000                                               (44,998)
           Aeon   Mall   Co  Ltd
       29,600                            HSBC                   (26,116)
           Aeon   Mall   Co  Ltd                 Bank   of  America    Merrill    Lynch
       13,500                                               (7,445)
       35,100     AGC  Inc/Japan                     JP  Morgan                 (25,808)
           AGC  Inc/Japan                     Bank   of  America    Merrill    Lynch
       19,500                                               (18,818)
           AGC  Inc/Japan
       7,600                            Citibank                   (14,668)
           AGC  Inc/Japan                     Credit    Suisse
       19,700                                               (14,485)
           AGC  Inc/Japan                     Deutsche     Bank
       43,800                                               (42,268)
           Aica   Kogyo   Co  Ltd                Goldman    Sachs
      (15,800)                                                9,986
           Aiful   Corp                    Bank   of  America    Merrill    Lynch
      (54,600)                                                6,022
           Aiful   Corp
      (363,600)                             Citibank                   (6,684)
           Aiful   Corp                    JP  Morgan
      (214,500)                                               116,314
           Aiful   Corp                    Credit    Suisse
      (170,200)                                                92,292
           Ain  Holdings     Inc                 Goldman    Sachs
      (13,300)                                               15,433
                                102/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           日本（続き）
           Ain  Holdings     Inc                 Credit    Suisse
       (7,700)                                               37,507
           Air  Water   Inc                  Bank   of  America    Merrill    Lynch
      (27,000)                                               17,122
           Air  Water   Inc                  JP  Morgan
      (41,500)                                                (7,628)
           Air  Water   Inc                  Deutsche     Bank
      (71,700)                                               45,469
           Air  Water   Inc                  Credit    Suisse
      (12,300)                                                (2,261)
           Air  Water   Inc
      (44,600)                            Citibank                   27,874
           Air  Water   Inc
      (34,300)                            HSBC                   (6,305)
           Aisin   Seiki   Co  Ltd                Bank   of  America    Merrill    Lynch
       (1,200)                                               1,765
           Aisin   Seiki   Co  Ltd                Credit    Suisse
       (6,100)                                               12,614
           Aisin   Seiki   Co  Ltd                Deutsche     Bank
       (4,900)                                               7,206
           Aisin   Seiki   Co  Ltd
       (2,700)                            Citibank                   2,730
           Aisin   Seiki   Co  Ltd                JP  Morgan
       (9,000)                                               18,611
           Aisin   Seiki   Co  Ltd
       (5,000)                            HSBC                   10,340
           Ajinomoto     Co  Inc
       57,800                            Citibank                   (46,217)
           Ajinomoto     Co  Inc
       19,300                            HSBC                   (4,372)
       39,400     Ajinomoto     Co  Inc                 Bank   of  America    Merrill    Lynch      (19,011)
           Ajinomoto     Co  Inc                 Deutsche     Bank
       27,300                                               (13,173)
           Ajinomoto     Co  Inc                 Credit    Suisse
       84,900                                               58,969
           Ajinomoto     Co  Inc                 Goldman    Sachs
      121,000                                               (99,787)
           Alfresa    Holdings     Corp               Bank   of  America    Merrill    Lynch
       2,700                                               (3,995)
           Alfresa    Holdings     Corp               JP  Morgan
       80,800                                              (194,565)
           Alfresa    Holdings     Corp               Deutsche     Bank
       7,700                                              (11,394)
           Alfresa    Holdings     Corp
       7,300                            Citibank                   (5,837)
           Alps   Alpine    Co  Ltd                Credit    Suisse
      (116,600)                                               316,134
           Alps   Alpine    Co  Ltd                JP  Morgan
      (68,200)                                               184,909
           Amada   Holdings     Co  Ltd              Bank   of  America    Merrill    Lynch
       29,300                                               (4,847)
           Amada   Holdings     Co  Ltd              JP  Morgan
      355,200                                               (176,286)
           Amada   Holdings     Co  Ltd              Credit    Suisse
      120,700                                               (59,904)
           Amada   Holdings     Co  Ltd
       20,800                            HSBC                   (10,323)
           ANA  Holdings     Inc                 Bank   of  America    Merrill    Lynch
       (3,400)                                               2,062
           ANA  Holdings     Inc                 Credit    Suisse
       (3,100)                                               2,792
           ANA  Holdings     Inc
      (16,500)                            Citibank                   11,222
           ANA  Holdings     Inc                 JP  Morgan
      (42,000)                                               37,829
           Aoyama    Trading    Co  Ltd              Goldman    Sachs
       78,000                                               (31,783)
      145,400     Aozora    Bank   Ltd                 Bank   of  America    Merrill    Lynch       84,189
           Aozora    Bank   Ltd                 JP  Morgan
       78,700                                               (4,340)
           Aozora    Bank   Ltd
       94,800                            Citibank                   (17,426)
           Aozora    Bank   Ltd                 Credit    Suisse
       38,600                                               (2,129)
           Aozora    Bank   Ltd                 Deutsche     Bank
       59,800                                               34,625
           Ariake    Japan   Co  Ltd               Goldman    Sachs
       (5,500)                                               11,530
           Ariake    Japan   Co  Ltd               Credit    Suisse
       (8,000)                                               (44,851)
           Ariake    Japan   Co  Ltd
      (26,000)                            HSBC                  (145,765)
           Ariake    Japan   Co  Ltd               JP  Morgan
       (7,800)                                               (43,730)
           Asahi   Intecc    Co  Ltd               JP  Morgan
      (50,600)                                               13,952
           Asahi   Intecc    Co  Ltd               Credit    Suisse
      (11,200)                                                3,088
                                103/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           日本（続き）
           Asahi   Intecc    Co  Ltd
      (36,500)                            HSBC                   10,064
           Asahi   Kasei   Corp                 Goldman    Sachs
      (47,400)                                               13,215
           Asahi   Kasei   Corp
      (16,800)                            HSBC                   5,559
           Asics   Corp                    Credit    Suisse
       3,500                                               (3,506)
           Asics   Corp
       22,000                            Citibank                   (21,433)
           Asics   Corp                    JP  Morgan
       94,500                                               (94,669)
           Asics   Corp                    Bank   of  America    Merrill    Lynch
       63,400                                               (69,341)
           Asics   Corp                    Goldman    Sachs
       25,300                                               (29,704)
           ASKUL   Corp
       (6,300)                            Citibank                   7,635
           Astellas     Pharma    Inc               Bank   of  America    Merrill    Lynch
      237,700                                                12,016
           Astellas     Pharma    Inc               JP  Morgan
      278,800                                                61,497
           Astellas     Pharma    Inc
       16,800                            Citibank                   (5,095)
           Astellas     Pharma    Inc               Credit    Suisse
      456,900                                               100,782
           Autobacs     Seven   Co  Ltd
       78,200                            Citibank                   (16,530)
           Autobacs     Seven   Co  Ltd              JP  Morgan
      805,700                                              (1,732,768)
       13,100     Autobacs     Seven   Co  Ltd              Credit    Suisse               (28,173)
           Autobacs     Seven   Co  Ltd              Bank   of  America    Merrill    Lynch
       54,000                                                (496)
           Autobacs     Seven   Co  Ltd
       14,400                            HSBC                   (30,969)
           Azbil   Corp                    Goldman    Sachs
       20,300                                               (4,327)
           Azbil   Corp
       (3,500)                            HSBC                     965
           Bandai    Namco   Holdings     Inc
       13,200                            Citibank                   (13,345)
           Bandai    Namco   Holdings     Inc            Bank   of  America    Merrill    Lynch
       26,100                                               21,589
           Bandai    Namco   Holdings     Inc            Credit    Suisse
       6,000                                               12,132
           Bank   of  Kyoto   Ltd/The
       (4,500)                            HSBC                   10,753
           Bank   of  Kyoto   Ltd/The                Bank   of  America    Merrill    Lynch
       (7,000)                                               4,503
           Bank   of  Kyoto   Ltd/The
       (7,400)                            Citibank                   1,700
           Bank   of  Kyoto   Ltd/The                JP  Morgan
      (26,600)                                               63,563
           Bank   of  Kyoto   Ltd/The                Credit    Suisse
      (24,400)                                               58,306
           Bank   of  Kyoto   Ltd/The                Deutsche     Bank
      (10,400)                                                6,691
           Benefit    One  Inc                 Goldman    Sachs
      (139,000)                                                59,673
           Benefit    One  Inc                 Credit    Suisse
      (28,200)                                               20,726
           Benefit    One  Inc
      (52,300)                            HSBC                   90,149
           Benesse    Holdings     Inc               Credit    Suisse
       (5,100)                                               19,687
           Benesse    Holdings     Inc               Bank   of  America    Merrill    Lynch
       (8,900)                                               (6,626)
      (12,600)     Benesse    Holdings     Inc               Citibank                   8,685
           Benesse    Holdings     Inc               JP  Morgan
      (18,800)                                               72,570
           Bridgestone      Corp                 JP  Morgan
       42,500                                               (82,027)
           Bridgestone      Corp
      132,200                             Citibank                   (88,696)
           Bridgestone      Corp                 Credit    Suisse
       76,000                                              (146,684)
           Brother    Industries      Ltd              Bank   of  America    Merrill    Lynch
       54,200                                               (27,398)
           Brother    Industries      Ltd
       68,800                            Citibank                   (48,057)
           Brother    Industries      Ltd              JP  Morgan
      108,500                                               (208,414)
           Brother    Industries      Ltd              Deutsche     Bank
      105,000                                               (53,077)
           Brother    Industries      Ltd              Credit    Suisse
      140,800                                               (270,458)
           Brother    Industries      Ltd
       15,900                            HSBC                   (30,542)
                                104/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           日本（続き）
           Calbee    Inc                    Goldman    Sachs
       46,700                                               (64,599)
           Canon   Inc
      176,900                             Citibank                  (182,095)
           Canon   Inc                    Bank   of  America    Merrill    Lynch
      197,200                                               (23,561)
           Canon   Inc                    JP  Morgan
       63,000                                               28,951
           Canon   Inc                    Credit    Suisse
       28,700                                               13,189
           Canon   Marketing     Japan   Inc
       46,200                            Citibank                   17,834
           Canon   Marketing     Japan   Inc            JP  Morgan
       61,000                                               37,002
           Canon   Marketing     Japan   Inc            Bank   of  America    Merrill    Lynch
       26,800                                                8,867
           Canon   Marketing     Japan   Inc            Credit    Suisse
       32,400                                               19,654
           Canon   Marketing     Japan   Inc            Deutsche     Bank
       10,200                                                3,375
           Capcom    Co  Ltd
       65,400                            Citibank                   22,240
           Capcom    Co  Ltd                  Deutsche     Bank
       63,500                                               67,699
           Capcom    Co  Ltd                  Goldman    Sachs
       77,000                                               27,801
           Casio   Computer     Co  Ltd              Bank   of  America    Merrill    Lynch
       68,800                                               (33,513)
           Casio   Computer     Co  Ltd              JP  Morgan
       98,300                                              (129,194)
       1,700    Casio   Computer     Co  Ltd              Citibank                    (625)
           Casio   Computer     Co  Ltd              Credit    Suisse
       35,700                                               (46,920)
           Casio   Computer     Co  Ltd              Deutsche     Bank
       64,300                                               (31,321)
           Central    Japan   Railway    Co
       8,900                            Citibank                   26,584
           Central    Japan   Railway    Co            JP  Morgan
       5,700                                               11,787
           Central    Japan   Railway    Co            Bank   of  America    Merrill    Lynch
       46,900                                               200,437
           Central    Japan   Railway    Co            Credit    Suisse
       2,500                                               5,170
           Chiba   Bank   Ltd/The                  Goldman    Sachs
      (115,100)                                                6,265
           Chubu   Electric     Power   Co  Inc           Deutsche     Bank
       36,200                                               (16,635)
           Chubu   Electric     Power   Co  Inc           JP  Morgan
       37,700                                               (46,083)
           Chugai    Pharmaceutical        Co  Ltd           Credit    Suisse
       (4,400)                                               (10,949)
           Chugai    Pharmaceutical        Co  Ltd           Bank   of  America    Merrill    Lynch
       (3,600)                                               (8,603)
           Chugai    Pharmaceutical        Co  Ltd           JP  Morgan
      (22,800)                                               (16,764)
           Chugai    Pharmaceutical        Co  Ltd           Goldman    Sachs
      (32,200)                                               (12,951)
           Chugoku    Bank   Ltd/The
       87,200                            Citibank                   (9,617)
           Chugoku    Bank   Ltd/The                 JP  Morgan
       18,100                                               (8,151)
           Chugoku    Bank   Ltd/The                 Bank   of  America    Merrill    Lynch
       15,800                                                3,776
           Chugoku    Bank   Ltd/The                 Deutsche     Bank
       1,500                                                358
           Chugoku    Bank   Ltd/The                 Credit    Suisse
       4,300                                               (1,936)
      (48,100)     Chugoku    Electric     Power   Co  Inc/The          HSBC                     884
           Chugoku    Electric     Power   Co  Inc/The          Credit    Suisse
       (8,900)                                                164
           Chugoku    Electric     Power   Co  Inc/The          Deutsche     Bank
      (130,200)                                                (19,146)
           Citizen    Watch   Co  Ltd               Bank   of  America    Merrill    Lynch
      100,900                                               (12,056)
           Citizen    Watch   Co  Ltd
      155,600                             Citibank                   (4,290)
           Citizen    Watch   Co  Ltd               Credit    Suisse
      137,000                                               (110,804)
           Citizen    Watch   Co  Ltd               JP  Morgan
      223,800                                               (181,006)
           Citizen    Watch   Co  Ltd               Deutsche     Bank
       31,200                                               (3,728)
           Coca-Cola     Bottlers     Japan   Holdings     Inc      Credit    Suisse
      (87,700)                                               190,223
           Coca-Cola     Bottlers     Japan   Holdings     Inc      Goldman    Sachs
       (7,900)                                               6,789
           Coca-Cola     Bottlers     Japan   Holdings     Inc
      (47,100)                            Citibank                  100,429
                                105/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           日本（続き）
           Coca-Cola     Bottlers     Japan   Holdings     Inc
      (111,000)                             HSBC                  240,761
           COMSYS    Holdings     Corp               Credit    Suisse
      (114,700)                                               250,895
           COMSYS    Holdings     Corp
      (97,600)                            HSBC                  213,490
           COMSYS    Holdings     Corp               JP  Morgan
      (35,400)                                               77,434
           COMSYS    Holdings     Corp               Goldman    Sachs
      (79,100)                                               (11,221)
           Concordia     Financial     Group   Ltd          JP  Morgan
      (32,900)                                                (2,117)
           Concordia     Financial     Group   Ltd          Bank   of  America    Merrill    Lynch
      (28,300)                                                (3,901)
           Concordia     Financial     Group   Ltd          Credit    Suisse
      (51,100)                                                (3,288)
           Concordia     Financial     Group   Ltd          Deutsche     Bank
       (9,200)                                               (1,268)
           Cosmo   Energy    Holdings     Co  Ltd           Bank   of  America    Merrill    Lynch
       31,200                                               (82,298)
           Cosmo   Energy    Holdings     Co  Ltd           Credit    Suisse
      110,700                                                11,192
           Cosmo   Energy    Holdings     Co  Ltd           JP  Morgan
       28,800                                                2,912
           Cosmo   Energy    Holdings     Co  Ltd
       38,400                            HSBC                   3,882
           Cosmos    Pharmaceutical        Corp            Bank   of  America    Merrill    Lynch
       (5,900)                                               39,585
           Cosmos    Pharmaceutical        Corp
      (11,100)                            Citibank                   22,444
       (3,800)    Cosmos    Pharmaceutical        Corp            Credit    Suisse               16,415
           Cosmos    Pharmaceutical        Corp            Deutsche     Bank
       (3,400)                                               22,811
           Cosmos    Pharmaceutical        Corp            JP  Morgan
        (200)                                               864
           Cosmos    Pharmaceutical        Corp
       (1,800)                            HSBC                   7,775
           Credit    Saison    Co  Ltd               JP  Morgan
      (18,900)                                               29,182
           Credit    Saison    Co  Ltd               Credit    Suisse
      (16,900)                                               26,094
           Credit    Saison    Co  Ltd
      (133,000)                             HSBC                  205,358
           CyberAgent      Inc                  Credit    Suisse
       13,300                                               (55,007)
           CyberAgent      Inc                  JP  Morgan
       6,700                                              (27,710)
           CyberAgent      Inc
       9,800                            HSBC                   (40,531)
           Dai  Nippon    Printing     Co  Ltd            Bank   of  America    Merrill    Lynch
       46,500                                               (64,533)
           Dai  Nippon    Printing     Co  Ltd
       27,100                            Citibank                   (31,383)
           Dai  Nippon    Printing     Co  Ltd            JP  Morgan
       20,800                                               (35,366)
           Dai  Nippon    Printing     Co  Ltd            Credit    Suisse
       42,000                                               (71,412)
           Dai  Nippon    Printing     Co  Ltd            Deutsche     Bank
       6,000                                               (8,327)
           Dai  Nippon    Printing     Co  Ltd            Goldman    Sachs
       22,200                                               (21,925)
           Dai  Nippon    Printing     Co  Ltd
       39,100                            HSBC                   (66,481)
           Dai-ichi     Life   Holdings     Inc            Goldman    Sachs
      (324,500)                                                43,125
           Dai-ichi     Life   Holdings     Inc
      (81,700)                            HSBC                   (38,836)
      (155,200)      Dai-ichi     Life   Holdings     Inc            Credit    Suisse               (37,508)
           Daicel    Corp                    JP  Morgan
      100,600                                               (247,790)
           Daicel    Corp
       58,200                            Citibank                   (19,256)
           Daicel    Corp                    Bank   of  America    Merrill    Lynch
       54,000                                               (25,808)
           Daicel    Corp                    Credit    Suisse
      140,800                                               (346,808)
           Daicel    Corp                    Deutsche     Bank
       88,900                                               (42,487)
           Daicel    Corp                    Goldman    Sachs
       61,400                                               (11,644)
           Daido   Steel   Co  Ltd                Credit    Suisse
      (20,300)                                               84,890
           Daido   Steel   Co  Ltd
       (8,900)                            Citibank                   14,315
           Daido   Steel   Co  Ltd                Deutsche     Bank
       (8,600)                                               18,575
           Daido   Steel   Co  Ltd                Bank   of  America    Merrill    Lynch
       (2,800)                                               6,048
                                106/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           日本（続き）
           Daido   Steel   Co  Ltd                JP  Morgan
       (5,200)                                               21,745
           Daifuku    Co  Ltd                  Citibank
      (56,500)                                                5,193
           Daifuku    Co  Ltd                  JP  Morgan
      (17,600)                                               143,964
           Daifuku    Co  Ltd                  Credit    Suisse
      (49,300)                                               403,263
           Daifuku    Co  Ltd                  Deutsche     Bank
       (1,500)                                               4,274
           Daifuku    Co  Ltd                  HSBC
       (5,000)                                               40,899
           Daiichi    Sankyo    Co  Ltd              Credit    Suisse
      (43,500)                                               184,955
           Daiichi    Sankyo    Co  Ltd              Goldman    Sachs
       (8,500)                                               18,771
           Daiichi    Sankyo    Co  Ltd              HSBC
      (20,900)                                               95,659
           Daiichi    Sankyo    Co  Ltd              Bank   of  America    Merrill    Lynch
       (5,300)                                               13,493
           Daiichi    Sankyo    Co  Ltd              Citibank
      (16,100)                                               45,131
           Daiichi    Sankyo    Co  Ltd              JP  Morgan
      (13,700)                                               62,705
           Daiichikosho       Co  Ltd               Bank   of  America    Merrill    Lynch
       50,800                                               (95,713)
           Daiichikosho       Co  Ltd               JP  Morgan
       71,600                                              (273,094)
           Daiichikosho       Co  Ltd               Citibank
       15,900                                               (3,653)
       45,600     Daiichikosho       Co  Ltd               Credit    Suisse              (173,926)
           Daiichikosho       Co  Ltd               Deutsche     Bank
       9,900                                              (18,653)
           Daiichikosho       Co  Ltd               HSBC
       32,600                                              (124,342)
           Daikin    Industries      Ltd              Goldman    Sachs
       (9,300)                                               49,337
           Daito   Trust   Construction       Co  Ltd         Bank   of  America    Merrill    Lynch
       8,400                                               83,765
           Daito   Trust   Construction       Co  Ltd         Deutsche     Bank
       21,100                                               210,409
           Daito   Trust   Construction       Co  Ltd         Citibank
       1,300                                               2,509
           Daiwa   House   Industry     Co  Ltd           Bank   of  America    Merrill    Lynch
       12,100                                               13,901
           Daiwa   House   Industry     Co  Ltd           Credit    Suisse
       6,300                                               9,843
           Daiwa   House   Industry     Co  Ltd
       10,000                            Citibank                   (6,250)
           Daiwa   Securities      Group   Inc
      (645,000)                             HSBC                  167,171
           DeNA   Co  Ltd                   Bank   of  America    Merrill    Lynch
      (25,800)                                               (36,280)
           DeNA   Co  Ltd                   Deutsche     Bank
        (100)                                               (141)
           DeNA   Co  Ltd                   JP  Morgan
      (100,300)                                               (420,356)
           Denka   Co  Ltd                   Bank   of  America    Merrill    Lynch
       42,800                                               (47,204)
           Denka   Co  Ltd
       33,600                            Citibank                   (21,617)
           Denka   Co  Ltd                   JP  Morgan
       6,100                                               (2,523)
           Denka   Co  Ltd                   Credit    Suisse
       13,300                                               (5,501)
           Denso   Corp                    Bank   of  America    Merrill    Lynch
       1,300                                               (2,139)
       31,800     Denso   Corp                    Citibank                   (39,456)
           Denso   Corp                    JP  Morgan
       14,200                                               (43,459)
           Denso   Corp                    Credit    Suisse
       7,400                                              (22,648)
           Dentsu    Inc                    JP  Morgan
      (21,000)                                               180,460
           Dentsu    Inc                    Credit    Suisse
       (8,500)                                               73,044
           DIC  Corp                     JP  Morgan
       2,200                                               (8,189)
           DIC  Corp                     Bank   of  America    Merrill    Lynch
       2,600                                               (3,322)
           DIC  Corp                     Credit    Suisse
       16,000                                               (59,556)
           DIC  Corp                     Deutsche     Bank
       5,200                                               (6,643)
           Disco   Corp                    Credit    Suisse
       (2,900)                                               62,902
           Disco   Corp
       (2,300)                            Citibank                   14,163
                                107/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           日本（続き）
           Disco   Corp                    Deutsche     Bank
       (3,100)                                               63,251
           Disco   Corp                    JP  Morgan
       (7,500)                                              162,676
           Disco   Corp
       (3,300)                            HSBC                   71,578
           DMG  Mori   Co  Ltd                 Bank   of  America    Merrill    Lynch
      101,800                                               (94,498)
           DMG  Mori   Co  Ltd                 Credit    Suisse
       86,600                                              (138,490)
           DMG  Mori   Co  Ltd
       69,300                            Citibank                   (33,757)
           DMG  Mori   Co  Ltd                 JP  Morgan
       24,900                                               (39,820)
           DMG  Mori   Co  Ltd                 Deutsche     Bank
       3,200                                               (2,970)
           DMG  Mori   Co  Ltd
       29,200                            HSBC                   (46,696)
           Dowa   Holdings     Co  Ltd
       (5,500)                            Citibank                   2,022
           Dowa   Holdings     Co  Ltd               Bank   of  America    Merrill    Lynch
      (16,300)                                                (3,745)
           East   Japan   Railway    Co
       37,600                            Citibank                   13,823
           East   Japan   Railway    Co              JP  Morgan
       30,200                                               91,948
           East   Japan   Railway    Co              Bank   of  America    Merrill    Lynch
       25,000                                               72,837
           East   Japan   Railway    Co              Credit    Suisse
       24,600                                               68,958
       15,400     East   Japan   Railway    Co              Deutsche     Bank              44,867
           East   Japan   Railway    Co
       2,000                            HSBC                   5,606
           East   Japan   Railway    Co              Goldman    Sachs
       21,700                                               (1,647)
           Ebara   Corp                    Credit    Suisse
       (8,500)                                               33,905
           Ebara   Corp
      (63,700)                            Citibank                   27,516
           Eisai   Co  Ltd                   JP  Morgan
       34,300                                                 196
           Eisai   Co  Ltd
       20,600                            Citibank                   (16,093)
           Eisai   Co  Ltd                   Goldman    Sachs
       32,800                                               (18,848)
           Eisai   Co  Ltd
       5,300                            HSBC                   3,361
           Electric     Power   Development      Co  Ltd        Goldman    Sachs
       40,700                                                5,308
           Ezaki   Glico   Co  Ltd                Bank   of  America    Merrill    Lynch
       35,700                                               (75,465)
           Ezaki   Glico   Co  Ltd
       7,000                            Citibank                   (8,364)
           Ezaki   Glico   Co  Ltd                Credit    Suisse
       26,500                                              (146,133)
           FamilyMart      UNY  Holdings     Co  Ltd
      (40,200)                            HSBC                   68,721
           FamilyMart      UNY  Holdings     Co  Ltd
      (91,000)                            Citibank                  186,508
           FamilyMart      UNY  Holdings     Co  Ltd          Credit    Suisse
      (43,100)                                               73,679
           FamilyMart      UNY  Holdings     Co  Ltd          Bank   of  America    Merrill    Lynch
      (154,800)                                                95,323
           Fancl   Corp                    Credit    Suisse
      (35,900)                                               73,908
           Fancl   Corp
      (13,500)                            HSBC                   27,793
       (6,700)    FANUC   Corp                    JP  Morgan                 72,662
           FANUC   Corp                    Goldman    Sachs
       (3,000)                                               9,800
           FANUC   Corp                    Credit    Suisse
      (22,100)                                               239,676
           FANUC   Corp                    Deutsche     Bank
        (100)                                               712
           FANUC   Corp
      (16,900)                            Citibank                   24,075
           FANUC   Corp
      (18,500)                            HSBC                  190,280
           Fast   Retailing     Co  Ltd
       (6,700)                            Citibank                  180,424
           Fast   Retailing     Co  Ltd              Credit    Suisse
       (5,900)                                               74,831
           Fast   Retailing     Co  Ltd              JP  Morgan
       (1,400)                                               17,757
           Fast   Retailing     Co  Ltd
       (1,100)                            HSBC                   13,952
           FP  Corp                      Bank   of  America    Merrill    Lynch
       (9,400)                                               (7,775)
                                108/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           日本（続き）
           FP  Corp
      (18,700)                            Citibank                   (39,529)
           FP  Corp                      Credit    Suisse
      (26,100)                                               69,565
           FP  Corp                      Deutsche     Bank
      (17,300)                                               (14,310)
           FP  Corp                      JP  Morgan
      (32,900)                                               87,689
           Fuji   Electric     Co  Ltd
      199,800                             HSBC                  (201,994)
           Fuji   Media   Holdings     Inc             Goldman    Sachs
      (29,700)                                               10,127
           Fuji   Oil  Holdings     Inc              Bank   of  America    Merrill    Lynch
       (9,500)                                               21,828
           Fuji   Oil  Holdings     Inc              JP  Morgan
      (26,300)                                               56,803
           Fuji   Oil  Holdings     Inc
      (18,300)                            Citibank                   32,797
           Fuji   Oil  Holdings     Inc              Credit    Suisse
      (33,200)                                               71,706
           Fuji   Oil  Holdings     Inc              Deutsche     Bank
      (30,700)                                               70,539
           Fuji   Seal   International       Inc           Goldman    Sachs
       (9,500)                                               (3,444)
           FUJIFILM     Holdings     Corp              Bank   of  America    Merrill    Lynch
       31,100                                               20,580
           FUJIFILM     Holdings     Corp              JP  Morgan
       62,800                                               85,423
           FUJIFILM     Holdings     Corp
       15,700                            Citibank                   (27,416)
       39,800     FUJIFILM     Holdings     Corp              Credit    Suisse               54,137
           FUJIFILM     Holdings     Corp              Goldman    Sachs
       14,900                                               (9,404)
           Fujitsu    General    Ltd
      (29,500)                            HSBC                   2,169
           Fujitsu    Ltd                   Bank   of  America    Merrill    Lynch
       4,400                                               (2,669)
           Fujitsu    Ltd                   JP  Morgan
       3,500                                                129
           Fujitsu    Ltd
       20,900                            Citibank                   (47,253)
           Fujitsu    Ltd                   Credit    Suisse
       44,700                                                1,643
           Fujitsu    Ltd
      118,700                             HSBC                   4,364
           Fukuoka    Financial     Group   Inc
      414,900                             HSBC                 (2,490,048)
           Fukuyama     Transporting       Co  Ltd           Bank   of  America    Merrill    Lynch
      (24,700)                                                (9,080)
           Fukuyama     Transporting       Co  Ltd           Credit    Suisse
      (17,900)                                               24,677
           Fukuyama     Transporting       Co  Ltd           Deutsche     Bank
       (1,200)                                                (441)
           Fukuyama     Transporting       Co  Ltd
      (20,000)                            Citibank                   2,757
           Furukawa     Electric     Co  Ltd             Credit    Suisse
      (26,100)                                               (37,661)
           Furukawa     Electric     Co  Ltd             JP  Morgan
      (39,800)                                               (57,429)
           Furukawa     Electric     Co  Ltd
       (6,700)                            Citibank                   (10,037)
           Glory   Ltd
       26,700                            HSBC                   (3,436)
           Glory   Ltd                    Deutsche     Bank
       5,800                                               4,851
           Glory   Ltd                    Bank   of  America    Merrill    Lynch
       52,200                                               43,658
       49,800     Glory   Ltd                    Citibank                   25,173
           Glory   Ltd                    JP  Morgan
       46,500                                               (5,983)
           Glory   Ltd                    Credit    Suisse
       53,700                                               (6,910)
           GMO  internet     Inc                 Goldman    Sachs
      (220,800)                                                10,243
           GMO  internet     Inc                 Credit    Suisse
      (93,000)                                               (34,980)
           GMO  internet     Inc
      (128,100)                             Citibank                   (18,837)
           GMO  internet     Inc
      (13,200)                            HSBC                    (243)
           GMO  internet     Inc                 JP  Morgan
      (54,300)                                                 (998)
           GMO  Payment    Gateway    Inc
       (3,200)                            Citibank                   10,588
           GMO  Payment    Gateway    Inc             JP  Morgan
      (77,500)                                               997,197
           GMO  Payment    Gateway    Inc
       (4,800)                            HSBC                   61,762
                                109/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           日本（続き）
           Goldwin    Inc
      (24,500)                            Citibank                  535,913
           GS  Yuasa   Corp                   Bank   of  America    Merrill    Lynch
       37,100                                                7,161
           GS  Yuasa   Corp
       14,200                            Citibank                     131
           GS  Yuasa   Corp                   JP  Morgan
       54,800                                               (68,497)
           GS  Yuasa   Corp                   Credit    Suisse
      442,200                                               (552,725)
           GS  Yuasa   Corp                   Deutsche     Bank
       15,000                                                2,895
           GS  Yuasa   Corp
       10,900                            HSBC                   (13,624)
           GungHo    Online    Entertainment       Inc
       71,200                            Citibank                     －
           GungHo    Online    Entertainment       Inc         Credit    Suisse
      240,600                                               (11,056)
           Gunma   Bank   Ltd/The
       20,300                            Citibank                    (187)
           Gunma   Bank   Ltd/The                  Bank   of  America    Merrill    Lynch
      111,800                                                3,083
           Gunma   Bank   Ltd/The                  Deutsche     Bank
       39,700                                                1,095
           Gunma   Bank   Ltd/The                  JP  Morgan
       73,300                                               (21,558)
           Gunma   Bank   Ltd/The                  Credit    Suisse
       48,300                                               (14,205)
           H2O  Retailing     Corp                Citibank
       (9,500)                                                (349)
       (8,100)    H2O  Retailing     Corp                Deutsche     Bank               (893)
           H2O  Retailing     Corp                Goldman    Sachs
      (33,700)                                                4,560
           H2O  Retailing     Corp                Bank   of  America    Merrill    Lynch
       (5,100)                                                (562)
           H2O  Retailing     Corp                HSBC
      (80,600)                                               125,191
           Hachijuni     Bank   Ltd/The                JP  Morgan
      (59,300)                                                (1,635)
           Hachijuni     Bank   Ltd/The                Deutsche     Bank
      (76,100)                                               (10,491)
           Hakuhodo     DY  Holdings     Inc             JP  Morgan
       36,100                                               (24,220)
           Hakuhodo     DY  Holdings     Inc             Bank   of  America    Merrill    Lynch
       18,500                                               10,372
           Hakuhodo     DY  Holdings     Inc
       9,100                            Citibank                   (3,513)
           Hakuhodo     DY  Holdings     Inc             Deutsche     Bank
       15,800                                                8,858
           Hakuhodo     DY  Holdings     Inc             Credit    Suisse
       14,900                                               (9,997)
           Hamamatsu     Photonics     KK             Goldman    Sachs
       25,900                                               (15,109)
           Hankyu    Hanshin    Holdings     Inc           Bank   of  America    Merrill    Lynch
       2,800                                               (2,702)
           Hankyu    Hanshin    Holdings     Inc           JP  Morgan
       10,600                                               (10,229)
           Hankyu    Hanshin    Holdings     Inc
       3,000                            Citibank                   (1,654)
           Hankyu    Hanshin    Holdings     Inc           Deutsche     Bank
        100                                               (97)
           Hankyu    Hanshin    Holdings     Inc           Credit    Suisse
       1,100                                               (1,062)
           Haseko    Corp
      (42,200)                            Citibank                   17,065
           Heiwa   Corp                    Credit    Suisse
      (51,000)                                               (28,592)
      (106,600)      Heiwa   Corp                    Deutsche     Bank              12,737
           Heiwa   Corp                    JP  Morgan
      (61,800)                                               (34,647)
           Hikari    Tsushin    Inc                Credit    Suisse
       (2,900)                                               (52,507)
           Hikari    Tsushin    Inc
       (1,600)                            Citibank                   5,147
           Hikari    Tsushin    Inc                Deutsche     Bank
       (1,200)                                               (22,940)
           Hikari    Tsushin    Inc                Goldman    Sachs
       (9,400)                                               17,837
           Hikari    Tsushin    Inc
       (6,100)                            HSBC                  (110,445)
           Hino   Motors    Ltd                 Bank   of  America    Merrill    Lynch
       (7,400)                                               4,149
           Hino   Motors    Ltd                 Credit    Suisse
      (12,300)                                               12,435
           Hirose    Electric     Co  Ltd              Bank   of  America    Merrill    Lynch
       2,835                                              (18,500)
           Hirose    Electric     Co  Ltd
       4,515                            Citibank                   (16,184)
                                110/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           日本（続き）
           Hirose    Electric     Co  Ltd              JP  Morgan
       4,305                                               (3,561)
           Hirose    Electric     Co  Ltd              Deutsche     Bank
       1,785                                              (11,648)
           Hiroshima     Bank   Ltd/The                JP  Morgan
      (44,500)                                                5,726
           Hiroshima     Bank   Ltd/The
      (55,300)                            Citibank                   2,033
           Hiroshima     Bank   Ltd/The                Bank   of  America    Merrill    Lynch
       (8,000)                                                (515)
           Hiroshima     Bank   Ltd/The                Credit    Suisse
      (45,300)                                                5,829
           Hiroshima     Bank   Ltd/The                Deutsche     Bank
      (51,700)                                                (3,326)
           HIS  Co  Ltd                    Goldman    Sachs
      (40,600)                                               29,823
           Hisamitsu     Pharmaceutical        Co  Inc
       (4,400)                            HSBC                   11,323
           Hisamitsu     Pharmaceutical        Co  Inc         Goldman    Sachs
      (27,600)                                               43,683
           Hisamitsu     Pharmaceutical        Co  Inc
       (4,900)                            Citibank                   7,206
           Hitachi    Capital    Corp               Credit    Suisse
        (200)                                               500
           Hitachi    Capital    Corp               JP  Morgan
       (5,200)                                               12,999
           Hitachi    Capital    Corp               Bank   of  America    Merrill    Lynch
       (2,500)                                               1,310
           Hitachi    Capital    Corp               Deutsche     Bank
       (6,900)                                               3,615
      (31,400)     Hitachi    Capital    Corp               HSBC                   78,496
           Hitachi    Chemical     Co  Ltd             Credit    Suisse
      (61,200)                                               11,249
           Hitachi    Chemical     Co  Ltd
      (49,300)                            Citibank                   4,984
           Hitachi    Chemical     Co  Ltd             JP  Morgan
       (3,600)                                                662
           Hitachi    Construction       Machinery     Co  Ltd      Credit    Suisse
       (8,400)                                               12,738
           Hitachi    Construction       Machinery     Co  Ltd      Goldman    Sachs
      (88,500)                                               (16,044)
           Hitachi    Construction       Machinery     Co  Ltd
      (151,400)                             HSBC                  229,594
           Hitachi    Construction       Machinery     Co  Ltd      JP  Morgan
      (42,800)                                               41,255
           Hitachi    High-Technologies         Corp
       18,200                            HSBC                   (13,382)
           Hitachi    High-Technologies         Corp          Bank   of  America    Merrill    Lynch
       7,000                                              (18,336)
           Hitachi    High-Technologies         Corp
       7,400                            Citibank                     340
           Hitachi    High-Technologies         Corp          JP  Morgan
       5,300                                               (3,897)
           Hitachi    High-Technologies         Corp          Credit    Suisse
       40,100                                               (29,484)
           Hitachi    Ltd
      194,800                             HSBC                   (25,065)
           Hitachi    Metals    Ltd                Goldman    Sachs
      (23,100)                                                2,894
           Hitachi    Metals    Ltd                Bank   of  America    Merrill    Lynch
      (52,900)                                               16,530
           Hitachi    Metals    Ltd
      (335,300)                             Citibank                  129,430
           Hitachi    Metals    Ltd                JP  Morgan
      (150,400)                                               182,462
           Hitachi    Metals    Ltd                Credit    Suisse
      (83,100)                                               100,815
      (59,300)     Hitachi    Metals    Ltd                Deutsche     Bank              18,530
           Hitachi    Metals    Ltd
      (96,500)                            HSBC                  117,072
           Hitachi    Transport     System    Ltd
        (600)                           Citibank                    (993)
           Hitachi    Transport     System    Ltd           JP  Morgan
      (16,700)                                               (16,116)
           Hitachi    Transport     System    Ltd           Deutsche     Bank
       (1,300)                                               (1,494)
           Hokuhoku     Financial     Group   Inc           JP  Morgan
      (11,700)                                                 (215)
           Hokuhoku     Financial     Group   Inc
        (800)                           Citibank                     15
           Hokuhoku     Financial     Group   Inc           Credit    Suisse
      (21,200)                                                 (390)
           Hokuhoku     Financial     Group   Inc           Deutsche     Bank
      (10,900)                                                (1,503)
           Hokuhoku     Financial     Group   Inc
      (104,600)                             HSBC                   (1,923)
           Hokuriku     Electric     Power   Co           Credit    Suisse
      (36,400)                                                1,673
                                111/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           日本（続き）
           Hokuriku     Electric     Power   Co
      (22,700)                            HSBC                   1,043
           Honda   Motor   Co  Ltd                Goldman    Sachs
       55,800                                               (64,052)
           Horiba    Ltd                    Deutsche     Bank
       (3,600)                                               16,212
           Horiba    Ltd
       (1,900)                            Citibank                   1,921
           Horiba    Ltd
       (5,900)                            HSBC                   56,394
           Hoshizaki     Corp
        600                           Citibank                     993
           Hoshizaki     Corp                  JP  Morgan
       7,300                                               66,422
           Hoshizaki     Corp                  Bank   of  America    Merrill    Lynch
       2,200                                               13,749
           Hoshizaki     Corp                  Credit    Suisse
        900                                              8,189
           House   Foods   Group   Inc              Goldman    Sachs
       33,600                                               (66,321)
           Hoya   Corp                     Bank   of  America    Merrill    Lynch
       20,500                                               (64,436)
           Hoya   Corp
       15,700                            Citibank                   (18,903)
           Hoya   Corp                     JP  Morgan
       47,400                                               (55,327)
           Hoya   Corp                     Credit    Suisse
       59,000                                               (68,866)
           Hulic   Co  Ltd                   Credit    Suisse
      (10,900)                                                9,818
      (71,600)     Hulic   Co  Ltd                   Deutsche     Bank              31,587
           Hulic   Co  Ltd
      (24,500)                            HSBC                   22,067
           Ibiden    Co  Ltd                  Bank   of  America    Merrill    Lynch
      (28,600)                                               52,308
           Ibiden    Co  Ltd                  Credit    Suisse
      (55,300)                                               108,765
           Ibiden    Co  Ltd
      (22,500)                            Citibank                   4,963
           Ibiden    Co  Ltd                  JP  Morgan
      (14,700)                                               28,912
           Ibiden    Co  Ltd                  Deutsche     Bank
      (17,000)                                               31,092
           Ibiden    Co  Ltd
      (166,000)                             HSBC                  326,492
           Ichigo    Inc
      (53,000)                            HSBC                   7,476
           Idemitsu     Kosan   Co  Ltd
      (26,100)                            Citibank                   56,371
           Idemitsu     Kosan   Co  Ltd              Goldman    Sachs
      (92,100)                                               106,645
           Idemitsu     Kosan   Co  Ltd              Credit    Suisse
      (51,200)                                               110,583
           Idemitsu     Kosan   Co  Ltd              JP  Morgan
      (40,200)                                               86,825
           Idemitsu     Kosan   Co  Ltd
      (82,200)                            HSBC                  151,404
           IHI  Corp                     JP  Morgan
      (51,500)                                               53,959
           IHI  Corp                     Credit    Suisse
      (22,500)                                               23,574
           IHI  Corp                     Goldman    Sachs
       (7,500)                                               1,754
           IHI  Corp                     Deutsche     Bank
      (38,200)                                               (15,097)
           IHI  Corp
      (17,900)                            HSBC                   18,755
      (106,100)      Iida   Group   Holdings     Co  Ltd            Bank   of  America    Merrill    Lynch       59,483
           Iida   Group   Holdings     Co  Ltd
      (55,800)                            Citibank                   18,975
           Iida   Group   Holdings     Co  Ltd            Credit    Suisse
      (169,300)                                               164,935
           Iida   Group   Holdings     Co  Ltd            JP  Morgan
      (156,500)                                               152,465
           Inpex   Corp                    Credit    Suisse
      (425,100)                                               555,574
           Inpex   Corp
      (63,100)                            HSBC                   82,467
           Invincible      Investment      Corp   (Reit)          Credit    Suisse
       (4,375)                                              (120,629)
           Invincible      Investment      Corp   (Reit)
       (3,062)                            Citibank                   (16,885)
           Invincible      Investment      Corp   (Reit)          JP  Morgan
       (1,005)                                               (27,710)
           Invincible      Investment      Corp   (Reit)          Deutsche     Bank
        (716)                                             (19,084)
           Invincible      Investment      Corp   (Reit)
       (5,667)                            HSBC                  (156,252)
                                112/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           日本（続き）
           Isetan    Mitsukoshi      Holdings     Ltd          JP  Morgan
      (84,800)                                               87,290
           Isetan    Mitsukoshi      Holdings     Ltd          Bank   of  America    Merrill    Lynch
      (41,800)                                                8,068
           Isetan    Mitsukoshi      Holdings     Ltd          Goldman    Sachs
      (108,300)                                                2,951
           Isetan    Mitsukoshi      Holdings     Ltd          Credit    Suisse
      (48,400)                                               49,821
           Isetan    Mitsukoshi      Holdings     Ltd          Deutsche     Bank
      (43,100)                                                8,319
           Isetan    Mitsukoshi      Holdings     Ltd
      (64,600)                            HSBC                   66,497
           Ito  En  Ltd                    Bank   of  America    Merrill    Lynch
       27,400                                               (50,365)
           Ito  En  Ltd
       47,800                            Citibank                  (162,548)
           Ito  En  Ltd                    JP  Morgan
       24,000                                               (57,350)
           Ito  En  Ltd                    Credit    Suisse
       36,700                                               (87,698)
           ITOCHU    Corp                    Bank   of  America    Merrill    Lynch
       53,800                                               (2,720)
           ITOCHU    Corp
       39,800                            Citibank                   (8,413)
           ITOCHU    Corp                    JP  Morgan
       56,100                                               26,296
           ITOCHU    Corp                    Credit    Suisse
       33,200                                               15,562
           Itochu    Techno-Solutions         Corp           Bank   of  America    Merrill    Lynch
       21,400                                               15,931
       53,600     Itochu    Techno-Solutions         Corp           JP  Morgan                 (29,065)
           Itochu    Techno-Solutions         Corp
       4,600                            Citibank                   (1,057)
           Itochu    Techno-Solutions         Corp           Credit    Suisse
       25,600                                               (13,882)
           Itochu    Techno-Solutions         Corp           Deutsche     Bank
       6,000                                               4,467
           Itochu    Techno-Solutions         Corp           Goldman    Sachs
       31,900                                               (6,494)
           Itoham    Yonekyu    Holdings     Inc           Bank   of  America    Merrill    Lynch
      (126,900)                                                26,825
           Itoham    Yonekyu    Holdings     Inc           JP  Morgan
      (228,200)                                                27,265
           Itoham    Yonekyu    Holdings     Inc
      (34,200)                            Citibank                     629
           Itoham    Yonekyu    Holdings     Inc           Credit    Suisse
      (88,500)                                               10,574
           Itoham    Yonekyu    Holdings     Inc           Deutsche     Bank
      (128,200)                                                27,100
           Itoham    Yonekyu    Holdings     Inc
      (164,300)                             HSBC                   19,631
           Iyo  Bank   Ltd/The                   JP  Morgan
      (27,000)                                                9,430
           Iyo  Bank   Ltd/The                   Bank   of  America    Merrill    Lynch
      (15,800)                                                3,921
           Iyo  Bank   Ltd/The
       (1,400)                            Citibank                     206
           Iyo  Bank   Ltd/The                   Credit    Suisse
      (106,200)                                                37,090
           Iyo  Bank   Ltd/The                   Deutsche     Bank
      (19,600)                                                4,864
           Izumi   Co  Ltd                   JP  Morgan
       21,900                                               (58,370)
           Izumi   Co  Ltd                   Bank   of  America    Merrill    Lynch
       9,200                                              (11,415)
           Izumi   Co  Ltd
       14,200                            Citibank                     －
      (36,400)     J Front   Retailing     Co  Ltd             JP  Morgan                 53,192
           J Front   Retailing     Co  Ltd             Bank   of  America    Merrill    Lynch
       (8,600)                                               6,560
           J Front   Retailing     Co  Ltd
      (14,300)                            Citibank                   10,383
           J Front   Retailing     Co  Ltd             Goldman    Sachs
      (137,600)                                                69,830
           J Front   Retailing     Co  Ltd             Credit    Suisse
      (64,500)                                               94,256
           J Front   Retailing     Co  Ltd             Deutsche     Bank
      (19,000)                                               14,494
           J Front   Retailing     Co  Ltd
      (41,500)                            HSBC                   60,645
           Japan   Airlines     Co  Ltd              Bank   of  America    Merrill    Lynch
       10,200                                               (15,749)
           Japan   Airlines     Co  Ltd
       31,100                            Citibank                   (34,872)
           Japan   Airlines     Co  Ltd              Credit    Suisse
       95,600                                              (238,989)
           Japan   Airport    Terminal     Co  Ltd          Credit    Suisse
      (26,900)                                               127,324
                                113/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           日本（続き）
           Japan   Airport    Terminal     Co  Ltd          Deutsche     Bank
       (5,200)                                               11,470
           Japan   Airport    Terminal     Co  Ltd          Goldman    Sachs
      (47,500)                                               27,019
           Japan   Airport    Terminal     Co  Ltd
       (4,900)                            Citibank                   6,530
           Japan   Airport    Terminal     Co  Ltd          JP  Morgan
      (10,400)                                               49,226
           Japan   Airport    Terminal     Co  Ltd
      (63,500)                            HSBC                  300,561
           Japan   Aviation     Electronics      Industry     Ltd     Bank   of  America    Merrill    Lynch
       13,000                                               (15,891)
           Japan   Aviation     Electronics      Industry     Ltd     Goldman    Sachs
      183,800                                                48,565
           Japan   Exchange     Group   Inc
      (36,500)                            Citibank                   28,179
           Japan   Exchange     Group   Inc             JP  Morgan
      (19,000)                                               14,668
           Japan   Exchange     Group   Inc             Goldman    Sachs
      (324,500)                                               158,455
           Japan   Exchange     Group   Inc             Credit    Suisse
      (69,100)                                               49,896
           Japan   Petroleum     Exploration      Co  Ltd        Goldman    Sachs
       73,500                                               (76,000)
           Japan   Post   Bank   Co  Ltd              Goldman    Sachs
      (22,300)                                                 713
           Japan   Post   Bank   Co  Ltd              Credit    Suisse
      (68,000)                                               63,747
           Japan   Post   Bank   Co  Ltd              Deutsche     Bank
      (10,000)                                                5,331
      (27,100)     Japan   Post   Bank   Co  Ltd              Bank   of  America    Merrill    Lynch       14,446
           Japan   Post   Bank   Co  Ltd
      (34,300)                            Citibank                   10,718
           Japan   Post   Bank   Co  Ltd              JP  Morgan
      (33,600)                                               31,499
           Japan   Post   Bank   Co  Ltd
      (100,400)                             HSBC                   94,121
           Japan   Post   Holdings     Co  Ltd
      (49,000)                            HSBC                   13,961
           Japan   Post   Insurance     Co  Ltd           Bank   of  America    Merrill    Lynch
      (27,700)                                                (5,855)
           Japan   Post   Insurance     Co  Ltd           JP  Morgan
      (90,700)                                               87,528
           Japan   Post   Insurance     Co  Ltd           Goldman    Sachs
      (238,800)                                               (193,556)
           Japan   Real   Estate    Investment      Corp   (Reit)      Credit    Suisse
        (129)                                             (34,383)
           Japan   Tobacco    Inc
       19,500                            Citibank                   (8,155)
           Japan   Tobacco    Inc                Bank   of  America    Merrill    Lynch
       90,300                                               (23,653)
           Japan   Tobacco    Inc                JP  Morgan
       18,500                                               (3,316)
           Japan   Tobacco    Inc                Credit    Suisse
       38,500                                               (6,900)
           Japan   Tobacco    Inc
       70,100                            HSBC                   (12,563)
           JFE  Holdings     Inc
       33,100                            Citibank                   (26,315)
           JFE  Holdings     Inc                 JP  Morgan
       30,200                                               (90,485)
           JFE  Holdings     Inc                 Bank   of  America    Merrill    Lynch
       28,400                                               (42,415)
           JFE  Holdings     Inc                 Credit    Suisse
       27,100                                               (81,197)
           JFE  Holdings     Inc                 Deutsche     Bank
       3,200                                               (4,779)
      282,900     JFE  Holdings     Inc                 HSBC                  (847,621)
           JGC  Corp
      (173,800)                             Citibank                   (1,597)
           JGC  Corp                     JP  Morgan
      (337,800)                                                (23,241)
           JGC  Corp                     Credit    Suisse
      (181,700)                                                51,769
           JGC  Corp                     Bank   of  America    Merrill    Lynch
      (74,400)                                               36,241
           JGC  Corp
      (384,700)                             HSBC                   (18,597)
           JGC  Corp                     Goldman    Sachs
      (255,200)                                                (46,284)
           JSR  Corp                     Credit    Suisse
      (14,400)                                                5,294
           JSR  Corp
      (45,200)                            Citibank                   (14,540)
           JSR  Corp                     Deutsche     Bank
      (27,100)                                                1,993
           JSR  Corp                     JP  Morgan
      (59,100)                                               21,727
                                114/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           日本（続き）
           JSR  Corp
      (150,400)                             HSBC                   55,292
           JTEKT   Corp                    JP  Morgan
       48,500                                               (66,863)
           JTEKT   Corp
       28,900                            Citibank                   (16,468)
           JTEKT   Corp                    Bank   of  America    Merrill    Lynch
       38,900                                               (31,462)
           JTEKT   Corp                    Deutsche     Bank
       21,300                                               (17,227)
           JTEKT   Corp                    Credit    Suisse
       21,800                                               (30,054)
           JXTG   Holdings     Inc
      (278,600)                             Citibank                   46,090
           JXTG   Holdings     Inc                Credit    Suisse
      (156,400)                                                 (575)
           JXTG   Holdings     Inc                Goldman    Sachs
      (339,400)                                                32,621
           JXTG   Holdings     Inc                JP  Morgan
      (148,300)                                                 (545)
           JXTG   Holdings     Inc
      (548,200)                             HSBC                     748
           K’s   Holdings     Corp                Credit    Suisse
       84,500                                               55,917
           K’s   Holdings     Corp 
      127,400                             Citibank                   (76,109)
           K’s   Holdings     Corp                JP  Morgan
       90,200                                               59,688
           Kagome    Co  Ltd
       5,000                            Citibank                   (3,538)
       7,000    Kagome    Co  Ltd                  Goldman    Sachs               (5,733)
           Kajima    Corp                    Bank   of  America    Merrill    Lynch
       7,400                                               (2,652)
           Kajima    Corp
      188,400                             Citibank                  (169,691)
           Kajima    Corp                    JP  Morgan
      151,100                                               (161,092)
           Kajima    Corp                    Credit    Suisse
       86,500                                               (92,220)
           Kajima    Corp
      530,100                             HSBC                  (565,154)
           Kakaku.com      Inc                  Goldman    Sachs
      (25,100)                                               18,393
           Kakaku.com      Inc                  JP  Morgan
      (22,200)                                               19,995
           Kaken   Pharmaceutical        Co  Ltd
       28,100                            Citibank                   15,496
           Kaken   Pharmaceutical        Co  Ltd           Bank   of  America    Merrill    Lynch
       21,700                                               58,835
           Kaken   Pharmaceutical        Co  Ltd           JP  Morgan
       31,100                                               108,616
           Kaken   Pharmaceutical        Co  Ltd           Credit    Suisse
       15,200                                               53,086
           Kaken   Pharmaceutical        Co  Ltd           Deutsche     Bank
       32,400                                               87,845
           Kamigumi     Co  Ltd                 Bank   of  America    Merrill    Lynch
       20,300                                               13,247
           Kamigumi     Co  Ltd                 JP  Morgan
       36,700                                               (8,770)
           Kamigumi     Co  Ltd                 Credit    Suisse
       13,400                                               (3,202)
           Kamigumi     Co  Ltd
       30,100                            Citibank                    (830)
           Kamigumi     Co  Ltd                 Deutsche     Bank
       12,700                                                8,287
           Kamigumi     Co  Ltd
       10,100                            HSBC                   (2,413)
       66,300     Kamigumi     Co  Ltd                 Goldman    Sachs                (314)
           Kaneka    Corp                    Bank   of  America    Merrill    Lynch
       3,800                                               (5,239)
           Kaneka    Corp                    JP  Morgan
       3,200                                              (10,735)
           Kaneka    Corp                    Credit    Suisse
       7,400                                              (24,824)
           Kaneka    Corp
      286,300                             Citibank                  (210,505)
           Kaneka    Corp                    Deutsche     Bank
       5,800                                               (7,996)
           Kaneka    Corp
       5,300                            HSBC                   (17,780)
           Kansai    Electric     Power   Co  Inc/The           Deutsche     Bank
       16,200                                               (3,648)
           Kansai    Electric     Power   Co  Inc/The           JP  Morgan
       40,200                                               (10,530)
           Kansai    Electric     Power   Co  Inc/The
       36,000                            Citibank                   (9,595)
           Kansai    Paint   Co  Ltd               JP  Morgan
      (251,300)                                                (80,837)
                                115/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           日本（続き）
           Kansai    Paint   Co  Ltd               Credit    Suisse
      (99,100)                                               (31,878)
           Kansai    Paint   Co  Ltd               Bank   of  America    Merrill    Lynch
      (48,700)                                               (89,966)
           Kao  Corp                     Bank   of  America    Merrill    Lynch
       5,100                                               (7,265)
           Kao  Corp
       52,300                            Citibank                  (122,572)
           Kao  Corp                     JP  Morgan
       8,000                                               (9,044)
           Kao  Corp                     Credit    Suisse
       11,400                                               (12,887)
           Kao  Corp
       14,700                            HSBC                   (16,618)
           Kawasaki     Heavy   Industries      Ltd          JP  Morgan
      (29,100)                                               36,908
           Kawasaki     Heavy   Industries      Ltd
       (4,000)                            Citibank                   2,573
           Kawasaki     Heavy   Industries      Ltd          Credit    Suisse
      (12,100)                                               15,347
           Kawasaki     Heavy   Industries      Ltd          Deutsche     Bank
      (35,500)                                                8,483
           Kawasaki     Heavy   Industries      Ltd
      (37,600)                            HSBC                   47,689
           Kawasaki     Kisen   Kaisha    Ltd            JP  Morgan
      (130,000)                                               322,704
           Kawasaki     Kisen   Kaisha    Ltd            Credit    Suisse
      (329,401)                                               396,728
           Kawasaki     Kisen   Kaisha    Ltd            Goldman    Sachs
      (53,500)                                               21,268
      (30,100)     KDDI   Corp                     Goldman    Sachs               (9,373)
           KDDI   Corp                     Credit    Suisse
      (94,400)                                               (216,034)
           KDDI   Corp
      (50,300)                            Citibank                   (21,728)
           KDDI   Corp                     JP  Morgan
      (21,300)                                               (48,745)
           Keihan    Holdings     Co  Ltd
      (28,000)                            Citibank                   6,434
           Keihan    Holdings     Co  Ltd              Bank   of  America    Merrill    Lynch
       (1,600)                                               1,985
           Keihan    Holdings     Co  Ltd              JP  Morgan
      (12,700)                                                1,167
           Keihan    Holdings     Co  Ltd              Credit    Suisse
      (47,000)                                                4,320
           Keihan    Holdings     Co  Ltd              Deutsche     Bank
      (28,300)                                               35,113
           Keikyu    Corp
      (74,900)                            Citibank                   (13,768)
           Keikyu    Corp                    Credit    Suisse
      (117,300)                                                16,171
           Keikyu    Corp                    Bank   of  America    Merrill    Lynch
       (2,800)                                               (2,985)
           Keikyu    Corp                    JP  Morgan
      (16,200)                                                2,233
           Keikyu    Corp                    Deutsche     Bank
       (4,400)                                               (4,691)
           Keio   Corp
       (8,300)                            Citibank                   27,462
           Keio   Corp                     JP  Morgan
      (32,400)                                               (101,245)
           Keio   Corp                     Bank   of  America    Merrill    Lynch
      (10,800)                                                7,941
           Keio   Corp                     Credit    Suisse
      (39,100)                                               (122,182)
           Keio   Corp                     Deutsche     Bank
      (23,900)                                               17,573
      (60,300)     Keisei    Electric     Railway    Co  Ltd          Bank   of  America    Merrill    Lynch      (83,130)
           Keisei    Electric     Railway    Co  Ltd          Credit    Suisse
      (18,600)                                               (44,446)
           Keisei    Electric     Railway    Co  Ltd          Deutsche     Bank
       (2,400)                                               (3,309)
           Keisei    Electric     Railway    Co  Ltd
      (30,000)                            Citibank                   15,165
           Keisei    Electric     Railway    Co  Ltd          JP  Morgan
      (37,500)                                               (89,610)
           Keisei    Electric     Railway    Co  Ltd
      (40,200)                            HSBC                   (96,062)
           Kewpie    Corp                    Credit    Suisse
      (22,000)                                               18,602
           Kewpie    Corp                    JP  Morgan
       (2,900)                                               2,452
           Kewpie    Corp
        (300)                           Citibank                     353
           Keyence    Corp
       (2,700)                            Citibank                   36,974
           Keyence    Corp                   Credit    Suisse
       (5,400)                                              294,306
                                116/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           日本（続き）
           Keyence    Corp                   Goldman    Sachs
        (300)                                              2,622
           Keyence    Corp                   JP  Morgan
       (6,000)                                              327,007
           Keyence    Corp
       (6,700)                            HSBC                  365,158
           Kikkoman     Corp
       1,600                            Citibank                   (7,720)
           Kikkoman     Corp                   Credit    Suisse
       70,300                                              (326,286)
           Kikkoman     Corp
       27,600                            HSBC                  (128,101)
           Kinden    Corp                    Bank   of  America    Merrill    Lynch
       8,300                                               (1,068)
           Kinden    Corp                    JP  Morgan
      131,100                                               (42,172)
           Kinden    Corp
      127,000                             Citibank                   (43,187)
           Kinden    Corp                    Credit    Suisse
       87,900                                               (28,275)
           Kintetsu     Group   Holdings     Co  Ltd          JP  Morgan
       (2,300)                                               (5,707)
           Kintetsu     Group   Holdings     Co  Ltd
      (31,900)                            Citibank                   29,319
           Kirin   Holdings     Co  Ltd              JP  Morgan
       67,100                                                5,550
           Kirin   Holdings     Co  Ltd
       47,800                            Citibank                   35,804
           Kirin   Holdings     Co  Ltd              Bank   of  America    Merrill    Lynch
       22,000                                               24,971
       9,000    Kirin   Holdings     Co  Ltd              Credit    Suisse                 744
           Kirin   Holdings     Co  Ltd              Goldman    Sachs
       8,400                                                (995)
           Kissei    Pharmaceutical        Co  Ltd           JP  Morgan
       13,800                                               (11,034)
           Kissei    Pharmaceutical        Co  Ltd           Bank   of  America    Merrill    Lynch
       9,600                                               4,588
           Kissei    Pharmaceutical        Co  Ltd           Deutsche     Bank
       1,800                                                860
           Kissei    Pharmaceutical        Co  Ltd
       9,600                            Citibank                   (4,235)
           Kissei    Pharmaceutical        Co  Ltd           Credit    Suisse
       4,400                                               (3,518)
           Kobayashi     Pharmaceutical        Co  Ltd         Goldman    Sachs
      (16,600)                                               48,369
           Kobayashi     Pharmaceutical        Co  Ltd         JP  Morgan
       (5,100)                                               28,592
           Kobayashi     Pharmaceutical        Co  Ltd
       (2,600)                            HSBC                   10,556
           Kobayashi     Pharmaceutical        Co  Ltd
       (3,500)                            Citibank                   10,937
           Koito   Manufacturing       Co  Ltd
      (14,600)                            HSBC                  147,604
           Kokuyo    Co  Ltd
       25,500                            Citibank                   (6,093)
           Kokuyo    Co  Ltd                  Goldman    Sachs
      106,600                                               (23,799)
           Komatsu    Ltd                   Bank   of  America    Merrill    Lynch
       (9,900)                                               (2,593)
           Komatsu    Ltd                   JP  Morgan
      (103,000)                                                69,579
           Komatsu    Ltd
      (39,800)                            Citibank                   10,242
           Komatsu    Ltd                   Credit    Suisse
      (78,600)                                               53,096
           Komatsu    Ltd                   Deutsche     Bank
      (35,900)                                                (9,404)
      (50,700)     Komatsu    Ltd                   HSBC                   34,249
           Konami    Holdings     Corp               Bank   of  America    Merrill    Lynch
       56,800                                               140,949
           Konami    Holdings     Corp
       14,700                            Citibank                   (5,404)
           Konami    Holdings     Corp               JP  Morgan
       8,200                                               14,319
           Konami    Holdings     Corp               Credit    Suisse
       6,000                                               10,477
           Konami    Holdings     Corp
       13,700                            HSBC                   21,683
           Konami    Holdings     Corp               Goldman    Sachs
       19,800                                               (10,580)
           Konica    Minolta    Inc                JP  Morgan
      167,700                                               (225,028)
           Kubota    Corp                    JP  Morgan
      (128,300)                                                (80,184)
           Kubota    Corp
      (17,200)                            Citibank                   (7,114)
           Kubota    Corp                    Bank   of  America    Merrill    Lynch
      (136,500)                                                (8,782)
                                117/337



                                                           EDINET提出書類
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                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           日本（続き）
           Kubota    Corp                    Credit    Suisse
      (17,800)                                               (11,124)
           Kuraray    Co  Ltd                  Credit    Suisse
      (40,400)                                               57,924
           Kuraray    Co  Ltd                  JP  Morgan
      (13,000)                                               18,639
           Kurita    Water   Industries      Ltd           Bank   of  America    Merrill    Lynch
       55,300                                                4,066
           Kurita    Water   Industries      Ltd
       15,300                            Citibank                   7,031
           Kurita    Water   Industries      Ltd           JP  Morgan
       35,800                                               (61,199)
           Kurita    Water   Industries      Ltd           Goldman    Sachs
       20,200                                                9,268
           Kurita    Water   Industries      Ltd           Credit    Suisse
       28,100                                               (48,036)
           Kurita    Water   Industries      Ltd           Deutsche     Bank
       48,000                                                3,529
           Kusuri    no  Aoki   Holdings     Co  Ltd          Credit    Suisse
       (7,000)                                               45,678
           Kusuri    no  Aoki   Holdings     Co  Ltd
      (13,200)                            Citibank                   55,806
           Kusuri    no  Aoki   Holdings     Co  Ltd          Goldman    Sachs
      (52,300)                                               135,058
           Kyocera    Corp
      (34,200)                            Citibank                   55,007
           Kyocera    Corp                   JP  Morgan
      (30,900)                                               65,603
           Kyocera    Corp                   Bank   of  America    Merrill    Lynch
      (10,800)                                               24,914
       (1,000)    Kyocera    Corp                   HSBC                   2,123
           KYORIN    Holdings     Inc               Goldman    Sachs
       34,800                                               (18,894)
           Kyoritsu     Maintenance      Co  Ltd           Credit    Suisse
      (20,000)                                               40,731
           Kyoritsu     Maintenance      Co  Ltd
       (3,300)                            Citibank                   2,411
           Kyowa   Exeo   Corp                  Bank   of  America    Merrill    Lynch
       30,400                                               (13,132)
           Kyowa   Hakko   Kirin   Co  Ltd             Goldman    Sachs
       81,200                                               (32,354)
           Kyudenko     Corp
      178,700                             HSBC                  (418,809)
           Kyushu    Electric     Power   Co  Inc           Bank   of  America    Merrill    Lynch
       39,300                                               20,227
           Kyushu    Electric     Power   Co  Inc           Deutsche     Bank
      121,800                                                62,688
           Kyushu    Electric     Power   Co  Inc           JP  Morgan
       17,100                                                 314
           Kyushu    Financial     Group   Inc            JP  Morgan
      (130,800)                                                6,011
           Kyushu    Financial     Group   Inc
       (9,300)                            Citibank                   1,026
           Kyushu    Financial     Group   Inc            Bank   of  America    Merrill    Lynch
      (190,900)                                                5,264
           Kyushu    Financial     Group   Inc            Credit    Suisse
      (53,500)                                                2,459
           Kyushu    Financial     Group   Inc            Deutsche     Bank
      (104,200)                                                2,873
           Kyushu    Financial     Group   Inc
      (52,200)                            HSBC                   2,399
           Kyushu    Railway    Co                Credit    Suisse
      (68,800)                                               139,111
           Kyushu    Railway    Co
      (120,700)                             HSBC                  244,051
           Lawson    Inc                    Bank   of  America    Merrill    Lynch
       7,300                                               5,032
       7,700    Lawson    Inc                    JP  Morgan                  (6,369)
           Lawson    Inc
       18,200                            Citibank                   (10,036)
           LINE   Corp                     JP  Morgan
      (98,348)                                               497,739
           LINE   Corp
      (11,500)                            Citibank                   13,229
           LINE   Corp                     Bank   of  America    Merrill    Lynch
      (66,455)                                               271,793
           LINE   Corp                     Credit    Suisse
      (273,100)                                              1,298,253
           Lintec    Corp                    JP  Morgan
       43,700                                               (42,172)
           Lintec    Corp                    Bank   of  America    Merrill    Lynch
       79,200                                               (96,812)
           Lintec    Corp
       65,900                            Citibank                   (30,889)
           Lintec    Corp                    Credit    Suisse
       38,400                                               (37,057)
           Lintec    Corp                    Deutsche     Bank
       50,000                                               (61,119)
                                118/337



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                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           日本（続き）
           Lintec    Corp
      107,700                             HSBC                  (103,934)
           Lion   Corp                     JP  Morgan
       37,200                                               (51,626)
           Lion   Corp                     Credit    Suisse
       36,000                                               (49,961)
           Lion   Corp
       4,200                            Citibank                    (386)
           LIXIL   Group   Corp                 Credit    Suisse
      (15,000)                                                4,412
           LIXIL   Group   Corp
      (55,100)                            HSBC                   16,205
           M3  Inc                      JP  Morgan
      (103,800)                                                (33,390)
           M3  Inc 
      (465,400)                             HSBC                  (149,708)
           Mabuchi    Motor   Co  Ltd               Bank   of  America    Merrill    Lynch
       10,600                                               (11,691)
           Mabuchi    Motor   Co  Ltd
       13,700                            Citibank                   (18,257)
           Mabuchi    Motor   Co  Ltd               JP  Morgan
       20,100                                               (15,702)
           Mabuchi    Motor   Co  Ltd               Credit    Suisse
        100                                               (78)
           Mabuchi    Motor   Co  Ltd               Deutsche     Bank
       2,400                                               (2,647)
           Maeda   Corp                    Goldman    Sachs
      (86,700)                                                (9,560)
           Makita    Corp                    JP  Morgan
      (16,800)                                               (23,735)
       (9,500)    Makita    Corp                    Bank   of  America    Merrill    Lynch       (2,619)
           Makita    Corp                    Credit    Suisse
      (12,900)                                               (20,748)
           Makita    Corp                    Goldman    Sachs
      (66,500)                                               34,572
           Makita    Corp                    Deutsche     Bank
      (20,500)                                                (5,652)
           Makita    Corp
       (9,300)                            Citibank                   9,830
           Makita    Corp
      (76,400)                            HSBC                  (122,880)
           Marubeni     Corp                   Bank   of  America    Merrill    Lynch
      253,100                                               (52,804)
           Marubeni     Corp
      267,900                             Citibank                   (47,767)
           Marubeni     Corp                   JP  Morgan
      378,900                                               (234,712)
           Marui   Group   Co  Ltd                JP  Morgan
      (54,700)                                               (48,765)
           Marui   Group   Co  Ltd
      (34,200)                            Citibank                   3,458
           Marui   Group   Co  Ltd                Deutsche     Bank
      (87,500)                                               12,867
           Marui   Group   Co  Ltd                Goldman    Sachs
      (21,700)                                                (1,461)
           Matsui    Securities      Co  Ltd             Bank   of  America    Merrill    Lynch
      104,100                                                9,568
           Matsui    Securities      Co  Ltd
       97,200                            Citibank                   (27,694)
           Matsui    Securities      Co  Ltd             JP  Morgan
      130,000                                                13,143
           Matsui    Securities      Co  Ltd             Credit    Suisse
      106,700                                                10,787
           Matsui    Securities      Co  Ltd             Deutsche     Bank
       41,600                                                3,823
           Matsumotokiyoshi         Holdings     Co  Ltd         Goldman    Sachs
      (16,100)                                                (3,218)
       87,400     Mazda   Motor   Corp                 Bank   of  America    Merrill    Lynch      (125,712)
           Mazda   Motor   Corp
       26,300                            Citibank                   (27,435)
           Mazda   Motor   Corp                 JP  Morgan
       52,800                                              (115,009)
           Mazda   Motor   Corp                 Credit    Suisse
      200,000                                               (435,642)
           Mazda   Motor   Corp                 Deutsche     Bank
       2,000                                               (2,877)
           Mazda   Motor   Corp
      153,500                             HSBC                  (334,355)
           McDonald’s      Holdings     Co  Japan   Ltd        JP  Morgan
       (4,400)                                               8,492
           McDonald’s      Holdings     Co  Japan   Ltd        Credit    Suisse
       (6,400)                                               12,352
           Mebuki    Financial     Group   Inc            Bank   of  America    Merrill    Lynch
      (240,000)                                                (11,029)
           Mebuki    Financial     Group   Inc            Credit    Suisse
      (571,900)                                                (21,025)
           Mebuki    Financial     Group   Inc            Deutsche     Bank
      (296,200)                                                (13,612)
                                119/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           日本（続き）
           Mebuki    Financial     Group   Inc            JP  Morgan
     (1,926,200)                                                 (70,813)
           Mebuki    Financial     Group   Inc
      (771,000)                             Citibank                     －
           Mebuki    Financial     Group   Inc
      (75,400)                            HSBC                   (2,772)
           Medipal    Holdings     Corp               JP  Morgan
      126,500                                               (109,287)
           Medipal    Holdings     Corp
       64,200                            Citibank                   (8,851)
           Medipal    Holdings     Corp               Deutsche     Bank
      103,900                                               (42,016)
           Medipal    Holdings     Corp               Bank   of  America    Merrill    Lynch
       58,600                                               (23,697)
           Medipal    Holdings     Corp               Credit    Suisse
       9,800                                               (8,467)
           Medipal    Holdings     Corp               Goldman    Sachs
      186,000                                               (56,809)
           Megmilk    Snow   Brand   Co  Ltd            Bank   of  America    Merrill    Lynch
       33,100                                               (10,952)
           Megmilk    Snow   Brand   Co  Ltd
       9,500                            Citibank                   (4,191)
           Megmilk    Snow   Brand   Co  Ltd            Credit    Suisse
       7,800                                              (17,205)
           Megmilk    Snow   Brand   Co  Ltd            Deutsche     Bank
       13,000                                               (4,301)
           Megmilk    Snow   Brand   Co  Ltd            JP  Morgan
       5,800                                              (12,794)
           Megmilk    Snow   Brand   Co  Ltd            Goldman    Sachs
       34,200                                               (20,698)
       5,300    MEIJI   Holdings     Co  Ltd              Citibank                   (17,049)
           MEIJI   Holdings     Co  Ltd              Bank   of  America    Merrill    Lynch
       3,300                                              (11,829)
           MEIJI   Holdings     Co  Ltd              Credit    Suisse
       5,600                                              (48,380)
           MEIJI   Holdings     Co  Ltd              Deutsche     Bank
       13,200                                               (47,314)
           MEIJI   Holdings     Co  Ltd              Goldman    Sachs
       6,600                                              (20,267)
           MEIJI   Holdings     Co  Ltd
       2,500                            HSBC                   (21,598)
           MIinebea     Mitsumi    Inc               JP  Morgan
      (63,200)                                               119,075
           MINEBEA    MITSUMI    Inc
      (48,900)                            Citibank                   22,022
           MINEBEA    MITSUMI    Inc               Credit    Suisse
      (20,800)                                               39,189
           MINEBEA    MITSUMI    Inc
      (169,400)                             HSBC                  319,167
           Miraca    Holdings     Inc               Goldman    Sachs
      (53,400)                                               19,753
           Miraca    Holdings     Inc
      (16,800)                            Citibank                   8,338
           Miraca    Holdings     Inc               Credit    Suisse
       (8,300)                                               21,664
           Miraca    Holdings     Inc
       (9,300)                            HSBC                   24,275
           Miraca    Holdings     Inc               JP  Morgan
       (8,000)                                               20,881
           MISUMI    Group   Inc
       (6,700)                            Citibank                   (1,293)
           MISUMI    Group   Inc                 Credit    Suisse
      (18,300)                                               13,960
           MISUMI    Group   Inc                 Bank   of  America    Merrill    Lynch
       (8,100)                                               2,159
           MISUMI    Group   Inc                 Deutsche     Bank
      (18,800)                                                5,011
      (80,000)     MISUMI    Group   Inc                 JP  Morgan                 61,027
           MISUMI    Group   Inc                 Goldman    Sachs
      (64,300)                                                (9,062)
           Mitsubishi      Chemical     Holdings     Corp         Bank   of  America    Merrill    Lynch
      286,600                                               (57,950)
           Mitsubishi      Chemical     Holdings     Corp         JP  Morgan
      287,700                                               (93,235)
           Mitsubishi      Chemical     Holdings     Corp
       34,900                            Citibank                   (2,277)
           Mitsubishi      Chemical     Holdings     Corp         Credit    Suisse
      117,800                                               (42,005)
           Mitsubishi      Chemical     Holdings     Corp         Goldman    Sachs
      188,400                                               (12,468)
           Mitsubishi      Corp                  Bank   of  America    Merrill    Lynch
       9,700                                               (5,795)
           Mitsubishi      Corp                  Goldman    Sachs
       8,200                                               (4,128)
           Mitsubishi      Electric     Corp             Bank   of  America    Merrill    Lynch
      102,000                                               (82,496)
           Mitsubishi      Electric     Corp
       62,200                            Citibank                   (14,006)
                                120/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           日本（続き）
           Mitsubishi      Electric     Corp             Credit    Suisse
       2,900                                               (3,598)
           Mitsubishi      Electric     Corp
       27,700                            HSBC                   (34,369)
           Mitsubishi      Estate    Co  Ltd             Bank   of  America    Merrill    Lynch
       67,100                                               (22,201)
           Mitsubishi      Estate    Co  Ltd             Credit    Suisse
       53,200                                               70,164
           Mitsubishi      Estate    Co  Ltd             JP  Morgan
       13,500                                               17,805
           Mitsubishi      Gas  Chemical     Co  Inc
       48,300                            Citibank                   (8,434)
           Mitsubishi      Gas  Chemical     Co  Inc          JP  Morgan
       60,100                                               (81,750)
           Mitsubishi      Gas  Chemical     Co  Inc          Bank   of  America    Merrill    Lynch
       82,800                                               (32,723)
           Mitsubishi      Gas  Chemical     Co  Inc          Deutsche     Bank
       60,200                                               (23,791)
           Mitsubishi      Gas  Chemical     Co  Inc
       86,500                            HSBC                  (117,660)
           Mitsubishi      Heavy   Industries      Ltd         Bank   of  America    Merrill    Lynch
       34,500                                               14,903
           Mitsubishi      Heavy   Industries      Ltd         JP  Morgan
       27,300                                               36,555
           Mitsubishi      Heavy   Industries      Ltd
       31,800                            Citibank                   (7,599)
           Mitsubishi      Heavy   Industries      Ltd         Credit    Suisse
       39,600                                               74,974
           Mitsubishi      Heavy   Industries      Ltd
       97,600                            HSBC                  184,786
       83,600     Mitsubishi      Heavy   Industries      Ltd         Goldman    Sachs              (20,385)
           Mitsubishi      Logistics     Corp             Credit    Suisse
      (232,400)                                               301,166
           Mitsubishi      Logistics     Corp             JP  Morgan
      (59,300)                                               76,847
           Mitsubishi      Materials     Corp             Bank   of  America    Merrill    Lynch
       30,900                                               37,487
           Mitsubishi      Materials     Corp
       11,800                            Citibank                     976
           Mitsubishi      Materials     Corp             JP  Morgan
       17,600                                               15,690
           Mitsubishi      Materials     Corp             Credit    Suisse
       19,800                                               17,652
           Mitsubishi      Motors    Corp              JP  Morgan
      (366,000)                                               316,199
           Mitsubishi      Motors    Corp
      (664,100)                             Citibank                  (170,900)
           Mitsubishi      Motors    Corp              Bank   of  America    Merrill    Lynch
      (174,700)                                                (27,296)
           Mitsubishi      Motors    Corp              Credit    Suisse
      (448,200)                                               387,214
           Mitsubishi      Motors    Corp
      (39,100)                            HSBC                   33,780
           Mitsubishi      Tanabe    Pharma    Corp           Bank   of  America    Merrill    Lynch
       48,100                                                5,747
           Mitsubishi      Tanabe    Pharma    Corp
       38,900                            Citibank                   6,793
           Mitsubishi      Tanabe    Pharma    Corp           Credit    Suisse
       8,600                                               (8,457)
           Mitsubishi      UFJ  Financial     Group   Inc
      (114,300)                             HSBC                   36,978
           Mitsubishi      UFJ  Lease   & Finance    Co  Ltd      Bank   of  America    Merrill    Lynch
      (10,800)                                                (2,879)
           Mitsubishi      UFJ  Lease   & Finance    Co  Ltd
       (6,400)                            Citibank                     588
           Mitsubishi      UFJ  Lease   & Finance    Co  Ltd      JP  Morgan
      (55,400)                                                (4,583)
      (209,000)      Mitsubishi      UFJ  Lease   & Finance    Co  Ltd      Credit    Suisse               (17,288)
           Mitsubishi      UFJ  Lease   & Finance    Co  Ltd      Deutsche     Bank
      (49,400)                                               (13,167)
           Mitsubishi      UFJ  Lease   & Finance    Co  Ltd
      (393,200)                             HSBC                   (32,524)
           Mitsui    & Co  Ltd                 JP  Morgan
       67,500                                                2,482
           Mitsui    & Co  Ltd                 Bank   of  America    Merrill    Lynch
       88,800                                               14,282
           Mitsui    & Co  Ltd
       66,300                            Citibank                   (4,265)
           Mitsui    & Co  Ltd                 Credit    Suisse
       41,500                                                1,526
           Mitsui    & Co  Ltd
       12,700                            HSBC                     467
           Mitsui    Chemicals     Inc
       20,600                            Citibank                   (4,923)
           Mitsui    Chemicals     Inc               Bank   of  America    Merrill    Lynch
       16,100                                               (16,425)
           Mitsui    Chemicals     Inc               JP  Morgan
       6,100                                              (11,829)
                                121/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           日本（続き）
           Mitsui    Chemicals     Inc               Deutsche     Bank
       7,200                                               (7,345)
           Mitsui    Chemicals     Inc               Credit    Suisse
       17,100                                               (33,161)
           Mitsui    Chemicals     Inc
       27,900                            HSBC                   (54,105)
           Mitsui    Fudosan    Co  Ltd
       (8,800)                            Citibank                   4,367
           Mitsui    Fudosan    Co  Ltd
      (62,600)                            HSBC                   (51,205)
           Miura   Co  Ltd                   JP  Morgan
      (11,800)                                               (65,938)
           Miura   Co  Ltd                   Credit    Suisse
      (19,500)                                               (108,966)
           Miura   Co  Ltd
       (8,300)                            HSBC                   (46,380)
           Mixi   Inc
      159,000                             HSBC                  (109,600)
           Mixi   Inc                     Bank   of  America    Merrill    Lynch
      100,500                                               112,688
           Mixi   Inc
      118,000                             Citibank                   (5,423)
           Mixi   Inc                     JP  Morgan
       27,500                                               (18,956)
           Mixi   Inc                     Deutsche     Bank
      148,600                                               166,621
           Mixi   Inc                     Credit    Suisse
       50,500                                               (34,810)
           Mizuho    Financial     Group   Inc
     3,917,900                              Citibank                  (140,433)
     11,217,500       Mizuho    Financial     Group   Inc            HSBC                 (1,168,198)
           Mochida    Pharmaceutical        Co  Ltd          Bank   of  America    Merrill    Lynch
       6,600                                               2,123
           Mochida    Pharmaceutical        Co  Ltd          JP  Morgan
       19,400                                               (42,792)
           Mochida    Pharmaceutical        Co  Ltd          Credit    Suisse
       6,400                                              (14,117)
           MonotaRO     Co  Ltd
      (216,900)                             Citibank                  (145,524)
           MonotaRO     Co  Ltd                 Credit    Suisse
       (3,500)                                               2,284
           MonotaRO     Co  Ltd                 JP  Morgan
      (38,200)                                               24,927
           Mori   Hills   Investment      Corp   (Reit)
        (609)                           HSBC                   (6,717)
           Mori   Hills   Investment      Corp   (Reit)          Deutsche     Bank
        (173)                                               (954)
           Morinaga     & Co  Ltd/Japan                JP  Morgan
       19,800                                               80,980
           Morinaga     & Co  Ltd/Japan
       21,800                            Citibank                   8,014
           Morinaga     & Co  Ltd/Japan                Bank   of  America    Merrill    Lynch
       4,800                                               15,661
           Morinaga     & Co  Ltd/Japan                Credit    Suisse
       33,200                                               135,784
           Morinaga     & Co  Ltd/Japan                Deutsche     Bank
       21,000                                               68,517
           Morinaga     & Co  Ltd/Japan                Goldman    Sachs
       55,000                                               (4,629)
           MS&AD   Insurance     Group   Holdings     Inc        JP  Morgan
       59,800                                               52,213
           MS&AD   Insurance     Group   Holdings     Inc        Bank   of  America    Merrill    Lynch
       67,400                                               78,671
           MS&AD   Insurance     Group   Holdings     Inc
       96,500                            Citibank                   20,399
           MS&AD   Insurance     Group   Holdings     Inc        Credit    Suisse
       46,300                                               40,426
       28,700     MS&AD   Insurance     Group   Holdings     Inc        Deutsche     Bank              33,499
           MS&AD   Insurance     Group   Holdings     Inc
      190,600                             HSBC                  166,417
           Murata    Manufacturing       Co  Ltd           JP  Morgan
      (163,800)                                               660,891
           Murata    Manufacturing       Co  Ltd           Credit    Suisse
      (48,700)                                               196,492
           Murata    Manufacturing       Co  Ltd
      (34,400)                            HSBC                  138,795
           Nabtesco     Corp                   JP  Morgan
      (22,600)                                               73,737
           Nabtesco     Corp                   Credit    Suisse
      (31,200)                                               78,947
           Nabtesco     Corp                   Deutsche     Bank
       (6,300)                                               4,806
           Nabtesco     Corp                   Bank   of  America    Merrill    Lynch
       (3,300)                                               2,517
           Nabtesco     Corp
      (26,300)                            Citibank                   (14,503)
           Nabtesco     Corp                   Goldman    Sachs
      (77,800)                                               (34,572)
                                122/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           日本（続き）
           Nabtesco     Corp
      (30,000)                            HSBC                   91,754
           Nagase    & Co  Ltd                 Bank   of  America    Merrill    Lynch
       18,000                                               (7,775)
           Nagase    & Co  Ltd
       19,000                            Citibank                    (175)
           Nagase    & Co  Ltd                 JP  Morgan
       20,600                                               (19,122)
           Nagoya    Railroad     Co  Ltd
       13,600                            Citibank                   1,875
           Nagoya    Railroad     Co  Ltd              JP  Morgan
       6,400                                               1,765
           Nagoya    Railroad     Co  Ltd              Credit    Suisse
       1,200                                                331
           Nagoya    Railroad     Co  Ltd              Deutsche     Bank
       5,500                                                354
           Nankai    Electric     Railway    Co  Ltd          Credit    Suisse
      (16,100)                                                (7,399)
           Nankai    Electric     Railway    Co  Ltd          Deutsche     Bank
        (400)                                                (99)
           Nankai    Electric     Railway    Co  Ltd          Bank   of  America    Merrill    Lynch
       (4,800)                                               (1,191)
           Nankai    Electric     Railway    Co  Ltd
      (11,200)                            Citibank                   3,912
           Nankai    Electric     Railway    Co  Ltd          JP  Morgan
      (17,400)                                                (7,996)
           NEC  Corp
       5,400                            HSBC                   (2,383)
           Nexon   Co  Ltd
      (210,100)                             Citibank                   83,032
      (63,000)     Nexon   Co  Ltd                   JP  Morgan                 (20,266)
           Nexon   Co  Ltd                   Credit    Suisse
      (35,400)                                               (11,387)
           Nexon   Co  Ltd
      (127,100)                             HSBC                   (40,885)
           NGK  Insulators      Ltd                Credit    Suisse
      (33,500)                                               32,021
           NGK  Insulators      Ltd                Deutsche     Bank
      (43,200)                                               32,557
           NGK  Insulators      Ltd
      (44,000)                            Citibank                   21,837
           NGK  Insulators      Ltd
      (30,500)                            HSBC                   29,153
           NGK  Spark   Plug   Co  Ltd              JP  Morgan
      (30,800)                                                (1,982)
           NGK  Spark   Plug   Co  Ltd
      (30,200)                            HSBC                   (1,943)
           NGK  Spark   Plug   Co  Ltd              Goldman    Sachs
      (34,100)                                                (2,602)
           NH  Foods   Ltd                   Credit    Suisse
      (46,200)                                               40,338
           NH  Foods   Ltd                   JP  Morgan
       (7,700)                                               6,723
           NHK  Spring    Co  Ltd                JP  Morgan
      112,600                                               (144,883)
           Nichirei     Corp                   Goldman    Sachs
      (16,600)                                               16,664
           Nichirei     Corp
      (35,800)                            HSBC                   (31,916)
           Nidec   Corp
      (10,800)                            Citibank                   86,853
           Nidec   Corp                    Credit    Suisse
      (22,700)                                               339,024
           Nidec   Corp                    Deutsche     Bank
      (16,800)                                               165,985
           Nidec   Corp                    Bank   of  America    Merrill    Lynch
      (10,300)                                               101,765
      (21,700)     Nidec   Corp                    JP  Morgan                 324,089
           Nidec   Corp
      (10,900)                            HSBC                  162,791
           Nifco   Inc/Japan                    Bank   of  America    Merrill    Lynch
       (2,400)                                               2,625
           Nifco   Inc/Japan                    JP  Morgan
      (15,000)                                               43,426
           Nifco   Inc/Japan                    Credit    Suisse
       (3,400)                                               9,843
           Nifco   Inc/Japan
      (25,900)                            Citibank                   19,519
           Nifco   Inc/Japan                    Deutsche     Bank
      (36,100)                                               39,483
           Nihon   Kohden    Corp                 Bank   of  America    Merrill    Lynch
       10,000                                               18,382
           Nihon   Kohden    Corp                 JP  Morgan
       23,300                                               (24,627)
           Nihon   Kohden    Corp                 Deutsche     Bank
       58,200                                               106,980
           Nihon   Kohden    Corp
       6,400                            HSBC                   (6,764)
                                123/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           日本（続き）
           Nihon   M&A  Center    Inc               JP  Morgan
      (69,100)                                               93,357
           Nihon   M&A  Center    Inc               Credit    Suisse
      (54,300)                                               73,362
           Nihon   M&A  Center    Inc               Deutsche     Bank
      (23,400)                                               42,368
           Nihon   M&A  Center    Inc               Goldman    Sachs
      (17,200)                                               41,352
           Nihon   M&A  Center    Inc
      (25,600)                            Citibank                   57,409
           Nihon   M&A  Center    Inc
      (79,400)                            HSBC                  107,273
           Nihon   Unisys    Ltd                 Credit    Suisse
       7,900                                               51,551
           Nihon   Unisys    Ltd
      243,000                             HSBC                 1,585,681
           Nihon   Unisys    Ltd                 JP  Morgan
       11,400                                               74,390
           Nihon   Unisys    Ltd                 Bank   of  America    Merrill    Lynch
       33,200                                               62,552
           Nikon   Corp                    Bank   of  America    Merrill    Lynch
      182,900                                               112,626
           Nikon   Corp                    JP  Morgan
      120,400                                               (38,730)
           Nikon   Corp                    Credit    Suisse
      154,900                                               (49,828)
           Nikon   Corp                    Deutsche     Bank
       28,400                                               17,488
           Nikon   Corp
       11,200                            Citibank                   (6,279)
       97,100     Nikon   Corp                    HSBC                   (31,235)
           Nintendo     Co  Ltd                 JP  Morgan
       (1,300)                                               (18,758)
           Nintendo     Co  Ltd
       (4,400)                            HSBC                   (63,490)
           Nippon    Electric     Glass   Co  Ltd           Credit    Suisse
      (46,500)                                               88,466
           Nippon    Electric     Glass   Co  Ltd           Deutsche     Bank
       (9,600)                                               10,147
           Nippon    Electric     Glass   Co  Ltd           Bank   of  America    Merrill    Lynch
       (4,300)                                               4,545
           Nippon    Electric     Glass   Co  Ltd
       (1,600)                            Citibank                   1,162
           Nippon    Electric     Glass   Co  Ltd           JP  Morgan
      (48,500)                                               92,271
           Nippon    Electric     Glass   Co  Ltd
       (9,100)                            HSBC                   17,313
           Nippon    Express    Co  Ltd              JP  Morgan
       14,800                                               14,963
           Nippon    Express    Co  Ltd              Bank   of  America    Merrill    Lynch
       11,600                                               (8,529)
           Nippon    Express    Co  Ltd              Credit    Suisse
       7,500                                               7,582
           Nippon    Express    Co  Ltd
       22,100                            Citibank                   10,156
           Nippon    Gas  Co  Ltd                Goldman    Sachs
      (21,000)                                               36,080
           Nippon    Kayaku    Co  Ltd               Deutsche     Bank
       28,100                                               (1,808)
           Nippon    Kayaku    Co  Ltd
      140,700                             Citibank                   (7,759)
           Nippon    Kayaku    Co  Ltd               JP  Morgan
       84,600                                               13,996
           Nippon    Kayaku    Co  Ltd               Goldman    Sachs
       20,400                                                1,784
           Nippon    Kayaku    Co  Ltd               Bank   of  America    Merrill    Lynch
       23,900                                               (1,538)
       25,700     Nippon    Kayaku    Co  Ltd               Credit    Suisse                4,252
           Nippon    Paint   Holdings     Co  Ltd
       (6,900)                            Citibank                   (6,976)
           Nippon    Paint   Holdings     Co  Ltd           Credit    Suisse
      (50,300)                                               (90,148)
           Nippon    Paint   Holdings     Co  Ltd           Bank   of  America    Merrill    Lynch
      (72,300)                                               (209,315)
           Nippon    Paint   Holdings     Co  Ltd           JP  Morgan
      (15,100)                                               (27,062)
           Nippon    Paint   Holdings     Co  Ltd           Deutsche     Bank
      (37,000)                                               (107,118)
           Nippon    Paper   Industries      Co  Ltd          Goldman    Sachs
       77,700                                               (73,478)
           Nippon    Shinyaku     Co  Ltd
      (11,000)                            Citibank                   23,253
           Nippon    Shinyaku     Co  Ltd              Credit    Suisse
       (5,300)                                               11,204
           Nippon    Shinyaku     Co  Ltd              Bank   of  America    Merrill    Lynch
       (2,000)                                               6,985
           Nippon    Shinyaku     Co  Ltd              JP  Morgan
      (19,100)                                               40,375
                                124/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           日本（続き）
           Nippon    Shinyaku     Co  Ltd              Deutsche     Bank
      (10,000)                                               34,925
           Nippon    Shokubai     Co  Ltd
      (10,000)                            Citibank                   (2,757)
           Nippon    Shokubai     Co  Ltd              Credit    Suisse
      (17,900)                                               98,709
           Nippon    Steel   Corp                 Bank   of  America    Merrill    Lynch
       14,600                                               (4,227)
           Nippon    Steel   Corp
      212,500                             HSBC                  (217,763)
           Nippon    Steel   Corp                 Credit    Suisse
       15,500                                               (15,884)
           Nippon    Telegraph     & Telephone     Corp
       41,400                            Citibank                   (25,874)
           Nippon    Telegraph     & Telephone     Corp         Bank   of  America    Merrill    Lynch
       21,300                                                2,349
           Nippon    Telegraph     & Telephone     Corp         JP  Morgan
       22,800                                               33,737
           Nippon    Telegraph     & Telephone     Corp         Credit    Suisse
       36,600                                               54,157
           Nippon    Telegraph     & Telephone     Corp         Deutsche     Bank
       18,300                                                2,018
           Nippon    Telegraph     & Telephone     Corp
      197,300                             HSBC                  291,947
           Nippon    Television      Holdings     Inc
       30,200                            Citibank                   (10,825)
           Nippon    Television      Holdings     Inc          JP  Morgan
       18,800                                               (3,448)
           Nippon    Television      Holdings     Inc          Goldman    Sachs
      187,100                                               (84,771)
      (19,400)     Nipro   Corp                    Bank   of  America    Merrill    Lynch       5,527
           Nipro   Corp
      (25,800)                            Citibank                   7,825
           Nipro   Corp                    Credit    Suisse
      (29,100)                                               44,129
           Nipro   Corp                    JP  Morgan
      (37,000)                                               56,110
           Nishi-Nippon       Financial     Holdings     Inc       JP  Morgan
       33,100                                               (31,638)
           Nishi-Nippon       Financial     Holdings     Inc       Bank   of  America    Merrill    Lynch
      272,600                                               (82,678)
           Nishi-Nippon       Financial     Holdings     Inc       Credit    Suisse
       72,100                                               (68,916)
           Nishi-Nippon       Financial     Holdings     Inc
      111,900                             Citibank                   (23,654)
           Nishi-Nippon       Financial     Holdings     Inc       Deutsche     Bank
       97,500                                               (29,571)
           Nishi-Nippon       Railroad     Co  Ltd           Bank   of  America    Merrill    Lynch
       (8,400)                                                540
           Nishi-Nippon       Railroad     Co  Ltd           JP  Morgan
      (24,900)                                               47,143
           Nishi-Nippon       Railroad     Co  Ltd
      (12,700)                            Citibank                     117
           Nishi-Nippon       Railroad     Co  Ltd           Credit    Suisse
      (38,400)                                               72,703
           Nishi-Nippon       Railroad     Co  Ltd           Deutsche     Bank
      (16,600)                                                1,068
           Nissan    Motor   Co  Ltd
      658,200                             Citibank                  (130,061)
           Nissan    Motor   Co  Ltd               JP  Morgan
      171,600                                               (219,379)
           Nissan    Motor   Co  Ltd               Bank   of  America    Merrill    Lynch
      229,300                                               (107,901)
           Nissan    Motor   Co  Ltd               Credit    Suisse
      486,900                                               (588,204)
           Nissan    Motor   Co  Ltd               Goldman    Sachs
      604,500                                               (173,035)
       15,300     Nisshin    Seifun    Group   Inc             Credit    Suisse               (1,687)
           Nisshin    Seifun    Group   Inc
       36,900                            Citibank                   (41,714)
           Nisshin    Seifun    Group   Inc
      203,200                             HSBC                   (22,411)
           Nisshin    Seifun    Group   Inc             JP  Morgan
       24,700                                               (2,724)
           Nisshin    Seifun    Group   Inc             Goldman    Sachs
       45,000                                               (46,755)
           Nisshinbo     Holdings     Inc              Credit    Suisse
      (23,900)                                               32,729
           Nisshinbo     Holdings     Inc
      (160,900)                             HSBC                  220,340
           Nissin    Foods   Holdings     Co  Ltd
      (13,900)                            HSBC                   77,928
           Nitori    Holdings     Co  Ltd
       (3,100)                            Citibank                   (18,234)
           Nitori    Holdings     Co  Ltd              JP  Morgan
      (15,100)                                               18,041
           Nitori    Holdings     Co  Ltd              Credit    Suisse
       (9,500)                                               11,351
                                125/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           日本（続き）
           Nitori    Holdings     Co  Ltd
       (2,900)                            HSBC                   3,465
           Nitto   Denko   Corp                 Goldman    Sachs
       4,200                                               (4,770)
           NOF  Corp
       21,200                            HSBC                   5,845
           NOK  Corp                     Credit    Suisse
      (28,500)                                               71,509
           NOK  Corp                     Deutsche     Bank
      (10,000)                                               15,900
           NOK  Corp                     Bank   of  America    Merrill    Lynch
      (11,000)                                               17,490
           NOK  Corp
      (28,200)                            Citibank                   20,734
           NOK  Corp                     JP  Morgan
      (18,600)                                               46,669
           NOK  Corp
      (31,200)                            HSBC                   78,283
           Nomura    Holdings     Inc               JP  Morgan
      (10,100)                                                4,901
           Nomura    Holdings     Inc
      (82,800)                            Citibank                   6,925
           Nomura    Holdings     Inc
      (373,100)                             HSBC                  181,055
           Nomura    Real   Estate    Holdings     Inc
       12,500                            Citibank                   (2,183)
           Nomura    Real   Estate    Holdings     Inc         Deutsche     Bank
       33,200                                               (8,239)
           Nomura    Real   Estate    Holdings     Inc         JP  Morgan
       32,400                                               (32,458)
       14,600     Nomura    Research     Institute     Ltd          HSBC                   11,347
           Nomura    Research     Institute     Ltd          Goldman    Sachs
       58,700                                               (52,384)
           Nomura    Research     Institute     Ltd          JP  Morgan
       31,500                                               17,371
           Nomura    Research     Institute     Ltd          Bank   of  America    Merrill    Lynch
       28,500                                               (5,239)
           Nomura    Research     Institute     Ltd
       54,600                            Citibank                   (70,254)
           Nomura    Research     Institute     Ltd          Credit    Suisse
       16,300                                                8,989
           NS  Solutions     Corp                 Bank   of  America    Merrill    Lynch
      (11,100)                                               (26,525)
           NS  Solutions     Corp                 JP  Morgan
      (15,600)                                               (27,241)
           NS  Solutions     Corp                 Credit    Suisse
       (9,400)                                               (16,415)
           NS  Solutions     Corp
      (22,200)                            Citibank                   (16,323)
           NS  Solutions     Corp                 Deutsche     Bank
        (200)                                               (478)
           NS  Solutions     Corp
      (23,400)                            HSBC                   (40,862)
           NSK  Ltd                     JP  Morgan
       34,200                                               (59,407)
           NSK  Ltd                     Credit    Suisse
       66,800                                              (116,035)
           NTN  Corp                     JP  Morgan
       16,700                                               (8,135)
           NTN  Corp                     Bank   of  America    Merrill    Lynch
      116,300                                               (32,067)
           NTN  Corp                     Credit    Suisse
      131,000                                               (63,811)
           NTN  Corp
       53,400                            Citibank                   (5,399)
           NTN  Corp                     Deutsche     Bank
      207,800                                               (57,295)
       29,100     NTT  Data   Corp                   Goldman    Sachs               1,638
           NTT  DOCOMO    Inc
      139,800                             Citibank                   (45,613)
           NTT  DOCOMO    Inc                  JP  Morgan
       75,400                                               68,259
           NTT  DOCOMO    Inc                  Bank   of  America    Merrill    Lynch
      183,600                                               102,089
           NTT  DOCOMO    Inc                  Credit    Suisse
       78,200                                               70,794
           NTT  DOCOMO    Inc
      181,400                             HSBC                  164,219
           Obayashi     Corp                   Bank   of  America    Merrill    Lynch
      179,500                                               (54,441)
           Obayashi     Corp
       40,200                            Citibank                   (19,582)
           Obayashi     Corp                   JP  Morgan
       96,900                                               (34,733)
           Obayashi     Corp                   Credit    Suisse
      146,900                                               (52,655)
           Obayashi     Corp                   Deutsche     Bank
       45,000                                               (13,648)
                                126/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           日本（続き）
           OBIC   Business     Consultants      Co  Ltd         Credit    Suisse
      (10,800)                                               (45,660)
           OBIC   Business     Consultants      Co  Ltd
       (3,100)                            HSBC                   (13,106)
           OBIC   Business     Consultants      Co  Ltd         JP  Morgan
       (2,700)                                               (11,415)
           Obic   Co  Ltd                   Goldman    Sachs
       (1,400)                                               3,940
           Obic   Co  Ltd                   Credit    Suisse
       (3,200)                                               (15,882)
           Obic   Co  Ltd
      (22,100)                            HSBC                  (109,682)
           Odakyu    Electric     Railway    Co  Ltd          Bank   of  America    Merrill    Lynch
      (13,700)                                                1,511
           Odakyu    Electric     Railway    Co  Ltd          JP  Morgan
      (114,300)                                                (44,121)
           Odakyu    Electric     Railway    Co  Ltd          Credit    Suisse
      (59,200)                                               (22,852)
           Odakyu    Electric     Railway    Co  Ltd
      (48,200)                            Citibank                   (8,860)
           Oji  Holdings     Corp                 Bank   of  America    Merrill    Lynch
      167,400                                               (60,003)
           Oji  Holdings     Corp                 JP  Morgan
       44,000                                               (28,712)
           Oji  Holdings     Corp
      164,400                             Citibank                   (63,460)
           OKUMA   Corp                    JP  Morgan
       6,800                                              (50,623)
           OKUMA   Corp                    Bank   of  America    Merrill    Lynch
       14,300                                               (77,542)
       14,600     OKUMA   Corp                    Credit    Suisse               (75,375)
           OKUMA   Corp                    Deutsche     Bank
       13,200                                               (71,578)
           OKUMA   Corp
       9,700                            HSBC                   (72,212)
           OKUMA   Corp                    Goldman    Sachs
       77,800                                              (123,456)
           Olympus    Corp
      190,200                             HSBC                   27,969
           Omron   Corp                    Bank   of  America    Merrill    Lynch
       20,800                                               (70,732)
           Omron   Corp                    JP  Morgan
       53,600                                              (206,902)
           Omron   Corp                    Credit    Suisse
       19,900                                               (76,816)
           Ono  Pharmaceutical        Co  Ltd            Bank   of  America    Merrill    Lynch
      (24,100)                                                (2,990)
           Ono  Pharmaceutical        Co  Ltd
      (13,700)                            Citibank                   2,203
           Ono  Pharmaceutical        Co  Ltd            JP  Morgan
      (27,400)                                               25,434
           Ono  Pharmaceutical        Co  Ltd            Credit    Suisse
      (52,600)                                               48,827
           Open   House   Co  Ltd                JP  Morgan
       (5,900)                                               (31,180)
           Open   House   Co  Ltd
      (30,600)                            HSBC                  (161,711)
           Oracle    Corp   Japan                 Goldman    Sachs
      (22,500)                                                (3,882)
           Orient    Corp                    JP  Morgan
      (817,400)                                                15,025
           Orient    Corp                    Credit    Suisse
     (1,362,300)                                                 25,041
           Orient    Corp
     (1,716,400)                              Citibank                   15,775
           Orient    Corp                    Bank   of  America    Merrill    Lynch
      (109,000)                                                7,013
       (3,000)    Orient    Corp                    Deutsche     Bank                193
           Orient    Corp
     (1,178,900)                              HSBC                   21,670
           Oriental     Land   Co  Ltd/Japan
       (3,100)                            HSBC                   (26,354)
           ORIX   Corp                     JP  Morgan
       72,100                                               (25,843)
           ORIX   Corp                     Bank   of  America    Merrill    Lynch
      144,800                                                (3,327)
           ORIX   Corp
       76,600                            Citibank                   (5,632)
           ORIX   Corp                     Credit    Suisse
       77,600                                               (27,815)
           ORIX   Corp                     Deutsche     Bank
       63,100                                               (1,450)
           ORIX   Corp
      358,800                             HSBC                  (130,071)
           Orix   J Inc  (Reit)                  Credit    Suisse
        (676)                                              3,728
           Orix   J Inc  (Reit)
        (377)                           Citibank                   9,355
                                127/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           日本（続き）
           Orix   J Inc  (Reit)                  JP  Morgan
        (314)                                              1,732
           Orix   J Inc  (Reit)
        (945)                           HSBC                   5,211
           Osaka   Gas  Co  Ltd                 JP  Morgan
       45,200                                               (22,848)
           Osaka   Gas  Co  Ltd                 Credit    Suisse
       13,400                                               (6,774)
           Osaka   Gas  Co  Ltd
       25,800                            HSBC                   (13,042)
           OSG  Corp
       23,900                            Citibank                    (879)
           OSG  Corp                     Bank   of  America    Merrill    Lynch
       27,300                                               (2,509)
           OSG  Corp                     JP  Morgan
       46,300                                               (29,787)
           OSG  Corp                     Credit    Suisse
       46,700                                               (30,045)
           OSG  Corp                     Deutsche     Bank
       20,300                                               (1,866)
           OSG  Corp
      187,800                             HSBC                  (120,822)
           Otsuka    Corp
       12,400                            Citibank                   (21,653)
           Otsuka    Corp                    Credit    Suisse
       22,600                                               (11,424)
           Otsuka    Holdings     Co  Ltd              Bank   of  America    Merrill    Lynch
       9,100                                              (19,989)
           Otsuka    Holdings     Co  Ltd              Credit    Suisse
       10,300                                               (22,814)
      (12,900)     Paltac    Corporation                    Goldman    Sachs               26,927
           Paltac    Corporation                    Credit    Suisse
      (34,200)                                               163,448
           Paltac    Corporation
       (7,300)                            Citibank                   28,850
           Paltac    Corporation                    JP  Morgan
      (11,300)                                               54,005
           Paltac    Corporation                    Deutsche     Bank
       (7,700)                                               20,523
           Pan  Pacific    International       Holdings     Corp
      (32,096)                            Citibank                   5,900
           Pan  Pacific    International       Holdings     Corp     JP  Morgan
      (98,400)                                               309,579
           Pan  Pacific    International       Holdings     Corp     Goldman    Sachs
      (37,800)                                               42,243
           Pan  Pacific    International       Holdings     Corp     Credit    Suisse
      (49,700)                                               149,971
           Panasonic     Corp                  Bank   of  America    Merrill    Lynch
       71,300                                               (22,870)
           Panasonic     Corp
      148,500                             Citibank                   (54,320)
           Panasonic     Corp                  JP  Morgan
       14,100                                               (14,994)
           Park24    Co  Ltd                  Citibank
      (93,100)                                               104,390
           Park24    Co  Ltd                  Bank   of  America    Merrill    Lynch
      (18,800)                                               19,006
           Park24    Co  Ltd                  Deutsche     Bank
      (53,600)                                               54,189
           Park24    Co  Ltd                  JP  Morgan
      (26,800)                                               43,105
           Park24    Co  Ltd                  Credit    Suisse
      (20,900)                                               33,615
           Penta-Ocean      Construction       Co  Ltd         Goldman    Sachs
      (638,900)                                               107,250
           Penta-Ocean      Construction       Co  Ltd         JP  Morgan
      (249,800)                                                5,104
      (217,700)      Penta-Ocean      Construction       Co  Ltd         Credit    Suisse               10,004
           Penta-Ocean      Construction       Co  Ltd
      (254,000)                             Citibank                   44,355
           Penta-Ocean      Construction       Co  Ltd
      (38,600)                            HSBC                   1,774
           PeptiDream      Inc                  Goldman    Sachs
       15,800                                                (417)
           Persol    Holdings     Co  Ltd              Credit    Suisse
       11,000                                               26,589
           Persol    Holdings     Co  Ltd
       41,100                            HSBC                   99,346
           Pigeon    Corp                    Goldman    Sachs
      (34,500)                                               116,094
           Pigeon    Corp                    Credit    Suisse
      (28,100)                                               98,139
           Pigeon    Corp
       (9,400)                            Citibank                   39,741
           Pigeon    Corp                    Bank   of  America    Merrill    Lynch
      (10,400)                                               32,021
           Pigeon    Corp
      (24,800)                            HSBC                   68,915
                                128/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           日本（続き）
           Pola   Orbis   Holdings     Inc             Bank   of  America    Merrill    Lynch
       6,300                                               (7,817)
           Pola   Orbis   Holdings     Inc
       59,100                            Citibank                  (100,487)
           Pola   Orbis   Holdings     Inc             Credit    Suisse
       22,400                                               (28,822)
           Pola   Orbis   Holdings     Inc             JP  Morgan
       28,900                                               (37,186)
           Pola   Orbis   Holdings     Inc
       15,800                            HSBC                   (20,330)
           Rakuten    Inc                   JP  Morgan
      (121,900)                                                73,943
           Rakuten    Inc                   Credit    Suisse
      (185,800)                                               112,704
           Rakuten    Inc                   Bank   of  America    Merrill    Lynch
      (137,700)                                                (31,639)
           Rakuten    Inc
      (95,700)                            Citibank                   (23,748)
           Rakuten    Inc                   Deutsche     Bank
      (161,400)                                                (37,085)
           Rakuten    Inc
      (24,500)                            HSBC                   14,861
           Recruit    Holdings     Co  Ltd             Bank   of  America    Merrill    Lynch
      120,800                                               220,938
           Recruit    Holdings     Co  Ltd             Credit    Suisse
       7,500                                               9,719
           Recruit    Holdings     Co  Ltd             JP  Morgan
       15,600                                               20,216
           Recruit    Holdings     Co  Ltd
       7,100                            Citibank                   (5,351)
       10,200     Recruit    Holdings     Co  Ltd             Deutsche     Bank              18,655
           Recruit    Holdings     Co  Ltd
       15,800                            HSBC                   27,665
           Recruit    Holdings     Co  Ltd             Goldman    Sachs
       45,800                                               (26,316)
           Relo   Group   Inc                  Deutsche     Bank
       2,400                                               1,412
           Relo   Group   Inc                  JP  Morgan
       22,900                                               (12,207)
           Renesas    Electronics      Corp             Goldman    Sachs
      100,100                                                30,608
           Resona    Holdings     Inc
      (128,300)                             Citibank                   4,835
           Resona    Holdings     Inc               Bank   of  America    Merrill    Lynch
      (109,700)                                                2,420
           Resona    Holdings     Inc               Credit    Suisse
      (166,100)                                                  －
           Resona    Holdings     Inc               Deutsche     Bank
       (1,700)                                                 38
           Resona    Holdings     Inc               JP  Morgan
      (21,600)                                                  －
           Resona    Holdings     Inc
      (822,100)                             HSBC                     －
           Resorttrust      Inc                 JP  Morgan
      (89,800)                                               (153,511)
           Resorttrust      Inc                 Bank   of  America    Merrill    Lynch
      (74,600)                                               (104,901)
           Resorttrust      Inc                 Credit    Suisse
      (96,000)                                               (164,110)
           Resorttrust      Inc
      (38,400)                            Citibank                   14,117
           Resorttrust      Inc                 Deutsche     Bank
      (68,500)                                               (96,324)
           Resorttrust      Inc
      (17,900)                            HSBC                   (30,600)
           Ricoh   Co  Ltd                   Credit    Suisse
      (233,600)                                               126,671
       (8,000)    Rinnai    Corp                    JP  Morgan                 13,970
           Rinnai    Corp                    Credit    Suisse
        (400)                                               699
           Rinnai    Corp                    Bank   of  America    Merrill    Lynch
       (2,100)                                               1,351
           Rinnai    Corp
       (2,100)                            Citibank                   2,702
           Rohm   Co  Ltd                   Credit    Suisse
       (3,700)                                               21,764
           Rohm   Co  Ltd
      (31,600)                            HSBC                  185,874
           Rohto   Pharmaceutical        Co  Ltd           Bank   of  America    Merrill    Lynch
       16,400                                               (7,536)
           Rohto   Pharmaceutical        Co  Ltd
       20,000                            Citibank                     184
           Rohto   Pharmaceutical        Co  Ltd           Deutsche     Bank
       18,400                                               (8,455)
           Rohto   Pharmaceutical        Co  Ltd           JP  Morgan
       25,500                                               (11,718)
           Ryohin    Keikaku    Co  Ltd              Goldman    Sachs
       (7,000)                                               13,524
                                129/337



                                                           EDINET提出書類
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                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           日本（続き）
           Ryohin    Keikaku    Co  Ltd              Credit    Suisse
       (1,700)                                               6,317
           Sankyo    Co  Ltd                  Bank   of  America    Merrill    Lynch
      232,500                                               (117,527)
           Sankyo    Co  Ltd
       30,600                            Citibank                   (50,623)
           Sankyo    Co  Ltd                  JP  Morgan
       18,800                                               (59,611)
           Sankyo    Co  Ltd                  Credit    Suisse
       6,600                                              (20,927)
           Sankyo    Co  Ltd
       82,700                            HSBC                  (262,226)
           Sankyu    Inc                    Bank   of  America    Merrill    Lynch
       16,300                                                4,494
           Sankyu    Inc                    Deutsche     Bank
       3,300                                                910
           Sankyu    Inc                    Credit    Suisse
       19,400                                               65,971
           Sankyu    Inc
       1,800                            Citibank                   (4,301)
           Sankyu    Inc                    JP  Morgan
       12,300                                               41,827
           Sankyu    Inc
       70,800                            HSBC                  240,761
           Sanrio    Co  Ltd                  Goldman    Sachs
      (14,900)                                               14,382
           Sanrio    Co  Ltd                  Credit    Suisse
      (15,200)                                               28,242
           Sanwa   Holdings     Corp                Bank   of  America    Merrill    Lynch
      113,700                                               (138,984)
       51,500     Sanwa   Holdings     Corp                Credit    Suisse               (95,611)
           Sanwa   Holdings     Corp
      177,200                             Citibank                  (146,574)
           Sanwa   Holdings     Corp                Deutsche     Bank
      181,500                                               (221,860)
           Sapporo    Holdings     Ltd
      (10,100)                            HSBC                   (4,920)
           Sawai   Pharmaceutical        Co  Ltd           Bank   of  America    Merrill    Lynch
      (12,400)                                               (37,609)
           Sawai   Pharmaceutical        Co  Ltd
      (50,700)                            Citibank                   (55,917)
           Sawai   Pharmaceutical        Co  Ltd           Credit    Suisse
      (106,200)                                               341,620
           Sawai   Pharmaceutical        Co  Ltd           JP  Morgan
      (37,400)                                               120,307
           SBI  Holdings     Inc/Japan
      (98,100)                            HSBC                   (8,115)
           SBI  Holdings     Inc/Japan
      (28,600)                            Citibank                   (3,417)
           SBI  Holdings     Inc/Japan                 Credit    Suisse
      (59,300)                                                (4,905)
           SBI  Holdings     Inc/Japan                 Deutsche     Bank
      (26,900)                                                4,697
           SBI  Holdings     Inc/Japan                 JP  Morgan
      (29,900)                                                (5,358)
           SBI  Holdings     Inc/Japan                 Goldman    Sachs
      (28,900)                                                2,433
           SCREEN    Holdings     Co  Ltd              Goldman    Sachs
      (99,300)                                               461,739
           SCREEN    Holdings     Co  Ltd              Bank   of  America    Merrill    Lynch
      (12,700)                                               152,907
           SCREEN    Holdings     Co  Ltd
      (12,100)                            Citibank                   63,389
           SCREEN    Holdings     Co  Ltd              Credit    Suisse
      (41,200)                                               435,458
           SCREEN    Holdings     Co  Ltd
      (132,900)                             HSBC                 1,399,098
      (44,200)     SCREEN    Holdings     Co  Ltd              JP  Morgan                 416,141
           SCSK   Corp                     Credit    Suisse
       (4,700)                                               (12,743)
           Secom   Co  Ltd
       17,700                            Citibank                   (7,808)
           Secom   Co  Ltd                   Bank   of  America    Merrill    Lynch
       33,700                                               101,901
           Secom   Co  Ltd                   JP  Morgan
       19,200                                               11,294
           Secom   Co  Ltd                   Credit    Suisse
       23,900                                               14,058
           Secom   Co  Ltd                   Goldman    Sachs
       9,200                                              (17,927)
           Sega   Sammy   Holdings     Inc             Credit    Suisse
      (124,900)                                               122,276
           Sega   Sammy   Holdings     Inc             Deutsche     Bank
      (96,500)                                               70,953
           Sega   Sammy   Holdings     Inc             Goldman    Sachs
      (233,900)                                               185,647
           Sega   Sammy   Holdings     Inc             JP  Morgan
      (54,000)                                               49,148
                                130/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           日本（続き）
           Sega   Sammy   Holdings     Inc
      (238,000)                             HSBC                  260,301
           Sega   Sammy   Holdings     Inc
      (20,300)                            Citibank                   20,336
           Seibu   Holdings     Inc                Goldman    Sachs
       38,900                                                2,908
           Seiko   Epson   Corp                 Bank   of  America    Merrill    Lynch
       18,100                                               (6,987)
           Seiko   Epson   Corp
       48,500                            Citibank                   (19,167)
           Seiko   Epson   Corp                 JP  Morgan
       50,000                                               (39,520)
           Seiko   Epson   Corp                 Deutsche     Bank
       23,500                                               (9,071)
           Seino   Holdings     Co  Ltd              Bank   of  America    Merrill    Lynch
      152,800                                               (32,300)
           Seino   Holdings     Co  Ltd
       8,000                            Citibank                   1,250
           Seino   Holdings     Co  Ltd              Credit    Suisse
      159,600                                               (74,809)
           Seino   Holdings     Co  Ltd              Goldman    Sachs
       31,900                                               (9,543)
           Sekisui    Chemical     Co  Ltd
      119,800                             Citibank                   (19,819)
           Sekisui    Chemical     Co  Ltd             JP  Morgan
      185,500                                               (207,996)
           Sekisui    Chemical     Co  Ltd             Bank   of  America    Merrill    Lynch
      187,400                                               (86,117)
           Sekisui    Chemical     Co  Ltd             Credit    Suisse
      139,800                                               (156,754)
       53,100     Sekisui    Chemical     Co  Ltd             Deutsche     Bank              (24,401)
           Sekisui    House   Ltd                Goldman    Sachs
      109,600                                               (19,013)
           Seven   & i Holdings     Co  Ltd            Goldman    Sachs
      (54,000)                                               45,234
           Seven   & i Holdings     Co  Ltd
       (9,600)                            HSBC                   1,202
           Seven   Bank   Ltd                  Bank   of  America    Merrill    Lynch
      (114,100)                                                5,243
           Seven   Bank   Ltd                  JP  Morgan
      (101,700)                                                24,302
           Seven   Bank   Ltd                  Goldman    Sachs
      (152,900)                                                11,380
           Seven   Bank   Ltd                  Deutsche     Bank
      (74,000)                                                3,401
           Seven   Bank   Ltd
      (101,400)                             Citibank                   8,387
           SG  Holdings     Co  Ltd                Credit    Suisse
      (24,500)                                                (6,755)
           SG  Holdings     Co  Ltd                Deutsche     Bank
      (23,900)                                                7,468
           SG  Holdings     Co  Ltd
      (123,200)                             HSBC                   (33,969)
           SG  Holdings     Co  Ltd                JP  Morgan
       (8,000)                                               (2,206)
           SG  Holdings     Co  Ltd                Goldman    Sachs
      (17,900)                                                (6,502)
           Sharp   Corp/Japan                    Credit    Suisse
      (131,500)                                               171,619
           Sharp   Corp/Japan
      (561,129)                             Citibank                   87,672
           Sharp   Corp/Japan                    Bank   of  America    Merrill    Lynch
      (22,000)                                               16,580
           Sharp   Corp/Japan
      (19,700)                            HSBC                   25,710
           Sharp   Corp/Japan                    JP  Morgan
      (285,000)                                               371,950
      (67,500)     Shikoku    Electric     Power   Co  Inc          HSBC                   58,315
           Shikoku    Electric     Power   Co  Inc          JP  Morgan
      (15,800)                                               13,650
           Shimachu     Co  Ltd                 Goldman    Sachs
      (25,400)                                                8,702
           Shimadzu     Corp
      204,100                             HSBC                  (347,029)
           Shimamura     Co  Ltd                 Credit    Suisse
       (4,800)                                               (7,059)
           Shimamura     Co  Ltd                 JP  Morgan
      (17,700)                                               (26,028)
           Shimamura     Co  Ltd                 Goldman    Sachs
      (10,200)                                               (16,449)
           Shimano    Inc                   Bank   of  America    Merrill    Lynch
       (2,600)                                               (13,143)
           Shimano    Inc                   Goldman    Sachs
       (2,700)                                               5,928
           Shimano    Inc                   Deutsche     Bank
       (3,400)                                               (17,187)
           Shimano    Inc
      (12,500)                            Citibank                   10,340
                                131/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           日本（続き）
           Shimano    Inc                   JP  Morgan
      (13,700)                                               (118,359)
           Shimizu    Corp                   Goldman    Sachs
      (21,400)                                                (2,659)
           Shin-Etsu     Chemical     Co  Ltd            Credit    Suisse
       (7,600)                                               49,593
           Shin-Etsu     Chemical     Co  Ltd            Bank   of  America    Merrill    Lynch
        (800)                                              4,088
           Shin-Etsu     Chemical     Co  Ltd            JP  Morgan
      (14,400)                                               93,966
           Shinsei    Bank   Ltd                 JP  Morgan
      (17,700)                                                (2,440)
           Shinsei    Bank   Ltd                 Credit    Suisse
      (27,400)                                                (3,777)
           Shionogi     & Co  Ltd                Bank   of  America    Merrill    Lynch
       37,600                                              (132,354)
           Shionogi     & Co  Ltd
       60,700                            Citibank                  (234,309)
           Shionogi     & Co  Ltd                JP  Morgan
       9,100                                              (51,018)
           Shionogi     & Co  Ltd                Deutsche     Bank
       12,400                                               (43,649)
           Shionogi     & Co  Ltd                Credit    Suisse
       55,600                                              (311,714)
           Shionogi     & Co  Ltd                Goldman    Sachs
       8,100                                              (18,739)
           Shionogi     & Co  Ltd
       3,700                            HSBC                   (20,744)
           Shiseido     Co  Ltd                 Goldman    Sachs
      (18,500)                                               81,994
      (21,900)     Shiseido     Co  Ltd                 Credit    Suisse               116,712
           Shiseido     Co  Ltd                 JP  Morgan
       (5,800)                                               35,822
           Shizuoka     Bank   Ltd/The                Bank   of  America    Merrill    Lynch
      115,000                                               (12,683)
           Shizuoka     Bank   Ltd/The
      156,000                             Citibank                   (37,278)
           Shizuoka     Bank   Ltd/The                JP  Morgan
       13,000                                                3,823
           Shizuoka     Bank   Ltd/The                Credit    Suisse
       50,000                                               14,705
           Shizuoka     Bank   Ltd/The                Deutsche     Bank
       15,000                                               (1,654)
           Shizuoka     Bank   Ltd/The                Goldman    Sachs
       20,600                                               (2,560)
           SHO-BOND     Holdings     Co  Ltd
      (10,100)                            HSBC                   (28,451)
           SHO-BOND     Holdings     Co  Ltd             Goldman    Sachs
      (22,900)                                               27,711
           Shochiku     Co  Ltd                 Goldman    Sachs
      (11,000)                                               26,327
           Shochiku     Co  Ltd                 Bank   of  America    Merrill    Lynch
       (2,100)                                               5,018
           Shochiku     Co  Ltd                 Credit    Suisse
       (2,500)                                                878
           Showa   Denko   KK                 Goldman    Sachs
       35,700                                               (19,336)
           Showa   Denko   KK
       39,700                            Citibank                   (33,933)
           Showa   Denko   KK
       8,000                            HSBC                   (46,910)
           SKY  Perfect    JSAT   Holdings     Inc          Deutsche     Bank
      (13,400)                                                 (739)
           SKY  Perfect    JSAT   Holdings     Inc          Credit    Suisse
      (21,000)                                                4,053
           SKY  Perfect    JSAT   Holdings     Inc          JP  Morgan
      (64,100)                                               12,372
      (35,900)     SKY  Perfect    JSAT   Holdings     Inc          Citibank                   1,980
           SKY  Perfect    JSAT   Holdings     Inc
      (111,000)                             HSBC                   21,424
           Skylark    Holdings     Co  Ltd             Bank   of  America    Merrill    Lynch
       54,600                                               81,796
           Skylark    Holdings     Co  Ltd
      234,200                             Citibank                   (94,709)
           Skylark    Holdings     Co  Ltd             JP  Morgan
      196,800                                               162,787
           Skylark    Holdings     Co  Ltd             Credit    Suisse
      151,100                                               124,985
           Skylark    Holdings     Co  Ltd
       28,400                            HSBC                   23,492
           SMC  Corp/Japan
       (2,400)                            Citibank                   27,352
           SMC  Corp/Japan                     JP  Morgan
       (6,200)                                              330,500
           SMC  Corp/Japan                     Bank   of  America    Merrill    Lynch
       (1,100)                                               42,866
           SMC  Corp/Japan                     Goldman    Sachs
       (1,300)                                               23,195
                                132/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           日本（続き）
           SMC  Corp/Japan                     Deutsche     Bank
       (3,000)                                              116,906
           SMC  Corp/Japan                     Credit    Suisse
       (4,000)                                              213,225
           SMC  Corp/Japan
       (1,900)                            HSBC                  101,282
           Softbank     Corp                   Bank   of  America    Merrill    Lynch
      (279,700)                                                11,568
           Softbank     Corp
      (80,200)                            Citibank                   16,216
           Softbank     Corp                   Credit    Suisse
      (160,200)                                               (145,764)
           SOFTBANK     Corp                   Goldman    Sachs
      (147,500)                                                13,128
           SoftBank     Group   Corp
      (18,200)                            Citibank                   67,745
           SoftBank     Group   Corp                JP  Morgan
      (32,700)                                               366,656
           SoftBank     Group   Corp                Goldman    Sachs
       (6,800)                                               3,748
           SoftBank     Group   Corp
      (88,800)                            HSBC                  995,690
           Sohgo   Security     Services     Co  Ltd          Credit    Suisse
       5,600                                               18,529
           Sohgo   Security     Services     Co  Ltd
       95,400                            HSBC                  315,647
           Sohgo   Security     Services     Co  Ltd          JP  Morgan
       10,800                                               35,734
           Sojitz    Corp                    JP  Morgan
      227,700                                               (48,133)
      513,000     Sojitz    Corp                    Bank   of  America    Merrill    Lynch      (28,289)
           Sojitz    Corp
      363,700                             Citibank                   (36,769)
           Sojitz    Corp                    Goldman    Sachs
      705,500                                               (36,017)
           Sompo   Holdings     Inc                Bank   of  America    Merrill    Lynch
       21,800                                               (19,835)
           Sompo   Holdings     Inc
       84,700                            Citibank                  121,439
           Sompo   Holdings     Inc                JP  Morgan
       17,100                                               (12,259)
           Sompo   Holdings     Inc                Credit    Suisse
       35,400                                               (25,378)
           Sompo   Holdings     Inc
      136,100                             HSBC                   (97,567)
           Sony   Corp                     Credit    Suisse
       22,300                                               (22,750)
           Sony   Corp
       30,900                            HSBC                   (31,523)
           Sotetsu    Holdings     Inc
       1,400                            Citibank                    (708)
           Sotetsu    Holdings     Inc               JP  Morgan
       6,900                                               1,268
           Sotetsu    Holdings     Inc               Bank   of  America    Merrill    Lynch
       32,500                                               (5,974)
           Sotetsu    Holdings     Inc               Credit    Suisse
       3,400                                                625
           Sotetsu    Holdings     Inc               Deutsche     Bank
       29,700                                               (5,459)
           Square    Enix   Holdings     Co  Ltd           Bank   of  America    Merrill    Lynch
       (9,700)                                               (16,047)
           Square    Enix   Holdings     Co  Ltd
       (7,400)                            HSBC                   (19,454)
           Square    Enix   Holdings     Co  Ltd           Goldman    Sachs
      (68,400)                                               (159,224)
           Stanley    Electric     Co  Ltd             JP  Morgan
      (23,100)                                               74,944
       69,900     Subaru    Corp                    JP  Morgan                 (49,467)
           Subaru    Corp                    Bank   of  America    Merrill    Lynch
       39,900                                               (19,252)
           Subaru    Corp
       5,900                            Citibank                   (4,609)
           Subaru    Corp                    Credit    Suisse
       22,900                                               (16,206)
           Sugi   Holdings     Co  Ltd               Bank   of  America    Merrill    Lynch
       10,100                                               (28,312)
           Sugi   Holdings     Co  Ltd
       8,500                            Citibank                   (16,796)
           Sugi   Holdings     Co  Ltd               JP  Morgan
       14,100                                               (60,259)
           Sugi   Holdings     Co  Ltd               Credit    Suisse
        600                                              (2,564)
           Sugi   Holdings     Co  Ltd               Deutsche     Bank
       9,100                                              (25,509)
           Sumco   Corp                    Goldman    Sachs
      (14,300)                                                5,589
           Sumco   Corp                    Credit    Suisse
      (83,100)                                               96,996
                                133/337



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                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
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                                                   （米ドル）
           日本（続き）
           Sumco   Corp
      (81,500)                            Citibank                   35,954
           Sumco   Corp                    Bank   of  America    Merrill    Lynch
      (134,100)                                               184,872
           Sumco   Corp                    JP  Morgan
      (99,000)                                               106,680
           Sumco   Corp
      (120,300)                             HSBC                  140,417
           Sumitomo     Chemical     Co  Ltd             Bank   of  America    Merrill    Lynch
      282,900                                               (117,003)
           Sumitomo     Chemical     Co  Ltd
      163,000                             Citibank                   (28,464)
           Sumitomo     Chemical     Co  Ltd             JP  Morgan
      143,700                                               (66,036)
           Sumitomo     Chemical     Co  Ltd             Credit    Suisse
      254,500                                               (116,952)
           Sumitomo     Chemical     Co  Ltd             Deutsche     Bank
       62,000                                               (25,642)
           Sumitomo     Chemical     Co  Ltd
      125,900                             HSBC                   (57,856)
           Sumitomo     Chemical     Co  Ltd             Goldman    Sachs
       51,700                                               (1,880)
           Sumitomo     Corp
      120,600                             Citibank                   (58,191)
           Sumitomo     Corp                   Bank   of  America    Merrill    Lynch
      232,500                                               (41,669)
           Sumitomo     Corp                   JP  Morgan
       46,400                                               22,175
           Sumitomo     Corp                   Credit    Suisse
       75,300                                               31,355
      (49,400)     Sumitomo     Dainippon     Pharma    Co  Ltd         Credit    Suisse               90,406
           Sumitomo     Dainippon     Pharma    Co  Ltd
      (42,300)                            Citibank                   59,093
           Sumitomo     Dainippon     Pharma    Co  Ltd
      (25,500)                            HSBC                   58,357
           Sumitomo     Dainippon     Pharma    Co  Ltd         Goldman    Sachs
      (48,900)                                               53,537
           Sumitomo     Electric     Industries      Ltd
      (15,300)                            HSBC                   13,992
           Sumitomo     Electric     Industries      Ltd         Credit    Suisse
      (29,600)                                               27,069
           Sumitomo     Electric     Industries      Ltd
      (44,800)                            Citibank                   24,087
           Sumitomo     Electric     Industries      Ltd         JP  Morgan
      (37,600)                                               34,384
           Sumitomo     Forestry     Co  Ltd
      (42,700)                            Citibank                   16,875
           Sumitomo     Forestry     Co  Ltd             JP  Morgan
      (13,400)                                               29,188
           Sumitomo     Forestry     Co  Ltd             Credit    Suisse
      (45,700)                                               99,544
           Sumitomo     Forestry     Co  Ltd             Deutsche     Bank
      (71,300)                                               38,663
           Sumitomo     Forestry     Co  Ltd
      (202,200)                             HSBC                  440,434
           Sumitomo     Heavy   Industries      Ltd          Bank   of  America    Merrill    Lynch
       9,400                                               (3,024)
           Sumitomo     Heavy   Industries      Ltd          JP  Morgan
       56,100                                               (87,652)
           Sumitomo     Heavy   Industries      Ltd          Credit    Suisse
       5,700                                               (8,906)
           Sumitomo     Heavy   Industries      Ltd
       16,200                            Citibank                   (3,722)
           Sumitomo     Heavy   Industries      Ltd          Deutsche     Bank
      179,100                                               (57,612)
           Sumitomo     Heavy   Industries      Ltd
      134,500                             HSBC                  (210,147)
      (85,300)     Sumitomo     Metal   Mining    Co  Ltd           Citibank                     －
           Sumitomo     Metal   Mining    Co  Ltd           Credit    Suisse
      (34,400)                                               114,451
           Sumitomo     Metal   Mining    Co  Ltd           Goldman    Sachs
      (72,300)                                                  42
           Sumitomo     Metal   Mining    Co  Ltd           JP  Morgan
      (57,100)                                               167,464
           Sumitomo     Mitsui    Financial     Group   Inc       Credit    Suisse
       39,400                                               (66,629)
           Sumitomo     Mitsui    Financial     Group   Inc       Bank   of  America    Merrill    Lynch
       31,500                                               (14,475)
           Sumitomo     Mitsui    Financial     Group   Inc
       9,100                            Citibank                   (5,353)
           Sumitomo     Mitsui    Financial     Group   Inc       JP  Morgan
       4,600                                               (7,779)
           Sumitomo     Mitsui    Financial     Group   Inc
      210,100                             HSBC                  (355,300)
           Sumitomo     Mitsui    Trust   Holdings     Inc        JP  Morgan
      (43,700)                                               (74,704)
           Sumitomo     Mitsui    Trust   Holdings     Inc        Credit    Suisse
       (7,800)                                               (13,334)
                                134/337



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                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           日本（続き）
           Sumitomo     Realty    & Development      Co  Ltd      Bank   of  America    Merrill    Lynch
       19,900                                                1,829
           Sumitomo     Realty    & Development      Co  Ltd      Credit    Suisse
       46,000                                               (16,911)
           Sumitomo     Realty    & Development      Co  Ltd      JP  Morgan
       13,400                                               (4,926)
           Sumitomo     Realty    & Development      Co  Ltd
       8,500                            HSBC                   (3,125)
           Sumitomo     Rubber    Industries      Ltd
       41,900                            HSBC                   (44,286)
           Sumitomo     Rubber    Industries      Ltd          Bank   of  America    Merrill    Lynch
       52,900                                               (19,934)
           Sumitomo     Rubber    Industries      Ltd
       8,000                            Citibank                   (3,088)
           Sumitomo     Rubber    Industries      Ltd          JP  Morgan
       63,800                                               (67,433)
           Sumitomo     Rubber    Industries      Ltd          Deutsche     Bank
       19,100                                               (7,197)
           Sumitomo     Rubber    Industries      Ltd          Credit    Suisse
       21,800                                               (23,041)
           Sundrug    Co  Ltd                  Bank   of  America    Merrill    Lynch
       26,200                                               (23,598)
           Sundrug    Co  Ltd                  JP  Morgan
       31,500                                               (44,295)
           Sundrug    Co  Ltd
       48,100                            Citibank                   (34,040)
           Sundrug    Co  Ltd                  Credit    Suisse
       18,000                                               (25,311)
           Sundrug    Co  Ltd                  Deutsche     Bank
       25,400                                               (22,878)
       15,900     Sundrug    Co  Ltd                  HSBC                   (22,358)
           Suntory    Beverage     & Food   Ltd           Credit    Suisse
      (13,500)                                               12,408
           Suzuken    Co  Ltd/Aichi     Japan             Bank   of  America    Merrill    Lynch
       38,500                                               99,076
           Suzuken    Co  Ltd/Aichi     Japan
       42,800                            Citibank                   (23,602)
           Suzuken    Co  Ltd/Aichi     Japan             JP  Morgan
       28,300                                               72,828
           Suzuken    Co  Ltd/Aichi     Japan             Credit    Suisse
       58,800                                               151,317
           Suzuki    Motor   Corp
       29,800                            Citibank                   11,229
           Sysmex    Corp
      (17,100)                            Citibank                   20,745
           Sysmex    Corp                    Bank   of  America    Merrill    Lynch
      (30,200)                                               (16,376)
           Sysmex    Corp
      (18,100)                            HSBC                  (228,236)
           T&D  Holdings     Inc                 Goldman    Sachs
      (444,800)                                                53,201
           T&D  Holdings     Inc                 Credit    Suisse
      (41,400)                                                5,030
           Tadano    Ltd                    Goldman    Sachs
      (48,000)                                                (8,854)
           Taiheiyo     Cement    Corp
       5,500                            HSBC                   (5,151)
           Taiheiyo     Cement    Corp               Goldman    Sachs
       50,500                                               (59,810)
           Taiheiyo     Cement    Corp
       6,400                            Citibank                   (8,529)
           Taiheiyo     Cement    Corp               JP  Morgan
       20,400                                               (40,311)
           Taisei    Corp
       26,100                            Citibank                   (88,755)
           Taisho    Pharmaceutical        Holdings     Co  Ltd      JP  Morgan
       26,300                                              (290,060)
       11,100     Taisho    Pharmaceutical        Holdings     Co  Ltd      Citibank                   (32,646)
           Taisho    Pharmaceutical        Holdings     Co  Ltd      Bank   of  America    Merrill    Lynch
       8,600                                              (33,987)
           Taisho    Pharmaceutical        Holdings     Co  Ltd      Credit    Suisse
       1,700                                              (18,749)
           Taiyo   Nippon    Sanso   Corp              Bank   of  America    Merrill    Lynch
      (26,200)                                                6,742
           Taiyo   Nippon    Sanso   Corp
      (94,700)                            Citibank                   73,111
           Taiyo   Nippon    Sanso   Corp              Credit    Suisse
      (72,500)                                               (117,274)
           Taiyo   Nippon    Sanso   Corp              Deutsche     Bank
      (60,400)                                               15,543
           Taiyo   Nippon    Sanso   Corp              JP  Morgan
      (206,400)                                               (333,867)
           Taiyo   Nippon    Sanso   Corp
      (28,200)                            HSBC                   (45,616)
           Taiyo   Yuden   Co  Ltd                Credit    Suisse
      (22,400)                                               47,763
           Taiyo   Yuden   Co  Ltd
      (80,300)                            Citibank                   6,642
                                135/337



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                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
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                                                   （米ドル）
           日本（続き）
           Taiyo   Yuden   Co  Ltd                Deutsche     Bank
       (6,200)                                               18,007
           Taiyo   Yuden   Co  Ltd                JP  Morgan
       (9,400)                                               20,043
           Taiyo   Yuden   Co  Ltd                Bank   of  America    Merrill    Lynch
      (62,800)                                               182,389
           Taiyo   Yuden   Co  Ltd
      (115,500)                             HSBC                  246,275
           Takara    Bio  Inc
       (1,100)                            Citibank                    (819)
           Takara    Bio  Inc                  Credit    Suisse
      (85,600)                                               58,218
           Takara    Holdings     Inc               JP  Morgan
      (113,300)                                                54,148
           Takara    Holdings     Inc
      (37,400)                            Citibank                   56,029
           Takara    Holdings     Inc               Credit    Suisse
       (9,400)                                               4,492
           Takara    Holdings     Inc               Deutsche     Bank
       (3,800)                                               2,584
           Takashimaya      Co  Ltd
       41,300                            Citibank                   (18,599)
           Takashimaya      Co  Ltd                JP  Morgan
       28,500                                               (14,145)
           Takashimaya      Co  Ltd                Bank   of  America    Merrill    Lynch
       61,100                                               (23,585)
           Takashimaya      Co  Ltd                Credit    Suisse
       50,200                                               (24,914)
           Takashimaya      Co  Ltd
      373,500                             HSBC                  (185,368)
       (7,500)    Takeda    Pharmaceutical        Co  Ltd           Credit    Suisse               31,019
           Takeda    Pharmaceutical        Co  Ltd
      (23,800)                            HSBC                   98,433
           Takeda    Pharmaceutical        Co  Ltd
      (155,800)                             Citibank                  330,773
           TDK  Corp
      (30,200)                            Citibank                  158,210
           TDK  Corp                     Credit    Suisse
      (26,200)                                               445,476
           TDK  Corp                     JP  Morgan
       (4,800)                                               81,614
           TDK  Corp                     Deutsche     Bank
      (11,800)                                               182,198
           TDK  Corp
      (27,700)                            HSBC                  470,980
           Teijin    Ltd                    Bank   of  America    Merrill    Lynch
       90,600                                               (34,140)
           Teijin    Ltd
       86,900                            Citibank                   (11,181)
           Teijin    Ltd                    JP  Morgan
      178,600                                               (90,834)
           Teijin    Ltd                    Credit    Suisse
      129,100                                               (73,565)
           Teijin    Ltd                    Deutsche     Bank
       66,700                                               (25,134)
           Teijin    Ltd                    Goldman    Sachs
      201,900                                               (35,328)
           Terumo    Corp
      (11,800)                            Citibank                   3,145
           Terumo    Corp                    Deutsche     Bank
       (9,600)                                               (6,441)
           Terumo    Corp                    Goldman    Sachs
      (16,400)                                                2,223
           Terumo    Corp                    Credit    Suisse
      (11,800)                                               23,751
           Terumo    Corp                    JP  Morgan
       (7,000)                                               14,089
       (9,800)    Terumo    Corp                    HSBC                   19,725
           THK  Co  Ltd                    Credit    Suisse
      (47,300)                                               151,283
           THK  Co  Ltd
       (6,400)                            Citibank                   7,353
           THK  Co  Ltd                    JP  Morgan
       (9,200)                                               29,425
           TIS  Inc                     Credit    Suisse
       29,300                                               115,794
           TIS  Inc                     Deutsche     Bank
       31,700                                               110,712
           TIS  Inc                     Bank   of  America    Merrill    Lynch
       32,000                                               111,760
           TIS  Inc
       8,700                            Citibank                   3,998
           TIS  Inc                     Goldman    Sachs
       19,400                                               (3,815)
           TIS  Inc
       5,300                            HSBC                   20,946
           TIS  Inc                     JP  Morgan
       6,000                                               23,712
                                136/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           日本（続き）
           Tobu   Railway    Co  Ltd               Goldman    Sachs
       64,500                                               (31,384)
           Toda   Corp                     Goldman    Sachs
      (108,300)                                                6,136
           Toho   Co  Ltd/Tokyo
      (32,400)                            HSBC                   (41,689)
           Toho   Co  Ltd/Tokyo
       (5,600)                            Citibank                   (3,860)
           Toho   Co  Ltd/Tokyo                   JP  Morgan
      (10,600)                                               (13,639)
           Toho   Co  Ltd/Tokyo                   Deutsche     Bank
      (21,400)                                                (3,934)
           Toho   Co  Ltd/Tokyo                   Credit    Suisse
      (12,000)                                               (15,440)
           Toho   Gas  Co  Ltd
       (4,200)                            HSBC                    (115)
           Toho   Gas  Co  Ltd
       (5,000)                            Citibank                   (1,838)
           Toho   Gas  Co  Ltd                 Deutsche     Bank
       (5,900)                                               2,169
           Toho   Gas  Co  Ltd                 Goldman    Sachs
      (25,100)                                                9,032
           Tohoku    Electric     Power   Co  Inc           Credit    Suisse
       37,100                                               (29,324)
           Tohoku    Electric     Power   Co  Inc           Deutsche     Bank
       22,900                                               (7,577)
           Tohoku    Electric     Power   Co  Inc           Bank   of  America    Merrill    Lynch
       21,900                                               (7,246)
           Tohoku    Electric     Power   Co  Inc
      107,600                             HSBC                   (85,048)
      241,400     Tokai   Rika   Co  Ltd                Bank   of  America    Merrill    Lynch      (204,116)
           Tokai   Rika   Co  Ltd                JP  Morgan
       4,100                                               (4,936)
           Tokai   Rika   Co  Ltd                Goldman    Sachs
       38,000                                               (17,227)
           Tokio   Marine    Holdings     Inc
       35,900                            Citibank                   5,609
           Tokio   Marine    Holdings     Inc            Bank   of  America    Merrill    Lynch
       45,800                                               (39,989)
           Tokio   Marine    Holdings     Inc            JP  Morgan
       18,600                                               (21,027)
           Tokio   Marine    Holdings     Inc            Deutsche     Bank
       1,000                                                (873)
           Tokio   Marine    Holdings     Inc            Credit    Suisse
       42,300                                               (47,819)
           Tokio   Marine    Holdings     Inc
      114,000                             HSBC                  (128,873)
           Tokuyama     Corp                   Credit    Suisse
       10,700                                               (18,432)
           Tokuyama     Corp                   Goldman    Sachs
      111,700                                               (135,532)
           Tokyo   Broadcasting       System    Holdings     Inc     Credit    Suisse
      (49,000)                                               95,924
           Tokyo   Broadcasting       System    Holdings     Inc     Deutsche     Bank
       (9,000)                                               (6,286)
           Tokyo   Broadcasting       System    Holdings     Inc     JP  Morgan
      (50,700)                                               99,252
           Tokyo   Century    Corp                JP  Morgan
       (3,100)                                               16,240
           Tokyo   Century    Corp
       (2,100)                            Citibank                   7,045
           Tokyo   Century    Corp                Goldman    Sachs
       (6,200)                                               12,803
           Tokyo   Century    Corp                Bank   of  America    Merrill    Lynch
       (1,600)                                               3,088
           Tokyo   Century    Corp                Credit    Suisse
       (5,600)                                               29,337
        (300)   Tokyo   Century    Corp                Deutsche     Bank                579
           Tokyo   Century    Corp
      (10,800)                            HSBC                   56,578
           Tokyo   Electric     Power   Co  Holdings     Inc      Goldman    Sachs
      (69,600)                                               15,580
           Tokyo   Electron     Ltd                Bank   of  America    Merrill    Lynch
       7,200                                              (125,730)
           Tokyo   Electron     Ltd
        700                           Citibank                   (3,185)
           Tokyo   Gas  Co  Ltd                 Deutsche     Bank
       55,500                                                7,906
           Tokyo   Gas  Co  Ltd                 Bank   of  America    Merrill    Lynch
       7,900                                               1,125
           Tokyo   Gas  Co  Ltd
       20,700                            HSBC                   (1,617)
           Tokyo   Gas  Co  Ltd                 JP  Morgan
       7,600                                                (594)
           Tokyo   Tatemono     Co  Ltd              Credit    Suisse
      (17,700)                                                6,182
           Tokyo   Tatemono     Co  Ltd
      (46,800)                            HSBC                   16,345
                                137/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           日本（続き）
           Tokyu   Corp                    Bank   of  America    Merrill    Lynch
       (6,500)                                                (717)
           Tokyu   Corp                    JP  Morgan
      (44,900)                                               (62,312)
           Tokyu   Corp                    Credit    Suisse
      (47,800)                                               (66,337)
           Tokyu   Corp
      (33,700)                            Citibank                   14,248
           Tokyu   Corp                    Deutsche     Bank
      (73,000)                                                (8,051)
           Tokyu   Corp
      (124,300)                             HSBC                  (172,504)
           Tokyu   Fudosan    Holdings     Corp            Credit    Suisse
      (94,800)                                                (6,970)
           Tokyu   Fudosan    Holdings     Corp
      (867,700)                             HSBC                   (63,799)
           Toppan    Printing     Co  Ltd              Bank   of  America    Merrill    Lynch
      585,400                                              (1,215,940)
           Toppan    Printing     Co  Ltd              JP  Morgan
       20,800                                               (24,469)
           Toray   Industries      Inc               Credit    Suisse
      (589,700)                                                (89,968)
           Toray   Industries      Inc
      (163,100)                             Citibank                   (12,292)
           Toray   Industries      Inc               JP  Morgan
      (62,900)                                                (9,596)
           Toshiba    Corp                   Bank   of  America    Merrill    Lynch
       24,400                                               (38,123)
           Toshiba    Corp
       10,400                            Citibank                   (6,691)
       85,100     Toshiba    Corp                   Credit    Suisse              (172,069)
           Toshiba    Corp
       90,000                            HSBC                  (181,977)
           Tosoh   Corp                    JP  Morgan
      124,900                                               (331,750)
           Tosoh   Corp                    Bank   of  America    Merrill    Lynch
       80,500                                               (98,401)
           Tosoh   Corp                    Deutsche     Bank
      172,600                                               (210,981)
           Tosoh   Corp                    Credit    Suisse
       86,900                                              (230,818)
           Tosoh   Corp
       22,000                            Citibank                   (13,345)
           Tosoh   Corp
      123,700                             HSBC                  (328,563)
           TOTO   Ltd                     Credit    Suisse
       (6,400)                                               8,823
           TOTO   Ltd
      (139,300)                             HSBC                  192,041
           TOTO   Ltd                     JP  Morgan
       (4,100)                                               5,652
           Toyo   Seikan    Group   Holdings     Ltd          JP  Morgan
      (10,900)                                                9,517
           Toyo   Seikan    Group   Holdings     Ltd          Credit    Suisse
      (24,800)                                               21,653
           Toyo   Seikan    Group   Holdings     Ltd
      (62,000)                            Citibank                   66,100
           Toyo   Suisan    Kaisha    Ltd              Bank   of  America    Merrill    Lynch
       29,100                                               (17,384)
           Toyo   Suisan    Kaisha    Ltd
       41,100                            Citibank                   (45,329)
           Toyo   Suisan    Kaisha    Ltd              JP  Morgan
       27,000                                               23,574
           Toyo   Suisan    Kaisha    Ltd              Credit    Suisse
       16,100                                               14,057
           Toyo   Suisan    Kaisha    Ltd              Deutsche     Bank
       6,400                                               (3,823)
      (64,400)     Toyo   Tire   Corp                  Credit    Suisse               (97,427)
           Toyo   Tire   Corp
      (84,700)                            Citibank                   (23,354)
           Toyo   Tire   Corp                  JP  Morgan
      (72,500)                                               (96,618)
           Toyo   Tire   Corp                  Goldman    Sachs
      (215,900)                                                (59,959)
           Toyo   Tire   Corp
      (63,000)                            HSBC                   (83,958)
           Toyoda    Gosei   Co  Ltd
      (20,200)                            Citibank                   20,608
           Toyoda    Gosei   Co  Ltd               Deutsche     Bank
      (17,000)                                               23,593
           Toyoda    Gosei   Co  Ltd               JP  Morgan
       (4,900)                                               11,664
           Toyota    Boshoku    Corp                Bank   of  America    Merrill    Lynch
       50,800                                               (55,093)
           Toyota    Boshoku    Corp
      151,500                             Citibank                  (107,215)
           Toyota    Boshoku    Corp                JP  Morgan
       27,600                                               (39,572)
                                138/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           日本（続き）
           Toyota    Boshoku    Corp                Credit    Suisse
       65,700                                               (94,198)
           Toyota    Boshoku    Corp                Deutsche     Bank
      130,300                                               (141,312)
           Toyota    Industries      Corp              Bank   of  America    Merrill    Lynch
      (19,200)                                               22,940
           Toyota    Industries      Corp
      (57,200)                            Citibank                   5,257
           Toyota    Industries      Corp              Credit    Suisse
      (46,700)                                               141,639
           Toyota    Industries      Corp              Deutsche     Bank
      (45,000)                                               53,766
           Toyota    Industries      Corp              JP  Morgan
      (61,100)                                               185,313
           Toyota    Industries      Corp
      (24,000)                            HSBC                   72,791
           Toyota    Motor   Corp                 Credit    Suisse
       14,200                                               (22,583)
           Toyota    Motor   Corp                 JP  Morgan
       14,300                                               (14,303)
           Toyota    Motor   Corp                 Goldman    Sachs
       28,200                                               (34,531)
           Toyota    Tsusho    Corp                Bank   of  America    Merrill    Lynch
       10,400                                               (19,117)
           Toyota    Tsusho    Corp
       14,600                            Citibank                   (16,773)
           Toyota    Tsusho    Corp                JP  Morgan
       3,300                                               (6,521)
           Trend   Micro   Inc/Japan                 Bank   of  America    Merrill    Lynch
       16,400                                               (42,958)
       31,700     Trend   Micro   Inc/Japan                 Citibank                   (45,159)
           Trend   Micro   Inc/Japan                 Deutsche     Bank
       4,800                                              (12,573)
           Trend   Micro   Inc/Japan                 JP  Morgan
       6,600                                              (28,206)
           TS  Tech   Co  Ltd
       1,700                            Citibank                   (2,281)
           TS  Tech   Co  Ltd                  JP  Morgan
       34,800                                              (109,705)
           TS  Tech   Co  Ltd                  Bank   of  America    Merrill    Lynch
       10,100                                               (22,186)
           TS  Tech   Co  Ltd                  Credit    Suisse
       34,700                                              (109,389)
           TS  Tech   Co  Ltd                  Deutsche     Bank
       17,900                                               (39,319)
           Tsumura    & Co                  JP  Morgan
      (39,100)                                               125,775
           Tsumura    & Co
      (83,500)                            Citibank                   42,209
           Tsumura    & Co                  Deutsche     Bank
      (10,600)                                                7,307
           Tsuruha    Holdings     Inc
       (1,400)                            Citibank                   1,544
           Tsuruha    Holdings     Inc               Bank   of  America    Merrill    Lynch
      (18,600)                                               54,703
           Tsuruha    Holdings     Inc               Credit    Suisse
       (1,100)                                               4,651
           Tsuruha    Holdings     Inc               Deutsche     Bank
       (4,800)                                               14,117
           Tsuruha    Holdings     Inc               JP  Morgan
      (10,600)                                               44,814
           Tsuruha    Holdings     Inc
       (8,700)                            HSBC                   36,781
           TV  Asahi   Holdings     Corp
       (5,900)                            Citibank                   3,904
           TV  Asahi   Holdings     Corp              Credit    Suisse
      (22,100)                                               23,968
      (32,600)     TV  Asahi   Holdings     Corp              JP  Morgan                 35,355
           TV  Asahi   Holdings     Corp
      (12,500)                            HSBC                   13,556
           Ube  Industries      Ltd                JP  Morgan
       26,500                                               (33,367)
           Ube  Industries      Ltd                Bank   of  America    Merrill    Lynch
       18,300                                               (16,819)
           Ube  Industries      Ltd
       12,600                            Citibank                   (6,253)
           Ube  Industries      Ltd                Credit    Suisse
       24,700                                               (31,101)
           Ube  Industries      Ltd                Deutsche     Bank
       7,400                                               (6,801)
           Ube  Industries      Ltd                Goldman    Sachs
       38,900                                               (7,169)
           Ube  Industries      Ltd
       9,500                            HSBC                   (11,962)
           Ulvac   Inc                    Goldman    Sachs
      (67,700)                                               93,517
           Ulvac   Inc
       (8,300)                            Citibank                   22,122
                                139/337



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                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           日本（続き）
           Ulvac   Inc                    Credit    Suisse
      (25,800)                                               98,405
           Ulvac   Inc
      (69,100)                            HSBC                  263,605
           Ulvac   Inc                    JP  Morgan
      (33,300)                                               127,012
           Unicharm     Corp                   JP  Morgan
       (6,400)                                               16,411
           Unicharm     Corp
      (25,100)                            Citibank                   27,221
           Unicharm     Corp                   Credit    Suisse
      (28,200)                                               72,311
           Unicharm     Corp                   Deutsche     Bank
      (62,600)                                               53,507
           Unicharm     Corp
      (160,900)                             HSBC                  412,583
           United    Urban   Investment      Corp   (Reit)         Deutsche     Bank
        (656)                                              9,044
           Universal     Entertainment       Corp
      (15,200)                            Citibank                   2,095
           Ushio   Inc                    Bank   of  America    Merrill    Lynch
       41,800                                               (34,576)
           Ushio   Inc                    Deutsche     Bank
       11,900                                               (9,843)
           Ushio   Inc                    JP  Morgan
       18,100                                               12,476
           Ushio   Inc
       45,500                            HSBC                   31,363
           USS  Co  Ltd                    Credit    Suisse
      (58,700)                                                (5,934)
      (105,000)      USS  Co  Ltd                    Citibank                   (10,615)
           USS  Co  Ltd                    Deutsche     Bank
      (46,200)                                               (24,628)
           USS  Co  Ltd                    JP  Morgan
      (77,700)                                                (7,855)
           Wacoal    Holdings     Corp               JP  Morgan
       1,600                                                956
           Wacoal    Holdings     Corp
       2,500                            Citibank                    (161)
           Wacoal    Holdings     Corp               Bank   of  America    Merrill    Lynch
       2,600                                               1,888
           Wacoal    Holdings     Corp               Credit    Suisse
       1,300                                                777
           Wacoal    Holdings     Corp               Goldman    Sachs
       36,800                                               (20,033)
           Welcia    Holdings     Co  Ltd              JP  Morgan
      (56,700)                                               273,586
           Welcia    Holdings     Co  Ltd              Credit    Suisse
       (6,400)                                               30,881
           Welcia    Holdings     Co  Ltd
      (21,500)                            HSBC                   38,638
           Welcia    Holdings     Co  Ltd              Goldman    Sachs
      (70,600)                                               (10,431)
           West   Japan   Railway    Co              Bank   of  America    Merrill    Lynch
       27,000                                               24,815
           West   Japan   Railway    Co
       26,200                            Citibank                   (9,150)
           West   Japan   Railway    Co              JP  Morgan
       6,700                                               11,633
           West   Japan   Railway    Co              Deutsche     Bank
       5,500                                               5,055
           West   Japan   Railway    Co              Credit    Suisse
       20,900                                               27,853
           West   Japan   Railway    Co
       4,300                            HSBC                   5,730
           West   Japan   Railway    Co              Goldman    Sachs
       11,300                                               (7,761)
      (412,682)      Yahoo   Japan   Corp                 JP  Morgan                 (15,171)
           Yahoo   Japan   Corp
      (215,800)                             Citibank                   (17,850)
           Yahoo   Japan   Corp                 Credit    Suisse
      (85,100)                                                (3,129)
           Yahoo   Japan   Corp
      (299,800)                             HSBC                   (11,022)
           Yakult    Honsha    Co  Ltd               JP  Morgan
      (23,800)                                               242,801
           Yakult    Honsha    Co  Ltd               Bank   of  America    Merrill    Lynch
      (10,100)                                               62,194
           Yakult    Honsha    Co  Ltd               Credit    Suisse
       (4,900)                                               49,989
           Yamaguchi     Financial     Group   Inc          Credit    Suisse
       83,900                                               16,193
           Yamaguchi     Financial     Group   Inc          Deutsche     Bank
      108,000                                               (27,793)
           Yamaha    Corp                    Goldman    Sachs
      (23,300)                                               49,920
           Yamaha    Motor   Co  Ltd               JP  Morgan
      (34,900)                                               27,906
                                140/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           日本（続き）
           Yamaha    Motor   Co  Ltd               Credit    Suisse
      (21,500)                                               17,191
           Yamaha    Motor   Co  Ltd               Deutsche     Bank
      (29,000)                                               11,194
           Yamaha    Motor   Co  Ltd
      (24,500)                            Citibank                   11,484
           Yamaha    Motor   Co  Ltd
      (10,000)                            HSBC                   7,996
           Yamato    Holdings     Co  Ltd              Bank   of  America    Merrill    Lynch
       3,100                                               (2,963)
           Yamato    Holdings     Co  Ltd
       10,200                            Citibank                   (3,281)
           Yamato    Holdings     Co  Ltd
       14,300                            HSBC                   (24,051)
           Yamazaki     Baking    Co  Ltd              JP  Morgan
       69,500                                               (48,546)
           Yamazaki     Baking    Co  Ltd
       20,600                            Citibank                   (17,418)
           Yaskawa    Electric     Corp               JP  Morgan
      (101,900)                                               613,432
           Yaskawa    Electric     Corp               Credit    Suisse
      (42,400)                                               232,219
           Yaskawa    Electric     Corp               Goldman    Sachs
      (59,900)                                               124,253
           Yaskawa    Electric     Corp
      (49,100)                            Citibank                  112,817
           Yokogawa     Electric     Corp              JP  Morgan
      106,300                                               (86,951)
           Yokogawa     Electric     Corp              Bank   of  America    Merrill    Lynch
      127,700                                                31,689
       39,500     Yokogawa     Electric     Corp              Citibank                   (6,172)
           Yokogawa     Electric     Corp              Credit    Suisse
       30,200                                               (24,703)
           Yokogawa     Electric     Corp              Deutsche     Bank
       20,900                                                5,186
           Yokohama     Rubber    Co  Ltd/The              Goldman    Sachs
       19,200                                               (12,310)
           Yokohama     Rubber    Co  Ltd/The
       15,200                            HSBC                   (24,727)
           Yokohama     Rubber    Co  Ltd/The
       14,700                            Citibank                   (13,646)
           Yokohama     Rubber    Co  Ltd/The              JP  Morgan
       13,600                                               (22,124)
           Yokohama     Rubber    Co  Ltd/The              Bank   of  America    Merrill    Lynch
       23,700                                               (30,713)
           Yokohama     Rubber    Co  Ltd/The              Deutsche     Bank
       4,300                                               (5,572)
           Zenkoku    Hosho   Co  Ltd               Deutsche     Bank
        600                                              2,095
           Zenkoku    Hosho   Co  Ltd               Bank   of  America    Merrill    Lynch
       1,000                                               3,492
           Zenkoku    Hosho   Co  Ltd
       15,300                            Citibank                   39,373
           Zenkoku    Hosho   Co  Ltd
       21,200                            HSBC                   91,577
           Zensho    Holdings     Co  Ltd              Bank   of  America    Merrill    Lynch
       37,000                                               (20,063)
           Zensho    Holdings     Co  Ltd
       17,000                            Citibank                   (12,656)
           Zensho    Holdings     Co  Ltd              Credit    Suisse
       50,000                                              (124,994)
           Zensho    Holdings     Co  Ltd              JP  Morgan
       19,100                                               (47,748)
           Zeon   Corp                     Bank   of  America    Merrill    Lynch
      137,800                                               (55,725)
           Zeon   Corp
      134,100                             Citibank                   (48,067)
       81,200     Zeon   Corp                     Goldman    Sachs              (19,291)
           ZOZO   Inc                     JP  Morgan
      (102,700)                                               382,276
           ZOZO   Inc
      (26,100)                            Citibank                   (10,555)
           ZOZO   Inc                     Credit    Suisse
      (330,100)                                              1,228,717
           ZOZO   Inc                     Goldman    Sachs
      (10,400)                                                (4,436)
           ZOZO   Inc                                       417,265
      (112,100)                             HSBC
                                                    11,426,977
           オランダ
           Aalberts     NV                   Bank   of  America    Merrill    Lynch
       50,454                                              (118,228)
           Aalberts     NV                   Credit    Suisse
       29,374                                              (127,830)
           Aalberts     NV
       13,262                            HSBC                   (57,714)
                                141/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           オランダ（続き）
           ABN  AMRO   Group   NV  ‘144A’              JP  Morgan
       36,511                                               (24,129)
           ABN  AMRO   Group   NV  ‘144A’              Goldman    Sachs
       91,880                                               (11,258)
           ABN  AMRO   Group   NV  ‘144A’              HSBC
       68,949                                               (63,857)
           ABN  AMRO   Group   NV  ‘144A’              Citibank
       54,958                                                1,227
           ABN  AMRO   Group   NV  ‘144A’              Credit    Suisse
       8,321                                               (7,707)
           ABN  AMRO   Group   NV  ‘144A’              Bank   of  America    Merrill    Lynch
       26,291                                               (13,202)
           Adyen   NV  ‘144A’                  JP  Morgan
        (970)                                             (52,603)
           Adyen   NV  ‘144A’                  Credit    Suisse
       (1,716)                                               (98,462)
           Adyen   NV  ‘144A’                  Citibank
       (1,116)                                               (10,709)
           Adyen   NV  ‘144A’
       (2,053)                            HSBC                  (111,335)
           Adyen   NV  ‘144A’                  Bank   of  America    Merrill    Lynch
        (483)                                             (29,104)
           Aegon   NV
      (668,944)                             HSBC                  280,662
           Akzo   Nobel   NV
       18,634                            Citibank                   (43,665)
           Akzo   Nobel   NV                  Goldman    Sachs
       10,000                                               (12,463)
           Akzo   Nobel   NV                  Bank   of  America    Merrill    Lynch
       11,535                                               (2,188)
       56,663     Akzo   Nobel   NV                  Credit    Suisse               111,280
           Akzo   Nobel   NV
       4,605                            HSBC                   9,044
           Akzo   Nobel   NV                  JP  Morgan
       50,827                                               69,517
           Aperam    SA                    Credit    Suisse
       12,034                                               (55,055)
           Aperam    SA
      400,525                             HSBC                 (1,832,395)
                                   Goldman    Sachs
      (122,550)      ArcelorMittal                                          137,485
           ASM  International       NV
       22,903                            Citibank                   (73,091)
           ASM  International       NV              JP  Morgan
       37,423                                              (255,562)
           ASM  International       NV              Bank   of  America    Merrill    Lynch
       14,723                                               (84,772)
           ASM  International       NV              Credit    Suisse
       16,886                                              (115,314)
           ASM  International       NV              Deutsche     Bank
        770                                              (4,433)
           ASM  International       NV
       31,593                            HSBC                  (215,749)
           ASML   Holding    NV                 Goldman    Sachs
       (5,030)                                               7,921
           ASR  Nederland     NV                Bank   of  America    Merrill    Lynch
       1,362                                               (3,283)
           ASR  Nederland     NV
       75,560                            Citibank                  (190,549)
           ASR  Nederland     NV                JP  Morgan
       60,219                                              (202,258)
           ASR  Nederland     NV                Credit    Suisse
       44,859                                              (150,668)
           ASR  Nederland     NV
      150,506                             HSBC                  (505,506)
           BE  Semiconductor       Industries      NV         Credit    Suisse
       85,363                                              (364,816)
       84,214     BE  Semiconductor       Industries      NV         Citibank                  (149,413)
           BE  Semiconductor       Industries      NV         JP  Morgan
       64,390                                              (275,184)
           BE  Semiconductor       Industries      NV         Bank   of  America    Merrill    Lynch
        679                                              (2,394)
           BE  Semiconductor       Industries      NV
       52,616                            HSBC                  (224,865)
           Boskalis     Westminster
      (11,670)                            Citibank                   11,069
           Boskalis     Westminster                   Bank   of  America    Merrill    Lynch
      (235,679)                                               478,628
           Boskalis     Westminster                   JP  Morgan
      (98,030)                                               379,572
           Boskalis     Westminster                   Credit    Suisse
      (106,914)                                               413,971
           Boskalis     Westminster                   Deutsche     Bank
      (47,524)                                               96,514
           Galapagos     NV                  JP  Morgan
      (28,962)                                               64,634
           Galapagos     NV                  Deutsche     Bank
       (1,476)                                               (1,071)
                                142/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           オランダ（続き）
           Galapagos     NV
      (14,650)                            HSBC                   32,694
           Galapagos     NV                  Bank   of  America    Merrill    Lynch
       (6,330)                                               (4,591)
           Gemalto    NV
        (304)                           Citibank                     17
           Gemalto    NV                   Bank   of  America    Merrill    Lynch
       (3,556)                                                198
           Gemalto    NV
         (9)                          HSBC                     －
           Heineken     Holding    NV               Bank   of  America    Merrill    Lynch
       29,392                                               (81,993)
           Heineken     Holding    NV
       37,557                            HSBC                   (92,198)
           Heineken     Holding    NV
       4,318                            Citibank                   (14,696)
           Heineken     NV
       16,641                            HSBC                   (49,393)
           Heineken     NV                   Bank   of  America    Merrill    Lynch
       34,949                                              (131,033)
           Heineken     NV                   Credit    Suisse
       9,705                                              (28,806)
           Heineken     NV
       13,803                            Citibank                   (57,912)
           Heineken     NV                   JP  Morgan
       28,381                                               (79,270)
           Heineken     NV                   Goldman    Sachs
       6,430                                              (26,876)
           IMCD   NV                     Bank   of  America    Merrill    Lynch
      (41,776)                                               114,209
      (37,795)     IMCD   NV                     Credit    Suisse               (40,065)
           IMCD   NV                     Deutsche     Bank
       (7,583)                                               20,731
           ING  Groep   NV
      370,973                             HSBC                  (457,829)
           Koninklijke      Ahold   Delhaize     NV          Goldman    Sachs
      (71,987)                                               39,965
           Koninklijke      DSM  NV               Bank   of  America    Merrill    Lynch
       35,932                                               (30,071)
           Koninklijke      DSM  NV
       17,860                            Citibank                   (22,918)
           Koninklijke      DSM  NV               Credit    Suisse
       13,300                                               (3,125)
           Koninklijke      DSM  NV               JP  Morgan
       11,906                                                4,159
           Koninklijke      DSM  NV
       17,161                            HSBC                   (5,745)
           Koninklijke      DSM  NV               Goldman    Sachs
       2,620                                              (10,315)
           Koninklijke      KPN  NV               Credit    Suisse
      272,179                                                2,430
           Koninklijke      KPN  NV
      194,982                             Citibank                   1,958
           Koninklijke      KPN  NV
       80,012                            HSBC                     714
           Koninklijke      KPN  NV               JP  Morgan
      131,326                                                1,172
           Koninklijke      Philips    NV
       39,804                            Citibank                   (39,085)
           Koninklijke      Philips    NV             JP  Morgan
       43,068                                               (85,782)
           Koninklijke      Philips    NV             Credit    Suisse
      108,491                                               (216,091)
           Koninklijke      Philips    NV
       92,569                            HSBC                  (184,378)
           Koninklijke      Vopak   NV              Credit    Suisse
       (6,888)                                               10,376
      (144,900)      Koninklijke      Vopak   NV              Bank   of  America    Merrill    Lynch      108,330
           Koninklijke      Vopak   NV
      (16,074)                            Citibank                   25,290
           Koninklijke      Vopak   NV              JP  Morgan
      (67,536)                                               101,736
           Koninklijke      Vopak   NV
      (47,110)                            HSBC                   70,966
           NN  Group   NV
       41,104                            Citibank                  (121,086)
           NN  Group   NV                   Credit    Suisse
       25,110                                               (88,646)
           NN  Group   NV                   Goldman    Sachs
       80,040                                              (193,686)
           OCI  NV                     JP  Morgan
      (108,387)                                               420,037
           OCI  NV                     Goldman    Sachs
      (34,010)                                               99,192
           OCI  NV                     Bank   of  America    Merrill    Lynch
       (9,000)                                               28,220
           OCI  NV                     Credit    Suisse
      (62,141)                                               246,157
                                143/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           オランダ（続き）
           Randstad     NV
       43,705                            HSBC                  (169,226)
           SBM  Offshore     NV
       44,116                            Citibank                   (54,888)
           SBM  Offshore     NV                 Credit    Suisse
       39,656                                               (47,126)
           Signify    NV  ‘144A’                 HSBC
       94,009                                              (219,241)
           Signify    NV  ‘144A’                 Bank   of  America    Merrill    Lynch
       98,037                                              (208,944)
           Signify    NV  ‘144A’                 Citibank
      148,684                                               (122,773)
           Signify    NV  ‘144A’                 JP  Morgan
       87,366                                              (203,749)
           Signify    NV  ‘144A’                 Credit    Suisse
       40,707                                               (94,934)
           Unibail-Rodamco-Westfield             (Reit)          JP  Morgan
      (22,472)                                               348,548
           Unibail-Rodamco-Westfield             (Reit)          Bank   of  America    Merrill    Lynch
       (1,660)                                               16,671
           Unibail-Rodamco-Westfield             (Reit)
      (24,335)                            HSBC                  377,443
           Unilever     NV                   JP  Morgan
       16,891                                               13,098
           Unilever     NV                   Goldman    Sachs
       18,740                                               (5,315)
           Unilever     NV                   Bank   of  America    Merrill    Lynch
       23,628                                               13,710
           Unilever     NV
       27,272                            Citibank                   (17,955)
       24,288     Unilever     NV                   HSBC                   8,402
           Wolters    Kluwer    NV                Bank   of  America    Merrill    Lynch
       14,863                                               21,560
           Wolters    Kluwer    NV
       20,144                            Citibank                   (22,478)
           Wolters    Kluwer    NV                JP  Morgan
       25,734                                                7,466
           Wolters    Kluwer    NV                Credit    Suisse
       11,147                                                3,234
           Wolters    Kluwer    NV                Deutsche     Bank
       36,602                                               53,095
           Wolters    Kluwer    NV                                   14,806
       51,033                            HSBC
                                                    (4,454,943)
           ニュージーランド
           a2  Milk   Co  Ltd                  Bank   of  America    Merrill    Lynch
       36,490                                               (11,890)
           a2  Milk   Co  Ltd                  Credit    Suisse
       43,181                                               (1,127)
           a2  Milk   Co  Ltd                  HSBC
      201,290                                               (42,489)
           Contact    Energy    Ltd                Goldman    Sachs
      302,560                                                8,810
           Contact    Energy    Ltd                Credit    Suisse
      103,800                                                8,999
           Contact    Energy    Ltd                                   8,876
       95,690                            HSBC
                                                     (28,821)
           ノルウェー
           Aker   ASA   ‘A’                  Bank   of  America    Merrill    Lynch
      (16,639)                                               37,949
           Aker   ASA   ‘A’                  Goldman    Sachs
       (7,330)                                               29,196
       51,870     Aker   BP  ASA                   Credit    Suisse              (136,284)
           Aker   BP  ASA                   Goldman    Sachs
       72,050                                              (198,313)
           Austevoll     Seafood    ASA
       83,762                            HSBC                   (82,147)
           Austevoll     Seafood    ASA              Bank   of  America    Merrill    Lynch
       19,550                                               (2,341)
           Austevoll     Seafood    ASA
       18,175                            Citibank                   (7,461)
           Austevoll     Seafood    ASA              Deutsche     Bank
       20,225                                               (2,422)
           DNB  ASA
      145,930                             Citibank                   (95,688)
           DNB  ASA                     JP  Morgan
       47,624                                               (38,016)
           DNB  ASA                     Credit    Suisse
       51,888                                               (41,420)
           DNB  ASA                     Bank   of  America    Merrill    Lynch
       33,418                                               (17,149)
           DNB  ASA
      192,013                             HSBC                  (146,366)
                                144/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           ノルウェー（続き）
           Equinor    ASA
      124,540                             Citibank                  (221,553)
           Equinor    ASA                   JP  Morgan
      405,410                                               (834,481)
           Equinor    ASA                   Bank   of  America    Merrill    Lynch
      202,304                                               (350,666)
           Equinor    ASA                   Credit    Suisse
      314,998                                               (648,381)
           Equinor    ASA
      198,799                             HSBC                  (403,074)
           Gjensidige      Forsikring      ASA            Bank   of  America    Merrill    Lynch
      (56,399)                                                3,216
           Gjensidige      Forsikring      ASA            JP  Morgan
      (47,463)                                                (8,660)
           Gjensidige      Forsikring      ASA
      (272,230)                             HSBC                   (49,671)
           Leroy   Seafood    Group   ASA             Bank   of  America    Merrill    Lynch
      (150,018)                                                (12,317)
           Leroy   Seafood    Group   ASA             Goldman    Sachs
      (302,545)                                                39,660
           Leroy   Seafood    Group   ASA
      (292,016)                             HSBC                  111,224
           Leroy   Seafood    Group   ASA             Credit    Suisse
      (45,124)                                               17,187
           Leroy   Seafood    Group   ASA             JP  Morgan
      (61,126)                                               19,446
           Mowi   ASA                     Goldman    Sachs
      (60,220)                                               17,350
           Mowi   ASA                     Bank   of  America    Merrill    Lynch
      (192,631)                                                (35,147)
      (112,242)      Mowi   ASA                     Citibank                   30,719
           Mowi   ASA                     JP  Morgan
      (32,698)                                               (40,457)
           Mowi   ASA
      (225,064)                             HSBC                  (278,472)
           Mowi   ASA                     Credit    Suisse
      (55,805)                                               (69,047)
           Norsk   Hydro   ASA                 Credit    Suisse
      (477,597)                                               135,070
           Norsk   Hydro   ASA
      (402,861)                             Citibank                  155,740
           Norsk   Hydro   ASA
      (529,261)                             HSBC                  149,681
           Norsk   Hydro   ASA                 JP  Morgan
      (347,064)                                                98,154
           Orkla   ASA                    Bank   of  America    Merrill    Lynch
      117,393                                                2,410
           Orkla   ASA
      183,112                             Citibank                   (5,429)
           Orkla   ASA                    JP  Morgan
      296,312                                                85,828
           Orkla   ASA                    Goldman    Sachs
      236,110                                                7,083
           Orkla   ASA
      386,699                             HSBC                   75,940
           Salmar    ASA
       45,844                            Citibank                   77,896
           Schibsted     ASA   ‘A’                Goldman    Sachs
       82,086                                               72,287
           Schibsted     ASA   ‘A’                HSBC
       15,079                                                 172
           Schibsted     ASA   ‘A’
       21,830                            Citibank                   8,215
           Schibsted     ASA   ‘A’                JP  Morgan
       12,066                                                 138
           Schibsted     ASA   ‘A’                Credit    Suisse
       22,116                                                1,627
       32,654     Schibsted     ASA   ‘B’                Goldman    Sachs               29,310
           SpareBank     1 SR-Bank    ASA             Credit    Suisse
       43,242                                                6,904
           SpareBank     1 SR-Bank    ASA             Citibank
       11,077                                               (2,653)
           SpareBank     1 SR-Bank    ASA             HSBC
      145,454                                                23,222
           SpareBank     1 SR-Bank    ASA             JP  Morgan
      642,766                                               102,619
           Subsea    7 SA                   Citibank
       17,153                                               (25,977)
           Subsea    7 SA                   JP  Morgan
       33,745                                               (33,210)
           Telenor    ASA                   Bank   of  America    Merrill    Lynch
       76,803                                               74,446
           Telenor    ASA
      153,836                             Citibank                   7,894
           Telenor    ASA                   JP  Morgan
      102,858                                                66,859
           Telenor    ASA                   Credit    Suisse
      104,699                                                68,055
                                145/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           ノルウェー（続き）
           Telenor    ASA
      218,920                             HSBC                  142,300
           TGS  NOPEC   Geophysical      Co  ASA           Bank   of  America    Merrill    Lynch
      195,528                                               (463,786)
           TGS  NOPEC   Geophysical      Co  ASA           JP  Morgan
       54,502                                               (8,701)
           TGS  NOPEC   Geophysical      Co  ASA
       32,134                            Citibank                  (106,269)
           TGS  NOPEC   Geophysical      Co  ASA           Credit    Suisse
       53,142                                               (8,484)
           TGS  NOPEC   Geophysical      Co  ASA
      280,505                             HSBC                   (44,783)
           Tomra   Systems    ASA                Bank   of  America    Merrill    Lynch
        303                                                76
           Tomra   Systems    ASA
       19,113                            HSBC                   23,540
           Yara   International       ASA              JP  Morgan
      (73,210)                                               (67,624)
           Yara   International       ASA              Bank   of  America    Merrill    Lynch
      (36,982)                                               (78,020)
           Yara   International       ASA                                (86,924)
      (94,104)                            HSBC
                                                    (2,929,980)
           ポルトガル
           EDP  - Energias     de  Portugal     SA
      (144,575)                             HSBC                   9,034
           Jeronimo     Martins    SGPS   SA            Credit    Suisse
      (33,317)                                               10,901
      (59,320)     Jeronimo     Martins    SGPS   SA            Bank   of  America    Merrill    Lynch       6,950
           Jeronimo     Martins    SGPS   SA            Goldman    Sachs
      (226,390)                                                (68,502)
           Navigator     Co  SA/The                 JP  Morgan
       69,620                                               (36,512)
           Navigator     Co  SA/The                 Bank   of  America    Merrill    Lynch
      412,381                                               (130,684)
           Navigator     Co  SA/The                 Credit    Suisse
      311,681                                               (163,461)
           Navigator     Co  SA/The
      245,190                             Citibank                   (63,474)
           Navigator     Co  SA/The                 Deutsche     Bank
       44,066                                               (13,965)
           Navigator     Co  SA/The
      519,730                             HSBC                  (272,572)
           NOS  SGPS   SA                   Bank   of  America    Merrill    Lynch
      (240,293)                                                33,516
           Sonae   SGPS   SA
      407,995                             HSBC                   (34,372)
           Sonae   SGPS   SA                  Bank   of  America    Merrill    Lynch
      179,106                                               (15,589)
           Sonae   SGPS   SA                  JP  Morgan
      491,122                                               (41,375)
           Sonae   SGPS   SA
      583,345                             Citibank                   (9,438)
           Sonae   SGPS   SA                  Credit    Suisse
     1,680,088                                                (141,542)
           Sonae   SGPS   SA                  Deutsche     Bank               (830)
       9,540
                                                     (931,915)
           シンガポール
           Ascendas     (Reit)
      263,700                             Citibank                   (3,826)
           Ascendas     (Reit)                   JP  Morgan
      393,400                                                (8,562)
     1,341,200      Ascendas     (Reit)                   Credit    Suisse               (29,189)
           Ascendas     (Reit)                   Deutsche     Bank
      689,200                                                10,000
           CapitaLand      Commercial      Trust   (Reit)         JP  Morgan
      (311,900)                                                (6,788)
           CapitaLand      Commercial      Trust   (Reit)
     (1,841,700)                              HSBC                   (40,082)
           CapitaLand      Ltd                  JP  Morgan
      953,200                                               (197,123)
           CapitaLand      Ltd                  Credit    Suisse
      522,100                                               (58,315)
           CapitaLand      Ltd                  Goldman    Sachs
     2,342,800                                                (126,509)
           CapitaLand      Mall   Trust   (Reit)            JP  Morgan
     1,392,800                                                (50,521)
           CapitaLand      Mall   Trust   (Reit)
     2,096,400                              Citibank                   30,417
           CapitaLand      Mall   Trust   (Reit)            Credit    Suisse
     1,860,600                                                (67,489)
           City   Developments       Ltd              JP  Morgan
       (1,500)                                                675
                                146/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           シンガポール（続き）
           City   Developments       Ltd
      (265,100)                             HSBC                  119,237
           ComfortDelGro       Corp   Ltd
     3,225,000                              Citibank                   (46,792)
           ComfortDelGro       Corp   Ltd              Credit    Suisse
     1,284,300                                                (102,487)
           ComfortDelGro       Corp   Ltd              JP  Morgan
      120,700                                                (9,632)
           ComfortDelGro       Corp   Ltd
     1,143,100                              HSBC                   (91,219)
           Dairy   Farm   International       Holdings     Ltd      Credit    Suisse
      103,100                                                (9,279)
           Dairy   Farm   International       Holdings     Ltd
       31,800                            Citibank                   (10,812)
           Dairy   Farm   International       Holdings     Ltd
      460,900                             HSBC                   (41,481)
           DBS  Group   Holdings     Ltd              Goldman    Sachs
      (58,200)                                               46,990
           DBS  Group   Holdings     Ltd
      (76,700)                            HSBC                  127,754
           Genting    Singapore     Ltd              Goldman    Sachs
      (706,100)                                                1,668
           Golden    Agri-Resources        Ltd
     (1,013,200)                              Citibank                   7,350
           Golden    Agri-Resources        Ltd            Deutsche     Bank
     (5,105,800)                                                 37,040
           Golden    Agri-Resources        Ltd
    (10,933,400)                               HSBC                  198,292
           Hongkong     Land   Holdings     Ltd            Credit    Suisse
      173,700                                               (69,480)
      260,600     Hongkong     Land   Holdings     Ltd            Citibank                   (85,998)
           Hongkong     Land   Holdings     Ltd            Goldman    Sachs
      120,400                                               (30,918)
           Hutchison     Port   Holdings     Trust   (Unit)        Credit    Suisse
     (1,178,200)                                                 11,782
           Hutchison     Port   Holdings     Trust   (Unit)        JP  Morgan
     (2,014,400)                                                 20,144
           Jardine    Cycle   & Carriage     Ltd           Goldman    Sachs
      (85,200)                                               (24,115)
           Jardine    Matheson     Holdings     Ltd
       (5,900)                            Citibank                   (7,257)
           Jardine    Matheson     Holdings     Ltd          Deutsche     Bank
      (37,896)                                               (42,822)
           Jardine    Matheson     Holdings     Ltd          JP  Morgan
      (31,489)                                               29,600
           Jardine    Matheson     Holdings     Ltd
      (108,800)                             HSBC                   82,001
           Jardine    Matheson     Holdings     Ltd          Goldman    Sachs
      (55,200)                                               (123,664)
           Jardine    Strategic     Holdings     Ltd          Deutsche     Bank
      (61,300)                                               (35,554)
           Jardine    Strategic     Holdings     Ltd          JP  Morgan
      (75,963)                                               18,991
           Jardine    Strategic     Holdings     Ltd
      (120,789)                             HSBC                   23,823
           Jardine    Strategic     Holdings     Ltd          Goldman    Sachs
      (61,200)                                               (74,781)
           Keppel    (Reit)                    JP  Morgan
     (1,721,800)                                                 24,982
           Keppel    Corp   Ltd                 Credit    Suisse
      203,800                                               (91,665)
           Keppel    Corp   Ltd                 Deutsche     Bank
       20,700                                               (5,556)
           Keppel    Corp   Ltd
      295,000                             Citibank                   (40,662)
           Mapletree     Commercial      Trust   (Reit)          Deutsche     Bank
      122,000                                                 (885)
     1,143,900      Mapletree     Commercial      Trust   (Reit)          JP  Morgan                 (41,492)
           Mapletree     Commercial      Trust   (Reit)          Credit    Suisse
     1,229,300                                                (44,590)
           Mapletree     Commercial      Trust   (Reit)
     2,226,600                              Citibank                   (48,459)
           Mapletree     Industrial      Trust   (Reit)
     2,372,400                              Citibank                   51,632
           Mapletree     Industrial      Trust   (Reit)          Bank   of  America    Merrill    Lynch
      576,200                                                25,080
           Mapletree     Industrial      Trust   (Reit)          JP  Morgan
     2,366,200                                                 34,331
           Mapletree     Industrial      Trust   (Reit)          Credit    Suisse
      399,300                                                5,793
           Mapletree     Industrial      Trust   (Reit)          Deutsche     Bank
      733,600                                                31,932
           Mapletree     Logistics     Trust   (Reit)          JP  Morgan
     (1,155,800)                                                 33,539
           Mapletree     Logistics     Trust   (Reit)          Credit    Suisse
      (231,100)                                                6,706
           Oversea-Chinese        Banking    Corp   Ltd         JP  Morgan
      (19,100)                                               12,055
                                147/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           シンガポール（続き）
           SATS   Ltd
      427,200                             Citibank                   9,297
           SATS   Ltd                     JP  Morgan
      931,200                                               (67,554)
           SATS   Ltd                     Credit    Suisse
      983,600                                               (71,356)
           SATS   Ltd                     Deutsche     Bank
      461,600                                               (46,882)
           SATS   Ltd
       70,900                            HSBC                   (5,143)
           Sembcorp     Industries      Ltd             Deutsche     Bank
     (1,885,500)                                                177,819
           Sembcorp     Industries      Ltd             JP  Morgan
     (1,635,400)                                                213,553
           Sembcorp     Marine    Ltd               JP  Morgan
      (292,543)                                                40,323
           Sembcorp     Marine    Ltd
      (699,500)                             Citibank                   45,623
           Sembcorp     Marine    Ltd
      (578,000)                             HSBC                   55,122
           Sembcorp     Marine    Ltd               Credit    Suisse
     (1,288,900)                                                140,343
           Singapore     Airlines     Ltd              Goldman    Sachs
      (52,700)                                                 429
           Singapore     Airlines     Ltd
       14,000                            Citibank                   (1,016)
           Singapore     Exchange     Ltd              Credit    Suisse
      505,100                                                (7,329)
           Singapore     Exchange     Ltd
     1,002,600                              Citibank                   (94,554)
      315,800     Singapore     Exchange     Ltd              HSBC                   (4,582)
           Singapore     Post   Ltd
      (939,500)                             Citibank                   13,631
           Singapore     Post   Ltd                JP  Morgan
     (1,479,500)                                                 69,765
           Singapore     Post   Ltd                Credit    Suisse
      (133,400)                                                6,290
           Singapore     Post   Ltd                Deutsche     Bank
     (1,286,700)                                                 23,336
           Singapore     Technologies       Engineering      Ltd
      444,600                             HSBC                   9,676
           Singapore     Technologies       Engineering      Ltd
     2,216,800                              Citibank                   (16,082)
           Singapore     Technologies       Engineering      Ltd     JP  Morgan
      149,600                                                3,256
           Singapore     Technologies       Engineering      Ltd     Credit    Suisse
      399,300                                                8,690
           Singapore     Telecommunications          Ltd         JP  Morgan
     (2,940,500)                                                (191,987)
           Singapore     Telecommunications          Ltd
      (963,700)                             Citibank                   (41,947)
           StarHub    Ltd
      421,300                             Citibank                   (12,225)
           StarHub    Ltd                   JP  Morgan
      759,800                                               (38,584)
           StarHub    Ltd                   Deutsche     Bank
      722,300                                               (20,960)
           Suntec    (Reit)
      378,700                             Citibank                   8,242
           Suntec    (Reit)                    Bank   of  America    Merrill    Lynch
      259,900                                                3,771
           Suntec    (Reit)                    JP  Morgan
      170,300                                                1,235
           United    Overseas     Bank   Ltd             Goldman    Sachs
      (14,200)                                                6,177
           United    Overseas     Bank   Ltd
       (8,700)                            HSBC                   14,075
      (42,900)     UOL  Group   Ltd                  Credit    Suisse               13,694
           UOL  Group   Ltd
      (212,100)                             HSBC                   67,702
           Venture    Corp   Ltd                 Goldman    Sachs
      (150,300)                                                23,693
           Venture    Corp   Ltd                 Credit    Suisse
      (70,800)                                               83,207
           Venture    Corp   Ltd
      (36,000)                            Citibank                   8,357
           Venture    Corp   Ltd
      (170,900)                             HSBC                  123,510
           Wilmar    International       Ltd
      (189,100)                             Citibank                   23,321
           Wilmar    International       Ltd             JP  Morgan
      (588,000)                                               127,970
           Wilmar    International       Ltd             Deutsche     Bank
     (1,091,400)                                                166,269
           Wilmar    International       Ltd
     (1,092,000)                              HSBC                  237,658
           Yangzijiang      Shipbuilding       Holdings     Ltd      Goldman    Sachs
     (6,299,700)                                                253,717
                                148/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           シンガポール（続き）
           Yanlord    Land   Group   Ltd              JP  Morgan
      701,100                                               (137,326)
           Yanlord    Land   Group   Ltd              Bank   of  America    Merrill    Lynch
      705,800                                               (128,006)
           Yanlord    Land   Group   Ltd              Credit    Suisse
     1,492,100                                                (292,261)
           Yanlord    Land   Group   Ltd
     1,167,000                              Citibank                   (67,728)
           Yanlord    Land   Group   Ltd              Deutsche     Bank
     1,456,000                                                (264,065)
           Yanlord    Land   Group   Ltd                                (36,530)
      186,500                             HSBC
                                                     (242,556)
           韓国
           Amorepacific       Corp
      (22,201)                            Citibank                  208,134
           Amorepacific       Corp                 Credit    Suisse
       (5,572)                                              160,768
           Amorepacific       Corp
       (1,543)                            HSBC                   44,520
           Amorepacific       Corp                 Credit    Suisse
       (5,658)                                               61,801
           AMOREPACIFIC       Group
        (424)                           Citibank                   1,132
           Amorepacific       Corp
      (25,459)                            HSBC                  278,084
           BGF  retail    Co  Ltd
      (10,165)                            Citibank                  142,047
       (2,315)    BGF  retail    Co  Ltd                Deutsche     Bank              32,821
           BGF  retail    Co  Ltd                JP  Morgan
      (12,245)                                               333,550
           BNK  Financial     Group   Inc
      (40,017)                            Citibank                   5,630
           BNK  Financial     Group   Inc             Credit    Suisse
      (40,032)                                               10,437
           Celltrion     Healthcare      Co  Ltd
       (6,880)                            HSBC                   (3,841)
           Celltrion     Healthcare      Co  Ltd           JP  Morgan
       (6,051)                                               90,500
           Celltrion     Healthcare      Co  Ltd
      (15,336)                            Citibank                   25,706
           Celltrion     Healthcare      Co  Ltd           Credit    Suisse
      (23,027)                                               22,378
           Celltrion     Inc                  Credit    Suisse
      (10,496)                                               169,988
           Celltrion     Inc
      (19,910)                            Citibank                   (97,381)
           Celltrion     Inc                  JP  Morgan
         (5)                                               81
           Cheil   Worldwide     Inc               Goldman    Sachs
       56,054                                                2,261
           CJ  CheilJedang      Corp                JP  Morgan
       (1,456)                                               43,634
           CJ  CheilJedang      Corp
       (1,984)                            Citibank                   (4,980)
           CJ  CheilJedang      Corp
       (2,743)                            HSBC                   82,279
           CJ  CheilJedang      Corp                Bank   of  America    Merrill    Lynch
        (403)                                              1,875
           CJ  CheilJedang      Corp                Credit    Suisse
       (9,538)                                              286,102
           CJ  CheilJedang      Corp                Deutsche     Bank
       (4,148)                                               19,298
           CJ  Corp                      Bank   of  America    Merrill    Lynch
       2,349                                              (11,248)
       1,124    CJ  Corp                      Citibank                     640
           CJ  Corp                      JP  Morgan
       21,017                                              (302,395)
           CJ  Corp                      Credit    Suisse
       12,009                                              (172,910)
           CJ  Corp                      Deutsche     Bank
       11,443                                               (54,794)
           CJ  Corp   (Pref)                   Bank   of  America    Merrill    Lynch
        352                                              (6,678)
           CJ  Corp   (Pref)                   JP  Morgan
       3,152                                              (242,533)
           CJ  Corp   (Pref)                   Credit    Suisse
       1,801                                               40,832
           CJ  Corp   (Pref)
        168                           Citibank                   3,809
           CJ  Corp   (Pref)                   Deutsche     Bank
       1,717                                               38,928
           CJ  ENM  Co  Ltd
       (2,381)                            HSBC                   19,935
           CJ  Logistics     Corp                 Deutsche     Bank
       (3,298)                                               (14,424)
                                149/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           韓国（続き）
           CJ  Logistics     Corp                 JP  Morgan
      (21,469)                                               61,869
           CJ  Logistics     Corp                 Bank   of  America    Merrill    Lynch
       (6,165)                                               (26,963)
           CJ  Logistics     Corp
      (28,439)                            Citibank                  (268,925)
           CJ  Logistics     Corp                 Credit    Suisse
       (3,664)                                               10,610
           Daelim    Industrial      Co  Ltd             Deutsche     Bank
       33,679                                               36,960
           Daelim    Industrial      Co  Ltd             Bank   of  America    Merrill    Lynch
       10,225                                               11,221
           Daelim    Industrial      Co  Ltd
       24,341                            Citibank                   (6,478)
           Daelim    Industrial      Co  Ltd             JP  Morgan
       55,262                                               96,282
           Daelim    Industrial      Co  Ltd             Credit    Suisse
       30,410                                               52,717
           Daelim    Industrial      Co  Ltd
       56,403                            HSBC                   97,777
           Daewoo    Shipbuilding       & Marine    Engineering      Co
      (45,516)                            Citibank                   (43,973)
           Ltd
           Daewoo    Shipbuilding       & Marine    Engineering      Co
                                   JP  Morgan
      (22,158)                                               (15,418)
           Ltd
           DB  Insurance     Co  Ltd               Credit    Suisse
       5,673                                              (40,814)
       14,434     DB  Insurance     Co  Ltd               HSBC                  (103,845)
      (10,792)     Dongsuh    Cos  Inc                 JP  Morgan                  9,137
           Dongsuh    Cos  Inc                 Bank   of  America    Merrill    Lynch
       (3,406)                                               3,827
           Dongsuh    Cos  Inc
      (42,249)                            Citibank                   41,317
           Dongsuh    Cos  Inc                 Credit    Suisse
      (26,801)                                               22,736
           Doosan    Bobcat    Inc                Credit    Suisse
       6,898                                                532
           Doosan    Bobcat    Inc                JP  Morgan
       12,007                                                 961
           Doosan    Bobcat    Inc                Goldman    Sachs
       13,240                                               14,201
           Doosan    Bobcat    Inc
      216,535                             HSBC                   16,699
           Doosan    Bobcat    Inc
       26,209                            Citibank                   35,357
           Doosan    Infracore     Co  Ltd             Goldman    Sachs
      138,800                                                16,129
           E-MART    Inc                    Credit    Suisse
       (8,044)                                              176,143
           E-MART    Inc
       (2,258)                            HSBC                   49,444
           Fila   Korea   Ltd                  Credit    Suisse
      (97,717)                                               168,545
           GS  Engineering      & Construction       Corp        Credit    Suisse
       14,916                                               (11,181)
           GS  Engineering      & Construction       Corp
       52,079                            Citibank                   59,841
           GS  Engineering      & Construction       Corp        JP  Morgan
       37,307                                               (27,833)
           GS  Engineering      & Construction       Corp
       52,151                            HSBC                   (39,092)
           GS  Holdings     Corp                 Goldman    Sachs
       41,789                                               14,463
       13,884     GS  Holdings     Corp                 Citibank                   2,774
           GS  Holdings     Corp                 Deutsche     Bank
       2,987                                                893
           GS  Holdings     Corp                 JP  Morgan
       26,707                                               (50,276)
           GS  Holdings     Corp                 Bank   of  America    Merrill    Lynch
       11,885                                                3,553
           GS  Holdings     Corp                 Credit    Suisse
       13,940                                               (9,752)
           GS  Holdings     Corp
       35,045                            HSBC                   (66,131)
           GS  Retail    Co  Ltd
      (33,359)                            Citibank                   30,480
           GS  Retail    Co  Ltd                 JP  Morgan
      (33,547)                                               99,305
           Hana   Financial     Group   Inc             Goldman    Sachs
       80,100                                               (43,441)
           Hana   Financial     Group   Inc             JP  Morgan
       49,356                                               (38,042)
           Hana   Financial     Group   Inc
       8,669                            Citibank                   (4,985)
           Hana   Financial     Group   Inc             Bank   of  America    Merrill    Lynch
       4,886                                               (1,310)
                                150/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           韓国（続き）
           Hana   Financial     Group   Inc             Deutsche     Bank
       3,225                                                (864)
           Hana   Financial     Group   Inc
       56,297                            HSBC                   (70,139)
           Hankook    Tire   & Technology      Co  Ltd         Deutsche     Bank
       3,658                                               (6,205)
           Hankook    Tire   & Technology      Co  Ltd         JP  Morgan
       12,634                                               (49,477)
           Hankook    Tire   & Technology      Co  Ltd         Credit    Suisse
       27,707                                              (108,599)
           Hankook    Tire   & Technology      Co  Ltd         Bank   of  America    Merrill    Lynch
       36,035                                               (61,121)
           Hankook    Tire   & Technology      Co  Ltd
       25,345                            Citibank                   (14,622)
           Hankook    Tire   & Technology      Co  Ltd         Goldman    Sachs
       37,561                                               (26,300)
           Hanmi   Pharm   Co  Ltd
        (731)                           HSBC                   (2,693)
           Hanmi   Pharm   Co  Ltd
       (8,306)                            Citibank                   (5,015)
           Hanmi   Science    Co  ltd               Bank   of  America    Merrill    Lynch
        (858)                                              1,899
           Hanmi   Science    Co  ltd               Deutsche     Bank
       (5,065)                                               11,208
           Hanmi   Science    Co  ltd
      (58,986)                            Citibank                   (60,395)
           Hanmi   Science    Co  ltd               JP  Morgan
      (12,634)                                               62,009
           Hanon   Systems
      (28,958)                            Citibank                   (15,060)
      (33,162)     Hanon   Systems                    Bank   of  America    Merrill    Lynch       (2,178)
           Hanon   Systems                    JP  Morgan
       (8,543)                                               5,177
           Hanon   Systems                    Credit    Suisse
      (209,199)                                               127,004
           Hanon   Systems                    Deutsche     Bank
      (119,812)                                                (7,871)
           Hanssem    Co  Ltd                  Goldman    Sachs
       20,170                                              (119,007)
           Hanwha    Chemical     Corp               Deutsche     Bank
       98,415                                               (73,607)
           Hanwha    Chemical     Corp
       27,695                            Citibank                   (27,012)
           Hanwha    Chemical     Corp               JP  Morgan
       10,340                                               (4,612)
           Hanwha    Chemical     Corp               Bank   of  America    Merrill    Lynch
       15,266                                               (11,418)
           Hanwha    Chemical     Corp               Credit    Suisse
       61,760                                               (27,658)
           Hanwha    Life   Insurance     Co  Ltd
      231,829                             Citibank                   (29,992)
           Hanwha    Life   Insurance     Co  Ltd           Bank   of  America    Merrill    Lynch
       94,817                                               (31,594)
           Hanwha    Life   Insurance     Co  Ltd           JP  Morgan
      270,629                                               (156,842)
           Hanwha    Life   Insurance     Co  Ltd           Credit    Suisse
      149,048                                               (86,431)
           Hanwha    Life   Insurance     Co  Ltd           Deutsche     Bank
      171,848                                               (57,261)
           HDC  Holdings     Co  Ltd
       7,768                            Citibank                   (3,082)
           HDC  Holdings     Co  Ltd               JP  Morgan
       5,463                                               (6,875)
           HDC  Holdings     Co  Ltd               Deutsche     Bank
       5,129                                               (3,575)
           HDC  Holdings     Co  Ltd               Credit    Suisse
       8,303                                              (10,461)
           HDC  Hyundai    Development      Co-Engineering        &
                                   Goldman    Sachs
       21,706                                                5,680
           Construction
           Helixmith     Co  Ltd                 Credit    Suisse
      (17,514)                                               451,853
           Helixmith     Co  Ltd
      (38,377)                            Citibank                  622,669
           Helixmith     Co  Ltd                 JP  Morgan
       (2,726)                                               93,251
           HLB  Inc
        (63)                          HSBC                     623
           HLB  Inc                     JP  Morgan
       (3,334)                                               32,965
           HLB  Inc                     Credit    Suisse
      (151,226)                                               513,792
           Hotel   Shilla    Co  Ltd               JP  Morgan
        (104)                                              1,476
           Hotel   Shilla    Co  Ltd               Credit    Suisse
      (14,895)                                               166,608
           Hyundai    Construction       Equipment     Co  Ltd      JP  Morgan
       (7,183)                                               25,595
           Hyundai    Construction       Equipment     Co  Ltd
      (13,307)                            Citibank                   1,988
                                151/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           韓国（続き）
           Hyundai    Department      Store   Co  Ltd         Goldman    Sachs
       11,482                                               (7,281)
           Hyundai    Engineering      & Construction       Co  Ltd    Credit    Suisse
       (5,793)                                               1,140
           Hyundai    Engineering      & Construction       Co  Ltd
      (113,357)                             Citibank                  (132,136)
           Hyundai    Glovis    Co  Ltd
       (3,404)                            Citibank                   (29,351)
           Hyundai    Glovis    Co  Ltd              Credit    Suisse
       (4,331)                                               (5,776)
           Hyundai    Glovis    Co  Ltd
       (2,748)                            HSBC                   (3,665)
           Hyundai    Heavy   Industries      Co  Ltd         Credit    Suisse
       (2,086)                                               9,145
           Hyundai    Heavy   Industries      Co  Ltd
      (84,024)                            Citibank                  (613,255)
           Hyundai    Heavy   Industries      Co  Ltd
      (22,154)                            HSBC                   97,119
           Hyundai    Heavy   Industries      Holdings     Co  Ltd
        (195)                           HSBC                     453
           Hyundai    Heavy   Industries      Holdings     Co  Ltd    Credit    Suisse
      (19,300)                                               44,864
           Hyundai    Heavy   Industries      Holdings     Co  Ltd    JP  Morgan
       (2,010)                                               4,617
           Hyundai    Heavy   Industries      Holdings     Co  Ltd
       (2,178)                            Citibank                   (19,274)
           Hyundai    Marine    & Fire   Insurance     Co  Ltd     Credit    Suisse
       7,875                                              (47,185)
           Hyundai    Marine    & Fire   Insurance     Co  Ltd
      109,987                             HSBC                  (659,013)
      (64,179)     Hyundai    Mipo   Dockyard     Co  Ltd           Citibank                   51,928
           Hyundai    Mobis   Co  Ltd
      (11,350)                            Citibank                   (60,723)
           Hyundai    Mobis   Co  Ltd
      (13,451)                            HSBC                  194,708
           Hyundai    Motor   Co
      (47,763)                            Citibank                  (309,766)
           Hyundai    Motor   Co                JP  Morgan
       (4,056)                                               11,862
           Hyundai    Motor   Co                Credit    Suisse
      (13,790)                                               40,495
           Hyundai    Motor   Co
       (6,181)                            HSBC                   18,151
           Hyundai    Steel   Co
      (29,104)                            Citibank                     684
           Hyundai    Steel   Co                Credit    Suisse
      (11,239)                                               44,580
           Hyundai    Wia  Corp                 Credit    Suisse
       (5,671)                                               26,338
           Industrial      Bank   of  Korea              Bank   of  America    Merrill    Lynch
       5,392                                                (572)
           Industrial      Bank   of  Korea
      145,295                             Citibank                   (9,204)
           Industrial      Bank   of  Korea              Credit    Suisse
       55,108                                               (30,662)
           Industrial      Bank   of  Korea              Deutsche     Bank
       51,037                                               (5,417)
           Industrial      Bank   of  Korea              JP  Morgan
      113,131                                               (62,804)
           Industrial      Bank   of  Korea
      338,810                             HSBC                  (188,513)
           Kakao   Corp
      (41,460)                            Citibank                   27,123
           Kakao   Corp                    JP  Morgan
       (4,958)                                               26,456
           Kakao   Corp                    Credit    Suisse
       (4,583)                                               24,507
      (105,687)      Kangwon    Land   Inc                 Citibank                   (35,857)
           Kangwon    Land   Inc                 Credit    Suisse
       (5,144)                                               11,710
           KB  Financial     Group   Inc
       58,564                            Citibank                  (114,024)
           KB  Financial     Group   Inc              JP  Morgan
       28,765                                               (93,176)
           KB  Financial     Group   Inc              Credit    Suisse
       55,351                                              (179,521)
           KB  Financial     Group   Inc
       34,001                            HSBC                  (110,276)
           KCC  Corp                     Credit    Suisse
        914                                             (73,996)
           KCC  Corp
       3,333                            HSBC                  (269,834)
           KCC  Corp                     JP  Morgan
       1,977                                              (159,994)
           Kia  Motors    Corp
       68,080                            Citibank                   (98,759)
           Kia  Motors    Corp                  Credit    Suisse
       55,360                                              (253,854)
                                152/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           韓国（続き）
           Kia  Motors    Corp                  Deutsche     Bank
       29,314                                               (65,954)
           Kia  Motors    Corp
       98,894                            HSBC                  (453,479)
           Korea   Aerospace     Industries      Ltd          JP  Morgan
      (63,227)                                               (35,330)
           Korea   Aerospace     Industries      Ltd          Credit    Suisse
      (64,173)                                               (35,679)
           Korea   Gas  Corp                  Credit    Suisse
       32,170                                               (35,691)
           Korea   Gas  Corp
       30,631                            Citibank                   (18,671)
           Korea   Gas  Corp                  Deutsche     Bank
       33,095                                               (14,702)
           Korea   Gas  Corp                  Goldman    Sachs
       40,639                                                4,793
           Korea   Gas  Corp
       33,402                            HSBC                   (37,058)
           Korea   Gas  Corp                  JP  Morgan
       7,692                                               (8,506)
           Korea   Investment      Holdings     Co  Ltd         Goldman    Sachs
       19,690                                               26,913
           Korea   Zinc   Co  Ltd                Credit    Suisse
      (14,024)                                               70,852
           KT&G   Corp                     Bank   of  America    Merrill    Lynch
       3,504                                               2,385
           KT&G   Corp
       1,194                            Citibank                     178
           KT&G   Corp                     JP  Morgan
       2,351                                               (2,649)
       7,596    KT&G   Corp                     Credit    Suisse               (8,624)
           KT&G   Corp                     Deutsche     Bank
       2,638                                               1,796
           KT&G   Corp                     Goldman    Sachs
       6,700                                               9,705
           Kumho   Petrochemical       Co  Ltd            Goldman    Sachs
       27,667                                               77,594
           Kumho   Petrochemical       Co  Ltd
       5,560                            HSBC                   26,281
           LG  Chem   Ltd
       (6,410)                            Citibank                   (8,528)
           LG  Chem   Ltd                   Credit    Suisse
      (21,285)                                               528,340
           LG  Chem   Ltd
      (13,902)                            HSBC                  345,078
           LG  Corp                      JP  Morgan
       54,872                                               (61,889)
           LG  Corp
       20,756                            Citibank                   30,086
           LG  Corp                      Credit    Suisse
       26,025                                               (29,520)
           LG  Corp
       33,146                            HSBC                   (37,598)
           LG  Display    Co  Ltd
      (168,947)                             Citibank                   (32,593)
           LG  Display    Co  Ltd
      (157,010)                             HSBC                  263,096
           LG  Electronics      Inc                Credit    Suisse
       8,650                                               6,493
           LG  Electronics      Inc
       50,327                            Citibank                  237,866
           LG  Household     & Health    Care   Ltd
       1,433                            Citibank                   (2,098)
           LG  Household     & Health    Care   Ltd          JP  Morgan
       2,479                                              (218,330)
           LG  Household     & Health    Care   Ltd          Credit    Suisse
       5,800                                              (511,508)
      245,623     LG  Uplus   Corp                   JP  Morgan                (430,776)
           LG  Uplus   Corp
       17,172                            Citibank                   (14,040)
           LG  Uplus   Corp                   Credit    Suisse
       33,834                                               (59,385)
           LG  Uplus   Corp
      351,243                             HSBC                  (616,499)
           Lotte   Chemical     Corp
        (833)                           HSBC                   12,586
           Lotte   Corp                    JP  Morgan
       (2,998)                                               17,456
           Lotte   Corp
      (103,555)                             Citibank                  115,064
           Lotte   Corp                    Credit    Suisse
      (76,939)                                               448,312
           Lotte   Shopping     Co  Ltd              Bank   of  America    Merrill    Lynch
         (1)                                               5
           Lotte   Shopping     Co  Ltd
      (18,689)                            Citibank                   26,911
           Medy-Tox     Inc                   Goldman    Sachs
       2,860                                               19,303
                                153/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           韓国（続き）
           Medy-Tox     Inc                   Credit    Suisse
        418                                             (35,285)
           Medy-Tox     Inc                   Deutsche     Bank
        458                                             (26,450)
           Mirae   Asset   Daewoo    Co  Ltd
      (397,643)                             Citibank                   (27,717)
           Mirae   Asset   Daewoo    Co  Ltd
      (350,115)                             HSBC                   52,395
           Mirae   Asset   Daewoo    Co  Ltd            Credit    Suisse
      (561,732)                                                84,063
           NAVER   Corp
      (55,536)                            HSBC                  665,741
           NAVER   Corp                    Credit    Suisse
       (1,050)                                               12,587
           NCSoft    Corp
       2,501                            Citibank                   (19,201)
           NCSoft    Corp                    JP  Morgan
       1,212                                              (34,805)
           NCSoft    Corp                    Credit    Suisse
       1,150                                              (33,075)
           NCSoft    Corp                    Deutsche     Bank
       3,994                                              (75,271)
           NCSoft    Corp
       1,669                            HSBC                   (48,002)
           NCSoft    Corp                    Bank   of  America    Merrill    Lynch
        641                                             (12,080)
           Netmarble     Corp   ‘144A’               Credit    Suisse
       (6,232)                                               74,996
           Netmarble     Corp   ‘144A’               JP  Morgan
      (25,975)                                               312,294
      (18,283)     Netmarble     Corp   ‘144A’               Citibank                   12,231
           Netmarble     Corp   ‘144A’               Deutsche     Bank
      (17,793)                                               55,630
           NH  Investment      & Securities      Co  Ltd
      (75,771)                            Citibank                   (4,688)
           NH  Investment      & Securities      Co  Ltd        Credit    Suisse
      (74,766)                                               18,816
           NH  Investment      & Securities      Co  Ltd
      (207,463)                             HSBC                   52,212
           NongShim     Co  Ltd                 Goldman    Sachs
       4,427                                              (46,739)
           Orion   Corp/Republic       of  Korea
      (13,832)                            Citibank                   (2,918)
           Orion   Corp/Republic       of  Korea
      (22,732)                            HSBC                  341,290
           Ottogi    Corp                    Credit    Suisse
       (1,222)                                               22,850
           Ottogi    Corp
        (647)                           Citibank                   5,828
           Ottogi    Corp
        (998)                           HSBC                   18,662
           Paradise     Co  Ltd                 JP  Morgan
       (1,150)                                               2,841
           Paradise     Co  Ltd
      (52,438)                            Citibank                   60,343
           Paradise     Co  Ltd                 Credit    Suisse
      (65,981)                                               73,863
                                   Deutsche     Bank
       18,307     POSCO                                          (45,415)
                                   Credit    Suisse
       10,353     POSCO                                          (131,013)
       8,512    POSCO                        Citibank                   31,528
                                   JP  Morgan
       10,096     POSCO                                          (127,541)
       22,062     POSCO                        HSBC                  (279,187)
        (47)   POSCO   Chemical     Co  Ltd              HSBC                     (64)
           POSCO   Chemical     Co  Ltd              Credit    Suisse
       (7,526)                                               17,921
           POSCO   Chemical     Co  Ltd
      (15,000)                            Citibank                   (47,727)
           POSCO   Chemical     Co  Ltd              JP  Morgan
       (4,204)                                               8,769
           Posco   International       Corp             Bank   of  America    Merrill    Lynch
       4,482                                              (11,119)
           Posco   International       Corp
      (17,190)                            Citibank                   (4,039)
           Posco   International       Corp
      (31,637)                            HSBC                   (7,361)
           S-1  Corp                     Citibank
       3,487                                               6,633
           S-1  Corp                     Credit    Suisse
       11,656                                               (13,329)
           S-1  Corp                     JP  Morgan
       12,025                                               (13,650)
           S-Oil   Corp
      (75,756)                            Citibank                   (34,750)
                                154/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           韓国（続き）
           S-Oil   Corp                    Credit    Suisse
      (35,323)                                               211,783
           S-Oil   Corp
       (8,510)                            HSBC                   51,023
           Samsung    Biologics     Co  Ltd   ‘144A’          JP  Morgan
         (2)                                               6
           Samsung    Biologics     Co  Ltd   ‘144A’          Citibank
      (18,521)                                               53,886
           Samsung    Biologics     Co  Ltd   ‘144A’          Credit    Suisse
      (13,369)                                               17,565
           Samsung    C&T  Corp
       (6,080)                            Citibank                   16,498
           Samsung    C&T  Corp                 Credit    Suisse
       (6,890)                                               58,157
           Samsung    Card   Co  Ltd
        881                           Citibank                     639
           Samsung    Card   Co  Ltd               JP  Morgan
       8,020                                               (4,198)
           Samsung    Electro-Mechanics         Co  Ltd
       22,987                            Citibank                   (41,082)
           Samsung    Electro-Mechanics         Co  Ltd         JP  Morgan
       7,148                                              (55,090)
           Samsung    Electro-Mechanics         Co  Ltd
       38,662                            HSBC                  (298,316)
           Samsung    Electronics      Co  Ltd
      131,385                             Citibank                  (101,876)
           Samsung    Electronics      Co  Ltd            JP  Morgan
       82,373                                              (177,131)
           Samsung    Electronics      Co  Ltd            Credit    Suisse
      100,301                                               (216,073)
      121,501     Samsung    Electronics      Co  Ltd            Deutsche     Bank              (13,319)
           Samsung    Electronics      Co  Ltd  (Pref)
       38,493                            Citibank                   (4,473)
           Samsung    Electronics      Co  Ltd  (Pref)          JP  Morgan
      125,203                                               (18,019)
           Samsung    Electronics      Co  Ltd  (Pref)          Goldman    Sachs
      137,750                                                82,029
           Samsung    Electronics      Co  Ltd  (Pref)          Credit    Suisse
       69,813                                              (106,254)
           Samsung    Engineering      Co  Ltd            Goldman    Sachs
       68,880                                               (2,240)
           Samsung    Fire   & Marine    Insurance     Co  Ltd     Credit    Suisse
       5,356                                              (159,871)
           Samsung    Fire   & Marine    Insurance     Co  Ltd     JP  Morgan
       2,115                                              (63,075)
           Samsung    Fire   & Marine    Insurance     Co  Ltd
       2,480                            Citibank                   (11,479)
           Samsung    Heavy   Industries      Co  Ltd         Credit    Suisse
      (722,944)                                               328,937
           Samsung    Heavy   Industries      Co  Ltd
      (626,874)                             Citibank                  (128,129)
           Samsung    Heavy   Industries      Co  Ltd
      (208,197)                             HSBC                   94,729
           Samsung    Life   Insurance     Co  Ltd          Credit    Suisse
      (12,946)                                               33,901
           Samsung    Life   Insurance     Co  Ltd
       (8,467)                            HSBC                   22,172
           Samsung    SDI  Co  Ltd
      (43,876)                            Citibank                  (216,449)
           Samsung    SDI  Co  Ltd                JP  Morgan
       (2,098)                                               43,830
           Samsung    SDI  Co  Ltd                Credit    Suisse
       (9,347)                                              195,468
           Samsung    SDI  Co  Ltd
      (15,229)                            HSBC                  318,474
           Samsung    SDS  Co  Ltd                Deutsche     Bank
       2,623                                                (863)
       15,392     Samsung    SDS  Co  Ltd                JP  Morgan                (121,414)
           Samsung    SDS  Co  Ltd                Credit    Suisse
       8,901                                              (70,378)
           Samsung    SDS  Co  Ltd
       1,017                            Citibank                     311
           Samsung    SDS  Co  Ltd
       5,737                            HSBC                   (45,361)
           Samsung    Securities      Co  Ltd
       4,562                            Citibank                   3,680
           Samsung    Securities      Co  Ltd            Credit    Suisse
       18,453                                               (4,571)
           Shinhan    Financial     Group   Co  Ltd          Bank   of  America    Merrill    Lynch
       14,434                                               (7,091)
           Shinhan    Financial     Group   Co  Ltd          JP  Morgan
       18,249                                               (25,745)
           Shinhan    Financial     Group   Co  Ltd
       19,467                            Citibank                   (24,829)
           Shinhan    Financial     Group   Co  Ltd          Credit    Suisse
       17,017                                               (24,075)
           Shinhan    Financial     Group   Co  Ltd          Deutsche     Bank
       35,676                                               (17,528)
                                155/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           韓国（続き）
           Shinhan    Financial     Group   Co  Ltd
       65,612                            HSBC                   (92,825)
           Shinhan    Financial     Group   Co  Ltd          Goldman    Sachs
       7,320                                               (9,191)
           Shinsegae     Inc                  Credit    Suisse
       (1,578)                                               45,062
           Shinsegae     Inc
       (3,806)                            Citibank                   1,514
           Shinsegae     Inc
       (2,231)                            HSBC                   63,709
           SillaJen     Inc                   Goldman    Sachs
       8,920                                               (6,516)
           SK  Holdings     Co  Ltd
       9,300                            Citibank                   (51,386)
           SK  Holdings     Co  Ltd                Credit    Suisse
       7,268                                              (168,992)
           SK  Holdings     Co  Ltd                JP  Morgan
       2,584                                              (60,024)
           SK  Hynix   Inc                   Credit    Suisse
       26,137                                              (361,688)
           SK  Hynix   Inc
       58,988                            Citibank                  (172,309)
           SK  Hynix   Inc                   JP  Morgan
       47,975                                              (663,547)
           SK  Hynix   Inc
       5,973                            HSBC                   (82,655)
           SK  Innovation      Co  Ltd               Credit    Suisse
       (5,773)                                               69,047
           SK  Innovation      Co  Ltd
      (20,798)                            Citibank                   38,511
      (16,198)     SK  Innovation      Co  Ltd               HSBC                  193,733
           SK  Telecom    Co  Ltd
       17,636                            Citibank                   (30,427)
           SK  Telecom    Co  Ltd                JP  Morgan
       5,083                                              (71,749)
           SK  Telecom    Co  Ltd                Credit    Suisse
       15,869                                              (224,365)
           SK  Telecom    Co  Ltd
       4,132                            HSBC                   (58,421)
           Woongjin     Coway   Co  Ltd              Bank   of  America    Merrill    Lynch
       8,746                                               25,375
           Woongjin     Coway   Co  Ltd
       6,027                            Citibank                   12,838
           Woongjin     Coway   Co  Ltd              JP  Morgan
       31,097                                               (70,236)
           Woongjin     Coway   Co  Ltd              Credit    Suisse
       2,778                                               (6,294)
           Woongjin     Coway   Co  Ltd              Deutsche     Bank
       23,169                                               67,221
           Woongjin     Coway   Co  Ltd
       14,954                            HSBC                   (33,882)
           Woori   Financial     Group   Inc            Credit    Suisse
      100,654                                               (34,562)
           Woori   Financial     Group   Inc
      111,345                             Citibank                   (11,712)
           Woori   Financial     Group   Inc            Deutsche     Bank
       47,003                                                 939
           Woori   Financial     Group   Inc
       68,998                            HSBC                   (23,692)
           Woori   Financial     Group   Inc            JP  Morgan
      110,877                                               (37,936)
           Woori   Financial     Group   Inc            Goldman    Sachs
      136,710                                               (10,267)
           Yuhan   Corp
       1,078                            Citibank                     394
           Yuhan   Corp                    Credit    Suisse                8,601
       2,003
                                                    (2,142,397)
           スペイン
           Acciona    SA
       13,092                            HSBC                   (73,774)
           Acciona    SA
       4,153                            Citibank                   (7,646)
           Acciona    SA                   Bank   of  America    Merrill    Lynch
       4,682                                              (13,583)
           Acerinox     SA
       73,535                            HSBC                   (40,371)
           ACS  Actividades      de  Construccion       y Servicios
       62,081                            Citibank                   (94,904)
           SA
           ACS  Actividades      de  Construccion       y Servicios
                                   JP  Morgan
       26,768                                               (26,583)
           SA
           ACS  Actividades      de  Construccion       y Servicios
                                   Credit    Suisse
       76,642                                               (76,114)
           SA
                                156/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           スペイン（続き）
           Aena   SME  SA  ‘144A’                 Credit    Suisse
       9,342                                               (1,564)
           Aena   SME  SA  ‘144A’                 Citibank
       4,401                                              (17,679)
           Aena   SME  SA  ‘144A’                 Bank   of  America    Merrill    Lynch
       2,503                                               (7,262)
           Aena   SME  SA  ‘144A’                 JP  Morgan
       9,141                                               (1,530)
           Aena   SME  SA  ‘144A’                 HSBC
       4,074                                                (682)
           Amadeus    IT  Group   SA
       14,120                            Citibank                   (51,679)
           Amadeus    IT  Group   SA               Credit    Suisse
       19,125                                                6,829
           Amadeus    IT  Group   SA
       15,862                            HSBC                   5,664
           Banco   Bilbao    Vizcaya    Argentaria      SA       Goldman    Sachs
      (636,970)                                               149,161
           Banco   de  Sabadell     SA              JP  Morgan
      (413,571)                                                29,489
           Banco   de  Sabadell     SA
     (1,193,667)                              HSBC                   85,112
           Banco   Santander     SA               JP  Morgan
      (104,792)                                                34,203
           Banco   Santander     SA
      (529,786)                             Citibank                   55,569
           Banco   Santander     SA               Goldman    Sachs
     (1,171,320)                                                163,959
           Banco   Santander     SA               Bank   of  America    Merrill    Lynch
      (300,020)                                                50,049
      (30,951)     Bankia    SA                    Bank   of  America    Merrill    Lynch       1,796
           Bankia    SA                    Credit    Suisse
      (724,535)                                                87,315
           Bankia    SA
        (892)                           Citibank                     18
           Bankia    SA
     (1,467,866)                              HSBC                  176,895
           Bankinter     SA
      329,797                             HSBC                  (168,546)
           Bolsas    y Mercados     Espanoles     SHMSF   SA
      (139,768)                             Citibank                   62,384
           CaixaBank     SA
      (241,000)                             HSBC                   (10,742)
           CaixaBank     SA                  Credit    Suisse
      (261,350)                                                3,542
           CaixaBank     SA                  Goldman    Sachs
      (672,870)                                                13,177
           Cellnex    Telecom    SA  ‘144A’             Bank   of  America    Merrill    Lynch
      (105,017)                                               (262,490)
           Cellnex    Telecom    SA  ‘144A’             JP  Morgan
      (94,064)                                               (227,766)
           Cellnex    Telecom    SA  ‘144A’             Credit    Suisse
      (197,729)                                               (478,780)
           Cia  de  Distribucion       Integral     Logista
       69,519                            HSBC                  (151,267)
           Holdings     SA
           CIE  Automotive      SA                Credit    Suisse
         (1)                                               ▶
           Ebro   Foods   SA                  Credit    Suisse
      (34,260)                                                (1,529)
           Ebro   Foods   SA
      (146,156)                             HSBC                   (6,523)
      (19,198)     Ebro   Foods   SA                  Bank   of  America    Merrill    Lynch       (1,499)
           Endesa    SA                    Credit    Suisse
       86,768                                               16,459
           Ferrovial     SA
       (2,360)                            HSBC                   (55,960)
           Ferrovial     SA                  JP  Morgan
       (6,975)                                              (165,390)
           Ferrovial     SA
      (162,862)                             HSBC                   (83,596)
           Ferrovial     SA                  JP  Morgan
      (395,993)                                               (203,260)
           Ferrovial     SA
      (38,311)                            Citibank                   8,977
           Ferrovial     SA  (Right)                 Bank   of  America    Merrill    Lynch
      (17,582)                                                 (432)
      (38,311)     Ferrovial     SA  (Right)                 Citibank                    (212)
           Gestamp    Automocion      SA  ‘144A’            Citibank
       12,750                                               (1,707)
           Gestamp    Automocion      SA  ‘144A’            Bank   of  America    Merrill    Lynch
      252,258                                               (71,778)
           Iberdrola     SA                  Bank   of  America    Merrill    Lynch
       34,406                                                3,993
           Iberdrola     SA                  JP  Morgan
      126,355                                                53,859
           Iberdrola     SA
      122,848                             Citibank                    (548)
                                157/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           スペイン（続き）
           Iberdrola     SA
       23,650                            HSBC                   10,081
           Indra   Sistemas     SA                Bank   of  America    Merrill    Lynch
       86,537                                               (22,692)
           Industria     de  Diseno    Textil    SA          Goldman    Sachs
      (11,000)                                               17,268
           Industria     de  Diseno    Textil    SA          Bank   of  America    Merrill    Lynch
      (100,477)                                               146,874
           Industria     de  Diseno    Textil    SA
       (7,146)                            Citibank                   10,366
           Industria     de  Diseno    Textil    SA          JP  Morgan
      (79,908)                                               128,398
           Industria     de  Diseno    Textil    SA
      (58,174)                            HSBC                   89,083
           Inmobiliaria       Colonial     Socimi    SA  (Reit)
      (25,103)                            Citibank                    (840)
           Inmobiliaria       Colonial     Socimi    SA  (Reit)       Credit    Suisse
      (24,722)                                                (6,896)
           Inmobiliaria       Colonial     Socimi    SA  (Reit)       Deutsche     Bank
        (322)                                                (36)
           Inmobiliaria       Colonial     Socimi    SA  (Reit)
      (754,029)                             HSBC                  (210,346)
           Mapfre    SA                    Bank   of  America    Merrill    Lynch
      188,375                                                (4,414)
           Mapfre    SA
      163,284                             Citibank                   (7,835)
           Mapfre    SA                    JP  Morgan
      440,211                                               (15,719)
           Mapfre    SA                    Credit    Suisse
      221,766                                                (7,919)
       19,061     Mapfre    SA                    Deutsche     Bank               (447)
           Mediaset     Espana    Comunicacion       SA         Bank   of  America    Merrill    Lynch
      300,037                                               (181,460)
           Mediaset     Espana    Comunicacion       SA
       72,187                            Citibank                   (22,393)
           Mediaset     Espana    Comunicacion       SA         JP  Morgan
      437,296                                               (175,664)
           Mediaset     Espana    Comunicacion       SA         Deutsche     Bank
      348,098                                               (210,526)
           Mediaset     Espana    Comunicacion       SA         Credit    Suisse
       96,940                                               (38,941)
           Mediaset     Espana    Comunicacion       SA
      169,076                             HSBC                   (67,919)
           Merlin    Properties      Socimi    SA  (Reit)
      (71,139)                            HSBC                   22,227
           Naturgy    Energy    Group   SA
       (7,675)                            HSBC                   3,854
           Naturgy    Energy    Group   SA             JP  Morgan
       (9,180)                                               4,610
           Naturgy    Energy    Group   SA             Goldman    Sachs
      (42,100)                                               43,494
           Naturgy    Energy    Group   SA             Deutsche     Bank
      (53,799)                                               57,630
           Prosegur     Cia  de  Seguridad     SA
      (108,779)                             Citibank                   16,508
           Prosegur     Cia  de  Seguridad     SA          JP  Morgan
      (327,701)                                               250,846
           Prosegur     Cia  de  Seguridad     SA          Bank   of  America    Merrill    Lynch
      (22,795)                                                9,666
           Prosegur     Cia  de  Seguridad     SA          Credit    Suisse
      (226,574)                                               173,436
           Prosegur     Cia  de  Seguridad     SA
      (413,439)                             HSBC                  316,476
           Red  Electrica     Corp   SA              Credit    Suisse
      (39,319)                                               26,289
           Repsol    SA
      215,694                             HSBC                   (1,033)
      231,456     Repsol    SA                    Citibank                  (143,340)
           Repsol    SA                    JP  Morgan
      457,755                                                (7,662)
           Repsol    SA                    Credit    Suisse
       79,547                                                5,712
           Repsol    SA                    Bank   of  America    Merrill    Lynch
      526,829                                               (55,847)
           Repsol    SA                    Deutsche     Bank
       93,483                                               (9,910)
           Repsol    SA                    Goldman    Sachs
       62,240                                               (19,055)
           Siemens    Gamesa    Renewable     Energy    SA       JP  Morgan
      (292,507)                                               587,509
           Siemens    Gamesa    Renewable     Energy    SA       Bank   of  America    Merrill    Lynch
      (139,216)                                               147,577
           Siemens    Gamesa    Renewable     Energy    SA       Credit    Suisse
      (79,445)                                               159,568
           Siemens    Gamesa    Renewable     Energy    SA
      (76,286)                            HSBC                  153,223
           Telefonica      SA
      232,455                             HSBC                   (5,188)
                                158/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           スペイン（続き）
           Telefonica      SA                  Bank   of  America    Merrill    Lynch
      209,550                                                2,338
           Telefonica      SA
      874,523                             Citibank                   (66,357)
           Telefonica      SA                  JP  Morgan
      473,649                                                (7,327)
           Telefonica      SA                  Credit    Suisse
      297,442                                                (6,638)
           Telefonica      SA                  Goldman    Sachs
       69,140                                               (1,449)
           Zardoya    Otis   SA                 Goldman    Sachs
      (37,679)                                                3,603
           Zardoya    Otis   SA
      (131,600)                             Citibank                   35,243
           Zardoya    Otis   SA                 Bank   of  America    Merrill    Lynch
       (9,203)                                                (205)
           Zardoya    Otis   SA                 JP  Morgan
      (226,666)                                                21,499
           Zardoya    Otis   SA                 Credit    Suisse
      (61,848)                                                5,866
           Zardoya    Otis   SA                 Deutsche     Bank
      (194,304)                                                (4,336)
           Zardoya    Otis   SA
                                                      2,597
      (27,384)                            HSBC
                                                     (147,495)
           スウェーデン
           AAK  AB                     Bank   of  America    Merrill    Lynch
      (114,072)                                                56,867
      (23,042)     AAK  AB                     Deutsche     Bank              11,487
           AAK  AB                     JP  Morgan
      (197,514)                                                (42,496)
           AAK  AB
      (38,118)                            Citibank                   13,402
           Alfa   Laval   AB                  Bank   of  America    Merrill    Lynch
       10,932                                               (16,464)
           Alfa   Laval   AB                  JP  Morgan
       38,291                                               (76,959)
           Alfa   Laval   AB
       68,254                            HSBC                  (137,179)
           Assa   Abloy   AB  ‘B’                Goldman    Sachs
       39,490                                               (51,739)
           Assa   Abloy   AB  ‘B’                Bank   of  America    Merrill    Lynch
       21,090                                               (26,119)
           Assa   Abloy   AB  ‘B’                Credit    Suisse
       25,620                                               (34,945)
           Atlas   Copco   AB                 Goldman    Sachs
       19,950                                               (17,994)
           Atlas   Copco   AB  ‘A’               Credit    Suisse
      103,856                                               (313,917)
           Atlas   Copco   AB  ‘A’
      131,355                             HSBC                  (397,037)
           Axfood    AB                    Credit    Suisse
         2                                               1
           Axfood    AB*                    Deutsche     Bank
         1                                               0
           Boliden    AB                   Goldman    Sachs
      (34,710)                                               73,343
           Boliden    AB                   Bank   of  America    Merrill    Lynch
       (7,560)                                               15,313
           Boliden    AB                   Credit    Suisse
      (11,142)                                               34,731
           Boliden    AB
      (49,910)                            HSBC                   63,494
           Boliden    AB                   Bank   of  America    Merrill    Lynch
       (7,560)                                               (3,366)
      (11,142)     Boliden    AB                   Credit    Suisse               (4,961)
           Boliden    AB
      (10,890)                            HSBC                   (4,849)
           Boliden    AB                   Goldman    Sachs
      (34,710)                                               (15,455)
           Castellum     AB
       52,498                            Citibank                   3,857
           Castellum     AB                  Bank   of  America    Merrill    Lynch
       39,205                                                8,024
           Castellum     AB                  JP  Morgan
      123,049                                                85,234
           Castellum     AB                  Credit    Suisse
       54,171                                               37,523
           Castellum     AB                  Deutsche     Bank
      156,113                                                31,950
           Electrolux      AB  ‘B’
       26,820                            Citibank                   (43,911)
           Electrolux      AB  ‘B’                JP  Morgan
       24,163                                               (57,313)
           Electrolux      AB  ‘B’                Credit    Suisse
       9,264                                              (21,973)
                                159/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           スウェーデン（続き）
           Electrolux      AB  ‘B’
       11,960                            HSBC                   (28,368)
           Elekta    AB  ‘B’                  JP  Morgan
      (61,686)                                               (82,317)
           Elekta    AB  ‘B’                  Goldman    Sachs
      (145,260)                                               (187,610)
           Elekta    AB  ‘B’                  Credit    Suisse
      (67,051)                                               (102,098)
           Epiroc    AB  ‘A’                  HSBC
      (149,628)                                               143,218
           Epiroc    AB  ‘A’                  Bank   of  America    Merrill    Lynch
      (74,141)                                               47,621
           Epiroc    AB  ‘A’                  Credit    Suisse
      (56,478)                                               54,059
           Epiroc    AB  ‘B’                  Deutsche     Bank
       (4,111)                                               2,205
           Epiroc    AB  ‘B’                  HSBC
      (153,430)                                               116,423
           Epiroc    AB  ‘B’                  JP  Morgan
      (26,590)                                               20,177
           Epiroc    AB  ‘B’                  Citibank
      (32,774)                                               25,144
           Epiroc    AB  ‘B’                  Bank   of  America    Merrill    Lynch
      (35,671)                                               19,131
           Essity    AB  ‘B’                  Credit    Suisse
      (21,638)                                                (4,542)
           Essity    AB  ‘B’                  Goldman    Sachs
      (96,040)                                               59,296
           Essity    AB  ‘B’                  Bank   of  America    Merrill    Lynch
      (37,868)                                               11,526
      (25,910)     Essity    AB  ‘B’                  Citibank                   19,579
           Essity    AB  ‘B’                  JP  Morgan
       (6,212)                                               (1,304)
           Essity    AB  ‘B’                  HSBC
      (106,138)                                                (15,867)
           Fastighets      AB  Balder    ‘B’            Bank   of  America    Merrill    Lynch
       17,427                                               (10,974)
           Fastighets      AB  Balder    ‘B’            Credit    Suisse
       86,281                                               (90,554)
           Fastighets      AB  Balder    ‘B’            Citibank
       20,335                                               (23,049)
           Fastighets      AB  Balder    ‘B’            Deutsche     Bank
       54,262                                               (34,169)
           Fastighets      AB  Balder    ‘B’            JP  Morgan
       14,806                                               (15,539)
           Hennes    & Mauritz    AB  ‘B’             Credit    Suisse
       24,744                                               (51,627)
           Hennes    & Mauritz    AB  ‘B’
       29,448                            Citibank                   (35,666)
           Hennes    & Mauritz    AB  ‘B’             JP  Morgan
      104,100                                               (217,199)
           Hennes    & Mauritz    AB  ‘B’             Bank   of  America    Merrill    Lynch
       30,322                                               (50,600)
           Hennes    & Mauritz    AB  ‘B’
       56,564                            HSBC                  (118,018)
           Hennes    & Mauritz    AB  ‘B’             Goldman    Sachs
       36,160                                               (37,918)
           Hennes    & Mauritz    AB  ‘B’             Deutsche     Bank
       12,139                                               (20,257)
           Hexagon    AB  ‘B’                 JP  Morgan
      (73,768)                                               337,702
           Hexagon    AB  ‘B’                 Goldman    Sachs
      (56,510)                                               155,181
           Hexagon    AB  ‘B’                 Credit    Suisse
       (3,359)                                               15,582
           Hexagon    AB  ‘B’                 Bank   of  America    Merrill    Lynch
      (53,062)                                               175,423
      (33,934)     Hexagon    AB  ‘B’                 Citibank                  125,719
           Hexagon    AB  ‘B’                 HSBC
      (40,224)                                               186,595
           Hexpol    AB                    Credit    Suisse
      111,613                                               (51,542)
           Hexpol    AB
      542,225                             HSBC                  (250,394)
           Hexpol    AB                    JP  Morgan
      170,456                                               (78,715)
           Holmen    AB  ‘B’                  Credit    Suisse
       35,129                                               (46,455)
           Holmen    AB  ‘B’                  Citibank
       16,557                                               (11,121)
           Hufvudstaden       AB  ‘A’*               Deutsche     Bank
         1                                               0
           Husqvarna     AB  ‘B’                Bank   of  America    Merrill    Lynch
      (299,443)                                               209,934
           Husqvarna     AB  ‘B’                JP  Morgan
      (110,462)                                                97,847
           Husqvarna     AB  ‘B’                Citibank
      (93,209)                                               59,086
                                160/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           スウェーデン（続き）
           Husqvarna     AB  ‘B’                Goldman    Sachs
      (332,564)                                               182,456
           Husqvarna     AB  ‘B’                HSBC
      (356,728)                                               315,988
           Husqvarna     AB  ‘B’                Credit    Suisse
      (117,006)                                                86,965
           ICA  Gruppen    AB                 JP  Morgan
      (47,102)                                               (76,624)
           Industrivarden        AB  ‘A’              Goldman    Sachs
       7,860                                               (6,856)
           Industrivarden        AB  ‘A’              JP  Morgan
       8,025                                              (14,823)
           Industrivarden        AB  ‘C’              JP  Morgan
      (96,430)                                               178,121
           Industrivarden        AB  ‘C’              Credit    Suisse
       (2,854)                                               5,272
           Industrivarden        AB  ‘C’              Bank   of  America    Merrill    Lynch
      (68,244)                                               88,097
           Intrum    AB                    JP  Morgan
         (3)                                               8
           Investment      AB  Latour    ‘B’            Goldman    Sachs
       (7,621)                                               2,650
           Investment      AB  Latour    ‘B’            Credit    Suisse
      (60,809)                                               30,840
           Investor     AB  ‘A’                 Goldman    Sachs
       8,901                                              (11,435)
           Investor     AB  ‘B’                 Bank   of  America    Merrill    Lynch
       36,975                                               (85,373)
           Investor     AB  ‘B’                 Citibank
       55,569                                              (138,220)
       83,832     Investor     AB  ‘B’                 JP  Morgan                (252,430)
           Investor     AB  ‘B’                 Credit    Suisse
       15,475                                               (53,272)
           Investor     AB  ‘B’                 HSBC
       57,747                                              (198,790)
           Investor     AB  ‘B’                 Goldman    Sachs
       47,300                                              (103,794)
           Kinnevik     AB  ‘B’                 Credit    Suisse
      (16,748)                                               48,865
           Kinnevik     AB  ‘B’                 HSBC
      (222,617)                                               649,523
           L E Lundbergforetagen         AB  ‘B’
       25,503                            Citibank                   (19,271)
           L E Lundbergforetagen         AB  ‘B’          Bank   of  America    Merrill    Lynch
       27,428                                               (22,453)
           L E Lundbergforetagen         AB  ‘B’          JP  Morgan
       35,450                                               (26,044)
           L E Lundbergforetagen         AB  ‘B'          Credit    Suisse
       9,143                                               (6,717)
           L E Lundbergforetagen         AB  ‘B’          Deutsche     Bank
       14,582                                               (11,937)
           L E Lundbergforetagen         AB  ‘B’
       19,218                            HSBC                   (14,119)
           Loomis    AB  ‘B’                  Bank   of  America    Merrill    Lynch
       1,644                                               (1,035)
           Loomis    AB  ‘B’                  Credit    Suisse
       15,177                                               (61,166)
           Loomis    AB  ‘B’
       20,540                            Citibank                   (20,264)
           Loomis    AB  ‘B’                  JP  Morgan
       1,506                                               (6,069)
           Lundin    Petroleum     AB
       23,835                            Citibank                   (97,060)
           Lundin    Petroleum     AB               Bank   of  America    Merrill    Lynch
       47,976                                              (181,267)
           Lundin    Petroleum     AB               Credit    Suisse
       15,257                                               (34,587)
       17,342     Lundin    Petroleum     AB               HSBC                   (39,314)
           Lundin    Petroleum     AB               Goldman    Sachs
       76,060                                              (257,704)
           Modern    Times   Group   MTG  AB  ‘B’          Citibank
         (5)                                               2
           NCC  AB  ‘B’                   Bank   of  America    Merrill    Lynch
      (110,507)                                                45,812
           NCC  AB  ‘B’                   Credit    Suisse
      (95,012)                                               11,467
           NCC  AB  ‘B’                   Citibank
      (73,689)                                               19,335
           NCC  AB  ‘B’                   JP  Morgan
      (345,409)                                                41,689
           Nibe   Industrier      AB  ‘B’             Credit    Suisse
      (224,695)                                               176,867
           Nibe   Industrier      AB  ‘B’             JP  Morgan
      (263,564)                                               207,462
           Nordea    Bank   Abp
      (655,575)                             HSBC                  406,632
           Nordic    Entertainment       Group    ‘B’         Credit    Suisse
       (3,926)                                               4,945
                                161/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           スウェーデン（続き）
           Nordic    Entertainment       Group    ‘B’         Citibank
      (21,900)                                               50,566
           Peab   AB                     Bank   of  America    Merrill    Lynch
      (103,306)                                                35,779
           Peab   AB                     Credit    Suisse
      (137,434)                                               131,258
           Peab   AB
      (206,555)                             HSBC                  197,273
           Peab   AB                     JP  Morgan
      (41,469)                                               39,606
           Saab   AB  ‘B’                   Credit    Suisse
      (88,996)                                               216,644
           Saab   AB  ‘B’                   Bank   of  America    Merrill    Lynch
      (215,376)                                               343,584
           Saab   AB  ‘B’                   Citibank
      (116,500)                                               178,513
           Saab   AB  ‘B’                   JP  Morgan
      (96,474)                                               176,752
           Saab   AB  ‘B’                   Goldman    Sachs
      (117,785)                                               158,211
           Saab   AB  ‘B’                   Deutsche     Bank
      (28,831)                                               45,993
           Saab   AB  ‘B’                   HSBC
      (16,969)                                               41,674
           Sandvik    AB                   Bank   of  America    Merrill    Lynch
       15,527                                               (24,851)
           Sandvik    AB
      265,280                             Citibank                  (402,313)
           Sandvik    AB                   JP  Morgan
       41,962                                               (90,502)
      323,029     Sandvik    AB                   Credit    Suisse              (696,698)
           Sandvik    AB
      331,956                             HSBC                  (715,952)
           Securitas     AB  ‘B’
       21,240                            Citibank                   (9,028)
           Securitas     AB  ‘B’                JP  Morgan
      120,726                                               (62,719)
           Securitas     AB  ‘B’                Deutsche     Bank
       44,103                                               (29,624)
           Securitas     AB  ‘B’
      129,467                             HSBC                   (67,260)
           Securitas     AB  ‘B’                Goldman    Sachs
       97,170                                               (37,648)
           Securitas     AB  ‘B’                Credit    Suisse
       20,810                                               (10,564)
           Skandinaviska       Enskilda     Banken    AB  ‘A’      JP  Morgan
      (323,810)                                               161,087
           Skandinaviska       Enskilda     Banken    AB  ‘A’      Bank   of  America    Merrill    Lynch
      (149,685)                                                80,748
           Skanska    AB  ‘B’                 Bank   of  America    Merrill    Lynch
       48,682                                               (39,341)
           Skanska    AB  ‘B’                 Citibank
      191,142                                               (125,380)
           Skanska    AB  ‘B’
       77,309                            HSBC                   (57,608)
           Skanska    AB  ‘B’                 Credit    Suisse
       24,775                                               (18,461)
           SKF  AB  ‘B’
       46,394                            Citibank                   (46,987)
           SKF  AB  ‘B’                   JP  Morgan
       27,301                                               (52,578)
           SKF  AB  ‘B’                   Bank   of  America    Merrill    Lynch
      129,537                                               (159,064)
           SKF  AB  ‘B’                   Credit    Suisse
       82,885                                              (159,626)
           SKF  AB  ‘B’                   Deutsche     Bank
       71,947                                               (88,347)
      203,747     SKF  AB  ‘B’                   HSBC                  (392,391)
           SSAB   AB  ‘B’                   Bank   of  America    Merrill    Lynch
      490,515                                               (117,376)
           SSAB   AB  ‘B’
       78,333                            Citibank                   (16,854)
           SSAB   AB  ‘B’                   Credit    Suisse
       81,030                                               (26,788)
           Svenska    Cellulosa     AB  SCA   ‘B’          Credit    Suisse
      152,757                                               (127,318)
           Svenska    Cellulosa     AB  SCA   ‘B’
       49,846                            Citibank                   (26,576)
           Svenska    Cellulosa     AB  SCA   ‘B’          JP  Morgan
      353,871                                               (282,563)
           Svenska    Cellulosa     AB  SCA   ‘B’
      111,773                             HSBC                   (92,439)
           Svenska    Cellulosa     AB  SCA   ‘B’          Goldman    Sachs
      258,720                                               (102,466)
           Svenska    Handelsbanken       AB  ‘A’          Credit    Suisse
       31,590                                               (24,623)
           Svenska    Handelsbanken       AB  ‘A’          Goldman    Sachs
      106,490                                               (60,318)
                                162/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           スウェーデン（続き）
           Sweco   AB  ‘B’                  Credit    Suisse
      (53,380)                                               (73,951)
           Sweco   AB  ‘B’
      (46,312)                            Citibank                   55,410
           Sweco   AB  ‘B’                  Deutsche     Bank
      (21,713)                                               22,333
           Sweco   AB  ‘B’                  JP  Morgan
      (89,673)                                               (124,230)
           Swedbank     AB  ‘A’                 JP  Morgan
      113,124                                               (125,850)
           Swedbank     AB  ‘A’
       35,757                            Citibank                   (11,821)
           Swedish    Match   AB                JP  Morgan
      144,790                                               (542,498)
           Swedish    Match   AB                Bank   of  America    Merrill    Lynch
       49,139                                              (168,642)
           Swedish    Match   AB
       67,130                            Citibank                  (194,454)
           Swedish    Match   AB                Credit    Suisse
       7,151                                              (26,793)
           Swedish    Match   AB
       31,544                            HSBC                  (118,189)
           Tele2   AB  ‘B’                  JP  Morgan
      (271,884)                                                (78,471)
           Tele2   AB  ‘B’
      (395,715)                             HSBC                  (114,211)
           Telefonaktiebolaget          LM  Ericsson     ‘B’      Bank   of  America    Merrill    Lynch
      (103,060)                                                (34,396)
           Telefonaktiebolaget          LM  Ericsson     ‘B’      Credit    Suisse
      (21,419)                                                (4,631)
      (51,597)     Telefonaktiebolaget          LM  Ericsson     ‘B’      HSBC                   (11,155)
           Telia   Co  AB                   Bank   of  America    Merrill    Lynch
      300,311                                               (21,432)
           Telia   Co  AB
      356,672                             Citibank                   (34,813)
           Telia   Co  AB                   JP  Morgan
      722,621                                               (65,981)
           Telia   Co  AB                   Credit    Suisse
      516,831                                               (47,191)
           Telia   Co  AB
      313,103                             HSBC                   (28,589)
           Trelleborg      AB  ‘B’                Goldman    Sachs
      (21,800)                                                8,778
           Trelleborg      AB  ‘B’
      (27,594)                            HSBC                   54,446
           Volvo   AB  ‘B’                  Bank   of  America    Merrill    Lynch
       18,155                                               (18,864)
           Volvo   AB  ‘B’                  Citibank
      203,425                                               (145,179)
           Volvo   AB  ‘B’                  JP  Morgan
      113,162                                               (138,362)
           Volvo   AB  ‘B’                  HSBC
      228,839                                               (279,800)
           Volvo   AB  ‘B’                  Credit    Suisse
       9,931                                              (12,143)
           Wallenstam      AB  ‘B’                Credit    Suisse
       21,506                                                4,853
           Wallenstam      AB  ‘B’                Citibank
       63,161                                               (11,601)
           Wallenstam      AB  ‘B’                JP  Morgan                   309
       1,370
                                                    (4,347,227)
           スイス
           ABB  Ltd
      (70,110)                            HSBC                   83,356
      (119,720)      ABB  Ltd                     Goldman    Sachs               74,092
           Adecco    Group   AG                 Credit    Suisse
       5,652                                              (18,332)
           Adecco    Group   AG
       56,772                            HSBC                  (184,138)
           Alcon   Inc                    Goldman    Sachs
       (6,010)                                               6,666
           Alcon   Inc                    Bank   of  America    Merrill    Lynch
       (4,070)                                               12,796
           Alcon   Inc
       (2,852)                            Citibank                   2,781
           Allreal    Holding    AG               Credit    Suisse
       5,180                                               7,215
           Allreal    Holding    AG
       1,400                            Citibank                    (836)
           Allreal    Holding    AG               Bank   of  America    Merrill    Lynch
        158                                               157
           Allreal    Holding    AG               JP  Morgan
        379                                               528
           Allreal    Holding    AG
       7,385                            HSBC                   10,287
                                163/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           スイス（続き）
           Baloise    Holding    AG               Bank   of  America    Merrill    Lynch
       6,100                                               6,069
           Baloise    Holding    AG
       12,339                            Citibank                   3,683
           Baloise    Holding    AG               JP  Morgan
       10,604                                                3,165
           Baloise    Holding    AG               Credit    Suisse
       10,679                                                3,187
           Baloise    Holding    AG               Goldman    Sachs
       18,190                                               (1,638)
           Banque    Cantonale     Vaudoise               JP  Morgan
        573                                              (7,411)
           Banque    Cantonale     Vaudoise               Bank   of  America    Merrill    Lynch
       2,227                                               15,510
           Banque    Cantonale     Vaudoise
        380                           Citibank                   (3,781)
           Banque    Cantonale     Vaudoise               Credit    Suisse
        282                                              (3,647)
           Banque    Cantonale     Vaudoise               Deutsche     Bank
        585                                              4,074
           Banque    Cantonale     Vaudoise
        289                           HSBC                   (3,738)
           Barry   Callebaut     AG               JP  Morgan
        (168)                                             (18,386)
           Barry   Callebaut     AG
       (1,701)                            HSBC                  (186,161)
           Barry   Callebaut     AG               Credit    Suisse
        (141)                                             (15,431)
           Barry   Callebaut     AG               Bank   of  America    Merrill    Lynch
        (193)                                             (23,042)
        (183)   BKW  AG                     Bank   of  America    Merrill    Lynch        (273)
           BKW  AG                     Credit    Suisse
        (205)                                               (286)
           BKW  AG
        (684)                           Citibank                     272
           BKW  AG
        (544)                           HSBC                    (758)
           BKW  AG                     JP  Morgan
       (1,046)                                               (1,457)
           Bucher    Industries      AG
        952                           HSBC                   (21,217)
           Bucher    Industries      AG              Bank   of  America    Merrill    Lynch
       4,455                                              (34,573)
           Bucher    Industries      AG
       4,170                            Citibank                   (42,318)
           Bucher    Industries      AG              JP  Morgan
        714                                             (15,912)
           Bucher    Industries      AG              Credit    Suisse
       1,589                                              (35,413)
           Cembra    Money   Bank   AG              JP  Morgan
         1                                               2
           Chocoladefabriken         Lindt   & Spruengli     AG     Credit    Suisse
        (82)                                             17,541
           Chocoladefabriken         Lindt   & Spruengli     AG     Bank   of  America    Merrill    Lynch
        (397)                                              78,997
           Chocoladefabriken         Lindt   & Spruengli     AG     Bank   of  America    Merrill    Lynch
        (28)                                             44,573
           Chocoladefabriken         Lindt   & Spruengli     AG     Credit    Suisse
        (52)                                             98,299
           Chocoladefabriken         Lindt   & Spruengli     AG     Deutsche     Bank
        (35)                                             55,716
           Chocoladefabriken         Lindt   & Spruengli     AG     Goldman    Sachs
        (642)                                             108,783
           Chocoladefabriken         Lindt   & Spruengli     AG
        (32)                          HSBC                   60,491
           Chocoladefabriken         Lindt   & Spruengli     AG
        (110)                           Citibank                   18,058
        (160)   Chocoladefabriken         Lindt   & Spruengli     AG     HSBC                   14,160
           Chocoladefabriken         Lindt   & Spruengli     AG     JP  Morgan
        (38)                                              8,129
           Chocoladefabriken         Lindt   & Spruengli     AG     JP  Morgan
        (13)                                             24,575
           Cie  Financiere      Richemont     SA           Bank   of  America    Merrill    Lynch
      (17,185)                                               (51,977)
           Cie  Financiere      Richemont     SA           JP  Morgan
      (33,948)                                               (12,159)
           Cie  Financiere      Richemont     SA
      (29,765)                            Citibank                   49,159
           Cie  Financiere      Richemont     SA           Credit    Suisse
      (99,286)                                               (35,562)
           Cie  Financiere      Richemont     SA
      (132,303)                             HSBC                   (47,387)
           Clariant     AG                   Bank   of  America    Merrill    Lynch
      (65,018)                                               49,810
           Clariant     AG
      (109,788)                             Citibank                   97,762
           Clariant     AG                   Credit    Suisse
      (66,958)                                               114,916
                                164/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           スイス（続き）
           Clariant     AG
       (3,509)                            HSBC                   6,022
           Credit    Suisse    Group   AG             JP  Morgan
      (134,683)                                               190,949
           Credit    Suisse    Group   AG             Bank   of  America    Merrill    Lynch
      (81,159)                                               51,274
           Credit    Suisse    Group   AG             Goldman    Sachs
      (309,070)                                               117,016
           Credit    Suisse    Group   AG
      (235,282)                             Citibank                  121,726
           Credit    Suisse    Group   AG
      (152,934)                             HSBC                  194,576
           Dufry   AG                    Goldman    Sachs
      (33,010)                                               139,931
           Dufry   AG                    JP  Morgan
      (23,640)                                               372,087
           Dufry   AG
      (35,280)                            Citibank                  245,005
           Dufry   AG                    Credit    Suisse
      (16,127)                                               237,915
           Dufry   AG                    Bank   of  America    Merrill    Lynch
       (2,405)                                               12,873
           Dufry   AG
       (8,961)                            HSBC                  141,044
           EMS-Chemie      Holding    AG              Bank   of  America    Merrill    Lynch
       (3,518)                                               (14,001)
           EMS-Chemie      Holding    AG
        (145)                           Citibank                   1,731
           EMS-Chemie      Holding    AG              JP  Morgan
       (2,892)                                               14,387
       (1,279)    EMS-Chemie      Holding    AG              Credit    Suisse                6,363
           Flughafen     Zurich    AG               Bank   of  America    Merrill    Lynch
       (4,666)                                               (13,463)
           Flughafen     Zurich    AG               JP  Morgan
       (3,523)                                               (7,010)
           Geberit    AG                   Goldman    Sachs
        (990)                                              3,239
           Geberit    AG
       (1,753)                            Citibank                   29,999
           Geberit    AG                   JP  Morgan
       (1,077)                                               20,145
           Georg   Fischer    AG
        842                           Citibank                   (24,713)
           Georg   Fischer    AG                JP  Morgan
       1,842                                              (239,161)
           Georg   Fischer    AG                Credit    Suisse
       1,165                                              (151,261)
           Georg   Fischer    AG                Bank   of  America    Merrill    Lynch
        833                                             (32,322)
           Givaudan     SA                   Bank   of  America    Merrill    Lynch
       (1,631)                                              (113,591)
           Givaudan     SA                   Deutsche     Bank
        (182)                                             (12,675)
           Givaudan     SA
       (2,798)                            HSBC                   (13,919)
           Givaudan     SA                   Credit    Suisse
        (239)                                              (1,189)
           Helvetia     Holding    AG
       6,705                            Citibank                   28,685
           Helvetia     Holding    AG               JP  Morgan
       5,720                                               11,382
           Helvetia     Holding    AG               Goldman    Sachs
       14,483                                               51,294
           Helvetia     Holding    AG               Bank   of  America    Merrill    Lynch
       3,830                                               10,289
           Helvetia     Holding    AG               Credit    Suisse
       3,865                                               7,691
      (124,022)      Julius    Baer   Group   Ltd              HSBC                  963,697
           Kuehne    + Nagel   International       AG
       15,802                            Citibank                   (33,016)
           Kuehne    + Nagel   International       AG         JP  Morgan
       14,023                                              (142,309)
           Kuehne    + Nagel   International       AG         Bank   of  America    Merrill    Lynch
       25,079                                               (14,971)
           Kuehne    + Nagel   International       AG         Deutsche     Bank
       3,730                                               (2,227)
           Kuehne    + Nagel   International       AG         Credit    Suisse
       2,471                                              (25,076)
           Kuehne    + Nagel   International       AG
       27,812                            HSBC                  (282,243)
           LafargeHolcim       Ltd                Bank   of  America    Merrill    Lynch
       (9,816)                                               52,835
           LafargeHolcim       Ltd                Credit    Suisse
       (5,101)                                               17,306
           LafargeHolcim       Ltd                JP  Morgan
       (8,589)                                               29,140
           LafargeHolcim       Ltd                Deutsche     Bank
      (106,268)                                               571,993
                                165/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           スイス（続き）
           LafargeHolcim       Ltd
      (61,196)                            HSBC                  207,619
           Logitech     International       SA
       25,589                            Citibank                   (61,357)
           Logitech     International       SA            JP  Morgan
       6,902                                              (25,889)
           Logitech     International       SA            Credit    Suisse
       15,887                                               (59,590)
           Logitech     International       SA
      111,295                             HSBC                  (417,453)
           Lonza   Group   AG
       (2,372)                            HSBC                   22,420
           Lonza   Group   AG                 JP  Morgan
      (27,352)                                               258,526
           Lonza   Group   AG                 Credit    Suisse
      (14,367)                                               135,794
           Lonza   Group   AG
      (22,279)                            Citibank                  257,125
           Lonza   Group   AG                 Bank   of  America    Merrill    Lynch
      (26,412)                                               162,923
           Nestle    SA                    Credit    Suisse
      126,908                                               178,819
           Nestle    SA                    Goldman    Sachs
       2,550                                               1,031
           Nestle    SA
       22,925                            HSBC                   29,879
           Nestle    SA
       84,689                            Citibank                   2,528
           Novartis     AG                   Credit    Suisse
       7,125                                               17,651
       45,481     Novartis     AG                   HSBC                  112,673
           OC  Oerlikon     Corp   AG
         37                          Citibank                     (15)
           OC  Oerlikon     Corp   AG               Credit    Suisse
        899                                              (1,216)
           OC  Oerlikon     Corp   AG               Goldman    Sachs
      (76,470)                                                4,330
           Panalpina     Welttransport       Holding    AG       Credit    Suisse
       5,788                                              (35,704)
           Panalpina     Welttransport       Holding    AG
       1,331                            Citibank                   (1,854)
           Panalpina     Welttransport       Holding    AG
       21,764                            HSBC                  (134,252)
           Pargesa    Holding    SA
       18,797                            Citibank                   (43,014)
           Pargesa    Holding    SA               Credit    Suisse
       19,454                                               (77,421)
           Pargesa    Holding    SA
       67,883                            HSBC                  (270,154)
           Pargesa    Holding    SA               Bank   of  America    Merrill    Lynch
       4,109                                               (2,453)
           Partners     Group   Holding    AG            Goldman    Sachs
       (1,610)                                               4,910
           PSP  Swiss   Property     AG
       37,627                            Citibank                   86,103
           PSP  Swiss   Property     AG              JP  Morgan
       9,929                                               62,235
           PSP  Swiss   Property     AG              Bank   of  America    Merrill    Lynch
       18,475                                               68,011
           PSP  Swiss   Property     AG              Goldman    Sachs
       12,640                                               23,461
           PSP  Swiss   Property     AG              Deutsche     Bank
       14,004                                               51,552
           PSP  Swiss   Property     AG              Credit    Suisse
       5,287                                               33,139
           PSP  Swiss   Property     AG
       39,241                            HSBC                  245,964
       25,989     Roche   Holding    AG                Bank   of  America    Merrill    Lynch      126,700
           Roche   Holding    AG
       14,992                            Citibank                   (61,901)
           Roche   Holding    AG                JP  Morgan
       10,258                                               (32,659)
           Roche   Holding    AG                Credit    Suisse
       27,488                                               (87,515)
           Roche   Holding    AG
       13,859                            HSBC                   (44,124)
           Roche   Holding    AG                Goldman    Sachs
       4,322                                              (19,603)
           Schindler     Holding    AG
       3,010                            HSBC                   (5,412)
           Schindler     Holding    AG              Bank   of  America    Merrill    Lynch
       3,190                                               9,521
           Schindler     Holding    AG              Goldman    Sachs
       19,993                                               (99,211)
           Schindler     Holding    AG              Goldman    Sachs
       1,911                                               (4,059)
           SFS  Group   AG                  Credit    Suisse
       7,377                                              (75,965)
                                166/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           スイス（続き）
           SFS  Group   AG
       10,806                            Citibank                   (27,415)
           SFS  Group   AG                  Deutsche     Bank
      109,831                                               (469,877)
           SFS  Group   AG                  Bank   of  America    Merrill    Lynch
       20,183                                               (86,347)
           SFS  Group   AG
       49,915                            HSBC                  (513,999)
           SGS  SA                     Bank   of  America    Merrill    Lynch
       1,927                                                 －
           SGS  SA                     Credit    Suisse
        887                                             (53,832)
           SGS  SA
       1,160                            Citibank                   (57,706)
           SGS  SA                     Deutsche     Bank
        531                                                －
           SGS  SA                     JP  Morgan
       2,275                                              (138,071)
           SGS  SA
       2,261                            HSBC                  (137,221)
           Sika   AG
       (2,356)                            Citibank                   16,526
           Sika   AG                     JP  Morgan
       (5,354)                                               32,227
           Sika   AG                     Bank   of  America    Merrill    Lynch
      (54,268)                                               377,948
           Sika   AG
      (19,104)                            HSBC                  114,993
           Sika   AG                     Credit    Suisse
       (4,428)                                               26,653
       12,178     Sonova    Holding    AG                HSBC                  176,897
           Sonova    Holding    AG                Credit    Suisse
       3,784                                               54,966
           Straumann     Holding    AG              Bank   of  America    Merrill    Lynch
       1,976                                               (5,505)
           Straumann     Holding    AG
       2,766                            Citibank                   (85,311)
           Straumann     Holding    AG              Credit    Suisse
         6                                              (106)
           Straumann     Holding    AG
       5,722                            HSBC                  (101,335)
           Straumann     Holding    AG              JP  Morgan
       1,082                                              (19,162)
           Sulzer    AG                    Goldman    Sachs
       7,024                                              (27,566)
           Sunrise    Communications        Group   AG  ‘144A’      Bank   of  America    Merrill    Lynch
       15,976                                                9,537
           Swatch    Group   AG/The                 Credit    Suisse
       (5,588)                                              231,837
           Swatch    Group   AG/The                 Credit    Suisse
      (10,584)                                               65,305
           Swatch    Group   AG/The                 Bank   of  America    Merrill    Lynch
      (11,695)                                               319,981
           Swatch    Group   AG/The
       (2,529)                            HSBC                   86,090
           Swatch    Group   AG/The                 JP  Morgan
       (5,634)                                              233,746
           Swatch    Group   AG/The                 JP  Morgan
       (7,562)                                               57,321
           Swatch    Group   AG/The                 Bank   of  America    Merrill    Lynch
      (11,608)                                               60,748
           Swatch    Group   AG/The                 Deutsche     Bank
       (2,245)                                               11,749
           Swatch    Group   AG/The                 Goldman    Sachs
       (4,860)                                              104,640
           Swatch    Group   AG/The
       (6,887)                            HSBC                   55,913
       (2,600)    Swatch    Group   AG/The                 Citibank                   67,516
           Swatch    Group   AG/The                 Goldman    Sachs
      (29,944)                                               132,206
           Swiss   Life   Holding    AG              Bank   of  America    Merrill    Lynch
       1,180                                               2,583
           Swiss   Life   Holding    AG
       5,540                            Citibank                   (24,252)
           Swiss   Life   Holding    AG              JP  Morgan
       6,363                                               15,256
           Swiss   Life   Holding    AG              Goldman    Sachs
       4,050                                              (15,147)
           Swiss   Life   Holding    AG
       7,537                            HSBC                   17,997
           Swiss   Prime   Site   AG               Bank   of  America    Merrill    Lynch
       8,106                                               (7,662)
           Swiss   Prime   Site   AG               Credit    Suisse
       9,162                                               (6,837)
           Swiss   Prime   Site   AG
       20,478                            Citibank                   (20,374)
           Swiss   Prime   Site   AG               JP  Morgan
       13,443                                               (10,031)
                                167/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           スイス（続き）
           Swiss   Re  AG
       16,581                            HSBC                   50,810
           Swiss   Re  AG                   Bank   of  America    Merrill    Lynch
       9,414                                               32,969
           Swiss   Re  AG
       14,887                            Citibank                   5,628
           Swiss   Re  AG                   Credit    Suisse
       5,178                                               15,867
           Swisscom     AG                   JP  Morgan
       5,690                                               32,835
           Swisscom     AG                   Bank   of  America    Merrill    Lynch
       6,374                                               48,831
           Swisscom     AG                   Credit    Suisse
       6,255                                               36,095
           Swisscom     AG
       4,108                            Citibank                   (30,654)
           Swisscom     AG
       5,641                            HSBC                   32,552
           Temenos    AG
       (1,060)                            HSBC                   (8,774)
           Temenos    AG                   Goldman    Sachs
       (1,740)                                               11,472
           UBS  Group   AG
      (303,373)                             HSBC                  300,324
           Vifor   Pharma    AG                 Bank   of  America    Merrill    Lynch
      (16,658)                                               22,374
           Vifor   Pharma    AG                 JP  Morgan
      (21,105)                                               (83,992)
           Vifor   Pharma    AG
      (25,488)                            Citibank                   79,880
      (23,853)     Vifor   Pharma    AG                 HSBC                   (94,928)
           Vontobel     Holding    AG               Bank   of  America    Merrill    Lynch
       7,819                                              (27,617)
           Vontobel     Holding    AG               Credit    Suisse
      102,998                                               (650,719)
           Vontobel     Holding    AG               Deutsche     Bank
       8,522                                              (30,100)
           Zurich    Insurance     Group   AG
                                                     182,412
       30,557                            HSBC
                                                    3,768,660
           台湾
           Acer   Inc
      (459,000)                             HSBC                   (6,905)
           Acer   Inc
     (1,077,000)                              Citibank                   (10,789)
           Advantech     Co  Ltd                 JP  Morgan
       37,000                                                7,433
           Asia   Cement    Corp
     (1,135,000)                              Citibank                   (39,762)
           Asustek    Computer     Inc               JP  Morgan
      (12,922)                                                7,413
           AU  Optronics     Corp                 JP  Morgan
     10,033,000                                                (471,491)
           AU  Optronics     Corp
     9,206,000                              Citibank                   (26,141)
           Cathay    Financial     Holding    Co  Ltd
     (2,305,000)                              HSBC                  309,223
           Cathay    Financial     Holding    Co  Ltd
      (847,000)                             Citibank                   11,702
           Cathay    Financial     Holding    Co  Ltd         JP  Morgan
      (77,878)                                               10,430
           Chailease     Holding    Co  Ltd             JP  Morgan
       56,000                                               (34,490)
           Chailease     Holding    Co  Ltd
      406,820                             Citibank                   (3,160)
      605,000     Chailease     Holding    Co  Ltd             HSBC                  (373,036)
           Chang   Hwa  Commercial      Bank   Ltd          JP  Morgan
     6,013,956                                                245,876
           Chang   Hwa  Commercial      Bank   Ltd
      691,732                             Citibank                   19,911
           Chang   Hwa  Commercial      Bank   Ltd          Bank   of  America    Merrill    Lynch
       67,888                                                3,438
           Cheng   Shin   Rubber    Industry     Co  Ltd
     (3,417,000)                              Citibank                   14,551
           Cheng   Shin   Rubber    Industry     Co  Ltd        JP  Morgan
      (387,109)                                                17,850
           Cheng   Shin   Rubber    Industry     Co  Ltd
      (119,000)                             HSBC                   5,513
           China   Airlines     Ltd                Goldman    Sachs
     1,364,000                                                 8,682
           China   Development      Financial     Holding    Corp     JP  Morgan
     3,906,000                                                (69,872)
           China   Development      Financial     Holding    Corp
     34,271,000                              Citibank                   (21,268)
           China   Development      Financial     Holding    Corp
     3,095,000                              HSBC                   (55,521)
                                168/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           台湾（続き）
           China   Life   Insurance     Co  Ltd/Taiwan           Bank   of  America    Merrill    Lynch
       72,090                                                (342)
           China   Life   Insurance     Co  Ltd/Taiwan
     3,047,138                              Citibank                   (14,616)
           China   Life   Insurance     Co  Ltd/Taiwan           JP  Morgan
     2,464,079                                                (94,265)
           China   Life   Insurance     Co  Ltd/Taiwan
     4,762,000                              HSBC                  (182,799)
           Chunghwa     Telecom    Co  Ltd             JP  Morgan
      (92,946)                                                4,380
           Chunghwa     Telecom    Co  Ltd
      (741,000)                             Citibank                   (6,186)
           Chunghwa     Telecom    Co  Ltd             Bank   of  America    Merrill    Lynch
     (1,122,000)                                                 (6,035)
           Chunghwa     Telecom    Co  Ltd
      (11,000)                            HSBC                     525
           Compal    Electronics      Inc
     (1,853,000)                              Citibank                   (38,691)
           Compal    Electronics      Inc
       (4,000)                            HSBC                     56
           Compal    Electronics      Inc              JP  Morgan
      (312,679)                                                4,340
           CTBC   Financial     Holding    Co  Ltd
     1,931,000                              Citibank                     364
           CTBC   Financial     Holding    Co  Ltd          JP  Morgan
     2,891,000                                                (56,806)
           CTBC   Financial     Holding    Co  Ltd
     4,536,000                              HSBC                   (89,627)
           Delta   Electronics      Inc
     (1,218,000)                              Citibank                   (65,647)
      (31,515)     Delta   Electronics      Inc              JP  Morgan                 16,422
           E.Sun   Financial     Holding    Co  Ltd
      (197,042)                             Citibank                   (8,072)
           E.Sun   Financial     Holding    Co  Ltd          Bank   of  America    Merrill    Lynch
      (10,935)                                                 (634)
           Eclat   Textile    Co  Ltd
      (445,275)                             Citibank                  146,282
           Epistar    Corp                   JP  Morgan
      (61,746)                                                3,265
           Epistar    Corp
     (1,415,000)                              Citibank                   4,484
           Eva  Airways    Corp
     2,182,498                              Citibank                   (9,108)
           Eva  Airways    Corp                 JP  Morgan
     3,386,543                                                (36,001)
           Far  Eastern    New  Century    Corp           JP  Morgan
     3,055,000                                                (75,722)
           Far  Eastern    New  Century    Corp
      672,000                             Citibank                   26,223
           Far  EasTone    Telecommunications          Co  Ltd      JP  Morgan
      (638,000)                                                (32,710)
           Far  EasTone    Telecommunications          Co  Ltd
      (126,000)                             Citibank                   (7,728)
           Far  EasTone    Telecommunications          Co  Ltd      Bank   of  America    Merrill    Lynch
      (489,000)                                                (14,485)
           Feng   TAY  Enterprise      Co  Ltd            JP  Morgan
       14,000                                               (10,513)
           Feng   TAY  Enterprise      Co  Ltd
      258,000                             HSBC                  (194,088)
           First   Financial     Holding    Co  Ltd          JP  Morgan
      (464,049)                                                (3,097)
           Formosa    Chemicals     & Fibre   Corp          JP  Morgan
       74,000                                               (8,012)
           Formosa    Petrochemical       Corp            Bank   of  America    Merrill    Lynch
      (102,000)                                                (16,762)
           Formosa    Petrochemical       Corp
      (482,000)                             Citibank                   3,728
      (18,000)     Formosa    Petrochemical       Corp            JP  Morgan                  (1,727)
           Formosa    Petrochemical       Corp
      (181,000)                             HSBC                   (17,258)
           Formosa    Plastics     Corp
      (311,000)                             Citibank                   (2,638)
           Formosa    Plastics     Corp               JP  Morgan
      (251,247)                                                11,486
           Foxconn    Technology      Co  Ltd
      358,000                             Citibank                   4,206
           Foxconn    Technology      Co  Ltd
     5,298,000                              HSBC                 (1,294,307)
           Fubon   Financial     Holding    Co  Ltd
     (3,006,000)                              Citibank                   (62,798)
           Fubon   Financial     Holding    Co  Ltd          JP  Morgan
      (612,822)                                                54,395
           Giant   Manufacturing       Co  Ltd
      (118,000)                             HSBC                   30,359
           Giant   Manufacturing       Co  Ltd            JP  Morgan
      (83,682)                                               20,945
           Globalwafers       Co  Ltd
      (72,000)                            Citibank                   10,594
                                169/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           台湾（続き）
           Globalwafers       Co  Ltd               JP  Morgan
       (4,080)                                               6,135
           Globalwafers       Co  Ltd
      (48,000)                            HSBC                   3,247
           Hon  Hai  Precision     Industry     Co  Ltd
     (5,096,843)                              Citibank                   41,273
           Hon  Hai  Precision     Industry     Co  Ltd
      (514,000)                             HSBC                  226,532
           Hotai   Motor   Co  Ltd
      (223,000)                             Citibank                  (130,322)
           Hotai   Motor   Co  Ltd                JP  Morgan
      (160,915)                                               (226,097)
           Hotai   Motor   Co  Ltd                Bank   of  America    Merrill    Lynch
      (49,000)                                               (86,280)
           Hotai   Motor   Co  Ltd
      (152,000)                             HSBC                  (221,657)
           HTC  Corp                     JP  Morgan
      (90,816)                                                5,473
           Hua  Nan  Financial     Holdings     Co  Ltd        Bank   of  America    Merrill    Lynch
     3,595,424                                                 70,379
           Hua  Nan  Financial     Holdings     Co  Ltd
      609,287                             Citibank                   11,703
           Hua  Nan  Financial     Holdings     Co  Ltd        JP  Morgan
     5,197,777                                                 49,152
           Innolux    Corp
     1,002,000                              Citibank                   4,264
           Largan    Precision     Co  Ltd
      (23,000)                            Citibank                  235,447
           Largan    Precision     Co  Ltd             JP  Morgan
       (1,407)                                               48,338
       (4,000)    Largan    Precision     Co  Ltd             HSBC                  137,522
           Lite-On    Technology      Corp              JP  Morgan
     1,481,000                                                 39,030
           Lite-On    Technology      Corp
     1,998,234                              Citibank                   76,337
           MediaTek     Inc
      (465,891)                             Citibank                  (337,401)
           Mega   Financial     Holding    Co  Ltd
     (5,167,000)                              Citibank                   (79,406)
           Nan  Ya  Plastics     Corp
      503,000                             Citibank                   13,312
           Nan  Ya  Plastics     Corp               JP  Morgan
       65,000                                               (1,712)
           Nanya   Technology      Corp
      (515,000)                             Citibank                   (10,945)
           Nanya   Technology      Corp               JP  Morgan
       (1,482)                                                271
           Novatek    Microelectronics         Corp
      561,000                             Citibank                  (192,993)
           Pegatron     Corp
     (2,046,000)                              Citibank                   (57,830)
           Pegatron     Corp
     (2,114,000)                              HSBC                  214,229
           Pegatron     Corp                   JP  Morgan
      (39,805)                                                4,023
           Pou  Chen   Corp                   Bank   of  America    Merrill    Lynch
     1,325,000                                                 (1,450)
           Pou  Chen   Corp
     4,370,000                              Citibank                   (38,153)
           Pou  Chen   Corp                   JP  Morgan
     2,100,000                                                (110,906)
           President     Chain   Store   Corp            Bank   of  America    Merrill    Lynch
       37,000                                               (4,645)
           President     Chain   Store   Corp
      216,000                             Citibank                   (41,995)
           President     Chain   Store   Corp            JP  Morgan
      155,000                                               (15,412)
     (1,777,000)       Quanta    Computer     Inc               Citibank                  (128,214)
           Quanta    Computer     Inc               Bank   of  America    Merrill    Lynch
     (1,463,000)                                                 (20,722)
           Quanta    Computer     Inc               JP  Morgan
     (2,453,687)                                                157,633
           Shin   Kong   Financial     Holding    Co  Ltd        Bank   of  America    Merrill    Lynch
     (9,044,050)                                                 (48,556)
           Shin   Kong   Financial     Holding    Co  Ltd        JP  Morgan
      (339,755)                                                1,228
           Shin   Kong   Financial     Holding    Co  Ltd
    (12,330,000)                               Citibank                  (102,218)
           SinoPac    Financial     Holdings     Co  Ltd        JP  Morgan
     1,731,740                                                 7,417
           SinoPac    Financial     Holdings     Co  Ltd
     4,802,700                              Citibank                   26,526
           Taishin    Financial     Holding    Co  Ltd         Goldman    Sachs
     2,404,000                                                 9,567
           Taiwan    Cement    Corp                JP  Morgan
     (3,134,203)                                                105,114
           Taiwan    Cooperative      Financial     Holding    Co  Ltd   Bank   of  America    Merrill    Lynch
     2,105,863                                                 21,345
                                170/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           台湾（続き）
           Taiwan    Cooperative      Financial     Holding    Co  Ltd
     2,386,603                              Citibank                   34,556
           Taiwan    Cooperative      Financial     Holding    Co  Ltd   JP  Morgan
     6,360,250                                                (30,622)
           Taiwan    High   Speed   Rail   Corp            Goldman    Sachs
      347,000                                                18,524
           Taiwan    Mobile    Co  Ltd
      (524,000)                             Citibank                   (12,488)
           Taiwan    Mobile    Co  Ltd               Bank   of  America    Merrill    Lynch
     (1,090,000)                                                 (55,299)
           Taiwan    Mobile    Co  Ltd               JP  Morgan
      (158,000)                                                (9,824)
           Taiwan    Semiconductor       Manufacturing       Co  Ltd    Goldman    Sachs
      945,000                                               (37,592)
           Taiwan    Semiconductor       Manufacturing       Co  Ltd
      322,000                             Citibank                   (30,575)
           Taiwan    Semiconductor       Manufacturing       Co  Ltd    JP  Morgan
       94,000                                               (90,115)
           TPK  Holding    Co  Ltd                JP  Morgan
      (11,447)                                                1,250
           TPK  Holding    Co  Ltd
      (127,000)                             Citibank                   (7,475)
           Uni-President       Enterprises      Corp
     1,699,000                              Citibank                   87,732
           Uni-President       Enterprises      Corp          JP  Morgan
     1,129,000                                                114,068
           Unimicron     Technology      Corp
      (347,000)                             Citibank                   6,193
           Unimicron     Technology      Corp             JP  Morgan
       (8,420)                                               1,717
      (156,000)      Unimicron     Technology      Corp             HSBC                   27,539
           United    Microelectronics         Corp
      455,000                             HSBC                   (9,207)
           United    Microelectronics         Corp           JP  Morgan
     4,339,000                                                (91,304)
           United    Microelectronics         Corp           Bank   of  America    Merrill    Lynch
      797,000                                                (5,386)
           United    Microelectronics         Corp
     6,227,000                              Citibank                   (25,099)
           United    Microelectronics         Corp           Goldman    Sachs
     8,802,000                                                 (7,041)
           Vanguard     International       Semiconductor       Corp
      509,000                             HSBC                  (115,683)
           Walsin    Lihwa   Corp
      (55,000)                            HSBC                    (209)
           Walsin    Technology      Corp
      (96,000)                            HSBC                   61,014
           Wistron    Corp
       (2,000)                            HSBC                     12
           Yuanta    Financial     Holding    Co  Ltd
     11,454,000                              Citibank                   77,218
           Yuanta    Financial     Holding    Co  Ltd         JP  Morgan
     6,314,000                                                (89,374)
           Yuanta    Financial     Holding    Co  Ltd         Bank   of  America    Merrill    Lynch
     2,522,000                                                 8,989
           Yuanta    Financial     Holding    Co  Ltd                           (156,643)
     10,994,000                              HSBC
                                                    (3,135,574)
           英国
           3i  Group   Plc                   Credit    Suisse
       37,202                                               (3,044)
           3i  Group   Plc 
      335,425                             HSBC                   (27,450)
           Admiral    Group   Plc                JP  Morgan
      (39,612)                                               35,409
      (23,977)     Admiral    Group   Plc                Bank   of  America    Merrill    Lynch       (2,717)
           Admiral    Group   Plc
      (49,324)                            Citibank                   (6,831)
           Admiral    Group   Plc
      (12,553)                            HSBC                   11,221
           Aggreko    Plc                   Credit    Suisse
       72,547                                               (59,186)
           Aggreko    Plc
       40,931                            Citibank                   (19,891)
           Aggreko    Plc                   Deutsche     Bank
        168                                               (86)
           Aggreko    Plc
       23,393                            HSBC                   (19,085)
           Aggreko    Plc                   Bank   of  America    Merrill    Lynch
       18,806                                               (9,660)
           Anglo   American     Plc                Bank   of  America    Merrill    Lynch
      133,781                                               (54,235)
           Antofagasta      Plc                 JP  Morgan
      (125,744)                                               124,750
           Antofagasta      Plc
      (46,818)                            Citibank                   20,866
                                171/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           英国（続き）
           Antofagasta      Plc                 Credit    Suisse
      (176,083)                                               174,691
           Antofagasta      Plc                 Bank   of  America    Merrill    Lynch
      (563,656)                                               342,048
           Antofagasta      Plc                 Deutsche     Bank
      (326,850)                                               198,345
           Ashmore    Group   Plc
      (64,460)                            HSBC                   (14,722)
           Ashmore    Group   Plc                Goldman    Sachs
      (321,709)                                                (13,567)
           Associated      British    Foods   Plc           Bank   of  America    Merrill    Lynch
       62,644                                               (49,687)
           Associated      British    Foods   Plc           Credit    Suisse
       64,471                                               (43,020)
           Associated      British    Foods   Plc
       30,486                            Citibank                   (25,716)
           Associated      British    Foods   Plc           Deutsche     Bank
       25,099                                               (19,908)
           Associated      British    Foods   Plc
      124,886                             HSBC                   (83,333)
           Associated      British    Foods   Plc           JP  Morgan
       7,943                                               (5,300)
           AstraZeneca      Plc                 Bank   of  America    Merrill    Lynch
      (18,822)                                                (1,422)
           AstraZeneca      Plc                 JP  Morgan
       (2,990)                                               (1,939)
           AstraZeneca      Plc
      (31,407)                            HSBC                   3,163
           Auto   Trader    Group   Plc   ‘144A’            Deutsche     Bank
      538,471                                                29,829
       89,171     Auto   Trader    Group   Plc   ‘144A’            Credit    Suisse               21,780
           Auto   Trader    Group   Plc   ‘144A’
      127,891                             Citibank                   2,576
           Auto   Trader    Group   Plc   ‘144A’            Bank   of  America    Merrill    Lynch
      414,602                                                22,967
           Auto   Trader    Group   Plc   ‘144A’            JP  Morgan
      385,345                                                94,750
           Auto   Trader    Group   Plc   ‘144A’            Goldman    Sachs
       47,160                                                4,766
           Auto   Trader    Group   Plc   ‘144A’
      229,171                             HSBC                   55,974
           Avast   Plc   ‘144A’
      384,268                             HSBC                   1,935
           AVEVA   Group   Plc
      (27,884)                            Citibank                   (70,914)
           AVEVA   Group   Plc                 Bank   of  America    Merrill    Lynch
      (66,567)                                               (288,299)
           AVEVA   Group   Plc                 Credit    Suisse
      (41,470)                                               (204,946)
           AVEVA   Group   Plc                 Deutsche     Bank
      (32,397)                                               (140,310)
           AVEVA   Group   Plc                 JP  Morgan
      (39,481)                                               (191,867)
           AVEVA   Group   Plc
      (121,117)                             HSBC                  (588,597)
           AVEVA   Group   Plc                 Goldman    Sachs
      (25,800)                                               (80,941)
           Aviva   Plc                    Goldman    Sachs
      (222,150)                                                (6,444)
           B&M  European     Value   Retail    SA          Bank   of  America    Merrill    Lynch
      (315,634)                                               131,534
           B&M  European     Value   Retail    SA
      (472,253)                             Citibank                  149,236
           B&M  European     Value   Retail    SA          Deutsche     Bank
      (181,611)                                                75,683
           B&M  European     Value   Retail    SA          Goldman    Sachs
      (445,318)                                                83,250
      (138,298)      B&M  European     Value   Retail    SA          Credit    Suisse               55,195
           B&M  European     Value   Retail    SA
      (70,773)                            HSBC                   28,246
           Babcock    International       Group   Plc         Credit    Suisse
      (286,927)                                               245,084
           Babcock    International       Group   Plc         Goldman    Sachs
      (174,647)                                               152,671
           Babcock    International       Group   Plc         Bank   of  America    Merrill    Lynch
      (85,993)                                               79,250
           Babcock    International       Group   Plc
      (89,847)                            Citibank                   12,217
           Babcock    International       Group   Plc         JP  Morgan
      (174,542)                                               163,882
           BAE  Systems    Plc                 Goldman    Sachs
      (234,920)                                                17,780
           BAE  Systems    Plc                 Bank   of  America    Merrill    Lynch
      (220,669)                                                42,229
           BAE  Systems    Plc                 Credit    Suisse
      (412,460)                                               104,896
           BAE  Systems    Plc
      (113,408)                             Citibank                   13,707
                                172/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           英国（続き）
           BAE  Systems    Plc
      (435,446)                             HSBC                  108,244
           BAE  Systems    Plc                 JP  Morgan
      (221,884)                                                56,429
           Barrick    Gold   Corp
      (85,926)                            HSBC                   (30,291)
           BBA  Aviation     Plc                 Bank   of  America    Merrill    Lynch
        (85)                                               12
           BBA  Aviation     Plc                 JP  Morgan
        (280)                                                35
           BBA  Aviation     Plc*
         (3)                          HSBC                      0
           Beazley    Plc                   Credit    Suisse
      (44,139)                                                2,223
           Beazley    Plc
      (376,723)                             HSBC                   18,972
           Bellway    Plc                   Goldman    Sachs
      (42,272)                                               32,366
           Berkeley     Group   Holdings     Plc
       19,960                            Citibank                   (15,832)
           Berkeley     Group   Holdings     Plc           JP  Morgan
       23,770                                               (46,685)
           Berkeley     Group   Holdings     Plc           Bank   of  America    Merrill    Lynch
       57,153                                              (169,096)
           Berkeley     Group   Holdings     Plc           Deutsche     Bank
       6,215                                              (18,388)
           BHP  Group   Plc                  Bank   of  America    Merrill    Lynch
      134,091                                                45,919
           BHP  Group   Plc
       87,894                            Citibank                   (10,623)
       68,247     BHP  Group   Plc                  Deutsche     Bank              23,371
           BHP  Group   Plc                  JP  Morgan
      184,465                                                30,191
           BHP  Group   Plc
      206,709                             HSBC                   33,832
           Bodycote     Plc                   Credit    Suisse
       8,228                                               (4,299)
           Bodycote     Plc                   Bank   of  America    Merrill    Lynch
       42,274                                               (9,846)
           Bodycote     Plc
       33,994                            Citibank                   (2,354)
           Bodycote     Plc                   JP  Morgan
      118,868                                               (62,107)
           Bodycote     Plc                   Deutsche     Bank
      115,040                                               (26,795)
           BP  Plc                      JP  Morgan
      492,721                                                14,268
           BP  Plc                      Bank   of  America    Merrill    Lynch
      600,181                                                9,068
           BP  Plc                      Credit    Suisse
      132,787                                                3,845
           BP  Plc
      194,687                             HSBC                   5,638
           BP  Plc                      Goldman    Sachs
      194,730                                               (28,118)
           British    American     Tobacco    Plc           Bank   of  America    Merrill    Lynch
       (9,865)                                               17,947
           British    American     Tobacco    Plc           JP  Morgan
      (76,596)                                               81,487
           British    Land   Co  Plc/The    (Reit)           Bank   of  America    Merrill    Lynch
      101,305                                               (32,651)
           British    Land   Co  Plc/The    (Reit)           Credit    Suisse
      136,072                                               (77,676)
           British    Land   Co  Plc/The    (Reit)
      134,353                             Citibank                   (14,547)
           British    Land   Co  Plc/The    (Reit)           Deutsche     Bank
      203,789                                               (65,682)
      165,857     British    Land   Co  Plc/The    (Reit)           JP  Morgan                (106,078)
           British    Land   Co  Plc/The    (Reit)
      171,671                             HSBC                  (109,796)
           British    Land   Co  Plc/The    (Reit)           Goldman    Sachs
      317,170                                               (25,159)
           BT  Group   Plc                   JP  Morgan
      (64,104)                                               20,314
           BT  Group   Plc
      (83,760)                            Citibank                   10,461
           BT  Group   Plc                   Bank   of  America    Merrill    Lynch
      (82,169)                                               11,504
           BT  Group   Plc                   Goldman    Sachs
      (473,280)                                                33,050
           BT  Group   Plc
      (89,560)                            HSBC                   17,588
           BTG  Plc                     Bank   of  America    Merrill    Lynch
      (30,741)                                                 174
           BTG  Plc                     JP  Morgan
      (53,843)                                                 644
           BTG  Plc                     Credit    Suisse
      (48,177)                                                 576
                                173/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           英国（続き）
           Bunzl   Plc                    Bank   of  America    Merrill    Lynch
      (50,543)                                               (10,818)
           Bunzl   Plc                    JP  Morgan
      (36,838)                                               63,539
           Bunzl   Plc                    Credit    Suisse
      (53,468)                                               92,223
           Bunzl   Plc
      (38,269)                            HSBC                   66,008
           Bunzl   Plc                    Goldman    Sachs
      (84,870)                                               (17,056)
           Burberry     Group   Plc
       14,014                            Citibank                   (24,525)
           Burberry     Group   Plc                Bank   of  America    Merrill    Lynch
       90,707                                              (263,802)
           Burberry     Group   Plc                JP  Morgan
       80,625                                              (253,260)
           Burberry     Group   Plc                Credit    Suisse
       93,299                                              (293,071)
           Burberry     Group   Plc                Deutsche     Bank
      129,361                                               (376,219)
           Burberry     Group   Plc
       52,727                            HSBC                  (149,663)
           Burberry     Group   Plc                Goldman    Sachs
      165,850                                               (239,621)
           Capita    Plc
      (138,954)                             Citibank                   (3,936)
           Capita    Plc                    Credit    Suisse
     (1,506,337)                                                250,335
           Capita    Plc                    JP  Morgan
        (353)                                                59
        (843)   Capital    & Counties     Properties      Plc        Citibank                     85
           Capital    & Counties     Properties      Plc
     (1,321,990)                              HSBC                  369,494
           Carnival     Plc                   Credit    Suisse
       30,854                                               (40,787)
           Carnival     Plc
       8,705                            HSBC                   (11,508)
           Centrica     Plc                   Bank   of  America    Merrill    Lynch
      303,802                                                (5,079)
           Centrica     Plc                   JP  Morgan
      130,462                                               (18,574)
           Centrica     Plc                   Credit    Suisse
       63,517                                               (9,043)
           Cineworld     Group   Plc
      (450,641)                             HSBC                  132,762
           Close   Brothers     Group   Plc             Credit    Suisse
       37,207                                               (75,418)
           Close   Brothers     Group   Plc             Bank   of  America    Merrill    Lynch
        313                                               (493)
           Close   Brothers     Group   Plc
       26,436                            Citibank                   (18,306)
           Close   Brothers     Group   Plc             JP  Morgan
       9,729                                              (19,721)
           Close   Brothers     Group   Plc
      121,878                             HSBC                  (247,046)
           Cobham    Plc                    Bank   of  America    Merrill    Lynch
     (3,136,001)                                                608,027
           Cobham    Plc                    JP  Morgan
      (287,149)                                                57,120
           Cobham    Plc                    Goldman    Sachs
      (143,698)                                                3,763
           Cobham    Plc                    Credit    Suisse
     (1,422,514)                                                282,969
           Cobham    Plc
      (151,169)                             HSBC                   30,071
           Coca-Cola     HBC  AG                Credit    Suisse
       53,052                                               53,406
       36,905     Coca-Cola     HBC  AG                Bank   of  America    Merrill    Lynch       14,868
           Coca-Cola     HBC  AG
       5,036                            Citibank                   (1,712)
           Coca-Cola     HBC  AG                JP  Morgan
       15,979                                               14,686
           Coca-Cola     HBC  AG                Goldman    Sachs
       58,656                                               (8,469)
           Coca-Cola     HBC  AG
       26,565                            HSBC                   24,415
           Compass    Group   Plc
       20,899                            Citibank                   (5,789)
           Compass    Group   Plc                Goldman    Sachs
       26,720                                                1,835
           Compass    Group   Plc                Bank   of  America    Merrill    Lynch
       69,398                                               10,048
           Compass    Group   Plc                JP  Morgan
      269,228                                               272,508
           Compass    Group   Plc
      181,184                             HSBC                  187,051
           Compass    Group   Plc                Credit    Suisse
      121,929                                               124,478
                                174/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           英国（続き）
           ConvaTec     Group   Plc   ‘144A’             Credit    Suisse
      (73,683)                                                3,572
           ConvaTec     Group   Plc   ‘144A’
      (249,470)                             HSBC                   12,092
           Croda   International       Plc             Goldman    Sachs
      (22,740)                                               18,112
           Croda   International       Plc             Bank   of  America    Merrill    Lynch
      (15,379)                                               12,585
           Croda   International       Plc             Credit    Suisse
       (7,040)                                               7,534
           Croda   International       Plc
       (6,970)                            Citibank                   10,092
           Croda   International       Plc
       (5,067)                            HSBC                   5,422
           Croda   International       Plc             JP  Morgan
      (34,333)                                               36,741
           CYBG   Plc                     Bank   of  America    Merrill    Lynch
      (19,754)                                                3,681
           CYBG   Plc
     (3,136,364)                              HSBC                  521,226
           Daily   Mail   & General    Trust   Plc   ‘A’       Credit    Suisse
      (48,572)                                               (38,029)
           Daily   Mail   & General    Trust   Plc   ‘A’       HSBC
      (202,578)                                               (259,348)
           Daily   Mail   & General    Trust   Plc   ‘A’       Bank   of  America    Merrill    Lynch
      (52,849)                                               (57,346)
           Daily   Mail   & General    Trust   Plc   ‘A’       Deutsche     Bank
      (20,318)                                               (22,047)
           Daily   Mail   & General    Trust   Plc   ‘A’       JP  Morgan
      (23,831)                                               (18,658)
      (82,333)     Daily   Mail   & General    Trust   Plc   ‘A’       Citibank                   (86,229)
           DCC  Plc
      (10,588)                            Citibank                   56,254
           DCC  Plc                     JP  Morgan
       (9,044)                                               5,238
           DCC  Plc                     Bank   of  America    Merrill    Lynch
      (10,943)                                               35,821
           DCC  Plc                     Credit    Suisse
       (7,381)                                               4,275
           DCC  Plc
      (58,452)                            HSBC                   33,852
           Derwent    London    Plc  (Reit)              Credit    Suisse
       14,144                                               (1,068)
           Derwent    London    Plc  (Reit)
       22,555                            Citibank                   (26,125)
           Derwent    London    Plc  (Reit)              Goldman    Sachs
       62,998                                               (58,171)
           Diageo    Plc                    Bank   of  America    Merrill    Lynch
       63,391                                               (1,995)
           Diageo    Plc                    Credit    Suisse
       69,176                                               61,191
           Diageo    Plc
       15,258                            Citibank                    (768)
           Diageo    Plc
       84,955                            HSBC                   79,149
           Diageo    Plc                    JP  Morgan
       68,317                                               57,179
           Diageo    Plc                    Goldman    Sachs
       17,640                                               (5,467)
           Direct    Line   Insurance     Group   Plc         Bank   of  America    Merrill    Lynch
       56,011                                                (705)
           Direct    Line   Insurance     Group   Plc
      194,213                             Citibank                   (9,536)
           Direct    Line   Insurance     Group   Plc         JP  Morgan
       4,408                                                239
           Direct    Line   Insurance     Group   Plc         Credit    Suisse
      171,650                                                9,293
       56,523     Direct    Line   Insurance     Group   Plc         Deutsche     Bank               (712)
           Direct    Line   Insurance     Group   Plc
       71,460                            HSBC                   2,796
           Direct    Line   Insurance     Group   Plc         Goldman    Sachs
      761,140                                               (17,358)
           Dixons    Carphone     Plc               Credit    Suisse
       19,438                                               (3,854)
           Dixons    Carphone     Plc               Deutsche     Bank
       1,232                                                (157)
           Dixons    Carphone     Plc
       3,247                            Citibank                    (141)
           Dixons    Carphone     Plc               Bank   of  America    Merrill    Lynch
       54,078                                               (6,911)
           Domino’s     Pizza   Group   Plc            Bank   of  America    Merrill    Lynch
      236,692                                               (68,539)
           Domino’s     Pizza   Group   Plc            Credit    Suisse
      177,917                                               (65,183)
           Domino’s     Pizza   Group   Plc 
      103,968                             Citibank                   (9,163)
           Domino’s     Pizza   Group   Plc            Deutsche     Bank
      123,616                                               (35,795)
                                175/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           英国（続き）
           Domino’s     Pizza   Group   Plc            JP  Morgan
       86,240                                               (31,596)
           DS  Smith   Plc                   Bank   of  America    Merrill    Lynch
      (490,757)                                               100,094
           DS  Smith   Plc                   JP  Morgan
      (387,747)                                               164,026
           DS  Smith   Plc                   Credit    Suisse
      (422,779)                                               178,846
           DS  Smith   Plc                   Goldman    Sachs
      (618,508)                                                66,371
           DS  Smith   Plc
     (1,280,001)                              HSBC                  514,165
           DS  Smith   Plc
      (453,841)                             Citibank                  106,849
           easyJet    Plc
      (121,071)                             Citibank                   78,348
           easyJet    Plc                   Goldman    Sachs
      (126,940)                                               135,208
           easyJet    Plc                   Credit    Suisse
      (183,195)                                               401,779
           easyJet    Plc                   Bank   of  America    Merrill    Lynch
      (153,916)                                               228,661
           easyJet    Plc                   JP  Morgan
      (49,094)                                               107,672
           easyJet    Plc
      (556,073)                             HSBC                 1,219,567
           Electrocomponents         Plc
      112,502                             Citibank                   (48,158)
           Electrocomponents         Plc              JP  Morgan
      202,673                                               (27,558)
       79,308     Electrocomponents         Plc              Bank   of  America    Merrill    Lynch       (6,191)
           Electrocomponents         Plc              Credit    Suisse
      184,086                                               (25,031)
           Electrocomponents         Plc              Deutsche     Bank
      156,913                                               (12,248)
           Electrocomponents         Plc
      164,427                             HSBC                   (22,357)
           Euromoney     Institutional       Investor     Plc
       (1,144)                            HSBC                    (144)
           Evraz   Plc
       43,477                            Citibank                   (3,175)
           Evraz   Plc
       46,811                            HSBC                   (8,369)
           Evraz   Plc                    Credit    Suisse
      243,385                                               (32,351)
           Evraz   Plc                    JP  Morgan
       98,571                                               (17,622)
           Evraz   Plc                    Goldman    Sachs
      282,950                                                5,542
           Evraz   Plc                    Bank   of  America    Merrill    Lynch
      155,520                                                9,790
           Experian     Plc                   Bank   of  America    Merrill    Lynch
       24,762                                               41,412
           Experian     Plc
      138,579                             Citibank                   (12,501)
           Experian     Plc                   Credit    Suisse
       83,163                                               184,103
           Experian     Plc                   Deutsche     Bank
      110,688                                               185,114
           Experian     Plc
       45,216                            HSBC                  100,098
           Ferguson     Plc                   Goldman    Sachs
      (54,230)                                               164,244
           Ferguson     Plc
      (18,120)                            Citibank                   64,333
           Filtrona     Plc                   Bank   of  America    Merrill    Lynch
      (171,457)                                                  －
      (31,066)     Filtrona     Plc                   Citibank                   1,877
           Filtrona     Plc                   JP  Morgan
      (450,430)                                                44,233
           Fresnillo     Plc                  JP  Morgan
      (258,378)                                                (81,975)
           Fresnillo     Plc                  Bank   of  America    Merrill    Lynch
      (147,100)                                                (31,854)
           Fresnillo     Plc                  Credit    Suisse
      (306,598)                                                (97,274)
           Fresnillo     Plc                  Deutsche     Bank
      (56,751)                                               (12,289)
           Fresnillo     Plc
      (454,532)                             HSBC                  (144,208)
           G4S  Plc                     JP  Morgan
      (410,741)                                                9,308
           G4S  Plc                     Bank   of  America    Merrill    Lynch
      (679,774)                                                65,044
           G4S  Plc                     Citibank
      (253,789)                                                18,213
           G4S  Plc                     Goldman    Sachs
     (1,114,325)                                                 71,714
                                176/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           英国（続き）
           G4S  Plc                     Credit    Suisse
      (426,811)                                                9,672
           GlaxoSmithKline        Plc
       9,789                            Citibank                   (5,423)
           GlaxoSmithKline        Plc               Credit    Suisse
      202,525                                                7,139
           GlaxoSmithKline        Plc               JP  Morgan
      281,716                                                9,931
           Glencore     Plc                   JP  Morgan
      (929,265)                                               394,271
           Glencore     Plc                   Bank   of  America    Merrill    Lynch
     (2,635,461)                                                832,830
           Glencore     Plc                   Credit    Suisse
      (835,393)                                               354,443
           Glencore     Plc
      (219,483)                             HSBC                   93,123
           Grafton    Group   Plc  (Unit)
      123,772                             Citibank                   (61,552)
           Grafton    Group   Plc  (Unit)              JP  Morgan
      259,594                                               (147,073)
           Grafton    Group   Plc  (Unit)              Bank   of  America    Merrill    Lynch
      268,529                                               (236,655)
           Grafton    Group   Plc  (Unit)              Credit    Suisse
      235,903                                               (133,651)
           Grafton    Group   Plc  (Unit)              Deutsche     Bank
       27,717                                               (24,427)
           Grafton    Group   Plc  (Unit)
      234,895                             HSBC                  (133,080)
           Greene    King   Plc                 JP  Morgan
      (159,439)                                                (58,213)
      (223,845)      GVC  Holdings     Plc                 JP  Morgan                 59,746
           GVC  Holdings     Plc
      (425,394)                             HSBC                  113,541
           Halma   Plc                    Bank   of  America    Merrill    Lynch
       13,856                                                5,495
           Halma   Plc                    Goldman    Sachs
       56,740                                                5,085
           Halma   Plc
      108,475                             HSBC                   25,265
           Hammerson     Plc  (Reit)
       50,313                            HSBC                   (15,203)
           Hammerson     Plc  (Reit)
       98,180                            Citibank                   (18,294)
           Hammerson     Plc  (Reit)                JP  Morgan
       82,376                                               (24,891)
           Hammerson     Plc  (Reit)                Credit    Suisse
      142,410                                               (46,668)
           Hammerson     Plc  (Reit)                Goldman    Sachs
      406,690                                               (107,863)
           Hargreaves      Lansdown     Plc             Bank   of  America    Merrill    Lynch
       (6,950)                                               8,838
           Hargreaves      Lansdown     Plc
      (66,621)                            Citibank                   41,938
           Hargreaves      Lansdown     Plc             JP  Morgan
      (41,773)                                               41,548
           Hargreaves      Lansdown     Plc             Credit    Suisse
      (60,614)                                               60,287
           Hargreaves      Lansdown     Plc
      (191,041)                             HSBC                  190,011
           Hikma   Pharmaceuticals        Plc
      (191,066)                             Citibank                  413,750
           Hikma   Pharmaceuticals        Plc            Credit    Suisse
      (177,534)                                               449,266
           Hikma   Pharmaceuticals        Plc            Bank   of  America    Merrill    Lynch
      (103,674)                                               272,146
           Hikma   Pharmaceuticals        Plc            Goldman    Sachs
      (11,740)                                               24,161
      (31,694)     Hikma   Pharmaceuticals        Plc            JP  Morgan                 73,782
           Hikma   Pharmaceuticals        Plc
      (16,820)                            HSBC                   42,565
           Hiscox    Ltd
      (193,764)                             HSBC                   (53,669)
           Hiscox    Ltd                    Credit    Suisse
       (2,003)                                                (555)
           Howden    Joinery    Group   Plc             Goldman    Sachs
      (643,989)                                                38,231
           Howden    Joinery    Group   Plc             Bank   of  America    Merrill    Lynch
      (251,170)                                                56,288
           Howden    Joinery    Group   Plc             Credit    Suisse
      (286,152)                                                63,372
           Howden    Joinery    Group   Plc
      (81,491)                            Citibank                   2,257
           HSBC   Holdings     Plc
      (230,089)                             Citibank                   36,500
           HSBC   Holdings     Plc                Credit    Suisse
      (78,484)                                               13,932
           HSBC   Holdings     Plc                Bank   of  America    Merrill    Lynch
      (311,078)                                                72,063
                                177/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           英国（続き）
           HSBC   Holdings     Plc                JP  Morgan
      (271,731)                                                48,237
           HSBC   Holdings     Plc                Deutsche     Bank
      (38,092)                                                8,824
           IMI  Plc                     Credit    Suisse
      109,133                                               (155,260)
           Imperial     Tobacco    Group   Plc
       64,075                            HSBC                  (212,325)
           Inchcape     Plc                   Credit    Suisse
       28,789                                               (9,243)
           Inchcape     Plc
      109,680                             Citibank                   45,569
           Inchcape     Plc                   JP  Morgan
      137,493                                               (44,141)
           Informa    Plc                   JP  Morgan
      (323,643)                                                47,266
           Informa    Plc                   Bank   of  America    Merrill    Lynch
      (149,685)                                                6,407
           Informa    Plc
      (228,907)                             Citibank                   19,597
           InterContinental         Hotels    Group   Plc        Goldman    Sachs
       24,090                                                4,336
           InterContinental         Hotels    Group   Plc
      100,375                             HSBC                  167,956
           InterContinental         Hotels    Group   Plc        Bank   of  America    Merrill    Lynch
       53,894                                               62,424
           InterContinental         Hotels    Group   Plc        Credit    Suisse
       7,551                                               12,406
           InterContinental         Hotels    Group   Plc
       23,382                            Citibank                   (24,728)
       15,067     InterContinental         Hotels    Group   Plc        Deutsche     Bank              17,452
           InterContinental         Hotels    Group   Plc        JP  Morgan
       22,972                                               37,743
           Intermediate       Capital    Group   Plc          Bank   of  America    Merrill    Lynch
       54,653                                               93,579
           Intermediate       Capital    Group   Plc
       10,653                            Citibank                   6,170
           Intermediate       Capital    Group   Plc          JP  Morgan
       16,112                                               28,196
           Intermediate       Capital    Group   Plc          Credit    Suisse
       9,821                                               17,187
           Intertek     Group   Plc                Bank   of  America    Merrill    Lynch
      (19,418)                                               (30,315)
           Intertek     Group   Plc                JP  Morgan
      (29,998)                                               (27,484)
           Intertek     Group   Plc
      (11,620)                            Citibank                   (9,070)
           Intertek     Group   Plc                Credit    Suisse
      (33,725)                                               (14,436)
           Intertek     Group   Plc                Deutsche     Bank
       (4,376)                                               (6,832)
           Intertek     Group   Plc
      (84,962)                            HSBC                   (36,369)
           Intertek     Group   Plc                Goldman    Sachs
      (29,330)                                               (42,231)
           Investec     Plc                   Credit    Suisse
      203,414                                               (66,586)
           Investec     Plc
      382,584                             HSBC                  (125,235)
           Investec     Plc                   JP  Morgan
       22,347                                               (7,315)
           Investec     Plc
      181,200                             Citibank                   (53,154)
           ITV  Plc                     Goldman    Sachs
      (840,250)                                                27,585
           J Sainsbury     Plc                 Bank   of  America    Merrill    Lynch
     1,152,896                                                (98,702)
      480,774     J Sainsbury     Plc                 Citibank                   5,750
           J Sainsbury     Plc                 Goldman    Sachs
      391,490                                                16,436
           J Sainsbury     Plc                 Credit    Suisse
      797,905                                               (87,397)
           J Sainsbury     Plc                 Deutsche     Bank
      296,906                                               (25,419)
           J Sainsbury     Plc
      129,881                             HSBC                   (14,226)
           JD  Sports    Fashion    Plc
      118,836                             Citibank                   (3,292)
           JD  Sports    Fashion    Plc              JP  Morgan
       35,134                                               (4,070)
           JD  Sports    Fashion    Plc              Credit    Suisse
       1,178                                                (136)
           JD  Sports    Fashion    Plc
       37,866                            HSBC                   (4,386)
           John   Wood   Group   Plc               Bank   of  America    Merrill    Lynch
      (506,179)                                               310,355
           John   Wood   Group   Plc               Credit    Suisse
      (38,518)                                               23,908
                                178/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           英国（続き）
           John   Wood   Group   Plc               JP  Morgan
      (233,100)                                               144,824
           John   Wood   Group   Plc
      (265,475)                             Citibank                  142,049
           John   Wood   Group   Plc               Goldman    Sachs
      (138,080)                                                34,504
           John   Wood   Group   Plc               Deutsche     Bank
      (894,241)                                               548,289
           Johnson    Matthey    Plc               Goldman    Sachs
       75,909                                               (52,315)
           Jupiter    Fund   Management      Plc           Bank   of  America    Merrill    Lynch
      160,462                                                15,556
           Jupiter    Fund   Management      Plc           JP  Morgan
      410,702                                                39,298
           Jupiter    Fund   Management      Plc           Credit    Suisse
      114,931                                                10,997
           Just   Eat  Plc                   Bank   of  America    Merrill    Lynch
      (105,806)                                                94,845
           Just   Eat  Plc
      (102,441)                             Citibank                   34,049
           Just   Eat  Plc                   JP  Morgan
      (571,870)                                               683,985
           Kazakhmys     Plc                  JP  Morgan
      (97,765)                                               109,301
           Kazakhmys     Plc                  Credit    Suisse
      (88,412)                                               98,844
           Kazakhmys     Plc                  Goldman    Sachs
      (216,593)                                                85,301
           Kazakhmys     Plc                  Bank   of  America    Merrill    Lynch
      (272,554)                                               170,200
      (288,565)      Kazakhmys     Plc                  Citibank                  102,452
           Kazakhmys     Plc
      (200,467)                             HSBC                  224,121
           Kingfisher      Plc
      (198,280)                             Citibank                   2,996
           Kingfisher      Plc                  Goldman    Sachs
      (690,510)                                                45,127
           Lancashire      Holdings     Ltd
      (225,836)                             Citibank                   (42,649)
           Lancashire      Holdings     Ltd             Bank   of  America    Merrill    Lynch
      (132,286)                                                (34,142)
           Lancashire      Holdings     Ltd             JP  Morgan
      (62,800)                                               (35,579)
           Lancashire      Holdings     Ltd             Credit    Suisse
      (135,595)                                                (76,821)
           Lancashire      Holdings     Ltd             Deutsche     Bank
      (170,163)                                                (43,918)
           Land   Securities      Group   Plc  (Reit)          Bank   of  America    Merrill    Lynch
      409,712                                               (276,484)
           Land   Securities      Group   Plc  (Reit)          Credit    Suisse
      112,500                                               (115,576)
           Land   Securities      Group   Plc  (Reit)
      219,405                             Citibank                   (52,484)
           Land   Securities      Group   Plc  (Reit)          JP  Morgan
      195,263                                               (163,066)
           Land   Securities      Group   Plc  (Reit)          Deutsche     Bank
      144,904                                               (97,785)
           Land   Securities      Group   Plc  (Reit)
      718,389                             HSBC                  (738,033)
           Land   Securities      Group   Plc  (Reit)          Goldman    Sachs
      507,818                                               (150,382)
           Legal   & General    Group   Plc
      988,084                             HSBC                  (186,600)
           Lloyds    Banking    Group   Plc
     13,125,464                              HSBC                  (725,446)
           London    Stock   Exchange     Group   Plc         Bank   of  America    Merrill    Lynch
      (34,038)                                                (6,857)
      (83,666)     London    Stock   Exchange     Group   Plc         HSBC                  (103,229)
           Man  Group   Plc/Jersey                  Bank   of  America    Merrill    Lynch
     1,143,817                                                (56,451)
           Man  Group   Plc/Jersey                  Credit    Suisse
      104,428                                               (11,530)
           Man  Group   Plc/Jersey
      292,815                             Citibank                   (16,110)
           Man  Group   Plc/Jersey                  Deutsche     Bank
       43,759                                               (2,160)
           Man  Group   Plc/Jersey                  JP  Morgan
     1,070,502                                                (118,199)
           Marks   & Spencer    Group   Plc
      699,111                             Citibank                  (155,792)
           Marks   & Spencer    Group   Plc            Bank   of  America    Merrill    Lynch
      121,808                                               (71,004)
           Marks   & Spencer    Group   Plc            JP  Morgan
      320,034                                               (180,509)
           Marks   & Spencer    Group   Plc            Deutsche     Bank
      511,887                                               (298,388)
           Marks   & Spencer    Group   Plc            Credit    Suisse
      609,793                                               (343,943)
                                179/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           英国（続き）
           Marks   & Spencer    Group   Plc
      833,640                             HSBC                  (470,200)
           Marks   & Spencer    Group   Plc            Goldman    Sachs
      363,150                                               (77,466)
           Marks   & Spencer    Group   Plc            Bank   of  America    Merrill    Lynch
       24,361                                               13,173
           Marks   & Spencer    Group   Plc
      139,822                             Citibank                   75,607
           Marks   & Spencer    Group   Plc            Deutsche     Bank
      102,377                                                55,359
           Marks   & Spencer    Group   Plc            JP  Morgan
       64,007                                               34,611
           Marks   & Spencer    Group   Plc            Goldman    Sachs
       57,378                                               31,027
           Marks   & Spencer    Group   Plc            Credit    Suisse
      121,958                                                65,948
           Marks   & Spencer    Group   Plc
      166,728                             HSBC                   90,157
           Mediclinic      International       Plc           Credit    Suisse
      (283,926)                                               143,363
           Mediclinic      International       Plc           Goldman    Sachs
      (294,308)                                                82,148
           Mediclinic      International       Plc
      (398,661)                             Citibank                  140,034
           Mediclinic      International       Plc           JP  Morgan
      (406,231)                                               215,830
           Mediclinic      International       Plc
      (36,968)                            HSBC                   19,641
           Meggitt    Plc                   Goldman    Sachs
      (476,028)                                               117,347
      (25,180)     Meggitt    Plc                   JP  Morgan                 16,039
           Melrose    Industries      Plc
     (2,008,087)                              Citibank                  281,892
           Melrose    Industries      Plc              JP  Morgan
     (1,356,795)                                                437,301
           Melrose    Industries      Plc              Credit    Suisse
      (799,893)                                               260,833
           Melrose    Industries      Plc
     (1,570,928)                              HSBC                  506,316
           Merlin    Entertainments        Plc   ‘144A’          JP  Morgan
      (303,350)                                                (36,282)
           Merlin    Entertainments        Plc   ‘144A’          Credit    Suisse
      (521,730)                                                (62,402)
           Michael    Page   International       Plc          Bank   of  America    Merrill    Lynch
      423,156                                               (55,939)
           Michael    Page   International       Plc
      501,583                             Citibank                   (66,307)
           Michael    Page   International       Plc          Credit    Suisse
      389,058                                               (127,354)
           Michael    Page   International       Plc          JP  Morgan
       21,162                                               (6,927)
           Michael    Page   International       Plc          Deutsche     Bank
      174,508                                               (23,069)
           Michael    Page   International       Plc
      244,725                             HSBC                   (80,108)
           Micro   Focus   International       Plc          JP  Morgan
      (67,642)                                               (75,453)
           Mondi   Plc                    Bank   of  America    Merrill    Lynch
       62,250                                               (31,349)
           Mondi   Plc
       47,242                            Citibank                   (50,259)
           Mondi   Plc                    JP  Morgan
       37,599                                               (10,651)
           Mondi   Plc                    Credit    Suisse
       22,141                                               (6,272)
           Mondi   Plc                    Deutsche     Bank
       19,331                                               (9,735)
       86,683     Mondi   Plc                    HSBC                   (24,555)
           Moneysupermarket.com           Group   Plc
       91,825                            Citibank                   (7,283)
           Moneysupermarket.com           Group   Plc          Credit    Suisse
      364,513                                                39,926
           National     Express    Group   Plc            Bank   of  America    Merrill    Lynch
       40,630                                               (4,092)
           National     Express    Group   Plc
      179,996                             Citibank                   (1,360)
           National     Express    Group   Plc            JP  Morgan
      243,021                                               (45,283)
           National     Express    Group   Plc            Credit    Suisse
       35,354                                               (6,588)
           National     Grid   Plc                Goldman    Sachs
      (44,090)                                               14,070
           National     Grid   Plc                Credit    Suisse
      (246,599)                                               104,317
           National     Grid   Plc                Deutsche     Bank
      (113,263)                                                74,721
           National     Grid   Plc
      (74,168)                            HSBC                   31,375
                                180/337



                                                           EDINET提出書類
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                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           英国（続き）
           Next   Plc
       24,487                            Citibank                   (2,466)
           Next   Plc                     Bank   of  America    Merrill    Lynch
       17,468                                               (3,079)
           Next   Plc                     JP  Morgan
       33,602                                               38,074
           Next   Plc                     Deutsche     Bank
       26,546                                               (4,679)
           Next   Plc                     Credit    Suisse
       6,083                                               6,893
           Next   Plc
       4,086                            HSBC                   4,630
           NMC  Health    Plc                  Goldman    Sachs
      (11,960)                                               30,412
           NMC  Health    Plc                  Bank   of  America    Merrill    Lynch
      (89,595)                                               356,448
           NMC  Health    Plc
      (68,725)                            Citibank                  175,645
           NMC  Health    Plc                  Deutsche     Bank
      (16,491)                                               65,608
           NMC  Health    Plc
      (124,700)                             HSBC                  725,328
           NMC  Health    Plc                  JP  Morgan
      (11,760)                                               42,528
           NMC  Health    Plc                  Credit    Suisse
      (44,259)                                               257,436
           Ocado   Group   Plc
      (167,350)                             Citibank                   86,384
           Ocado   Group   Plc                 Bank   of  America    Merrill    Lynch
      (204,296)                                               234,060
      (130,610)      Ocado   Group   Plc                 Credit    Suisse               274,612
           Ocado   Group   Plc                 Goldman    Sachs
      (58,170)                                               48,040
           Ocado   Group   Plc                 JP  Morgan
      (432,142)                                               893,962
           Ocado   Group   Plc                 Deutsche     Bank
       (2,950)                                               3,380
           Pearson    Plc                   Credit    Suisse
      274,049                                               (79,356)
           Pearson    Plc
      123,568                             Citibank                   (28,936)
           Pearson    Plc                   Bank   of  America    Merrill    Lynch
      152,320                                               (33,752)
           Pearson    Plc                   Deutsche     Bank
      161,881                                               (35,870)
           Pearson    Plc                   JP  Morgan
       57,224                                               (16,570)
           Pearson    Plc
       34,696                            HSBC                   (10,047)
           Pennon    Group   Plc                 JP  Morgan
      (169,355)                                                (43,496)
           Pennon    Group   Plc                 Bank   of  America    Merrill    Lynch
      (85,612)                                                (6,898)
           Pennon    Group   Plc
       (2,776)                            Citibank                    (580)
           Persimmon     Plc                  Bank   of  America    Merrill    Lynch
       80,642                                              (154,323)
           Persimmon     Plc
       68,668                            Citibank                   (30,691)
           Persimmon     Plc                  JP  Morgan
       8,264                                              (16,023)
           Persimmon     Plc                  Credit    Suisse
       45,334                                               (87,896)
           Persimmon     Plc                  Deutsche     Bank
       54,795                                              (104,860)
           Persimmon     Plc
       23,731                            HSBC                   (46,011)
      137,745     Petrofac     Ltd                   Bank   of  America    Merrill    Lynch       (9,191)
           Petrofac     Ltd
      330,091                             Citibank                   (11,636)
           Phoenix    Group   Holdings     Plc            Credit    Suisse
      (595,790)                                                41,255
           Phoenix    Group   Holdings     Plc
      (246,236)                             Citibank                   10,540
           Phoenix    Group   Holdings     Plc
      (235,133)                             HSBC                   16,282
           Playtech     Plc                   Bank   of  America    Merrill    Lynch
      171,649                                                12,102
           Playtech     Plc                   JP  Morgan
      101,211                                                10,959
           Prudential      Plc                  Goldman    Sachs
      (91,640)                                               75,248
           Prudential      Plc                  JP  Morgan
      (184,567)                                               176,112
           Prudential      Plc                  Credit    Suisse
      (125,735)                                               133,764
           Prudential      Plc
      (39,210)                            HSBC                   21,911
                                181/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           英国（続き）
           Quilter    Plc   ‘144A’
     4,286,374                              HSBC                  (791,134)
           Reckitt    Benckiser     Group   Plc           Bank   of  America    Merrill    Lynch
      (92,284)                                               (99,920)
           Reckitt    Benckiser     Group   Plc
       (2,356)                            Citibank                   2,254
           Reckitt    Benckiser     Group   Plc           JP  Morgan
      (21,374)                                               (54,896)
           Reckitt    Benckiser     Group   Plc           Credit    Suisse
      (37,179)                                               (95,489)
           Reckitt    Benckiser     Group   Plc
      (38,177)                            HSBC                   (98,052)
           RELX   Plc                     Bank   of  America    Merrill    Lynch
       72,153                                               60,863
           RELX   Plc
       32,740                            Citibank                   (1,443)
           RELX   Plc                     JP  Morgan
       19,363                                               23,525
           RELX   Plc                     Credit    Suisse
       59,200                                               71,924
           RELX   Plc                     Goldman    Sachs
       95,160                                               37,195
           RELX   Plc
       19,144                            HSBC                   23,259
           Renishaw     Plc                   JP  Morgan
       (3,350)                                               (1,912)
           Renishaw     Plc                   Bank   of  America    Merrill    Lynch
       (8,175)                                               1,235
           Renishaw     Plc                   Deutsche     Bank
       (2,016)                                                305
       (4,668)    Renishaw     Plc                   Citibank                    (235)
           Renishaw     Plc                   Goldman    Sachs
      (14,785)                                                (2,987)
           Renishaw     Plc                   Credit    Suisse
       (7,418)                                               37,344
           Renishaw     Plc
      (10,780)                            HSBC                   58,631
           Rentokil     Initial    Plc
      (92,660)                            Citibank                   12,832
           Rentokil     Initial    Plc               Credit    Suisse
      (226,784)                                                39,402
           Rentokil     Initial    Plc
      (973,366)                             HSBC                  169,115
           Rightmove     Plc                  Credit    Suisse
      186,637                                                46,995
           Rightmove     Plc
      416,488                             Citibank                   26,742
           Rightmove     Plc                  JP  Morgan
      573,601                                               149,825
           Rightmove     Plc                  Goldman    Sachs
      500,574                                                54,701
           Rightmove     Plc
      421,464                             HSBC                  106,125
           Rio  Tinto   Plc                  Credit    Suisse
      101,684                                               138,902
           Rio  Tinto   Plc
       11,798                            Citibank                   (21,464)
           Rio  Tinto   Plc
       90,813                            HSBC                  124,052
           Rolls   Royce   Holdings     Plc             Credit    Suisse
     (5,750,077)                                                   －
           Rolls   Royce   Holdings     Plc
     (6,832,898)                              Citibank                   (8,602)
           Rolls   Royce   Holdings     Plc
    (13,114,481)                               HSBC                   (16,511)
           Rolls   Royce   Holdings     Plc             Bank   of  America    Merrill    Lynch
     (3,369,873)                                                   －
    (13,403,664)       Rolls   Royce   Holdings     Plc             JP  Morgan                 (16,875)
           Rolls-Royce      Holdings     Plc             Bank   of  America    Merrill    Lynch
      (47,463)                                               34,300
           Rolls-Royce      Holdings     Plc
      (114,051)                             Citibank                   87,303
           Rolls-Royce      Holdings     Plc             JP  Morgan
      (213,683)                                               150,117
           Rolls-Royce      Holdings     Plc             Credit    Suisse
      (96,366)                                               67,699
           Rolls-Royce      Holdings     Plc
      (184,711)                             HSBC                  129,764
           Royal   Bank   of  Scotland     Group   Plc         Credit    Suisse
      (270,929)                                                71,972
           Royal   Bank   of  Scotland     Group   Plc         Bank   of  America    Merrill    Lynch
      (187,070)                                                37,919
           Royal   Bank   of  Scotland     Group   Plc
      (580,647)                             Citibank                   23,393
           Royal   Bank   of  Scotland     Group   Plc         JP  Morgan
      (440,590)                                               117,042
           Royal   Bank   of  Scotland     Group   Plc
      (577,554)                             HSBC                  153,427
                                182/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           英国（続き）
           Royal   Dutch   Shell   Plc   ‘A’            Bank   of  America    Merrill    Lynch
      191,271                                               (128,833)
           Royal   Dutch   Shell   Plc   ‘A’            Credit    Suisse
       98,270                                               65,573
           Royal   Dutch   Shell   Plc   ‘A’
      119,908                             Citibank                  (110,959)
           Royal   Dutch   Shell   Plc   ‘A’
       44,861                            HSBC                   26,555
           Royal   Dutch   Shell   Plc   ‘A’            Goldman    Sachs
       7,570                                               (6,694)
           Royal   Dutch   Shell   Plc   ‘A’            JP  Morgan
       76,157                                               41,555
           Royal   Dutch   Shell   Plc   ‘B’            Citibank
       26,927                                               (27,121)
           Royal   Dutch   Shell   Plc   ‘B’            JP  Morgan
       39,838                                               27,586
           Royal   Dutch   Shell   Plc   ‘B’            Goldman    Sachs
       12,370                                               (7,943)
           Royal   Dutch   Shell   Plc   ‘B’            Bank   of  America    Merrill    Lynch
       27,689                                               (18,476)
           Royal   Dutch   Shell   Plc   ‘B’            HSBC
       7,910                                               (1,547)
           Royal   Dutch   Shell   Plc   ‘B’            Credit    Suisse
       89,441                                               61,933
           Royal   Mail   Plc                  Credit    Suisse
      124,076                                               (58,892)
           Royal   Mail   Plc                  Bank   of  America    Merrill    Lynch
     1,099,081                                                (480,159)
           Royal   Mail   Plc                  JP  Morgan
      182,915                                               (86,819)
     1,034,856      Royal   Mail   Plc                  HSBC                  (491,187)
           Royal   Mail   Plc
      121,166                             Citibank                   (27,154)
           Royal   Mail   Plc                  Deutsche     Bank
       56,887                                               (24,852)
           RPC  Group   Plc                  JP  Morgan
      (188,366)                                                2,372
           RPC  Group   Plc                  Bank   of  America    Merrill    Lynch
      (192,926)                                                  972
           RPC  Group   Plc
      (156,179)                             Citibank                   (1,966)
           RPC  Group   Plc                  Deutsche     Bank
      (112,816)                                                  568
           RPC  Group   Plc
      (376,209)                             HSBC                   4,736
           RSA  Insurance     Group   Plc
      (999,048)                             HSBC                  (211,311)
           RSA  Insurance     Group   Plc             Credit    Suisse
      (46,003)                                                (9,730)
           Sage   Group   Plc/The                  Bank   of  America    Merrill    Lynch
      192,740                                                73,283
           Sage   Group   Plc/The
       32,347                            Citibank                   (10,344)
           Sage   Group   Plc/The                  JP  Morgan
      174,795                                                58,978
           Sage   Group   Plc/The                  Credit    Suisse
       25,556                                                8,623
           Sage   Group   Plc/The                  Goldman    Sachs
       23,330                                                 365
           Sage   Group   Plc/The                  Deutsche     Bank
       82,257                                               31,276
           Sage   Group   Plc/The
      167,084                             HSBC                   56,376
           Schroders     Plc                  Goldman    Sachs
      (109,355)                                               158,029
           Schroders     Plc
      (89,151)                            Citibank                  190,810
      (46,182)     Schroders     Plc                  Bank   of  America    Merrill    Lynch      104,658
           Schroders     Plc                  Credit    Suisse
      (13,110)                                               34,662
           Segro   Plc  (Reit)                  Credit    Suisse
      (44,790)                                                (9,135)
           Segro   Plc  (Reit)                  Deutsche     Bank
      (67,467)                                               11,892
           Segro   Plc  (Reit)
      (177,531)                             Citibank                   42,020
           Severn    Trent   Plc                 Goldman    Sachs
       14,810                                                8,400
           Severn    Trent   Plc                 Bank   of  America    Merrill    Lynch
       36,865                                               10,675
           Severn    Trent   Plc                 Credit    Suisse
       8,225                                               3,676
           Severn    Trent   Plc                 JP  Morgan
       8,513                                               3,805
           Shaftesbury      Plc  (Reit)               Bank   of  America    Merrill    Lynch
      (158,821)                                                80,982
           Shaftesbury      Plc  (Reit)
      (13,326)                            Citibank                   2,097
                                183/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           英国（続き）
           Shaftesbury      Plc  (Reit)               JP  Morgan
      (44,535)                                               29,437
           Shaftesbury      Plc  (Reit)               Credit    Suisse
      (65,379)                                               43,214
           Shaftesbury      Plc  (Reit)               Deutsche     Bank
      (161,913)                                                82,559
           Shaftesbury      Plc  (Reit)
      (148,848)                             HSBC                   98,385
           Smith   & Nephew    Plc                Bank   of  America    Merrill    Lynch
      180,111                                                70,296
           Smith   & Nephew    Plc
      346,996                             Citibank                   54,609
           Smith   & Nephew    Plc                Credit    Suisse
       4,922                                               5,298
           Smith   & Nephew    Plc                Goldman    Sachs
       19,010                                                5,488
           Smiths    Group   Plc                 Goldman    Sachs
      (147,944)                                                95,734
           Smiths    Group   Plc                 Credit    Suisse
       (8,376)                                               8,964
           Smiths    Group   Plc
      (19,428)                            Citibank                   15,532
           Smiths    Group   Plc                 Bank   of  America    Merrill    Lynch
       (9,907)                                               6,424
           Smiths    Group   Plc
      (105,170)                             HSBC                  112,548
           Smiths    Group   Plc                 JP  Morgan
      (56,017)                                               43,529
           Spirax-Sarco       Engineering      Plc
       (3,420)                            Citibank                   22,605
      (19,620)     Spirax-Sarco       Engineering      Plc           Goldman    Sachs              102,477
           Spirax-Sarco       Engineering      Plc           Bank   of  America    Merrill    Lynch
       (9,673)                                               32,881
           Spirax-Sarco       Engineering      Plc           Credit    Suisse
       (1,578)                                               (1,093)
           Spirax-Sarco       Engineering      Plc           Deutsche     Bank
      (16,121)                                               54,800
           SSE  Plc                     JP  Morgan
       70,245                                               (39,797)
           SSE  Plc                     Bank   of  America    Merrill    Lynch
       37,170                                               (3,042)
           SSE  Plc                     Deutsche     Bank
      123,131                                               (10,076)
           SSE  Plc
       33,165                            HSBC                   (18,790)
           St  James’s     Place   Plc              Bank   of  America    Merrill    Lynch
      (64,753)                                               58,697
           St  James’s     Place   Plc              HSBC
      (190,890)                                               180,248
           Standard     Chartered     Plc              Deutsche     Bank
      (480,890)                                                (26,639)
           Standard     Chartered     Plc              JP  Morgan
      (39,085)                                                2,952
           Standard     Chartered     Plc              Goldman    Sachs
      (63,550)                                                5,130
           Standard     Chartered     Plc
      (154,607)                             HSBC                   11,679
           Standard     Life   Aberdeen     Plc            Bank   of  America    Merrill    Lynch
      (284,776)                                                (13,624)
           Standard     Life   Aberdeen     Plc
      (515,140)                             Citibank                   (11,026)
           Standard     Life   Aberdeen     Plc
      (57,286)                            HSBC                   2,885
           Tate   & Lyle   Plc
      351,310                             Citibank                  (270,687)
           Tate   & Lyle   Plc                 JP  Morgan
      200,633                                               (41,426)
      407,965     Tate   & Lyle   Plc                 Bank   of  America    Merrill    Lynch      (311,259)
           Tate   & Lyle   Plc                 Deutsche     Bank
      103,377                                               (78,872)
           Tate   & Lyle   Plc
       36,256                            HSBC                   (7,486)
           Taylor    Wimpey    Plc                Bank   of  America    Merrill    Lynch
      276,611                                               (38,656)
           Taylor    Wimpey    Plc                JP  Morgan
      697,474                                               (104,057)
           Taylor    Wimpey    Plc
      191,683                             Citibank                   (6,275)
           Taylor    Wimpey    Plc                Credit    Suisse
     1,191,104                                                (177,703)
           Taylor    Wimpey    Plc                Deutsche     Bank
      990,782                                               (138,461)
           Taylor    Wimpey    Plc                Goldman    Sachs
      537,990                                               (11,288)
           Taylor    Wimpey    Plc
      112,360                             HSBC                   (16,763)
           Tesco   Plc
     (2,150,761)                              HSBC                  484,698
                                184/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           英国（続き）
           TUI  AG                     Goldman    Sachs
      (41,790)                                               29,284
           TUI  AG                     Bank   of  America    Merrill    Lynch
      (37,610)                                               42,142
           TUI  AG                     Credit    Suisse
      (101,247)                                               101,289
           Tullett    Prebon    Plc                Credit    Suisse
        (770)                                                26
           Tullett    Prebon    Plc
      (13,987)                            Citibank                    (546)
           Tullett    Prebon    Plc                Deutsche     Bank
        (25)                                                (1)
           Tullett    Prebon    Plc                Bank   of  America    Merrill    Lynch
       (2,703)                                                 (78)
           Tullett    Prebon    Plc
      (381,177)                             HSBC                   12,957
           Unilever     Plc                   Bank   of  America    Merrill    Lynch
       37,018                                               66,646
           Unilever     Plc                   Deutsche     Bank
       15,820                                               28,482
           Unilever     Plc                   Goldman    Sachs
       46,310                                               21,413
           Unilever     Plc                   Credit    Suisse
       44,067                                               111,527
           Unilever     Plc
       19,939                            Citibank                   (6,025)
           Unilever     Plc
       43,336                            HSBC                  112,924
           Unilever     Plc                   JP  Morgan
       37,045                                               95,145
      133,325     United    Utilities     Group   Plc            Goldman    Sachs               26,945
           United    Utilities     Group   Plc            Credit    Suisse
       34,665                                                3,142
           United    Utilities     Group   Plc            Deutsche     Bank
      107,445                                                (6,764)
           Vodafone     Group   Plc                Bank   of  America    Merrill    Lynch
      672,094                                                32,493
           Vodafone     Group   Plc
     1,523,795                              Citibank                   80,192
           Vodafone     Group   Plc                JP  Morgan
      206,788                                               (26,712)
           Vodafone     Group   Plc                Goldman    Sachs
      963,880                                                66,043
           Vodafone     Group   Plc                Credit    Suisse
     1,778,358                                                (229,717)
           Vodafone     Group   Plc
     2,853,525                              HSBC                  (332,875)
           Weir   Group   Plc/The
      (68,704)                            Citibank                   81,308
           Weir   Group   Plc/The                  JP  Morgan
      (43,966)                                               92,993
           Weir   Group   Plc/The                  Goldman    Sachs
      (17,220)                                               20,796
           Weir   Group   Plc/The                  Bank   of  America    Merrill    Lynch
      (197,771)                                               217,870
           Weir   Group   Plc/The                  Credit    Suisse
      (191,800)                                               405,680
           Weir   Group   Plc/The                  Deutsche     Bank
      (94,631)                                               104,248
           Weir   Group   Plc/The
      (102,774)                             HSBC                  210,974
           Whitbread     Plc                  JP  Morgan
        (829)                                              (1,065)
           Whitbread     Plc
      (109,069)                             HSBC                  (140,064)
           William    Hill   Plc
      339,225                             Citibank                   (14,307)
       1,629    William    Hill   Plc                 JP  Morgan                   (356)
           William    Hill   Plc                 Bank   of  America    Merrill    Lynch
       23,553                                                (697)
           William    Hill   Plc                 Credit    Suisse
       45,392                                               (9,915)
           William    Hill   Plc
     1,910,650                              HSBC                  (417,356)
           Wm  Morrison     Supermarkets       Plc           Bank   of  America    Merrill    Lynch
       90,743                                               (19,936)
           Wm  Morrison     Supermarkets       Plc
      291,552                             Citibank                   (44,598)
           Wm  Morrison     Supermarkets       Plc           Deutsche     Bank
      225,176                                               (49,470)
           Wm  Morrison     Supermarkets       Plc
      666,740                             HSBC                  (137,246)
           Workspace     Group   Plc  (Reit)
      (37,075)                            HSBC                   39,909
           Workspace     Group   Plc  (Reit)
      (15,421)                            Citibank                   8,640
           Workspace     Group   Plc  (Reit)             Deutsche     Bank
       (2,252)                                               1,942
                                185/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           英国（続き）
           Workspace     Group   Plc  (Reit)             Bank   of  America    Merrill    Lynch
      (43,876)                                               37,839
           Workspace     Group   Plc  (Reit)             JP  Morgan
      (33,498)                                               36,059
           WPP  Plc                     Credit    Suisse
       24,630                                               (8,544)
           WPP  Plc                     JP  Morgan
       21,660                                               (3,575)
           WPP  Plc                     Goldman    Sachs              (18,054)
       92,880
                                                    11,430,494
           米国
           2U  Inc 
      (21,417)                            HSBC                  146,064
           2U  Inc                      Bank   of  America    Merrill    Lynch
      (133,001)                                               359,103
           2U  Inc                      Citibank
      (83,171)                                               226,225
           2U  Inc                      Goldman    Sachs
      (91,840)                                               246,936
           2U  Inc                      Credit    Suisse
      (60,782)                                               414,533
           2U  Inc                      JP  Morgan
      (22,886)                                               156,083
           3M  Co                      Bank   of  America    Merrill    Lynch
       (3,207)                                               45,860
           3M  Co                      Credit    Suisse
       (1,746)                                               32,772
       (9,102)    3M  Co                       Citibank                   90,292
           Aaron’s     Inc                   Credit    Suisse
       32,644                                              (132,208)
           Aaron’s     Inc                   Citibank
       20,567                                               (35,170)
           Aaron’s     Inc                   JP  Morgan
       28,848                                              (116,834)
           Abbott    Laboratories                    Goldman    Sachs
      (19,220)                                                8,091
           Abbott    Laboratories                    Bank   of  America    Merrill    Lynch
       (3,285)                                               2,431
           Abbott    Laboratories                    Credit    Suisse
      (10,359)                                                4,820
           Abbott    Laboratories                    JP  Morgan
       (2,600)                                                163
           AbbVie    Inc
       5,720                            HSBC                   (7,809)
           AbbVie    Inc                    JP  Morgan
       57,118                                               (76,538)
           AbbVie    Inc                    Bank   of  America    Merrill    Lynch
       70,014                                              (149,130)
           AbbVie    Inc
       25,050                            Citibank                  (123,747)
           AbbVie    Inc                    Credit    Suisse
       8,416                                              (11,277)
           Abiomed    Inc                   Credit    Suisse
       (1,019)                                               (2,058)
           Abiomed    Inc
       (1,375)                            Citibank                   4,386
           Acadia    Healthcare      Co  Inc             JP  Morgan
      (87,998)                                               44,879
           Acadia    Healthcare      Co  Inc             Goldman    Sachs
      (10,470)                                                5,415
           Acadia    Healthcare      Co  Inc             Bank   of  America    Merrill    Lynch
      (16,866)                                               17,878
           Acadia    Healthcare      Co  Inc
      (39,131)                            Citibank                   57,131
      (86,619)     Acadia    Healthcare      Co  Inc             Credit    Suisse               45,798
           Acadia    Realty    Trust   (Reit)             Bank   of  America    Merrill    Lynch
      (18,892)                                               30,416
           Acadia    Realty    Trust   (Reit)             JP  Morgan
      (17,472)                                               22,015
           Acadia    Realty    Trust   (Reit)
       (6,051)                            Citibank                   9,440
           Acadia    Realty    Trust   (Reit)             Credit    Suisse
       (6,288)                                               7,923
           Accenture     Plc   ‘A’
       10,628                            HSBC                   42,147
           Accenture     Plc   ‘A’                Bank   of  America    Merrill    Lynch
       17,582                                               42,021
           Accenture     Plc   ‘A’                Citibank
       14,853                                               (38,618)
           Accenture     Plc   ‘A’                JP  Morgan
       9,599                                               38,108
           Accenture     Plc   ‘A’                Credit    Suisse
       5,434                                               21,573
           Accenture     Plc   ‘A’                Goldman    Sachs
       2,770                                               (2,377)
                                186/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           米国（続き）
           Activision      Blizzard     Inc             Credit    Suisse
       (9,016)                                               33,449
           Activision      Blizzard     Inc
       (8,730)                            Citibank                   (1,746)
           Activision      Blizzard     Inc             JP  Morgan
      (23,866)                                               88,543
           Activision      Blizzard     Inc             Bank   of  America    Merrill    Lynch
       (2,824)                                               8,952
           Acuity    Brands    Inc                Bank   of  America    Merrill    Lynch
       17,560                                              (266,385)
           Acuity    Brands    Inc
       2,066                            Citibank                   (35,783)
           Acuity    Brands    Inc                JP  Morgan
       7,694                                              (177,501)
           Acuity    Brands    Inc                Credit    Suisse
       10,303                                              (237,690)
           Adient    Plc
       (9,907)                            HSBC                   51,021
           Adient    Plc
       (7,431)                            Citibank                    (594)
           Adient    Plc                    Goldman    Sachs
      (16,892)                                               21,444
           Adient    Plc                    Credit    Suisse
      (53,211)                                               266,618
           Adient    Plc                    JP  Morgan
      (35,164)                                               168,562
           Adobe   Inc                    Bank   of  America    Merrill    Lynch
       12,655                                               (86,181)
           Adobe   Inc
       1,853                            HSBC                   (12,526)
      (58,580)     ADT  Inc                     Citibank                   16,988
           ADT  Inc                     Credit    Suisse
      (286,325)                                                39,499
           Adtalem    Global    Education     Inc           Bank   of  America    Merrill    Lynch
       35,218                                               (2,113)
           Adtalem    Global    Education     Inc           Credit    Suisse
       9,292                                               (6,411)
           Adtalem    Global    Education     Inc
       17,880                            Citibank                   7,331
           Advance    Auto   Parts   Inc
       9,905                            Citibank                  (110,144)
           Advance    Auto   Parts   Inc              JP  Morgan
       4,213                                              (14,535)
           Advanced     Energy    Industries      Inc          Bank   of  America    Merrill    Lynch
       1,162                                               (4,416)
           Advanced     Energy    Industries      Inc          JP  Morgan
       4,063                                               (7,273)
           Advanced     Energy    Industries      Inc          Credit    Suisse
       10,448                                               (18,702)
           Advanced     Micro   Devices    Inc
      (10,150)                            HSBC                   (3,836)
           Advanced     Micro   Devices    Inc
      (85,770)                            Citibank                   (34,308)
           Advanced     Micro   Devices    Inc            JP  Morgan
      (368,714)                                               (265,474)
                                   Bank   of  America    Merrill    Lynch
      (24,394)     AECOM                                          49,642
      (69,713)     AECOM                        Citibank                   79,124
                                   Goldman    Sachs
      (61,080)     AECOM                                          50,424
           AerCap    Holdings     NV               JP  Morgan
       52,438                                              (283,690)
           AerCap    Holdings     NV               Bank   of  America    Merrill    Lynch
       46,538                                              (231,294)
           AerCap    Holdings     NV
       16,853                            Citibank                   (67,075)
      173,919     AES  Corp/VA                     Bank   of  America    Merrill    Lynch      (78,264)
           AES  Corp/VA                     JP  Morgan
       66,743                                               (14,016)
           AES  Corp/VA
      118,020                             Citibank                   (92,056)
           AES  Corp/VA                     Credit    Suisse
       95,968                                               (20,153)
           AES  Corp/VA                     Goldman    Sachs
      119,390                                               (80,028)
           Affiliated      Managers     Group   Inc          Bank   of  America    Merrill    Lynch
      (14,948)                                               106,280
           Affiliated      Managers     Group   Inc
       (6,220)                            Citibank                   33,028
           Affiliated      Managers     Group   Inc          JP  Morgan
       (9,994)                                               98,342
           Affiliated      Managers     Group   Inc          Credit    Suisse
      (12,155)                                               119,970
           Affiliated      Managers     Group   Inc
       (2,078)                            HSBC                   20,510
           Aflac   Inc
      205,851                             Citibank                  (168,798)
                                187/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           米国（続き）
           Aflac   Inc                    JP  Morgan
       68,228                                               75,863
           Aflac   Inc                    Bank   of  America    Merrill    Lynch
       20,610                                                1,649
           Aflac   Inc
       2,777                            HSBC                   3,194
           Aflac   Inc                    Credit    Suisse
       14,105                                               16,221
           AGCO   Corp                     Credit    Suisse
       15,673                                              (105,009)
           AGCO   Corp                     Bank   of  America    Merrill    Lynch
       13,173                                               (52,692)
           AGCO   Corp                     JP  Morgan
       8,550                                              (43,524)
           AGCO   Corp
       5,623                            Citibank                   (6,073)
           AGCO   Corp
       19,061                            HSBC                  (124,618)
           AGCO   Corp                     Goldman    Sachs
       45,340                                               (62,185)
           Agilent    Technologies       Inc             Bank   of  America    Merrill    Lynch
       38,732                                               (40,281)
           Agilent    Technologies       Inc
       6,303                            Citibank                   (8,635)
           Agilent    Technologies       Inc             JP  Morgan
       47,883                                              (479,309)
           Agilent    Technologies       Inc             Credit    Suisse
       25,391                                              (254,164)
           Agilent    Technologies       Inc
       3,197                            HSBC                   (32,002)
       46,910     Agilent    Technologies       Inc             Goldman    Sachs              (81,356)
           Agios   Pharmaceuticals        Inc            Bank   of  America    Merrill    Lynch
      (38,342)                                               57,896
           Agios   Pharmaceuticals        Inc            Credit    Suisse
      (45,873)                                               266,522
           Agios   Pharmaceuticals        Inc            Goldman    Sachs
      (16,450)                                               73,129
           Agios   Pharmaceuticals        Inc
      (23,039)                            HSBC                   78,919
           Agios   Pharmaceuticals        Inc
      (36,007)                            Citibank                  198,399
           Agios   Pharmaceuticals        Inc            JP  Morgan
      (57,141)                                               331,989
           AGNC   Investment      Corp   (Reit)
      283,798                             HSBC                  (350,098)
           AGNC   Investment      Corp   (Reit)             Goldman    Sachs
      195,350                                               (187,701)
           AGNC   Investment      Corp   (Reit)             Credit    Suisse
       52,108                                               (63,832)
           AGNC   Investment      Corp   (Reit)             Bank   of  America    Merrill    Lynch
      162,165                                               (200,274)
           AGNC   Investment      Corp   (Reit)
      125,594                             Citibank                   (99,847)
           Agnico    Eagle   Mines   Ltd              Bank   of  America    Merrill    Lynch
      (20,000)                                               (43,400)
           Agnico    Eagle   Mines   Ltd              Credit    Suisse
      (39,726)                                               (96,931)
           Agnico    Eagle   Mines   Ltd
      (17,783)                            Citibank                   (52,104)
           Agnico    Eagle   Mines   Ltd
      (65,183)                            HSBC                  (144,307)
           Agnico    Eagle   Mines   Ltd              JP  Morgan
      (34,594)                                               (91,476)
           Agnico    Eagle   Mines   Ltd              Goldman    Sachs
      (46,870)                                               (122,725)
           Air  Lease   Corp                  Goldman    Sachs
       20,240                                               (10,616)
       (4,310)    Air  Products     & Chemicals     Inc           Goldman    Sachs               6,482
           Akamai    Technologies       Inc
       71,706                            Citibank                  (237,347)
           Akamai    Technologies       Inc             Bank   of  America    Merrill    Lynch
       55,127                                               (43,550)
           Akamai    Technologies       Inc             Credit    Suisse
       39,561                                               (30,260)
           Akamai    Technologies       Inc
       34,401                            HSBC                   (25,418)
           Akamai    Technologies       Inc             JP  Morgan
       26,836                                               (30,593)
           Akamai    Technologies       Inc             Goldman    Sachs
       25,870                                               (53,118)
           Alarm.com     Holdings     Inc              Credit    Suisse
       22,160                                              (260,602)
           Alarm.com     Holdings     Inc              Citibank
       29,319                                               (87,077)
           Alaska    Air  Group   Inc               Goldman    Sachs
      (21,470)                                               67,415
           Alaska    Air  Group   Inc               Bank   of  America    Merrill    Lynch
      (31,898)                                               104,306
                                188/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           米国（続き）
           Alaska    Air  Group   Inc               Credit    Suisse
      (13,958)                                               34,476
           Alaska    Air  Group   Inc
      (15,896)                            HSBC                   39,263
           Alaska    Air  Group   Inc               JP  Morgan
      (33,447)                                               84,643
           Albemarle     Corp                  Credit    Suisse
       (7,474)                                               62,034
           Albemarle     Corp                  Goldman    Sachs
      (17,590)                                               77,921
           Albemarle     Corp                  Bank   of  America    Merrill    Lynch
      (27,723)                                               146,932
           Albemarle     Corp
      (45,785)                            Citibank                  168,489
           Albemarle     Corp                  JP  Morgan
      (60,132)                                               499,096
           Albemarle     Corp
      (20,332)                            HSBC                  161,461
           Alcoa   Corp                    Bank   of  America    Merrill    Lynch
      (14,421)                                               55,665
           Alcoa   Corp                    Credit    Suisse
      (40,240)                                               142,450
           Alcoa   Corp
       (6,317)                            HSBC                   22,362
           Alcoa   Corp                    JP  Morgan
      (39,607)                                               140,209
           Alexandria      Real   Estate    Equities     Inc  (Reit)     JP  Morgan
       (6,052)                                               (33,165)
           Alexandria      Real   Estate    Equities     Inc  (Reit)     Goldman    Sachs
      (11,090)                                                (3,972)
       (1,875)    Alexion    Pharmaceuticals        Inc           Citibank                   22,331
           Alexion    Pharmaceuticals        Inc           Goldman    Sachs
       (2,680)                                               38,280
           Alexion    Pharmaceuticals        Inc           Bank   of  America    Merrill    Lynch
       (1,560)                                               19,921
           Alexion    Pharmaceuticals        Inc           Credit    Suisse
       (6,145)                                              110,671
           Alexion    Pharmaceuticals        Inc
       (1,530)                            HSBC                   19,403
           Align   Technology      Inc               Bank   of  America    Merrill    Lynch
       (3,638)                                              171,404
           Align   Technology      Inc               JP  Morgan
       (3,022)                                              133,799
           Alleghany     Corp                  Credit    Suisse
        (989)                                              4,431
           Alleghany     Corp                  Goldman    Sachs
       (6,520)                                              141,978
           Alleghany     Corp
       (1,204)                            Citibank                   33,182
           Alleghany     Corp
       (1,400)                            HSBC                   9,027
           Alleghany     Corp                  JP  Morgan
       (1,989)                                               8,911
           Allegion     Plc                   Goldman    Sachs
       3,530                                               (8,733)
           Allergan     Plc                   JP  Morgan
      (10,699)                                               195,203
           Allergan     Plc                   Goldman    Sachs
       (1,610)                                               30,260
           Allergan     Plc
       (9,219)                            Citibank                  163,222
           Allergan     Plc                   Credit    Suisse
      (12,737)                                               227,656
           Allergan     Plc
       (6,320)                            HSBC                  113,230
           Allete    Inc                    Bank   of  America    Merrill    Lynch
      (13,339)                                                7,203
       (8,918)    Allete    Inc                    Citibank                   15,161
           Allete    Inc                    JP  Morgan
      (10,339)                                                 414
           Alliance     Data   Systems    Corp
       1,427                            HSBC                   (16,782)
           Alliance     Data   Systems    Corp            Credit    Suisse
       17,015                                              (194,252)
           Alliance     Data   Systems    Corp
       5,399                            Citibank                   (36,929)
           Alliance     Data   Systems    Corp            JP  Morgan
       3,639                                              (42,795)
           Alliance     Data   Systems    Corp            Goldman    Sachs
       15,160                                               (97,085)
           Alliant    Energy    Corp                Goldman    Sachs
       (7,610)                                               6,333
           Alliant    Energy    Corp                Credit    Suisse
      (17,802)                                               (14,598)
           Alliant    Energy    Corp                JP  Morgan
      (24,444)                                               (20,044)
           Allison    Transmission       Holdings     Inc
       57,209                            HSBC                  (193,072)
                                189/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           米国（続き）
           Allison    Transmission       Holdings     Inc        Bank   of  America    Merrill    Lynch
       59,428                                              (154,513)
           Allison    Transmission       Holdings     Inc
      104,575                             Citibank                  (188,235)
           Allison    Transmission       Holdings     Inc        JP  Morgan
       68,636                                              (246,403)
           Allison    Transmission       Holdings     Inc        Credit    Suisse
       43,694                                              (156,861)
           Allison    Transmission       Holdings     Inc        Goldman    Sachs
       80,900                                              (125,022)
           Allstate     Corp/The                   JP  Morgan
       39,786                                               (5,570)
           Allstate     Corp/The                   Bank   of  America    Merrill    Lynch
       42,142                                               (13,064)
           Allstate     Corp/The
       27,129                            Citibank                   (51,816)
           Allstate     Corp/The                   Credit    Suisse
       4,599                                               (1,134)
           Allstate     Corp/The
       3,235                            HSBC                    (453)
           Ally   Financial     Inc                JP  Morgan
       71,761                                               (23,814)
           Ally   Financial     Inc
       73,891                            Citibank                   (59,852)
           Ally   Financial     Inc                Bank   of  America    Merrill    Lynch
      211,647                                               (33,864)
           Ally   Financial     Inc                Credit    Suisse
      140,318                                               (43,499)
           Ally   Financial     Inc
       79,258                            HSBC                   (42,389)
       94,830     Ally   Financial     Inc                Goldman    Sachs              (43,017)
           Alnylam    Pharmaceuticals        Inc           Bank   of  America    Merrill    Lynch
      (68,406)                                                4,788
           Alnylam    Pharmaceuticals        Inc           Credit    Suisse
      (41,651)                                               89,550
           Alnylam    Pharmaceuticals        Inc           Goldman    Sachs
      (16,780)                                               11,132
           Alnylam    Pharmaceuticals        Inc
      (83,570)                            Citibank                   (15,878)
           Alnylam    Pharmaceuticals        Inc           JP  Morgan
      (39,188)                                               84,254
           Alphabet     Inc   ‘A’                Credit    Suisse
        785                                             (48,548)
           Alphabet     Inc   ‘A’                HSBC
        168                                             (10,390)
           Alphabet     Inc   ‘C’                Goldman    Sachs
       (1,410)                                               62,022
           Altria    Group   Inc
      (18,438)                            Citibank                   58,264
           Altria    Group   Inc                 JP  Morgan
      (16,897)                                               38,694
           Altria    Group   Inc
      (20,867)                            HSBC                   47,785
           Altria    Group   Inc                 Credit    Suisse
      (17,839)                                               40,851
           Altria    Group   Inc                 Bank   of  America    Merrill    Lynch
      (27,473)                                               67,584
           Amazon.com      Inc                  Bank   of  America    Merrill    Lynch
        (514)                                              43,433
           AMC  Networks     Inc   ‘A’              Bank   of  America    Merrill    Lynch
       11,671                                               (12,721)
           AMC  Networks     Inc   ‘A’              Citibank
       32,388                                               (58,298)
           AMC  Networks     Inc   ‘A’              JP  Morgan
       99,223                                              (268,894)
           AMC  Networks     Inc   ‘A’              Credit    Suisse
       16,913                                               (45,834)
       6,760    AMC  Networks     Inc   ‘A’              Goldman    Sachs              (11,468)
           Amdocs    Ltd                    Bank   of  America    Merrill    Lynch
       3,750                                               (6,487)
           Amdocs    Ltd
       3,680                            HSBC                   18,678
           Amdocs    Ltd                    Goldman    Sachs
       19,900                                               (35,359)
           Amedisys     Inc                   Bank   of  America    Merrill    Lynch
       19,760                                               23,317
           Amedisys     Inc                   Credit    Suisse
       4,129                                              (17,177)
           Amedisys     Inc
       11,572                            Citibank                   14,349
           Amedisys     Inc
       13,154                            HSBC                   (54,721)
           Amedisys     Inc                   JP  Morgan
       11,901                                               (49,508)
                                   Bank   of  America    Merrill    Lynch
      (11,090)     AMERCO                                          231,116
      (11,347)     AMERCO                        Citibank                  174,971
                                190/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           米国（続き）
                                   JP  Morgan
       (6,809)    AMERCO                                          90,560
                                   Credit    Suisse
       (6,192)    AMERCO                                          82,354
           Ameren    Corp
       9,429                            Citibank                   (17,727)
           Ameren    Corp                    Bank   of  America    Merrill    Lynch
       12,830                                               (9,366)
           Ameren    Corp                    JP  Morgan
       48,737                                               79,441
           Ameren    Corp                    Credit    Suisse
       24,471                                               39,888
           Ameren    Corp                    Goldman    Sachs
       5,830                                               (6,909)
           American     Airlines     Group   Inc           Goldman    Sachs
       48,760                                               (94,514)
           American     Campus    Communities      Inc  (Reit)       Goldman    Sachs
      (100,130)                                                92,323
           American     Campus    Communities      Inc  (Reit)
       (8,474)                            Citibank                   5,593
           American     Campus    Communities      Inc  (Reit)       Bank   of  America    Merrill    Lynch
      (54,478)                                               53,388
           American     Campus    Communities      Inc  (Reit)       JP  Morgan
      (65,045)                                               10,458
           American     Campus    Communities      Inc  (Reit)       Credit    Suisse
      (29,114)                                                9,000
           American     Eagle   Outfitters      Inc          JP  Morgan
      100,038                                               (558,212)
           American     Eagle   Outfitters      Inc          Bank   of  America    Merrill    Lynch
       51,456                                              (135,844)
       37,229     American     Electric     Power   Co  Inc          HSBC                   72,410
           American     Electric     Power   Co  Inc          Credit    Suisse
       22,195                                               43,169
           American     Express    Co               Bank   of  America    Merrill    Lynch
       6,661                                              (16,453)
           American     Express    Co
       58,858                            Citibank                  (283,696)
           American     Express    Co
       4,796                            HSBC                   (11,031)
           American     Express    Co               Credit    Suisse
       38,286                                               (88,470)
           American     Express    Co               JP  Morgan
       1,330                                               (3,059)
           American     Financial     Group   Inc/OH           Bank   of  America    Merrill    Lynch
       17,961                                               (24,247)
           American     Financial     Group   Inc/OH           JP  Morgan
       20,705                                               (84,476)
           American     Financial     Group   Inc/OH
       23,291                            Citibank                   (59,858)
           American     Financial     Group   Inc/OH           Credit    Suisse
       25,232                                              (102,947)
           American     Homes   ▶ Rent   (Reit)    ‘A’        Credit    Suisse
      (20,208)                                               (10,912)
           American     Homes   ▶ Rent   (Reit)    ‘A’        Goldman    Sachs
      (123,780)                                                4,762
           American     Homes   ▶ Rent   (Reit)    ‘A’        Bank   of  America    Merrill    Lynch
      (36,513)                                                (7,303)
           American     Homes   ▶ Rent   (Reit)    ‘A’        Citibank
      (48,687)                                                5,842
           American     Homes   ▶ Rent   (Reit)    ‘A’        JP  Morgan
      (27,769)                                               (14,995)
           American     International       Group   Inc         Credit    Suisse
      (14,588)                                               (15,026)
           American     International       Group   Inc
      (70,068)                            Citibank                  110,007
           American     International       Group   Inc         JP  Morgan
      (113,130)                                               (116,524)
       9,498    American     National     Insurance     Co         Credit    Suisse               (10,353)
           American     National     Insurance     Co         Bank   of  America    Merrill    Lynch
       5,701                                               (7,126)
           American     National     Insurance     Co
       2,785                            Citibank                   (9,469)
           American     Tower   Corp   (Reit)
       (1,491)                            HSBC                   (24,467)
           American     Tower   Corp   (Reit)             Bank   of  America    Merrill    Lynch
       (2,278)                                               (17,267)
           American     Tower   Corp   (Reit)             JP  Morgan
      (11,185)                                               (183,546)
           American     Tower   Corp   (Reit)             Credit    Suisse
       (5,785)                                               (94,932)
           American     Water   Works   Co  Inc           Bank   of  America    Merrill    Lynch
      (31,278)                                               (71,314)
           American     Water   Works   Co  Inc           Credit    Suisse
       (2,490)                                               (12,961)
           American     Water   Works   Co  Inc           JP  Morgan
       (1,324)                                               (8,844)
           American     Water   Works   Co  Inc           Goldman    Sachs
       (8,450)                                                 (66)
                                191/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           米国（続き）
           Ameriprise      Financial     Inc             Bank   of  America    Merrill    Lynch
       5,744                                              (20,161)
           Ameriprise      Financial     Inc
       26,208                            Citibank                  (199,705)
           Ameriprise      Financial     Inc             JP  Morgan
       16,355                                               (69,734)
           Ameriprise      Financial     Inc             Credit    Suisse
        152                                               (652)
           Ameriprise      Financial     Inc             Goldman    Sachs
       8,630                                              (46,743)
           Ametek    Inc
       12,210                            Citibank                   (37,241)
           Ametek    Inc
       11,360                            HSBC                   (33,285)
           Ametek    Inc                    JP  Morgan
       21,256                                               (60,940)
           Ametek    Inc                    Bank   of  America    Merrill    Lynch
       12,911                                               (41,444)
           Ametek    Inc                    Credit    Suisse
       6,405                                              (18,767)
           Ametek    Inc                    Goldman    Sachs
       35,340                                               (94,424)
           Amgen   Inc                    Credit    Suisse
       44,266                                              (193,442)
           Amgen   Inc
       44,045                            Citibank                  (155,038)
           Amgen   Inc                    JP  Morgan
       47,504                                              (207,592)
           Amgen   Inc                    Bank   of  America    Merrill    Lynch
       42,099                                               (87,987)
       21,190     Amgen   Inc                    HSBC                   (62,509)
           Amgen   Inc                    Goldman    Sachs
       9,310                                              (27,219)
           AMN  Healthcare      Services     Inc
       3,414                            Citibank                   (9,457)
           Amneal    Pharmaceuticals        Inc            Bank   of  America    Merrill    Lynch
        (84)                                               105
           Amphenol     Corp   ‘A’
        (806)                           Citibank                   2,329
           Amphenol     Corp   ‘A’                JP  Morgan
      (26,719)                                               183,827
           Analog    Devices    Inc                Bank   of  America    Merrill    Lynch
      (39,041)                                               432,574
           Analog    Devices    Inc                Credit    Suisse
       (3,451)                                               47,417
           Analog    Devices    Inc
      (24,894)                            Citibank                  115,259
           Analog    Devices    Inc                JP  Morgan
      (16,640)                                               228,634
           Analog    Devices    Inc                Goldman    Sachs
      (26,060)                                               88,904
           Analog    Devices    Inc
       (3,970)                            HSBC                   47,346
           Annaly    Capital    Management      Inc  (Reit)
      125,670                             HSBC                   (97,734)
           Annaly    Capital    Management      Inc  (Reit)        Bank   of  America    Merrill    Lynch
      262,792                                               (193,152)
           Annaly    Capital    Management      Inc  (Reit)        Credit    Suisse
      329,104                                               (271,511)
           Annaly    Capital    Management      Inc  (Reit)        JP  Morgan
      171,603                                               (141,572)
           Annaly    Capital    Management      Inc  (Reit)        Goldman    Sachs
      313,320                                               (160,079)
           Annaly    Capital    Management      Inc  (Reit)
      175,518                             Citibank                   (88,637)
           Ansys   Inc                    JP  Morgan
       4,402                                              (35,745)
       6,134    Ansys   Inc                    Bank   of  America    Merrill    Lynch      (44,717)
           Ansys   Inc
       9,732                            Citibank                   (57,127)
           Ansys   Inc                    Goldman    Sachs
       17,700                                               (88,648)
           Ansys   Inc                    Credit    Suisse
       7,198                                              (81,121)
           Antero    Resources     Corp               Bank   of  America    Merrill    Lynch
      (91,909)                                               164,517
           Antero    Resources     Corp               JP  Morgan
      (30,642)                                               47,189
           Antero    Resources     Corp               Credit    Suisse
      (61,740)                                               95,080
           AO  Smith   Corp                   Bank   of  America    Merrill    Lynch
       23,150                                              (170,153)
           AO  Smith   Corp                   Goldman    Sachs
       44,170                                              (118,630)
           Aon  Plc
      (10,813)                            Citibank                   3,839
           Aon  Plc                     JP  Morgan
       (7,790)                                               (24,811)
                                192/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           米国（続き）
           Apartment     Investment      & Management      Co  ‘A’
                                   JP  Morgan
       29,481                                                6,191
           (Reit)
           Apartment     Investment      & Management      Co  ‘A’
                                   Bank   of  America    Merrill    Lynch
       18,549                                               (13,912)
           (Reit)
           Apartment     Investment      & Management      Co  ‘A’
       10,028                            Credit    Suisse                2,106
           (Reit)
           Apartment     Investment      & Management      Co  ‘A’
       6,714                            Citibank                   (7,788)
           (Reit) 
           Apartment     Investment      & Management      Co  ‘A’
                                   HSBC
       6,121                                               1,285
           (Reit)
           Apartment     Investment      & Management      Co  ‘A’
                                   Goldman    Sachs
       55,550                                               (55,574)
           (Reit)
           Apergy    Corp                    Credit    Suisse
       8,629                                              (61,870)
           Apergy    Corp                    JP  Morgan
       14,272                                              (102,330)
           Apergy    Corp                    Bank   of  America    Merrill    Lynch
       28,585                                              (173,511)
           Apergy    Corp
       26,840                            Citibank                   (45,360)
           Apple   Hospitality      Inc  (Reit)
       24,768                            Citibank                   (14,365)
           Apple   Hospitality      Inc  (Reit)            Credit    Suisse
       33,696                                               (19,544)
           Apple   Hospitality      Inc  (Reit)            Bank   of  America    Merrill    Lynch
       26,682                                               (26,415)
       89,424     Apple   Hospitality      Inc  (Reit)            JP  Morgan                 (51,866)
       12,043     Apple   Inc                    Citibank                   (71,174)
           Apple   Inc                    Credit    Suisse
       3,012                                              (78,402)
           Apple   Inc                    Bank   of  America    Merrill    Lynch
       1,560                                              (21,918)
           Apple   Inc
       1,070                            HSBC                   (27,852)
           Applied    Industrial      Technologies       Inc       Bank   of  America    Merrill    Lynch
       20,340                                               (16,272)
           Applied    Industrial      Technologies       Inc       JP  Morgan
       32,144                                              (125,683)
           Applied    Materials     Inc              Bank   of  America    Merrill    Lynch
       61,031                                              (139,151)
           Applied    Materials     Inc              JP  Morgan
       7,070                                               (6,209)
           Applied    Materials     Inc              Goldman    Sachs
       17,240                                               (16,139)
           AptarGroup      Inc                  Bank   of  America    Merrill    Lynch
      (11,893)                                                3,806
           AptarGroup      Inc                  Credit    Suisse
       (4,411)                                               4,720
           AptarGroup      Inc                  JP  Morgan
       (6,775)                                               7,249
           Aptiv   Plc
       (8,621)                            Citibank                   32,329
           Aptiv   Plc                    Credit    Suisse
       (4,960)                                               70,035
           Aptiv   Plc                    JP  Morgan
       (5,174)                                               73,057
           Aptiv   Plc                    Goldman    Sachs
       (4,660)                                               22,905
           Aptiv   Plc
       (2,024)                            HSBC                   28,579
           Aqua   America    Inc                 JP  Morgan
      (25,477)                                               (45,859)
           Aqua   America    Inc                 Bank   of  America    Merrill    Lynch
      (13,374)                                                (2,407)
           Aqua   America    Inc
      (34,104)                            Citibank                   20,462
           Aqua   America    Inc                 Credit    Suisse
      (98,830)                                               (177,894)
                                   Goldman    Sachs
       12,610     Aramark                                          32,045
           Arch   Capital    Group   Ltd              Bank   of  America    Merrill    Lynch
      (44,290)                                                (4,872)
           Arch   Capital    Group   Ltd              JP  Morgan
      (14,822)                                                (9,041)
           Arch   Capital    Group   Ltd              Credit    Suisse
      (14,133)                                                (8,621)
           Archer-Daniels-Midland            Co
      (10,319)                            HSBC                   44,475
           Archer-Daniels-Midland            Co            Bank   of  America    Merrill    Lynch
      (25,649)                                               73,613
           Archer-Daniels-Midland            Co            Credit    Suisse
      (21,250)                                               60,348
                                193/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           米国（続き）
           Archer-Daniels-Midland            Co            Goldman    Sachs
      (126,450)                                               211,618
           Archer-Daniels-Midland            Co            JP  Morgan
      (22,170)                                               86,982
           Arconic    Inc
      (43,600)                            HSBC                   22,236
           Arconic    Inc
      (25,930)                            Citibank                   12,706
           Arconic    Inc                   Bank   of  America    Merrill    Lynch
      (150,123)                                                19,516
           Arconic    Inc                   Credit    Suisse
      (164,007)                                                83,644
           Arconic    Inc                   JP  Morgan
      (88,098)                                               44,930
           Arista    Networks     Inc
       (7,489)                            HSBC                  151,202
           Arista    Networks     Inc               Credit    Suisse
       (5,958)                                              125,058
           Arista    Networks     Inc
       (8,791)                            Citibank                   69,273
           Arista    Networks     Inc               Goldman    Sachs
       (1,130)                                               9,802
           Arista    Networks     Inc               Bank   of  America    Merrill    Lynch
      (10,584)                                               36,409
           Arista    Networks     Inc               JP  Morgan
      (10,238)                                               185,810
           Armstrong     World   Industries      Inc          Credit    Suisse
       11,968                                               17,952
           Armstrong     World   Industries      Inc          Bank   of  America    Merrill    Lynch
       17,849                                                9,281
       10,716     Armstrong     World   Industries      Inc          Citibank                   4,286
           Armstrong     World   Industries      Inc          JP  Morgan
       24,214                                               35,869
           Armstrong     World   Industries      Inc          Goldman    Sachs
       25,030                                               10,118
           Armstrong     World   Industries      Inc
       3,092                            HSBC                   4,638
           Arrow   Electronics      Inc
       14,670                            Citibank                   (37,702)
           Arrow   Electronics      Inc              JP  Morgan
       24,272                                              (174,945)
           Arrow   Electronics      Inc              Credit    Suisse
       13,852                                              (109,569)
           Arrow   Electronics      Inc              Goldman    Sachs
       76,250                                              (201,011)
           Arthur    J Gallagher     & Co             Credit    Suisse
      (13,103)                                               (21,489)
           Arthur    J Gallagher     & Co
       (6,044)                            HSBC                   (10,094)
           Arthur    J Gallagher     & Co             Bank   of  America    Merrill    Lynch
      (38,935)                                               (63,075)
           Arthur    J Gallagher     & Co
       (6,427)                            Citibank                   2,956
           Arthur    J Gallagher     & Co             JP  Morgan
      (35,852)                                               (58,675)
           Arthur    J Gallagher     & Co             Goldman    Sachs
      (35,250)                                               (14,927)
           ASGN   Inc                     Credit    Suisse
       12,572                                              (119,308)
           ASGN   Inc                     Bank   of  America    Merrill    Lynch
       13,090                                               (85,740)
           ASGN   Inc
       6,675                            Citibank                   (35,177)
           ASGN   Inc
       3,278                            HSBC                   (31,108)
           ASGN   Inc                     JP  Morgan
       8,094                                              (76,812)
       13,484     Ashland    Global    Holdings     Inc           JP  Morgan                 (15,505)
           Ashland    Global    Holdings     Inc           Goldman    Sachs
       36,970                                               57,125
           Ashland    Global    Holdings     Inc
       9,240                            HSBC                   6,661
           Aspen   Technology      Inc               Credit    Suisse
       11,277                                               (35,071)
           Aspen   Technology      Inc               JP  Morgan
       46,291                                              (143,965)
           Aspen   Technology      Inc               Bank   of  America    Merrill    Lynch
       35,440                                               (12,404)
           Aspen   Technology      Inc
       5,300                            HSBC                   2,757
           Aspen   Technology      Inc               Goldman    Sachs
       24,950                                               (38,150)
           Associated      Banc   Corp               Goldman    Sachs
      (51,880)                                               50,251
           Assurant     Inc                   Bank   of  America    Merrill    Lynch
      (12,739)                                               (58,854)
           Assurant     Inc                   JP  Morgan
       (4,692)                                               (19,050)
                                194/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           米国（続き）
           Assurant     Inc                   Credit    Suisse
       (2,336)                                               (9,484)
           Assurant     Inc
       (3,861)                            HSBC                   (15,676)
           Assured    Guaranty     Ltd               Credit    Suisse
       23,030                                              (120,217)
           Assured    Guaranty     Ltd               Bank   of  America    Merrill    Lynch
       22,891                                               (40,059)
           Assured    Guaranty     Ltd
       31,889                            Citibank                   (46,239)
           Assured    Guaranty     Ltd               JP  Morgan
       44,080                                              (230,098)
           Assured    Guaranty     Ltd               Goldman    Sachs
       13,080                                               (12,079)
           Assured    Guaranty     Ltd
       8,778                            HSBC                   (45,821)
           AT&T   Inc                     Bank   of  America    Merrill    Lynch
      (78,139)                                               28,911
           AT&T   Inc                     Credit    Suisse
      (54,139)                                               (31,401)
           AT&T   Inc                     Goldman    Sachs
      (70,440)                                               73,194
           AT&T   Inc
      (109,759)                             Citibank                  153,663
           AT&T   Inc                     JP  Morgan
      (73,445)                                               (42,598)
           Athene    Holding    Ltd   ‘A’             Bank   of  America    Merrill    Lynch
       85,634                                              (166,130)
           Athene    Holding    Ltd   ‘A’             Credit    Suisse
       37,639                                              (155,073)
       96,589     Athene    Holding    Ltd   ‘A’             JP  Morgan                (397,947)
           Athene    Holding    Ltd   ‘A’
       38,941                            Citibank                   (98,131)
           Atlassian     Corp   Plc   ‘A’             JP  Morgan
      (52,647)                                               (420,650)
           Atlassian     Corp   Plc   ‘A’             Credit    Suisse
      (19,113)                                               (136,481)
           Atlassian     Corp   Plc   ‘A’             Citibank
      (16,528)                                               18,016
           Atmos   Energy    Corp
      (20,334)                            Citibank                   46,158
           Autodesk     Inc                   Goldman    Sachs
       1,500                                               (1,001)
           Automatic     Data   Processing      Inc          Credit    Suisse
       15,894                                               10,172
           Automatic     Data   Processing      Inc          Bank   of  America    Merrill    Lynch
       64,161                                               29,514
           Automatic     Data   Processing      Inc
       23,255                            Citibank                   (82,323)
           Automatic     Data   Processing      Inc
       12,213                            HSBC                   7,816
           Automatic     Data   Processing      Inc          JP  Morgan
       10,017                                                6,411
           Automatic     Data   Processing      Inc          Goldman    Sachs
       6,470                                              (11,471)
           AutoNation      Inc
      (17,929)                            Citibank                   12,730
           AutoNation      Inc                  JP  Morgan
      (28,136)                                               37,702
           AutoNation      Inc                  Credit    Suisse
      (11,648)                                               15,608
           AutoNation      Inc                  Bank   of  America    Merrill    Lynch
      (21,316)                                                (2,984)
           AutoZone     Inc                   Bank   of  America    Merrill    Lynch
       1,304                                               54,299
           AutoZone     Inc
       1,012                            Citibank                   (24,217)
        992   AutoZone     Inc                   Credit    Suisse               14,285
           AutoZone     Inc                   Goldman    Sachs
        310                                             10,599
           AutoZone     Inc                   JP  Morgan
        842                                             12,125
           AutoZone     Inc
        722                           HSBC                   13,873
           AvalonBay     Communities      Inc  (Reit)          JP  Morgan
       14,520                                               63,307
           AvalonBay     Communities      Inc  (Reit)          Bank   of  America    Merrill    Lynch
       7,996                                                880
           AvalonBay     Communities      Inc  (Reit)
       9,302                            Citibank                   (23,255)
           AvalonBay     Communities      Inc  (Reit)          Credit    Suisse
       2,094                                               9,130
           Avangrid     Inc                   Credit    Suisse
       5,023                                               4,219
           Avangrid     Inc
       10,505                            Citibank                   (5,883)
           Avangrid     Inc                   JP  Morgan
       3,837                                               3,223
                                195/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           米国（続き）
           Avangrid     Inc                   Goldman    Sachs
       13,520                                               (6,120)
           Avery   Dennison     Corp
       5,260                            HSBC                   (4,656)
           Avery   Dennison     Corp
       1,970                            Citibank                   6,343
           Avery   Dennison     Corp                Credit    Suisse
       2,442                                               (5,861)
           Avery   Dennison     Corp                Goldman    Sachs
       12,990                                               29,744
           Avery   Dennison     Corp                JP  Morgan
       64,303                                              (154,327)
           Avista    Corp                    Bank   of  America    Merrill    Lynch
       (2,696)                                               3,235
           Avista    Corp                    JP  Morgan
      (20,038)                                               24,246
           Avnet   Inc                    Bank   of  America    Merrill    Lynch
       4,713                                              (12,254)
           AXA  Equitable     Holdings     Inc            Bank   of  America    Merrill    Lynch
      121,450                                               (69,227)
           AXA  Equitable     Holdings     Inc
       89,076                            Citibank                   (47,210)
           Axalta    Coating    Systems    Ltd            Credit    Suisse
      (21,150)                                               47,588
           Axalta    Coating    Systems    Ltd            Bank   of  America    Merrill    Lynch
      (54,702)                                               101,199
           Axalta    Coating    Systems    Ltd
       (7,686)                            Citibank                   10,069
           Axalta    Coating    Systems    Ltd            JP  Morgan
      (28,226)                                               63,509
       22,003     Axis   Capital    Holdings     Ltd            Credit    Suisse               40,015
           Axis   Capital    Holdings     Ltd            JP  Morgan
       24,046                                               58,672
           Axis   Capital    Holdings     Ltd            Bank   of  America    Merrill    Lynch
       9,351                                               9,164
           Axis   Capital    Holdings     Ltd
       24,834                            Citibank                   2,235
           Axis   Capital    Holdings     Ltd            Goldman    Sachs
       56,030                                                (571)
           Baker   Hughes    ▶ GE  Co
      (63,890)                            Citibank                  159,086
           Baker   Hughes    ▶ GE  Co              JP  Morgan
      (53,620)                                               111,530
           Baker   Hughes    ▶ GE  Co              Bank   of  America    Merrill    Lynch
      (166,888)                                               312,081
           Ball   Corp                     Bank   of  America    Merrill    Lynch
      (35,693)                                               58,180
           Ball   Corp
      (68,000)                            Citibank                   42,160
           Ball   Corp                     Goldman    Sachs
      (39,850)                                               32,885
           Ball   Corp                     JP  Morgan
      (16,710)                                               29,763
           Ball   Corp
       (4,967)                            HSBC                   5,315
           Bank   of  Hawaii    Corp                Credit    Suisse
       8,037                                              (47,901)
           Bank   of  Hawaii    Corp                Bank   of  America    Merrill    Lynch
       12,837                                               (39,538)
           Bank   of  Hawaii    Corp
       6,592                            Citibank                   (25,577)
           Bank   of  Hawaii    Corp                JP  Morgan
       31,004                                              (184,784)
           Bank   of  New  York   Mellon    Corp/The           Bank   of  America    Merrill    Lynch
      (10,572)                                               41,548
           Bank   OZK                     Bank   of  America    Merrill    Lynch
      (126,124)                                               303,959
      (27,823)     Bank   OZK                     Credit    Suisse               102,945
           Bank   OZK                     JP  Morgan
      (129,413)                                               409,023
           Bank   OZK
      (149,272)                             Citibank                  367,209
           Bank   OZK                     Goldman    Sachs
      (174,394)                                               388,782
           Bank   OZK
      (22,790)                            HSBC                   84,323
           BankUnited      Inc                  Bank   of  America    Merrill    Lynch
      (10,806)                                               16,101
           BankUnited      Inc
       (6,587)                            Citibank                   8,102
           BankUnited      Inc                  Goldman    Sachs
      (47,920)                                               61,939
           BankUnited      Inc
       (5,538)                            HSBC                   17,334
           BankUnited      Inc                  Credit    Suisse
      (12,660)                                               28,727
           Barrick    Gold   Corp
      (123,503)                             Citibank                   (28,406)
                                196/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           米国（続き）
           Barrick    Gold   Corp                 Bank   of  America    Merrill    Lynch
      (144,117)                                                47,559
           Barrick    Gold   Corp                 Credit    Suisse
      (34,150)                                                6,632
           Barrick    Gold   Corp                 JP  Morgan
      (37,363)                                               14,945
           Barrick    Gold   Corp                 Goldman    Sachs
      (109,280)                                                (13,630)
           Bausch    Health    Cos  Inc              Bank   of  America    Merrill    Lynch
      (13,570)                                               60,387
           Bausch    Health    Cos  Inc
       (8,856)                            Citibank                   31,970
           Bausch    Health    Cos  Inc
      (32,472)                            HSBC                  154,713
           Bausch    Health    Cos  Inc              JP  Morgan
      (21,675)                                               121,814
           Baxter    International       Inc             Bank   of  America    Merrill    Lynch
       64,766                                              (168,392)
           Baxter    International       Inc             JP  Morgan
       35,991                                              (120,570)
           Baxter    International       Inc
       15,209                            Citibank                   (33,916)
           Baxter    International       Inc             Credit    Suisse
       17,846                                               (59,784)
           Baxter    International       Inc
       12,244                            HSBC                   (41,017)
           BB&T   Corp                     JP  Morgan
       (7,074)                                               17,614
           BB&T   Corp                     Bank   of  America    Merrill    Lynch
      (14,820)                                               11,115
      (35,690)     BB&T   Corp                     Goldman    Sachs               48,313
           Becton    Dickinson     and  Co             Bank   of  America    Merrill    Lynch
      (29,126)                                               (246,988)
           Becton    Dickinson     and  Co             Credit    Suisse
      (13,491)                                               (21,046)
           Becton    Dickinson     and  Co
      (46,105)                            Citibank                   82,528
           Becton    Dickinson     and  Co             JP  Morgan
      (10,337)                                               (16,126)
           Becton    Dickinson     and  Co             Goldman    Sachs
      (14,870)                                               (65,962)
           Bed  Bath   & Beyond    Inc              Bank   of  America    Merrill    Lynch
      191,377                                               (497,580)
           Bed  Bath   & Beyond    Inc
      114,867                             Citibank                  (180,341)
           Bed  Bath   & Beyond    Inc              JP  Morgan
       13,429                                               (43,376)
           BeiGene    Ltd  ADR                 Goldman    Sachs
       (1,790)                                               36,973
           BeiGene    Ltd  ADR
       (9,134)                            HSBC                   62,607
           BeiGene    Ltd  ADR                 JP  Morgan
      (32,418)                                               118,590
           BeiGene    Ltd  ADR                 Bank   of  America    Merrill    Lynch
      (23,127)                                               387,377
           BeiGene    Ltd  ADR                 Credit    Suisse
      (20,229)                                               16,183
           BeiGene    Ltd  ADR
      (18,960)                            Citibank                  246,859
           Belden    Inc                    Credit    Suisse
       3,795                                              (36,128)
           Bemis   Co  Inc                   Bank   of  America    Merrill    Lynch
       5,716                                                457
           Bemis   Co  Inc
       9,340                            Citibank                   3,549
           Bemis   Co  Inc                   Credit    Suisse
       17,810                                               (1,545)
       28,150     Bemis   Co  Inc                   Goldman    Sachs               9,726
           Berkshire     Hathaway     Inc   ‘B’           Goldman    Sachs
      (16,800)                                               72,388
           Berkshire     Hathaway     Inc   ‘B’           Citibank
      (19,914)                                               82,444
           Berkshire     Hathaway     Inc   ‘B’           JP  Morgan
       (5,670)                                               43,403
           Berkshire     Hathaway     Inc   ‘B’           HSBC
        (28)                                               303
           Berry   Global    Group   Inc              Credit    Suisse
       (3,885)                                               16,977
           Berry   Global    Group   Inc              Bank   of  America    Merrill    Lynch
      (47,694)                                               69,633
           Berry   Global    Group   Inc
       (7,110)                            Citibank                   3,982
           Best   Buy  Co  Inc                 Credit    Suisse
       75,694                                              (692,561)
           Best   Buy  Co  Inc                 Bank   of  America    Merrill    Lynch
       73,856                                              (350,816)
           Best   Buy  Co  Inc
       43,359                            Citibank                  (262,756)
                                197/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           米国（続き）
           Best   Buy  Co  Inc                 JP  Morgan
       31,832                                              (330,098)
           Best   Buy  Co  Inc                 Goldman    Sachs
       44,680                                              (198,058)
           BGC  Partners     Inc   ‘A’              JP  Morgan
      (35,847)                                               18,282
           BGC  Partners     Inc   ‘A’              Citibank
      (65,701)                                                (1,314)
           BGC  Partners     Inc   ‘A’              Credit    Suisse
      (39,582)                                               20,187
           Bio-Rad    Laboratories       Inc   ‘A’          Bank   of  America    Merrill    Lynch
       (5,486)                                               60,236
           Bio-Rad    Laboratories       Inc   ‘A’          Citibank
        (979)                                              11,728
           Bio-Techne      Corp                  Credit    Suisse
       (4,626)                                               43,253
           Bio-Techne      Corp                  Goldman    Sachs
      (11,140)                                               68,968
           Bio-Techne      Corp
       (3,662)                            HSBC                   25,363
           Bio-Techne      Corp                  Bank   of  America    Merrill    Lynch
       (9,714)                                               39,730
           Bio-Techne      Corp
       (3,735)                            Citibank                   35,296
           Bio-Techne      Corp                  JP  Morgan
       (5,461)                                               51,060
           Biogen    Inc                    Bank   of  America    Merrill    Lynch
       25,544                                              (243,690)
           Biogen    Inc
       35,707                            Citibank                  (499,541)
       39,595     Biogen    Inc                    JP  Morgan                (351,566)
           Biogen    Inc                    Credit    Suisse
       13,697                                              (136,011)
           Biogen    Inc
       26,258                            HSBC                  (260,742)
           Biogen    Inc                    Goldman    Sachs
       3,320                                              (33,041)
           BioMarin     Pharmaceutical        Inc           Bank   of  America    Merrill    Lynch
        (745)                                              3,144
           BioMarin     Pharmaceutical        Inc
       (4,688)                            HSBC                   (1,031)
           BioMarin     Pharmaceutical        Inc
      (15,231)                            Citibank                   72,347
           BioMarin     Pharmaceutical        Inc           JP  Morgan
      (25,729)                                                (5,660)
           BioMarin     Pharmaceutical        Inc           Credit    Suisse
      (23,046)                                                (5,070)
           BJ’s   Wholesale     Club   Holdings     Inc        Bank   of  America    Merrill    Lynch
       91,079                                              (150,280)
           BJ’s   Wholesale     Club   Holdings     Inc        Credit    Suisse
       11,663                                               (21,460)
           BJ’s   Wholesale     Club   Holdings     Inc        JP  Morgan
       9,618                                              (17,697)
           Black   Hills   Corp
      (28,195)                            Citibank                   61,465
           Black   Hills   Corp                 JP  Morgan
      (18,722)                                               (19,658)
           Black   Knight    Inc                 Goldman    Sachs
       29,470                                               (7,908)
           BlackBerry      Ltd                  Bank   of  America    Merrill    Lynch
        (84)                                               60
           Blackstone      Mortgage     Trust   Inc  (Reit)    ‘A’    JP  Morgan
      (48,658)                                               20,923
           Blackstone      Mortgage     Trust   Inc  (Reit)    ‘A’    Citibank
      (60,374)                                               42,866
           Bloomin’     Brands    Inc               Credit    Suisse
       69,360                                               (24,276)
      102,291     Bloomin’     Brands    Inc               Bank   of  America    Merrill    Lynch      (95,131)
           Bloomin’     Brands    Inc               JP  Morgan
      111,348                                               (38,972)
           Bloomin’     Brands    Inc               Citibank
       73,214                                               (60,768)
           Bluebird     Bio  Inc
      (13,418)                            Citibank                   81,179
           Bluebird     Bio  Inc                 Credit    Suisse
      (13,605)                                               184,076
           Bluebird     Bio  Inc
       (1,379)                            HSBC                   18,658
           Bluebird     Bio  Inc                 Bank   of  America    Merrill    Lynch
      (15,435)                                               90,603
           Bluebird     Bio  Inc                 JP  Morgan
      (29,365)                                               385,620
           Boeing    Co/The
       11,069                            HSBC                  (167,253)
           Boeing    Co/The
       2,747                            Citibank                   (22,361)
           Boeing    Co/The                    Credit    Suisse
       6,013                                              (90,856)
                                198/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           米国（続き）
           Boeing    Co/The                    Bank   of  America    Merrill    Lynch
        233                                               (233)
           Boeing    Co/The                    JP  Morgan
       5,893                                              (89,043)
           Boeing    Co/The                    Goldman    Sachs
        910                                              (4,143)
           BOK  Financial     Corp                Credit    Suisse
      (12,365)                                               124,392
           BOK  Financial     Corp                Bank   of  America    Merrill    Lynch
      (14,312)                                               70,415
           BOK  Financial     Corp
      (11,239)                            Citibank                   55,970
           BOK  Financial     Corp
      (14,274)                            HSBC                  143,596
           Booking    Holdings     Inc               Bank   of  America    Merrill    Lynch
        (997)                                             135,522
           Booking    Holdings     Inc               JP  Morgan
        (157)                                              15,406
           Booking    Holdings     Inc
        (230)                           HSBC                   22,570
           Booz   Allen   Hamilton     Holding    Corp
       57,534                            Citibank                   13,233
           Booz   Allen   Hamilton     Holding    Corp         Bank   of  America    Merrill    Lynch
       76,087                                               127,065
           Booz   Allen   Hamilton     Holding    Corp         JP  Morgan
       63,622                                               179,551
           Booz   Allen   Hamilton     Holding    Corp         Credit    Suisse
       29,767                                               87,813
           Booz   Allen   Hamilton     Holding    Corp         Goldman    Sachs
       34,980                                               15,434
       13,701     Booz   Allen   Hamilton     Holding    Corp         HSBC                   27,930
           BorgWarner      Inc                  Bank   of  America    Merrill    Lynch
       32,225                                               (48,338)
           BorgWarner      Inc                  Credit    Suisse
       36,396                                              (141,944)
           BorgWarner      Inc
       12,072                            Citibank                   2,173
           BorgWarner      Inc                  JP  Morgan
       24,795                                               (96,701)
           Boston    Properties      Inc  (Reit)            Credit    Suisse
       3,916                                               (4,268)
           Boston    Properties      Inc  (Reit)            Bank   of  America    Merrill    Lynch
       6,821                                              (30,081)
           Boston    Properties      Inc  (Reit)
       4,958                            Citibank                   (14,775)
           Boston    Properties      Inc  (Reit)            JP  Morgan
       3,932                                               (4,286)
           Boston    Scientific      Corp
      (29,423)                            Citibank                   (3,237)
           Boston    Scientific      Corp
      (12,240)                            HSBC                   (17,514)
           Boston    Scientific      Corp              Credit    Suisse
       (7,927)                                               (9,037)
           Boston    Scientific      Corp              JP  Morgan
      (34,639)                                               (39,488)
           Boston    Scientific      Corp              Goldman    Sachs
      (25,190)                                                1,047
           Boston    Scientific      Corp              Bank   of  America    Merrill    Lynch
      (24,223)                                               (18,652)
           Bottomline      Technologies       DE  Inc          Bank   of  America    Merrill    Lynch
       5,430                                               (8,145)
           Bottomline      Technologies       DE  Inc
       36,162                            Citibank                   (62,922)
           Bottomline      Technologies       DE  Inc          Credit    Suisse
       10,785                                               (25,776)
           Bottomline      Technologies       DE  Inc
       4,455                            HSBC                   (10,647)
       13,642     Bottomline      Technologies       DE  Inc          JP  Morgan                 (32,604)
           Box  Inc   ‘A’
       78,789                            Citibank                   (89,819)
           Box  Inc   ‘A’                   JP  Morgan
       65,573                                              (104,917)
           Brandywine      Realty    Trust   (Reit)           Bank   of  America    Merrill    Lynch
       50,324                                               (4,529)
           Brandywine      Realty    Trust   (Reit)
       37,610                            Citibank                   (3,761)
           Brandywine      Realty    Trust   (Reit)           JP  Morgan
       44,036                                               (3,083)
           Brandywine      Realty    Trust   (Reit)           Credit    Suisse
        106                                                (7)
           Brighthouse      Financial     Inc            Credit    Suisse
       (3,048)                                               12,893
           Brighthouse      Financial     Inc            Bank   of  America    Merrill    Lynch
      (10,215)                                               17,774
           Brinker    International       Inc            Credit    Suisse
       9,486                                              (42,118)
           Brinker    International       Inc            Bank   of  America    Merrill    Lynch
       41,519                                              (139,504)
                                199/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           米国（続き）
           Brinker    International       Inc
       12,511                            Citibank                   (41,662)
           Brinker    International       Inc            JP  Morgan
       91,479                                              (406,167)
           Brinker    International       Inc
       8,414                            HSBC                   (37,358)
           Bristol-Myers       Squibb    Co             Credit    Suisse
       62,503                                              (122,506)
           Bristol-Myers       Squibb    Co             Bank   of  America    Merrill    Lynch
       87,387                                               (99,621)
           Bristol-Myers       Squibb    Co
       81,970                            Citibank                  (184,433)
           Bristol-Myers       Squibb    Co             Goldman    Sachs
       8,680                                              (16,633)
           Brixmor    Property     Group   Inc  (Reit)          Credit    Suisse
       19,778                                               (17,800)
           Brixmor    Property     Group   Inc  (Reit)          Bank   of  America    Merrill    Lynch
       62,117                                               (76,404)
           Brixmor    Property     Group   Inc  (Reit)
       20,364                            Citibank                   (24,844)
           Brixmor    Property     Group   Inc  (Reit)          JP  Morgan
       27,848                                               (25,063)
           Broadcom     Inc
        (708)                           HSBC                   34,919
           Broadcom     Inc                   Credit    Suisse
        (810)                                              38,469
           Broadcom     Inc
       (1,647)                            Citibank                   24,952
           Broadcom     Inc                   JP  Morgan
       (8,392)                                              412,532
       (1,633)    Broadcom     Inc                   Bank   of  America    Merrill    Lynch       82,140
           Broadcom     Inc                   Goldman    Sachs
       (3,620)                                               49,803
           Broadridge      Financial     Solutions     Inc
       2,330                            HSBC                   14,217
           Broadridge      Financial     Solutions     Inc        JP  Morgan
       16,973                                               144,780
           Broadridge      Financial     Solutions     Inc
       37,022                            Citibank                   42,205
           Broadridge      Financial     Solutions     Inc        Credit    Suisse
       7,053                                               60,162
           Broadridge      Financial     Solutions     Inc        Goldman    Sachs
       2,020                                               3,336
           Broadridge      Financial     Solutions     Inc        Bank   of  America    Merrill    Lynch
       30,485                                               111,575
           Brookfield      Asset   Management      Inc   ‘A’      HSBC
       14,550                                               (18,915)
           Brookfield      Asset   Management      Inc   ‘A’      JP  Morgan
       11,845                                               (15,399)
           Brookfield      Asset   Management      Inc   ‘A’      Credit    Suisse
       23,750                                               (30,875)
           Brookfield      Property     Inc  (Reit)    ‘A’       Bank   of  America    Merrill    Lynch
       27,414                                               (47,700)
           Brookfield      Property     Inc  (Reit)    ‘A’       Credit    Suisse
       45,377                                               (87,578)
           Brookfield      Property     Inc  (Reit)    ‘A’
       40,988                            Citibank                   (68,040)
           Brookfield      Property     Inc  (Reit)    ‘A’       JP  Morgan
       62,708                                              (121,026)
           Brown   & Brown   Inc                Goldman    Sachs
      (66,130)                                               21,173
           Brown   & Brown   Inc                Bank   of  America    Merrill    Lynch
      (43,895)                                               14,485
           Brown   & Brown   Inc
       (9,451)                            Citibank                   6,049
           Brown   & Brown   Inc                JP  Morgan
      (44,405)                                               24,867
      (12,215)     Brown   & Brown   Inc                HSBC                   6,840
           Brown-Forman       Corp   ‘B’              Bank   of  America    Merrill    Lynch
      (25,877)                                               35,193
           Brown-Forman       Corp   ‘B’              Credit    Suisse
      (21,502)                                               56,765
           Brown-Forman       Corp   ‘B’              JP  Morgan
      (12,863)                                               33,958
           Brown-Forman       Corp   ‘B’
       (1,125)                            Citibank                   2,959
           Bruker    Corp
       52,959                            Citibank                   (52,429)
           Bruker    Corp                    JP  Morgan
       55,975                                               (65,491)
           Bruker    Corp                    Credit    Suisse
       35,526                                               (41,565)
           Bruker    Corp                    Bank   of  America    Merrill    Lynch
       51,414                                               (29,306)
           Brunswick     Corp/DE                  Goldman    Sachs
      (86,130)                                               366,432
           Brunswick     Corp/DE
      (28,523)                            Citibank                  144,612
                                200/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           米国（続き）
           Brunswick     Corp/DE
      (28,394)                            HSBC                  245,040
           Brunswick     Corp/DE                  JP  Morgan
      (41,393)                                               364,477
           Brunswick     Corp/DE                  Bank   of  America    Merrill    Lynch
      (23,769)                                               182,071
           Brunswick     Corp/DE                  Credit    Suisse
       (7,712)                                               66,555
           Bunge   Ltd                    Bank   of  America    Merrill    Lynch
      (55,756)                                               106,494
           Bunge   Ltd
      (94,040)                            Citibank                   50,782
           Bunge   Ltd                    Goldman    Sachs
      (35,590)                                               28,429
           Bunge   Ltd
      (22,687)                            HSBC                   47,189
           Bunge   Ltd                    JP  Morgan
      (50,795)                                               105,654
           Bunge   Ltd                    Credit    Suisse
      (61,592)                                               48,598
           Burlington      Stores    Inc              Credit    Suisse
       6,525                                              (97,027)
           Burlington      Stores    Inc              Goldman    Sachs
       1,230                                               8,648
           Burlington      Stores    Inc              Bank   of  America    Merrill    Lynch
       13,426                                              (102,575)
           Burlington      Stores    Inc
       9,201                            Citibank                   (11,777)
           Burlington      Stores    Inc              JP  Morgan
       21,828                                              (324,582)
      (61,798)     BWX  Technologies       Inc               Bank   of  America    Merrill    Lynch      168,709
           BWX  Technologies       Inc               Goldman    Sachs
      (16,260)                                               25,855
           BWX  Technologies       Inc               Credit    Suisse
      (53,977)                                               223,465
           BWX  Technologies       Inc
       (5,761)                            HSBC                   23,851
           BWX  Technologies       Inc               JP  Morgan
      (32,149)                                               133,097
           Cable   One  Inc                  Goldman    Sachs
       (2,940)                                               31,496
           Cable   One  Inc                  Bank   of  America    Merrill    Lynch
        (500)                                              (4,210)
           Cable   One  Inc
        (570)                           Citibank                   10,665
           Cabot   Corp
        338                           Citibank                    (784)
           Cabot   Corp                    Credit    Suisse
       17,241                                              (111,032)
           Cabot   Oil  & Gas  Corp
       73,892                            Citibank                  (107,882)
           Cabot   Oil  & Gas  Corp               Bank   of  America    Merrill    Lynch
       66,014                                               (80,537)
           Cabot   Oil  & Gas  Corp               Credit    Suisse
       28,939                                               (12,733)
           CACI   International       Inc   ‘A’           Bank   of  America    Merrill    Lynch
       1,252                                               (2,247)
           CACI   International       Inc   ‘A’           JP  Morgan
       5,127                                               1,666
           CACI   International       Inc   ‘A’           Credit    Suisse
       10,013                                                3,254
           CACI   International       Inc   ‘A’           Citibank
       7,088                                              (59,291)
           Cadence    Design    Systems    Inc
       30,642                            HSBC                  (169,144)
           Cadence    Design    Systems    Inc            Bank   of  America    Merrill    Lynch
       68,434                                              (364,069)
       58,627     Cadence    Design    Systems    Inc            JP  Morgan                (323,621)
           Cadence    Design    Systems    Inc
      136,476                             Citibank                  (177,419)
           Cadence    Design    Systems    Inc            Credit    Suisse
      104,663                                               (575,121)
           Cadence    Design    Systems    Inc            Goldman    Sachs
       46,590                                              (123,933)
           Caesars    Entertainment       Corp            Credit    Suisse
      (180,088)                                                (5,403)
           Caesars    Entertainment       Corp            Bank   of  America    Merrill    Lynch
      (574,749)                                               132,192
           Caesars    Entertainment       Corp
      (272,338)                             Citibank                   43,574
           Caesars    Entertainment       Corp            JP  Morgan
      (616,837)                                                (18,505)
           Caesars    Entertainment       Corp
      (63,875)                            HSBC                   (1,916)
           Camden    Property     Trust   (Reit)            Goldman    Sachs
      (21,640)                                               21,927
           Camden    Property     Trust   (Reit)            Credit    Suisse
       (9,843)                                               (32,285)
                                201/337



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                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           米国（続き）
           Camden    Property     Trust   (Reit)            Bank   of  America    Merrill    Lynch
       (4,510)                                               (2,120)
           Camden    Property     Trust   (Reit)            JP  Morgan
       (5,415)                                               (14,944)
           Camden    Property     Trust   (Reit)
       (4,550)                            Citibank                   5,369
           Campbell     Soup   Co                Bank   of  America    Merrill    Lynch
      (66,715)                                               245,511
           Campbell     Soup   Co                Credit    Suisse
      (11,940)                                               39,283
           Campbell     Soup   Co
      (30,729)                            Citibank                   78,666
           Campbell     Soup   Co                JP  Morgan
       (6,128)                                               20,161
           Cantel    Medical    Corp
      (45,534)                            Citibank                   48,721
           Cantel    Medical    Corp                Bank   of  America    Merrill    Lynch
      (55,574)                                               (27,787)
           Cantel    Medical    Corp                Goldman    Sachs
      (51,740)                                                2,299
           Cantel    Medical    Corp                JP  Morgan
      (69,680)                                               195,801
           Cantel    Medical    Corp
      (24,643)                            HSBC                   26,702
           Capital    One  Financial     Corp            Bank   of  America    Merrill    Lynch
       38,390                                               (82,539)
           Capital    One  Financial     Corp
       40,779                            Citibank                  (164,339)
           Capital    One  Financial     Corp            JP  Morgan
       31,239                                               (93,405)
       2,405    Capital    One  Financial     Corp            HSBC                   (7,191)
           Capital    One  Financial     Corp            Credit    Suisse
       8,829                                              (22,784)
           Capital    One  Financial     Corp            Goldman    Sachs
       2,070                                               (7,503)
           Capitol    Federal    Financial     Inc          Credit    Suisse
       11,204                                               (7,171)
           Capitol    Federal    Financial     Inc          JP  Morgan
      107,806                                               (68,996)
           Capitol    Federal    Financial     Inc          Bank   of  America    Merrill    Lynch
       5,693                                               (1,480)
           Capitol    Federal    Financial     Inc
       41,701                            Citibank                   (12,927)
           Capri   Holdings     Ltd                Credit    Suisse
      (27,395)                                               248,558
           Capri   Holdings     Ltd
      (60,435)                            Citibank                  410,354
           Capri   Holdings     Ltd
      (46,453)                            HSBC                  433,871
           Capri   Holdings     Ltd                JP  Morgan
      (30,998)                                               289,521
           Capri   Holdings     Ltd                Goldman    Sachs
       (4,860)                                               36,373
           Cardinal     Health    Inc               Bank   of  America    Merrill    Lynch
       13,923                                               (55,135)
           Cardinal     Health    Inc               JP  Morgan
       6,973                                              (52,228)
           Cardinal     Health    Inc               Goldman    Sachs
       31,820                                              (112,062)
           Carlisle     Cos  Inc
       (5,578)                            Citibank                     279
           CarMax    Inc
      (43,689)                            Citibank                   (35,825)
           CarMax    Inc                    Credit    Suisse
      (46,901)                                               (47,370)
           Carnival     Corp                   Goldman    Sachs
      (19,930)                                               22,493
       (6,010)    Carnival     Corp                   JP  Morgan                 15,541
           Carter’s     Inc                  Bank   of  America    Merrill    Lynch
       15,896                                              (153,396)
           Carter’s     Inc                  JP  Morgan
       21,529                                              (382,786)
           Carter’s     Inc                  Goldman    Sachs
       13,580                                               (94,944)
           Casey’s     General    Stores    Inc           Goldman    Sachs
       12,490                                               (49,188)
           Catalent     Inc                   Bank   of  America    Merrill    Lynch
      (99,143)                                               (12,889)
           Catalent     Inc
      (33,952)                            Citibank                   46,514
           Catalent     Inc                   Credit    Suisse
      (86,144)                                               14,102
           Catalent     Inc                   Goldman    Sachs
      (65,930)                                               58,337
           Catalent     Inc
      (11,753)                            HSBC                   2,703
           Catalent     Inc                   JP  Morgan
      (67,009)                                                (6,749)
                                202/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           米国（続き）
           Caterpillar      Inc
       (8,892)                            Citibank                   31,211
           Caterpillar      Inc                 Bank   of  America    Merrill    Lynch
      (12,081)                                               87,587
           Caterpillar      Inc                 Credit    Suisse
       (9,045)                                              107,636
           Caterpillar      Inc                 JP  Morgan
       (5,140)                                               61,166
           Cathay    General    Bancorp
       58,378                            Citibank                  (126,680)
           Cathay    General    Bancorp                Bank   of  America    Merrill    Lynch
       16,889                                               (33,102)
           Cathay    General    Bancorp                JP  Morgan
       67,324                                              (204,665)
           Cathay    General    Bancorp                Credit    Suisse
      103,177                                               (313,658)
           Cboe   Global    Markets    Inc             Credit    Suisse
      (11,728)                                               (57,409)
           Cboe   Global    Markets    Inc
       (9,338)                            Citibank                   2,475
           Cboe   Global    Markets    Inc             JP  Morgan
      (23,137)                                               (113,256)
           Cboe   Global    Markets    Inc             Bank   of  America    Merrill    Lynch
       (4,628)                                               (16,869)
           CBRE   Group   Inc   ‘A’               JP  Morgan
      107,278                                               (458,077)
           CBRE   Group   Inc   ‘A’               Credit    Suisse
       56,825                                              (212,774)
           CBRE   Group   Inc   ‘A’               Goldman    Sachs
       67,630                                              (160,342)
       3,550    CBS  Corp   ‘B’                  Goldman    Sachs                434
           CBS  Corp   ‘B’                  Bank   of  America    Merrill    Lynch
       36,763                                               24,631
           CBS  Corp   ‘B’
       20,591                            Citibank                   3,912
           CBS  Corp   ‘B’                  JP  Morgan
       61,861                                               (1,856)
           CBS  Corp   ‘B’                  Credit    Suisse
       44,097                                               (1,323)
           CBS  Corp   ‘B’
       4,676                            HSBC                    (140)
           CDK  Global    Inc
       24,743                            Citibank                   (82,147)
           CDK  Global    Inc                  Credit    Suisse
       9,845                                              (51,292)
           CDK  Global    Inc                  Bank   of  America    Merrill    Lynch
       13,873                                               (44,949)
           CDK  Global    Inc                  JP  Morgan
       34,504                                              (179,766)
           CDK  Global    Inc
       17,788                            HSBC                   (92,675)
           CDK  Global    Inc                  Goldman    Sachs
       58,970                                              (180,636)
           CDW  Corp/DE                     Credit    Suisse
       36,350                                              (174,117)
           CDW  Corp/DE
       9,190                            HSBC                   (44,903)
           CDW  Corp/DE                     Bank   of  America    Merrill    Lynch
       23,546                                               (76,760)
           CDW  Corp/DE
       17,888                            Citibank                   (93,733)
           CDW  Corp/DE                     JP  Morgan
       31,093                                              (148,935)
           CDW  Corp/DE                     Goldman    Sachs
       28,860                                              (108,925)
           Celanese     Corp                   Credit    Suisse
       30,743                                              (287,140)
       29,224     Celanese     Corp                   Bank   of  America    Merrill    Lynch      (139,983)
           Celanese     Corp
       28,591                            Citibank                  (105,787)
           Celanese     Corp                   JP  Morgan
       19,933                                              (186,174)
           Celgene    Corp                   Credit    Suisse
       58,502                                               (94,427)
           Celgene    Corp                   Bank   of  America    Merrill    Lynch
       48,902                                               (46,457)
           Celgene    Corp
       5,348                            Citibank                   (12,568)
           Celgene    Corp                   JP  Morgan
       27,075                                               (43,481)
           Celgene    Corp
       5,455                            HSBC                   (9,273)
           Centene    Corp                   Bank   of  America    Merrill    Lynch
      (55,378)                                               (113,525)
           Centene    Corp                   Credit    Suisse
      (11,972)                                                1,676
           Centene    Corp
      (23,255)                            HSBC                   3,256
                                203/337



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                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           米国（続き）
           Centene    Corp                   JP  Morgan
       (3,070)                                                430
           Centennial      Resource     Development      Inc/DE‘A’       Citibank
      (502,779)                                               799,419
           Centennial      Resource     Development      Inc/DE‘A’       JP  Morgan
      (50,444)                                               89,286
           Centennial      Resource     Development      Inc/DE‘A’       Bank   of  America    Merrill    Lynch
      (152,859)                                               330,175
           CenterPoint      Energy    Inc              Bank   of  America    Merrill    Lynch
       92,207                                              (107,882)
           CenterPoint      Energy    Inc
       97,826                            Citibank                  (127,174)
           CenterPoint      Energy    Inc              JP  Morgan
       70,441                                              (154,970)
           CenterPoint      Energy    Inc              Credit    Suisse
       17,138                                               (37,704)
           CenturyLink      Inc
      (46,928)                            Citibank                   (30,503)
           CenturyLink      Inc                 Credit    Suisse
      (71,205)                                               21,393
           CenturyLink      Inc                 Goldman    Sachs
      (89,000)                                               (28,925)
           Ceridian     HCM  Holding    Inc             Credit    Suisse
      (216,297)                                                54,074
           Ceridian     HCM  Holding    Inc
       (9,675)                            HSBC                   2,419
           Ceridian     HCM  Holding    Inc             JP  Morgan
      (35,562)                                                8,891
           Cerner    Corp                    Goldman    Sachs
       28,410                                               (2,601)
       14,451     Cerner    Corp                    Citibank                   (9,104)
           Cerner    Corp                    Credit    Suisse
       14,145                                               21,848
           Cerner    Corp                    JP  Morgan
       8,010                                               7,250
           CF  Industries      Holdings     Inc            Goldman    Sachs
       8,320                                               (5,135)
           CH  Robinson     Worldwide     Inc            Goldman    Sachs
       24,050                                               (77,244)
           CH  Robinson     Worldwide     Inc
       45,903                            Citibank                  (117,971)
           CH  Robinson     Worldwide     Inc            Credit    Suisse
       18,102                                               (68,746)
           CH  Robinson     Worldwide     Inc            JP  Morgan
       6,254                                              (29,081)
           CH  Robinson     Worldwide     Inc            Bank   of  America    Merrill    Lynch
       85,610                                              (278,233)
           CH  Robinson     Worldwide     Inc
       3,717                            HSBC                   (17,284)
           Charles    River   Laboratories       International       Inc  Goldman    Sachs
      (15,460)                                               73,155
           Charles    River   Laboratories       International       Inc  Credit    Suisse
       (2,260)                                               17,705
           Charles    River   Laboratories       International       Inc
       (3,952)                            Citibank                   19,681
           Charles    River   Laboratories       International       Inc
      (11,338)                            HSBC                  130,894
           Charles    River   Laboratories       International       Inc  Bank   of  America    Merrill    Lynch
       (3,080)                                               22,084
           Charles    Schwab    Corp/The
      (34,078)                            Citibank                   53,843
           Charles    Schwab    Corp/The                Bank   of  America    Merrill    Lynch
      (36,755)                                               27,566
           Charles    Schwab    Corp/The                JP  Morgan
      (21,665)                                               77,777
           Charles    Schwab    Corp/The                Credit    Suisse
      (55,405)                                               198,338
      (33,407)     Charles    Schwab    Corp/The                HSBC                  119,931
           Charles    Schwab    Corp/The                Goldman    Sachs
       (9,010)                                               15,136
           Charter    Communications        Inc   ‘A’         Credit    Suisse
       (2,402)                                               (5,020)
           Charter    Communications        Inc   ‘A’         JP  Morgan
      (11,567)                                               (20,089)
           Charter    Communications        Inc   ‘A’         Goldman    Sachs
       (1,980)                                               10,285
           Charter    Communications        Inc   ‘A’
       (5,446)                            Citibank                   19,987
           Charter    Communications        Inc   ‘A’         Bank   of  America    Merrill    Lynch
       (7,866)                                               21,867
           Charter    Communications        Inc   ‘A’
       (1,375)                            HSBC                   (2,874)
                                204/337




                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           米国（続き）
           Cheesecake      Factory    Inc/The              JP  Morgan
       30,007                                              (128,730)
           Cheesecake      Factory    Inc/The              Bank   of  America    Merrill    Lynch
       14,656                                               (58,038)
           Cheesecake      Factory    Inc/The
       8,337                            Citibank                   (40,851)
           Cheesecake      Factory    Inc/The              Credit    Suisse
       12,858                                               (55,161)
           Chemed    Corp
       1,989                            HSBC                    (358)
           Chemed    Corp                    Bank   of  America    Merrill    Lynch
       12,077                                               (33,816)
           Chemed    Corp
       10,783                            Citibank                   (77,853)
           Chemed    Corp                    JP  Morgan
       23,129                                               (4,163)
           Chemed    Corp                    Credit    Suisse
       5,853                                               (6,862)
           Chemed    Corp                    Goldman    Sachs
       13,900                                               (53,619)
           Chemours     Co/The                   JP  Morgan
       88,277                                              (698,271)
           Chemours     Co/The                   Bank   of  America    Merrill    Lynch
       30,718                                               (74,952)
           Chemours     Co/The
       17,313                            Citibank                   (37,742)
           Chemours     Co/The                   Credit    Suisse
       57,091                                              (451,590)
           Cheniere     Energy    Inc               Bank   of  America    Merrill    Lynch
      (77,552)                                               380,005
      (22,960)     Cheniere     Energy    Inc               Goldman    Sachs               87,747
           Cheniere     Energy    Inc               JP  Morgan
      (44,378)                                               76,330
           Cheniere     Energy    Inc               Credit    Suisse
       (7,270)                                               35,735
           Chesapeake      Energy    Corp              Bank   of  America    Merrill    Lynch
      777,298                                               (427,514)
           Chesapeake      Energy    Corp              Credit    Suisse
      525,982                                               (494,423)
           Chesapeake      Energy    Corp              JP  Morgan
      212,466                                               (199,718)
           Chevron    Corp                   JP  Morgan
       31,898                                               (97,927)
           Chevron    Corp
       16,328                            Citibank                  (100,254)
           Chevron    Corp
       29,622                            HSBC                   (90,940)
           Chevron    Corp                   Credit    Suisse
       30,370                                               (93,236)
           Chimera    Investment      Corp   (Reit)
       46,286                            Citibank                   (25,920)
           Chimera    Investment      Corp   (Reit)           Bank   of  America    Merrill    Lynch
       67,232                                               (44,373)
           Chimera    Investment      Corp   (Reit)           JP  Morgan
       78,488                                               (52,587)
           Chimera    Investment      Corp   (Reit)           Credit    Suisse
       23,509                                               (15,751)
           Chimera    Investment      Corp   (Reit)
       13,748                            HSBC                   (9,211)
           Chipotle     Mexican    Grill   Inc
        286                           Citibank                   (13,090)
           Chipotle     Mexican    Grill   Inc            Bank   of  America    Merrill    Lynch
       1,044                                              (47,627)
           Chipotle     Mexican    Grill   Inc            JP  Morgan
        399                                             (19,671)
           Chipotle     Mexican    Grill   Inc            Goldman    Sachs
        980                                             (24,892)
       22,631     Choice    Hotels    International       Inc         Credit    Suisse               (77,624)
           Choice    Hotels    International       Inc
       8,316                            Citibank                   (16,216)
           Chubb   Ltd                    Credit    Suisse
      (14,585)                                               (38,942)
           Chubb   Ltd                    Goldman    Sachs
      (34,050)                                               15,628
           Chubb   Ltd
      (31,517)                            Citibank                   80,999
           Chubb   Ltd                    JP  Morgan
       (7,986)                                               (21,323)
           Chubb   Ltd
      (10,897)                            HSBC                   (29,095)
           Church    & Dwight    Co  Inc              Goldman    Sachs
       (5,000)                                                 97
           Church    & Dwight    Co  Inc              Bank   of  America    Merrill    Lynch
       (7,198)                                               (6,334)
           Church    & Dwight    Co  Inc
       (2,260)                            Citibank                    (791)
           Church    & Dwight    Co  Inc              JP  Morgan
      (15,343)                                               (20,789)
                                205/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           米国（続き）
           Church    & Dwight    Co  Inc              Credit    Suisse
      (24,675)                                               (32,324)
           Church    & Dwight    Co  Inc
       (2,758)                            HSBC                   (3,613)
           Ciena   Corp
       5,093                            HSBC                   (6,774)
           Ciena   Corp                    Bank   of  America    Merrill    Lynch
       5,237                                               7,960
           Ciena   Corp                    Credit    Suisse
       15,345                                               (20,409)
           Cigna   Corp                    Bank   of  America    Merrill    Lynch
        (640)                                              5,523
           Cigna   Corp                    JP  Morgan
       (7,146)                                               70,531
           Cigna   Corp                    Credit    Suisse
       (2,192)                                               21,635
           Cimarex    Energy    Co                Bank   of  America    Merrill    Lynch
       (6,504)                                               65,560
           Cimarex    Energy    Co                Credit    Suisse
       (4,156)                                               38,900
           Cincinnati      Financial     Corp             Bank   of  America    Merrill    Lynch
       (7,197)                                               (11,227)
           Cincinnati      Financial     Corp
      (10,037)                            Citibank                   16,661
           Cincinnati      Financial     Corp             JP  Morgan
      (21,134)                                               (59,598)
           Cinemark     Holdings     Inc              Goldman    Sachs
      (46,240)                                               49,676
           Cinemark     Holdings     Inc              JP  Morgan
       (4,860)                                               11,584
       4,405    Cintas    Corp                    Citibank                   (19,690)
           Cintas    Corp                    JP  Morgan
       4,851                                               9,217
           Cintas    Corp                    Credit    Suisse
       7,041                                               12,374
           Cintas    Corp                    Goldman    Sachs
       10,470                                               (18,757)
           Cirrus    Logic   Inc                 Bank   of  America    Merrill    Lynch
       4,755                                              (39,847)
           Cirrus    Logic   Inc
       10,200                            Citibank                   (27,948)
           Cirrus    Logic   Inc                 JP  Morgan
       9,673                                              (109,595)
           Cisco   Systems    Inc                Bank   of  America    Merrill    Lynch
       33,116                                               (3,974)
           Cisco   Systems    Inc
       21,065                            Citibank                   (70,989)
           Cisco   Systems    Inc                JP  Morgan
      135,444                                               (155,761)
           Cisco   Systems    Inc                Credit    Suisse
       3,093                                               (3,557)
           CIT  Group   Inc                  Credit    Suisse
       5,288                                              (19,513)
           CIT  Group   Inc
       5,263                            HSBC                   (19,420)
           CIT  Group   Inc                  Bank   of  America    Merrill    Lynch
       20,794                                               (48,034)
           CIT  Group   Inc
       44,844                            Citibank                   (97,760)
           CIT  Group   Inc                  JP  Morgan
       57,101                                              (210,703)
           Citigroup     Inc                  Bank   of  America    Merrill    Lynch
       8,750                                              (22,138)
           Citigroup     Inc                  Credit    Suisse
       30,221                                              (177,699)
           Citigroup     Inc
       36,742                            HSBC                  (207,579)
       10,080     Citigroup     Inc                  Goldman    Sachs              (34,733)
           Citizens     Financial     Group   Inc
       29,961                            HSBC                   (69,799)
           Citizens     Financial     Group   Inc           Bank   of  America    Merrill    Lynch
       54,644                                               (61,748)
           Citizens     Financial     Group   Inc           JP  Morgan
       39,119                                              (101,318)
           Citizens     Financial     Group   Inc           Credit    Suisse
       22,413                                               (58,050)
           Citizens     Financial     Group   Inc
      133,331                             Citibank                  (239,996)
           Citizens     Financial     Group   Inc           Goldman    Sachs
       72,250                                               (94,160)
           Citrix    Systems    Inc                Bank   of  America    Merrill    Lynch
       42,102                                               (92,203)
           Citrix    Systems    Inc
       75,862                            Citibank                  (172,965)
           Citrix    Systems    Inc                JP  Morgan
      103,979                                               (383,683)
           Citrix    Systems    Inc                Credit    Suisse
       59,098                                              (218,072)
                                206/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           米国（続き）
           Citrix    Systems    Inc
       43,568                            HSBC                  (149,298)
           Citrix    Systems    Inc                Goldman    Sachs
       11,240                                               (30,376)
           Clean   Harbors    Inc                Bank   of  America    Merrill    Lynch
       (6,265)                                               32,014
           Clean   Harbors    Inc                JP  Morgan
      (22,313)                                               156,414
           Clorox    Co/The                    Credit    Suisse
       (2,162)                                                 (65)
           Clorox    Co/The
       (4,367)                            HSBC                    (131)
           Clorox    Co/The                    JP  Morgan
       (1,123)                                                 (34)
           Clorox    Co/The                    Bank   of  America    Merrill    Lynch
       (2,435)                                               (1,291)
           CME  Group   Inc                  Credit    Suisse
      (18,446)                                               (247,730)
           CME  Group   Inc                  Deutsche     Bank
       (3,001)                                               (29,470)
           CME  Group   Inc                  Bank   of  America    Merrill    Lynch
       (6,920)                                               (67,954)
           CME  Group   Inc
      (11,206)                            Citibank                   (65,331)
           CME  Group   Inc
       (6,702)                            HSBC                   (90,008)
           CME  Group   Inc                  JP  Morgan
       (8,788)                                              (118,023)
           CME  Group   Inc                  Goldman    Sachs
       (2,340)                                               (19,406)
        507   CMS  Energy    Corp                  Citibank                    (451)
           CMS  Energy    Corp                  JP  Morgan
        726                                              1,118
           CMS  Energy    Corp                  Credit    Suisse
       22,280                                               34,311
           CNX  Resources     Corp                Bank   of  America    Merrill    Lynch
       67,375                                              (111,169)
           CNX  Resources     Corp
       43,821                            Citibank                   (13,146)
           CNX  Resources     Corp                JP  Morgan
       89,502                                              (132,463)
           CNX  Resources     Corp                Credit    Suisse
       38,451                                               (58,175)
           CNX  Resources     Corp                Goldman    Sachs
      151,970                                               (46,463)
           Coca-Cola     Co/The                  Credit    Suisse
      (16,758)                                               (17,596)
           Coca-Cola     European     Partners     Plc         Goldman    Sachs
      (14,520)                                                3,701
           Cognex    Corp                    Credit    Suisse
      (14,523)                                               93,528
           Cognex    Corp                    Bank   of  America    Merrill    Lynch
      (19,617)                                               83,568
           Cognex    Corp                    JP  Morgan
      (21,046)                                               135,536
           Cognizant     Technology      Solutions     Corp   ‘A’    Credit    Suisse
      (17,664)                                               (51,226)
           Cognizant     Technology      Solutions     Corp   ‘A’    JP  Morgan
       (6,321)                                               (18,331)
           Coherent     Inc                   Bank   of  America    Merrill    Lynch
      (14,976)                                               333,216
           Coherent     Inc                   Credit    Suisse
      (11,794)                                               314,900
           Coherent     Inc                   Goldman    Sachs
      (10,890)                                               91,809
           Coherent     Inc
       (8,821)                            Citibank                   59,895
       (5,935)    Coherent     Inc                   JP  Morgan                 158,465
           Coherent     Inc
       (1,319)                            HSBC                   35,217
           Colfax    Corp                    Goldman    Sachs
      (84,010)                                               67,637
           Colfax    Corp                    Bank   of  America    Merrill    Lynch
      (54,382)                                               53,294
           Colfax    Corp
      (31,693)                            Citibank                   28,841
           Colfax    Corp                    JP  Morgan
      (46,160)                                               65,113
           Colfax    Corp                    Credit    Suisse
      (28,657)                                               24,993
           Colfax    Corp
      (16,175)                            HSBC                   23,939
           Colgate-Palmolive         Co
       2,980                            HSBC                   (2,399)
           Colgate-Palmolive         Co
       16,873                            Citibank                   (23,453)
           Colgate-Palmolive         Co              JP  Morgan
       1,747                                               (1,485)
                                207/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           米国（続き）
           Colgate-Palmolive         Co              Bank   of  America    Merrill    Lynch
       11,258                                               (13,510)
           Colgate-Palmolive         Co              Goldman    Sachs
       15,330                                               (21,372)
           Colony    Capital    Inc  (Reit)              Goldman    Sachs
      (161,940)                                                3,214
           Colony    Capital    Inc  (Reit)              Credit    Suisse
      (611,872)                                                (32,547)
           Colony    Capital    Inc  (Reit)              Bank   of  America    Merrill    Lynch
      (275,252)                                                22,020
           Columbia     Property     Trust   Inc  (Reit)         Bank   of  America    Merrill    Lynch
       14,889                                               (18,165)
           Columbia     Property     Trust   Inc  (Reit)         JP  Morgan
       51,733                                               (55,872)
           Columbia     Property     Trust   Inc  (Reit)
       60,227                            Citibank                   (60,227)
           Columbia     Property     Trust   Inc  (Reit)         Credit    Suisse
       75,757                                               (81,818)
           Columbia     Sportswear      Co             Bank   of  America    Merrill    Lynch
       11,455                                               (23,368)
           Columbia     Sportswear      Co
       4,174                            Citibank                   (21,914)
           Columbia     Sportswear      Co             JP  Morgan
       2,798                                              (14,885)
           Columbia     Sportswear      Co             Goldman    Sachs
       12,340                                               (43,890)
           Comcast    Corp   ‘A’                Credit    Suisse
       31,016                                               (49,936)
           Comcast    Corp   ‘A’                JP  Morgan
       37,185                                               (59,868)
       10,531     Comcast    Corp   ‘A’                Citibank                   (24,853)
           Comcast    Corp   ‘A’
       5,714                            HSBC                   (9,200)
           Comerica     Inc                   Bank   of  America    Merrill    Lynch
       10,548                                               (30,642)
           Comerica     Inc                   JP  Morgan
       29,347                                              (171,533)
           Comerica     Inc
       40,798                            Citibank                  (140,141)
           Commerce     Bancshares      Inc/MO             Credit    Suisse
       32,046                                               (75,949)
           Commerce     Bancshares      Inc/MO
       15,182                            Citibank                   (29,149)
           Commerce     Bancshares      Inc/MO             Bank   of  America    Merrill    Lynch
       5,879                                               (6,996)
           Commerce     Bancshares      Inc/MO             JP  Morgan
       49,199                                              (116,602)
           CommScope     Holding    Co  Inc
      (35,005)                            HSBC                  159,706
           CommScope     Holding    Co  Inc
       (8,772)                            Citibank                   13,509
           CommScope     Holding    Co  Inc             Goldman    Sachs
      (113,810)                                               178,877
           CommScope     Holding    Co  Inc             Bank   of  America    Merrill    Lynch
      (54,685)                                               124,682
           CommScope     Holding    Co  Inc             JP  Morgan
      (53,797)                                               362,592
           CommScope     Holding    Co  Inc             Credit    Suisse
      (64,435)                                               352,065
           Community     Bank   System    Inc            Credit    Suisse
       10,647                                               (41,310)
           Community     Bank   System    Inc
       10,233                            Citibank                   (29,983)
           Community     Bank   System    Inc            JP  Morgan
       19,292                                               (74,853)
           Community     Bank   System    Inc            Bank   of  America    Merrill    Lynch
       10,887                                               (27,000)
       5,674    CommVault     Systems    Inc              Credit    Suisse               (24,512)
           CommVault     Systems    Inc              Bank   of  America    Merrill    Lynch
       4,471                                              (16,811)
           CommVault     Systems    Inc
       6,099                            Citibank                   (13,357)
           CommVault     Systems    Inc              JP  Morgan
       29,220                                              (126,230)
           Conagra    Brands    Inc                Goldman    Sachs
      (14,960)                                               41,308
           Conagra    Brands    Inc
      (134,919)                             Citibank                  268,489
           Conagra    Brands    Inc                Credit    Suisse
      (111,765)                                               308,860
           Conagra    Brands    Inc
      (113,507)                             HSBC                  355,277
           Conagra    Brands    Inc                JP  Morgan
      (239,243)                                               748,831
           Conagra    Brands    Inc                Bank   of  America    Merrill    Lynch
      (12,969)                                               32,941
           Concho    Resources     Inc               Bank   of  America    Merrill    Lynch
      (19,741)                                               320,989
                                208/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           米国（続き）
           Concho    Resources     Inc
      (34,810)                            Citibank                  447,309
           Concho    Resources     Inc               JP  Morgan
      (34,186)                                               449,204
           Concho    Resources     Inc               Credit    Suisse
       (5,014)                                               65,884
           Conduent     Inc                   JP  Morgan
      (142,313)                                                (69,692)
           Conduent     Inc                   Goldman    Sachs
      (372,930)                                                21,492
           Conduent     Inc                   Bank   of  America    Merrill    Lynch
      (26,549)                                                (2,655)
                                   Bank   of  America    Merrill    Lynch
       43,880     ConocoPhillips                                          (135,150)
      131,028     ConocoPhillips                        Citibank                  (535,905)
                                   JP  Morgan
       97,583     ConocoPhillips                                          (241,030)
                                   Credit    Suisse
       76,734     ConocoPhillips                                          (189,569)
           Consolidated       Edison    Inc             Bank   of  America    Merrill    Lynch
       4,532                                                770
           Consolidated       Edison    Inc
       4,543                            Citibank                   (8,359)
           Consolidated       Edison    Inc             JP  Morgan
       1,808                                               3,164
           Consolidated       Edison    Inc             Credit    Suisse
       5,576                                               9,758
           Constellation       Brands    Inc   ‘A’
      (12,963)                            Citibank                  398,223
       (5,728)    Constellation       Brands    Inc   ‘A’          Bank   of  America    Merrill    Lynch      176,079
           Constellation       Brands    Inc   ‘A’          Credit    Suisse
      (13,421)                                               442,088
           Constellation       Brands    Inc   ‘A’          JP  Morgan
      (10,142)                                               334,077
           Continental      Resources     Inc/OK
      (12,967)                            Citibank                   88,176
           Continental      Resources     Inc/OK            Bank   of  America    Merrill    Lynch
      (17,742)                                               120,113
           Continental      Resources     Inc/OK            Goldman    Sachs
       (9,910)                                               48,684
           Continental      Resources     Inc/OK            JP  Morgan
      (34,959)                                               253,453
           Continental      Resources     Inc/OK
      (22,810)                            HSBC                  163,663
           Continental      Resources     Inc/OK            Credit    Suisse
      (10,312)                                               74,762
           Cooper    Cos  Inc/The                  Credit    Suisse
        (940)                                              8,582
           Cooper    Cos  Inc/The
       (2,555)                            Citibank                   29,996
           Cooper    Cos  Inc/The                  Goldman    Sachs
       (8,920)                                               80,192
           Cooper    Cos  Inc/The                  Bank   of  America    Merrill    Lynch
       (7,257)                                               65,023
           Cooper    Cos  Inc/The                  JP  Morgan
       (6,359)                                               51,252
           Cooper    Cos  Inc/The
       (1,255)                            HSBC                   11,458
           Copart    Inc
       (7,619)                            Citibank                   (48,076)
           Copart    Inc
       (3,570)                            HSBC                   (16,765)
           Copart    Inc                    JP  Morgan
       (6,880)                                               (33,574)
           Copart    Inc                    Bank   of  America    Merrill    Lynch
      (13,675)                                               (65,503)
       (5,579)    Copart    Inc                    Credit    Suisse               (27,226)
           Copart    Inc                    Goldman    Sachs
      (18,410)                                               (51,452)
           Core   Laboratories       NV
       23,655                            Citibank                  (178,832)
           Core   Laboratories       NV              Bank   of  America    Merrill    Lynch
       9,939                                              (91,240)
           Core   Laboratories       NV              JP  Morgan
       42,187                                              (520,588)
           Core   Laboratories       NV              Credit    Suisse
       1,824                                              (22,508)
           CoreCivic     Inc  (Reit)                Bank   of  America    Merrill    Lynch
       46,347                                               (6,952)
           CoreCivic     Inc  (Reit)
       12,251                            Citibank                   (8,208)
           CoreCivic     Inc  (Reit)                JP  Morgan
       31,124                                               39,216
           CoreCivic     Inc  (Reit)                Credit    Suisse
       11,460                                               14,440
           CoreLogic     Inc/United      States             Credit    Suisse
       3,775                                                (944)
                                209/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           米国（続き）
           CoreLogic     Inc/United      States
       2,570                            Citibank                   (4,420)
           CoreLogic     Inc/United      States             JP  Morgan
       2,351                                                (588)
           CoreSite     Realty    Corp   (Reit)
       (4,888)                            HSBC                   (15,739)
           CoreSite     Realty    Corp   (Reit)             Credit    Suisse
      (18,193)                                               (58,581)
           CoreSite     Realty    Corp   (Reit)             JP  Morgan
      (14,225)                                               (45,805)
           Cornerstone      OnDemand     Inc             Bank   of  America    Merrill    Lynch
       9,154                                               (5,492)
           Cornerstone      OnDemand     Inc             JP  Morgan
       6,210                                               (4,223)
           Corning    Inc
       33,370                            HSBC                   (73,414)
           Corning    Inc                   JP  Morgan
       29,784                                               (65,525)
           Corning    Inc
       41,950                            Citibank                   (70,057)
           Corning    Inc                   Credit    Suisse
       71,650                                              (138,162)
           Corning    Inc                   Goldman    Sachs
      117,980                                               (165,511)
           Corporate     Office    Properties      Trust   (Reit)
      (11,170)                            HSBC                   7,988
           Corporate     Office    Properties      Trust   (Reit)
      (16,115)                            Citibank                   13,859
           Corporate     Office    Properties      Trust   (Reit)      JP  Morgan
      (17,285)                                                3,111
      (25,681)     Corporate     Office    Properties      Trust   (Reit)      Credit    Suisse                7,234
           Corporate     Office    Properties      Trust   (Reit)      Goldman    Sachs
      (92,986)                                               71,604
           CoStar    Group   Inc                 Bank   of  America    Merrill    Lynch
       (6,849)                                               34,656
           CoStar    Group   Inc
      (10,074)                            Citibank                  220,822
           CoStar    Group   Inc                 JP  Morgan
       (3,973)                                               (40,872)
           CoStar    Group   Inc                 Goldman    Sachs
       (2,690)                                               34,763
           CoStar    Group   Inc
       (2,127)                            HSBC                   (19,696)
           Costco    Wholesale     Corp               Goldman    Sachs
       (8,380)                                               95,465
           Costco    Wholesale     Corp
       (2,820)                            Citibank                   37,365
           Costco    Wholesale     Corp
       (2,360)                            HSBC                   17,127
           Coty   Inc   ‘A’
     (1,014,250)                              HSBC                  (760,785)
           Coty   Inc   ‘A’
      (62,709)                            Citibank                   48,913
           Coty   Inc   ‘A’                  Bank   of  America    Merrill    Lynch
      (213,770)                                               (245,836)
           Coty   Inc   ‘A’                  Credit    Suisse
      (159,915)                                                (88,200)
           Cousins    Properties      Inc  (Reit)
       (6,156)                            Citibank                   1,108
           Cousins    Properties      Inc  (Reit)            Credit    Suisse
      (78,919)                                               23,676
           Cousins    Properties      Inc  (Reit)            Bank   of  America    Merrill    Lynch
      (84,766)                                               33,906
           Cousins    Properties      Inc  (Reit)            JP  Morgan
      (63,873)                                               19,162
           Covetrus     Inc                   Goldman    Sachs
      (26,640)                                               71,974
       (8,308)    Covetrus     Inc                   Bank   of  America    Merrill    Lynch       38,881
           Covetrus     Inc                   Credit    Suisse
       (6,404)                                               25,822
           Crane   Co                    Bank   of  America    Merrill    Lynch
        298                                              (2,485)
           Crane   Co
       11,900                            Citibank                   (60,095)
           Crane   Co                    JP  Morgan
       19,713                                              (164,012)
           Crane   Co                    Credit    Suisse
       19,314                                              (160,692)
           Credit    Acceptance      Corp              Goldman    Sachs
       (2,570)                                               45,559
           Credit    Acceptance      Corp
       (1,508)                            Citibank                   21,972
           Credit    Acceptance      Corp
       (1,979)                            HSBC                   60,162
           Credit    Acceptance      Corp              JP  Morgan
        (469)                                              14,492
           Credit    Acceptance      Corp              Bank   of  America    Merrill    Lynch
       (2,057)                                               13,329
                                210/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           米国（続き）
           Credit    Acceptance      Corp              Credit    Suisse
        (732)                                              22,619
           Crown   Castle    International       Corp   (Reit)       Bank   of  America    Merrill    Lynch
       (2,015)                                               (6,226)
           Crown   Castle    International       Corp   (Reit)
       (3,935)                            Citibank                   (14,560)
           Crown   Castle    International       Corp   (Reit)       JP  Morgan
      (23,495)                                               (155,537)
           Crown   Castle    International       Corp   (Reit)       Goldman    Sachs
       (1,950)                                               (6,175)
           Crown   Holdings     Inc                Bank   of  America    Merrill    Lynch
      (27,680)                                               181,581
           Crown   Holdings     Inc                Credit    Suisse
      (18,327)                                               92,551
           Crown   Holdings     Inc
      (21,873)                            Citibank                  129,051
           CSX  Corp                     Bank   of  America    Merrill    Lynch
      115,472                                               (407,616)
           CSX  Corp
       44,037                            Citibank                  (157,652)
           CSX  Corp                     JP  Morgan
       5,900                                              (25,606)
           CSX  Corp                     Credit    Suisse
       13,491                                               (58,551)
           CSX  Corp
       16,454                            HSBC                   (71,410)
           CSX  Corp                     Goldman    Sachs
       9,800                                              (43,357)
           CubeSmart     (Reit)                  Goldman    Sachs
      (135,720)                                                (23,743)
      (11,500)     Cullen/Frost       Bankers    Inc             Goldman    Sachs               41,375
           Cummins    Inc                   Bank   of  America    Merrill    Lynch
       57,587                                              (418,657)
           Cummins    Inc
       4,451                            Citibank                   (41,617)
           Cummins    Inc                   JP  Morgan
       13,406                                              (150,147)
           Cummins    Inc                   Credit    Suisse
       6,605                                              (73,976)
           Curtiss-Wright        Corp                Bank   of  America    Merrill    Lynch
       7,938                                              (21,036)
           Curtiss-Wright        Corp
       1,902                            Citibank                   (10,518)
           Curtiss-Wright        Corp                JP  Morgan
       23,378                                               (44,418)
           Curtiss-Wright        Corp                Credit    Suisse
       3,089                                               (5,869)
           Curtiss-Wright        Corp                Goldman    Sachs
       3,300                                               (9,958)
           CVB  Financial     Corp                Bank   of  America    Merrill    Lynch
       (1,836)                                                753
           CVR  Energy    Inc                  Bank   of  America    Merrill    Lynch
       25,420                                               (45,756)
           CVR  Energy    Inc
       9,308                            HSBC                   (8,656)
           CVS  Health    Corp                  Credit    Suisse
      (54,235)                                               184,399
           CVS  Health    Corp
       (4,308)                            Citibank                   5,902
           CVS  Health    Corp
      (32,055)                            HSBC                  108,987
           CVS  Health    Corp                  JP  Morgan
      (82,219)                                               279,545
           CyrusOne     Inc  (Reit)                 Bank   of  America    Merrill    Lynch
      (88,056)                                               265,929
           CyrusOne     Inc  (Reit)
      (39,414)                            Citibank                  165,933
      (23,462)     CyrusOne     Inc  (Reit)                 JP  Morgan                 15,954
           Dana   Inc                     JP  Morgan
       79,657                                              (226,624)
           Dana   Inc                     Bank   of  America    Merrill    Lynch
       31,692                                               (56,887)
           Dana   Inc
       34,057                            Citibank                   (35,249)
           Dana   Inc                     Credit    Suisse
       72,750                                              (206,974)
           Danaher    Corp                   Goldman    Sachs
      (18,920)                                                5,426
           Danaher    Corp                   JP  Morgan
       (3,480)                                                (391)
           Darden    Restaurants      Inc              Bank   of  America    Merrill    Lynch
       29,966                                              (128,554)
           Darden    Restaurants      Inc
       16,772                            Citibank                  (106,670)
           Darden    Restaurants      Inc              JP  Morgan
       20,413                                               (50,413)
           Darden    Restaurants      Inc              Credit    Suisse
       13,730                                               (30,206)
                                211/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           米国（続き）
           Darden    Restaurants      Inc              Goldman    Sachs
       4,440                                              (22,333)
           Darling    Ingredients      Inc             Credit    Suisse
      (23,303)                                               37,751
           Darling    Ingredients      Inc             Bank   of  America    Merrill    Lynch
      (49,022)                                               73,043
           Darling    Ingredients      Inc
      (42,330)                            Citibank                   59,262
           Darling    Ingredients      Inc             JP  Morgan
      (44,055)                                               71,369
           Dave   & Buster’s     Entertainment       Inc        Bank   of  America    Merrill    Lynch
       24,546                                              (123,589)
           Dave   & Buster’s     Entertainment       Inc        Credit    Suisse
       18,136                                              (123,415)
           Dave   & Buster’s     Entertainment       Inc
       35,065                            Citibank                  (122,552)
           Dave   & Buster’s     Entertainment       Inc        JP  Morgan
       3,936                                              (26,784)
           Dave   & Buster’s     Entertainment       Inc
       4,714                            HSBC                   (32,079)
           DaVita    Inc
       9,997                            HSBC                   (76,231)
           DaVita    Inc                    Bank   of  America    Merrill    Lynch
       2,571                                              (16,120)
           DaVita    Inc
       3,556                            Citibank                   (18,847)
           DaVita    Inc                    Credit    Suisse
       9,161                                              (71,547)
           DaVita    Inc                    JP  Morgan
       4,360                                              (33,689)
       54,340     DaVita    Inc                    Goldman    Sachs              (224,517)
           Deckers    Outdoor    Corp               JP  Morgan
       17,991                                               (5,577)
           Deckers    Outdoor    Corp
       7,957                            Citibank                   1,751
           Deere   & Co                   JP  Morgan
      (34,222)                                               557,706
           Deere   & Co                   Credit    Suisse
       (8,938)                                              146,136
           Deere   & Co                   Goldman    Sachs
      (12,670)                                                7,523
           Deere   & Co                   Bank   of  America    Merrill    Lynch
      (14,430)                                               80,808
           Deere   & Co
       (8,665)                            Citibank                   (3,986)
           Delek   US  Holdings     Inc              Bank   of  America    Merrill    Lynch
       35,076                                              (163,454)
           Delek   US  Holdings     Inc              JP  Morgan
       41,263                                              (238,913)
           Delek   US  Holdings     Inc              Credit    Suisse
       32,428                                              (187,758)
           Delphi    Technologies       Plc
       62,660                            Citibank                  (149,131)
           Delphi    Technologies       Plc             Credit    Suisse
       17,076                                              (101,773)
           Delphi    Technologies       Plc             JP  Morgan
       35,530                                              (211,759)
           Delta   Air  Lines   Inc               Bank   of  America    Merrill    Lynch
       23,314                                               (54,555)
           Delta   Air  Lines   Inc               JP  Morgan
       11,376                                               (42,546)
           Delta   Air  Lines   Inc               Goldman    Sachs
       6,150                                              (10,441)
           Deluxe    Corp                    Credit    Suisse
       22,971                                              (141,042)
           Deluxe    Corp                    Bank   of  America    Merrill    Lynch
       43,119                                              (171,614)
       48,814     Deluxe    Corp                    Citibank                  (188,910)
           Deluxe    Corp                    JP  Morgan
       8,468                                              (51,994)
           DENTSPLY     SIRONA    Inc               Credit    Suisse
      (33,802)                                               59,830
           DENTSPLY     SIRONA    Inc               Bank   of  America    Merrill    Lynch
      (108,251)                                               193,769
           DENTSPLY     SIRONA    Inc
      (98,188)                            Citibank                  141,391
           DENTSPLY     SIRONA    Inc               Goldman    Sachs
      (29,550)                                               35,922
           DENTSPLY     SIRONA    Inc               JP  Morgan
      (60,923)                                               107,834
           Devon   Energy    Corp                 Bank   of  America    Merrill    Lynch
      130,916                                               (722,656)
           Devon   Energy    Corp
      102,625                             Citibank                  (400,238)
           Devon   Energy    Corp                 JP  Morgan
       43,336                                              (265,216)
           Devon   Energy    Corp                 Credit    Suisse
       73,080                                              (447,250)
                                212/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           米国（続き）
           Devon   Energy    Corp                 Goldman    Sachs
      100,860                                               (339,163)
           DexCom    Inc                    Credit    Suisse
      (16,683)                                                2,881
           DexCom    Inc                    Bank   of  America    Merrill    Lynch
      (22,891)                                               78,287
           DexCom    Inc
       (5,212)                            Citibank                   3,544
           DexCom    Inc                    JP  Morgan
      (26,150)                                                4,184
           DexCom    Inc
       (6,970)                            HSBC                   1,115
           Diamondback      Energy    Inc              Credit    Suisse
       (4,075)                                               29,666
           Diamondback      Energy    Inc
      (46,747)                            Citibank                  481,962
           Diamondback      Energy    Inc              JP  Morgan
      (24,729)                                               180,027
           Diamondback      Energy    Inc
      (10,174)                            HSBC                   74,067
           DiamondRock      Hospitality      Co  (Reit)          Credit    Suisse
       33,747                                               (17,211)
           DiamondRock      Hospitality      Co  (Reit)          JP  Morgan
       12,576                                               (6,414)
           DiamondRock      Hospitality      Co  (Reit)          Bank   of  America    Merrill    Lynch
       3,785                                               (3,444)
           Dick’s    Sporting     Goods   Inc            Credit    Suisse
       71,329                                              (152,644)
           Dick’s    Sporting     Goods   Inc            Bank   of  America    Merrill    Lynch
       89,611                                              (200,729)
       97,011     Dick’s    Sporting     Goods   Inc             Citibank                  (314,316)
           Dick’s    Sporting     Goods   Inc            JP  Morgan
       65,117                                              (139,350)
           Dick’s    Sporting     Goods   Inc 
       46,452                            HSBC                   (99,407)
           Digital    Realty    Trust   Inc  (Reit)           Credit    Suisse
       (8,910)                                                (178)
           Digital    Realty    Trust   Inc  (Reit)           Goldman    Sachs
       (2,950)                                               2,909
           Digital    Realty    Trust   Inc  (Reit)
      (18,138)                            Citibank                   11,790
           Digital    Realty    Trust   Inc  (Reit)           Bank   of  America    Merrill    Lynch
       (9,792)                                                (588)
           Digital    Realty    Trust   Inc  (Reit)           JP  Morgan
      (37,153)                                                 (743)
           Discover     Financial     Services
       29,971                            Citibank                  (102,201)
           Discover     Financial     Services              Bank   of  America    Merrill    Lynch
       24,978                                               (54,702)
           Discover     Financial     Services              JP  Morgan
       36,715                                              (147,594)
           Discover     Financial     Services              Credit    Suisse
       28,361                                              (113,555)
           Discover     Financial     Services              Goldman    Sachs
       11,210                                               (25,837)
           Discovery     Inc   ‘A’                Goldman    Sachs
      (47,120)                                               11,569
           Discovery     Inc   ‘A’                Credit    Suisse
      (39,715)                                               44,377
           Discovery     Inc   ‘A’
      (66,089)                            Citibank                   4,626
           Discovery     Inc   ‘C’                Goldman    Sachs
      (71,700)                                                6,092
           Discovery     Inc   ‘C’                Bank   of  America    Merrill    Lynch
      (44,199)                                               16,796
           Discovery     Inc   ‘C’
       (5,708)                            Citibank                    (114)
      (32,939)     Discovery     Inc   ‘C’                Credit    Suisse               51,055
           DISH   Network    Corp   ‘A’              Bank   of  America    Merrill    Lynch
         54                                               14
           DISH   Network    Corp   ‘A’              Citibank
       1,043                                                282
           DISH   Network    Corp   ‘A’              Credit    Suisse
       34,591                                                7,264
           DocuSign     Inc
      (32,542)                            HSBC                   (50,440)
           DocuSign     Inc                   Bank   of  America    Merrill    Lynch
      (99,420)                                               (146,147)
           DocuSign     Inc                   Credit    Suisse
      (64,369)                                               (99,772)
           DocuSign     Inc
      (41,124)                            Citibank                   (14,805)
           DocuSign     Inc                   JP  Morgan
      (19,556)                                               (30,312)
           Dolby   Laboratories       Inc   ‘A’           Credit    Suisse
       (3,624)                                               7,067
           Dolby   Laboratories       Inc   ‘A’           Bank   of  America    Merrill    Lynch
       (1,339)                                               3,896
                                213/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           米国（続き）
           Dolby   Laboratories       Inc   ‘A’           JP  Morgan
       (9,217)                                               17,973
           Dollar    General    Corp                Credit    Suisse
       5,543                                               25,442
           Dollar    Tree   Inc                 Credit    Suisse
      (15,724)                                               111,011
           Dollar    Tree   Inc                 Bank   of  America    Merrill    Lynch
      (104,048)                                               119,655
           Dollar    Tree   Inc
      (23,850)                            Citibank                   12,402
           Dollar    Tree   Inc                 JP  Morgan
      (25,709)                                               181,506
           Dollar    Tree   Inc
       (8,005)                            HSBC                   56,515
           Dominion     Energy    Inc               Credit    Suisse
      (25,129)                                               (13,570)
           Dominion     Energy    Inc               Bank   of  America    Merrill    Lynch
      (49,075)                                                (2,944)
           Dominion     Energy    Inc
      (10,943)                            Citibank                   32,610
           Dominion     Energy    Inc               JP  Morgan
      (46,701)                                               (25,219)
           Dominion     Energy    Inc
       (9,218)                            HSBC                   (4,978)
           Dominion     Energy    Inc               Goldman    Sachs
      (19,680)                                               35,946
           Domino’s     Pizza   Inc               Credit    Suisse
       (1,320)                                               5,268
           Domino’s     Pizza   Inc 
       (5,814)                            Citibank                   57,035
       (1,766)    Domino’s     Pizza   Inc               JP  Morgan                 15,064
           Domino’s     Pizza   Inc               Bank   of  America    Merrill    Lynch
        (850)                                              1,743
           Domtar    Corp                    Bank   of  America    Merrill    Lynch
       30,938                                              (108,283)
           Domtar    Corp
      105,986                             Citibank                  (150,500)
           Domtar    Corp                    JP  Morgan
       91,430                                              (396,806)
           Domtar    Corp                    Credit    Suisse
       22,278                                               (73,882)
           Domtar    Corp
       34,040                            HSBC                   (53,051)
           Donaldson     Co  Inc
       7,803                            Citibank                   (18,415)
           Donaldson     Co  Inc                 Bank   of  America    Merrill    Lynch
       5,063                                              (16,809)
           Donaldson     Co  Inc                 JP  Morgan
       32,731                                              (183,621)
           Donaldson     Co  Inc
       4,192                            HSBC                   (23,517)
           Douglas    Emmett    Inc  (Reit)
       20,950                            Citibank                   (25,559)
           Douglas    Emmett    Inc  (Reit)              JP  Morgan
       11,068                                               (7,084)
           Dover   Corp                    Credit    Suisse
       32,005                                              (233,316)
           Dover   Corp
       5,183                            Citibank                   (18,089)
           Dover   Corp                    Bank   of  America    Merrill    Lynch
       45,674                                              (304,646)
           Dover   Corp
       11,983                            HSBC                   (87,356)
           Dover   Corp                    JP  Morgan
       24,298                                              (166,099)
           Dover   Corp                    Goldman    Sachs
       37,350                                              (154,742)
      (18,861)     Dow  Inc                     Citibank                   53,565
           DowDuPont     Inc
       (8,766)                            HSBC                   10,519
           DowDuPont     Inc                  Bank   of  America    Merrill    Lynch
      (37,898)                                               (14,401)
           DowDuPont     Inc
      (71,159)                            Citibank                   88,237
           DowDuPont     Inc                  Goldman    Sachs
      (42,450)                                               25,383
           DowDuPont     Inc                  JP  Morgan
      (14,990)                                               17,988
           DowDuPont     Inc                  Credit    Suisse
      (34,537)                                               30,629
           DR  Horton    Inc                  Credit    Suisse
      (26,830)                                                 537
           DR  Horton    Inc                  Goldman    Sachs
       (4,430)                                               7,366
           DR  Horton    Inc
      (13,540)                            HSBC                   5,612
           DR  Horton    Inc                  Bank   of  America    Merrill    Lynch
      (82,561)                                               69,351
                                214/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           米国（続き）
           DR  Horton    Inc
      (35,160)                            Citibank                   19,338
           DR  Horton    Inc                  JP  Morgan
      (113,973)                                                2,279
           DTE  Energy    Co                  Bank   of  America    Merrill    Lynch
       23,165                                               (33,821)
           DTE  Energy    Co
       35,352                            Citibank                  (143,883)
           DTE  Energy    Co                  JP  Morgan
       16,583                                               19,734
           DTE  Energy    Co                  Credit    Suisse
       25,716                                               30,602
           DTE  Energy    Co                  Goldman    Sachs
       1,450                                               (4,961)
           Duke   Energy    Corp
      (19,550)                            HSBC                   53,928
           Duke   Realty    Corp   (Reit)               Credit    Suisse
       21,855                                               (8,523)
           Duke   Realty    Corp   (Reit)               Bank   of  America    Merrill    Lynch
       52,575                                               (40,483)
           Duke   Realty    Corp   (Reit)
       66,982                            Citibank                   (64,303)
           Duke   Realty    Corp   (Reit)               JP  Morgan
       81,726                                               (31,873)
           Dunkin’     Brands    Group   Inc            Citibank
       2,905                                               (2,295)
           Dunkin’     Brands    Group   Inc            Credit    Suisse
       5,954                                                (774)
           DXC  Technology      Co                Goldman    Sachs
      (34,220)                                               144,579
       9,208    E*TRADE    Financial     Corp              Bank   of  America    Merrill    Lynch      (25,138)
           E*TRADE    Financial     Corp 
       30,370                            Citibank                   (82,303)
           Eagle   Materials     Inc               Credit    Suisse
      (38,689)                                               145,659
           Eagle   Materials     Inc               Goldman    Sachs
       (4,530)                                               17,719
           Eagle   Materials     Inc               Bank   of  America    Merrill    Lynch
      (26,973)                                               82,807
           Eagle   Materials     Inc
       (8,663)                            Citibank                   37,078
           Eagle   Materials     Inc               JP  Morgan
       (4,787)                                               18,143
           Eagle   Materials     Inc
       (8,085)                            HSBC                   30,642
           East   West   Bancorp    Inc
       22,424                            Citibank                   (79,157)
           East   West   Bancorp    Inc              JP  Morgan
       15,905                                              (116,902)
           East   West   Bancorp    Inc              Credit    Suisse
       10,111                                               (74,316)
           Eastman    Chemical     Co               Bank   of  America    Merrill    Lynch
       14,800                                               (89,984)
           Eastman    Chemical     Co
       11,647                            Citibank                   (49,616)
           Eastman    Chemical     Co               Credit    Suisse
       18,991                                              (191,619)
           Eastman    Chemical     Co               JP  Morgan
       16,684                                              (168,342)
           Eastman    Chemical     Co               Goldman    Sachs
       16,120                                               (51,803)
           Eaton   Corp   Plc                  Credit    Suisse
        494                                              (3,137)
           Eaton   Corp   Plc
       24,486                            Citibank                  (105,780)
           Eaton   Corp   Plc                  JP  Morgan
       12,210                                               (77,534)
      (67,450)     Eaton   Vance   Corp                 Bank   of  America    Merrill    Lynch      (13,490)
           Eaton   Vance   Corp                 Credit    Suisse
      (38,242)                                               35,947
           Eaton   Vance   Corp
       (4,923)                            HSBC                   4,628
           Eaton   Vance   Corp                 JP  Morgan
      (28,096)                                               26,410
           eBay   Inc                     Credit    Suisse
       27,118                                               (43,764)
           eBay   Inc                     Bank   of  America    Merrill    Lynch
       44,546                                               (53,010)
           eBay   Inc
       27,811                            Citibank                   (12,793)
           eBay   Inc                     JP  Morgan
       16,110                                               (27,226)
           eBay   Inc
       12,796                            HSBC                   (21,625)
           eBay   Inc                     Goldman    Sachs
       9,180                                               (7,940)
           EchoStar     Corp   ‘A’                Goldman    Sachs
      (49,570)                                                (1,380)
                                215/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           米国（続き）
           EchoStar     Corp   ‘A’
       (7,550)                            HSBC                   (16,878)
           EchoStar     Corp   ‘A’                Credit    Suisse
      (18,063)                                               (24,024)
           EchoStar     Corp   ‘A’                JP  Morgan
       (6,579)                                               (8,750)
           Ecolab    Inc                    JP  Morgan
      (16,040)                                               (18,606)
           Edwards    Lifesciences       Corp
       3,951                            HSBC                   (32,754)
           Edwards    Lifesciences       Corp             Bank   of  America    Merrill    Lynch
       1,908                                              (14,825)
           Edwards    Lifesciences       Corp
       6,354                            Citibank                   (20,206)
           Edwards    Lifesciences       Corp             JP  Morgan
       4,109                                              (34,064)
           Edwards    Lifesciences       Corp             Credit    Suisse
       4,966                                              (43,995)
           Edwards    Lifesciences       Corp             Goldman    Sachs
       5,640                                              (20,418)
           Elanco    Animal    Health    Inc             Bank   of  America    Merrill    Lynch
      (17,311)                                               29,602
           Elanco    Animal    Health    Inc             Credit    Suisse
      (27,205)                                                9,522
           Elanco    Animal    Health    Inc
      (87,771)                            HSBC                  102,510
           Elanco    Animal    Health    Inc             JP  Morgan
      (50,055)                                               17,519
           Elastic    NV                   Credit    Suisse
      (35,546)                                               61,838
       (6,400)    Elastic    NV                   Citibank                   10,816
           Elastic    NV
      (69,787)                            HSBC                   76,358
           Electronic      Arts   Inc               Credit    Suisse
       6,449                                              (16,123)
           Electronic      Arts   Inc
       22,382                            Citibank                   (55,060)
           Electronic      Arts   Inc               JP  Morgan
       16,581                                               (41,453)
           Electronic      Arts   Inc
       20,150                            HSBC                   (47,509)
           Electronic      Arts   Inc               Bank   of  America    Merrill    Lynch
        908                                              (4,894)
           Electronic      Arts   Inc               Goldman    Sachs
       13,070                                               (51,965)
           Element    Solutions     Inc              Goldman    Sachs
      (302,708)                                               186,561
           Element    Solutions     Inc
      (74,140)                            Citibank                   43,001
           Element    Solutions     Inc              Bank   of  America    Merrill    Lynch
      (64,520)                                               103,877
           Element    Solutions     Inc
      (155,910)                             HSBC                  251,015
           Element    Solutions     Inc              JP  Morgan
      (411,277)                                               662,156
           Eli  Lilly   & Co
       34,778                            Citibank                   (94,596)
           Eli  Lilly   & Co
       8,370                            HSBC                   (12,185)
           Eli  Lilly   & Co                 JP  Morgan
       13,764                                               (13,626)
           Eli  Lilly   & Co                 Credit    Suisse
       6,130                                               (3,179)
           EMCOR   Group   Inc                 Bank   of  America    Merrill    Lynch
       49,439                                               (82,563)
           EMCOR   Group   Inc
       30,906                            Citibank                   (54,086)
       35,856     EMCOR   Group   Inc                 JP  Morgan                 (58,804)
           EMCOR   Group   Inc                 Credit    Suisse
       30,602                                               (50,187)
           EMCOR   Group   Inc
       30,336                            HSBC                   (49,751)
           Emerson    Electric     Co               Bank   of  America    Merrill    Lynch
       12,724                                               (65,529)
           Emerson    Electric     Co
       8,154                            Citibank                   (34,818)
           Emerson    Electric     Co               JP  Morgan
       49,372                                              (290,801)
           Emerson    Electric     Co               Credit    Suisse
        919                                              (5,413)
           Empire    State   Realty    Trust   Inc  (Reit)    ‘A’    Bank   of  America    Merrill    Lynch
      (49,218)                                               20,672
           Empire    State   Realty    Trust   Inc  (Reit)    ‘A’    JP  Morgan
      (75,598)                                               12,852
           Encana    Corp                    Goldman    Sachs
       31,890                                               (12,405)
           Encompass     Health    Corp               Bank   of  America    Merrill    Lynch
       23,575                                               (54,458)
                                216/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           米国（続き）
           Encompass     Health    Corp               Credit    Suisse
       36,940                                              (173,249)
           Encompass     Health    Corp
       54,193                            Citibank                   (81,290)
           Encompass     Health    Corp               JP  Morgan
       40,132                                              (188,219)
           Endo   International       Plc              Bank   of  America    Merrill    Lynch
       80,981                                              (129,975)
           Endo   International       Plc              JP  Morgan
       71,341                                              (225,081)
           Endo   International       Plc              Credit    Suisse
       16,639                                               (52,496)
           Energizer     Holdings     Inc              Bank   of  America    Merrill    Lynch
      (79,737)                                               381,143
           Energizer     Holdings     Inc
      (45,751)                            Citibank                  161,959
           Energizer     Holdings     Inc              JP  Morgan
      (10,982)                                               11,092
           Energizer     Holdings     Inc              Goldman    Sachs
      (33,020)                                               126,503
           Energizer     Holdings     Inc
      (17,652)                            HSBC                   17,829
           Energizer     Holdings     Inc              Credit    Suisse
      (88,861)                                               87,297
       2,758    EnerSys                        Citibank                   (13,955)
                                   Credit    Suisse
       6,255    EnerSys                                          (59,360)
                                   Bank   of  America    Merrill    Lynch
       6,100    EnerSys                                          (41,114)
       15,662     EnerSys                        JP  Morgan                (148,632)
           Enstar    Group   Ltd                 Credit    Suisse
      (20,090)                                               326,663
           Enstar    Group   Ltd                 JP  Morgan
       (5,007)                                               81,414
           Enstar    Group   Ltd
       (9,035)                            Citibank                   84,929
           Entergy    Corp
       8,527                            Citibank                   (18,845)
           Entergy    Corp                   JP  Morgan
       24,699                                               50,633
           Entergy    Corp
       13,977                            HSBC                   28,653
           Entergy    Corp                   Bank   of  America    Merrill    Lynch
       15,734                                                (157)
           Entergy    Corp                   Credit    Suisse
       33,151                                               67,960
           EPAM   Systems    Inc                 Bank   of  America    Merrill    Lynch
       (8,393)                                               3,441
           EPAM   Systems    Inc
      (14,207)                            Citibank                   8,524
           EPAM   Systems    Inc                 JP  Morgan
       (6,892)                                               (1,447)
           EPR  Properties      (Reit)                Goldman    Sachs
      (54,264)                                               96,371
           EQT  Corp                     Goldman    Sachs
      (49,360)                                               90,711
           EQT  Corp
      (35,485)                            HSBC                   87,132
           EQT  Corp                     Bank   of  America    Merrill    Lynch
      (80,310)                                               267,432
           EQT  Corp                     JP  Morgan
      (139,591)                                               315,109
           EQT  Corp                     Credit    Suisse
      (137,653)                                               306,966
           Equifax    Inc                   Bank   of  America    Merrill    Lynch
      (72,386)                                               (106,407)
      (51,801)     Equifax    Inc                   Citibank                  189,074
           Equifax    Inc                   Goldman    Sachs
      (25,300)                                               37,818
           Equifax    Inc                   JP  Morgan
      (30,966)                                                (5,884)
           Equifax    Inc
      (26,520)                            HSBC                   (5,039)
           Equinix    Inc  (Reit)
       (3,130)                            HSBC                   (17,685)
           Equinix    Inc  (Reit)                 JP  Morgan
       (7,544)                                               (42,624)
           Equinix    Inc  (Reit)                 Bank   of  America    Merrill    Lynch
        (774)                                              1,540
           Equinix    Inc  (Reit)
       (3,737)                            Citibank                   34,978
           Equinix    Inc  (Reit)                 Credit    Suisse
      (10,777)                                               (60,890)
           Equitrans     Midstream     Corp
      (16,772)                            Citibank                   22,139
           Equitrans     Midstream     Corp             Goldman    Sachs
      (80,950)                                               98,371
                                217/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           米国（続き）
           Equitrans     Midstream     Corp             Bank   of  America    Merrill    Lynch
      (23,225)                                               33,676
           Equitrans     Midstream     Corp             JP  Morgan
      (34,191)                                               23,114
           Equitrans     Midstream     Corp             Credit    Suisse
      (38,452)                                               25,378
           Equity    Commonwealth       (Reit)             Credit    Suisse
       67,324                                               32,989
           Equity    Commonwealth       (Reit)             Bank   of  America    Merrill    Lynch
       67,359                                               12,125
           Equity    Commonwealth       (Reit)
       50,548                            Citibank                   9,604
           Equity    Commonwealth       (Reit)             JP  Morgan
       77,488                                               37,969
           Equity    LifeStyle     Properties      Inc  (Reit)       Credit    Suisse
       7,783                                               20,781
           Equity    Residential      (Reit)              Bank   of  America    Merrill    Lynch
       11,215                                               (4,598)
           Equity    Residential      (Reit)
       13,345                            Citibank                   (11,477)
           Equity    Residential      (Reit)              JP  Morgan
       33,035                                               44,267
           Equity    Residential      (Reit)              Credit    Suisse
       31,668                                               42,435
           Erie   Indemnity     Co  ‘A’              Credit    Suisse
       (5,996)                                               (44,850)
           Erie   Indemnity     Co  ‘A’              JP  Morgan
      (13,037)                                               (98,328)
           Erie   Indemnity     Co  ‘A’              Bank   of  America    Merrill    Lynch
       (3,355)                                               (17,849)
       (8,556)    Erie   Indemnity     Co  ‘A’              Citibank                   7,957
           Erie   Indemnity     Co  ‘A’              Goldman    Sachs
       (2,460)                                               (9,291)
           Essent    Group   Ltd                 JP  Morgan
       25,984                                               (14,551)
           Essent    Group   Ltd                 Bank   of  America    Merrill    Lynch
       31,193                                               (26,202)
           Essent    Group   Ltd
       58,824                            Citibank                  (111,177)
           Essent    Group   Ltd                 Credit    Suisse
       29,049                                               (16,267)
           Essex   Property     Trust   Inc  (Reit)           Goldman    Sachs
       (9,730)                                               22,399
           Estee   Lauder    Cos  Inc/The     ‘A’
       15,697                            Citibank                   (70,323)
           Estee   Lauder    Cos  Inc/The     ‘A’
       7,124                            HSBC                   (26,074)
           Estee   Lauder    Cos  Inc/The     ‘A’          Bank   of  America    Merrill    Lynch
       3,770                                              (25,938)
           Estee   Lauder    Cos  Inc/The     ‘A’          JP  Morgan
       34,533                                              (126,391)
           Estee   Lauder    Cos  Inc/The     ‘A’          Goldman    Sachs
       1,290                                              (10,493)
           Etsy   Inc
       13,805                            Citibank                   (41,829)
           Etsy   Inc                     Credit    Suisse
       13,174                                               (93,535)
           Euronet    Worldwide     Inc              Credit    Suisse
       2,782                                               10,816
           Euronet    Worldwide     Inc              Bank   of  America    Merrill    Lynch
       14,288                                               57,223
           Euronet    Worldwide     Inc
       2,554                            Citibank                   (11,633)
           Euronet    Worldwide     Inc              JP  Morgan
       1,017                                               2,965
           Euronet    Worldwide     Inc
       2,447                            HSBC                   7,133
       2,200    Euronet    Worldwide     Inc              Goldman    Sachs               (2,740)
           Evercore     Inc   ‘A’                Goldman    Sachs
      (46,221)                                               216,533
           Everest    Re  Group   Ltd               JP  Morgan
       (1,907)                                               (6,236)
           Everest    Re  Group   Ltd               Goldman    Sachs
      (14,770)                                               57,288
           Everest    Re  Group   Ltd               Credit    Suisse
       (3,860)                                               13,316
           Everest    Re  Group   Ltd
       (4,100)                            Citibank                   21,197
           Evergy    Inc                    Credit    Suisse
      (28,089)                                               (32,583)
           Evergy    Inc                    JP  Morgan
      (34,893)                                               (40,476)
           Evergy    Inc                    Bank   of  America    Merrill    Lynch
      (88,396)                                                (5,304)
           Evergy    Inc                    Goldman    Sachs
       (4,250)                                                (336)
           Eversource      Energy
       (3,130)                            HSBC                   (4,239)
                                218/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           米国（続き）
           Eversource      Energy                  Goldman    Sachs
      (15,560)                                               21,061
           Eversource      Energy                  Bank   of  America    Merrill    Lynch
      (36,243)                                                 (725)
           Eversource      Energy                  Credit    Suisse
       (2,400)                                                389
           Exact   Sciences     Corp                JP  Morgan
      (18,249)                                               14,325
           Exact   Sciences     Corp                Bank   of  America    Merrill    Lynch
      (34,164)                                               (183,290)
           Exact   Sciences     Corp
      (28,362)                            Citibank                  (165,209)
           Exelixis     Inc                   Bank   of  America    Merrill    Lynch
       22,301                                                7,136
           Exelixis     Inc                   Goldman    Sachs
       17,800                                               (7,642)
           Exelixis     Inc                   Credit    Suisse
       9,497                                               (6,363)
           Exelon    Corp                    Bank   of  America    Merrill    Lynch
       34,090                                               (30,340)
           Exelon    Corp
       58,579                            Citibank                   (81,425)
           Exelon    Corp
       43,258                            HSBC                   (30,281)
           Exelon    Corp                    JP  Morgan
      140,495                                               (98,347)
           Exelon    Corp                    Credit    Suisse
       68,559                                               (47,991)
           Expedia    Group   Inc                Bank   of  America    Merrill    Lynch
       (1,147)                                               4,359
       (5,884)    Expedia    Group   Inc                Credit    Suisse               38,423
           Expeditors      International       of  Washington      Inc   Bank   of  America    Merrill    Lynch
       25,324                                              (111,172)
           Expeditors      International       of  Washington      Inc
      103,017                             Citibank                  (406,917)
           Expeditors      International       of  Washington      Inc   JP  Morgan
      113,656                                               (645,398)
           Expeditors      International       of  Washington      Inc   Credit    Suisse
       70,749                                              (424,494)
           Expeditors      International       of  Washington      Inc
       50,213                            HSBC                  (301,278)
           Expeditors      International       of  Washington      Inc   Goldman    Sachs
       51,920                                              (225,804)
           Extended     Stay   America    Inc  (Unit)          Credit    Suisse
       19,430                                               (19,041)
           Extended     Stay   America    Inc  (Unit)
       12,691                            Citibank                   (7,868)
           Extended     Stay   America    Inc  (Unit)          Goldman    Sachs
       53,330                                               (20,028)
           Extra   Space   Storage    Inc  (Reit)           Goldman    Sachs
      (21,740)                                                3,616
           Extraction      Oil  & Gas  Inc             Credit    Suisse
      (280,180)                                               176,253
           Extraction      Oil  & Gas  Inc
      (98,600)                            HSBC                   36,195
           Exxon   Mobil   Corp
       5,782                            HSBC                   (31,628)
           F5  Networks     Inc                 Citibank
       11,938                                               (69,121)
           F5  Networks     Inc                 Bank   of  America    Merrill    Lynch
       22,754                                              (192,726)
           F5  Networks     Inc                 JP  Morgan
       21,523                                              (324,997)
           F5  Networks     Inc                 Credit    Suisse
       8,841                                              (133,499)
           Facebook     Inc   ‘A’                Credit    Suisse
      (24,349)                                               264,917
      (10,481)     Facebook     Inc   ‘A’                Bank   of  America    Merrill    Lynch       79,760
           Facebook     Inc   ‘A’                Citibank
      (14,744)                                               98,195
           Facebook     Inc   ‘A’                JP  Morgan
       (6,217)                                               67,641
           Fair   Isaac   Corp                  Credit    Suisse
       7,427                                               72,785
           Fair   Isaac   Corp
       11,929                            Citibank                   (47,597)
           Fair   Isaac   Corp                  JP  Morgan
       4,004                                               39,239
           Fair   Isaac   Corp                  Bank   of  America    Merrill    Lynch
       6,387                                               35,895
           Fair   Isaac   Corp
        637                           HSBC                   6,243
           Fastenal     Co                   Credit    Suisse
       69,484                                              (182,586)
           Fastenal     Co                   Bank   of  America    Merrill    Lynch
       32,356                                               (62,124)
           Fastenal     Co
       42,942                            Citibank                   (81,590)
                                219/337



                                                           EDINET提出書類
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                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           米国（続き）
           Fastenal     Co                   JP  Morgan
       89,424                                              (254,858)
           Fastenal     Co
       30,986                            HSBC                   (88,310)
           Fastenal     Co                   Goldman    Sachs
       65,240                                              (107,908)
           Federal    Realty    Investment      Trust   (Reit)       Goldman    Sachs
       (3,200)                                                576
           FedEx   Corp                    Bank   of  America    Merrill    Lynch
       4,322                                              (70,362)
           FedEx   Corp
       4,033                            Citibank                   (23,149)
           FedEx   Corp                    JP  Morgan
       7,239                                              (164,390)
           FedEx   Corp                    Credit    Suisse
       5,418                                              (125,535)
           FedEx   Corp                    Goldman    Sachs
       7,050                                              (77,165)
           Fidelity     National     Financial     Inc
      (26,618)                            HSBC                   13,109
           Fidelity     National     Financial     Inc
      (46,777)                            Citibank                   27,131
           Fidelity     National     Financial     Inc         JP  Morgan
      (73,124)                                               31,627
           Fidelity     National     Financial     Inc         Credit    Suisse
      (50,261)                                               23,120
           Fidelity     National     Financial     Inc         Goldman    Sachs
       (4,210)                                               3,817
           Fidelity     National     Information      Services     Inc   Credit    Suisse
       18,969                                               56,148
       13,973     Fidelity     National     Information      Services     Inc   HSBC                   41,360
           Fidelity     National     Information      Services     Inc   JP  Morgan
       25,637                                               75,886
           Fidelity     National     Information      Services     Inc   Bank   of  America    Merrill    Lynch
        505                                               934
           Fifth   Third   Bancorp
       14,060                            HSBC                   (18,547)
           Fifth   Third   Bancorp                 Bank   of  America    Merrill    Lynch
       62,286                                               (27,406)
           Fifth   Third   Bancorp
       7,733                            Citibank                   (6,186)
           Fifth   Third   Bancorp                 JP  Morgan
       52,669                                               (62,149)
           Fifth   Third   Bancorp                 Credit    Suisse
       30,957                                               (33,293)
           Fifth   Third   Bancorp                 Goldman    Sachs
      119,300                                               (77,482)
           FireEye    Inc                   Bank   of  America    Merrill    Lynch
      (280,556)                                               204,806
           FireEye    Inc                   Goldman    Sachs
      (155,230)                                                10,415
           FireEye    Inc
      (52,290)                            HSBC                   36,608
           FireEye    Inc
      (290,233)                             Citibank                   (60,949)
           FireEye    Inc                   JP  Morgan
      (295,027)                                               318,629
           FireEye    Inc                   Credit    Suisse
      (136,752)                                               130,612
           First   American     Financial     Corp           JP  Morgan
       29,442                                              (113,941)
           First   Citizens     BancShares      Inc/NC    ‘A'      Goldman    Sachs
       (1,330)                                               19,419
           First   Data   Corp   ‘A’               Bank   of  America    Merrill    Lynch
      (86,920)                                                4,346
           First   Data   Corp   ‘A’               HSBC
      (47,374)                                                6,941
      (89,036)     First   Data   Corp   ‘A’               JP  Morgan                  (2,715)
           First   Data   Corp   ‘A’               Credit    Suisse
      (39,615)                                                1,188
           First   Data   Corp   ‘A’               Citibank
      (63,072)                                               78,840
           First   Hawaiian     Inc                Credit    Suisse
       38,800                                               (93,508)
           First   Horizon    National     Corp            Bank   of  America    Merrill    Lynch
      (75,933)                                               49,356
           First   Horizon    National     Corp
      (50,402)                            Citibank                   32,761
           First   Horizon    National     Corp            JP  Morgan
      (157,382)                                               190,432
           First   Horizon    National     Corp            Goldman    Sachs
      (257,970)                                               137,275
           First   Horizon    National     Corp            Credit    Suisse
      (283,697)                                               332,299
           First   Horizon    National     Corp
      (46,434)                            HSBC                   56,185
           First   Republic     Bank/CA                Bank   of  America    Merrill    Lynch
      (14,718)                                               31,938
                                220/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           米国（続き）
           First   Republic     Bank/CA                JP  Morgan
      (33,454)                                               177,306
           First   Republic     Bank/CA
       (9,330)                            HSBC                   26,861
           First   Republic     Bank/CA
       (2,897)                            Citibank                   7,706
           First   Republic     Bank/CA                Credit    Suisse
      (39,704)                                               203,974
           First   Solar   Inc                 Credit    Suisse
      (94,432)                                               175,817
           First   Solar   Inc                 Goldman    Sachs
      (13,410)                                               14,368
           First   Solar   Inc
      (48,433)                            Citibank                   35,356
           First   Solar   Inc
      (11,614)                            HSBC                   23,228
           First   Solar   Inc                 JP  Morgan
      (26,836)                                               53,672
           FirstEnergy      Corp                 Goldman    Sachs
      (81,490)                                               95,069
           FirstEnergy      Corp                 Bank   of  America    Merrill    Lynch
      (20,880)                                               16,495
           FirstEnergy      Corp                 JP  Morgan
      (26,110)                                               18,481
           Fiserv    Inc
       14,791                            Citibank                   (61,531)
           Fiserv    Inc                    JP  Morgan
       3,687                                                 74
           Fiserv    Inc
       2,247                            HSBC                     45
       4,587    Fiserv    Inc                    Credit    Suisse                 92
           FleetCor     Technologies       Inc            Bank   of  America    Merrill    Lynch
      (21,948)                                               137,394
           FLIR   Systems    Inc                 Credit    Suisse
       17,716                                               (57,577)
           FLIR   Systems    Inc
       49,665                            Citibank                  (126,149)
           FLIR   Systems    Inc                 Goldman    Sachs
       9,480                                               (3,298)
           Floor   & Decor   Holdings     Inc   ‘A’         Bank   of  America    Merrill    Lynch
      (115,904)                                               763,807
           Floor   & Decor   Holdings     Inc   ‘A’         Credit    Suisse
      (80,225)                                               520,660
           Floor   & Decor   Holdings     Inc   ‘A’         JP  Morgan
      (24,664)                                               160,069
           Floor   & Decor   Holdings     Inc   ‘A’
       (3,645)                            Citibank                   11,154
           Floor   & Decor   Holdings     Inc   ‘A’
      (23,404)                            HSBC                  151,892
           Flowers    Foods   Inc
       13,793                            Citibank                   (12,690)
           Flowers    Foods   Inc                JP  Morgan
       65,058                                               42,938
           Flowserve     Corp                  JP  Morgan
      (41,163)                                               91,382
           Flowserve     Corp                  Goldman    Sachs
       (3,370)                                               11,761
           Flowserve     Corp
       (4,566)                            HSBC                   10,137
           Flowserve     Corp                  Bank   of  America    Merrill    Lynch
      (36,131)                                               101,889
           Fluor   Corp                    Credit    Suisse
      (47,627)                                               64,296
           Fluor   Corp
      (33,276)                            Citibank                   52,243
           Fluor   Corp                    JP  Morgan
      (37,927)                                               51,201
      (68,779)     Fluor   Corp                    Bank   of  America    Merrill    Lynch      123,114
           Fluor   Corp                    Goldman    Sachs
      (25,020)                                               36,339
           Fluor   Corp
      (16,131)                            HSBC                   21,777
           FMC  Corp
       (7,927)                            Citibank                   4,360
           FMC  Corp                     Bank   of  America    Merrill    Lynch
      (28,625)                                               85,875
           FMC  Corp                     JP  Morgan
       (3,584)                                               22,508
           FMC  Corp                     Credit    Suisse
       (2,761)                                               17,339
           FMC  Corp                     Goldman    Sachs
      (12,960)                                                (5,819)
           FNB  Corp/PA                     JP  Morgan
      (192,897)                                               181,323
           FNB  Corp/PA                     Bank   of  America    Merrill    Lynch
      (74,053)                                               23,697
           FNB  Corp/PA
      (258,637)                             Citibank                  134,491
                                221/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           米国（続き）
           FNB  Corp/PA                     Credit    Suisse
      (58,428)                                               54,922
           Foot   Locker    Inc
       28,604                            Citibank                  (397,024)
           Foot   Locker    Inc                 JP  Morgan
       58,135                                              (908,069)
           Foot   Locker    Inc                 Credit    Suisse
       15,725                                              (245,625)
           Foot   Locker    Inc                 Bank   of  America    Merrill    Lynch
       37,885                                              (587,975)
           Foot   Locker    Inc
       8,148                            HSBC                  (127,272)
           Foot   Locker    Inc                 Goldman    Sachs
       42,620                                              (300,443)
           Ford   Motor   Co                  Goldman    Sachs
      (169,050)                                               117,212
           Fortinet     Inc
       6,376                            HSBC                   (42,273)
           Fortinet     Inc
       21,063                            Citibank                  (146,177)
           Fortinet     Inc                   Credit    Suisse
       44,972                                              (298,164)
           Fortinet     Inc                   Bank   of  America    Merrill    Lynch
       36,734                                              (221,506)
           Fortinet     Inc                   JP  Morgan
       17,709                                              (116,681)
           Fortinet     Inc                   Goldman    Sachs
       14,210                                               (62,774)
           Fortune    Brands    Home   & Security     Inc        Bank   of  America    Merrill    Lynch
       14,815                                               (68,593)
       5,105    Fortune    Brands    Home   & Security     Inc        Citibank                   (21,390)
           Fortune    Brands    Home   & Security     Inc        JP  Morgan
       4,864                                              (27,482)
           Fortune    Brands    Home   & Security     Inc        Credit    Suisse
       28,325                                              (160,036)
           Fortune    Brands    Home   & Security     Inc        Goldman    Sachs
       16,360                                               (57,829)
           Fox  Corp   ‘A’                  Goldman    Sachs
       17,510                                               (36,346)
           Fox  Corp   ‘B’                  Citibank
       4,906                                              (10,204)
           Fox  Corp   ‘B’                  JP  Morgan
       1,364                                               (3,042)
           Fox  Corp   - Class    ‘A’
       5,920                            Citibank                   (12,077)
           Fox  Corp   - Class    ‘A’              JP  Morgan
       4,290                                              (13,160)
           Franklin     Resources     Inc              Bank   of  America    Merrill    Lynch
       21,944                                               (31,599)
           Franklin     Resources     Inc
       20,337                            Citibank                   (35,183)
           Franklin     Resources     Inc              JP  Morgan
       7,107                                              (14,001)
           Freeport-McMoRan         Inc               Credit    Suisse
      (610,483)                                              1,084,497
           Freeport-McMoRan         Inc
      (107,354)                             HSBC                  198,605
           Freeport-McMoRan         Inc               Bank   of  America    Merrill    Lynch
      (378,195)                                               502,999
           Freeport-McMoRan         Inc
      (56,059)                            Citibank                   30,272
           Freeport-McMoRan         Inc               Goldman    Sachs
      (142,410)                                               121,802
           Freeport-McMoRan         Inc               JP  Morgan
      (195,679)                                               362,006
           Fresh   Del  Monte   Produce    Inc           Bank   of  America    Merrill    Lynch
       20,176                                               (98,055)
       5,294    Fresh   Del  Monte   Produce    Inc           Citibank                   (12,229)
           Fresh   Del  Monte   Produce    Inc           JP  Morgan
       10,720                                               (44,488)
           Fresh   Del  Monte   Produce    Inc           Credit    Suisse
       6,041                                              (25,070)
           frontdoor     Inc                  JP  Morgan
       (8,475)                                               (14,831)
           frontdoor     Inc                  Goldman    Sachs
       (4,180)                                               3,266
           frontdoor     Inc                  Bank   of  America    Merrill    Lynch
       (4,880)                                                927
           frontdoor     Inc                  Credit    Suisse
      (48,239)                                               (84,418)
           frontdoor     Inc
       (6,389)                            Citibank                   6,964
           FTI  Consulting      Inc                Bank   of  America    Merrill    Lynch
       12,748                                               17,720
           FTI  Consulting      Inc                JP  Morgan
       23,191                                               23,423
           FTI  Consulting      Inc                Credit    Suisse
       16,163                                               16,325
                                222/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           米国（続き）
           FTI  Consulting      Inc
       3,376                            Citibank                   1,350
           Fulton    Financial     Corp               Credit    Suisse
       7,824                                              (10,093)
           Fulton    Financial     Corp               Bank   of  America    Merrill    Lynch
       36,990                                               (28,112)
           Fulton    Financial     Corp
       41,305                            Citibank                   (38,414)
           Fulton    Financial     Corp               JP  Morgan
       29,309                                               (37,809)
           Gaming    and  Leisure    Properties      Inc  (Reit)      JP  Morgan
       38,524                                                5,393
           Gaming    and  Leisure    Properties      Inc  (Reit)      Bank   of  America    Merrill    Lynch
       7,648                                                 76
           Gap  Inc/The                     Goldman    Sachs
       48,890                                              (191,666)
           Gap  Inc/The                     Bank   of  America    Merrill    Lynch
       67,817                                              (333,660)
           Gap  Inc/The
      105,488                             Citibank                  (444,104)
           Gardner    Denver    Holdings     Inc           Bank   of  America    Merrill    Lynch
      (29,510)                                               32,461
           Gardner    Denver    Holdings     Inc           JP  Morgan
      (23,297)                                               (19,569)
           Garmin    Ltd
       12,330                            HSBC                   (30,825)
           Garmin    Ltd                    Bank   of  America    Merrill    Lynch
       39,429                                              (112,373)
           Garmin    Ltd                    JP  Morgan
       33,179                                               (73,057)
       35,665     Garmin    Ltd                    Citibank                   (37,448)
           Garmin    Ltd                    Credit    Suisse
       9,533                                              (23,833)
           Garmin    Ltd                    Goldman    Sachs
       43,550                                               (85,838)
           Gartner    Inc                   Credit    Suisse
       (5,450)                                               12,862
           Gartner    Inc                   Goldman    Sachs
      (17,160)                                               35,983
           Gartner    Inc                   Bank   of  America    Merrill    Lynch
       (1,910)                                               2,349
           Gartner    Inc
       (5,895)                            Citibank                   21,635
           Gartner    Inc                   JP  Morgan
      (39,330)                                               88,065
           Gartner    Inc
       (1,081)                            HSBC                   2,551
           Gates   Industrial      Corp   Plc            Credit    Suisse
      (93,909)                                               213,173
           Gates   Industrial      Corp   Plc
      (10,705)                            Citibank                   7,279
           GCI  Liberty    Inc   ‘A’               Bank   of  America    Merrill    Lynch
      (46,290)                                               31,940
           GCI  Liberty    Inc   ‘A’               Credit    Suisse
      (34,824)                                               42,057
           GCI  Liberty    Inc   ‘A’
      (46,386)                            Citibank                   74,681
           GCI  Liberty    Inc   ‘A’               JP  Morgan
      (55,133)                                               76,084
           GCI  Liberty    Inc   ‘A’               Goldman    Sachs
      (33,110)                                               51,653
           Generac    Holdings     Inc               Bank   of  America    Merrill    Lynch
       9,864                                              (16,572)
           Generac    Holdings     Inc
       20,911                            Citibank                   (44,750)
           Generac    Holdings     Inc               Credit    Suisse
       23,334                                               (71,869)
       37,650     Generac    Holdings     Inc               JP  Morgan                (115,962)
           General    Electric     Co               Bank   of  America    Merrill    Lynch
      (354,353)                                               334,864
           General    Electric     Co
      (132,475)                             Citibank                   77,498
           General    Electric     Co               JP  Morgan
      (272,909)                                               230,608
           General    Electric     Co               Credit    Suisse
      (353,207)                                               298,460
           General    Electric     Co
      (101,026)                             HSBC                   85,367
           General    Mills   Inc                Bank   of  America    Merrill    Lynch
       (4,972)                                               19,938
           General    Mills   Inc                JP  Morgan
      (24,879)                                               61,451
           General    Mills   Inc
      (39,308)                            Citibank                  169,417
           General    Motors    Co                Credit    Suisse
       42,620                                              (185,457)
           General    Motors    Co
       38,202                            Citibank                   (83,662)
                                223/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           米国（続き）
           General    Motors    Co
       42,565                            HSBC                  (206,440)
           General    Motors    Co                Goldman    Sachs
       20,270                                               (79,412)
           Genesee    & Wyoming    Inc   ‘A’            JP  Morgan
      (25,345)                                               (238,243)
           Genesee    & Wyoming    Inc   ‘A’            Bank   of  America    Merrill    Lynch
       (6,770)                                               (57,884)
           Genesee    & Wyoming    Inc   ‘A’
      (27,491)                            Citibank                  (240,821)
           Genomic    Health    Inc                Bank   of  America    Merrill    Lynch
       27,400                                              (112,888)
           Genomic    Health    Inc
       2,596                            Citibank                   (7,710)
           Genomic    Health    Inc                Credit    Suisse
       16,579                                               (92,013)
           Genomic    Health    Inc
       5,425                            HSBC                   (30,109)
           Genomic    Health    Inc                JP  Morgan
       16,752                                               (92,974)
           Gentex    Corp                    JP  Morgan
       52,785                                               (87,095)
           Genuine    Parts   Co                Bank   of  America    Merrill    Lynch
       (7,665)                                               (13,414)
           Genuine    Parts   Co                Goldman    Sachs
       (2,520)                                                359
           Genuine    Parts   Co                JP  Morgan
      (13,367)                                                4,678
           Gilead    Sciences     Inc               Credit    Suisse
       45,556                                              (162,179)
       84,121     Gilead    Sciences     Inc               Bank   of  America    Merrill    Lynch      (234,698)
           Gilead    Sciences     Inc
       27,649                            Citibank                  (110,320)
           Gilead    Sciences     Inc               JP  Morgan
       46,595                                              (165,878)
           Gilead    Sciences     Inc
       3,125                            HSBC                   (11,125)
           Global    Payments     Inc               Bank   of  America    Merrill    Lynch
       (5,853)                                               (28,094)
           Global    Payments     Inc               JP  Morgan
      (10,965)                                               (86,952)
           Global    Payments     Inc               Goldman    Sachs
       (9,660)                                               (22,985)
           GoDaddy    Inc   ‘A’                 Bank   of  America    Merrill    Lynch
       (8,657)                                               19,911
           GoDaddy    Inc   ‘A’                 Credit    Suisse
       (3,233)                                               17,782
           GoDaddy    Inc   ‘A’                 JP  Morgan
       (4,280)                                               23,540
           GoDaddy    Inc   ‘A’
       (2,664)                            Citibank                   5,941
           Goodyear     Tire   & Rubber    Co/The            Credit    Suisse
       29,083                                              (109,714)
           Goodyear     Tire   & Rubber    Co/The            Bank   of  America    Merrill    Lynch
       32,529                                              (107,671)
           Goodyear     Tire   & Rubber    Co/The            Goldman    Sachs
       11,660                                               (28,403)
           Graco   Inc                    Credit    Suisse
       24,533                                               (95,169)
           Graco   Inc
       30,998                            HSBC                   (82,325)
           Graco   Inc                    Bank   of  America    Merrill    Lynch
       12,708                                               (21,095)
           Graco   Inc
       69,336                            Citibank                   (61,016)
           Graco   Inc                    JP  Morgan
       55,567                                              (217,267)
       91,588     Graco   Inc                    Goldman    Sachs              (91,347)
           GrafTech     International       Ltd            Bank   of  America    Merrill    Lynch
      113,219                                               (138,127)
           GrafTech     International       Ltd            Credit    Suisse
       41,973                                               (89,402)
           GrafTech     International       Ltd
      144,737                             Citibank                   (57,895)
           GrafTech     International       Ltd
       53,604                            HSBC                  (114,177)
           GrafTech     International       Ltd            JP  Morgan
      280,705                                               (597,902)
           Graham    Holdings     Co  ‘B’
       1,986                            Citibank                   (28,777)
           Graham    Holdings     Co  ‘B’             Bank   of  America    Merrill    Lynch
       2,373                                              (70,502)
           Graham    Holdings     Co  ‘B’             JP  Morgan
       3,529                                              (82,794)
           Graham    Holdings     Co  ‘B’             Credit    Suisse
       2,807                                              (63,579)
           Graham    Holdings     Co  ‘B’             Goldman    Sachs
       3,450                                              (48,183)
                                224/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           米国（続き）
           Graham    Holdings     Co  ‘B’
        510                           HSBC                   (13,217)
           Grand   Canyon    Education     Inc
      (11,640)                            Citibank                   (23,629)
           Grand   Canyon    Education     Inc            JP  Morgan
      (18,437)                                               (40,662)
           Grand   Canyon    Education     Inc            Bank   of  America    Merrill    Lynch
      (13,369)                                               (42,112)
           Grand   Canyon    Education     Inc            Credit    Suisse
      (27,770)                                               (84,421)
           Grand   Canyon    Education     Inc
      (14,108)                            HSBC                   (43,958)
           Grand   Canyon    Education     Inc            Goldman    Sachs
      (33,160)                                               (60,246)
           Graphic    Packaging     Holding    Co          Bank   of  America    Merrill    Lynch
      (568,996)                                               318,638
           Graphic    Packaging     Holding    Co          Credit    Suisse
      (105,512)                                                70,693
           Graphic    Packaging     Holding    Co          Goldman    Sachs
      (283,854)                                                35,228
           Graphic    Packaging     Holding    Co
      (181,785)                             HSBC                  120,359
           Graphic    Packaging     Holding    Co          JP  Morgan
      (96,596)                                               64,719
           Green   Dot  Corp   ‘A’               Credit    Suisse
       3,424                                              (57,763)
           Green   Dot  Corp   ‘A’
       39,047                            Citibank                  (122,998)
           Green   Dot  Corp   ‘A’               JP  Morgan
       2,895                                              (48,839)
       2,357    Green   Dot  Corp   ‘A’               Bank   of  America    Merrill    Lynch       (2,640)
           Green   Dot  Corp   ‘A’
       3,515                            HSBC                   (59,298)
           Groupon    Inc                   JP  Morgan
      223,383                                               (32,391)
           Groupon    Inc                   Bank   of  America    Merrill    Lynch
      174,424                                                 872
           Groupon    Inc                   Credit    Suisse
       86,115                                               (12,487)
           GrubHub    Inc
      (22,062)                            HSBC                   92,660
           GrubHub    Inc                   Credit    Suisse
      (28,870)                                               108,549
           GrubHub    Inc                   Goldman    Sachs
       (4,380)                                               10,870
           GrubHub    Inc
      (69,795)                            Citibank                  307,796
           GrubHub    Inc                   JP  Morgan
       (6,312)                                               26,510
           GrubHub    Inc                   Bank   of  America    Merrill    Lynch
      (63,705)                                               (30,578)
           Guidewire     Software     Inc              Credit    Suisse
      (69,854)                                               112,465
           Guidewire     Software     Inc              Bank   of  America    Merrill    Lynch
       (3,096)                                               10,062
           Guidewire     Software     Inc              Goldman    Sachs
      (18,880)                                               91,007
           Guidewire     Software     Inc
      (43,656)                            Citibank                  278,525
           Guidewire     Software     Inc              JP  Morgan
      (25,387)                                               41,502
           Guidewire     Software     Inc
      (15,578)                            HSBC                   26,661
           H&R  Block   Inc
      104,317                             Citibank                   (55,288)
           H&R  Block   Inc                  Bank   of  America    Merrill    Lynch
      146,471                                               (142,077)
       51,932     H&R  Block   Inc                  JP  Morgan                  (4,674)
           H&R  Block   Inc                  Credit    Suisse
       73,176                                               (6,586)
           H&R  Block   Inc                  Goldman    Sachs
       83,550                                               (71,282)
           Haemonetics      Corp
       14,543                            Citibank                   (90,894)
           Haemonetics      Corp                 JP  Morgan
       49,027                                               (13,728)
           Haemonetics      Corp                 Bank   of  America    Merrill    Lynch
       5,552                                              (18,044)
           Haemonetics      Corp                 Credit    Suisse
       11,986                                               (3,356)
           Hain   Celestial     Group   Inc/The
      (64,820)                            HSBC                  255,391
           Hain   Celestial     Group   Inc/The             Goldman    Sachs
      (28,190)                                               78,164
           Hain   Celestial     Group   Inc/The             Bank   of  America    Merrill    Lynch
      (116,272)                                               542,990
           Hain   Celestial     Group   Inc/The
      (142,980)                             Citibank                  574,780
                                225/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           米国（続き）
           Hain   Celestial     Group   Inc/The             JP  Morgan
      (62,348)                                               245,651
           Hain   Celestial     Group   Inc/The             Credit    Suisse
      (191,606)                                               728,075
           Halliburton      Co
      (11,930)                            Citibank                   37,460
           Halliburton      Co                 JP  Morgan
      (18,724)                                               91,748
           Hanesbrands      Inc                 Bank   of  America    Merrill    Lynch
      (61,767)                                               97,592
           Hanesbrands      Inc                 JP  Morgan
      (108,247)                                               278,775
           Hanesbrands      Inc                 Credit    Suisse
      (100,366)                                               270,988
           Hanesbrands      Inc                 Goldman    Sachs
      (72,370)                                               117,057
           Hanesbrands      Inc
      (118,291)                             Citibank                  186,900
           Hanover    Insurance     Group   Inc/The
       1,610                            HSBC                   (2,077)
           Hanover    Insurance     Group   Inc/The
       2,028                            Citibank                   (1,359)
           Hanover    Insurance     Group   Inc/The           JP  Morgan
       6,893                                               (8,892)
           Hanover    Insurance     Group   Inc/The           Credit    Suisse
       12,846                                               (16,571)
           Hanover    Insurance     Group   Inc/The           Bank   of  America    Merrill    Lynch
       5,888                                               (2,944)
           Harley-Davidson        Inc               Goldman    Sachs
       55,750                                               (94,464)
       35,920     Harley-Davidson        Inc               Credit    Suisse              (121,312)
           Harley-Davidson        Inc
       18,409                            Citibank                   (45,286)
           Harris    Corp                    Bank   of  America    Merrill    Lynch
       (2,803)                                               (5,101)
           Harris    Corp                    JP  Morgan
       (7,613)                                               (45,450)
           Harris    Corp
       (2,336)                            Citibank                   6,985
           Harris    Corp                    Credit    Suisse
       (5,663)                                               (33,808)
           Hartford     Financial     Services     Group   Inc/The      JP  Morgan
       57,289                                               (12,604)
           Hartford     Financial     Services     Group   Inc/The
       14,670                            HSBC                   (5,828)
           Hartford     Financial     Services     Group   Inc/The      Bank   of  America    Merrill    Lynch
       54,831                                               (35,640)
           Hartford     Financial     Services     Group   Inc/The
       11,194                            Citibank                   (21,492)
           Hartford     Financial     Services     Group   Inc/The      Credit    Suisse
       40,700                                               (13,912)
           Hartford     Financial     Services     Group   Inc/The      Goldman    Sachs
       57,110                                               (63,790)
           Hasbro    Inc                    Goldman    Sachs
       (3,570)                                               3,957
           Hasbro    Inc                    Bank   of  America    Merrill    Lynch
       (6,220)                                               6,096
           Hasbro    Inc
       (4,659)                            HSBC                   20,453
           Hawaiian     Electric     Industries      Inc
       5,869                            HSBC                   (3,169)
           Hawaiian     Electric     Industries      Inc         Bank   of  America    Merrill    Lynch
       8,084                                               (7,114)
           Hawaiian     Electric     Industries      Inc
       13,903                            Citibank                   (14,181)
           Hawaiian     Electric     Industries      Inc         JP  Morgan
       12,354                                               (6,671)
       14,296     Hawaiian     Holdings     Inc              JP  Morgan                 (23,731)
           Hawaiian     Holdings     Inc              Bank   of  America    Merrill    Lynch
       9,039                                              (13,739)
           Hawaiian     Holdings     Inc
       5,595                            Citibank                   (4,644)
           Hawaiian     Holdings     Inc              Credit    Suisse
       29,253                                               (48,560)
           HCA  Healthcare      Inc
       24,166                            HSBC                  (101,688)
           HCA  Healthcare      Inc                Bank   of  America    Merrill    Lynch
       11,013                                               (27,753)
           HCA  Healthcare      Inc
       67,327                            Citibank                  (508,319)
           HCA  Healthcare      Inc                JP  Morgan
       41,670                                              (178,215)
           HCA  Healthcare      Inc                Credit    Suisse
       2,344                                              (10,384)
           HCA  Healthcare      Inc                Goldman    Sachs
       4,590                                              (12,667)
           HCP  Inc  (Reit)                   Bank   of  America    Merrill    Lynch
      (27,255)                                                (4,906)
                                226/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           米国（続き）
           HCP  Inc  (Reit)                   JP  Morgan
       (7,243)                                               (12,168)
           HCP  Inc  (Reit)
       (9,391)                            HSBC                   (15,777)
           HCP  Inc  (Reit)
      (53,053)                            Citibank                   (2,122)
           HCP  Inc  (Reit)                   Credit    Suisse
      (19,553)                                               (32,849)
           HD  Supply    Holdings     Inc
       59,409                            HSBC                  (145,705)
           HD  Supply    Holdings     Inc
       88,323                            Citibank                  (182,829)
           HD  Supply    Holdings     Inc              Credit    Suisse
       27,112                                               (85,132)
           HD  Supply    Holdings     Inc              Bank   of  America    Merrill    Lynch
       80,673                                              (133,917)
           HD  Supply    Holdings     Inc              JP  Morgan
       14,595                                               (45,828)
           HD  Supply    Holdings     Inc              Goldman    Sachs
      156,600                                               (253,825)
           Healthcare      Realty    Trust   Inc  (Reit)
       (7,464)                            HSBC                   (12,614)
           Healthcare      Realty    Trust   Inc  (Reit)         Bank   of  America    Merrill    Lynch
      (30,571)                                               (12,840)
           Healthcare      Realty    Trust   Inc  (Reit)         Credit    Suisse
      (20,257)                                               (34,234)
           Healthcare      Realty    Trust   Inc  (Reit)         JP  Morgan
       (6,834)                                               (11,549)
           Healthcare      Trust   of  America    Inc  (Reit)‘A’       Bank   of  America    Merrill    Lynch
      (48,408)                                               (26,140)
      (28,596)     Healthcare      Trust   of  America    Inc  (Reit)‘A’       Credit    Suisse               (42,894)
           Healthcare      Trust   of  America    Inc  (Reit)‘A’       JP  Morgan
      (52,659)                                               (78,989)
           Heartland     Express    Inc              JP  Morgan
       57,837                                               (86,756)
           Heartland     Express    Inc              Bank   of  America    Merrill    Lynch
       33,467                                               (63,587)
           Heartland     Express    Inc
       11,183                            Citibank                   (15,544)
           Heartland     Express    Inc              Credit    Suisse
       7,435                                              (11,152)
           HEICO   Corp
      (10,418)                            Citibank                  (161,062)
           HEICO   Corp   ‘A’                 Bank   of  America    Merrill    Lynch
      (27,408)                                               (260,650)
           HEICO   Corp   ‘A’                 JP  Morgan
      (15,469)                                               (119,266)
           HEICO   Corp   ‘A’                 Credit    Suisse
        (432)                                              (3,331)
           HEICO   Corp   ‘A’                 Citibank
       (6,692)                                               (69,864)
           HEICO   Corp   ‘A’                 Goldman    Sachs
       (1,870)                                               (3,400)
           Helen   of  Troy   Ltd
       7,113                            Citibank                   (25,393)
           Helen   of  Troy   Ltd                JP  Morgan
       11,877                                               (58,197)
           Helmerich     & Payne   Inc              Goldman    Sachs
       (7,540)                                               8,944
           Henry   Schein    Inc                 Bank   of  America    Merrill    Lynch
       5,044                                              (10,088)
           Henry   Schein    Inc
       17,927                            Citibank                   (73,142)
           Henry   Schein    Inc                 JP  Morgan
       8,775                                              (31,204)
           Henry   Schein    Inc                 Credit    Suisse
       9,101                                              (37,587)
       20,440     Henry   Schein    Inc                 Goldman    Sachs              (59,046)
           Herbalife     Nutrition     Ltd             Credit    Suisse
       29,371                                              (210,884)
           Herbalife     Nutrition     Ltd             JP  Morgan
       90,142                                              (640,246)
           Herbalife     Nutrition     Ltd
       41,111                            Citibank                   (90,033)
           Herbalife     Nutrition     Ltd             Goldman    Sachs
       34,600                                               (62,948)
           Herman    Miller    Inc                Credit    Suisse
       41,976                                              (133,064)
           Herman    Miller    Inc                Bank   of  America    Merrill    Lynch
       46,404                                              (121,114)
           Herman    Miller    Inc                JP  Morgan
       84,854                                              (268,987)
           Herman    Miller    Inc
       17,228                            Citibank                   (45,654)
           Hershey    Co/The
       9,836                            Citibank                   (16,229)
           Hess   Corp                     Credit    Suisse
      (11,240)                                               78,455
                                227/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           米国（続き）
           Hess   Corp                     JP  Morgan
       (4,960)                                               34,621
           Hess   Corp                     Bank   of  America    Merrill    Lynch
       (1,014)                                               8,700
           Hess   Corp
      (37,651)                            Citibank                  287,277
           Hess   Corp
       (7,027)                            HSBC                   49,048
           Hewlett    Packard    Enterprise      Co          Credit    Suisse
       18,120                                               (9,825)
           Hewlett    Packard    Enterprise      Co          Bank   of  America    Merrill    Lynch
       25,329                                               (16,717)
           Hewlett    Packard    Enterprise      Co
       70,039                            Citibank                   (66,537)
           Hewlett    Packard    Enterprise      Co          JP  Morgan
      130,470                                               (207,447)
           Hewlett    Packard    Enterprise      Co          Goldman    Sachs
       72,690                                               (47,899)
           Hexcel    Corp                    Goldman    Sachs
       34,130                                               (31,130)
           Highwoods     Properties      Inc  (Reit)           Credit    Suisse
       5,588                                               (4,638)
           Highwoods     Properties      Inc  (Reit)           Bank   of  America    Merrill    Lynch
       26,024                                               (26,024)
           Highwoods     Properties      Inc  (Reit)
       14,380                            Citibank                   (9,347)
           Highwoods     Properties      Inc  (Reit)           JP  Morgan
       44,926                                               (37,289)
           Hill-Rom     Holdings     Inc              Bank   of  America    Merrill    Lynch
       12,946                                               (41,945)
       5,187    Hill-Rom     Holdings     Inc              Citibank                   (12,812)
           Hill-Rom     Holdings     Inc              JP  Morgan
       3,032                                              (14,887)
           Hill-Rom     Holdings     Inc              Credit    Suisse
       5,270                                              (25,876)
           Hillenbrand      Inc                 JP  Morgan
       62,493                                              (167,481)
           Hillenbrand      Inc
       74,336                            Citibank                  (125,628)
           Hillenbrand      Inc                 Bank   of  America    Merrill    Lynch
       41,786                                               (70,200)
           Hillenbrand      Inc                 Credit    Suisse
       60,807                                              (162,963)
           Hilton    Grand   Vacations     Inc            Credit    Suisse
      (64,117)                                               293,015
           Hilton    Grand   Vacations     Inc            Bank   of  America    Merrill    Lynch
      (164,341)                                               410,853
           Hilton    Grand   Vacations     Inc            JP  Morgan
      (22,868)                                               104,507
           Hilton    Grand   Vacations     Inc
      (12,878)                            Citibank                   15,969
           Hilton    Worldwide     Holdings     Inc          Goldman    Sachs
       16,090                                               (57,514)
           Hilton    Worldwide     Holdings     Inc          Credit    Suisse
       11,182                                               (25,188)
           Hilton    Worldwide     Holdings     Inc          Bank   of  America    Merrill    Lynch
       12,951                                               (59,704)
           Hilton    Worldwide     Holdings     Inc
       24,580                            HSBC                   (40,803)
           Hilton    Worldwide     Holdings     Inc          JP  Morgan
       18,151                                               (30,784)
           HMS  Holdings     Corp                 Bank   of  America    Merrill    Lynch
       16,336                                               (19,276)
           HMS  Holdings     Corp                 Credit    Suisse
       43,698                                               (35,395)
           HMS  Holdings     Corp
       14,972                            Citibank                   (20,512)
       8,881    HMS  Holdings     Corp                 HSBC                   (7,194)
           HMS  Holdings     Corp                 JP  Morgan
       28,035                                               (22,708)
           HollyFrontier       Corp                Credit    Suisse
       20,380                                              (100,677)
           HollyFrontier       Corp                Bank   of  America    Merrill    Lynch
       3,016                                              (14,869)
           HollyFrontier       Corp
       42,449                            Citibank                  (166,400)
           HollyFrontier       Corp                JP  Morgan
       32,659                                              (161,335)
           Hologic    Inc                   Bank   of  America    Merrill    Lynch
      (28,661)                                               47,291
           Hologic    Inc                   Credit    Suisse
      (30,777)                                               76,327
           Hologic    Inc
      (16,572)                            Citibank                   28,835
           Hologic    Inc                   Goldman    Sachs
      (52,490)                                               71,332
           Hologic    Inc                   JP  Morgan
       (6,880)                                               13,763
                                228/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           米国（続き）
           Home   Depot   Inc/The                  JP  Morgan
       17,939                                              (100,638)
           Home   Depot   Inc/The                  Bank   of  America    Merrill    Lynch
       19,401                                               (42,682)
           Home   Depot   Inc/The                  Credit    Suisse
       17,193                                               (96,453)
           Home   Depot   Inc/The
       17,004                            Citibank                   11,053
           Home   Depot   Inc/The
       14,268                            HSBC                   (80,043)
           Honeywell     International       Inc           Credit    Suisse
       17,617                                              (115,744)
           Honeywell     International       Inc
       18,198                            Citibank                  (100,453)
           Honeywell     International       Inc           JP  Morgan
       21,177                                              (137,143)
           Honeywell     International       Inc           Bank   of  America    Merrill    Lynch
       10,281                                               (57,471)
           Honeywell     International       Inc
       18,744                            HSBC                  (123,148)
           Hormel    Foods   Corp                 Bank   of  America    Merrill    Lynch
      (10,900)                                                3,924
           Hormel    Foods   Corp                 JP  Morgan
      (31,649)                                                4,114
           Hormel    Foods   Corp                 Credit    Suisse
      (28,400)                                                3,692
           Hospitality      Properties      Trust   (Reit)
       24,637                            HSBC                   (21,927)
           Hospitality      Properties      Trust   (Reit)         Credit    Suisse
       45,412                                               (40,417)
       36,360     Hospitality      Properties      Trust   (Reit)         Citibank                   (40,360)
           Hospitality      Properties      Trust   (Reit)         JP  Morgan
       37,296                                               (33,193)
           Hospitality      Properties      Trust   (Reit)         Bank   of  America    Merrill    Lynch
       34,311                                               (49,751)
           Host   Hotels    & Resorts    Inc  (Reit)          Bank   of  America    Merrill    Lynch
      115,788                                               (143,577)
           Host   Hotels    & Resorts    Inc  (Reit)
       35,026                            Citibank                   (37,828)
           Host   Hotels    & Resorts    Inc  (Reit)          JP  Morgan
       63,416                                               (65,318)
           Host   Hotels    & Resorts    Inc  (Reit)          Credit    Suisse
       57,688                                               (59,419)
           Howard    Hughes    Corp/The                Credit    Suisse
       (5,974)                                               10,335
           Howard    Hughes    Corp/The                Bank   of  America    Merrill    Lynch
       (9,924)                                               49,719
           Howard    Hughes    Corp/The                JP  Morgan
       (4,327)                                               7,486
           HP  Inc                      Bank   of  America    Merrill    Lynch
      137,554                                               (30,262)
           HP  Inc
       33,860                            Citibank                   (23,363)
           HP  Inc                      JP  Morgan
      297,372                                               (303,319)
           HP  Inc                      Credit    Suisse
      244,923                                               (249,821)
           HP  Inc
       74,499                            HSBC                   (75,989)
           Hubbell    Inc                   Goldman    Sachs
       (7,880)                                               28,977
           Hubbell    Inc                   Bank   of  America    Merrill    Lynch
      (19,429)                                               120,751
           Hubbell    Inc                   JP  Morgan
       (5,297)                                               61,948
           HubSpot    Inc                   JP  Morgan
       4,352                                              (23,805)
       5,332    HubSpot    Inc                   Credit    Suisse               (29,166)
           HubSpot    Inc                   Bank   of  America    Merrill    Lynch
       3,113                                              (22,258)
           HubSpot    Inc
       2,506                            Citibank                   (36,011)
           Hudson    Pacific    Properties      Inc  (Reit)        Credit    Suisse
      (33,149)                                               38,121
           Hudson    Pacific    Properties      Inc  (Reit)
       (8,242)                            Citibank                   7,500
           Hudson    Pacific    Properties      Inc  (Reit)        Bank   of  America    Merrill    Lynch
      (99,936)                                               119,923
           Hudson    Pacific    Properties      Inc  (Reit)        JP  Morgan
      (47,279)                                               54,371
           Humana    Inc                    Credit    Suisse
       7,069                                              (23,681)
           Humana    Inc
       3,078                            HSBC                   (10,311)
           Huntington      Bancshares      Inc/OH
      (47,548)                            Citibank                   26,389
           Huntington      Bancshares      Inc/OH            JP  Morgan
      (68,780)                                               52,617
                                229/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           米国（続き）
           Huntington      Ingalls    Industries      Inc        Credit    Suisse
       3,101                                              (12,156)
           Huntington      Ingalls    Industries      Inc        Bank   of  America    Merrill    Lynch
       1,005                                               (2,020)
           Huntington      Ingalls    Industries      Inc
       2,187                            Citibank                   (15,353)
           Huntington      Ingalls    Industries      Inc        JP  Morgan
       3,453                                              (13,536)
           Huntsman     Corp                   Bank   of  America    Merrill    Lynch
      119,314                                               (292,319)
           Huntsman     Corp
       20,547                            Citibank                   (40,889)
           Huntsman     Corp                   JP  Morgan
      180,313                                               (414,720)
           Huntsman     Corp                   Credit    Suisse
       69,405                                              (159,632)
           Hyatt   Hotels    Corp   ‘A’              JP  Morgan
       2,230                                              (10,794)
           Hyatt   Hotels    Corp   ‘A’              Goldman    Sachs
       18,370                                               (62,629)
        955   IAC/InterActiveCorp                        Citibank                   (6,016)
                                   JP  Morgan
       2,521    IAC/InterActiveCorp                                          (47,344)
                                   Credit    Suisse
       1,168    IAC/InterActiveCorp                                          (21,935)
           ICU  Medical    Inc                 Bank   of  America    Merrill    Lynch
       (8,609)                                               60,607
           ICU  Medical    Inc                 Credit    Suisse
      (11,313)                                               125,918
       (1,720)    ICU  Medical    Inc                 JP  Morgan                 29,309
           ICU  Medical    Inc                 Goldman    Sachs
      (14,240)                                               112,525
           ICU  Medical    Inc
       (1,778)                            HSBC                   30,297
           ICU  Medical    Inc
       (2,268)                            Citibank                   21,297
           IDEX   Corp                     Bank   of  America    Merrill    Lynch
       9,436                                              (20,854)
           IDEX   Corp
       23,958                            Citibank                   (13,656)
           IDEX   Corp                     JP  Morgan
       4,956                                              (11,151)
           IDEX   Corp                     Credit    Suisse
       11,547                                               (25,981)
           IDEXX   Laboratories       Inc
       10,778                            Citibank                   (28,023)
           IDEXX   Laboratories       Inc              JP  Morgan
       11,772                                               23,426
           IDEXX   Laboratories       Inc              Bank   of  America    Merrill    Lynch
       18,383                                               (32,538)
           IDEXX   Laboratories       Inc
       2,930                            HSBC                   5,982
           IDEXX   Laboratories       Inc              Credit    Suisse
       9,609                                               18,548
           IDEXX   Laboratories       Inc              Goldman    Sachs
       3,010                                              (12,736)
           IHS  Markit    Ltd                  Goldman    Sachs
       51,790                                               (37,335)
           Illinois     Tool   Works   Inc             Bank   of  America    Merrill    Lynch
       2,888                                              (33,587)
           Illumina     Inc                   JP  Morgan
       (2,280)                                               26,790
           Illumina     Inc                   Credit    Suisse
       (2,697)                                               31,690
           Illumina     Inc                   Bank   of  America    Merrill    Lynch
       (2,327)                                               (2,560)
       (2,853)    Illumina     Inc                   Citibank                   14,693
           Illumina     Inc
        (822)                           HSBC                   9,659
           Incyte    Corp                    Goldman    Sachs
       10,220                                               (19,628)
           Ingersoll-Rand        Plc
       2,989                            HSBC                   (8,967)
           Ingersoll-Rand        Plc                Bank   of  America    Merrill    Lynch
       11,300                                               (31,866)
           Ingersoll-Rand        Plc
       32,576                            Citibank                  (123,463)
           Ingersoll-Rand        Plc                JP  Morgan
       22,316                                               (67,299)
           Ingersoll-Rand        Plc                Credit    Suisse
       7,233                                              (21,699)
           Ingredion     Inc
       8,628                            Citibank                   (43,226)
           Ingredion     Inc                  Bank   of  America    Merrill    Lynch
       4,189                                              (34,308)
           Ingredion     Inc                  JP  Morgan
       12,426                                               (96,550)
                                230/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           米国（続き）
           Ingredion     Inc                  Goldman    Sachs
       2,060                                               (4,788)
           Inogen    Inc
       1,160                            Citibank                   (5,092)
           Inogen    Inc                    Bank   of  America    Merrill    Lynch
       6,320                                              (70,658)
           Inogen    Inc                    JP  Morgan
       13,988                                               (57,631)
           Insperity     Inc                  Bank   of  America    Merrill    Lynch
       14,270                                               (7,991)
           Insperity     Inc                  Credit    Suisse
       59,326                                              (250,356)
           Insperity     Inc                  JP  Morgan
       12,859                                               (54,265)
           Insulet    Corp
      (11,708)                            Citibank                   (1,756)
           Insulet    Corp                   Bank   of  America    Merrill    Lynch
      (12,393)                                               (37,303)
           Insulet    Corp                   JP  Morgan
      (33,701)                                               (144,577)
           Insulet    Corp                   Credit    Suisse
      (43,171)                                               (185,204)
           Insulet    Corp
      (19,269)                            HSBC                   (82,664)
           Integer    Holdings     Corp               Bank   of  America    Merrill    Lynch
       3,128                                              (11,292)
           Integer    Holdings     Corp               Credit    Suisse
       3,932                                              (25,008)
           Integer    Holdings     Corp
       7,959                            Citibank                   (8,675)
      (65,455)     Integra    LifeSciences       Holdings     Corp        Goldman    Sachs              191,776
           Integra    LifeSciences       Holdings     Corp
      (25,645)                            HSBC                  118,800
           Integra    LifeSciences       Holdings     Corp        Bank   of  America    Merrill    Lynch
      (42,835)                                               148,209
           Integra    LifeSciences       Holdings     Corp
      (23,785)                            Citibank                   80,869
           Integra    LifeSciences       Holdings     Corp        JP  Morgan
      (43,337)                                               256,180
           Integra    LifeSciences       Holdings     Corp        Credit    Suisse
      (62,492)                                               368,703
           Intel   Corp                    Bank   of  America    Merrill    Lynch
       21,201                                               (33,074)
           Intel   Corp
       36,674                            Citibank                   2,200
           Intel   Corp                    JP  Morgan
       32,729                                              (169,536)
           Intel   Corp
       47,114                            HSBC                  (244,051)
           Interactive      Brokers    Group   Inc   ‘A’
       (4,736)                            Citibank                   11,556
           Interactive      Brokers    Group   Inc   ‘A’        Credit    Suisse
      (27,792)                                               128,955
           Interactive      Brokers    Group   Inc   ‘A’        JP  Morgan
      (27,993)                                               121,640
           Interactive      Brokers    Group   Inc   ‘A’        Goldman    Sachs
      (36,380)                                               91,986
           Interactive      Brokers    Group   Inc   ‘A’        Bank   of  America    Merrill    Lynch
      (27,148)                                               70,042
           Intercontinental         Exchange     Inc          Bank   of  America    Merrill    Lynch
      (24,809)                                               (37,214)
           Intercontinental         Exchange     Inc
      (25,536)                            Citibank                   (25,281)
           Intercontinental         Exchange     Inc          JP  Morgan
      (27,313)                                               (46,432)
           Intercontinental         Exchange     Inc          Credit    Suisse
       (6,326)                                               (10,754)
       19,688     International       Business     Machines     Corp       Bank   of  America    Merrill    Lynch      (135,650)
           International       Business     Machines     Corp       JP  Morgan
       20,415                                              (214,153)
           International       Business     Machines     Corp
       8,230                            Citibank                   (72,753)
           International       Business     Machines     Corp       Credit    Suisse
       2,320                                              (14,186)
           International       Business     Machines     Corp
       7,743                            HSBC                   (81,224)
           International       Flavors    & Fragrances      Inc     Credit    Suisse
      (30,953)                                               31,263
           International       Flavors    & Fragrances      Inc
      (34,167)                            Citibank                   60,134
           International       Flavors    & Fragrances      Inc     Goldman    Sachs
       (9,350)                                               14,440
           International       Flavors    & Fragrances      Inc     Bank   of  America    Merrill    Lynch
      (56,462)                                               81,870
           International       Flavors    & Fragrances      Inc     JP  Morgan
      (19,724)                                               19,921
           International       Flavors    & Fragrances      Inc
      (34,391)                            HSBC                   38,105
                                231/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           米国（続き）
           International       Game   Technology      Plc        Goldman    Sachs
      (41,330)                                               20,419
           International       Game   Technology      Plc        Credit    Suisse
      (30,487)                                               33,451
           International       Game   Technology      Plc
      (31,048)                            Citibank                   19,871
           International       Game   Technology      Plc
      (21,649)                            HSBC                   24,463
           International       Paper   Co             Bank   of  America    Merrill    Lynch
       20,731                                               (75,668)
           International       Paper   Co
       48,675                            Citibank                  (132,396)
           International       Paper   Co             JP  Morgan
       35,292                                              (157,049)
           International       Paper   Co             Credit    Suisse
       15,140                                               (65,922)
           International       Paper   Co             Goldman    Sachs
       39,910                                              (108,995)
           International       Paper   Co
       12,798                            HSBC                   (51,294)
           Interpublic      Group   of  Cos  Inc/The
        302                           Citibank                    (427)
           Interpublic      Group   of  Cos  Inc/The           JP  Morgan
       4,140                                               (8,715)
           Interpublic      Group   of  Cos  Inc/The           Credit    Suisse
       58,313                                              (122,749)
           Interpublic      Group   of  Cos  Inc/The           Bank   of  America    Merrill    Lynch
       31,316                                               (43,373)
           InterXion     Holding    NV              JP  Morgan
       (3,928)                                               (8,249)
       13,165     Intuit    Inc                    Bank   of  America    Merrill    Lynch       14,482
           Intuit    Inc
       21,252                            Citibank                   (69,919)
           Intuit    Inc                    JP  Morgan
       16,522                                                8,324
           Intuit    Inc                    Credit    Suisse
       13,474                                                7,170
           Intuit    Inc
       6,626                            HSBC                     795
           Intuit    Inc                    Goldman    Sachs
       5,140                                              (16,244)
           Intuitive     Surgical     Inc              Credit    Suisse
       (1,797)                                               53,012
           Intuitive     Surgical     Inc
       (3,088)                            HSBC                   91,096
           Intuitive     Surgical     Inc              JP  Morgan
       (3,019)                                               89,061
           Invesco    Ltd
      (132,677)                             Citibank                  144,618
           Invesco    Ltd                   JP  Morgan
      (83,153)                                               132,213
           Invesco    Ltd                   Credit    Suisse
      (78,000)                                               116,395
           Invesco    Ltd                   Goldman    Sachs
      (38,220)                                               34,541
           Invesco    Ltd
      (27,377)                            HSBC                   43,529
           Investors     Bancorp    Inc
       40,231                            Citibank                   (9,253)
           Investors     Bancorp    Inc              Bank   of  America    Merrill    Lynch
       11,933                                               (4,654)
           Investors     Bancorp    Inc              JP  Morgan
       53,007                                               (46,116)
           Investors     Bancorp    Inc              Credit    Suisse
       9,969                                               (8,673)
           Invitation      Homes   Inc  (Reit)             Bank   of  America    Merrill    Lynch
       (6,100)                                               (2,196)
      (153,857)      Invitation      Homes   Inc  (Reit)             Credit    Suisse              (136,933)
           Invitation      Homes   Inc  (Reit)             JP  Morgan
      (18,211)                                               (16,208)
           Invitation      Homes   Inc  (Reit)
      (145,929)                             Citibank                   14,593
           Ionis   Pharmaceuticals        Inc
       39,595                            Citibank                  (141,354)
           Ionis   Pharmaceuticals        Inc
       6,840                            HSBC                   (27,568)
           Ionis   Pharmaceuticals        Inc            Credit    Suisse
       7,733                                              (28,303)
           Ionis   Pharmaceuticals        Inc            Bank   of  America    Merrill    Lynch
       11,839                                               (18,469)
           Ionis   Pharmaceuticals        Inc            JP  Morgan
       45,590                                              (166,859)
           Ionis   Pharmaceuticals        Inc            Goldman    Sachs
       26,310                                               (56,265)
           IPG  Photonics     Corp                Bank   of  America    Merrill    Lynch
      (27,333)                                               562,513
           IPG  Photonics     Corp                JP  Morgan
      (13,501)                                               454,039
                                232/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           米国（続き）
           IPG  Photonics     Corp                Credit    Suisse
      (23,739)                                               724,910
           IPG  Photonics     Corp                Goldman    Sachs
      (17,100)                                               158,967
           IPG  Photonics     Corp
      (10,408)                            HSBC                  350,021
           IPG  Photonics     Corp
       (9,548)                            Citibank                   84,118
           IQVIA   Holdings     Inc                Bank   of  America    Merrill    Lynch
       (5,977)                                               2,630
           IQVIA   Holdings     Inc                Credit    Suisse
      (10,982)                                               (17,681)
           Iron   Mountain     Inc  (Reit)
       (5,698)                            HSBC                   1,880
           Iron   Mountain     Inc  (Reit)              Credit    Suisse
      (31,199)                                               10,296
           Iron   Mountain     Inc  (Reit)
      (43,944)                            Citibank                   42,186
           Iron   Mountain     Inc  (Reit)              Bank   of  America    Merrill    Lynch
      (37,256)                                               48,433
           Iron   Mountain     Inc  (Reit)              JP  Morgan
      (81,258)                                               28,279
           Iron   Mountain     Inc  (Reit)              Goldman    Sachs
      (50,340)                                               52,452
           ITT  Inc
       67,658                            Citibank                  (135,316)
           ITT  Inc                     JP  Morgan
       14,170                                               (56,113)
           ITT  Inc                     Goldman    Sachs
       26,770                                               (39,495)
       (1,606)    J&J  Snack   Foods   Corp               JP  Morgan                  4,834
           J&J  Snack   Foods   Corp               Bank   of  America    Merrill    Lynch
       (8,023)                                               54,075
           J&J  Snack   Foods   Corp               Credit    Suisse
       (1,411)                                               4,247
           j2  Global    Inc                  Credit    Suisse
       8,281                                              (39,832)
           j2  Global    Inc                  Bank   of  America    Merrill    Lynch
       5,604                                               (1,793)
           j2  Global    Inc 
       3,350                            Citibank                   (9,681)
           Jabil   Inc                    Credit    Suisse
       28,600                                              (120,432)
           Jabil   Inc
       3,729                            Citibank                   (7,122)
           Jabil   Inc                    JP  Morgan
      120,016                                               (534,071)
           Jabil   Inc                    Bank   of  America    Merrill    Lynch
      111,498                                               (386,898)
           Jabil   Inc                    Goldman    Sachs
      178,829                                               (387,692)
           Jack   Henry   & Associates      Inc
       8,992                            Citibank                   (36,867)
           Jack   Henry   & Associates      Inc           Credit    Suisse
       1,624                                               (4,645)
           Jack   in  the  Box  Inc
       23,015                            Citibank                   19,563
           Jack   in  the  Box  Inc               JP  Morgan
       4,002                                               23,812
           Jack   in  the  Box  Inc               Bank   of  America    Merrill    Lynch
       22,881                                               113,490
           Jack   in  the  Box  Inc               Credit    Suisse
       17,815                                               105,999
           Jack   in  the  Box  Inc
       4,247                            HSBC                   25,270
           Jacobs    Engineering      Group   Inc           Bank   of  America    Merrill    Lynch
      (15,024)                                               45,072
      (10,855)     Jacobs    Engineering      Group   Inc           Credit    Suisse               56,663
           Jacobs    Engineering      Group   Inc           JP  Morgan
       (3,230)                                               14,005
           Jacobs    Engineering      Group   Inc           Goldman    Sachs
      (31,030)                                               57,338
           Jacobs    Engineering      Group   Inc
      (14,346)                            HSBC                   74,886
           Jacobs    Engineering      Group   Inc
       (3,440)                            Citibank                   10,217
           Jazz   Pharmaceuticals        Plc             Goldman    Sachs
       (1,640)                                               10,996
           JB  Hunt   Transport     Services     Inc          Credit    Suisse
      (22,527)                                               243,742
           JB  Hunt   Transport     Services     Inc          JP  Morgan
      (20,409)                                               220,825
           JB  Hunt   Transport     Services     Inc
       (3,392)                            HSBC                   36,701
           JB  Hunt   Transport     Services     Inc          Bank   of  America    Merrill    Lynch
       (4,737)                                               52,486
           JB  Hunt   Transport     Services     Inc
      (11,094)                            Citibank                   93,966
                                233/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           米国（続き）
           JBG  SMITH   Properties      (Reit)             Credit    Suisse
       19,396                                               (46,356)
           Jefferies     Financial     Group   Inc          Bank   of  America    Merrill    Lynch
      (93,784)                                               96,598
           Jefferies     Financial     Group   Inc
      (19,713)                            Citibank                   13,602
           Jefferies     Financial     Group   Inc          JP  Morgan
      (12,400)                                               24,180
           Jefferies     Financial     Group   Inc          Credit    Suisse
      (38,403)                                               74,886
           JELD-WEN     Holding    Inc               JP  Morgan
       (8,014)                                               17,310
           JM  Smucker    Co/The                  JP  Morgan
       (7,257)                                               38,194
           JM  Smucker    Co/The                  Goldman    Sachs
       (7,170)                                               40,618
           JM  Smucker    Co/The                  Bank   of  America    Merrill    Lynch
      (27,373)                                               209,403
           JM  Smucker    Co/The
       (9,682)                            Citibank                   71,937
           JM  Smucker    Co/The                  Credit    Suisse
      (15,647)                                               74,636
           JM  Smucker    Co/The
      (13,528)                            HSBC                   64,529
           John   Wiley   & Sons   Inc   ‘A’
       10,492                            Citibank                   (50,362)
           John   Wiley   & Sons   Inc   ‘A’            JP  Morgan
       46,977                                              (274,346)
           John   Wiley   & Sons   Inc   ‘A’            Credit    Suisse
       8,761                                              (51,164)
       2,940    Johnson    & Johnson                  Citibank                   (22,315)
           Johnson    & Johnson                  Credit    Suisse
       38,155                                              (328,896)
           Johnson    & Johnson                  Bank   of  America    Merrill    Lynch
       86,160                                              (494,558)
           Johnson    & Johnson                  JP  Morgan
       3,418                                              (29,463)
           Johnson    Controls     International       Plc        Credit    Suisse
      (39,987)                                               30,790
           Johnson    Controls     International       Plc        JP  Morgan
      (160,109)                                               123,284
           Jones   Lang   LaSalle    Inc              Bank   of  America    Merrill    Lynch
       4,479                                              (53,390)
           Jones   Lang   LaSalle    Inc
       12,985                            Citibank                   (78,429)
           Jones   Lang   LaSalle    Inc              JP  Morgan
       15,035                                              (245,822)
           Juniper    Networks     Inc               Credit    Suisse
       15,240                                               (29,108)
           Juniper    Networks     Inc               Bank   of  America    Merrill    Lynch
      170,345                                               (161,828)
           Juniper    Networks     Inc
       25,760                            Citibank                   (28,336)
           Juniper    Networks     Inc               JP  Morgan
       16,151                                               (30,848)
           Kansas    City   Southern                 Credit    Suisse
       2,860                                              (25,150)
           Kansas    City   Southern                 Goldman    Sachs
       17,080                                              (183,288)
           KAR  Auction    Services     Inc             Bank   of  America    Merrill    Lynch
       (4,243)                                               (9,122)
           KAR  Auction    Services     Inc
       (3,118)                            Citibank                   (3,866)
           KAR  Auction    Services     Inc
       (4,960)                            HSBC                   (6,178)
           KAR  Auction    Services     Inc             JP  Morgan
       (9,729)                                               (18,856)
      (28,120)     KAR  Auction    Services     Inc             Goldman    Sachs              (14,848)
           Kellogg    Co                   Goldman    Sachs
       (1,000)                                               1,770
           Kemper    Corp                    Credit    Suisse
       (3,069)                                               13,534
           Kemper    Corp                    Bank   of  America    Merrill    Lynch
      (14,484)                                               56,632
           Kemper    Corp                    JP  Morgan
       (6,622)                                               29,203
           Kennametal      Inc                  Bank   of  America    Merrill    Lynch
       23,846                                               (84,176)
           Kennametal      Inc
       22,409                            Citibank                   (56,471)
           Kennametal      Inc                  JP  Morgan
       29,997                                              (183,582)
           Kennametal      Inc                  Credit    Suisse
       45,587                                              (278,992)
           Kennedy-Wilson        Holdings     Inc           Credit    Suisse
      (104,970)                                               129,113
           Kennedy-Wilson        Holdings     Inc           JP  Morgan
      (52,191)                                               64,195
                                234/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           米国（続き）
           Kennedy-Wilson        Holdings     Inc
      (49,624)                            Citibank                   26,301
           Keurig    Dr  Pepper    Inc               Goldman    Sachs
      (67,460)                                               56,801
           Keurig    Dr  Pepper    Inc               Credit    Suisse
      (13,719)                                               13,719
           Keurig    Dr  Pepper    Inc
      (12,641)                            Citibank                   12,767
           Keurig    Dr  Pepper    Inc               JP  Morgan
      (35,730)                                               35,730
           Keurig    Dr  Pepper    Inc               Bank   of  America    Merrill    Lynch
      (25,386)                                               36,302
           Keurig    Dr  Pepper    Inc
      (91,318)                            HSBC                  102,047
                                   Credit    Suisse
      (21,941)     KeyCorp                                          23,916
                                   Bank   of  America    Merrill    Lynch
      (108,634)      KeyCorp                                          52,144
      (22,345)     KeyCorp                        Citibank                   13,854
                                   JP  Morgan
      (12,389)     KeyCorp                                          13,504
                                   Goldman    Sachs
      (48,460)     KeyCorp                                          25,912
      (66,265)     KeyCorp                        HSBC                   68,181
           Keysight     Technologies       Inc            Credit    Suisse
       (8,875)                                               82,012
           Keysight     Technologies       Inc
       (5,569)                            HSBC                   54,660
       (9,100)    Keysight     Technologies       Inc            Bank   of  America    Merrill    Lynch       68,023
           Keysight     Technologies       Inc            JP  Morgan
      (12,477)                                               122,462
           Keysight     Technologies       Inc            Goldman    Sachs
      (30,620)                                                (6,791)
           Kilroy    Realty    Corp   (Reit)              JP  Morgan
       (2,810)                                               8,627
           Kilroy    Realty    Corp   (Reit)              Bank   of  America    Merrill    Lynch
      (17,164)                                               66,768
           Kilroy    Realty    Corp   (Reit)              Credit    Suisse
       (6,375)                                               19,571
           Kimberly-Clark        Corp                Credit    Suisse
      (14,781)                                               (30,892)
           Kimberly-Clark        Corp
      (11,407)                            HSBC                   (21,771)
           Kimberly-Clark        Corp                JP  Morgan
       (7,798)                                               (16,298)
           Kimberly-Clark        Corp                Bank   of  America    Merrill    Lynch
      (11,023)                                                (3,417)
           Kimberly-Clark        Corp                Goldman    Sachs
       (1,410)                                                 (95)
           Kimco   Realty    Corp   (Reit)              Credit    Suisse
       12,689                                               (9,771)
           Kimco   Realty    Corp   (Reit)
       19,852                            Citibank                   (18,264)
           Kimco   Realty    Corp   (Reit)              Bank   of  America    Merrill    Lynch
       25,813                                               (22,974)
           Kimco   Realty    Corp   (Reit)              JP  Morgan
       49,000                                               (37,730)
           Kimco   Realty    Corp   (Reit)              Goldman    Sachs
       59,560                                               (34,807)
           Kinder    Morgan    Inc/DE                JP  Morgan
      (116,075)                                                (32,501)
           Kinder    Morgan    Inc/DE                Bank   of  America    Merrill    Lynch
      (20,734)                                                3,939
           Kirby   Corp                    Credit    Suisse
      (11,034)                                               58,811
      (13,366)     Kirby   Corp                    Goldman    Sachs               61,101
           Kirby   Corp                    Bank   of  America    Merrill    Lynch
      (56,493)                                               288,114
           Kirby   Corp
      (30,278)                            Citibank                  214,368
           Kirby   Corp                    JP  Morgan
      (20,429)                                               108,887
           KLA-Tencor      Corp                  Bank   of  America    Merrill    Lynch
       16,780                                              (114,775)
           KLA-Tencor      Corp                  Credit    Suisse
       68,893                                              (756,001)
           KLA-Tencor      Corp                  JP  Morgan
       2,864                                              (31,619)
           KLA-Tencor      Corp
       3,061                            Citibank                   (7,285)
           KLA-Tencor      Corp                  Goldman    Sachs
       13,570                                               (41,531)
           Knight-Swift       Transportation        Holdings     Inc    Bank   of  America    Merrill    Lynch
      (147,328)                                               524,488
           Knight-Swift       Transportation        Holdings     Inc    Credit    Suisse
      (29,645)                                               113,837
                                235/337



                                                           EDINET提出書類
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                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           米国（続き）
           Kohl’s    Corp                   Bank   of  America    Merrill    Lynch
       92,744                                             (1,396,725)
           Kohl’s    Corp                   Credit    Suisse
       3,182                                              (61,667)
           Kohl’s    Corp 
       2,110                            Citibank                   (9,031)
           Kohl’s    Corp                   JP  Morgan
       14,178                                              (274,770)
           Kohl’s    Corp                   Goldman    Sachs
       45,260                                              (251,731)
           Kohl’s    Corp                   HSBC
       6,043                                              (117,113)
           Kontoor    Brands    Inc                Goldman    Sachs
        331                                              9,543
           Kontoor    Brands    Inc                Bank   of  America    Merrill    Lynch
        416                                             11,993
           Kontoor    Brands    Inc                Credit    Suisse
       1,718                                               49,530
           Kontoor    Brands    Inc
        922                           Citibank                   26,581
           Kontoor    Brands    Inc
        727                           HSBC                   20,959
           Kontoor    Brands    Inc                JP  Morgan
        474                                             13,665
           Korn   Ferry                     Bank   of  America    Merrill    Lynch
      105,021                                               (283,557)
           Korn   Ferry                     Credit    Suisse
       65,975                                              (187,369)
           Korn   Ferry
       79,558                            Citibank                  (222,762)
       39,198     Korn   Ferry                     JP  Morgan                (111,322)
           Kosmos    Energy    Ltd                Bank   of  America    Merrill    Lynch
      (214,768)                                               173,962
           Kosmos    Energy    Ltd                Credit    Suisse
      (887,599)                                               683,451
           Kosmos    Energy    Ltd
      (240,305)                             Citibank                  158,601
           Kosmos    Energy    Ltd
      (89,099)                            HSBC                   68,606
           Kosmos    Energy    Ltd                JP  Morgan
      (324,576)                                               240,730
           Kosmos    Energy    Ltd                Goldman    Sachs
      (246,665)                                               141,132
           Kraft   Heinz   Co/The
      (13,178)                            Citibank                   64,177
           Kroger    Co/The
       24,420                            HSBC                   (67,852)
           Kroger    Co/The                    Bank   of  America    Merrill    Lynch
       55,319                                              (141,617)
           Kroger    Co/The
       13,842                            Citibank                   (18,687)
           Kroger    Co/The                    JP  Morgan
       8,955                                              (23,552)
           Kroger    Co/The                    Credit    Suisse
       5,228                                              (13,750)
           Kroger    Co/The                    Goldman    Sachs
       65,270                                               (93,245)
           Kronos    Worldwide     Inc               Bank   of  America    Merrill    Lynch
      115,957                                               (89,287)
           Kronos    Worldwide     Inc               Credit    Suisse
      103,305                                                  －
           Kronos    Worldwide     Inc               JP  Morgan
      104,479                                                  －
           Kronos    Worldwide     Inc
      141,106                             Citibank                   (88,897)
           L Brands    Inc                   Credit    Suisse
      (54,162)                                               122,135
      (44,882)     L Brands    Inc                   Bank   of  America    Merrill    Lynch       15,035
           L3  Technologies       Inc               JP  Morgan
       (5,280)                                               (39,811)
           Laboratory      Corp   of  America    Holdings          Goldman    Sachs
       (5,560)                                               25,273
           Laboratory      Corp   of  America    Holdings          Bank   of  America    Merrill    Lynch
       (2,533)                                               9,296
           Laboratory      Corp   of  America    Holdings          JP  Morgan
      (11,742)                                               25,430
           Lam  Research     Corp                 Bank   of  America    Merrill    Lynch
       6,046                                              (115,176)
           Lam  Research     Corp
       21,980                            Citibank                  (236,285)
           Lam  Research     Corp                 JP  Morgan
       7,004                                              (163,053)
           Lam  Research     Corp
       7,432                            HSBC                  (161,349)
           Lam  Research     Corp                 Credit    Suisse
       10,208                                              (209,629)
           Lam  Research     Corp                 Goldman    Sachs
       7,130                                              (93,907)
                                236/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           米国（続き）
           Lamar   Advertising      Co  (Reit)    ‘A’         Bank   of  America    Merrill    Lynch
       4,805                                              (14,559)
           Lamar   Advertising      Co  (Reit)    ‘A’
       3,569                            Citibank                   (10,243)
           Lamar   Advertising      Co  (Reit)    ‘A’         JP  Morgan
       4,869                                               (6,865)
           Lamar   Advertising      Co  (Reit)    ‘A’         Credit    Suisse
       16,161                                               (22,787)
           Lamb   Weston    Holdings     Inc
       12,346                            Citibank                   (54,816)
           Lamb   Weston    Holdings     Inc             Bank   of  America    Merrill    Lynch
       26,161                                              (205,364)
           Lamb   Weston    Holdings     Inc             Credit    Suisse
       7,546                                              (68,518)
           Lamb   Weston    Holdings     Inc             JP  Morgan
       10,090                                               (91,617)
           Lamb   Weston    Holdings     Inc
       12,600                            HSBC                  (114,408)
           Lamb   Weston    Holdings     Inc             Goldman    Sachs
       17,030                                               (82,701)
           Landstar     System    Inc               JP  Morgan
       25,980                                              (363,200)
           Landstar     System    Inc               Bank   of  America    Merrill    Lynch
       5,331                                              (55,069)
           Landstar     System    Inc
       17,528                            Citibank                  (156,876)
           Landstar     System    Inc               Credit    Suisse
       24,200                                              (338,316)
           Landstar     System    Inc
       11,383                            HSBC                  (131,994)
       37,820     Landstar     System    Inc               Goldman    Sachs              (314,862)
           Las  Vegas   Sands   Corp
       (9,999)                            Citibank                   37,996
           Las  Vegas   Sands   Corp               Bank   of  America    Merrill    Lynch
      (21,105)                                               172,217
           Las  Vegas   Sands   Corp               JP  Morgan
      (23,568)                                               248,171
           Las  Vegas   Sands   Corp
      (11,664)                            HSBC                  122,822
           Las  Vegas   Sands   Corp               Credit    Suisse
        (505)                                              5,318
           Lear   Corp
       14,918                            Citibank                  (103,680)
           Lear   Corp                     Bank   of  America    Merrill    Lynch
       36,060                                              (558,930)
           Lear   Corp                     JP  Morgan
       25,100                                              (500,996)
           Legg   Mason   Inc                  Bank   of  America    Merrill    Lynch
       36,445                                               (8,747)
           Legg   Mason   Inc
       3,526                            Citibank                   (3,773)
           Legg   Mason   Inc                  JP  Morgan
       73,514                                               157,320
           Legg   Mason   Inc                  Credit    Suisse
       32,014                                               68,510
           Legg   Mason   Inc                  Goldman    Sachs
       63,420                                               (29,314)
           Leggett    & Platt   Inc               Bank   of  America    Merrill    Lynch
      (37,378)                                               73,635
           Leggett    & Platt   Inc
       (8,966)                            Citibank                   16,049
           Leggett    & Platt   Inc               Goldman    Sachs
      (34,240)                                               52,815
           Leidos    Holdings     Inc
      (10,855)                            Citibank                   27,680
           Leidos    Holdings     Inc               Bank   of  America    Merrill    Lynch
      (12,330)                                                7,768
       (2,170)    Leidos    Holdings     Inc               Goldman    Sachs               4,439
           Lennar    Corp   ‘A’                 Bank   of  America    Merrill    Lynch
      (108,534)                                               369,016
           Lennar    Corp   ‘A’
      (18,171)                            Citibank                   40,703
           Lennar    Corp   ‘A’                 JP  Morgan
      (25,994)                                               41,850
           Lennar    Corp   ‘A’                 Credit    Suisse
      (31,000)                                               49,910
           Lennar    Corp   ‘A’
      (24,972)                            HSBC                   40,205
           Lennar    Corp   ‘B’                 Goldman    Sachs
       (2,184)                                               1,770
           Lennox    International       Inc             Bank   of  America    Merrill    Lynch
       16,284                                              (190,686)
           Lennox    International       Inc
       21,247                            Citibank                  (297,670)
           Lennox    International       Inc             Credit    Suisse
       10,541                                               (57,343)
           Lennox    International       Inc
       11,409                            HSBC                   (62,065)
                                237/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           米国（続き）
           Lennox    International       Inc             JP  Morgan
       10,311                                               (56,092)
           Lennox    International       Inc             Goldman    Sachs
       5,730                                              (67,222)
           Lexington     Realty    Trust   (Reit)            Bank   of  America    Merrill    Lynch
      (76,250)                                               16,775
           Liberty    Broadband     Corp   ‘A’           Goldman    Sachs
       (2,640)                                               1,481
           Liberty    Broadband     Corp   ‘B’           Bank   of  America    Merrill    Lynch
      (27,721)                                               31,602
           Liberty    Broadband     Corp   ‘B’           Citibank
      (16,343)                                               38,243
           Liberty    Broadband     Corp   ‘B’           JP  Morgan
       (4,589)                                               6,012
           Liberty    Expedia    Holdings     Inc   ‘A’        Citibank
       26,513                                               (13,787)
           Liberty    Expedia    Holdings     Inc   ‘A’        Bank   of  America    Merrill    Lynch
       5,971                                               (7,404)
           Liberty    Media   Corp-Liberty       Formula    One‘C’     Bank   of  America    Merrill    Lynch
      (29,586)                                               34,320
           Liberty    Media   Corp-Liberty       Formula    One‘C’     Citibank
      (35,309)                                               60,378
           Liberty    Media   Corp-Liberty       Formula    One‘C’     Credit    Suisse
      (47,014)                                               60,178
           Liberty    Media   Corp-Liberty       Formula    One‘C’     JP  Morgan
      (66,445)                                               85,050
           Liberty    Media   Corp-Liberty       SiriusXM     ‘C’    JP  Morgan
       21,794                                               (66,410)
           Liberty    Media   Corp-Liberty       SiriusXM     ‘C’    Citibank
       17,597                                               (32,906)
       24,589     Liberty    Media   Corp-Liberty       SiriusXM     ‘C’    Bank   of  America    Merrill    Lynch      (50,162)
           Liberty    Media   Corp-Liberty       SiriusXM     ‘C’    Credit    Suisse
       10,931                                               (33,667)
           Liberty    Media   Corp-Liberty       SiriusXM     ‘C’    Goldman    Sachs
       61,200                                               (88,774)
           Liberty    Property     Trust   (Reit)            Bank   of  America    Merrill    Lynch
       65,663                                               (64,350)
           Liberty    Property     Trust   (Reit)
       25,003                            Citibank                   (37,755)
           Liberty    Property     Trust   (Reit)            JP  Morgan
       34,997                                               (39,547)
           Liberty    Property     Trust   (Reit)            Credit    Suisse
       14,636                                               (16,539)
           Life   Storage    Inc  (Reit)
       5,604                            Citibank                   (7,565)
           Life   Storage    Inc  (Reit)               Credit    Suisse
       16,586                                               12,605
           Life   Storage    Inc  (Reit)               JP  Morgan
       1,148                                                872
           Ligand    Pharmaceuticals        Inc            JP  Morgan
       8,403                                              (104,617)
           Ligand    Pharmaceuticals        Inc            Bank   of  America    Merrill    Lynch
       12,700                                               (77,851)
           Ligand    Pharmaceuticals        Inc            Credit    Suisse
       11,792                                              (146,810)
           Ligand    Pharmaceuticals        Inc
       6,005                            Citibank                   (36,390)
           Lincoln    Electric     Holdings     Inc          Bank   of  America    Merrill    Lynch
       6,518                                              (32,134)
           Lincoln    Electric     Holdings     Inc
       4,007                            Citibank                   (12,141)
           Lincoln    Electric     Holdings     Inc          JP  Morgan
       42,365                                              (326,634)
           Lincoln    Electric     Holdings     Inc          Credit    Suisse
       20,816                                              (160,491)
           Lincoln    Electric     Holdings     Inc          Goldman    Sachs
       11,930                                               (14,975)
       28,466     Lincoln    National     Corp               Bank   of  America    Merrill    Lynch      (108,740)
           Lincoln    National     Corp
       12,037                            Citibank                   (52,241)
           Lincoln    National     Corp               JP  Morgan
       34,649                                              (171,476)
           Lincoln    National     Corp               Goldman    Sachs
       39,350                                              (131,113)
           Linde   Plc                    Credit    Suisse
      (14,415)                                               (57,516)
           Linde   Plc
      (27,825)                            Citibank                  214,531
           Linde   Plc                    JP  Morgan
      (52,325)                                               (192,022)
           Linde   Plc                    Goldman    Sachs
       (5,660)                                               38,383
           Linde   Plc
      (13,327)                            HSBC                   (35,449)
           Lions   Gate   Entertainment       Corp   ‘A’        HSBC
      (29,169)                                               18,583
           Lions   Gate   Entertainment       Corp   ‘B’        JP  Morgan
      (26,306)                                               (13,153)
                                238/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           米国（続き）
           Lions   Gate   Entertainment       Corp   ‘B’        Bank   of  America    Merrill    Lynch
      (38,332)                                               (18,016)
           Lions   Gate   Entertainment       Corp   ‘B’        Credit    Suisse
      (19,469)                                                (9,734)
           Lions   Gate   Entertainment       Corp   ‘B’        Citibank
       (9,909)                                               20,710
           Littelfuse      Inc                  JP  Morgan
       (6,187)                                               93,733
           Littelfuse      Inc                  Credit    Suisse
       (1,115)                                               16,892
           Littelfuse      Inc                  Goldman    Sachs
       (7,510)                                               34,291
           LivaNova     Plc                   JP  Morgan
       6,543                                               (7,263)
           LivaNova     Plc
       4,164                            Citibank                   (5,621)
           LivaNova     Plc                   Bank   of  America    Merrill    Lynch
       4,446                                               (7,336)
           LivaNova     Plc
       2,446                            HSBC                   (2,715)
           Live   Nation    Entertainment       Inc          Credit    Suisse
      (37,380)                                               139,801
           Live   Nation    Entertainment       Inc          JP  Morgan
       (2,433)                                               9,099
           LKQ  Corp                     Credit    Suisse
      (54,447)                                               127,406
           LKQ  Corp                     Bank   of  America    Merrill    Lynch
      (182,564)                                               290,277
           LKQ  Corp
      (68,729)                            Citibank                  103,781
      (50,380)     LKQ  Corp                     JP  Morgan                 117,889
           Loews   Corp                    Bank   of  America    Merrill    Lynch
       22,290                                               (6,018)
           Loews   Corp                    Credit    Suisse
       92,517                                               49,959
           Loews   Corp
       16,122                            Citibank                   (23,699)
           LogMeIn    Inc                   Goldman    Sachs
       2,980                                               (4,387)
           Louisiana-Pacific         Corp              Bank   of  America    Merrill    Lynch
      124,246                                               (228,613)
           Louisiana-Pacific         Corp
      130,089                             Citibank                   (88,461)
           Louisiana-Pacific         Corp              JP  Morgan
      111,634                                               (206,523)
           Louisiana-Pacific         Corp              Credit    Suisse
       86,577                                              (160,167)
           Louisiana-Pacific         Corp
       79,671                            HSBC                  (147,391)
           Lowe’s    Cos  Inc                 Bank   of  America    Merrill    Lynch
       2,691                                              (39,262)
           Lowe’s    Cos  Inc                 JP  Morgan
       13,199                                              (180,826)
           Lowe’s    Cos  Inc                 Citibank
       13,506                                               (66,314)
           Lowe’s    Cos  Inc                 Credit    Suisse
       6,922                                              (94,831)
           Lowe’s    Cos  Inc                 HSBC
       1,477                                              (20,235)
           LPL  Financial     Holdings     Inc            Bank   of  America    Merrill    Lynch
       52,932                                               (68,282)
           LPL  Financial     Holdings     Inc            Credit    Suisse
       15,517                                               (45,465)
           LPL  Financial     Holdings     Inc
       5,340                            HSBC                   (8,338)
           LPL  Financial     Holdings     Inc
       28,616                            Citibank                  (111,602)
       20,407     LPL  Financial     Holdings     Inc            JP  Morgan                 (46,123)
           LPL  Financial     Holdings     Inc            Goldman    Sachs
       33,560                                               (86,602)
           Lululemon     Athletica     Inc             Bank   of  America    Merrill    Lynch
       5,173                                              (50,385)
           Lululemon     Athletica     Inc
       13,930                            Citibank                  (175,239)
           Lululemon     Athletica     Inc             Goldman    Sachs
       1,160                                              (10,163)
           LyondellBasell        Industries      NV  ‘A’        Bank   of  America    Merrill    Lynch
       1,554                                               (7,599)
           LyondellBasell        Industries      NV  ‘A’        Citibank
       11,513                                               (55,262)
           LyondellBasell        Industries      NV  ‘A’        JP  Morgan
       72,054                                              (514,466)
           LyondellBasell        Industries      NV  ‘A’        Credit    Suisse
       36,205                                              (258,504)
           M&T  Bank   Corp
       7,761                            Citibank                   (39,659)
           M&T  Bank   Corp                   Credit    Suisse
       12,446                                               (82,890)
                                239/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           米国（続き）
           M&T  Bank   Corp                   JP  Morgan
       7,250                                              (48,285)
           Macerich     Co/The    (Reit)               JP  Morgan
      (19,254)                                               97,810
           Macerich     Co/The    (Reit)
      (20,227)                            HSBC                  102,753
           Macerich     Co/The    (Reit)               Bank   of  America    Merrill    Lynch
      (51,150)                                               348,843
           Macerich     Co/The    (Reit)
      (13,882)                            Citibank                   68,299
           Macerich     Co/The    (Reit)               Credit    Suisse
      (36,904)                                               187,472
           Mack-Cali     Realty    Corp   (Reit)
        (561)                           HSBC                     359
           Mack-Cali     Realty    Corp   (Reit)
      (19,958)                            Citibank                   4,790
           Mack-Cali     Realty    Corp   (Reit)            Credit    Suisse
      (32,597)                                               20,862
           Macquarie     Infrastructure        Corp           Bank   of  America    Merrill    Lynch
      (11,655)                                               27,040
           Macquarie     Infrastructure        Corp
      (77,387)                            Citibank                   84,352
           Macquarie     Infrastructure        Corp           JP  Morgan
      (62,918)                                               159,812
           Macy’s    Inc                   Credit    Suisse
       36,492                                               (86,851)
           Macy’s    Inc 
       27,368                            Citibank                   (41,326)
           Madison    Square    Garden    Co/The    ‘A’        HSBC
       2,769                                               (9,915)
        543   Madison    Square    Garden    Co/The    ‘A’        Bank   of  America    Merrill    Lynch       (4,420)
           Madison    Square    Garden    Co/The    ‘A’        Citibank
        716                                              (6,258)
           Madison    Square    Garden    Co/The    ‘A’        Goldman    Sachs
       5,000                                              (43,267)
           Magna   International       Inc
       34,590                            Citibank                   (32,861)
           Magna   International       Inc
       28,117                            HSBC                  (279,764)
           Magna   International       Inc             Bank   of  America    Merrill    Lynch
       74,224                                              (165,520)
           Magna   International       Inc             Credit    Suisse
       34,556                                              (343,832)
           Magna   International       Inc             JP  Morgan
       27,118                                              (269,824)
           Magna   International       Inc             Goldman    Sachs
      109,810                                               (102,556)
           Manhattan     Associates      Inc
       7,052                            Citibank                   (18,229)
           Manhattan     Associates      Inc             JP  Morgan
       19,385                                               (38,867)
           Manhattan     Associates      Inc             Bank   of  America    Merrill    Lynch
       25,509                                                 893
           Manhattan     Associates      Inc             Credit    Suisse
       57,330                                              (114,947)
           Manhattan     Associates      Inc             Goldman    Sachs
       12,250                                               (7,976)
           ManpowerGroup       Inc                Bank   of  America    Merrill    Lynch
       19,784                                              (116,132)
           ManpowerGroup       Inc                JP  Morgan
       16,575                                              (104,423)
           ManpowerGroup       Inc
       15,784                            Citibank                   (84,129)
           ManpowerGroup       Inc                Credit    Suisse
       13,350                                               (84,105)
           Marathon     Oil  Corp                 Bank   of  America    Merrill    Lynch
      220,662                                               (463,390)
      112,489     Marathon     Oil  Corp                 JP  Morgan                (250,850)
           Marathon     Oil  Corp
       63,773                            Citibank                  (133,923)
           Marathon     Oil  Corp                 Credit    Suisse
       35,399                                               (78,940)
           Marathon     Oil  Corp
       26,561                            HSBC                   (59,231)
           Marathon     Petroleum     Corp              Credit    Suisse
      (45,503)                                               423,633
           Marathon     Petroleum     Corp
      (38,091)                            Citibank                  228,546
           Marathon     Petroleum     Corp              Goldman    Sachs
       (5,160)                                               33,842
           Marathon     Petroleum     Corp              JP  Morgan
       (4,587)                                               42,705
           Marathon     Petroleum     Corp              Bank   of  America    Merrill    Lynch
      (115,970)                                               611,162
           Marathon     Petroleum     Corp
       (5,485)                            HSBC                   51,065
           Markel    Corp                    JP  Morgan
       (1,008)                                               (6,119)
                                240/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           米国（続き）
           Markel    Corp
       (1,189)                            Citibank                   43,280
           Markel    Corp                    Bank   of  America    Merrill    Lynch
       (2,502)                                               (7,081)
           Markel    Corp                    Credit    Suisse
       (1,982)                                               (12,031)
           MarketAxess      Holdings     Inc             JP  Morgan
      (12,454)                                               (76,218)
           MarketAxess      Holdings     Inc             Bank   of  America    Merrill    Lynch
       (3,059)                                                184
           MarketAxess      Holdings     Inc             Credit    Suisse
       (4,658)                                               (28,507)
           MarketAxess      Holdings     Inc
       (8,913)                            Citibank                   49,467
           Marriott     International       Inc/MD    ‘A’        HSBC
       (7,109)                                               76,777
           Marriott     International       Inc/MD    ‘A’        Credit    Suisse
      (39,116)                                               422,453
           Marriott     International       Inc/MD    ‘A’        Citibank
      (39,556)                                               150,313
           Marriott     International       Inc/MD    ‘A’        Bank   of  America    Merrill    Lynch
      (66,615)                                               523,594
           Marriott     International       Inc/MD    ‘A’        JP  Morgan
       (6,613)                                               71,420
           Marriott     International       Inc/MD    ‘A’        Goldman    Sachs
      (24,080)                                               112,444
           Marsh   & McLennan     Cos  Inc             Bank   of  America    Merrill    Lynch
      (20,951)                                               (12,361)
           Marsh   & McLennan     Cos  Inc             JP  Morgan
      (16,932)                                               (28,276)
       (5,526)    Martin    Marietta     Materials     Inc          Credit    Suisse               61,339
           Martin    Marietta     Materials     Inc          Goldman    Sachs
       (1,270)                                               18,219
           Martin    Marietta     Materials     Inc          Bank   of  America    Merrill    Lynch
      (25,055)                                               307,425
           Martin    Marietta     Materials     Inc
      (16,137)                            Citibank                  167,341
           Martin    Marietta     Materials     Inc          JP  Morgan
      (12,143)                                               134,787
           Martin    Marietta     Materials     Inc
       (4,686)                            HSBC                   52,015
           Marvell    Technology      Group   Ltd
      (512,140)                             Citibank                  338,012
           Marvell    Technology      Group   Ltd           Bank   of  America    Merrill    Lynch
      (420,256)                                               487,497
           Marvell    Technology      Group   Ltd           JP  Morgan
      (10,655)                                               20,458
           Marvell    Technology      Group   Ltd           Goldman    Sachs
      (85,060)                                               59,465
           Marvell    Technology      Group   Ltd
      (33,956)                            HSBC                   65,196
           Marvell    Technology      Group   Ltd           Credit    Suisse
      (71,020)                                               136,358
           Masco   Corp                    Bank   of  America    Merrill    Lynch
       83,761                                              (231,180)
           Masco   Corp
       32,381                            Citibank                   (91,638)
           Masco   Corp                    JP  Morgan
      105,443                                               (319,349)
           Masco   Corp                    Credit    Suisse
       53,469                                              (149,865)
           Masco   Corp
       17,415                            HSBC                   (55,380)
           Masco   Corp                    Goldman    Sachs
       62,600                                              (155,820)
           Masimo    Corp
       6,776                            HSBC                   (50,956)
       7,603    Masimo    Corp                    Credit    Suisse               (57,175)
           Masimo    Corp                    Bank   of  America    Merrill    Lynch
       15,328                                              (187,155)
           Masimo    Corp
       8,918                            Citibank                  (101,576)
           Masimo    Corp                    JP  Morgan
       12,825                                              (108,069)
           Masimo    Corp                    Goldman    Sachs
       27,830                                              (314,380)
           Match   Group   Inc                 Credit    Suisse
       4,196                                               3,189
           Match   Group   Inc                 JP  Morgan
       6,347                                               4,824
           Match   Group   Inc
       9,348                            Citibank                   (18,509)
           Match   Group   Inc
       8,752                            HSBC                   6,652
           Mattel    Inc
      (38,959)                            Citibank                   35,453
           Mattel    Inc
      (86,239)                            HSBC                  131,163
                                241/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           米国（続き）
           Mattel    Inc                    JP  Morgan
      (91,326)                                               139,024
           Mattel    Inc                    Credit    Suisse
      (492,656)                                               782,559
           Maxim   Integrated      Products     Inc          Bank   of  America    Merrill    Lynch
       25,398                                               (49,018)
           Maxim   Integrated      Products     Inc          JP  Morgan
       36,542                                              (150,487)
           Maxim   Integrated      Products     Inc
       36,248                            Citibank                   (42,048)
           Maxim   Integrated      Products     Inc
       55,922                            HSBC                  (244,285)
           Maxim   Integrated      Products     Inc          Credit    Suisse
       15,302                                               (67,941)
           Maxim   Integrated      Products     Inc          Goldman    Sachs
       31,160                                               (22,252)
           McCormick     & Co  Inc/MD
       (4,768)                            Citibank                   8,153
           McCormick     & Co  Inc/MD                Goldman    Sachs
       (3,990)                                               2,960
           McCormick     & Co  Inc/MD
       (5,616)                            HSBC                   2,022
           McCormick     & Co  Inc/MD                Bank   of  America    Merrill    Lynch
       (1,490)                                               1,669
           McDonald’s      Corp                 JP  Morgan
       1,654                                                (728)
           McDonald’s      Corp                 HSBC
       1,029                                                (453)
           McDonald’s      Corp                 Citibank
       17,132                                               (40,603)
       9,128    McKesson     Corp                   Credit    Suisse               (69,080)
           McKesson     Corp                   Bank   of  America    Merrill    Lynch
       12,550                                               (52,334)
           McKesson     Corp
       15,307                            Citibank                  (114,649)
           McKesson     Corp                   JP  Morgan
       9,642                                              (92,178)
           McKesson     Corp
       3,973                            HSBC                  (37,982)
           McKesson     Corp                   Goldman    Sachs
       12,870                                               (67,406)
           MDC  Holdings     Inc                 Bank   of  America    Merrill    Lynch
      (10,977)                                                7,903
           MDC  Holdings     Inc                 Credit    Suisse
      (11,703)                                                4,447
           MDC  Holdings     Inc
      (31,507)                             Citibank                   14,493
           MDC  Holdings     Inc                 JP  Morgan
       (7,293)                                               2,771
           MDU  Resources     Group   Inc             Bank   of  America    Merrill    Lynch
       43,010                                               (39,999)
           MDU  Resources     Group   Inc             Credit    Suisse
       15,248                                               (22,110)
           Medical    Properties      Trust   Inc  (Reit)         Credit    Suisse
       29,395                                                 294
           Medical    Properties      Trust   Inc  (Reit)         Bank   of  America    Merrill    Lynch
       64,050                                               (28,823)
           Medical    Properties      Trust   Inc  (Reit)
       16,887                            Citibank                  (10,977)
           Medical    Properties      Trust   Inc  (Reit)         JP  Morgan
       40,723                                                 407
           MEDNAX    Inc                    Goldman    Sachs
       25,490                                               (19,499)
           Medtronic     Plc
       (3,690)                            HSBC                  (17,222)
           Medtronic     Plc                  Credit    Suisse
       (4,000)                                               (17,682)
      (18,079)     Medtronic     Plc                  Citibank                  (63,457)
           Medtronic     Plc                  JP  Morgan
      (23,443)                                               (76,659)
           Medtronic     Plc                  Goldman    Sachs
      (23,540)                                               (43,848)
           Mellanox     Technologies       Ltd            Credit    Suisse
       12,888                                              (112,899)
           Mellanox     Technologies       Ltd            JP  Morgan
       13,404                                              (117,419)
           Merck   & Co  Inc                  Credit    Suisse
       5,247                                               4,303
           Merck   & Co  Inc
       37,613                            Citibank                  (74,474)
           Merck   & Co  Inc                  JP  Morgan
       20,263                                               16,616
           MetLife    Inc                   Bank   of  America    Merrill    Lynch
       15,038                                               (9,925)
           MetLife    Inc
       23,911                            Citibank                  (38,736)
           MetLife    Inc                   JP  Morgan
       75,193                                               (57,899)
                                242/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           米国（続き）
           MetLife    Inc                   Credit    Suisse
       14,851                                               (11,435)
           Mettler-Toledo        International       Inc         Bank   of  America    Merrill    Lynch
       3,480                                              (19,523)
           Mettler-Toledo        International       Inc
       5,388                            Citibank                  (56,843)
           Mettler-Toledo        International       Inc         JP  Morgan
       5,720                                              (154,211)
           Mettler-Toledo        International       Inc         Credit    Suisse
        790                                             (21,298)
           Mettler-Toledo        International       Inc         Goldman    Sachs
       1,760                                              (17,751)
           MFA  Financial     Inc  (Reit)              Credit    Suisse
      (167,645)                                                51,132
           MFA  Financial     Inc  (Reit)              Bank   of  America    Merrill    Lynch
      (240,448)                                                68,528
           MGIC   Investment      Corp               Bank   of  America    Merrill    Lynch
       82,401                                               (44,497)
           MGIC   Investment      Corp
      115,292                             Citibank                  (64,564)
           MGIC   Investment      Corp               JP  Morgan
       38,596                                               (25,473)
           MGIC   Investment      Corp               Credit    Suisse
       47,321                                               (31,232)
           MGM  Resorts    International
      (149,214)                             Citibank                  122,355
           Michaels     Cos  Inc/The                 JP  Morgan
       85,448                                              (185,595)
           Michaels     Cos  Inc/The                 Bank   of  America    Merrill    Lynch
       85,886                                              (164,042)
       51,763     Michaels     Cos  Inc/The                 Credit    Suisse              (121,125)
           Michaels     Cos  Inc/The
       48,369                            Citibank                  (36,760)
           Michaels     Cos  Inc/The                 Goldman    Sachs
      289,520                                               (250,315)
           Microchip     Technology      Inc
      (18,403)                             Citibank                   15,274
           Microchip     Technology      Inc             Credit    Suisse
      (144,941)                                              1,527,678
           Microchip     Technology      Inc             Goldman    Sachs
      (24,990)                                               42,059
           Microchip     Technology      Inc             JP  Morgan
      (37,797)                                               332,098
           Microchip     Technology      Inc
       (3,700)                            HSBC                   38,998
           Micron    Technology      Inc
       66,140                            HSBC                  (360,069)
           Micron    Technology      Inc              Credit    Suisse
       34,994                                              (239,009)
           Micron    Technology      Inc              Goldman    Sachs
       39,550                                              (113,859)
           Microsoft     Corp                  Credit    Suisse
       11,011                                               (19,159)
           Mid-America      Apartment     Communities      Inc  (Reit)
      (15,213)                             Citibank                   18,864
           Mid-America      Apartment     Communities      Inc  (Reit)    Bank   of  America    Merrill    Lynch
      (21,391)                                               (12,193)
           Mid-America      Apartment     Communities      Inc  (Reit)    JP  Morgan
      (35,338)                                               (150,187)
           Middleby     Corp/The
       (4,267)                            Citibank                   32,301
           Middleby     Corp/The                   JP  Morgan
      (41,627)                                               228,949
           Middleby     Corp/The                   Credit    Suisse
       (4,657)                                               25,614
           Moderna    Inc
      (21,642)                             Citibank                   20,993
      (13,632)     Mohawk    Industries      Inc              JP  Morgan                 (28,764)
           Mohawk    Industries      Inc              Credit    Suisse
       (6,547)                                               (13,814)
           Mohawk    Industries      Inc
      (14,656)                             Citibank                   63,607
           Mohawk    Industries      Inc              Bank   of  America    Merrill    Lynch
      (13,067)                                                (2,352)
           Mohawk    Industries      Inc
       (5,660)                            HSBC                  (11,943)
           Molina    Healthcare      Inc
       16,075                            Citibank                   60,603
           Mondelez     International       Inc   ‘A’         Bank   of  America    Merrill    Lynch
       50,734                                               (59,359)
           Mondelez     International       Inc   ‘A’         Citibank
       28,073                                               (40,144)
           Mondelez     International       Inc   ‘A’         JP  Morgan
       17,570                                               (6,149)
                                243/337




                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           米国（続き）
           Mondelez     International       Inc   ‘A’         Goldman    Sachs
       12,450                                               (24,054)
           Mondelez     International       Inc   ‘A’         Credit    Suisse
       80,195                                               (34,595)
           Mondelez     International       Inc   ‘A’
       40,487                            HSBC                  (14,170)
           Monolithic      Power   Systems    Inc           Goldman    Sachs
       31,425                                               (99,617)
           Monster    Beverage     Corp               Credit    Suisse
      (31,623)                                               (16,128)
           Monster    Beverage     Corp               JP  Morgan
      (19,804)                                                (7,470)
           Monster    Beverage     Corp               Bank   of  America    Merrill    Lynch
      (15,120)                                               13,306
           Monster    Beverage     Corp
      (10,040)                             Citibank                   18,172
           Monster    Beverage     Corp
       (3,084)                            HSBC                   (1,573)
           Moody’s     Corp 
       (2,931)                            Citibank                   14,391
           Moody’s     Corp                   JP  Morgan
      (20,184)                                               142,499
           Morgan    Stanley
       5,930                            HSBC                  (19,127)
           Morgan    Stanley                    Bank   of  America    Merrill    Lynch
       49,099                                              (140,423)
           Morgan    Stanley
       7,928                            Citibank                  (19,424)
           Morgan    Stanley                    Goldman    Sachs
       18,840                                               (40,694)
       8,895    Morningstar      Inc                 Goldman    Sachs               14,170
           Mosaic    Co/The                    Bank   of  America    Merrill    Lynch
      (13,946)                                               25,242
           Mosaic    Co/The
       (7,948)                            HSBC                   23,208
           Motorola     Solutions     Inc              Bank   of  America    Merrill    Lynch
       88,523                                               328,420
           Motorola     Solutions     Inc
       10,716                            HSBC                   37,035
           Motorola     Solutions     Inc              JP  Morgan
       7,385                                               43,128
           Motorola     Solutions     Inc
       39,931                            Citibank                  (149,342)
           Motorola     Solutions     Inc              Credit    Suisse
       10,231                                               59,749
           Motorola     Solutions     Inc              Goldman    Sachs
       16,050                                                (708)
           MSA  Safety    Inc
       19,092                            Citibank                  (144,145)
           MSA  Safety    Inc                  JP  Morgan
       2,961                                              (36,361)
           MSA  Safety    Inc                  Credit    Suisse
       15,337                                              (188,338)
           MSC  Industrial      Direct    Co  Inc   ‘A’        HSBC
       2,837                                              (25,391)
           MSC  Industrial      Direct    Co  Inc   ‘A’        Citibank
       29,513                                              (110,083)
           MSC  Industrial      Direct    Co  Inc   ‘A’        Bank   of  America    Merrill    Lynch
       14,064                                               (56,959)
           MSC  Industrial      Direct    Co  Inc   ‘A’        JP  Morgan
       22,290                                              (199,496)
           MSC  Industrial      Direct    Co  Inc   ‘A’        Credit    Suisse
       3,921                                              (35,093)
           MSCI   Inc
       4,094                            HSBC                  (18,382)
           MSCI   Inc                     Bank   of  America    Merrill    Lynch
       7,440                                              (11,606)
       3,216    MSCI   Inc                     JP  Morgan                 (14,440)
           MSCI   Inc                     Goldman    Sachs
       13,090                                               (44,803)
           Murphy    Oil  Corp                  Goldman    Sachs
       (9,580)                                               2,385
           Mylan   NV
       (9,754)                            Citibank                   27,311
           Mylan   NV                    Goldman    Sachs
       (9,580)                                               21,072
           Mylan   NV                    Credit    Suisse
      (34,618)                                               174,475
           Mylan   NV                    JP  Morgan
       (7,014)                                               35,351
           Mylan   NV
      (28,371)                             HSBC                  144,461
           Myriad    Genetics     Inc
       39,800                            Citibank                  (25,870)
           Myriad    Genetics     Inc               Bank   of  America    Merrill    Lynch
       29,620                                               (70,792)
           Nabors    Industries      Ltd
      (58,549)                             Citibank                   48,303
                                244/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           米国（続き）
           Nabors    Industries      Ltd              Goldman    Sachs
      (309,670)                                               141,620
           Nabors    Industries      Ltd              Bank   of  America    Merrill    Lynch
      (294,452)                                               431,372
           Nabors    Industries      Ltd              Credit    Suisse
      (204,142)                                               324,822
           Nabors    Industries      Ltd              JP  Morgan
      (59,611)                                               95,676
           Nasdaq    Inc                    Credit    Suisse
       7,176                                               (5,813)
           National     Fuel   Gas  Co              Bank   of  America    Merrill    Lynch
       5,656                                              (19,909)
           National     Fuel   Gas  Co
       7,253                            Citibank                  (23,645)
           National     Fuel   Gas  Co              JP  Morgan
       36,628                                              (119,041)
           National     Fuel   Gas  Co              Credit    Suisse
       4,835                                              (15,714)
           National     Fuel   Gas  Co
       3,834                            HSBC                  (12,461)
           National     Fuel   Gas  Co              Goldman    Sachs
       2,930                                               (2,300)
           National     Instruments      Corp             Bank   of  America    Merrill    Lynch
      (17,124)                                               41,098
           National     Instruments      Corp
      (13,471)                             Citibank                   19,129
           National     Oilwell    Varco   Inc            Goldman    Sachs
      (10,670)                                                7,230
           National     Retail    Properties      Inc  (Reit)        Goldman    Sachs
      (38,998)                                               18,380
      143,951     Navient    Corp                   Citibank                  (50,383)
           Navient    Corp                   JP  Morgan
       32,172                                               (25,094)
           Navient    Corp                   Credit    Suisse
       42,663                                               (33,277)
           NCR  Corp                     JP  Morgan
        (291)                                               259
           NCR  Corp
      (24,872)                             Citibank                   27,359
           Nektar    Therapeutics                    JP  Morgan
      (52,176)                                               79,829
           Nektar    Therapeutics                    Bank   of  America    Merrill    Lynch
      (72,164)                                               176,802
           Nektar    Therapeutics                    Goldman    Sachs
       (5,280)                                               2,532
           Nektar    Therapeutics                    Credit    Suisse
      (36,901)                                               64,455
           Nektar    Therapeutics
      (26,173)                             Citibank                   52,869
           Nektar    Therapeutics
      (15,442)                             HSBC                   23,626
           NetApp    Inc                    Bank   of  America    Merrill    Lynch
       15,325                                              (128,730)
           NetApp    Inc
       24,540                            Citibank                  (189,203)
           NetApp    Inc                    JP  Morgan
       63,334                                              (603,573)
           NetApp    Inc                    Credit    Suisse
       23,606                                              (224,965)
           NetApp    Inc                    Goldman    Sachs
       10,760                                               (19,463)
           Netflix    Inc                   Credit    Suisse
       (6,941)                                              130,352
           Netflix    Inc
      (12,938)                             Citibank                  182,943
           Netflix    Inc                   JP  Morgan
       (2,675)                                               38,996
       (9,853)    Netflix    Inc                   HSBC                  185,039
           NetScout     Systems    Inc
       26,451                            Citibank                  (31,212)
           Neurocrine      Biosciences      Inc
      (11,795)                             HSBC                  (37,036)
           Neurocrine      Biosciences      Inc            Bank   of  America    Merrill    Lynch
      (10,023)                                               (48,511)
           Neurocrine      Biosciences      Inc
       (3,906)                            Citibank                  (15,390)
           Neurocrine      Biosciences      Inc            JP  Morgan
       (2,996)                                               (9,407)
           Neurocrine      Biosciences      Inc            Credit    Suisse
      (15,262)                                               (55,418)
           Neurocrine      Biosciences      Inc            Goldman    Sachs
       (2,100)                                               (7,700)
           New  Jersey    Resources     Corp
      (15,162)                             Citibank                   35,631
           New  Jersey    Resources     Corp             JP  Morgan
      (12,205)                                               32,587
           New  Relic   Inc                  Bank   of  America    Merrill    Lynch
       27,675                                               (11,347)
                                245/337



                                                           EDINET提出書類
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                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           米国（続き）
           New  Relic   Inc                  JP  Morgan
        941                                              (5,373)
           New  Residential      Investment      Corp   (Reit)       Bank   of  America    Merrill    Lynch
       45,050                                               (74,333)
           New  Residential      Investment      Corp   (Reit)       Goldman    Sachs
      245,480                                               (372,698)
           New  York   Community     Bancorp    Inc          Bank   of  America    Merrill    Lynch
      (339,259)                                               227,304
           New  York   Community     Bancorp    Inc
      (105,021)                             Citibank                   25,205
           Newell    Brands    Inc                Bank   of  America    Merrill    Lynch
      (150,361)                                               376,654
           Newell    Brands    Inc
      (71,602)                             Citibank                  170,055
           Newell    Brands    Inc
      (137,000)                             HSBC                  322,789
           Newell    Brands    Inc                Credit    Suisse
      (300,951)                                               723,787
           Newell    Brands    Inc                JP  Morgan
      (138,084)                                               332,092
           NewMarket     Corp
       (3,005)                            Citibank                   61,182
           NewMarket     Corp                  JP  Morgan
        (29)                                               703
           Newmont    Goldcorp     Corp               Goldman    Sachs
       84,880                                               68,585
           News   Corp   ‘A’                  Credit    Suisse
       10,509                                                 210
           News   Corp   ‘A’                  JP  Morgan
       14,342                                                 287
       6,263    News   Corp   ‘A’                  Bank   of  America    Merrill    Lynch        (814)
           News   Corp   ‘A’                  Citibank
       64,677                                               (20,697)
           News   Corp   ‘A’                  Goldman    Sachs
      117,970                                               (33,186)
           News   Corp   ‘B’                  Goldman    Sachs
       18,170                                               (2,733)
           NextEra    Energy    Inc                Goldman    Sachs
      (12,050)                                               38,489
           Nielsen    Holdings     Plc               Goldman    Sachs
       (7,410)                                               1,298
           Nielsen    Holdings     Plc
      (89,457)                             Citibank                  139,553
           Nielsen    Holdings     Plc               Credit    Suisse
      (99,064)                                               169,778
           Nielsen    Holdings     Plc               JP  Morgan
      (66,116)                                               112,397
           NIKE   Inc   ‘B’
       55,823                            HSBC                  (289,522)
           NIKE   Inc   ‘B’                  Credit    Suisse
       43,572                                              (214,810)
           NIKE   Inc   ‘B’                  Bank   of  America    Merrill    Lynch
       52,386                                              (323,222)
           NIKE   Inc   ‘B’                  Citibank
       43,258                                              (231,863)
           NIKE   Inc   ‘B’                  JP  Morgan
       62,037                                              (305,842)
           NIKE   Inc   ‘B’                  Goldman    Sachs
       5,630                                              (38,676)
           NiSource     Inc                   Bank   of  America    Merrill    Lynch
      (35,884)                                               17,583
           NiSource     Inc
      (66,497)                             Citibank                   53,863
           NiSource     Inc                   Goldman    Sachs
      (78,840)                                               40,445
           NiSource     Inc
      (19,758)                             HSBC                   7,309
      (40,337)     NiSource     Inc                   JP  Morgan                 (4,034)
           Noble   Energy    Inc                 Bank   of  America    Merrill    Lynch
      (31,711)                                               85,620
           Noble   Energy    Inc                 Credit    Suisse
      (133,473)                                               408,958
           Noble   Energy    Inc                 JP  Morgan
      (68,858)                                               212,771
           Noble   Energy    Inc                 Goldman    Sachs
      (30,460)                                               30,744
           Noble   Energy    Inc
      (37,340)                             Citibank                   72,066
           Noble   Energy    Inc
      (21,926)                             HSBC                   67,751
           Nordson    Corp
       (4,928)                            Citibank                   27,153
           Nordson    Corp                   Credit    Suisse
       (3,895)                                               72,603
           Nordson    Corp                   JP  Morgan
      (19,736)                                               367,879
           Nordson    Corp                   Bank   of  America    Merrill    Lynch
       (1,358)                                               16,608
                                246/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           米国（続き）
           Nordstrom     Inc
       24,549                            HSBC                  (176,586)
           Nordstrom     Inc                  Bank   of  America    Merrill    Lynch
       46,974                                              (282,783)
           Nordstrom     Inc                  Credit    Suisse
       24,965                                              (212,702)
           Nordstrom     Inc
       13,599                            Citibank                  (39,981)
           Nordstrom     Inc                  JP  Morgan
       11,543                                               (98,346)
           Nordstrom     Inc                  Goldman    Sachs
       73,630                                              (275,612)
           Norfolk    Southern     Corp               Bank   of  America    Merrill    Lynch
       7,528                                              (38,995)
           Norfolk    Southern     Corp
       22,959                            HSBC                  (136,147)
           Norfolk    Southern     Corp               JP  Morgan
       10,871                                               (64,465)
           Norfolk    Southern     Corp
       7,497                            Citibank                  (58,851)
           Norfolk    Southern     Corp               Credit    Suisse
       7,632                                              (45,258)
           Northern     Trust   Corp                Bank   of  America    Merrill    Lynch
       2,022                                              (16,358)
           Northern     Trust   Corp
       1,140                            Citibank                   (8,219)
           Northern     Trust   Corp                JP  Morgan
       5,228                                              (55,992)
           Norwegian     Cruise    Line   Holdings     Ltd
       6,210                            Citibank                  (14,345)
       3,760    Norwegian     Cruise    Line   Holdings     Ltd        Bank   of  America    Merrill    Lynch       (8,385)
           Norwegian     Cruise    Line   Holdings     Ltd        Goldman    Sachs
       26,120                                               (52,270)
           Novanta    Inc                   Bank   of  America    Merrill    Lynch
       3,259                                              (13,492)
           Novanta    Inc
       2,692                            HSBC                   (8,534)
           NRG  Energy    Inc                  Bank   of  America    Merrill    Lynch
      105,399                                               (261,390)
           NRG  Energy    Inc
      176,536                             Citibank                  (527,843)
           NRG  Energy    Inc                  JP  Morgan
      192,780                                               (667,201)
           NRG  Energy    Inc                  Credit    Suisse
       87,760                                              (286,983)
           NRG  Energy    Inc
       46,537                            HSBC                  (160,553)
           NRG  Energy    Inc                  Goldman    Sachs
       83,310                                              (192,186)
           Nuance    Communications        Inc            Bank   of  America    Merrill    Lynch
      (46,341)                                               33,366
           Nuance    Communications        Inc            JP  Morgan
      (58,803)                                               (14,113)
           Nucor   Corp                    Goldman    Sachs
      (38,570)                                               131,041
           Nutanix    Inc   ‘A’                 Bank   of  America    Merrill    Lynch
      (89,128)                                               960,800
           Nutanix    Inc   ‘A’                 Credit    Suisse
      (31,026)                                               331,668
           Nutanix    Inc   ‘A’                 Citibank
      (34,595)                                               311,355
           Nutanix    Inc   ‘A’                 HSBC
      (35,382)                                               366,755
           Nutanix    Inc   ‘A’                 JP  Morgan
      (10,872)                                               116,222
           Nutrien    Ltd                   Credit    Suisse
       27,140                                               (85,762)
       16,543     Nutrien    Ltd                   JP  Morgan                 (52,276)
           Nutrien    Ltd                   Bank   of  America    Merrill    Lynch
       17,051                                               (33,420)
           Nutrien    Ltd
       18,161                            Citibank                   1,090
           nVent   Electric     Plc                Bank   of  America    Merrill    Lynch
       18,422                                               (40,897)
           nVent   Electric     Plc
       46,934                            Citibank                  (58,668)
           nVent   Electric     Plc                Credit    Suisse
       56,816                                              (188,629)
           nVent   Electric     Plc
       28,223                            HSBC                  (83,738)
           nVent   Electric     Plc                JP  Morgan
       32,391                                              (107,538)
           nVent   Electric     Plc                Goldman    Sachs
       77,240                                              (103,073)
           NVIDIA    Corp                    Bank   of  America    Merrill    Lynch
      (41,662)                                               899,899
           NVIDIA    Corp                    Credit    Suisse
      (10,415)                                               363,932
                                247/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           米国（続き）
           NVIDIA    Corp                    Goldman    Sachs
       (2,010)                                               33,744
           NVIDIA    Corp
       (1,270)                            HSBC                   30,166
           NVR  Inc                     Bank   of  America    Merrill    Lynch
         93                                             (10,749)
           NVR  Inc                     JP  Morgan
        200                                             (18,427)
           NVR  Inc                     Credit    Suisse
        286                                             (19,141)
           NVR  Inc                     Goldman    Sachs
        730                                             (62,895)
           NXP  Semiconductors        NV              Goldman    Sachs
       (6,030)                                               45,980
           NXP  Semiconductors        NV
      (52,169)                             Citibank                  253,020
           NXP  Semiconductors        NV              JP  Morgan
      (33,525)                                               426,103
           NXP  Semiconductors        NV              Credit    Suisse
      (13,868)                                               176,262
           NXP  Semiconductors        NV
      (26,109)                             HSBC                  322,469
           O’Reilly     Automotive      Inc             JP  Morgan
       5,437                                               (1,087)
           O’Reilly     Automotive      Inc             Credit    Suisse
        456                                               (91)
           O’Reilly     Automotive      Inc             Bank   of  America    Merrill    Lynch
       5,093                                               72,168
           O’Reilly     Automotive      Inc 
       1,465                            Citibank                   (1,538)
       1,624    O’Reilly     Automotive      Inc             HSBC                    (325)
           Occidental      Petroleum     Corp             Credit    Suisse
       14,699                                              (132,438)
           Occidental      Petroleum     Corp             Bank   of  America    Merrill    Lynch
       3,544                                              (10,809)
           Occidental      Petroleum     Corp
       19,455                            Citibank                  (30,739)
           Occidental      Petroleum     Corp             JP  Morgan
       44,974                                              (405,216)
           OGE  Energy    Corp
       12,522                            Citibank                  (25,420)
           OGE  Energy    Corp
       17,789                            HSBC                   (5,952)
           OGE  Energy    Corp                  Bank   of  America    Merrill    Lynch
       79,905                                               (42,350)
           OGE  Energy    Corp                  JP  Morgan
       49,269                                               13,795
           OGE  Energy    Corp                  Credit    Suisse
       47,632                                               13,337
           OGE  Energy    Corp                  Goldman    Sachs
       68,950                                               (89,971)
           Okta   Inc                     Bank   of  America    Merrill    Lynch
       (2,024)                                               (21,738)
           Okta   Inc                     Credit    Suisse
      (31,770)                                               (358,683)
           Okta   Inc
      (20,599)                             Citibank                  (147,901)
           Okta   Inc                     JP  Morgan
       (8,165)                                               (93,380)
           Old  Dominion     Freight    Line   Inc
       16,619                            Citibank                  (182,144)
           Old  Dominion     Freight    Line   Inc          JP  Morgan
       12,150                                              (155,885)
           Old  Dominion     Freight    Line   Inc          Credit    Suisse
       6,500                                              (83,395)
           Old  Republic     International       Corp          Goldman    Sachs
      (60,070)                                               20,353
      (54,237)     Olin   Corp                     Citibank                  133,965
           Olin   Corp                     Goldman    Sachs
      (20,240)                                               32,463
           Olin   Corp                     Bank   of  America    Merrill    Lynch
      (66,814)                                               90,867
           Olin   Corp                     JP  Morgan
      (10,027)                                                8,423
           Omega   Healthcare      Investors     Inc  (Reit)        Credit    Suisse
      (72,790)                                               66,500
           Omega   Healthcare      Investors     Inc  (Reit)        JP  Morgan
      (65,584)                                               60,780
           Omega   Healthcare      Investors     Inc  (Reit)        Goldman    Sachs
      (54,640)                                               76,685
           Omega   Healthcare      Investors     Inc  (Reit)        Bank   of  America    Merrill    Lynch
      (48,251)                                               104,222
           Omega   Healthcare      Investors     Inc  (Reit)
      (36,210)                             Citibank                   52,505
           Omnicell     Inc                   Bank   of  America    Merrill    Lynch
       18,165                                               (56,130)
           Omnicell     Inc                   Credit    Suisse
       5,258                                              (18,035)
                                248/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           米国（続き）
           Omnicell     Inc
       10,823                            Citibank                  (31,278)
           Omnicom    Group   Inc
       2,768                            Citibank                   (7,750)
           Omnicom    Group   Inc                Credit    Suisse
       3,265                                               (7,999)
           Omnicom    Group   Inc                Bank   of  America    Merrill    Lynch
       23,735                                               (51,505)
           Omnicom    Group   Inc                JP  Morgan
       46,634                                              (114,253)
           ON  Semiconductor       Corp               Bank   of  America    Merrill    Lynch
       66,242                                              (153,681)
           ON  Semiconductor       Corp               Credit    Suisse
       18,664                                               (71,483)
           OneMain    Holdings     Inc               Bank   of  America    Merrill    Lynch
       7,815                                              (16,724)
           OneMain    Holdings     Inc
       21,505                            Citibank                  (36,774)
           OneMain    Holdings     Inc               JP  Morgan
       21,455                                               (79,813)
           ONEOK   Inc
      (16,185)                             Citibank                   52,439
           ONEOK   Inc                    Goldman    Sachs
      (45,840)                                               121,421
           ONEOK   Inc                    JP  Morgan
       (9,595)                                               22,548
           ONEOK   Inc                    Bank   of  America    Merrill    Lynch
      (56,800)                                               203,344
           ONEOK   Inc                    Credit    Suisse
      (69,045)                                               168,281
      (26,718)     ONEOK   Inc                    HSBC                   62,787
           Oracle    Corp
       56,258                            Citibank                  (167,649)
           Oracle    Corp                    Bank   of  America    Merrill    Lynch
       67,288                                              (224,742)
           Oracle    Corp                    Credit    Suisse
       49,218                                              (136,334)
           Oracle    Corp
       60,797                            HSBC                  (168,408)
           Oracle    Corp                    JP  Morgan
       62,711                                              (177,110)
           Ormat   Technologies       Inc              Credit    Suisse
      (14,573)                                               36,141
           Ormat   Technologies       Inc              JP  Morgan
      (49,791)                                               123,482
           Ormat   Technologies       Inc              Bank   of  America    Merrill    Lynch
      (37,527)                                               103,199
           Ormat   Technologies       Inc
      (33,867)                             Citibank                   60,283
           Oshkosh    Corp                   Bank   of  America    Merrill    Lynch
       33,770                                              (151,290)
           Oshkosh    Corp
       20,172                            Citibank                  (90,371)
           Oshkosh    Corp                   JP  Morgan
       21,920                                              (137,219)
           Outfront     Media   Inc  (Reit)              Bank   of  America    Merrill    Lynch
        (273)                                               218
           Outfront     Media   Inc  (Reit)
      (30,199)                             Citibank                   17,213
           Outfront     Media   Inc  (Reit)              JP  Morgan
      (20,166)                                                 403
           Outfront     Media   Inc  (Reit)              Credit    Suisse
      (25,607)                                                 512
           Owens   Corning                    Goldman    Sachs
       (3,830)                                               6,156
           Owens   Corning                    Bank   of  America    Merrill    Lynch
      (10,668)                                                7,254
      (29,881)     Owens   Corning                    JP  Morgan                 63,945
           Owens   Corning                    Credit    Suisse
      (68,049)                                               145,625
           Owens   Corning
      (24,142)                             HSBC                   51,664
           Owens-Illinois        Inc                Credit    Suisse
       5,903                                               (7,969)
           Owens-Illinois        Inc
       59,353                            Citibank                  (49,857)
           Owens-Illinois        Inc                Bank   of  America    Merrill    Lynch
       18,030                                               (27,766)
           Owens-Illinois        Inc                JP  Morgan
      190,704                                               (257,450)
           PACCAR    Inc                    Credit    Suisse
       12,775                                               (27,192)
           PACCAR    Inc
       7,176                            Citibank                  (11,266)
           PACCAR    Inc
       3,420                            HSBC                   (7,627)
           PACCAR    Inc                    Goldman    Sachs
       12,980                                               (27,704)
                                249/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           米国（続き）
           Packaging     Corp   of  America              JP  Morgan
       14,040                                              (136,890)
           Packaging     Corp   of  America              Bank   of  America    Merrill    Lynch
       7,481                                              (62,317)
           Packaging     Corp   of  America
       5,786                            Citibank                  (19,615)
           PacWest    Bancorp                   Goldman    Sachs
       37,500                                               (27,426)
           Palo   Alto   Networks     Inc              Bank   of  America    Merrill    Lynch
       3,482                                              (61,144)
           Palo   Alto   Networks     Inc              Credit    Suisse
       1,674                                              (55,851)
           Palo   Alto   Networks     Inc              JP  Morgan
       5,530                                              (188,964)
           Palo   Alto   Networks     Inc
       8,501                            Citibank                  (219,411)
           Palo   Alto   Networks     Inc              Goldman    Sachs
       6,000                                              (111,901)
           Paramount     Group   Inc  (Reit)
       20,308                            Citibank                   (6,092)
           Paramount     Group   Inc  (Reit)             JP  Morgan
       15,063                                               (3,314)
           Paramount     Group   Inc  (Reit)             Bank   of  America    Merrill    Lynch
       37,124                                               (20,789)
           Paramount     Group   Inc  (Reit)             Credit    Suisse
       16,402                                               (3,608)
           Paramount     Group   Inc  (Reit)             Goldman    Sachs
       17,360                                               (3,227)
           Park   Hotels    & Resorts    Inc  (Reit)
       25,546                            Citibank                  (56,712)
       82,886     Park   Hotels    & Resorts    Inc  (Reit)          Bank   of  America    Merrill    Lynch      (265,235)
           Park   Hotels    & Resorts    Inc  (Reit)          JP  Morgan
      114,379                                               (363,725)
           Park   Hotels    & Resorts    Inc  (Reit)          Credit    Suisse
       15,636                                               (49,722)
           Parker-Hannifin        Corp
       2,450                            HSBC                  (44,562)
           Parker-Hannifin        Corp               Bank   of  America    Merrill    Lynch
       1,848                                              (29,069)
           Parker-Hannifin        Corp
       6,166                            Citibank                  (64,743)
           Parker-Hannifin        Corp               JP  Morgan
       10,155                                              (188,477)
           Parker-Hannifin        Corp               Credit    Suisse
       6,812                                              (126,431)
           Parker-Hannifin        Corp               Goldman    Sachs
       6,600                                              (62,926)
           Parsley    Energy    Inc   ‘A’
      (81,192)                             Citibank                  159,948
           Patterson     Cos  Inc                Bank   of  America    Merrill    Lynch
       32,458                                               (26,291)
           Patterson     Cos  Inc
       35,815                            Citibank                  (46,918)
           Patterson-UTI       Energy    Inc
      (11,491)                             HSBC                   24,131
           Patterson-UTI       Energy    Inc             JP  Morgan
      (67,317)                                               141,366
           Paychex    Inc                   JP  Morgan
       19,346                                               24,569
           Paychex    Inc                   Bank   of  America    Merrill    Lynch
       26,763                                               10,973
           Paychex    Inc
       45,326                            Citibank                  (76,601)
           Paychex    Inc
       60,771                            HSBC                   68,966
           Paychex    Inc                   Credit    Suisse
       43,956                                               52,763
       70,810     Paychex    Inc                   Goldman    Sachs              (71,135)
           Paycom    Software     Inc               Goldman    Sachs
       (1,050)                                               1,423
           Paycom    Software     Inc               Bank   of  America    Merrill    Lynch
       (5,489)                                               (35,569)
           Paycom    Software     Inc               JP  Morgan
       (3,411)                                               (20,875)
           Paycom    Software     Inc
       (3,841)                            Citibank                   8,450
           Paycom    Software     Inc               Credit    Suisse
      (10,195)                                               (62,393)
           Paycom    Software     Inc
       (5,691)                            HSBC                  (34,879)
           PayPal    Holdings     Inc               JP  Morgan
      (10,291)                                                 (515)
           PBF  Energy    Inc   ‘A’               Bank   of  America    Merrill    Lynch
      (12,000)                                               38,880
           PBF  Energy    Inc   ‘A’
      (15,740)                             Citibank                   57,294
           PBF  Energy    Inc   ‘A’               Goldman    Sachs
      (43,570)                                               138,871
                                250/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           米国（続き）
           Peabody    Energy    Corp
       45,536                            HSBC                  (220,850)
           Peabody    Energy    Corp                Bank   of  America    Merrill    Lynch
       72,689                                              (361,991)
           Peabody    Energy    Corp                Credit    Suisse
       2,641                                              (12,809)
           Peabody    Energy    Corp
       92,733                            Citibank                  (174,338)
           Peabody    Energy    Corp                JP  Morgan
       15,190                                               (73,672)
           Pebblebrook      Hotel   Trust   (Reit)           Credit    Suisse
         1                                               (4)
           Pegasystems      Inc                 Bank   of  America    Merrill    Lynch
      (25,122)                                               (58,032)
           Pegasystems      Inc
       (7,302)                            Citibank                   2,848
           Penske    Automotive      Group   Inc           Bank   of  America    Merrill    Lynch
      (13,191)                                               21,633
           Pentair    Plc
       36,431                            Citibank                  (50,275)
           Pentair    Plc                   JP  Morgan
       61,732                                              (159,269)
           Pentair    Plc                   Credit    Suisse
       10,843                                               (27,975)
           Pentair    Plc                   Bank   of  America    Merrill    Lynch
       84,383                                              (151,046)
           Penumbra     Inc                   Credit    Suisse
      (23,919)                                               (226,991)
           Penumbra     Inc                   JP  Morgan
       (3,243)                                               (30,776)
       (1,938)    Penumbra     Inc                   Citibank                  (14,419)
           People’s     United    Financial     Inc 
      (18,110)                             HSBC                   20,109
           People’s     United    Financial     Inc          Goldman    Sachs
      (507,228)                                               310,684
           PepsiCo    Inc                   Credit    Suisse
        517                                               672
           PepsiCo    Inc
       26,032                            Citibank                  (71,588)
           PepsiCo    Inc                   Bank   of  America    Merrill    Lynch
       20,856                                               (42,338)
           PerkinElmer      Inc
       (6,014)                            Citibank                   6,615
           PerkinElmer      Inc                 Goldman    Sachs
      (40,850)                                               44,868
           PerkinElmer      Inc                 Bank   of  America    Merrill    Lynch
      (35,385)                                               95,893
           PerkinElmer      Inc
      (14,601)                             HSBC                  118,706
           PerkinElmer      Inc                 JP  Morgan
       (7,657)                                               62,251
           PerkinElmer      Inc                 Credit    Suisse
      (16,998)                                               125,870
           Perrigo    Co  Plc
      (68,931)                             HSBC                  626,873
           Perrigo    Co  Plc
      (108,808)                             Citibank                  941,189
           Perrigo    Co  Plc                  Goldman    Sachs
      (61,530)                                               454,769
           Perrigo    Co  Plc                  Credit    Suisse
      (29,118)                                               240,515
           Perrigo    Co  Plc                  JP  Morgan
      (23,077)                                               190,616
           Pfizer    Inc                    JP  Morgan
       49,457                                               37,587
           Philip    Morris    International       Inc
       9,176                            HSBC                  (50,468)
       12,955     Philip    Morris    International       Inc         Bank   of  America    Merrill    Lynch      (91,074)
           Philip    Morris    International       Inc
       2,378                            Citibank                  (17,074)
           Philip    Morris    International       Inc         JP  Morgan
       29,006                                              (159,533)
           Philip    Morris    International       Inc         Goldman    Sachs
       2,150                                               (6,205)
           Phillips     66 
       31,957                            Citibank                  (149,559)
           Phillips     66                   Bank   of  America    Merrill    Lynch
       31,940                                              (203,777)
           Phillips     66                   JP  Morgan
       47,087                                              (234,493)
           Phillips     66                   Credit    Suisse
       30,762                                              (153,195)
           Phillips     66 
       2,004                            HSBC                   (9,980)
           Physicians      Realty    Trust   (Reit)
      (108,359)                             Citibank                   63,932
           Physicians      Realty    Trust   (Reit)           Credit    Suisse
      (47,095)                                               (21,193)
                                251/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           米国（続き）
           Physicians      Realty    Trust   (Reit)           JP  Morgan
      (60,511)                                               (27,230)
           Physicians      Realty    Trust   (Reit)           Bank   of  America    Merrill    Lynch
      (100,209)                                                26,054
           Pilgrim’s      Pride   Corp               Goldman    Sachs
      (50,480)                                               147,003
           Pilgrim’s      Pride   Corp               Citibank
       (8,329)                                               22,072
           Pilgrim’s      Pride   Corp               Bank   of  America    Merrill    Lynch
      (36,798)                                               113,706
           Pilgrim’s      Pride   Corp               Credit    Suisse
      (21,694)                                               59,274
           Pilgrim’s      Pride   Corp               HSBC
      (14,329)                                               39,691
           Pilgrim’s      Pride   Corp               JP  Morgan
      (10,271)                                               28,451
           Pinnacle     Financial     Partners     Inc
      (34,509)                             Citibank                   98,006
           Pinnacle     Financial     Partners     Inc         JP  Morgan
      (25,350)                                               122,187
           Pinnacle     Financial     Partners     Inc         Credit    Suisse
      (10,329)                                               49,786
           Pinnacle     West   Capital    Corp
       12,951                            HSBC                   12,692
           Pinnacle     West   Capital    Corp
       20,726                            Citibank                  (67,774)
           Pinnacle     West   Capital    Corp            JP  Morgan
       35,968                                               27,422
           Pinnacle     West   Capital    Corp            Bank   of  America    Merrill    Lynch
       17,803                                               (36,140)
       7,836    Pinnacle     West   Capital    Corp            Credit    Suisse                7,679
           Pinnacle     West   Capital    Corp            Goldman    Sachs
       6,070                                              (15,417)
           Pioneer    Natural    Resources     Co          Bank   of  America    Merrill    Lynch
       (3,227)                                               29,817
           Pioneer    Natural    Resources     Co
      (17,544)                             Citibank                  191,230
           Pioneer    Natural    Resources     Co          Credit    Suisse
      (12,208)                                               140,636
           Pioneer    Natural    Resources     Co          JP  Morgan
       (7,854)                                               90,478
           Planet    Fitness    Inc   ‘A’             Bank   of  America    Merrill    Lynch
       11,949                                               (45,765)
           Planet    Fitness    Inc   ‘A’             Credit    Suisse
       23,179                                               (40,795)
           Pluralsight      Inc   ‘A’               Goldman    Sachs
       (5,020)                                               17,326
           Pluralsight      Inc   ‘A’               Bank   of  America    Merrill    Lynch
      (105,818)                                               215,869
           Pluralsight      Inc   ‘A’
      (15,540)                             Citibank                   36,985
           Pluralsight      Inc   ‘A’               Credit    Suisse
      (66,480)                                               68,474
           Pluralsight      Inc   ‘A’
      (89,805)                             HSBC                   96,453
           Pluralsight      Inc   ‘A’               JP  Morgan
      (84,267)                                               86,795
           Polaris    Industries      Inc
      (22,457)                             Citibank                  231,307
           Polaris    Industries      Inc              Credit    Suisse
      (19,566)                                               227,553
           Polaris    Industries      Inc              Goldman    Sachs
       (2,550)                                               26,652
           Polaris    Industries      Inc
      (16,376)                             HSBC                  190,453
           Polaris    Industries      Inc              Bank   of  America    Merrill    Lynch
      (15,030)                                               145,340
      (15,868)     Polaris    Industries      Inc              JP  Morgan                 184,545
           PolyOne    Corp                   Bank   of  America    Merrill    Lynch
       7,059                                               (8,541)
           PolyOne    Corp                   JP  Morgan
       20,226                                               (34,586)
           PolyOne    Corp
       8,153                            Citibank                   (3,424)
           PolyOne    Corp                   Credit    Suisse
       5,905                                              (10,098)
           Popular    Inc
       4,156                            HSBC                  (18,577)
           Popular    Inc                   JP  Morgan
       48,312                                              (215,955)
           Popular    Inc                   Bank   of  America    Merrill    Lynch
       2,573                                               (5,558)
           Popular    Inc
       5,772                            Citibank                  (11,082)
           Popular    Inc                   Credit    Suisse
       50,251                                              (224,622)
           Post   Holdings     Inc                Credit    Suisse
       (3,709)                                               5,971
                                252/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           米国（続き）
           Post   Holdings     Inc                Bank   of  America    Merrill    Lynch
      (29,428)                                               58,562
           Post   Holdings     Inc                Goldman    Sachs
      (27,330)                                               73,609
           Post   Holdings     Inc
       (7,971)                            Citibank                   18,413
           Post   Holdings     Inc                JP  Morgan
       (6,654)                                               16,249
           Post   Holdings     Inc
       (4,735)                            HSBC                   7,623
           PPG  Industries      Inc                JP  Morgan
       3,130                                              (20,806)
           PPG  Industries      Inc                Goldman    Sachs
       13,490                                               (60,428)
           PPL  Corp                     Bank   of  America    Merrill    Lynch
      (32,521)                                               24,066
           PPL  Corp                     Credit    Suisse
      (13,247)                                                6,094
           PRA  Health    Sciences     Inc
       (8,045)                            Citibank                   6,195
           PRA  Health    Sciences     Inc             JP  Morgan
       (2,956)                                               13,154
           PRA  Health    Sciences     Inc             Bank   of  America    Merrill    Lynch
      (15,496)                                               29,287
           PRA  Health    Sciences     Inc             Credit    Suisse
       (4,416)                                               19,651
           Premier    Inc   ‘A’                 Goldman    Sachs
       (5,510)                                                (493)
           Primerica     Inc
       2,574                            Citibank                  (22,291)
       14,799     Primerica     Inc                  JP  Morgan                (210,294)
           Principal     Financial     Group   Inc          Credit    Suisse
       4,214                                              (16,140)
           Principal     Financial     Group   Inc          JP  Morgan
       10,509                                               (40,249)
           Procter    & Gamble    Co/The               JP  Morgan
      (29,463)                                               30,052
           Procter    & Gamble    Co/The               Bank   of  America    Merrill    Lynch
       (4,288)                                               11,363
           Procter    & Gamble    Co/The
       (5,621)                            Citibank                   15,008
           Procter    & Gamble    Co/The
       (3,924)                            HSBC                   4,002
           Progressive      Corp/The                 Goldman    Sachs
      (17,480)                                                 180
           Prologis     Inc  (Reit)                 JP  Morgan
      (27,640)                                               43,395
           Proofpoint      Inc                  Credit    Suisse
        (23)                                               163
           Proofpoint      Inc                  Bank   of  America    Merrill    Lynch
       (3,592)                                               23,528
           Proofpoint      Inc
      (16,792)                             Citibank                   71,870
           Proofpoint      Inc                  JP  Morgan
      (24,768)                                               175,605
           Prosperity      Bancshares      Inc            Credit    Suisse
       (4,866)                                               31,872
           Prosperity      Bancshares      Inc
      (18,669)                             Citibank                   66,275
           Prosperity      Bancshares      Inc            Bank   of  America    Merrill    Lynch
      (32,433)                                               122,272
           Prosperity      Bancshares      Inc            JP  Morgan
      (26,582)                                               174,112
           Prosperity      Bancshares      Inc            Goldman    Sachs
      (24,740)                                               70,424
           Prudential      Financial     Inc
       5,242                            Citibank                  (34,859)
       11,707     Prudential      Financial     Inc             JP  Morgan                 (91,315)
           PTC  Inc
      (28,829)                             HSBC                   81,597
           PTC  Inc                     Goldman    Sachs
      (15,260)                                               49,741
           PTC  Inc                     Bank   of  America    Merrill    Lynch
      (13,233)                                               44,132
           PTC  Inc
      (21,625)                             Citibank                   60,226
           PTC  Inc                     Credit    Suisse
      (65,713)                                               180,382
           PTC  Inc                     JP  Morgan
      (17,280)                                               40,212
           Public    Service    Enterprise      Group   Inc
       7,057                            HSBC                   5,575
           Public    Storage    (Reit)                Credit    Suisse
       (1,904)                                               (24,562)
           Public    Storage    (Reit)
       (1,470)                            HSBC                  (10,940)
           Public    Storage    (Reit)                Bank   of  America    Merrill    Lynch
       (4,166)                                               (28,162)
                                253/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           米国（続き）
           Public    Storage    (Reit)                JP  Morgan
       (1,660)                                               (17,903)
           Public    Storage    (Reit)                Goldman    Sachs
       (6,160)                                               (23,405)
           PulteGroup      Inc                  JP  Morgan
       33,494                                                (670)
           PulteGroup      Inc                  Credit    Suisse
       46,972                                                (939)
           PulteGroup      Inc
       10,620                            Citibank                  (11,257)
           Pure   Storage    Inc   ‘A’              Bank   of  America    Merrill    Lynch
      (53,055)                                               250,950
           Pure   Storage    Inc   ‘A’              Credit    Suisse
      (92,196)                                               585,712
           Pure   Storage    Inc   ‘A’              Citibank
      (96,686)                                               (47,376)
           Pure   Storage    Inc   ‘A’              JP  Morgan
      (50,131)                                               320,838
           Pure   Storage    Inc   ‘A’              Goldman    Sachs
      (90,990)                                               75,570
           Pure   Storage    Inc   ‘A’              HSBC
      (61,394)                                               392,922
           PVH  Corp                     Credit    Suisse
       6,460                                              (236,113)
           PVH  Corp                     Goldman    Sachs
       11,530                                              (243,105)
           QEP  Resources     Inc
      (79,112)                             Citibank                   70,410
           QEP  Resources     Inc                Bank   of  America    Merrill    Lynch
      (102,156)                                                93,984
      (64,262)     QEP  Resources     Inc                JP  Morgan                 41,128
           QIAGEN    NV                    Goldman    Sachs
      (10,770)                                                1,789
           Qorvo   Inc
       4,933                            HSBC                  (72,910)
           Qorvo   Inc                    Bank   of  America    Merrill    Lynch
       29,899                                              (357,293)
           Qorvo   Inc
       45,431                            Citibank                   54,517
           Qorvo   Inc                    JP  Morgan
       50,854                                              (736,238)
           Qorvo   Inc                    Credit    Suisse
       23,737                                              (319,708)
           Qorvo   Inc                    Goldman    Sachs
       45,040                                               (79,656)
           Qualcomm     Inc                   Bank   of  America    Merrill    Lynch
       6,369                                              (125,915)
           Qualcomm     Inc                   Credit    Suisse
       2,140                                              (39,762)
           Qualcomm     Inc                   JP  Morgan
       20,327                                              (366,902)
           Qualcomm     Inc                   Goldman    Sachs
       3,110                                               (1,989)
           Quanta    Services     Inc
       10,272                            HSBC                  (31,021)
           Quanta    Services     Inc               Bank   of  America    Merrill    Lynch
       65,010                                               (57,859)
           Quanta    Services     Inc
       6,805                            Citibank                    (408)
           Quanta    Services     Inc               JP  Morgan
       37,800                                              (114,156)
           Quanta    Services     Inc               Credit    Suisse
       58,053                                              (128,915)
           Quanta    Services     Inc               Goldman    Sachs
      105,440                                               (50,849)
           Quest   Diagnostics      Inc              Bank   of  America    Merrill    Lynch
        499                                              (1,135)
       11,612     Quest   Diagnostics      Inc              Citibank                  (29,204)
           Quest   Diagnostics      Inc              Credit    Suisse
       8,918                                              (25,461)
           Qurate    Retail    Inc
       13,542                            HSBC                  (60,262)
           Qurate    Retail    Inc                JP  Morgan
       34,779                                               (40,365)
           Qurate    Retail    Inc                Goldman    Sachs
      176,400                                               (137,793)
           Ralph   Lauren    Corp                 Bank   of  America    Merrill    Lynch
       22,765                                              (264,985)
           Ralph   Lauren    Corp                 Credit    Suisse
       6,679                                              (135,918)
           Ralph   Lauren    Corp
       3,691                            Citibank                  (32,296)
           Ralph   Lauren    Corp                 JP  Morgan
       43,373                                              (882,641)
           Ralph   Lauren    Corp                 Goldman    Sachs
       4,970                                              (26,742)
           Range   Resources     Corp               Bank   of  America    Merrill    Lynch
      105,698                                               (192,370)
                                254/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           米国（続き）
           Range   Resources     Corp               Credit    Suisse
       19,909                                               (37,628)
           Raymond    James   Financial     Inc           Goldman    Sachs
       (3,920)                                               11,887
           Raymond    James   Financial     Inc           Bank   of  America    Merrill    Lynch
       (5,922)                                               2,132
           Rayonier     Inc  (Reit)                 Credit    Suisse
       11,696                                               (38,831)
           Rayonier     Inc  (Reit)
       26,894                            Citibank                  (44,375)
           Rayonier     Inc  (Reit)                 JP  Morgan
       73,364                                              (243,568)
           Rayonier     Inc  (Reit)                 Bank   of  America    Merrill    Lynch
       12,379                                               (38,251)
           Raytheon     Co                   Bank   of  America    Merrill    Lynch
       2,847                                               (8,057)
           Raytheon     Co                   JP  Morgan
       1,444                                               (6,469)
           Raytheon     Co
       2,421                            Citibank                  (14,720)
           RBC  Bearings     Inc                 Credit    Suisse
       2,245                                               10,305
           RBC  Bearings     Inc
       1,802                            Citibank                   5,010
           RBC  Bearings     Inc                 JP  Morgan
       3,729                                               17,116
           RBC  Bearings     Inc                 Bank   of  America    Merrill    Lynch
       5,866                                               28,861
           Realogy    Holdings     Corp               Credit    Suisse
       11,230                                               (12,128)
       11,650     Realogy    Holdings     Corp               Citibank                   (2,446)
           Realogy    Holdings     Corp               Bank   of  America    Merrill    Lynch
       28,183                                               (20,292)
           Realogy    Holdings     Corp               JP  Morgan
       24,511                                               (26,472)
           RealPage     Inc                   JP  Morgan
      (14,880)                                               12,946
           RealPage     Inc                   Credit    Suisse
      (30,562)                                               33,578
           RealPage     Inc                   Goldman    Sachs
      (44,460)                                               84,127
           RealPage     Inc                   Bank   of  America    Merrill    Lynch
      (64,570)                                               144,637
           RealPage     Inc
      (27,082)                             Citibank                   47,664
           Realty    Income    Corp   (Reit)              Goldman    Sachs
      (64,870)                                               12,005
           Realty    Income    Corp   (Reit)
      (55,142)                             Citibank                   20,954
           Realty    Income    Corp   (Reit)              Bank   of  America    Merrill    Lynch
      (99,318)                                                (6,952)
           Realty    Income    Corp   (Reit)              Credit    Suisse
      (10,713)                                               (26,997)
           Red  Hat  Inc                   Bank   of  America    Merrill    Lynch
       6,074                                               (1,761)
           Red  Hat  Inc
       4,189                            Citibank                   (5,069)
           Red  Hat  Inc                   JP  Morgan
       5,623                                               3,824
           Red  Hat  Inc
       4,925                            HSBC                   3,349
           Red  Hat  Inc                   Credit    Suisse
       1,761                                               1,197
           Regal   Beloit    Corp                 Credit    Suisse
         17                                              (147)
           Regal   Beloit    Corp
       18,862                            Citibank                  (53,002)
       8,293    Regal   Beloit    Corp                 JP  Morgan                 (71,486)
           Regal   Beloit    Corp                 Bank   of  America    Merrill    Lynch
       5,116                                              (20,208)
           Regency    Centers    Corp   (Reit)
       (5,006)                            Citibank                   6,658
           Regency    Centers    Corp   (Reit)             JP  Morgan
      (10,793)                                                2,374
           Regeneron     Pharmaceuticals        Inc          Bank   of  America    Merrill    Lynch
       3,266                                              (18,877)
           Regeneron     Pharmaceuticals        Inc
       2,124                            Citibank                  (42,522)
           Regeneron     Pharmaceuticals        Inc          JP  Morgan
        105                                              (3,038)
           Regeneron     Pharmaceuticals        Inc          Credit    Suisse
        898                                             (25,979)
           Regeneron     Pharmaceuticals        Inc          Goldman    Sachs
       1,600                                              (17,151)
           Regions    Financial     Corp
       62,606                            Citibank                  (36,938)
           Regions    Financial     Corp              Credit    Suisse
       44,506                                               (50,292)
                                255/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           米国（続き）
           Regions    Financial     Corp
       33,900                            HSBC                  (38,307)
           Regions    Financial     Corp              Bank   of  America    Merrill    Lynch
      163,626                                               (81,813)
           Regions    Financial     Corp              JP  Morgan
      124,336                                               (140,500)
           Reinsurance      Group   of  America    Inc         Bank   of  America    Merrill    Lynch
       16,295                                               (14,177)
           Reinsurance      Group   of  America    Inc
       10,912                            Citibank                  (55,324)
           Reinsurance      Group   of  America    Inc         JP  Morgan
       13,388                                               (5,221)
           Reinsurance      Group   of  America    Inc         Credit    Suisse
       4,264                                               (1,663)
           Reliance     Steel   & Aluminum     Co
       26,995                            Citibank                  (84,629)
           Reliance     Steel   & Aluminum     Co          JP  Morgan
       29,728                                              (180,003)
           Reliance     Steel   & Aluminum     Co          Credit    Suisse
       14,486                                               (87,713)
           RenaissanceRe       Holdings     Ltd            Goldman    Sachs
       (2,360)                                               1,157
           Republic     Services     Inc
      (15,394)                             Citibank                   18,935
           Resideo    Technologies       Inc             Bank   of  America    Merrill    Lynch
      (17,282)                                               55,648
           Resideo    Technologies       Inc             Credit    Suisse
      (11,398)                                               39,551
           Resideo    Technologies       Inc             JP  Morgan
      (29,242)                                               101,470
      (19,270)     ResMed    Inc                    Goldman    Sachs               12,829
           ResMed    Inc                    Bank   of  America    Merrill    Lynch
       (8,470)                                               2,202
           ResMed    Inc
       (1,780)                            Citibank                    997
           ResMed    Inc                    JP  Morgan
       (3,246)                                               (3,700)
           Restaurant      Brands    International       Inc       Goldman    Sachs
      (18,050)                                               48,393
           Restaurant      Brands    International       Inc       Bank   of  America    Merrill    Lynch
       (2,485)                                               5,219
           Restaurant      Brands    International       Inc       Credit    Suisse
       (3,390)                                               5,531
           Restaurant      Brands    International       Inc       JP  Morgan
       (3,420)                                               8,508
           Retail    Properties      of  America    Inc  (Reit)    ᠀
                                   Bank   of  America    Merrill    Lynch
       35,234                                               (31,006)
            ’
           Retail    Properties      of  America    Inc  (Reit)    ᠀
                                   Citibank
       41,323                                               (28,926)
            ’
           Retail    Properties      of  America    Inc  (Reit)    ᠀
                                   JP  Morgan
      142,353                                               (83,988)
            ’
           Retail    Properties      of  America    Inc  (Reit)    ᠀
                                   Credit    Suisse
       70,109                                               (41,364)
            ’
           Rexford    Industrial      Realty    Inc  (Reit)
      (14,962)                             Citibank                   3,741
           Rexford    Industrial      Realty    Inc  (Reit)        Bank   of  America    Merrill    Lynch
      (22,541)                                               11,496
           Rexnord    Corp                   Credit    Suisse
       22,301                                               (24,531)
       9,584    RH                        Bank   of  America    Merrill    Lynch      (135,997)
           RingCentral      Inc   ‘A’               JP  Morgan
      (12,215)                                               (17,590)
           RingCentral      Inc   ‘A’               Bank   of  America    Merrill    Lynch
      (29,661)                                               (10,381)
           RingCentral      Inc   ‘A’               Goldman    Sachs
       (4,140)                                               16,675
           RingCentral      Inc   ‘A’
       (3,460)                            Citibank                   10,657
           RingCentral      Inc   ‘A’               Credit    Suisse
       (4,005)                                               (5,767)
           RingCentral      Inc   ‘A’
       (5,585)                            HSBC                   (8,042)
           RLI  Corp                     Bank   of  America    Merrill    Lynch
       (8,122)                                               (9,259)
           RLI  Corp
       (1,996)                            Citibank                   2,136
           RLI  Corp                     JP  Morgan
      (15,358)                                               (38,395)
           RLI  Corp                     Credit    Suisse
      (11,090)                                               (27,725)
           RLI  Corp
       (8,487)                            HSBC                  (21,218)
           Robert    Half   International       Inc          Bank   of  America    Merrill    Lynch
       99,087                                              (166,466)
                                256/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           米国（続き）
           Robert    Half   International       Inc
       73,425                            Citibank                  (162,269)
           Robert    Half   International       Inc          JP  Morgan
       31,569                                              (132,905)
           Robert    Half   International       Inc          Credit    Suisse
       7,095                                              (29,870)
           Rockwell     Automation      Inc             Bank   of  America    Merrill    Lynch
       29,137                                              (354,889)
           Rockwell     Automation      Inc
       21,073                            Citibank                  (197,243)
           Rockwell     Automation      Inc             JP  Morgan
       14,294                                              (294,028)
           Rockwell     Automation      Inc             Credit    Suisse
       19,326                                              (397,536)
           Roper   Technologies       Inc
       (3,537)                            Citibank                   44,460
           Roper   Technologies       Inc              JP  Morgan
       (5,615)                                               57,385
           Ross   Stores    Inc                 Bank   of  America    Merrill    Lynch
       7,908                                              (14,551)
           Royal   Caribbean     Cruises    Ltd           Bank   of  America    Merrill    Lynch
       (8,273)                                               15,305
           Royal   Caribbean     Cruises    Ltd
      (19,076)                             Citibank                   57,991
           Royal   Caribbean     Cruises    Ltd           Credit    Suisse
      (34,578)                                               186,721
           Royal   Caribbean     Cruises    Ltd           Goldman    Sachs
       (1,340)                                               3,313
           Royal   Caribbean     Cruises    Ltd
       (9,035)                            HSBC                   48,789
       (4,377)    Royal   Caribbean     Cruises    Ltd           JP  Morgan                 23,636
           Royal   Gold   Inc                  Goldman    Sachs
       30,610                                               55,405
           Royal   Gold   Inc
       3,632                            Citibank                   9,770
           Royal   Gold   Inc                  Bank   of  America    Merrill    Lynch
       2,693                                               5,817
           Royal   Gold   Inc                  Credit    Suisse
       8,262                                               34,370
           Royal   Gold   Inc                  JP  Morgan
       2,804                                               11,665
           RPC  Inc                     Goldman    Sachs
      (41,940)                                               17,706
           RPM  International       Inc              Bank   of  America    Merrill    Lynch
      (10,605)                                               30,755
           RPM  International       Inc              Goldman    Sachs
      (17,680)                                               15,533
           RPM  International       Inc              JP  Morgan
       (3,131)                                               18,692
           Ryder   System    Inc
       (5,234)                            HSBC                   55,507
           Ryder   System    Inc                 Goldman    Sachs
      (18,510)                                               62,021
           Ryder   System    Inc                 Bank   of  America    Merrill    Lynch
      (22,918)                                               198,126
           Ryman   Hospitality      Properties      Inc  (Reit)
        818                           Citibank                   (3,959)
           Ryman   Hospitality      Properties      Inc  (Reit)       Credit    Suisse
       7,046                                              (24,872)
           S&P  Global    Inc                  Credit    Suisse
       2,949                                               1,622
           S&P  Global    Inc
       2,158                            Citibank                   (5,007)
           S&P  Global    Inc                  Goldman    Sachs
       11,530                                                1,545
           S&P  Global    Inc                  Bank   of  America    Merrill    Lynch
       5,815                                               20,701
       1,977    S&P  Global    Inc                  JP  Morgan                  1,087
           S&P  Global    Inc
       6,490                            HSBC                   15,574
           Sabre   Corp                    JP  Morgan
       10,185                                               (7,537)
           Sabre   Corp                    Credit    Suisse
       37,133                                               (27,478)
           Sabre   Corp
       30,603                            Citibank                   10,711
           Sabre   Corp                    Goldman    Sachs
       11,700                                               (3,222)
           Sage   Therapeutics       Inc              JP  Morgan
      (12,327)                                               14,546
           Sage   Therapeutics       Inc
       (3,838)                            Citibank                   25,983
           salesforce.com        Inc                Credit    Suisse
       (5,699)                                               24,677
           salesforce.com        Inc                Goldman    Sachs
       (1,450)                                               4,903
           salesforce.com        Inc                Bank   of  America    Merrill    Lynch
      (13,799)                                               34,911
                                257/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           米国（続き）
           salesforce.com        Inc                JP  Morgan
       (2,126)                                               9,206
           Sally   Beauty    Holdings     Inc            Bank   of  America    Merrill    Lynch
      117,820                                               (207,363)
           Sally   Beauty    Holdings     Inc
       15,497                            Citibank                  (27,120)
           Sally   Beauty    Holdings     Inc            Credit    Suisse
       71,937                                              (124,451)
           Sarepta    Therapeutics       Inc             JP  Morgan
      (30,098)                                                8,011
           Sarepta    Therapeutics       Inc             Bank   of  America    Merrill    Lynch
      (10,861)                                               53,328
           Sarepta    Therapeutics       Inc
      (14,753)                             Citibank                  108,287
           Sarepta    Therapeutics       Inc             Credit    Suisse
      (30,628)                                                6,738
           Sarepta    Therapeutics       Inc
       (4,315)                            HSBC                    949
           SBA  Communications        Corp   (Reit)           Goldman    Sachs
       1,250                                               7,107
           Schlumberger       Ltd                 Bank   of  America    Merrill    Lynch
      (27,726)                                               128,371
           Schlumberger       Ltd
       (4,444)                            Citibank                   16,176
           Schlumberger       Ltd                 Credit    Suisse
      (34,812)                                               193,903
           Schlumberger       Ltd
      (18,752)                             HSBC                  104,449
           Schlumberger       Ltd                 JP  Morgan
      (36,331)                                               202,364
       17,695     Schneider     National     Inc   ‘B’           Bank   of  America    Merrill    Lynch      (42,822)
           Schneider     National     Inc   ‘B’           Goldman    Sachs
      256,393                                               (421,741)
           Schneider     National     Inc   ‘B’           Credit    Suisse
       60,874                                              (174,589)
           Schneider     National     Inc   ‘B’           Citibank
       21,515                                               (35,930)
           Scotts    Miracle-Gro      Co/The              JP  Morgan
      (28,527)                                               107,262
           Scotts    Miracle-Gro      Co/The              Bank   of  America    Merrill    Lynch
       (8,071)                                               (10,492)
           Scotts    Miracle-Gro      Co/The
      (23,179)                             Citibank                   28,510
           Seaboard     Corp                   Goldman    Sachs
        (306)                                              37,856
           Seagate    Technology      Plc              Bank   of  America    Merrill    Lynch
       5,777                                              (16,753)
           Seagate    Technology      Plc
       63,678                            Citibank                  (128,630)
           Seagate    Technology      Plc              JP  Morgan
       20,873                                              (132,544)
           Seagate    Technology      Plc              Credit    Suisse
       16,669                                              (105,848)
           Sealed    Air  Corp
       6,792                            HSBC                  (13,992)
           Sealed    Air  Corp
       13,137                            Citibank                   (1,576)
           Sealed    Air  Corp                  JP  Morgan
       29,991                                               (51,176)
           Sealed    Air  Corp                  Bank   of  America    Merrill    Lynch
       28,769                                               (24,454)
           Sealed    Air  Corp                  Credit    Suisse
       3,865                                               (7,962)
           Sealed    Air  Corp                  Goldman    Sachs
       46,290                                               (27,549)
           Seattle    Genetics     Inc               Credit    Suisse
      (31,718)                                               73,586
      (15,569)     Seattle    Genetics     Inc               JP  Morgan                 36,120
           Seattle    Genetics     Inc
      (20,917)                             Citibank                   57,313
           Seattle    Genetics     Inc               Bank   of  America    Merrill    Lynch
      (32,396)                                               (59,933)
           Seattle    Genetics     Inc
       (2,706)                            HSBC                   6,278
           SEI  Investments      Co               Goldman    Sachs
       26,280                                               (17,588)
           Sempra    Energy                    Credit    Suisse
      (11,327)                                               (60,146)
           Sempra    Energy                    Bank   of  America    Merrill    Lynch
      (22,508)                                               (26,785)
           Semtech    Corp
       29,045                            Citibank                  (153,067)
           Semtech    Corp                   JP  Morgan
       19,742                                              (237,891)
           Semtech    Corp                   Bank   of  America    Merrill    Lynch
       19,406                                              (175,042)
           Senior    Housing    Properties      Trust   (Reit)       JP  Morgan
       (9,479)                                               2,465
                                258/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           米国（続き）
           Senior    Housing    Properties      Trust   (Reit)       Goldman    Sachs
      (160,790)                                                37,418
           Senior    Housing    Properties      Trust   (Reit)       Bank   of  America    Merrill    Lynch
      (65,655)                                               38,736
           Senior    Housing    Properties      Trust   (Reit)
      (43,920)                             Citibank                   8,345
           Senior    Housing    Properties      Trust   (Reit)       Credit    Suisse
       (3,379)                                                879
           Sensata    Technologies       Holding    Plc
      (16,980)                             Citibank                   32,092
           Sensata    Technologies       Holding    Plc         Credit    Suisse
      (11,791)                                               70,156
           Sensient     Technologies       Corp            Bank   of  America    Merrill    Lynch
      (16,055)                                               49,449
           Sensient     Technologies       Corp            Credit    Suisse
      (19,850)                                               96,471
           Sensient     Technologies       Corp
      (13,873)                             Citibank                   43,977
           Sensient     Technologies       Corp            JP  Morgan
       (6,143)                                               29,855
           Service    Corp   International/US
       (1,401)                            Citibank                    (420)
           Service    Corp   International/US                 JP  Morgan
      (14,176)                                               (19,563)
           Service    Corp   International/US                 Credit    Suisse
      (15,137)                                               (20,889)
           Service    Corp   International/US                 Bank   of  America    Merrill    Lynch
       (7,941)                                               (10,164)
           ServiceMaster       Global    Holdings     Inc        JP  Morgan
      (31,689)                                               (59,575)
      (36,536)     ServiceMaster       Global    Holdings     Inc        Bank   of  America    Merrill    Lynch       5,115
           ServiceMaster       Global    Holdings     Inc
      (25,382)                             Citibank                   8,630
           ServiceMaster       Global    Holdings     Inc        Credit    Suisse
      (48,805)                                               (91,753)
           ServiceNow      Inc                  Bank   of  America    Merrill    Lynch
       2,396                                              (29,639)
           ServiceNow      Inc
       2,553                            Citibank                  (30,125)
           ServiceNow      Inc                  Goldman    Sachs
       3,820                                              (33,578)
           Sherwin-Williams         Co/The
       (4,019)                            Citibank                   52,086
           Sherwin-Williams         Co/The               JP  Morgan
       (2,450)                                               63,774
           Sherwin-Williams         Co/The               Bank   of  America    Merrill    Lynch
       (3,951)                                               49,150
           Sherwin-Williams         Co/The               Goldman    Sachs
       (5,980)                                               73,397
           Sherwin-Williams         Co/The               Credit    Suisse
       (2,080)                                               54,142
           Sherwin-Williams         Co/The
       (3,673)                            HSBC                   91,980
           Signature     Bank/New     York   NY           Bank   of  America    Merrill    Lynch
      (13,428)                                               34,510
           Signature     Bank/New     York   NY
       (7,399)                            Citibank                   18,128
           Signature     Bank/New     York   NY           JP  Morgan
      (18,030)                                               241,241
           Signet    Jewelers     Ltd               Credit    Suisse
       76,072                                              (333,195)
           Signet    Jewelers     Ltd               JP  Morgan
       53,445                                              (234,089)
           Signet    Jewelers     Ltd
       16,830                            Citibank                  (29,284)
           Signet    Jewelers     Ltd               Bank   of  America    Merrill    Lynch
       18,656                                               (31,156)
       28,960     Signet    Jewelers     Ltd               HSBC                  (126,845)
           Silgan    Holdings     Inc
       7,066                            Citibank                   (7,631)
           Silgan    Holdings     Inc               JP  Morgan
       7,721                                               (6,794)
           Silgan    Holdings     Inc               Bank   of  America    Merrill    Lynch
       34,724                                               (43,752)
           Silgan    Holdings     Inc               Credit    Suisse
        443                                               (390)
           Silgan    Holdings     Inc               Goldman    Sachs
       33,920                                               (31,637)
           Simon   Property     Group   Inc  (Reit)           Credit    Suisse
         23                                              (260)
           Simon   Property     Group   Inc  (Reit)           Bank   of  America    Merrill    Lynch
       9,757                                              (150,843)
           Simon   Property     Group   Inc  (Reit)
       11,080                            Citibank                  (112,351)
           Simon   Property     Group   Inc  (Reit)           JP  Morgan
       8,573                                              (96,875)
           Simpson    Manufacturing       Co  Inc           Bank   of  America    Merrill    Lynch
       13,653                                               (66,081)
                                259/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           米国（続き）
           Simpson    Manufacturing       Co  Inc           JP  Morgan
       19,825                                              (115,183)
           Simpson    Manufacturing       Co  Inc
       8,924                            Citibank                  (28,289)
           Simpson    Manufacturing       Co  Inc           Credit    Suisse
       14,867                                               (86,377)
           SINA   Corp/China                     JP  Morgan
       18,328                                              (300,029)
           SINA   Corp/China                     Bank   of  America    Merrill    Lynch
       67,070                                              (852,460)
           SINA   Corp/China                     Credit    Suisse
       21,139                                              (346,045)
           SINA   Corp/China
       15,892                            Citibank                  (97,100)
           Sinclair     Broadcast     Group   Inc   ‘A’        Credit    Suisse
        430                                              (2,808)
           Sinclair     Broadcast     Group   Inc   ‘A’        Citibank
       21,190                                               (6,145)
           Sinclair     Broadcast     Group   Inc   ‘A’        Bank   of  America    Merrill    Lynch
       21,464                                               (62,460)
           Sinclair     Broadcast     Group   Inc   ‘A’        JP  Morgan
       22,338                                              (145,867)
           Sirius    XM  Holdings     Inc              Credit    Suisse
      346,810                                               (163,001)
           Sirius    XM  Holdings     Inc
      123,766                             Citibank                  (35,892)
           Sirius    XM  Holdings     Inc
      103,663                             HSBC                  (48,722)
           SITE   Centers    Corp   (Reit)              Credit    Suisse
      (16,276)                                               13,184
      (117,475)      SITE   Centers    Corp   (Reit)              JP  Morgan                 95,155
           SITE   Centers    Corp   (Reit)              Bank   of  America    Merrill    Lynch
      (29,482)                                               35,673
           SITE   Centers    Corp   (Reit)
      (29,308)                             Citibank                   24,912
           Six  Flags   Entertainment       Corp           Bank   of  America    Merrill    Lynch
       7,789                                              (32,870)
           Six  Flags   Entertainment       Corp
       12,656                            Citibank                  (23,160)
           Six  Flags   Entertainment       Corp           JP  Morgan
       5,907                                              (28,176)
           Skechers     U.S.A.    Inc   ‘A’             JP  Morgan
         (3)                                               5
           Skechers     U.S.A.    Inc   ‘A’             Goldman    Sachs
       17,410                                               (9,862)
           SkyWest    Inc                   Credit    Suisse
       5,554                                               (4,221)
           SkyWest    Inc
       11,577                            Citibank                   (4,978)
           SkyWest    Inc                   JP  Morgan
       16,712                                               (12,701)
           SkyWest    Inc
       7,086                            HSBC                   (5,385)
           Skyworks     Solutions     Inc              Credit    Suisse
       (2,465)                                               41,856
           Skyworks     Solutions     Inc              Bank   of  America    Merrill    Lynch
      (14,502)                                               169,238
           Skyworks     Solutions     Inc
       (3,901)                            HSBC                   66,239
           SL  Green   Realty    Corp   (Reit)             Credit    Suisse
       5,654                                               8,311
           SL  Green   Realty    Corp   (Reit)
       29,420                            HSBC                  (46,375)
           SL  Green   Realty    Corp   (Reit)
       3,532                            Citibank                   (7,382)
           SL  Green   Realty    Corp   (Reit)             Bank   of  America    Merrill    Lynch
       11,440                                               (1,830)
       17,464     SL  Green   Realty    Corp   (Reit)             JP  Morgan                 25,672
           SLM  Corp                     Bank   of  America    Merrill    Lynch
      (49,220)                                               21,165
           SLM  Corp                     JP  Morgan
      (135,628)                                                77,308
           SLM  Corp                     Credit    Suisse
      (89,144)                                               50,812
           SM  Energy    Co                  Bank   of  America    Merrill    Lynch
      (73,157)                                               256,050
           SM  Energy    Co                  JP  Morgan
      (56,883)                                               173,493
           SM  Energy    Co
      (93,589)                             Citibank                  178,755
           SM  Energy    Co                  Credit    Suisse
      (185,534)                                               568,068
           SM  Energy    Co                  Goldman    Sachs
      (95,560)                                               155,647
           SM  Energy    Co
      (16,826)                             HSBC                   51,319
           Snap-on    Inc                   Bank   of  America    Merrill    Lynch
       23,915                                              (189,885)
                                260/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           米国（続き）
           Snap-on    Inc
       11,063                            Citibank                  (43,146)
           Snap-on    Inc                   JP  Morgan
       7,182                                              (88,841)
           Snap-on    Inc                   Credit    Suisse
       5,021                                              (62,110)
           SolarWinds      Corp                  Goldman    Sachs
      (46,814)                                               43,907
           SolarWinds      Corp                  Credit    Suisse
       (8,870)                                               14,205
           SolarWinds      Corp
      (28,690)                             HSBC                   18,528
           Sonoco    Products     Co
       42,365                            Citibank                  (33,045)
           Sonoco    Products     Co               JP  Morgan
       64,685                                              (102,849)
           Sonoco    Products     Co               Bank   of  America    Merrill    Lynch
       26,056                                               (40,126)
           Sonoco    Products     Co               Credit    Suisse
       40,909                                               (65,045)
           Sonoco    Products     Co               Goldman    Sachs
       46,477                                               (60,674)
           Sotheby’s                        Credit    Suisse
       4,235                                              (20,963)
           Sotheby’s                        Citibank
       8,543                                              (31,780)
           South   Jersey    Industries      Inc           Bank   of  America    Merrill    Lynch
       (9,167)                                               20,809
           South   Jersey    Industries      Inc
      (75,027)                             Citibank                  175,563
      (25,478)     South   Jersey    Industries      Inc           JP  Morgan                 20,637
           South   Jersey    Industries      Inc           Credit    Suisse
      (38,853)                                               31,471
           Southwest     Airlines     Co              Credit    Suisse
       34,937                                              (125,002)
           Southwest     Airlines     Co
       7,112                            HSBC                  (25,745)
           Southwest     Airlines     Co              Bank   of  America    Merrill    Lynch
       94,065                                              (302,889)
           Southwest     Airlines     Co
       23,232                            Citibank                  (87,817)
           Southwest     Airlines     Co              JP  Morgan
       7,850                                              (23,186)
           Southwest     Airlines     Co              Goldman    Sachs
       19,330                                               (53,876)
           Southwest     Gas  Holdings     Inc            JP  Morgan
      (10,976)                                               (29,196)
           Southwestern       Energy    Co             Credit    Suisse
      178,167                                               (111,354)
           Southwestern       Energy    Co             JP  Morgan
      167,925                                               (104,953)
           Southwestern       Energy    Co             Bank   of  America    Merrill    Lynch
      158,122                                               (95,664)
           Southwestern       Energy    Co
       67,808                            Citibank                  (18,647)
           Spark   Therapeutics       Inc              Credit    Suisse
      (91,664)                                               (30,249)
           Spark   Therapeutics       Inc              Bank   of  America    Merrill    Lynch
      (17,379)                                               (23,288)
           Spark   Therapeutics       Inc
      (11,383)                             Citibank                  (20,262)
           Spark   Therapeutics       Inc
       (5,072)                            HSBC                   (1,674)
           Spark   Therapeutics       Inc              JP  Morgan
      (31,766)                                               (10,483)
           Spectrum     Brands    Holdings     Inc           Bank   of  America    Merrill    Lynch
      (31,099)                                               304,148
      (61,401)     Spectrum     Brands    Holdings     Inc           JP  Morgan                 721,462
           Spectrum     Brands    Holdings     Inc
      (41,196)                             Citibank                  432,558
           Spire   Inc                    Bank   of  America    Merrill    Lynch
      (34,420)                                               101,883
           Spire   Inc
       (6,331)                            Citibank                   23,235
           Spire   Inc                    JP  Morgan
       (1,945)                                               3,073
           Spire   Inc                    Credit    Suisse
       (7,032)                                               11,111
           Spirit    AeroSystems      Holdings     Inc   ‘A’
       3,520                            HSBC                   (9,148)
           Spirit    AeroSystems      Holdings     Inc   ‘A’       Bank   of  America    Merrill    Lynch
       4,058                                               (5,154)
           Spirit    AeroSystems      Holdings     Inc   ‘A’       Citibank
       3,398                                               (8,631)
           Spirit    AeroSystems      Holdings     Inc   ‘A’       JP  Morgan
       21,333                                               (88,564)
           Spirit    AeroSystems      Holdings     Inc   ‘A’       Goldman    Sachs
       19,730                                               (24,051)
                                261/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           米国（続き）
           Spirit    Realty    Capital    Inc  (Reit)          Bank   of  America    Merrill    Lynch
       34,220                                               (25,323)
           Splunk    Inc
       (3,990)                            Citibank                   83,710
           Splunk    Inc                    Bank   of  America    Merrill    Lynch
      (18,098)                                               359,426
           Splunk    Inc
      (12,008)                             HSBC                  199,693
           Sprint    Corp                    JP  Morgan
      (161,847)                                               (218,493)
           Sprouts    Farmers    Market    Inc
       11,749                            HSBC                  (27,140)
           Sprouts    Farmers    Market    Inc            Bank   of  America    Merrill    Lynch
       11,797                                               (18,285)
           Sprouts    Farmers    Market    Inc            Credit    Suisse
       22,563                                               (52,121)
           Sprouts    Farmers    Market    Inc            JP  Morgan
       84,159                                              (187,692)
           Sprouts    Farmers    Market    Inc
       18,271                            Citibank                  (12,424)
           Sprouts    Farmers    Market    Inc            Goldman    Sachs
      113,360                                               (91,774)
           Square    Inc   ‘A’
      (144,983)                             Citibank                  690,119
           Square    Inc   ‘A’                 Credit    Suisse
      (43,846)                                               243,345
           Square    Inc   ‘A’                 JP  Morgan
      (40,784)                                               199,860
           Square    Inc   ‘A’                 Bank   of  America    Merrill    Lynch
       (1,172)                                               4,137
      (42,983)     SS&C   Technologies       Holdings     Inc          Credit    Suisse               119,923
           SS&C   Technologies       Holdings     Inc          Goldman    Sachs
      (49,420)                                               84,873
           SS&C   Technologies       Holdings     Inc
      (24,735)                             HSBC                   60,989
           SS&C   Technologies       Holdings     Inc          Bank   of  America    Merrill    Lynch
      (86,627)                                               225,230
           SS&C   Technologies       Holdings     Inc
      (51,949)                             Citibank                   82,079
           SS&C   Technologies       Holdings     Inc          JP  Morgan
      (28,054)                                               78,271
           STAG   Industrial      Inc  (Reit)             Credit    Suisse
      (11,134)                                                 (223)
           STAG   Industrial      Inc  (Reit)             JP  Morgan
       (8,354)                                                (167)
           Stanley    Black   & Decker    Inc            JP  Morgan
       (9,940)                                              144,813
           Stanley    Black   & Decker    Inc            Goldman    Sachs
      (14,260)                                               91,983
           Stanley    Black   & Decker    Inc            Bank   of  America    Merrill    Lynch
      (16,289)                                               107,507
           Stanley    Black   & Decker    Inc
      (17,350)                             Citibank                  123,012
           Stanley    Black   & Decker    Inc            Credit    Suisse
      (19,820)                                               306,615
           Stanley    Black   & Decker    Inc
       (4,111)                            HSBC                   63,597
           Starbucks     Corp                  Credit    Suisse
       14,257                                               (35,341)
           Starbucks     Corp
      101,147                             Citibank                  (189,145)
           Starbucks     Corp                  Bank   of  America    Merrill    Lynch
      149,413                                               (355,603)
           Starbucks     Corp
       52,614                            HSBC                  (140,479)
           Starbucks     Corp                  JP  Morgan
       44,347                                              (118,406)
       33,280     Starwood     Property     Trust   Inc  (Reit)         HSBC                  (19,778)
           Starwood     Property     Trust   Inc  (Reit)         Goldman    Sachs
      167,240                                               (100,462)
           Starwood     Property     Trust   Inc  (Reit)         Bank   of  America    Merrill    Lynch
       14,456                                               (7,083)
           Starwood     Property     Trust   Inc  (Reit)         JP  Morgan
       25,000                                               (10,160)
           State   Street    Corp                 Goldman    Sachs
      (18,050)                                               77,146
           State   Street    Corp                 Credit    Suisse
       (3,004)                                               26,225
           State   Street    Corp                 JP  Morgan
      (23,199)                                               196,369
           State   Street    Corp                 Bank   of  America    Merrill    Lynch
      (29,704)                                               179,709
           State   Street    Corp
      (44,492)                             Citibank                  166,400
           State   Street    Corp
       (6,734)                            HSBC                   58,788
           Steel   Dynamics     Inc                Bank   of  America    Merrill    Lynch
       61,463                                              (344,193)
                                262/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           米国（続き）
           Steel   Dynamics     Inc                JP  Morgan
       59,613                                              (425,637)
           Steel   Dynamics     Inc                Credit    Suisse
        925                                              (6,604)
           Steel   Dynamics     Inc
       10,709                            HSBC                  (76,462)
           Stericycle      Inc                  Credit    Suisse
      (32,833)                                               141,182
           Stericycle      Inc                  Goldman    Sachs
      (48,050)                                               138,027
           Stericycle      Inc                  Bank   of  America    Merrill    Lynch
      (65,830)                                               254,104
           Stericycle      Inc
      (54,863)                             Citibank                  168,429
           Stericycle      Inc                  JP  Morgan
      (63,988)                                               275,148
           Stericycle      Inc
      (25,042)                             HSBC                  109,315
           Sterling     Bancorp/DE                   Bank   of  America    Merrill    Lynch
      (151,192)                                               175,383
           Sterling     Bancorp/DE
      (81,305)                             Citibank                   79,679
           Sterling     Bancorp/DE                   JP  Morgan
      (111,465)                                               209,554
           Sterling     Bancorp/DE                   Credit    Suisse
      (73,257)                                               137,723
           STORE   Capital    Corp   (Reit)
       6,774                            HSBC                   4,606
           STORE   Capital    Corp   (Reit)              Bank   of  America    Merrill    Lynch
       52,020                                               (11,444)
       15,183     STORE   Capital    Corp   (Reit)              Credit    Suisse               10,324
           Stryker    Corp                   JP  Morgan
       1,753                                               (9,045)
           Stryker    Corp                   Bank   of  America    Merrill    Lynch
        698                                              (1,940)
           Stryker    Corp
       13,229                            Citibank                  (40,481)
           Stryker    Corp                   Credit    Suisse
       9,971                                              (51,450)
           Stryker    Corp                   Goldman    Sachs
       2,000                                                (846)
           Stryker    Corp
        900                           HSBC                   (2,552)
           Sun  Communities      Inc  (Reit)             Goldman    Sachs
       (6,320)                                               7,117
           Sunstone     Hotel   Investors     Inc  (Reit)         Credit    Suisse
       50,001                                               (38,501)
           Sunstone     Hotel   Investors     Inc  (Reit)         JP  Morgan
       12,551                                               (9,664)
           Sunstone     Hotel   Investors     Inc  (Reit)
       50,784                            Citibank                  (47,737)
           Sunstone     Hotel   Investors     Inc  (Reit)         Bank   of  America    Merrill    Lynch
       14,531                                               (19,181)
           SunTrust     Banks   Inc                Bank   of  America    Merrill    Lynch
       9,452                                              (13,989)
           SunTrust     Banks   Inc
       5,968                            Citibank                  (18,978)
           SunTrust     Banks   Inc                JP  Morgan
       10,063                                               (31,698)
           SunTrust     Banks   Inc                Credit    Suisse
       66,477                                              (209,403)
           SVB  Financial     Group                Bank   of  America    Merrill    Lynch
       (4,640)                                              111,870
           SVB  Financial     Group
       (3,651)                            Citibank                   94,196
           SVB  Financial     Group                Credit    Suisse
       (2,713)                                              122,628
       (2,748)    SVB  Financial     Group                HSBC                  124,210
           Switch    Inc   ‘A’                 Credit    Suisse
      (137,613)                                                (63,414)
           Switch    Inc   ‘A’                 JP  Morgan
      (39,871)                                               (57,813)
           Switch    Inc   ‘A’
      (148,744)                             HSBC                  (82,972)
           Symantec     Corp                   Credit    Suisse
      (43,154)                                               154,060
           Symantec     Corp
      (140,947)                             Citibank                  225,515
           Symantec     Corp                   Bank   of  America    Merrill    Lynch
      (25,549)                                               20,439
           Symantec     Corp                   Goldman    Sachs
      (109,750)                                               128,571
           Symantec     Corp                   JP  Morgan
      (102,470)                                               365,818
           Symantec     Corp
      (36,730)                             HSBC                   64,394
           Synchrony     Financial                  Credit    Suisse
       23,464                                                1,877
                                263/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           米国（続き）
           Synchrony     Financial                  Bank   of  America    Merrill    Lynch
       70,291                                               (67,479)
           Synchrony     Financial
       35,196                            Citibank                  (47,163)
           Synchrony     Financial                  JP  Morgan
       67,773                                                5,422
           Synchrony     Financial                  Goldman    Sachs
       45,770                                               (47,338)
           Synopsys     Inc
       48,553                            Citibank                   57,293
           Synopsys     Inc                   JP  Morgan
       35,300                                              (109,077)
           Synopsys     Inc                   Bank   of  America    Merrill    Lynch
       10,102                                               (40,004)
           Synopsys     Inc                   Credit    Suisse
       12,671                                               (39,153)
           Synovus    Financial     Corp              Goldman    Sachs
      (46,120)                                               88,187
           Synovus    Financial     Corp              Credit    Suisse
      (30,039)                                               86,080
           Sysco   Corp
       2,387                            HSBC                   (1,480)
           Sysco   Corp
       12,474                            Citibank                  (38,046)
           Sysco   Corp                    JP  Morgan
        771                                               (478)
           Sysco   Corp                    Credit    Suisse
       6,752                                               (4,186)
           Sysco   Corp                    Bank   of  America    Merrill    Lynch
       72,019                                              (110,909)
        429   T Rowe   Price   Group   Inc              Bank   of  America    Merrill    Lynch       (1,253)
           T Rowe   Price   Group   Inc
       4,295                            Citibank                  (18,211)
           T Rowe   Price   Group   Inc              JP  Morgan
        556                                              (1,084)
           T Rowe   Price   Group   Inc              Goldman    Sachs
       11,390                                               (23,615)
           T-Mobile     US  Inc
       (6,091)                            HSBC                   (9,136)
           T-Mobile     US  Inc                 Goldman    Sachs
      (32,630)                                               63,916
           T-Mobile     US  Inc                 Bank   of  America    Merrill    Lynch
      (23,390)                                               11,695
           T-Mobile     US  Inc
      (28,879)                             Citibank                   64,111
           T-Mobile     US  Inc                 JP  Morgan
      (30,186)                                               (45,279)
           T-Mobile     US  Inc                 Credit    Suisse
      (55,787)                                               (57,202)
           Tableau    Software     Inc   ‘A’            Bank   of  America    Merrill    Lynch
       6,218                                              (56,335)
           Tableau    Software     Inc   ‘A’            Credit    Suisse
       7,455                                              (74,458)
           Tableau    Software     Inc   ‘A’            Citibank
       9,873                                              (40,973)
           Tableau    Software     Inc   ‘A’            JP  Morgan
       3,157                                              (34,506)
           Tableau    Software     Inc   ‘A’            Goldman    Sachs
       26,050                                              (133,548)
           Take-Two     Interactive      Software     Inc
      (24,663)                             Citibank                  (84,841)
           Take-Two     Interactive      Software     Inc        Credit    Suisse
       (4,263)                                               (24,981)
           Take-Two     Interactive      Software     Inc        Bank   of  America    Merrill    Lynch
       (7,175)                                               (1,363)
           Take-Two     Interactive      Software     Inc
      (19,988)                             HSBC                  (117,130)
      (15,948)     Take-Two     Interactive      Software     Inc        JP  Morgan                 (93,436)
           Tapestry     Inc
       16,327                            Citibank                  (40,491)
           Tapestry     Inc                   JP  Morgan
       63,598                                              (150,727)
           Targa   Resources     Corp               Credit    Suisse
      (115,454)                                               108,527
           Targa   Resources     Corp               JP  Morgan
      (94,084)                                               88,439
           Targa   Resources     Corp               Goldman    Sachs
       (8,210)                                               31,022
           Targa   Resources     Corp               Bank   of  America    Merrill    Lynch
      (255,777)                                               879,873
           Targa   Resources     Corp
      (106,021)                             Citibank                  337,147
           Targa   Resources     Corp
      (97,823)                             HSBC                   91,954
           Target    Corp                    JP  Morgan
       9,960                                               42,330
           Target    Corp
       6,686                            HSBC                   28,416
                                264/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           米国（続き）
           Taubman    Centers    Inc  (Reit)             Bank   of  America    Merrill    Lynch
      (10,823)                                               75,761
           Taubman    Centers    Inc  (Reit)             Credit    Suisse
      (15,984)                                               105,015
           Taubman    Centers    Inc  (Reit)             JP  Morgan
      (11,429)                                               75,089
           TCF  Financial     Corp                Goldman    Sachs
      (137,830)                                               111,467
           TD  Ameritrade      Holding    Corp
       25,091                            Citibank                  (49,931)
           TD  Ameritrade      Holding    Corp            JP  Morgan
       14,247                                               (40,177)
           Tech   Data   Corp                  Bank   of  America    Merrill    Lynch
       22,586                                              (119,480)
           Tech   Data   Corp
       5,208                            Citibank                  (12,864)
           Tech   Data   Corp                  JP  Morgan
       6,762                                              (62,143)
           Tech   Data   Corp                  Credit    Suisse
       7,690                                              (70,671)
           Tech   Data   Corp
        462                           HSBC                   (4,246)
           Tegna   Inc
       19,427                            HSBC                   (5,342)
           Tegna   Inc                    Credit    Suisse
       80,652                                               (22,179)
           Tegna   Inc                    Bank   of  America    Merrill    Lynch
       18,212                                               (11,565)
           Tegna   Inc
       50,237                            Citibank                  (23,863)
       70,564     Tegna   Inc                    JP  Morgan                 (19,405)
           Teledyne     Technologies       Inc            Bank   of  America    Merrill    Lynch
       6,265                                              (29,696)
           Teledyne     Technologies       Inc
       8,776                            Citibank                  (103,118)
           Teledyne     Technologies       Inc            JP  Morgan
       4,457                                              (69,574)
           Teledyne     Technologies       Inc            Credit    Suisse
       4,907                                              (67,928)
           Teledyne     Technologies       Inc            Goldman    Sachs
       3,800                                              (15,413)
           Teleflex     Inc
       (2,646)                            Citibank                   28,074
           Teleflex     Inc                   Bank   of  America    Merrill    Lynch
       (3,771)                                               31,903
           Teleflex     Inc                   Credit    Suisse
      (11,324)                                               109,396
           Teleflex     Inc                   JP  Morgan
       (1,202)                                               11,058
           Teleflex     Inc                   Goldman    Sachs
       (4,620)                                               40,769
           Teleflex     Inc
        (695)                           HSBC                   6,394
           Telephone     & Data   Systems    Inc           Bank   of  America    Merrill    Lynch
       21,813                                               (29,884)
           Telephone     & Data   Systems    Inc
       26,253                            Citibank                  (33,866)
           Telephone     & Data   Systems    Inc           JP  Morgan
       86,448                                              (210,069)
           Telephone     & Data   Systems    Inc           Credit    Suisse
       44,630                                              (108,451)
           Telephone     & Data   Systems    Inc           Goldman    Sachs
       77,220                                              (109,266)
           Telephone     & Data   Systems    Inc
       18,381                            HSBC                  (40,833)
           Tempur    Sealy   International       Inc
       (4,299)                            HSBC                    774
      (21,098)     Tempur    Sealy   International       Inc          JP  Morgan                  3,798
           Tempur    Sealy   International       Inc          Bank   of  America    Merrill    Lynch
       (6,170)                                               (10,489)
           Tempur    Sealy   International       Inc          Credit    Suisse
      (34,014)                                                6,123
           Tempur    Sealy   International       Inc
      (11,598)                             Citibank                   10,902
           Tenet   Healthcare      Corp               Credit    Suisse
       12,873                                               (18,151)
           Tenet   Healthcare      Corp               JP  Morgan
       38,248                                               (53,930)
           Tenet   Healthcare      Corp
       1,570                            Citibank                   (4,977)
           Tenet   Healthcare      Corp               Bank   of  America    Merrill    Lynch
       16,372                                               (19,646)
           Tenneco    Inc   ‘A’                 Credit    Suisse
       30,314                                              (304,353)
           Tenneco    Inc   ‘A’                 Bank   of  America    Merrill    Lynch
       45,598                                              (129,954)
           Tenneco    Inc   ‘A’                 Citibank
       16,586                                               (9,952)
                                265/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           米国（続き）
           Tenneco    Inc   ‘A’                 JP  Morgan
       55,549                                              (557,712)
           Teradata     Corp                   Bank   of  America    Merrill    Lynch
       17,606                                               (41,198)
           Teradata     Corp
       17,608                            Citibank                  (15,847)
           Teradata     Corp                   JP  Morgan
       29,870                                              (123,064)
           Teradata     Corp                   Credit    Suisse
       19,241                                               (79,273)
           Teradyne     Inc                   Bank   of  America    Merrill    Lynch
       50,378                                              (224,182)
           Teradyne     Inc
       80,433                            Citibank                  (93,302)
           Teradyne     Inc                   JP  Morgan
       63,320                                              (370,422)
           Teradyne     Inc
       12,012                            HSBC                  (70,270)
           Teradyne     Inc                   Credit    Suisse
       38,680                                              (212,403)
           Teradyne     Inc                   Goldman    Sachs
       43,630                                               (53,524)
           Terex   Corp                    Goldman    Sachs
       (5,880)                                               6,041
           Terex   Corp                    JP  Morgan
      (15,526)                                               69,867
           Terex   Corp
      (22,382)                             HSBC                  100,719
           Terex   Corp                    Bank   of  America    Merrill    Lynch
      (26,461)                                               68,269
      (12,176)     Terex   Corp                    Credit    Suisse               54,792
           Tesla   Inc                    Goldman    Sachs
       (1,570)                                               26,922
           Tesla   Inc                    JP  Morgan
      (15,747)                                               911,205
           Tesla   Inc                    Credit    Suisse
      (35,856)                                              2,096,500
           Tetra   Tech   Inc                  Bank   of  America    Merrill    Lynch
       11,999                                               (7,079)
           Tetra   Tech   Inc
       45,216                            Citibank                  (80,484)
           Tetra   Tech   Inc                  JP  Morgan
       65,815                                               (84,243)
           Tetra   Tech   Inc
       11,234                            HSBC                  (14,380)
           Tetra   Tech   Inc                  Credit    Suisse
       23,527                                               (30,115)
           Texas   Capital    Bancshares      Inc           Credit    Suisse
      (62,680)                                               431,238
           Texas   Capital    Bancshares      Inc           JP  Morgan
      (14,219)                                               97,827
           Texas   Capital    Bancshares      Inc           Bank   of  America    Merrill    Lynch
       (2,890)                                               9,479
           Texas   Capital    Bancshares      Inc
       (7,023)                            Citibank                   22,193
           Texas   Instruments      Inc              Bank   of  America    Merrill    Lynch
       78,679                                              (415,425)
           Texas   Instruments      Inc              JP  Morgan
       48,360                                              (365,118)
           Texas   Instruments      Inc
       57,397                            Citibank                  (101,593)
           Texas   Instruments      Inc
       32,671                            HSBC                  (209,573)
           Texas   Instruments      Inc              Credit    Suisse
       46,094                                              (333,986)
           Texas   Instruments      Inc              Goldman    Sachs
       17,570                                               (67,778)
       11,127     Texas   Roadhouse     Inc               Bank   of  America    Merrill    Lynch      (28,708)
           TFS  Financial     Corp                Goldman    Sachs
       (9,700)                                                926
           TFS  Financial     Corp                Bank   of  America    Merrill    Lynch
      (58,347)                                                5,251
           TFS  Financial     Corp
      (11,638)                             Citibank                    233
           TFS  Financial     Corp                JP  Morgan
      (50,411)                                                3,025
           TFS  Financial     Corp                Credit    Suisse
      (36,200)                                                2,172
           Thermo    Fisher    Scientific      Inc           Bank   of  America    Merrill    Lynch
       (2,329)                                               (8,687)
           Thermo    Fisher    Scientific      Inc           Credit    Suisse
       (2,030)                                                (770)
           Thermo    Fisher    Scientific      Inc
       (3,943)                            HSBC                   14,747
           Thermo    Fisher    Scientific      Inc           JP  Morgan
      (13,087)                                               48,945
           Thermo    Fisher    Scientific      Inc
       (4,764)                            Citibank                   23,296
                                266/337



                                                           EDINET提出書類
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                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           米国（続き）
           Thermo    Fisher    Scientific      Inc           Goldman    Sachs
       (2,750)                                               (2,880)
           Thomson    Reuters    Corp               Credit    Suisse
       16,757                                               11,562
           Thomson    Reuters    Corp
       8,097                            Citibank                  (13,117)
           Thomson    Reuters    Corp
       2,817                            HSBC                   1,944
           Thor   Industries      Inc               Goldman    Sachs
       (2,820)                                               10,254
           Thor   Industries      Inc               Bank   of  America    Merrill    Lynch
      (21,900)                                               138,627
           Thor   Industries      Inc               Credit    Suisse
      (15,205)                                               178,963
           Thor   Industries      Inc
      (14,010)                             Citibank                   50,716
           Thor   Industries      Inc
      (31,215)                             HSBC                  367,401
           Thor   Industries      Inc               JP  Morgan
      (25,210)                                               287,885
           Tiffany    & Co                  Bank   of  America    Merrill    Lynch
       (7,854)                                               78,108
           Tiffany    & Co
       (2,057)                            Citibank                   20,765
           Tiffany    & Co                  JP  Morgan
       (1,578)                                               27,339
           Tiffany    & Co                  Credit    Suisse
       (4,751)                                               82,311
           Tiffany    & Co                  Goldman    Sachs
       (1,950)                                               17,673
      (12,519)     Tiffany    & Co                  HSBC                  202,567
           Timken    Co/The
       5,113                            HSBC                  (32,161)
           Timken    Co/The                    Credit    Suisse
       13,456                                               (84,638)
           Timken    Co/The                    Bank   of  America    Merrill    Lynch
       39,028                                              (184,993)
           Timken    Co/The
       9,170                            Citibank                  (18,432)
           Timken    Co/The                    JP  Morgan
       24,737                                              (155,596)
           TJX  Cos  Inc/The                   JP  Morgan
       55,740                                              (191,888)
           TJX  Cos  Inc/The                   Bank   of  America    Merrill    Lynch
      117,456                                               (256,054)
           TJX  Cos  Inc/The
       61,453                            Citibank                  (95,867)
           TJX  Cos  Inc/The                   Credit    Suisse
       44,753                                              (172,299)
           TJX  Cos  Inc/The
       80,331                            HSBC                  (309,274)
           TJX  Cos  Inc/The                   Goldman    Sachs
       44,070                                               (99,166)
           Toll   Brothers     Inc                Credit    Suisse
      (16,298)                                               42,485
           Toll   Brothers     Inc                Goldman    Sachs
      (24,450)                                               42,481
           Toll   Brothers     Inc                Bank   of  America    Merrill    Lynch
       (4,730)                                               16,650
           Toll   Brothers     Inc                JP  Morgan
      (13,024)                                               32,560
           Torchmark     Corp                  Bank   of  America    Merrill    Lynch
       29,434                                               (31,789)
           Torchmark     Corp
       22,628                            Citibank                  (62,906)
           Torchmark     Corp                  JP  Morgan
       53,534                                               (64,241)
       19,136     Torchmark     Corp                  Credit    Suisse               (22,963)
           Toro   Co/The                     Bank   of  America    Merrill    Lynch
       6,336                                              (43,845)
           Toro   Co/The
       9,966                            Citibank                  (53,019)
           Toro   Co/The                     JP  Morgan
      110,482                                               (877,227)
           Toro   Co/The                     Credit    Suisse
       83,179                                              (660,441)
           Total   System    Services     Inc            Bank   of  America    Merrill    Lynch
       5,978                                              140,124
           Total   System    Services     Inc            Credit    Suisse
       11,553                                               259,365
           Total   System    Services     Inc            Goldman    Sachs
       2,720                                               59,579
           Total   System    Services     Inc
       6,561                            Citibank                  139,618
           Total   System    Services     Inc            JP  Morgan
       9,020                                              205,673
           Total   System    Services     Inc
       6,907                            HSBC                  156,455
                                267/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           米国（続き）
           Tractor    Supply    Co                Credit    Suisse
       50,140                                               (99,779)
           Tractor    Supply    Co
       15,598                            Citibank                  (53,033)
           Tractor    Supply    Co                JP  Morgan
       24,560                                               (48,874)
           Tractor    Supply    Co
       6,646                            HSBC                  (13,226)
           Tractor    Supply    Co                Bank   of  America    Merrill    Lynch
       7,514                                               1,803
           Tractor    Supply    Co                Goldman    Sachs
       7,740                                              (12,504)
           Transocean      Ltd                  Credit    Suisse
      (51,736)                                               61,048
           Transocean      Ltd
      (122,425)                             Citibank                  108,958
           Transocean      Ltd
      (34,694)                             HSBC                   40,939
           Transocean      Ltd                  JP  Morgan
      (31,015)                                               36,598
      (21,965)     TransUnion                        Citibank                   22,404
                                   Credit    Suisse
      (25,897)     TransUnion                                          24,886
                                   JP  Morgan
      (23,372)     TransUnion                                          25,242
                                   Goldman    Sachs
      (27,840)     TransUnion                                          12,526
                                   Bank   of  America    Merrill    Lynch
      (40,071)     TransUnion                                          (32,057)
      (13,519)     TransUnion                        HSBC                   14,601
           TreeHouse     Foods   Inc               Bank   of  America    Merrill    Lynch
      (20,810)                                               136,722
           TreeHouse     Foods   Inc               Goldman    Sachs
      (25,060)                                               115,307
           TreeHouse     Foods   Inc               JP  Morgan
      (32,899)                                               170,119
           TreeHouse     Foods   Inc               Credit    Suisse
      (22,697)                                               112,123
           TreeHouse     Foods   Inc
       (3,141)                            HSBC                   15,517
           Trex   Co  Inc                   Bank   of  America    Merrill    Lynch
       14,233                                               (28,324)
           Trex   Co  Inc
       6,387                            Citibank                  (29,125)
           Trimble    Inc                   Bank   of  America    Merrill    Lynch
      (74,316)                                               49,792
           Trimble    Inc                   JP  Morgan
      (13,791)                                               32,960
           Trinity    Industries      Inc
      (75,063)                             Citibank                  116,348
           Trinity    Industries      Inc              JP  Morgan
      (79,987)                                               178,371
           Trinity    Industries      Inc              Credit    Suisse
      (43,838)                                               97,759
           Trinity    Industries      Inc              Bank   of  America    Merrill    Lynch
      (58,061)                                               103,349
           Trinseo    SA                   Bank   of  America    Merrill    Lynch
       26,188                                              (124,393)
           Trinseo    SA
       30,426                            Citibank                  (94,016)
           Trinseo    SA                   JP  Morgan
       68,542                                              (522,975)
           Trinseo    SA                   Credit    Suisse
       26,059                                              (198,830)
           TripAdvisor      Inc                 Bank   of  America    Merrill    Lynch
       16,850                                               (82,565)
       8,211    TripAdvisor      Inc                 Citibank                  (34,568)
           TripAdvisor      Inc
       13,904                            HSBC                  (88,568)
           TripAdvisor      Inc                 JP  Morgan
       18,531                                              (118,042)
           TripAdvisor      Inc                 Credit    Suisse
       48,143                                              (259,744)
           TripAdvisor      Inc                 Goldman    Sachs
       40,330                                              (140,171)
           Triton    International       Ltd/Bermuda             JP  Morgan
       (1,261)                                               2,118
           Trustmark     Corp                  Bank   of  America    Merrill    Lynch
       21,359                                               (37,378)
           Trustmark     Corp                  JP  Morgan
       55,939                                              (183,480)
           Trustmark     Corp
       17,828                            Citibank                  (26,742)
           Trustmark     Corp                  Credit    Suisse
       7,574                                              (24,843)
           Tupperware      Brands    Corp
       21,775                            Citibank                  (67,503)
                                268/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           米国（続き）
           Tupperware      Brands    Corp              JP  Morgan
       29,580                                              (123,644)
           Tupperware      Brands    Corp              Bank   of  America    Merrill    Lynch
       49,863                                              (224,882)
           Tupperware      Brands    Corp              Credit    Suisse
       7,464                                              (31,200)
           Twilio    Inc   ‘A’                 Bank   of  America    Merrill    Lynch
      (23,633)                                               236,566
           Twilio    Inc   ‘A’                 Credit    Suisse
       (9,588)                                               59,637
           Twitter    Inc                   Credit    Suisse
      (109,965)                                               216,631
           Twitter    Inc                   Bank   of  America    Merrill    Lynch
      (14,637)                                               18,882
           Twitter    Inc
      (17,582)                             Citibank                   34,637
           Twitter    Inc                   JP  Morgan
      (65,709)                                               129,447
           Two  Harbors    Investment      Corp   (Reit)         JP  Morgan
       39,316                                               (49,538)
           Two  Harbors    Investment      Corp   (Reit)
       14,777                            Citibank                  (10,048)
           Two  Harbors    Investment      Corp   (Reit)         Goldman    Sachs
      210,420                                               (157,456)
           Tyler   Technologies       Inc              Goldman    Sachs
       (3,800)                                               12,868
           Tyler   Technologies       Inc              Bank   of  America    Merrill    Lynch
      (17,197)                                               36,458
           Tyler   Technologies       Inc
       (3,892)                            Citibank                   35,223
       (6,369)    Tyler   Technologies       Inc              JP  Morgan                 39,870
           Tyler   Technologies       Inc              Credit    Suisse
      (12,851)                                               76,081
           Tyson   Foods   Inc   ‘A’               Goldman    Sachs
      (25,394)                                               165,029
           Tyson   Foods   Inc   ‘A’               Citibank
       (2,270)                                               13,643
           Ubiquiti     Networks     Inc
       1,604                            HSBC                  (70,319)
           Ubiquiti     Networks     Inc              Bank   of  America    Merrill    Lynch
       21,569                                              (179,670)
           Ubiquiti     Networks     Inc              JP  Morgan
       14,430                                              (556,575)
           Ubiquiti     Networks     Inc
       8,992                            Citibank                  (58,718)
           Ubiquiti     Networks     Inc              Credit    Suisse
       5,479                                              (240,199)
           Ubiquiti     Networks     Inc              Goldman    Sachs
       22,130                                              (130,692)
           UDR  Inc  (Reit)                   Credit    Suisse
       5,831                                               3,090
           UDR  Inc  (Reit)                   Bank   of  America    Merrill    Lynch
       12,817                                               (6,280)
           UDR  Inc  (Reit)
       18,961                            Citibank                  (14,600)
           UDR  Inc  (Reit)                   JP  Morgan
       76,329                                               40,454
           UGI  Corp                     Bank   of  America    Merrill    Lynch
       60,833                                              (186,149)
           UGI  Corp                     JP  Morgan
       39,529                                               (92,893)
           UGI  Corp                     Credit    Suisse
       4,031                                               (9,473)
           UGI  Corp                     Goldman    Sachs
       10,930                                               (20,829)
           Ulta   Salon   Cosmetics     & Fragrance     Inc       Credit    Suisse
       1,370                                              (50,539)
       1,480    Ulta   Salon   Cosmetics     & Fragrance     Inc       Citibank                  (55,988)
           Ulta   Salon   Cosmetics     & Fragrance     Inc
       3,558                            HSBC                  (120,655)
           Ulta   Salon   Cosmetics     & Fragrance     Inc       Goldman    Sachs
       2,640                                              (80,920)
           Umpqua    Holdings     Corp               JP  Morgan
      (17,790)                                               16,844
           Umpqua    Holdings     Corp               Goldman    Sachs
      (170,872)                                                99,896
           Umpqua    Holdings     Corp               Bank   of  America    Merrill    Lynch
      (12,005)                                                5,882
           Umpqua    Holdings     Corp
      (19,970)                             Citibank                   14,578
           Under   Armour    Inc   ‘A’              Citibank
       46,621                                               (67,134)
           Under   Armour    Inc   ‘A’              Goldman    Sachs
       44,890                                               19,793
           Under   Armour    Inc   ‘A’              Bank   of  America    Merrill    Lynch
       53,408                                               78,510
           Under   Armour    Inc   ‘A’
       57,219                            HSBC                   31,470
                                269/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           米国（続き）
           Under   Armour    Inc   ‘A’              JP  Morgan
      109,720                                                60,346
           Under   Armour    Inc   ‘A’              Credit    Suisse
       34,340                                               47,921
           Under   Armour    Inc   ‘C’              JP  Morgan
      (15,720)                                                (8,803)
           Under   Armour    Inc   ‘C’              Credit    Suisse
      (68,441)                                               (38,327)
           Union   Pacific    Corp                Bank   of  America    Merrill    Lynch
       23,975                                              (192,280)
           Union   Pacific    Corp
       16,177                            HSBC                  (159,020)
           United    Bankshares      Inc/WV              JP  Morgan
       (7,741)                                               23,146
           United    Bankshares      Inc/WV              Bank   of  America    Merrill    Lynch
       (5,469)                                               5,305
           United    Bankshares      Inc/WV
      (21,630)                             Citibank                   28,552
           United    Bankshares      Inc/WV              Credit    Suisse
      (21,881)                                               65,424
           United    Continental      Holdings     Inc
       2,222                            HSBC                  (11,710)
           United    Continental      Holdings     Inc         Credit    Suisse
       33,709                                              (177,646)
           United    Continental      Holdings     Inc         Bank   of  America    Merrill    Lynch
       14,683                                               (43,755)
           United    Continental      Holdings     Inc         JP  Morgan
       3,464                                              (18,255)
           United    Continental      Holdings     Inc
       47,403                            Citibank                  (118,982)
       16,450     United    Continental      Holdings     Inc         Goldman    Sachs              (42,204)
           United    Parcel    Service    Inc   ‘B’          HSBC
       6,286                                              (41,045)
           United    Parcel    Service    Inc   ‘B’          Bank   of  America    Merrill    Lynch
       12,264                                               (83,273)
           United    Parcel    Service    Inc   ‘B’          Citibank
       17,737                                               (48,777)
           United    Parcel    Service    Inc   ‘B’          JP  Morgan
       31,759                                              (225,489)
           United    Parcel    Service    Inc   ‘B’          Credit    Suisse
       21,188                                              (150,435)
           United    Parcel    Service    Inc   ‘B’          Goldman    Sachs
       2,520                                              (17,132)
           United    Rentals    Inc
       (1,760)                            HSBC                   38,949
           United    Rentals    Inc                JP  Morgan
       (2,262)                                               50,058
           United    States    Cellular     Corp            Credit    Suisse
       14,920                                               (42,373)
           United    States    Cellular     Corp            Bank   of  America    Merrill    Lynch
       14,202                                               (18,179)
           United    States    Cellular     Corp
       9,305                            Citibank                  (14,609)
           United    States    Cellular     Corp            JP  Morgan
       18,154                                               (51,557)
           United    States    Steel   Corp
      (219,836)                             Citibank                  518,813
           United    States    Steel   Corp             Bank   of  America    Merrill    Lynch
      (167,322)                                               530,411
           United    States    Steel   Corp             JP  Morgan
      (286,107)                                              1,004,236
           United    Technologies       Corp             Bank   of  America    Merrill    Lynch
       (6,018)                                               45,316
           United    Technologies       Corp
       (6,113)                            Citibank                   54,772
           United    Technologies       Corp             JP  Morgan
      (63,398)                                               673,287
       18,598     United    Therapeutics       Corp             Credit    Suisse              (202,532)
           United    Therapeutics       Corp             Bank   of  America    Merrill    Lynch
       11,656                                               (52,569)
           United    Therapeutics       Corp
       2,536                            Citibank                   (5,655)
           United    Therapeutics       Corp             JP  Morgan
       4,240                                              (46,174)
           UnitedHealth       Group   Inc              JP  Morgan
       10,588                                               25,941
           UnitedHealth       Group   Inc
       2,068                            Citibank                  (16,006)
           UnitedHealth       Group   Inc              Bank   of  America    Merrill    Lynch
       1,307                                               7,215
           UnitedHealth       Group   Inc              Credit    Suisse
        738                                              1,808
           UnitedHealth       Group   Inc
       8,131                            HSBC                   19,921
           Uniti   Group   Inc  (Reit)               Credit    Suisse
      (12,162)                                               19,946
           Uniti   Group   Inc  (Reit)
      (58,078)                             Citibank                   54,593
                                270/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           米国（続き）
           Uniti   Group   Inc  (Reit)               Bank   of  America    Merrill    Lynch
      (70,419)                                               45,772
           Uniti   Group   Inc  (Reit)               JP  Morgan
      (84,433)                                               138,470
           Uniti   Group   Inc  (Reit)               Goldman    Sachs
      (41,560)                                               32,431
           Univar    Inc                    Credit    Suisse
       (9,716)                                               9,327
           Univar    Inc
      (22,750)                             HSBC                   21,840
           Univar    Inc                    Bank   of  America    Merrill    Lynch
      (56,769)                                               100,481
           Univar    Inc
      (18,935)                             Citibank                   35,787
           Univar    Inc                    JP  Morgan
      (16,007)                                               15,367
           Universal     Display    Corp              Credit    Suisse
      (13,620)                                               299,027
           Universal     Display    Corp              JP  Morgan
       (8,616)                                              182,105
           Universal     Display    Corp              Bank   of  America    Merrill    Lynch
       (1,680)                                               33,676
           Universal     Display    Corp
      (14,741)                             Citibank                  198,635
           Universal     Display    Corp
       (4,721)                            HSBC                  103,650
           Universal     Health    Services     Inc   ‘B’        Citibank
       4,114                                              (27,523)
           Universal     Health    Services     Inc   ‘B’        JP  Morgan
       1,934                                               (6,324)
       13,445     Universal     Health    Services     Inc   ‘B’        Bank   of  America    Merrill    Lynch      (41,814)
           Universal     Health    Services     Inc   ‘B’        Credit    Suisse
       4,460                                              (15,748)
           Universal     Health    Services     Inc   ‘B’        Goldman    Sachs
       5,950                                              (22,050)
           Unum   Group
       17,443                            Citibank                  (46,224)
           Unum   Group                     JP  Morgan
       49,987                                              (186,951)
           Urban   Edge   Properties      (Reit)            Credit    Suisse
       8,013                                               (5,689)
           Urban   Edge   Properties      (Reit)
       25,041                            Citibank                  (21,535)
           Urban   Outfitters      Inc
       49,916                            Citibank                  (95,340)
           Urban   Outfitters      Inc               Bank   of  America    Merrill    Lynch
       4,631                                              (18,894)
           Urban   Outfitters      Inc               JP  Morgan
       57,293                                              (338,602)
           Urban   Outfitters      Inc               Credit    Suisse
       36,241                                              (214,184)
           Urban   Outfitters      Inc
       6,692                            HSBC                  (39,550)
           Urban   Outfitters      Inc               Goldman    Sachs
       72,900                                              (192,112)
           US  Bancorp                      Bank   of  America    Merrill    Lynch
       9,577                                               (6,512)
           US  Bancorp
       10,234                            HSBC                  (21,594)
           US  Bancorp                      Credit    Suisse
       20,677                                               (43,628)
           US  Bancorp                      JP  Morgan
       28,211                                               (59,525)
           US  Foods   Holding    Corp               Goldman    Sachs
       (5,780)                                               11,290
           USANA   Health    Sciences     Inc            Bank   of  America    Merrill    Lynch
       13,495                                              (109,849)
       34,787     USANA   Health    Sciences     Inc            Credit    Suisse              (506,499)
           USANA   Health    Sciences     Inc
       21,051                            Citibank                  (89,888)
           USANA   Health    Sciences     Inc            JP  Morgan
       14,885                                              (216,726)
           USANA   Health    Sciences     Inc
       3,573                            HSBC                  (52,023)
           Vail   Resorts    Inc                 Credit    Suisse
       (6,003)                                               81,129
           Vail   Resorts    Inc                 JP  Morgan
       (8,635)                                              121,840
           Vail   Resorts    Inc                 Goldman    Sachs
        (780)                                              1,969
           Vail   Resorts    Inc                 Bank   of  America    Merrill    Lynch
       (5,754)                                               49,427
           Vail   Resorts    Inc
       (9,924)                            Citibank                   39,994
           Vail   Resorts    Inc
       (1,862)                            HSBC                   26,273
           Valero    Energy    Corp                Goldman    Sachs
       (3,790)                                               55,264
                                271/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           米国（続き）
           Valero    Energy    Corp                Bank   of  America    Merrill    Lynch
       (9,784)                                              127,486
           Valero    Energy    Corp                Credit    Suisse
      (25,099)                                               308,735
           Valmont    Industries      Inc
       (1,659)                            Citibank                   10,999
           Valmont    Industries      Inc              Bank   of  America    Merrill    Lynch
       (9,592)                                               72,611
           Valmont    Industries      Inc              Credit    Suisse
       (3,786)                                               45,659
           Valmont    Industries      Inc              JP  Morgan
       (8,219)                                               99,121
           Valvoline     Inc                  Bank   of  America    Merrill    Lynch
       78,319                                               (27,412)
           Varian    Medical    Systems    Inc            Bank   of  America    Merrill    Lynch
       2,007                                               (7,747)
           Varian    Medical    Systems    Inc
       1,232                            Citibank                   (2,624)
           Varian    Medical    Systems    Inc            JP  Morgan
       20,976                                              (168,335)
           Varian    Medical    Systems    Inc            Credit    Suisse
       4,698                                              (30,490)
           Varian    Medical    Systems    Inc
       5,521                            HSBC                  (44,665)
           Varian    Medical    Systems    Inc            Goldman    Sachs
       11,910                                               (28,050)
           Vector    Group   Ltd                 JP  Morgan
       24,955                                               (13,725)
           Vector    Group   Ltd                 Credit    Suisse
       39,435                                               (21,689)
       13,752     Vector    Group   Ltd                 Bank   of  America    Merrill    Lynch       (9,351)
           Vector    Group   Ltd
       20,308                            Citibank                  (10,154)
           Veeva   Systems    Inc   ‘A’              Goldman    Sachs
       3,240                                               43,871
           Veeva   Systems    Inc   ‘A’              Credit    Suisse
       1,448                                               15,566
           Veeva   Systems    Inc   ‘A’              Citibank
       6,926                                               53,538
           Ventas    Inc  (Reit)                  Bank   of  America    Merrill    Lynch
      (26,754)                                                6,956
           Ventas    Inc  (Reit)                  Goldman    Sachs
       (8,940)                                               9,641
           Ventas    Inc  (Reit)
      (13,445)                             Citibank                   13,445
           Ventas    Inc  (Reit)                  JP  Morgan
      (38,946)                                               (101,811)
           Ventas    Inc  (Reit)
      (15,626)                             HSBC                  (38,240)
           VEREIT    Inc  (Reit)
      (31,364)                             HSBC                  (12,546)
           VEREIT    Inc  (Reit)                  Bank   of  America    Merrill    Lynch
      (17,929)                                                 (359)
           VEREIT    Inc  (Reit)                  JP  Morgan
      (147,814)                                                (59,126)
           VEREIT    Inc  (Reit)                  Credit    Suisse
      (52,215)                                               (20,886)
           Verint    Systems    Inc                Bank   of  America    Merrill    Lynch
       11,199                                               (52,859)
           Verint    Systems    Inc                Credit    Suisse
       8,407                                              (53,973)
           Verint    Systems    Inc
       3,943                            Citibank                  (20,977)
           Verint    Systems    Inc                JP  Morgan
       40,926                                              (262,745)
           VeriSign     Inc                   Bank   of  America    Merrill    Lynch
       6,656                                                266
       25,336     VeriSign     Inc                   Citibank                  (95,517)
           VeriSign     Inc                   JP  Morgan
       22,349                                               17,209
           VeriSign     Inc
       2,867                            HSBC                   2,208
           VeriSign     Inc                   Credit    Suisse
       9,628                                               7,414
           Verisk    Analytics     Inc               Credit    Suisse
      (11,396)                                               10,370
           Verisk    Analytics     Inc
      (17,388)                             Citibank                   73,203
           Verisk    Analytics     Inc               Goldman    Sachs
      (26,430)                                               58,716
           Verisk    Analytics     Inc               Bank   of  America    Merrill    Lynch
      (13,622)                                               15,393
           Verisk    Analytics     Inc               JP  Morgan
      (33,585)                                               27,490
           Verizon    Communications        Inc            Bank   of  America    Merrill    Lynch
      (11,958)                                               26,308
           Verizon    Communications        Inc            Goldman    Sachs
      (31,920)                                               110,145
                                272/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           米国（続き）
           Verizon    Communications        Inc
      (38,328)                             Citibank                  177,842
           Verizon    Communications        Inc            JP  Morgan
      (20,407)                                               36,120
           Verizon    Communications        Inc
      (21,759)                             HSBC                   44,825
           Versum    Materials     Inc               Bank   of  America    Merrill    Lynch
       (8,288)                                               4,724
           Versum    Materials     Inc
      (12,640)                             Citibank                   1,896
           Versum    Materials     Inc               Credit    Suisse
       (5,651)                                               5,538
           Versum    Materials     Inc
       (3,297)                            HSBC                   3,231
           Versum    Materials     Inc               JP  Morgan
      (12,382)                                               12,134
           Vertex    Pharmaceuticals        Inc
       5,001                            HSBC                   (6,001)
           Vertex    Pharmaceuticals        Inc            Credit    Suisse
       12,170                                               (4,066)
           Vertex    Pharmaceuticals        Inc
       23,781                            Citibank                  (108,441)
           Vertex    Pharmaceuticals        Inc            JP  Morgan
       4,250                                               (5,100)
           Vertex    Pharmaceuticals        Inc            Bank   of  America    Merrill    Lynch
       8,710                                               8,100
           Vertex    Pharmaceuticals        Inc            Goldman    Sachs
       11,810                                               (26,746)
           VF  Corp                      Credit    Suisse
       12,025                                              (145,503)
       2,914    VF  Corp                      Bank   of  America    Merrill    Lynch      (26,459)
           VF  Corp
       5,089                            HSBC                  (61,577)
           VF  Corp                      JP  Morgan
       3,318                                              (40,148)
           VF  Corp
       6,456                            Citibank                  (56,232)
           VF  Corp                      Goldman    Sachs
       7,800                                              (31,466)
           Viacom    Inc   ‘B’                 Credit    Suisse
       67,215                                               34,952
           Viacom    Inc   ‘B’                 Goldman    Sachs
       13,680                                                6,073
           Viacom    Inc   ‘B’                 Bank   of  America    Merrill    Lynch
       71,741                                               46,632
           Viacom    Inc   ‘B’
       23,649                            Citibank                   2,601
           Viacom    Inc   ‘B’                 JP  Morgan
       28,545                                               14,843
           Viacom    Inc   ‘B’                 HSBC
       7,893                                               4,104
           VICI   Properties      Inc  (Reit)             Bank   of  America    Merrill    Lynch
      (79,372)                                               14,287
           VICI   Properties      Inc  (Reit)             Credit    Suisse
      (58,608)                                                5,861
           VICI   Properties      Inc  (Reit)             JP  Morgan
      (56,221)                                                5,622
           Virtu   Financial     Inc   ‘A’
      (29,165)                             Citibank                   11,083
           Virtu   Financial     Inc   ‘A’             Goldman    Sachs
      (51,210)                                               29,585
           Virtu   Financial     Inc   ‘A’             Bank   of  America    Merrill    Lynch
      (75,216)                                               51,899
           Virtu   Financial     Inc   ‘A’             Credit    Suisse
      (47,720)                                               64,421
           Virtu   Financial     Inc   ‘A’             JP  Morgan
       (8,416)                                               11,530
      138,415     Visa   Inc   ‘A’                  Credit    Suisse               58,134
           Visa   Inc   ‘A’
       39,020                            Citibank                  (119,401)
           Vishay    Intertechnology        Inc            Bank   of  America    Merrill    Lynch
      125,738                                               (228,843)
           Vishay    Intertechnology        Inc
       68,044                            Citibank                  (44,909)
           Vishay    Intertechnology        Inc            JP  Morgan
       46,135                                              (163,318)
           Vishay    Intertechnology        Inc            Credit    Suisse
       6,028                                              (21,339)
           Visteon    Corp
       (6,760)                            HSBC                  109,580
           Visteon    Corp                   Bank   of  America    Merrill    Lynch
       (2,688)                                               24,407
           Visteon    Corp                   JP  Morgan
       (2,697)                                               43,718
           Vistra    Energy    Corp                Bank   of  America    Merrill    Lynch
      (54,475)                                               68,094
           Vistra    Energy    Corp                Credit    Suisse
      (18,500)                                               35,890
                                273/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           米国（続き）
           Vistra    Energy    Corp                JP  Morgan
      (67,094)                                               130,162
           VMware    Inc   ‘A’
       2,050                            HSBC                  (34,724)
           VMware    Inc   ‘A’                 Credit    Suisse
       14,430                                              (246,464)
           VMware    Inc   ‘A’                 Citibank
       2,305                                              (53,315)
           VMware    Inc   ‘A’                 JP  Morgan
       13,225                                              (225,728)
           VMware    Inc   ‘A’                 Goldman    Sachs
       5,530                                              (111,586)
           Vornado    Realty    Trust   (Reit)             Credit    Suisse
       (5,591)                                               1,118
           Vornado    Realty    Trust   (Reit)
       (7,882)                            Citibank                   10,798
           Vornado    Realty    Trust   (Reit)             JP  Morgan
       (8,123)                                               1,625
           Voya   Financial     Inc
      102,915                             Citibank                  (251,113)
           Voya   Financial     Inc                Credit    Suisse
       53,730                                              (138,086)
           Vulcan    Materials     Co               Credit    Suisse
      (10,075)                                               45,640
           Vulcan    Materials     Co
      (15,136)                             Citibank                   59,333
           Vulcan    Materials     Co               JP  Morgan
      (11,147)                                               50,496
           WABCO   Holdings     Inc
       6,750                            Citibank                   (1,552)
       2,838    WABCO   Holdings     Inc                Credit    Suisse               (6,783)
           WABCO   Holdings     Inc                Bank   of  America    Merrill    Lynch
       8,088                                               (6,470)
           WABCO   Holdings     Inc                JP  Morgan
       8,882                                              (21,228)
           WABCO   Holdings     Inc                Goldman    Sachs
       2,530                                               (1,173)
           Wabtec    Corp                    Bank   of  America    Merrill    Lynch
      (19,122)                                               117,027
           Wabtec    Corp
      (35,753)                             Citibank                  109,762
           Wabtec    Corp                    JP  Morgan
      (50,874)                                               495,753
           Wabtec    Corp                    Goldman    Sachs
       (9,450)                                               42,422
           Wabtec    Corp
      (24,521)                             HSBC                  244,965
           Wabtec    Corp                    Credit    Suisse
      (42,001)                                               419,590
           Waddell    & Reed   Financial     Inc   ‘A’        Citibank
       72,954                                               (63,470)
           Waddell    & Reed   Financial     Inc   ‘A’        JP  Morgan
       51,541                                               (95,351)
           Waddell    & Reed   Financial     Inc   ‘A’        Bank   of  America    Merrill    Lynch
       87,742                                               (85,110)
           Waddell    & Reed   Financial     Inc   ‘A’        Credit    Suisse
       19,805                                               (36,639)
           Walmart    Inc
       32,859                            HSBC                   26,287
           Walt   Disney    Co/The
      (62,749)                             HSBC                  205,817
           Walt   Disney    Co/The
      (30,640)                             Citibank                   65,570
           Walt   Disney    Co/The                 JP  Morgan
      (29,247)                                               95,930
           Walt   Disney    Co/The                 Goldman    Sachs
      (12,200)                                               44,512
       22,997     Washington      Federal    Inc              Bank   of  America    Merrill    Lynch      (12,418)
           Washington      Federal    Inc
       24,536                            Citibank                  (29,443)
           Washington      Federal    Inc              JP  Morgan
       96,444                                              (111,875)
           Washington      Federal    Inc              Credit    Suisse
       16,170                                               (18,757)
           Washington      Real   Estate    Investment      Trust
                                   Credit    Suisse
       4,000                                               (5,700)
           (Reit)
           Washington      Real   Estate    Investment      Trust
                                   JP  Morgan
       20,410                                               (29,084)
           (Reit)
           Waste   Connections      Inc              Bank   of  America    Merrill    Lynch
      (32,502)                                               25,027
           Waste   Connections      Inc              JP  Morgan
      (73,653)                                               (140,677)
           Waste   Connections      Inc
       (4,153)                            Citibank                   6,936
           Waste   Management      Inc
       2,965                            Citibank                   (3,706)
                                274/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           米国（続き）
           Waste   Management      Inc               Bank   of  America    Merrill    Lynch
       34,792                                               30,965
           Waste   Management      Inc               JP  Morgan
       11,457                                               38,496
           Waste   Management      Inc
       4,064                            HSBC                   13,655
           Waters    Corp                    Bank   of  America    Merrill    Lynch
       11,721                                               (67,161)
           Waters    Corp                    JP  Morgan
        735                                              (8,452)
           Waters    Corp
       7,868                            Citibank                  (40,678)
           Waters    Corp                    Credit    Suisse
       9,645                                              (110,918)
           Waters    Corp                    Goldman    Sachs
       8,400                                              (40,295)
           Watsco    Inc                    Bank   of  America    Merrill    Lynch
      (12,101)                                                1,573
           Watsco    Inc                    Credit    Suisse
       (6,527)                                               15,273
           Watsco    Inc                    JP  Morgan
      (11,560)                                               27,050
           Watsco    Inc
       (4,903)                            Citibank                   7,011
           Wayfair    Inc   ‘A’
      (18,378)                             Citibank                  170,915
           Wayfair    Inc   ‘A’
      (11,147)                             HSBC                   61,444
           Wayfair    Inc   ‘A’                 JP  Morgan
      (22,526)                                               157,006
      (28,565)     Wayfair    Inc   ‘A’                 Bank   of  America    Merrill    Lynch       66,271
           Wayfair    Inc   ‘A’                 Credit    Suisse
       (2,485)                                               17,320
           WD-40   Co                    Credit    Suisse
       11,573                                               (93,394)
           WD-40   Co                    Bank   of  America    Merrill    Lynch
       11,928                                               (81,945)
           Weatherford      International       Plc          JP  Morgan
      (451,190)                                               147,088
           Webster    Financial     Corp              Credit    Suisse
       28,002                                              (189,714)
           Webster    Financial     Corp              JP  Morgan
       10,549                                               (71,469)
           Webster    Financial     Corp
       5,919                            Citibank                  (23,055)
           WEC  Energy    Group   Inc               Goldman    Sachs
      (19,130)                                               24,048
           Weingarten      Realty    Investors     (Reit)
       7,533                            HSBC                   (3,691)
           Weingarten      Realty    Investors     (Reit)         Credit    Suisse
       18,605                                               (9,116)
           Weingarten      Realty    Investors     (Reit)
       53,037                            Citibank                  (47,203)
           Weingarten      Realty    Investors     (Reit)         JP  Morgan
       52,949                                               (25,945)
           Weingarten      Realty    Investors     (Reit)         Bank   of  America    Merrill    Lynch
       25,766                                               (20,870)
           Welbilt    Inc                   Bank   of  America    Merrill    Lynch
      (390,044)                                               483,655
           Welbilt    Inc
      (10,276)                             Citibank                   9,557
           Welbilt    Inc                   JP  Morgan
      (178,423)                                               144,523
           Welbilt    Inc                   Goldman    Sachs
      (115,040)                                                74,133
           Welbilt    Inc                   Credit    Suisse
      (196,738)                                               154,623
      (31,475)     Welbilt    Inc                   HSBC                   21,756
           WellCare     Health    Plans   Inc            Credit    Suisse
       (7,824)                                               (89,741)
           WellCare     Health    Plans   Inc            JP  Morgan
       (3,315)                                               (38,023)
           WellCare     Health    Plans   Inc            Bank   of  America    Merrill    Lynch
        (918)                                              (1,157)
           WellCare     Health    Plans   Inc
       (6,392)                            Citibank                   25,057
           WellCare     Health    Plans   Inc
       (7,613)                            HSBC                  (87,321)
           Wells   Fargo   & Co                Credit    Suisse
      (39,554)                                               94,930
           Wells   Fargo   & Co                JP  Morgan
      (52,448)                                               125,875
           Wells   Fargo   & Co                Bank   of  America    Merrill    Lynch
      (28,222)                                               34,995
           Welltower     Inc  (Reit)
      (17,452)                             HSBC                  (97,906)
           Welltower     Inc  (Reit)                Bank   of  America    Merrill    Lynch
      (62,781)                                               (138,746)
                                275/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           米国（続き）
           Welltower     Inc  (Reit)
      (13,818)                             Citibank                   (9,396)
           Welltower     Inc  (Reit)                JP  Morgan
      (52,406)                                               (280,453)
           Welltower     Inc  (Reit)                Credit    Suisse
      (25,622)                                               (143,739)
           Welltower     Inc  (Reit)                Goldman    Sachs
      (12,230)                                               (11,998)
           Wendy’s     Co/The                   Bank   of  America    Merrill    Lynch
      (36,408)                                               12,379
           Werner    Enterprises      Inc              Bank   of  America    Merrill    Lynch
       14,988                                               (80,036)
           Werner    Enterprises      Inc
       35,942                            Citibank                  (236,858)
           Werner    Enterprises      Inc              JP  Morgan
      151,773                                               (745,205)
           Werner    Enterprises      Inc              Credit    Suisse
       52,362                                              (257,097)
           Werner    Enterprises      Inc
       11,353                            HSBC                  (55,743)
           WESCO   International       Inc             Bank   of  America    Merrill    Lynch
       13,783                                               (69,604)
           WESCO   International       Inc             Credit    Suisse
       13,864                                               (96,909)
           WESCO   International       Inc             Goldman    Sachs
       14,680                                               (34,315)
           West   Pharmaceutical        Services     Inc         Bank   of  America    Merrill    Lynch
       19,686                                               (49,707)
           West   Pharmaceutical        Services     Inc
       16,014                            Citibank                  (69,261)
       8,301    West   Pharmaceutical        Services     Inc         Credit    Suisse               (54,496)
           Western    Alliance     Bancorp               Goldman    Sachs
      (61,930)                                               157,997
           Western    Alliance     Bancorp               Credit    Suisse
      (41,800)                                               224,952
           Western    Alliance     Bancorp
      (22,337)                             Citibank                   54,949
           Western    Alliance     Bancorp
       (6,328)                            HSBC                   33,349
           Western    Digital    Corp               Bank   of  America    Merrill    Lynch
      (45,606)                                               326,539
           Western    Digital    Corp
      (20,914)                             Citibank                   80,728
           Western    Digital    Corp
      (29,650)                             HSBC                  248,171
           Western    Digital    Corp               JP  Morgan
      (137,066)                                              1,147,242
           Western    Digital    Corp               Credit    Suisse
      (25,740)                                               198,647
           Western    Union   Co/The                Bank   of  America    Merrill    Lynch
       47,391                                               (12,322)
           Western    Union   Co/The
       93,699                            Citibank                  (27,173)
           Western    Union   Co/The                JP  Morgan
      243,152                                                (4,863)
           Western    Union   Co/The                Credit    Suisse
       71,256                                               (1,425)
           Westlake     Chemical     Corp              Goldman    Sachs
      (18,350)                                               72,831
           Westlake     Chemical     Corp
      (10,430)                             Citibank                   49,543
           Westlake     Chemical     Corp
       (9,040)                            HSBC                   18,622
           Westlake     Chemical     Corp              JP  Morgan
      (17,121)                                               35,361
           Westlake     Chemical     Corp              Bank   of  America    Merrill    Lynch
       (2,529)                                               7,865
      (39,781)     Westrock     Co                   HSBC                  216,806
           Westrock     Co                   Credit    Suisse
      (57,464)                                               313,179
           Westrock     Co                   Bank   of  America    Merrill    Lynch
      (15,308)                                               73,019
           Westrock     Co
       (6,799)                            Citibank                   17,337
           Westrock     Co                   JP  Morgan
      (15,202)                                               82,851
           WEX  Inc                     Credit    Suisse
       (7,236)                                               93,634
           WEX  Inc                     JP  Morgan
       (1,268)                                               16,408
           WEX  Inc                     Bank   of  America    Merrill    Lynch
      (10,275)                                               95,044
           WEX  Inc
       (8,440)                            Citibank                  108,623
           Weyerhaeuser       Co  (Reit)
      (90,745)                             HSBC                  277,484
           Weyerhaeuser       Co  (Reit)               Credit    Suisse
      (91,365)                                               288,713
                                276/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           米国（続き）
           Weyerhaeuser       Co  (Reit)               JP  Morgan
      (30,556)                                               96,557
           Weyerhaeuser       Co  (Reit)               Bank   of  America    Merrill    Lynch
      (215,057)                                               533,341
           Weyerhaeuser       Co  (Reit)
      (121,512)                             Citibank                   80,198
           Weyerhaeuser       Co  (Reit)               Goldman    Sachs
      (87,900)                                               93,974
           Whirlpool     Corp
       (3,980)                            Citibank                   64,635
           Whirlpool     Corp                  JP  Morgan
       (2,123)                                               47,173
           White   Mountains     Insurance     Group   Ltd
        (974)                           HSBC                  (10,860)
           White   Mountains     Insurance     Group   Ltd       Credit    Suisse
       (1,436)                                               (16,011)
           White   Mountains     Insurance     Group   Ltd       Bank   of  America    Merrill    Lynch
       (1,043)                                               (18,200)
           White   Mountains     Insurance     Group   Ltd
        (765)                           Citibank                   6,212
           Whiting    Petroleum     Corp
       8,491                            HSBC                  (44,663)
           Whiting    Petroleum     Corp              Bank   of  America    Merrill    Lynch
       14,165                                               (83,007)
           Whiting    Petroleum     Corp              Credit    Suisse
       50,998                                              (261,378)
           Whiting    Petroleum     Corp              JP  Morgan
       18,366                                               (96,605)
           Whiting    Petroleum     Corp
       24,695                            Citibank                  (59,515)
       94,320     Whiting    Petroleum     Corp              Goldman    Sachs              (264,906)
           Williams     Cos  Inc/The                 Credit    Suisse
      (225,996)                                               151,417
           Williams     Cos  Inc/The
      (111,052)                             Citibank                  134,373
           Williams     Cos  Inc/The                 JP  Morgan
      (11,277)                                                7,556
           Williams-Sonoma        Inc               Bank   of  America    Merrill    Lynch
       18,397                                               65,677
           Williams-Sonoma        Inc
       45,457                            Citibank                  115,461
           Williams-Sonoma        Inc               Goldman    Sachs
       52,470                                               180,055
           Williams-Sonoma        Inc
       80,495                            HSBC                  168,780
           Williams-Sonoma        Inc               JP  Morgan
       64,775                                               130,846
           Williams-Sonoma        Inc               Credit    Suisse
      101,867                                               243,854
           Willis    Towers    Watson    Plc             Credit    Suisse
       (9,222)                                               (10,375)
           Willis    Towers    Watson    Plc
      (11,118)                             Citibank                   37,634
           Willis    Towers    Watson    Plc             JP  Morgan
       (4,440)                                               (4,995)
           Wolverine     World   Wide   Inc             JP  Morgan
       3,794                                              (27,962)
           Wolverine     World   Wide   Inc
       18,839                            Citibank                  (40,692)
           Wolverine     World   Wide   Inc             Credit    Suisse
       17,828                                              (131,392)
           Workday    Inc   ‘A’                 Credit    Suisse
      (21,250)                                               (195,713)
           Workday    Inc   ‘A’                 Bank   of  America    Merrill    Lynch
      (19,600)                                               (22,344)
           Workday    Inc   ‘A’                 JP  Morgan
       (8,259)                                               (76,065)
       (2,984)    Workday    Inc   ‘A’                 HSBC                  (27,483)
           World   Wrestling     Entertainment       Inc   ‘A’      Bank   of  America    Merrill    Lynch
       12,077                                              (118,596)
           World   Wrestling     Entertainment       Inc   ‘A’      Citibank
       57,457                                              (348,189)
           World   Wrestling     Entertainment       Inc   ‘A’      JP  Morgan
       5,266                                              (67,826)
           Worldpay     Inc   ‘A’                Credit    Suisse
       (2,122)                                               (6,026)
           Worldpay     Inc   ‘A’                JP  Morgan
      (52,972)                                               (150,440)
           Worldpay     Inc   ‘A’                Bank   of  America    Merrill    Lynch
       (2,682)                                               (4,667)
           Worldpay     Inc   ‘A’                Citibank
      (38,473)                                               68,482
           Worthington      Industries      Inc            JP  Morgan
       31,575                                              (132,931)
           Worthington      Industries      Inc
       1,120                            Citibank                   (1,826)
           Worthington      Industries      Inc            Credit    Suisse
       7,407                                              (31,183)
                                277/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           米国（続き）
           WP  Carey   Inc  (Reit)                 Goldman    Sachs
       5,030                                                330
           WPX  Energy    Inc
      (19,838)                             HSBC                   35,312
           WPX  Energy    Inc                  JP  Morgan
      (63,044)                                               112,218
           WPX  Energy    Inc                  Bank   of  America    Merrill    Lynch
      (49,337)                                               102,621
           WPX  Energy    Inc
      (86,544)                             Citibank                  100,391
           WPX  Energy    Inc                  Credit    Suisse
      (12,768)                                               22,727
           WR  Berkley    Corp                  JP  Morgan
      (48,894)                                               (51,339)
           WR  Grace   & Co                  Bank   of  America    Merrill    Lynch
       23,401                                               (69,501)
           WR  Grace   & Co
       5,436                            Citibank                  (13,264)
           WR  Grace   & Co                  Credit    Suisse
       12,961                                               (57,028)
           WW  Grainger     Inc
        886                           HSBC                  (14,429)
           WW  Grainger     Inc
       2,094                            Citibank                   2,502
           WW  Grainger     Inc                 Bank   of  America    Merrill    Lynch
       14,269                                               (21,475)
           WW  Grainger     Inc                 JP  Morgan
       6,682                                              (98,414)
           WW  Grainger     Inc                 Credit    Suisse
       8,365                                              (136,224)
       3,780    WW  Grainger     Inc                 Goldman    Sachs              (13,167)
           Wyndham    Destinations       Inc             Credit    Suisse
       29,572                                               (85,794)
           Wyndham    Destinations       Inc             Bank   of  America    Merrill    Lynch
       46,258                                              (146,175)
           Wyndham    Destinations       Inc
       74,908                            HSBC                  (241,277)
           Wyndham    Destinations       Inc             Goldman    Sachs
      143,955                                               (366,072)
           Wyndham    Destinations       Inc
       96,123                            Citibank                  (240,308)
           Wyndham    Destinations       Inc             JP  Morgan
       5,730                                              (18,852)
           Wyndham    Hotels    & Resorts    Inc           Bank   of  America    Merrill    Lynch
      (24,523)                                               38,746
           Wyndham    Hotels    & Resorts    Inc           Credit    Suisse
      (28,726)                                               72,102
           Wynn   Resorts    Ltd                 Credit    Suisse
      (15,713)                                               439,178
           Wynn   Resorts    Ltd                 Bank   of  America    Merrill    Lynch
      (32,441)                                               559,283
           Wynn   Resorts    Ltd                 Goldman    Sachs
       (1,570)                                               20,072
           Wynn   Resorts    Ltd
      (29,878)                             Citibank                  355,847
           Wynn   Resorts    Ltd                 JP  Morgan
      (30,088)                                               840,960
           Wynn   Resorts    Ltd
       (5,054)                            HSBC                  141,259
           Xcel   Energy    Inc
       25,084                            HSBC                   36,873
           Xcel   Energy    Inc                 Credit    Suisse
       2,832                                               4,163
           Xerox   Corp                    Bank   of  America    Merrill    Lynch
       59,099                                               (70,328)
           Xerox   Corp                    Credit    Suisse
       19,563                                               (25,432)
       31,750     Xerox   Corp                    Citibank                  (33,655)
           Xerox   Corp                    JP  Morgan
       10,177                                               (13,230)
           Xerox   Corp
       46,234                            HSBC                  (57,948)
           Xerox   Corp                    Goldman    Sachs
       52,770                                               (76,758)
           Xilinx    Inc
       14,508                            Citibank                  (10,156)
           Xilinx    Inc                    Goldman    Sachs
       1,830                                               3,889
           XPO  Logistics     Inc                Bank   of  America    Merrill    Lynch
       12,553                                               (86,992)
           XPO  Logistics     Inc                Credit    Suisse
       6,890                                              (66,274)
           XPO  Logistics     Inc                JP  Morgan
       6,070                                              (68,288)
           XPO  Logistics     Inc                Goldman    Sachs
       28,710                                              (149,503)
           Xylem   Inc/NY                    JP  Morgan
       (7,387)                                               39,520
                                278/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           米国（続き）
           Xylem   Inc/NY
      (14,127)                             Citibank                   23,310
           Xylem   Inc/NY                    Bank   of  America    Merrill    Lynch
      (27,887)                                               74,458
           Xylem   Inc/NY                    Credit    Suisse
      (14,804)                                               79,201
           Xylem   Inc/NY                    Goldman    Sachs
      (25,710)                                               28,338
           Xylem   Inc/NY
      (15,987)                             HSBC                   78,170
           Yum  China   Holdings     Inc
       16,346                            HSBC                  (101,836)
           Yum  China   Holdings     Inc              Bank   of  America    Merrill    Lynch
       80,040                                              (212,906)
           Yum  China   Holdings     Inc              JP  Morgan
       36,728                                              (228,815)
           Yum!   Brands    Inc                 Bank   of  America    Merrill    Lynch
       38,520                                               22,727
           Yum!   Brands    Inc 
       20,557                            Citibank                  (10,484)
           Yum!   Brands    Inc                 JP  Morgan
       58,778                                               20,621
           Yum!   Brands    Inc                 Credit    Suisse
      102,501                                                47,150
           Yum!   Brands    Inc                 Goldman    Sachs
       8,780                                               (1,419)
           Yum!   Brands    Inc 
       81,152                            HSBC                   34,316
           Zayo   Group   Holdings     Inc             Bank   of  America    Merrill    Lynch
      (29,343)                                                9,096
      (17,502)     Zayo   Group   Holdings     Inc             Credit    Suisse                7,876
           Zebra   Technologies       Corp   ‘A’           Citibank
       4,082                                              (20,328)
           Zebra   Technologies       Corp   ‘A’           Bank   of  America    Merrill    Lynch
       1,667                                              (26,055)
           Zebra   Technologies       Corp   ‘A’           JP  Morgan
       7,582                                              (231,251)
           Zendesk    Inc                   Credit    Suisse
       (6,636)                                               13,604
           Zendesk    Inc                   Bank   of  America    Merrill    Lynch
      (73,687)                                               187,165
           Zendesk    Inc
      (68,051)                             Citibank                  332,089
           Zendesk    Inc                   JP  Morgan
      (38,575)                                               79,079
           Zendesk    Inc                   Goldman    Sachs
       (4,560)                                               22,919
           Zendesk    Inc
       (7,654)                            HSBC                   15,691
           Zillow    Group   Inc   ‘A’              Bank   of  America    Merrill    Lynch
      (63,058)                                               (285,653)
           Zillow    Group   Inc   ‘A’              Credit    Suisse
      (51,907)                                               (444,843)
           Zillow    Group   Inc   ‘A’              HSBC
      (17,500)                                               (149,975)
           Zillow    Group   Inc   ‘A’              JP  Morgan
      (67,943)                                               (582,272)
           Zillow    Group   Inc   ‘C’              JP  Morgan
      (25,694)                                               (220,455)
           Zillow    Group   Inc   ‘C’              Bank   of  America    Merrill    Lynch
       (5,746)                                               (27,983)
           Zillow    Group   Inc   ‘C’              Credit    Suisse
      (250,499)                                              (2,149,281)
           Zillow    Group   Inc   ‘C’              HSBC
      (29,178)                                               (250,347)
           Zimmer    Biomet    Holdings     Inc            Goldman    Sachs
      (15,210)                                               54,266
       (4,685)    Zimmer    Biomet    Holdings     Inc            HSBC                   49,380
           Zimmer    Biomet    Holdings     Inc            Bank   of  America    Merrill    Lynch
       (3,430)                                               22,398
           Zimmer    Biomet    Holdings     Inc            JP  Morgan
      (37,810)                                               387,712
           Zions   Bancorp    NA
       34,710                            HSBC                  (40,880)
           Zions   Bancorp    NA                Credit    Suisse
       31,475                                              (148,877)
           Zions   Bancorp    NA                Bank   of  America    Merrill    Lynch
       11,075                                               (18,495)
           Zions   Bancorp    NA
       24,950                            Citibank                  (48,902)
           Zions   Bancorp    NA                JP  Morgan
       23,653                                              (111,879)
           Zoetis    Inc
       15,067                            HSBC                  (14,615)
           Zoetis    Inc
       9,988                            Citibank                  (20,475)
           Zoetis    Inc                    Credit    Suisse
       31,595                                               (30,647)
                                279/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                   未実現純評価
                                                   益／（損）
      保有高                銘柄                   取引相手
                                                   （米ドル）
           米国（続き）
           Zoetis    Inc                    Bank   of  America    Merrill    Lynch
       2,111                                               (2,005)
           Zscaler    Inc                   Credit    Suisse
       4,279                                               2,311
           Zscaler    Inc                   JP  Morgan                  5,807
       10,754
                                                   (36,772,192)
     合計（基礎となるエクスポージャー総額－14,416,038,579米ドル）                                               (34,824,397)
    * 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。

                                280/337
















                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
    スワップ　2019年５月31日現在
                                               未実現純評価
                                                       時価
    種類    想定金額               摘要             取引相手       満期日     益／（損）
                                                      （米ドル）
                                                （米ドル）
    CDS   EUR  244,564,600      ファンドは1.000％の固定金利を受け取
               り、Markit       iTraxx    Europe    Series    23 Bank   of  America
               Version    1に係るデフォルト・プロテク               Merrill    Lynch
               ションを提供する                           20/6/2024     (1,608,339)       3,847,624
    CDS   EUR  66,885,700     ファンドは5.000％の固定金利を受け取
               り、Markit       iTraxx    Europe    Crossover     Bank   of  America
               Series    30  Version    1に係るデフォルト・          Merrill    Lynch
               プロテクションを提供する                           20/6/2024     (2,394,269)       6,364,115
    CDS   USD  288,787,700      ファンドは1.000％の固定金利を受け取
                                  Bank   of  America
               り、Markit      CDX.NA.IG.30に係るデフォル
                                  Merrill    Lynch
               ト・プロテクションを提供する                           20/6/2024      (676,583)      4,160,042
    CDS   USD  70,171,460     ファンドは5.000％の固定金利を受け取
                                  Bank   of  America
               り、Markit      CDX.NA.HY.25       Version    5に係
                                  Merrill    Lynch
               るデフォルト・プロテクションを提供す
               る                           20/6/2024      (997,741)      3,303,839
    IRS         MXN  ファンドは7.790％の固定金利を受け取
                                  Bank   of  America
               り、１ヶ月MXN        Mexican    Interbank     Rate
        1,063,463,000
                                  Merrill    Lynch
               の変動金利を支払う                           11/9/2024       (44,655)      (43,855)
    IRS   MXN  688,479,000      ファンドは7.830％の固定金利を受け取
                                  Bank   of  America
               り、１ヶ月MXN        Mexican    Interbank     Rate
                                  Merrill    Lynch
               の変動金利を支払う                           11/9/2024       27,771      28,291
    IRS         MXN  ファンドは7.860％の固定金利を受け取
                                  Bank   of  America
        1,536,305,000       り、１ヶ月MXN        Mexican    Interbank     Rate
                                  Merrill    Lynch
               の変動金利を支払う                           11/9/2024       156,835      157,993
    IRS         MXN  ファンドは8.028％の固定金利を受け取
                                  Bank   of  America
        7,699,176,000       り、１ヶ月MXN        Mexican    Interbank     Rate
                                  Merrill    Lynch
               の変動金利を支払う                           11/9/2024      3,440,373      3,446,130
    IRS   AUD  76,032,250     ファンドは1.407％の固定金利を受け取
                                  Bank   of  America
               り、６ヶ月AUD         Australia     Bank   Bill
                                  Merrill    Lynch
               Swapの変動金利を支払う                           18/9/2024       (31,736)      (30,978)
    IRS   AUD  76,032,250     ファンドは1.407％の固定金利を受け取
                                  Bank   of  America
               り、６ヶ月AUD         Australia     Bank   Bill
                                  Merrill    Lynch
               Swapの変動金利を支払う                           18/9/2024       (31,736)      (30,978)
    IRS   AUD  152,064,500      ファンドは1.429％の固定金利を受け取
                                  Bank   of  America
               り、６ヶ月AUD         Australia     Bank   Bill
                                  Merrill    Lynch
               Swapの変動金利を支払う                           18/9/2024       49,211      50,729
    IRS   AUD  116,953,000      ファンドは1.650％の固定金利を受け取
                                  Bank   of  America
               り、６ヶ月AUD         Australia     Bank   Bill
                                  Merrill    Lynch
               Swapの変動金利を支払う                           18/9/2024       908,444      909,624
    IRS   AUD  85,711,145     ファンドは1.801％の固定金利を受け取
                                  Bank   of  America
               り、６ヶ月AUD       Austalia     Bank   Bill   Swap
                                  Merrill    Lynch
               Rateの変動金利を支払う                           18/9/2024      1,101,701      1,102,582
    IRS   AUD  65,986,931     ファンドは1.804％の固定金利を受け取
                                  Bank   of  America
               り、６ヶ月AUD       Austalia     Bank   Bill   Swap
                                  Merrill    Lynch
               Rateの変動金利を支払う                           18/9/2024       854,841      855,519
    IRS   CAD  346,628,000                         Bank   of  America
               ファンドは３ヶ月CAD           CDORの変動金利を
                                  Merrill    Lynch
               受け取り、1.850％の固定金利を支払う
                                          18/9/2024      (655,450)     (1,040,691)
    IRS   CAD  16,152,000                         Bank   of  America
               ファンドは３ヶ月CAD           CDORの変動金利を
                                  Merrill    Lynch
               受け取り、1.935％の固定金利を支払う
                                          18/9/2024       (97,238)      (97,065)
    IRS   CNY  152,934,200      ファンドは3.160％の固定金利を受け取
                                  Bank   of  America
               り、６ヶ月CNY        SORF6   7D  China   Fixing
                                  Merrill    Lynch
               Repo   Ratesの変動金利を支払う
                                          18/9/2024       145,914      145,914
    IRS   CNY  210,698,464      ファンドは3.230％の固定金利を受け取
                                  Bank   of  America
               り、６ヶ月CNY        7D  China   Fixing    Repo
                                  Merrill    Lynch
               Ratesの変動金利を支払う
                                          18/9/2024       299,422      299,422
    IRS         EUR                     Bank   of  America
               ファンドは６ヶ月EUR          EURIBORの変動金利
        1,672,943,000                          Merrill    Lynch
               を受け取り、0.270％の固定金利を支払う
                                          18/9/2024     (30,878,500)      (30,874,546)
    IRS   GBP  31,654,000                         Bank   of  America
               ファンドは1.070％の固定金利を受け取
               り、６ヶ月GBP       LIBORの変動金利を支払う
                                  Merrill    Lynch
                                          18/9/2024       207,703      210,261
    IRS         GBP                     Bank   of  America
               ファンドは1.360％の固定金利を受け取
        1,424,119,000
               り、６ヶ月GBP       LIBORの変動金利を支払う
                                  Merrill    Lynch
                                          18/9/2024     34,399,506      34,942,025
    IRS   HKD  326,691,360                         Bank   of  America
               ファンドは３ヶ月HKD          HIBORの変動金利を
                                  Merrill    Lynch
               受け取り、1.910％の固定金利を支払う
                                          18/9/2024       (89,198)      (88,599)
                                281/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                               未実現純評価
                                                       時価
    種類    想定金額               摘要             取引相手       満期日     益／（損）
                                                      （米ドル）
                                                （米ドル）
    IRS   HKD  220,819,160      ファンドは３ヶ月HKD          HIBORの変動金利を         Bank   of  America
                                  Merrill    Lynch
               受け取り、1.915％の固定金利を支払う
                                          18/9/2024       (67,021)      (66,616)
    IRS   HKD  788,969,968                         Bank   of  America
               ファンドは３ヶ月HKD          HIBORの変動金利を
                                  Merrill    Lynch
               受け取り、1.940％の固定金利を支払う
                                          18/9/2024      (359,678)      (358,231)
    IRS   HKD  443,846,512                         Bank   of  America
               ファンドは３ヶ月HKD          HIBORの変動金利を
                                  Merrill    Lynch
               受け取り、2.005％の固定金利を支払う
                                          18/9/2024      (378,181)      (377,367)
    IRS   HKD  202,115,500                         Bank   of  America
               ファンドは３ヶ月HKD          HIBORの変動金利を
                                  Merrill    Lynch
               受け取り、2.079％の固定金利を支払う
                                          18/9/2024      (263,373)      (263,002)
    IRS   HKD  202,115,500                         Bank   of  America
               ファンドは３ヶ月HKD          HIBORの変動金利を
                                  Merrill    Lynch
               受け取り、2.082％の固定金利を支払う
                                          18/9/2024      (267,685)      (267,314)
    IRS   HKD  280,217,000                         Bank   of  America
               ファンドは３ヶ月HKD          HIBORの変動金利を
                                  Merrill    Lynch
               受け取り、2.088％の固定金利を支払う
                                          18/9/2024      (379,663)      (379,148)
    IRS   HKD  169,679,000                         Bank   of  America
               ファンドは３ヶ月HKD          HIBORの変動金利を
                                  Merrill    Lynch
               受け取り、2.090％の固定金利を支払う
                                          18/9/2024      (232,481)      (232,170)
    IRS   HKD  169,679,000                         Bank   of  America
               ファンドは３ヶ月HKD          HIBORの変動金利を
                                  Merrill    Lynch
               受け取り、2.100％の固定金利を支払う
                                          18/9/2024      (242,823)      (242,512)
    IRS   HKD  360,451,700                         Bank   of  America
               ファンドは３ヶ月HKD          HIBORの変動金利を
                                  Merrill    Lynch
               受け取り、2.120％の固定金利を支払う
                                          18/9/2024      (559,772)      (559,111)
    IRS   HKD  175,965,664                         Bank   of  America
               ファンドは３ヶ月HKD          HIBORの変動金利を
                                  Merrill    Lynch
               受け取り、2.120％の固定金利を支払う
                                          18/9/2024      (273,270)      (272,947)
    IRS   HKD  205,508,962                         Bank   of  America
               ファンドは３ヶ月HKD          HIBORの変動金利を
               受け取り、2.120％の固定金利を支払う                   Merrill    Lynch
                                          18/9/2024      (319,150)      (318,773)
    IRS   HKD  82,427,381                         Bank   of  America
               ファンドは３ヶ月HKD          HIBORの変動金利を
                                  Merrill    Lynch
               受け取り、2.120％の固定金利を支払う                           18/9/2024      (128,007)      (127,856)
    IRS   HKD  212,583,600                         Bank   of  America
               ファンドは３ヶ月HKD          HIBORの変動金利を
                                  Merrill    Lynch
               受け取り、2.122％の固定金利を支払う
                                          18/9/2024      (333,376)      (332,986)
    IRS   HKD  205,508,293                         Bank   of  America
               ファンドは３ヶ月HKD          HIBORの変動金利を
                                  Merrill    Lynch
               受け取り、2.130％の固定金利を支払う
                                          18/9/2024      (331,674)      (331,297)
    IRS   HKD  259,824,400                         Bank   of  America
               ファンドは３ヶ月HKD          HIBORの変動金利を
                                  Merrill    Lynch
               受け取り、2.135％の固定金利を支払う
                                          18/9/2024      (427,255)      (426,778)
    IRS   HKD  177,537,285                         Bank   of  America
               ファンドは３ヶ月HKD          HIBORの変動金利を
                                  Merrill    Lynch
               受け取り、2.160％の固定金利を支払う
                                          18/9/2024      (318,994)      (318,668)
    IRS   HKD  178,070,430                         Bank   of  America
               ファンドは３ヶ月HKD          HIBORの変動金利を
                                  Merrill    Lynch
               受け取り、2.175％の固定金利を支払う
                                          18/9/2024      (336,232)      (335,905)
    IRS   HKD  177,537,285                         Bank   of  America
               ファンドは３ヶ月HKD          HIBORの変動金利を
                                  Merrill    Lynch
               受け取り、2.178％の固定金利を支払う
                                          18/9/2024      (337,930)      (337,604)
    IRS         HKD                     Bank   of  America
               ファンドは３ヶ月HKD          HIBORの変動金利を
        1,262,452,610                          Merrill    Lynch
               受け取り、2.318％の固定金利を支払う
                                          18/9/2024     (3,487,927)      (3,485,611)
    IRS         HKD                     Bank   of  America
               ファンドは３ヶ月HKD          HIBORの変動金利を
        1,118,439,933                          Merrill    Lynch
               受け取り、2.350％の固定金利を支払う
                                          18/9/2024     (3,304,777)      (3,302,725)
    IRS         INR  ファンドは6.056％の固定金利を受け取
               り、６ヶ月INR        India   National     Stock   Bank   of  America
        4,884,263,200
               Exchange     NSE  Interbank     Offer   Rateの変    Merrill    Lynch
               動金利を支払う                           18/9/2024      1,278,698      1,278,698
    IRS         KRW                     Bank   of  America
               ファンドは1.481％の固定金利を受け取
       15,756,369,192
               り、３ヶ月KRW       KSDAの変動金利を支払う
                                  Merrill    Lynch
                                          18/9/2024       29,241      29,241
    IRS         KRW                     Bank   of  America
               ファンドは1.586％の固定金利を受け取
               り、３ヶ月KRW       KSDAの変動金利を支払う
       66,751,224,265                           Merrill    Lynch
                                          18/9/2024       405,999      405,999
    IRS         KRW                     Bank   of  America
               ファンドは1.589％の固定金利を受け取
               り、３ヶ月KRW       KSDAの変動金利を支払う
       29,293,702,735                           Merrill    Lynch
                                          18/9/2024       181,710      181,710
    IRS         KRW                     Bank   of  America
               ファンドは1.639％の固定金利を受け取
               り、３ヶ月KRW       KSDAの変動金利を支払う
       45,064,977,200                           Merrill    Lynch
                                          18/9/2024       370,237      370,237
    IRS   PLN  557,998,700                         Bank   of  America
               ファンドは６ヶ月PLN          WIBORの変動金利を
                                  Merrill    Lynch
               受け取り、2.000％の固定金利を支払う
                                          18/9/2024      (250,091)      (247,991)
    IRS   PLN  960,767,000                         Bank   of  America
               ファンドは６ヶ月PLN          WIBORの変動金利を
                                  Merrill    Lynch
               受け取り、2.025％の固定金利を支払う                           18/9/2024      (727,937)      (724,318)
    IRS   PLN  764,012,144      ファンドは６ヶ月PLN          WIBORの変動金利を         Bank   of  America
                                  Merrill    Lynch
               受け取り、2.027％の固定金利を支払う
                                          18/9/2024      (597,778)      (594,901)
                                282/337





                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                               未実現純評価
                                                       時価
    種類    想定金額               摘要             取引相手       満期日     益／（損）
                                                      （米ドル）
                                                （米ドル）
    IRS   PLN  365,774,500      ファンドは６ヶ月PLN          WIBORの変動金利を         Bank   of  America
                                  Merrill    Lynch
               受け取り、2.030％の固定金利を支払う
                                          18/9/2024      (299,773)      (298,395)
    IRS   PLN  180,157,552                         Bank   of  America
               ファンドは６ヶ月PLN          WIBORの変動金利を
                                  Merrill    Lynch
               受け取り、2.036％の固定金利を支払う
                                          18/9/2024      (161,030)      (160,351)
    IRS   PLN  468,265,508                         Bank   of  America
               ファンドは６ヶ月PLN          WIBORの変動金利を
                                  Merrill    Lynch
               受け取り、2.038％の固定金利を支払う
                                          18/9/2024      (427,243)      (425,479)
    IRS   PLN  379,508,644                         Bank   of  America
               ファンドは６ヶ月PLN          WIBORの変動金利を
                                  Merrill    Lynch
               受け取り、2.039％の固定金利を支払う
                                          18/9/2024      (353,309)      (351,879)
    IRS   PLN  389,140,311                         Bank   of  America
               ファンドは６ヶ月PLN          WIBORの変動金利を
                                  Merrill    Lynch
               受け取り、2.046％の固定金利を支払う
                                          18/9/2024      (395,994)      (394,529)
    IRS   PLN  450,478,800                         Bank   of  America
               ファンドは６ヶ月PLN          WIBORの変動金利を
                                  Merrill    Lynch
               受け取り、2.072％の固定金利を支払う
                                          18/9/2024      (603,396)      (601,702)
    IRS   SEK  635,216,000      ファンドは0.596％の固定金利を受け取
                                  Bank   of  America
               り、３ヶ月SEK       STIBORの変動金利を支払
                                  Merrill    Lynch
               う
                                          18/9/2024      1,032,179      1,045,183
    IRS   SGD  24,562,670     ファンドは1.845％の固定金利を受け取
                                  Bank   of  America
               り、６ヶ月SGD       STIBORの変動金利を支払
                                  Merrill    Lynch
               う                           18/9/2024        5,423      5,679
    IRS   SGD  16,920,950     ファンドは1.849％の固定金利を受け取
                                  Bank   of  America
               り、６ヶ月SGD       STIBORの変動金利を支払
                                  Merrill    Lynch
               う                           18/9/2024        6,086      6,263
    IRS   SGD  23,963,580     ファンドは1.850％の固定金利を受け取
                                  Bank   of  America
               り、６ヶ月SGD       STIBORの変動金利を支払
                                  Merrill    Lynch
               う                           18/9/2024        9,452      9,701
    IRS   SGD  31,134,548     ファンドは1.850％の固定金利を受け取
                                  Bank   of  America
               り、６ヶ月SGD       STIBORの変動金利を支払
                                  Merrill    Lynch
               う
                                          18/9/2024       12,280      12,604
    IRS   SGD  36,549,252     ファンドは1.854％の固定金利を受け取
                                  Bank   of  America
               り、６ヶ月SGD       STIBORの変動金利を支払
                                  Merrill    Lynch
               う
                                          18/9/2024       18,857      19,238
    IRS   SGD  49,589,670     ファンドは1.963％の固定金利を受け取
                                  Bank   of  America
               り、６ヶ月SGD       STIBORの変動金利を支払
                                  Merrill    Lynch
               う
                                          18/9/2024       214,125      214,653
    IRS   SGD  51,350,250     ファンドは1.965％の固定金利を受け取
                                  Bank   of  America
               り、６ヶ月SGD       STIBORの変動金利を支払
                                  Merrill    Lynch
               う
                                          18/9/2024       225,295      225,840
    IRS   SGD  45,775,080     ファンドは1.972％の固定金利を受け取
                                  Bank   of  America
               り、６ヶ月SGD       STIBORの変動金利を支払
                                  Merrill    Lynch
               う
                                          18/9/2024       211,959      212,446
    IRS   SGD  77,666,000     ファンドは1.977％の固定金利を受け取
                                  Bank   of  America
               り、６ヶ月SGD       STIBORの変動金利を支払
                                  Merrill    Lynch
               う                           18/9/2024       373,128      373,939
    IRS   SGD  33,510,720     ファンドは2.010％の固定金利を受け取
                                  Bank   of  America
               り、６ヶ月SGD       STIBORの変動金利を支払
                                  Merrill    Lynch
               う
                                          18/9/2024       199,386      199,743
    IRS   SGD  15,005,720     ファンドは2.015％の固定金利を受け取
                                  Bank   of  America
               り、６ヶ月SGD       STIBORの変動金利を支払
                                  Merrill    Lynch
               う
                                          18/9/2024       91,888      92,048
    IRS   SGD  56,921,604     ファンドは2.055％の固定金利を受け取
                                  Bank   of  America
               り、６ヶ月SGD       STIBORの変動金利を支払
                                  Merrill    Lynch
               う
                                          18/9/2024       427,626      428,229
    IRS   SGD  47,122,000     ファンドは2.061％の固定金利を受け取
                                  Bank   of  America
               り、６ヶ月SGD       STIBORの変動金利を支払
                                  Merrill    Lynch
               う
                                          18/9/2024       364,231      364,732
    IRS   SGD  47,122,000     ファンドは2.067％の固定金利を受け取
                                  Bank   of  America
               り、６ヶ月SGD       STIBORの変動金利を支払
                                  Merrill    Lynch
               う
                                          18/9/2024       373,639      374,140
    IRS   SGD  45,801,450     ファンドは2.113％の固定金利を受け取
                                  Bank   of  America
               り、６ヶ月SGD       STIBORの変動金利を支払
                                  Merrill    Lynch
               う
                                          18/9/2024       436,323      436,813
    IRS   USD  96,652,000                         Bank   of  America
               ファンドは３ヶ月USD          LIBORの変動金利を
                                  Merrill    Lynch
               受け取り、2.000％の固定金利を支払う
                                          18/9/2024      (286,863)      (301,027)
    IRS   USD  106,613,000                         Bank   of  America
               ファンドは３ヶ月USD          LIBORの変動金利を
                                  Merrill    Lynch
               受け取り、2.220％の固定金利を支払う
                                          18/9/2024     (1,494,805)      (1,443,357)
                                283/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                               未実現純評価
                                                       時価
    種類    想定金額               摘要             取引相手       満期日     益／（損）
                                                      （米ドル）
                                                （米ドル）
    IRS   USD  79,987,000     ファンドは３ヶ月USD          LIBORの変動金利を         Bank   of  America
                                  Merrill    Lynch
               受け取り、2.225％の固定金利を支払う
                                          18/9/2024     (1,056,728)      (1,101,836)
    IRS   USD  63,898,000                         Bank   of  America
               ファンドは３ヶ月USD          LIBORの変動金利を
                                  Merrill    Lynch
               受け取り、2.276％の固定金利を支払う
                                          18/9/2024     (1,034,984)      (1,034,611)
    IRS   USD  102,849,000                         Bank   of  America
               ファンドは３ヶ月USD          LIBORの変動金利を
                                  Merrill    Lynch
               受け取り、2.343％の固定金利を支払う
                                          18/9/2024     (2,003,928)      (1,991,784)
    IRS   USD  56,528,000                         Bank   of  America
               ファンドは３ヶ月USD          LIBORの変動金利を
                                  Merrill    Lynch
               受け取り、2.380％の固定金利を支払う
                                          18/9/2024     (1,207,899)      (1,193,825)
    IRS   USD  765,037,000                         Bank   of  America
               ファンドは３ヶ月USD          LIBORの変動金利を
                                  Merrill    Lynch
               受け取り、2.517％の固定金利を支払う
                                          18/9/2024     (23,108,678)      (21,122,924)
    IRS   ZAR  911,331,000                         Bank   of  America
               ファンドは7.600％の固定金利を受け取
               り、３ヶ月ZAR       JIBARの変動金利を支払う
                                  Merrill    Lynch
                                          18/9/2024       674,601      675,519
    IRS   ZAR  81,814,720                         Bank   of  America
               ファンドは7.610％の固定金利を受け取
               り、３ヶ月ZAR       JIBARの変動金利を支払う
                                  Merrill    Lynch
                                          18/9/2024       62,850      62,931
    IRS         ZAR                     Bank   of  America
               ファンドは7.612％の固定金利を受け取
               り、３ヶ月ZAR       JIBARの変動金利を支払う
        1,266,402,600                          Merrill    Lynch
                                          18/9/2024       981,643      982,946
    IRS   ZAR  808,558,560                         Bank   of  America
               ファンドは7.625％の固定金利を受け取
               り、３ヶ月ZAR       JIBARの変動金利を支払う
                                  Merrill    Lynch
                                          18/9/2024       655,013      655,821
    IRS   ZAR  789,045,400                         Bank   of  America
               ファンドは7.650％の固定金利を受け取
               り、３ヶ月ZAR       JIBARの変動金利を支払う
                                  Merrill    Lynch
                                          18/9/2024       694,322      695,113
    IRS   AUD  24,684,000     ファンドは1.792％の固定金利を受け取
                                  Bank   of  America
               り、６ヶ月AUD         Australia     Bank   Bill
                                  Merrill    Lynch
               Swapの変動金利を支払う
                                          18/9/2029       20,617      20,960
    IRS   AUD  19,212,800     ファンドは1.927％の固定金利を受け取
                                  Bank   of  America
               り、６ヶ月AUD         Australia     Bank   Bill
                                  Merrill    Lynch
               Swapの変動金利を支払う                           18/9/2029       184,905      185,170
    IRS   AUD  28,819,200     ファンドは1.929％の固定金利を受け取
                                  Bank   of  America
               り、６ヶ月AUD         Australia     Bank   Bill
                                  Merrill    Lynch
               Swapの変動金利を支払う                           18/9/2029       281,109      281,508
    IRS   CAD  18,368,000                         Bank   of  America
               ファンドは３ヶ月CAD           CDORの変動金利を
                                  Merrill    Lynch
               受け取り、2.182％の固定金利を支払う
                                          18/9/2029      (271,444)      (263,928)
    IRS   EUR  19,960,000     ファンドは0.505％の固定金利を受け取
                                  Bank   of  America
               り、６ヶ月EUR       EURIBORの変動金利を支払
                                  Merrill    Lynch
               う
                                          18/9/2029       268,552      266,710
    IRS   EUR  303,783,000      ファンドは0.790％の固定金利を受け取
                                  Bank   of  America
               り、６ヶ月EUR       EURIBORの変動金利を支払
                                  Merrill    Lynch
               う
                                          18/9/2029     13,766,001      13,751,888
    IRS   GBP  22,257,000                         Bank   of  America
               ファンドは６ヶ月GBP          LIBORの変動金利を
                                  Merrill    Lynch
               受け取り、1.210％の固定金利を支払う
                                          18/9/2029      (253,679)      (257,501)
    IRS   GBP  15,562,000                         Bank   of  America
               ファンドは６ヶ月GBP          LIBORの変動金利を
                                  Merrill    Lynch
               受け取り、1.346％の固定金利を支払う
                                          18/9/2029      (436,916)      (436,510)
    IRS   GBP  14,872,000                         Bank   of  America
               ファンドは６ヶ月GBP          LIBORの変動金利を
                                  Merrill    Lynch
               受け取り、1.364％の固定金利を支払う
                                          18/9/2029      (448,963)      (448,578)
    IRS   GBP  17,071,000                         Bank   of  America
               ファンドは６ヶ月GBP          LIBORの変動金利を
                                  Merrill    Lynch
               受け取り、1.412％の固定金利を支払う
                                          18/9/2029      (613,256)      (612,805)
    IRS   GBP  15,648,000                         Bank   of  America
               ファンドは６ヶ月GBP          LIBORの変動金利を
                                  Merrill    Lynch
               受け取り、1.417％の固定金利を支払う
                                          18/9/2029      (571,017)      (571,358)
    IRS   GBP  512,194,000                         Bank   of  America
               ファンドは６ヶ月GBP          LIBORの変動金利を
                                  Merrill    Lynch
               受け取り、1.525％の固定金利を支払う
                                          18/9/2029     (25,476,191)      (25,405,230)
    IRS   SEK  305,096,000      ファンドは0.840％の固定金利を受け取
                                  Bank   of  America
               り、３ヶ月SEK       STIBORの変動金利を支払
                                  Merrill    Lynch
               う
                                          18/9/2029       326,641      348,752
    IRS   SEK  357,728,000      ファンドは0.850％の固定金利を受け取
                                  Bank   of  America
               り、３ヶ月SEK       STIBORの変動金利を支払
                                  Merrill    Lynch
               う                           18/9/2029       417,233      445,977
    IRS   SEK  371,997,000      ファンドは0.858％の固定金利を受け取
                                  Bank   of  America
               り、３ヶ月SEK       STIBORの変動金利を支払
                                  Merrill    Lynch
               う
                                          18/9/2029       494,244      494,598
    IRS         SEK  ファンドは1.110％の固定金利を受け取
                                  Bank   of  America
        5,472,322,000       り、３ヶ月SEK       STIBORの変動金利を支払
                                  Merrill    Lynch
               う                           18/9/2029     21,557,792      21,563,102
                                284/337




                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                               未実現純評価
                                                       時価
    種類    想定金額               摘要             取引相手       満期日     益／（損）
                                                      （米ドル）
                                                （米ドル）
    IRS   USD  19,862,000     ファンドは３ヶ月USD          LIBORの変動金利を         Bank   of  America
                                  Merrill    Lynch
               受け取り、2.435％の固定金利を支払う
                                          18/9/2029      (563,399)      (563,290)
    IRS   CNY  425,445,955      ファンドは3.165％の固定金利を受け取
               り、３ヶ月CNY        LIBOR   7D  China   Fixing
                                  BNP  Paribas
               Repo   Ratesの変動金利を支払う
                                          18/9/2024       420,108      420,108
    IRS   CNY  212,468,889      ファンドは3.200％の固定金利を受け取
               り、６ヶ月CNY        7D  China   Fixing    Repo
                                  BNP  Paribas
               Ratesの変動金利を支払う
                                          18/9/2024       259,414      259,414
    IRS         KRW
               ファンドは1.776％の固定金利を受け取
                                  BNP  Paribas
               り、３ヶ月KRW       KSDAの変動金利を支払う
       196,691,221,328                                   18/9/2024      2,700,597      2,700,597
    IRS   CNY  209,845,816      ファンドは3.185％の固定金利を受け取
               り、６ヶ月CNY        7D  China   Fixing    Repo
                                  Citibank
               Ratesの変動金利を支払う                           18/9/2024       235,212      235,212
    IRS   CNY  187,031,755      ファンドは3.185％の固定金利を受け取
                                  Citibank
               り、６ヶ月CNY       NSEROの変動金利を支払う
                                          18/9/2024       209,640      209,640
    IRS   CNY  187,031,755      ファンドは3.188％の固定金利を受け取
                                  Citibank
               り、３ヶ月CNY       HIBORの変動金利を支払う
                                          18/9/2024       212,760      212,760
    IRS         KRW  ファンドは1.480％の固定金利を受け取
                                  Citibank
       24,032,441,898        り、３ヶ月KRW       KSDAの変動金利を支払う
                                          18/9/2024       43,632      43,632
    IRS         KRW  ファンドは1.485％の固定金利を受け取
                                  Citibank
       23,368,031,910        り、３ヶ月KRW       KSDAの変動金利を支払う
                                          18/9/2024       47,129      47,129
    IRS         KRW  ファンドは1.635％の固定金利を受け取
                                  Deutsche     Bank
       22,196,182,800        り、３ヶ月KRW       KSDAの変動金利を支払う
                                          18/9/2024       178,782      178,782
    IRS         THB  ファンドは1.990％の固定金利を受け取
        5,787,965,545       り、６ヶ月THB        Thailand     Fixing    Rateの   Goldman    Sachs
               変動金利を支払う                           18/9/2024      2,247,258      2,247,258
    IRS         THB  ファンドは2.006％の固定金利を受け取
        7,174,760,848       り、６ヶ月THB        Thailand     Fixing    Rateの   Goldman    Sachs
               変動金利を支払う                           18/9/2024      2,958,194      2,958,194
    IRS         INR  ファンドは6.028％の固定金利を受け取
                                  JP  Morgan
        2,216,323,000       り、６ヶ月INR       NSEROの変動金利を支払う
                                          18/9/2024       541,792      541,792
    TRS         BRL                     Bank   of  America
               ファンドはIbovespa          Indexを受け取り、
         24,749,987                         Merrill    Lynch
               0.000％の固定金利を支払う
                                          12/6/2019       43,967      43,967
    TRS   BRL  118,210,459                         Bank   of  America
               ファンドはIbovespa          Indexを受け取り、
                                  Merrill    Lynch
               0.000％の固定金利を支払う
                                          12/6/2019       38,644      38,644
    TRS         KRW                     Bank   of  America
               ファンドは0.000％の固定金利を受け取
               り、KOSPI     200  Indexを支払う
       152,072,910,050                           Merrill    Lynch
                                          13/6/2019      6,942,468      6,942,468
    TRS         KRW                     Bank   of  America
               ファンドは0.000％の固定金利を受け取
               り、KOSPI     200  Indexを支払う
       14,975,992,800                           Merrill    Lynch
                                          13/6/2019       627,251      627,251
    TRS         KRW                     Bank   of  America
               ファンドは0.000％の固定金利を受け取
               り、KOSPI     200  Indexを支払う
        4,336,194,750                          Merrill    Lynch
                                          13/6/2019       211,558      211,558
    TRS         KRW                     Bank   of  America
               ファンドは0.000％の固定金利を受け取
               り、KOSPI     200  Indexを支払う
        9,538,225,875                          Merrill    Lynch
                                          13/6/2019       541,692      541,692
    TRS         KRW                     Bank   of  America
               ファンドは0.000％の固定金利を受け取
        4,226,377,975       り、KOSPI     200  Indexを支払う            Merrill    Lynch
                                          13/6/2019       285,291      285,291
    TRS         KRW                     Bank   of  America
               ファンドは0.000％の固定金利を受け取
               り、KOSPI     200  Indexを支払う
        5,332,060,750                          Merrill    Lynch
                                          13/6/2019       384,004      384,004
    TRS                              Bank   of  America
             KRW  ファンドは0.000％の固定金利を受け取
               り、KOSPI     200  Indexを支払う
                                  Merrill    Lynch
       27,384,720,225                                   13/6/2019      1,809,216      1,809,216
    TRS         KRW                     Bank   of  America
               ファンドは0.000％の固定金利を受け取
       13,552,987,500
               り、KOSPI     200  Indeを支払う
                                  Merrill    Lynch
                                          13/6/2019       593,973      593,973
    TRS         KRW                     Bank   of  America
               ファンドは0.000％の固定金利を受け取
       17,906,575,275
               り、KOSPI     200  Indexを支払う
                                  Merrill    Lynch
                                          13/6/2019       266,983      266,983
    TRS         KRW                     Bank   of  America
               ファンドは0.000％の固定金利を受け取
       11,813,475,600
               り、KOSPI     200  Indexを支払う
                                  Merrill    Lynch
                                          13/6/2019       128,978      128,978
    TRS   TWD  396,415,099                         Bank   of  America
               ファンドはTAIEX        Futures    Indexを受け取
                                  Merrill    Lynch
               り、0.000％の固定金利を支払う
                                          19/6/2019      (303,048)      (303,048)
    TRS   TWD  844,257,022                         Bank   of  America
               ファンドはTAIEX        Futures    Indexを受け取
                                  Merrill    Lynch
               り、0.000％の固定金利を支払う
                                          19/6/2019      (645,410)      (645,410)
    TRS         TWD                     Bank   of  America
               ファンドはTAIEX        Futures    Indexを受け取
        2,412,817,945                          Merrill    Lynch
               り、0.000％の固定金利を支払う
                                          19/6/2019     (1,118,259)      (1,118,259)
                                285/337




                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                               未実現純評価
                                                       時価
    種類    想定金額               摘要             取引相手       満期日     益／（損）
                                                      （米ドル）
                                                （米ドル）
    TRS         TWD  ファンドはTAIEX        Futures    Indexを受け取       Bank   of  America
        2,330,056,379                          Merrill    Lynch
               り、0.000％の固定金利を支払う
                                          19/6/2019     (1,079,901)      (1,079,901)
    TRS   TWD  118,837,120                         Bank   of  America
               ファンドはTAIEX        Futures    Indexを受け取
                                  Merrill    Lynch
               り、0.000％の固定金利を支払う
                                          19/6/2019       (55,077)      (55,077)
    TRS   THB  187,281,124      ファンドはSET50        Futures    Indexを受け取
                                  Credit    Suisse
               り、0.000％の固定金利を支払う                           27/6/2019       (12,251)      (12,251)
    TRS   THB  827,401,557      ファンドはSET50        Futures    Indexを受け取
                                  Credit    Suisse
               り、0.000％の固定金利を支払う                           27/6/2019      (112,706)      (112,706)
    TRS         THB
               ファンドはSET50        Futures    Indexを受け取
                                  Credit    Suisse
        1,020,674,355
               り、0.000％の固定金利を支払う
                                          27/6/2019      (164,949)      (164,949)
    TRS    PLN  3,838,390     ファンドはWIG20         Indexを受け取り、
                                  JP  Morgan
               0.000％の固定金利を支払う                           21/6/2019       (60,879)      (60,879)
    TRS    PLN  3,816,978     ファンドはWIG20         Indexを受け取り、
                                  JP  Morgan
               0.000％の固定金利を支払う                           21/6/2019       (66,888)      (66,888)
    TRS   PLN  40,271,799     ファンドはWIG20         Indexを受け取り、
                                  JP  Morgan
               0.000％の固定金利を支払う                           21/6/2019      (717,952)      (717,952)
    TRS   PLN  23,413,035     ファンドはWIG20         Indexを受け取り、
                                  JP  Morgan
               0.000％の固定金利を支払う                           21/6/2019      (372,221)      (372,221)
    TRS    PLN  2,800,521     ファンドはWIG20         Indexを受け取り、
                                  JP  Morgan
               0.000％の固定金利を支払う                           21/6/2019       (33,973)      (33,973)
    TRS    PLN  3,621,150     ファンドはWIG20         Indexを受け取り、
                                  JP  Morgan
               0.000％の固定金利を支払う                           21/6/2019       (39,082)      (39,082)
    TRS   PLN  25,809,354     ファンドはWIG20         Indexを受け取り、
                                  JP  Morgan
               0.000％の固定金利を支払う                           21/6/2019       (34,580)      (34,580)
    TRS   PLN  38,677,677     ファンドはWIG20         Indexを受け取り、
                                  JP  Morgan
               0.000％の固定金利を支払う                           21/6/2019       67,629      67,629
    TRS   PLN  45,121,096     ファンドはWIG20         Indexを受け取り、
                                  JP  Morgan
               0.000％の固定金利を支払う                           21/6/2019       290,066      290,066
    TRS    PLN  4,372,637     ファンドはWIG20         Indexを受け取り、
                                  JP  Morgan
               0.000％の固定金利を支払う                           21/6/2019       20,137      20,137
    TRS   PLN  40,103,930     ファンドはWIG20         Indexを受け取り、
                                  JP  Morgan
               0.000％の固定金利を支払う                           21/6/2019       124,956      124,956
    TRS    PLN  5,552,448     ファンドはWIG20         Indexを受け取り、
                                  JP  Morgan
               0.000％の固定金利を支払う                           21/6/2019       25,782      25,782
    TRS   PLN  50,723,391     ファンドはWIG20         Indexを受け取り、
                                  JP  Morgan
                                                  36,469      36,469
               0.000％の固定金利を支払う                           21/6/2019
     合計（基礎となるエクスポージャー総額－13,535,098,950米ドル）                                           (6,578,603)      19,127,205
     CDS:   クレジット・デフォルト・スワップ

     IRS:   金利スワップ
     TRS：トータル・リターン・スワップ
    添付の注記は、これらの財務書類の不可分の一部である。

                                286/337








                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
    先物取引　2019年５月31日現在
                                          基礎となるエクス         未実現純評価
     契約数    契約通貨            契約／摘要               満期日      ポージャー総額         益／（損）
                                           （米ドル）        （米ドル）
              Amsterdam     Index
     1,526     EUR                          2019年６月        183,475,269        (2,952,935)
              Australian      10  Year   Bond
     (7,007)     AUD                          2019年６月        688,660,768        (27,648,748)
              CAC  40  Index
     2,769     EUR                          2019年６月        159,324,916        (2,854,240)
     2,954     CAD    Canadian     10  Year   Bond             2019年９月        311,403,562         2,909,727
              DAX  Index
      (601)    EUR                          2019年６月        195,998,744         4,427,148
              E-Mini    S&P  500  Index
     (1,248)     USD                          2019年６月        171,799,680          661,162
              Euro   Bund
     5,804     EUR                          2019年６月       1,090,559,643         23,816,789
              FTSE   100  Index
      (82)    GBP                          2019年６月         7,374,808         72,265
              FTSE   MIB  Index
      147    EUR                          2019年６月        16,152,846         (783,806)
              FTSE/JSE     Top  40  Index
     (2,507)     ZAR                          2019年６月        84,831,367        2,490,440
              Hang   Seng   China   Enterprises
     1,330     HKD                          2019年６月        86,896,182           (178)
              Hang   Seng   Index
      165    HKD                          2019年６月        28,104,870         (402,239)
              IBEX   35  Index
     1,066     EUR                          2019年６月        106,269,558        (1,523,863)
              Japan   10  Year   Bond
      (125)    JPY                          2019年６月        176,002,941         (528,468)
              MSCI   Singapore     Index
     (7,631)     SGD                          2019年６月        193,176,209         4,084,529
              OMX  Stockholm     30  Index
     13,023     SEK                          2019年６月        206,043,907        (10,254,204)
     (2,042)     CAD    S&P/TSX    60  Index                2019年６月        289,170,140         1,558,981
              SGX  NIFTY   50
     (5,077)     USD                          2019年６月        121,086,450          521,882
              SPI  200  Index
      (641)    AUD                          2019年６月        71,014,225        (1,614,595)
              Swiss   Market    Index
     3,383     CHF                          2019年６月        320,124,495        12,561,228
              Topix   Index
      (181)    JPY                          2019年６月        25,052,709         380,124
              UK  Long   Gilt   Bond
      (879)    GBP                          2019年９月        143,688,896         (932,302)
              US  Treasury     10  Year   Note                    279,334,953         1,915,894
     2,209     USD                          2019年９月
     合計                                      4,955,547,138          5,904,591
    添付の注記は、これらの財務書類の不可分の一部である。

                                287/337










                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
    未決済先渡為替予約　2019年５月31日現在
                                                 未実現純評価益／
     通貨      買予約       通貨      売予約          取引相手          期日       （損）
                                                   （米ドル）
                                  Bank   of  America
     AUD      29,660,544       USD      20,601,980                    19/6/2019          (61,064)
                                   Merrill    Lynch
                                   Deutsche     Bank
     AUD        327,456      USD        227,550                  19/6/2019            (776)
                                     JP  Morgan
     AUD      13,247,000       USD       9,340,632                   19/6/2019          (166,643)
                                  Bank   of  America
     AUD      29,631,820       USD      20,595,399                    17/7/2019          (57,475)
                                   Merrill    Lynch
                                   Deutsche     Bank
     AUD        327,180      USD        227,497                  17/7/2019            (727)
                                     JP  Morgan
     AUD      13,233,000       USD       9,336,834                   17/7/2019          (164,993)
                                  Bank   of  America
     AUD      27,680,097       USD      19,225,976                    21/8/2019          (21,106)
                                   Merrill    Lynch
                                   Deutsche     Bank
     AUD        326,903      USD        227,496                  21/8/2019            (686)
                                    BNP  Paribas
     BRL      5,932,280       USD       1,528,087                   19/6/2019          (28,649)
                                   Credit    Suisse
     BRL      18,512,000       USD       4,503,041                   19/6/2019          176,039
                                   Deutsche     Bank
     BRL        786,720      USD        202,648                  19/6/2019           (3,797)
                                   Credit    Suisse
     BRL      18,553,000       USD       4,503,046                   17/7/2019          174,937
                                   Credit    Suisse
     BRL      18,612,000       USD       4,504,029                   21/8/2019          175,080
                                  Bank   of  America
     CAD      7,405,000       USD       5,512,278                   19/6/2019          (36,994)
                                   Merrill    Lynch
     CAD     167,133,350        USD     124,848,434              Citibank      19/6/2019         (1,269,429)
                                     JP  Morgan
     CAD      30,650,000       USD      22,928,281                    19/6/2019          (265,560)
                                  Bank   of  America
     CAD      5,562,000       USD       4,135,147                   17/7/2019          (19,725)
                                   Merrill    Lynch
                                     JP  Morgan
     CAD     155,459,210        USD     116,902,135                    17/7/2019         (1,875,123)
                                    BNP  Paribas
     CAD     168,075,530        USD     125,129,991                    21/8/2019          (672,632)
                                     JP  Morgan
     CAD      6,422,000       USD       4,782,362                   21/8/2019          (26,970)
                                   Deutsche     Bank
     CHF      5,485,000       EUR       4,856,411                   21/8/2019           43,089
                                   Barclays     Bank
     CHF      14,000,000       USD      13,768,727                    19/6/2019          180,266
                                     JP  Morgan
     CHF      5,518,000       USD       5,487,191                   19/6/2019           10,705
     CHF      10,000,000       USD      10,109,578                UBS    19/6/2019          (146,011)
                                     JP  Morgan
     CHF      5,485,000       USD       5,486,801                   21/8/2019           10,491
                                   Barclays     Bank
     CLP    5,132,475,000         USD       7,703,690                   19/6/2019          (482,920)
                                    BNP  Paribas
     CLP    2,180,004,000         USD       3,270,333                   19/6/2019          (203,332)
     CLP    3,812,216,000         USD       5,700,936             Citibank      19/6/2019          (337,611)
                                   Goldman    Sachs
     CLP    1,061,046,000         USD       1,570,524                   19/6/2019          (77,761)
                                   Barclays     Bank
     CLP    1,862,008,000         USD       2,801,739                   17/7/2019          (183,217)
                                    BNP  Paribas
     CLP    1,060,833,000         USD       1,569,883                   17/7/2019          (78,045)
     CLP    3,811,405,000         USD       5,699,297             Citibank      17/7/2019          (339,357)
                                  Bank   of  America
     EUR      2,076,049       CHF       2,327,000                   19/6/2019            962
                                   Merrill    Lynch
                                   Goldman    Sachs
     EUR      3,395,683       CHF       3,864,000                   19/6/2019          (56,065)
     EUR      3,223,420       CHF       3,601,000            JP  Morgan     19/6/2019           13,514
                                   Goldman    Sachs
     EUR      3,110,320       CHF       3,500,000                   21/8/2019          (14,663)
                                  Bank   of  America
     EUR      5,117,000       USD       5,711,355                   19/6/2019           5,658
                                   Merrill    Lynch
     EUR      33,580,000       USD      38,020,013             Citibank      19/6/2019          (502,466)
                                  Bank   of  America
     EUR      5,103,000       USD       5,709,502                   17/7/2019           5,354
                                   Merrill    Lynch
                                  Bank   of  America
     EUR      5,088,000       USD       5,709,067                   21/8/2019           5,233
                                   Merrill    Lynch
                                   Barclays     Bank
     GBP      1,303,000       USD       1,718,205                   19/6/2019          (76,460)
     GBP      37,619,708       USD      49,160,946             Citibank      19/6/2019         (1,761,124)
                                288/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                 未実現純評価益／
     通貨      買予約       通貨      売予約          取引相手          期日       （損）
                                                   （米ドル）
                                     JP  Morgan
     GBP      12,360,818       USD      15,872,853                    19/6/2019          (298,555)
                                  Morgan    Stanley
     GBP      1,090,182       USD       1,391,336                   19/6/2019          (17,735)
                                Standard     Chartered
     GBP      1,136,000       USD       1,488,771                   19/6/2019          (57,442)
                                        Bank
     GBP      4,336,922       USD       5,743,464               UBS    19/6/2019          (279,058)
     GBP      31,362,856       USD      40,863,045             JP  Morgan     17/7/2019         (1,290,295)
                                  Morgan    Stanley
     GBP      1,088,194       USD       1,390,839                   17/7/2019          (17,787)
     GBP      7,170,770       USD       9,429,549             Citibank      21/8/2019          (366,640)
                                     JP  Morgan
     GBP      12,317,653       USD      15,867,065                    21/8/2019          (299,174)
                                  Morgan    Stanley
     GBP      1,086,347       USD       1,390,796                   21/8/2019          (17,796)
                                Standard     Chartered
     HKD      91,824,000       USD      11,713,392                    19/6/2019           (2,920)
                                        Bank
     HKD      6,777,000       USD        865,629              UBS    19/6/2019           (1,346)
                                  Bank   of  America
     HUF
         1,949,177,538         USD       7,008,119                   19/6/2019          (299,665)
                                   Merrill    Lynch
                                   Barclays     Bank
     HUF     382,463,000        USD       1,390,874                   19/6/2019          (74,557)
     HUF     448,697,000        USD       1,600,193             Citibank      19/6/2019          (55,920)
     HUF                              Credit    Suisse
         1,097,512,462         USD       3,939,119                   19/6/2019          (161,828)
                                   Barclays     Bank
     INR    3,036,734,000         USD      43,006,544                    19/6/2019          469,569
                                    BNP  Paribas
     INR    6,841,257,000         USD      96,626,445                    19/6/2019         1,318,011
                                   Credit    Suisse
     INR    3,615,231,350         USD      51,372,786                    19/6/2019          385,520
                                   Goldman    Sachs
     INR     413,327,000        USD       5,930,524                   19/6/2019          (13,032)
     INR     390,976,000        USD       5,575,790               HSBC    19/6/2019           21,710
                                     JP  Morgan
     INR     177,529,000        USD       2,534,499                   19/6/2019           7,136
                                  Morgan    Stanley
     INR    2,711,491,000         USD      38,691,367                    19/6/2019          128,328
                                     Standard
     INR     533,749,000        USD       7,544,689                   19/6/2019           96,854
                                  Chartered     Bank
                                   Barclays     Bank
     INR     403,448,000        USD       5,737,555                   17/7/2019           18,627
                                   Goldman    Sachs
     INR    13,678,354,570         USD     194,502,020                    17/7/2019          653,480
     INR     243,773,000        USD       3,450,188               HSBC    17/7/2019           27,836
                                  Morgan    Stanley
     INR    2,722,195,000         USD      38,697,775                    17/7/2019          141,058
                                     Standard
     INR     535,914,000        USD       7,541,711                   17/7/2019          104,425
                                  Chartered     Bank
                                   Barclays     Bank
     INR     177,467,000        USD       2,515,478                   21/8/2019           5,491
     INR    14,350,892,740         USD     203,840,670              Citibank      21/8/2019           17,856
                                  Morgan    Stanley
     INR    2,736,094,000         USD      38,711,007                    21/8/2019          155,989
                                Standard     Chartered
     INR     538,793,000        USD       7,541,895                   21/8/2019          111,813
                                        Bank
                                   Deutsche     Bank
     JPY    2,450,083,000         USD      22,145,441                    19/6/2019          399,665
                                    BNP  Paribas
     KRW    9,067,707,000         USD       7,608,094                   19/6/2019           7,764
                                    BNP  Paribas
     KRW    9,055,503,000         USD       7,606,279                   17/7/2019           6,899
     KRW    9,044,938,000         USD       7,606,477           BNP  Paribas      21/8/2019           6,819
                                  Bank   of  America
     MXN     118,067,152        USD       6,087,500                   19/6/2019          (108,942)
                                   Merrill    Lynch
     MXN    1,277,950,848         USD      65,244,003             Citibank      19/6/2019          (532,498)
                                     JP  Morgan
     MXN    1,020,921,240         USD      51,967,570                    19/6/2019          (271,255)
                                  Bank   of  America
     MXN      24,005,421       USD       1,250,109                   17/7/2019          (40,382)
                                   Merrill    Lynch
     MXN     186,692,579        USD       9,660,403             Citibank      17/7/2019          (252,234)
                                   Goldman    Sachs
     MXN    1,370,097,200         USD      71,643,190                    17/7/2019         (2,598,635)
                                     JP  Morgan
     MXN     119,365,000        USD       6,187,119                   17/7/2019          (171,850)
                                289/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                 未実現純評価益／
     通貨      買予約       通貨      売予約          取引相手          期日       （損）
                                                   （米ドル）
                                  Bank   of  America
     MXN    1,081,426,640         USD      55,821,331                    21/8/2019         (1,636,934)
                                   Merrill    Lynch
     MXN     147,703,000        USD       7,590,306             Citibank      21/8/2019          (189,713)
                                     JP  Morgan
     MXN     120,020,000        USD       6,186,598                   21/8/2019          (173,050)
                                   Barclays     Bank
     NOK      21,193,000       USD       2,492,326                   19/6/2019          (74,122)
                                    BNP  Paribas
     NOK      28,378,000       USD       3,298,978                   19/6/2019          (60,938)
                                   Deutsche     Bank
     NOK      63,425,000       USD       7,246,312                   19/6/2019           (9,273)
                                   Deutsche     Bank
     NOK      63,346,000       USD       7,244,228                   17/7/2019           (9,143)
                                   Deutsche     Bank
     NOK      63,274,000       USD       7,243,799                   21/8/2019           (9,356)
                                  Bank   of  America
     NZD      5,659,079       USD       3,837,241                   19/6/2019          (148,010)
                                   Merrill    Lynch
     NZD      29,722,921       USD      19,895,984             Citibank      19/6/2019          (519,207)
                                   Deutsche     Bank
     NZD      59,847,040       USD      40,841,535                    19/6/2019         (1,826,436)
     NZD      30,304,383       USD      20,373,458               HSBC    19/6/2019          (617,619)
                                     JP  Morgan
     NZD      10,479,617       USD       7,080,267                   19/6/2019          (248,462)
                                  Bank   of  America
     NZD      1,806,592       USD       1,192,842                   17/7/2019          (14,365)
                                   Merrill    Lynch
     NZD      11,556,408       USD       7,629,182             Citibank      17/7/2019          (90,702)
     NZD      8,974,000       USD       5,975,275               HSBC    17/7/2019          (121,352)
                                     JP  Morgan
     NZD      95,801,340       USD      64,896,424                    17/7/2019         (2,403,255)
                                  Bank   of  America
     NZD      1,805,375       USD       1,192,931                   21/8/2019          (14,313)
                                   Merrill    Lynch
     NZD      11,548,625       USD       7,629,761             Citibank      21/8/2019          (90,382)
                                     JP  Morgan
     NZD      88,128,100       USD      58,227,787                    21/8/2019          (694,431)
                                  Bank   of  America
     PLN      27,965,000       USD       7,301,676                   19/6/2019          (19,769)
                                   Merrill    Lynch
                                   Barclays     Bank
     PLN      25,755,000       USD       6,704,161                   19/6/2019           2,276
                                    BNP  Paribas
     PLN      14,100,000       USD       3,653,796                   19/6/2019           17,754
     PLN      6,493,000       USD       1,698,041             Citibank      19/6/2019           (7,305)
                                   Deutsche     Bank
     PLN      12,827,105       USD       3,340,218                   19/6/2019            (122)
                                   Goldman    Sachs
     PLN      6,044,000       USD       1,567,833                   19/6/2019           5,986
     PLN      96,452,220       USD      25,328,061               HSBC    19/6/2019          (212,519)
                                 Societe    Generale
     PLN      12,931,895       USD       3,367,856                   19/6/2019            (473)
                                  Bank   of  America
     PLN      27,932,000       USD       7,299,151                   17/7/2019          (20,141)
                                   Merrill    Lynch
                                   Barclays     Bank
     PLN      25,730,000       USD       6,703,384                   17/7/2019           1,791
                                    BNP  Paribas
     PLN      14,085,000       USD       3,652,844                   17/7/2019           17,673
     PLN      6,486,000       USD       1,697,666             Citibank      17/7/2019           (7,430)
     PLN      12,810,174       USD       3,338,591          Deutsche     Bank    17/7/2019            (291)
                                   Goldman    Sachs
     PLN      45,037,000       USD      11,795,873                    17/7/2019          (59,342)
                                 Societe    Generale
     PLN      12,914,826       USD       3,366,303                   17/7/2019            (731)
                                  Bank   of  America
     PLN      4,434,000       USD       1,155,307                   21/8/2019           1,294
                                   Merrill    Lynch
                                   Barclays     Bank
     PLN      25,705,000       USD       6,702,486                   21/8/2019           2,618
     PLN      14,070,000       USD       3,652,553           BNP  Paribas      21/8/2019           17,582
     PLN      6,479,000       USD       1,697,512             Citibank      21/8/2019           (7,476)
                                   Deutsche     Bank
     PLN      12,798,721       USD       3,338,739                   21/8/2019            (215)
                                   Goldman    Sachs
     PLN      6,032,000       USD       1,567,504                   21/8/2019           5,933
                                 Societe    Generale
     PLN      12,903,279       USD       3,366,365                   21/8/2019            (567)
                                  Bank   of  America
     RUB    6,003,011,600         USD      89,700,947                    19/6/2019         1,915,824
                                   Merrill    Lynch
                                290/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                 未実現純評価益／
     通貨      買予約       通貨      売予約          取引相手          期日       （損）
                                                   （米ドル）
     RUB     352,138,000        USD       5,289,740               HSBC    19/6/2019           84,520
                                  Bank   of  America
     RUB    6,277,863,490         USD      95,854,025                    17/7/2019          (432,807)
                                   Merrill    Lynch
                                 Societe    Generale
     RUB    5,694,648,100         USD      86,191,132                    21/8/2019          (58,230)
                                   Credit    Suisse
     SEK     343,674,000        USD      36,878,354                    19/6/2019          (767,801)
                                   Deutsche     Bank
     SEK     270,499,595        USD      28,902,371                    19/6/2019          (480,408)
                                     JP  Morgan
     SEK     195,584,405        USD      20,500,041                    19/6/2019           50,425
     SEK     150,000,000        USD      16,114,901             Citibank      17/7/2019          (320,527)
                                   Credit    Suisse
     SEK     287,364,000        USD      30,807,026                    17/7/2019          (548,795)
                                   Deutsche     Bank
     SEK     168,454,860        USD      17,849,549                    17/7/2019          (111,954)
                                     JP  Morgan
     SEK     195,103,140        USD      20,494,582                    17/7/2019           48,965
                                   Deutsche     Bank
     SEK      90,347,000       USD       9,481,875                   21/8/2019           55,604
                                     JP  Morgan
     SEK     192,122,000        USD      20,228,768                    21/8/2019           52,586
                                  Bank   of  America
     SGD      9,147,527       USD       6,767,376                   19/6/2019          (130,028)
                                   Merrill    Lynch
                                   Barclays     Bank
     SGD      4,596,915       USD       3,393,809                   19/6/2019          (58,337)
     SGD      17,631,391       USD      13,019,024             Citibank      19/6/2019          (225,874)
                                   Deutsche     Bank
     SGD      3,128,637       USD       2,314,761                   19/6/2019          (44,656)
     SGD     147,665,200        USD     108,859,322                HSBC    19/6/2019         (1,715,024)
     SGD      2,940,123       USD       2,174,389            JP  Morgan     19/6/2019          (41,067)
                                Standard     Chartered
     SGD      28,522,408       USD      21,005,780                    19/6/2019          (310,224)
                                        Bank
                                   Barclays     Bank
     SGD     208,592,490        USD     154,492,357                    17/7/2019         (3,083,517)
                                Standard     Chartered
     SGD      13,556,000       USD       9,944,551                   17/7/2019          (104,800)
                                        Bank
                                  Bank   of  America
     SGD     204,427,560        USD     150,365,462                    21/8/2019         (1,907,819)
                                   Merrill    Lynch
     SGD      13,000,000       USD       9,511,385               HSBC    21/8/2019          (70,636)
                                Standard     Chartered
     SGD      13,547,000       USD       9,944,407                   21/8/2019          (106,420)
                                        Bank
                                   Barclays     Bank
     THB      82,724,000       USD       2,604,660                   19/6/2019           10,166
                                    BNP  Paribas
     THB    1,550,180,430         USD      49,041,952                    19/6/2019          (42,241)
     THB     367,619,000        USD      11,537,435             Citibank      19/6/2019           82,648
     THB      97,797,000       USD       3,076,345               HSBC    19/6/2019           14,924
                                     JP  Morgan
     THB     164,369,000        USD       5,161,532                   19/6/2019           34,013
                                Standard     Chartered
     THB    1,935,561,000         USD      61,005,803                    19/6/2019          175,417
                                        Bank
                                   Barclays     Bank
     THB      82,693,000       USD       2,603,848                   17/7/2019           11,754
                                    BNP  Paribas
     THB    2,241,141,970         USD      70,530,709                    17/7/2019          357,205
     THB     367,442,000        USD      11,534,504             Citibank      17/7/2019           87,784
                                     JP  Morgan
     THB     164,210,000        USD       5,160,429                   17/7/2019           33,577
                                Standard     Chartered
     THB     586,263,000        USD      18,425,306                    17/7/2019          118,348
                                        Bank
     THB    2,376,864,570         USD      74,509,861                ANZ    21/8/2019          730,222
                                    BNP  Paribas
     THB     201,115,000        USD       6,336,326                   21/8/2019           30,006
     THB     201,116,000        USD       6,338,355             Citibank      21/8/2019           28,009
                                     JP  Morgan
     THB     164,078,000        USD       5,160,984                   21/8/2019           32,935
                                Standard     Chartered
     THB     499,655,000        USD      15,729,734                    21/8/2019           86,937
                                        Bank
                                  Bank   of  America
     TWD     748,467,000        USD      23,794,850                    19/6/2019          (134,144)
                                   Merrill    Lynch
                                   Barclays     Bank
     TWD      38,387,000       USD       1,248,155                   19/6/2019          (34,656)
                                291/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                 未実現純評価益／
     通貨      買予約       通貨      売予約          取引相手          期日       （損）
                                                   （米ドル）
     TWD      98,037,000       USD       3,190,270             Citibank      19/6/2019          (91,103)
     TWD     230,977,000        USD       7,504,858               UBS    19/6/2019          (203,161)
                                  Bank   of  America
     TWD     748,211,000        USD      23,794,276                    17/7/2019          (126,836)
                                   Merrill    Lynch
     TWD     230,600,000        USD       7,503,335               UBS    17/7/2019          (208,987)
                                  Bank   of  America
     TWD     746,917,000        USD      23,775,808                    21/8/2019          (118,656)
                                   Merrill    Lynch
                                  Bank   of  America
     USD      35,405,737       AUD      49,880,363                    19/6/2019          861,922
                                   Merrill    Lynch
                                   Barclays     Bank
     USD      50,461,360       AUD      71,462,450                    19/6/2019          971,231
                                    BNP  Paribas
     USD      20,653,165       AUD      29,000,000                    19/6/2019          569,698
     USD      14,129,235       AUD      19,830,955             Citibank      19/6/2019          395,637
                                   Goldman    Sachs
     USD      1,602,415       AUD       2,259,000                   19/6/2019           37,982
                                     JP  Morgan
     USD      17,376,948       AUD      24,515,682                    19/6/2019          399,021
                                  Bank   of  America
     USD      6,393,072       AUD       8,979,423                   17/7/2019          169,401
                                   Merrill    Lynch
     USD      14,124,014       AUD      19,812,577             Citibank      17/7/2019          391,844
                                     JP  Morgan
     USD     103,981,960        AUD     145,059,120                    17/7/2019         3,440,949
                                  Bank   of  America
     USD      1,533,164       AUD       2,211,560                   21/8/2019           (1,250)
                                   Merrill    Lynch
     USD      4,841,350       AUD       6,894,440             Citibank      21/8/2019           57,883
                                     JP  Morgan
     USD     106,086,441        AUD     150,831,150                    21/8/2019         1,437,507
                                  Bank   of  America
     USD      6,285,459       BRL      24,329,000                    19/6/2019          136,078
                                   Merrill    Lynch
                                   Barclays     Bank
     USD      3,641,921       BRL      14,178,000                    19/6/2019           58,300
     USD      3,738,777       BRL      14,679,000             Citibank      19/6/2019           28,523
                                     JP  Morgan
     USD      47,740,569       BRL     184,991,950                    19/6/2019          982,135
     USD      1,635,535       BRL       6,462,000               UBS    19/6/2019           2,205
                                   Barclays     Bank
     USD      61,065,770       BRL     236,232,930                    17/7/2019         1,501,626
     USD      2,839,011       BRL      11,255,000             Citibank      17/7/2019           1,157
     USD      1,634,642       BRL       6,474,000               UBS    17/7/2019           2,278
                                    BNP  Paribas
     USD      59,910,477       BRL     241,086,950                    21/8/2019          (699,464)
     USD      1,274,231       BRL       5,055,000             Citibank      21/8/2019           3,389
                                  Bank   of  America
     USD      17,063,068       CAD      22,816,723                    19/6/2019          192,301
                                   Merrill    Lynch
     USD      5,727,511       CAD       7,666,643             Citibank      19/6/2019           58,767
     USD      11,819,958       CAD      15,822,000               HSBC    19/6/2019          121,114
                                     JP  Morgan
     USD      14,079,070       CAD      18,826,634                    19/6/2019          158,589
                                  Bank   of  America
     USD      7,115,977       CAD       9,547,627                   17/7/2019           51,519
                                   Merrill    Lynch
     USD      2,279,887       CAD       3,066,000             Citibank      17/7/2019           11,305
     USD      9,259,646       CAD      12,410,000               HSBC    17/7/2019           77,268
                                     JP  Morgan
     USD      3,803,282       CAD       5,100,373                   17/7/2019           29,427
                                  Bank   of  America
     USD      7,115,530       CAD       9,539,806                   21/8/2019           51,450
                                   Merrill    Lynch
     USD      2,279,336       CAD       3,063,000             Citibank      21/8/2019           11,231
                                     JP  Morgan
     USD      3,803,022       CAD       5,096,194                   21/8/2019           29,368
                                  Bank   of  America
     USD      2,360,868       CHF       2,328,000                   19/6/2019           41,350
                                   Merrill    Lynch
                                    BNP  Paribas
     USD      9,502,121       CHF       9,465,000                   19/6/2019           71,605
                                   Goldman    Sachs
     USD      3,500,963       CHF       3,522,000                   19/6/2019           (8,205)
                                     JP  Morgan
     USD      3,803,557       CHF       3,865,000                   19/6/2019          (47,362)
                                292/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                 未実現純評価益／
     通貨      買予約       通貨      売予約          取引相手          期日       （損）
                                                   （米ドル）
     USD      19,631,442       CHF      19,799,000               HSBC    21/8/2019          (211,928)
                                  Morgan    Stanley
     USD      3,499,752       CHF       3,500,000                   21/8/2019           (8,092)
                                  Bank   of  America
     USD      18,272,072       CLP    12,192,040,000                      19/6/2019         1,119,351
                                   Merrill    Lynch
                                   Barclays     Bank
     USD      25,849,553       CLP    17,192,496,000                      19/6/2019         1,661,797
     USD      55,395,415       CLP    37,058,552,000               Citibank      19/6/2019         3,258,528
                                   Deutsche     Bank
     USD      27,408,108       CLP    18,288,060,000                      19/6/2019         1,679,026
     USD      9,793,982       CLP    6,696,034,000                 HSBC    19/6/2019          373,474
                                     JP  Morgan
     USD      7,839,696       CLP    5,445,282,000                     19/6/2019          178,845
     USD      10,240,188       CLP    7,118,298,000                 UBS    19/6/2019          225,606
                                  Bank   of  America
     USD     124,760,008        CLP    82,753,313,000                      17/7/2019         8,384,865
                                   Merrill    Lynch
     USD      7,487,831       CLP    5,128,687,000                 HSBC    17/7/2019          275,411
                                     JP  Morgan
     USD      4,978,073       CLP    3,534,681,000                     17/7/2019           7,287
     USD      10,236,365       CLP    7,116,758,000                 UBS    17/7/2019          228,140
     USD      7,488,219       CLP    5,129,240,000                 HSBC    21/8/2019          276,968
                                     JP  Morgan
     USD     116,249,235        CLP    79,553,427,000                      21/8/2019         4,404,263
     USD      10,236,805       CLP    7,117,568,000                 UBS    21/8/2019          230,144
                                  Bank   of  America
     USD      7,978,088       EUR       7,050,309                   19/6/2019          101,068
                                   Merrill    Lynch
     USD      2,252,084       EUR       2,012,618             Citibank      19/6/2019           3,468
                                     JP  Morgan
     USD      61,855,805       EUR      54,574,328                    19/6/2019          882,162
                                  Bank   of  America
     USD      30,540,454       EUR      26,879,341                    17/7/2019          438,246
                                   Merrill    Lynch
     USD      2,250,987       EUR       2,006,820             Citibank      17/7/2019           3,548
                                     JP  Morgan
     USD      2,446,458       EUR       2,180,771                   17/7/2019           4,211
                                  Bank   of  America
     USD      1,125,790       EUR       1,000,510                   21/8/2019           2,124
                                   Merrill    Lynch
     USD      2,250,878       EUR       2,001,021             Citibank      21/8/2019           3,545
     USD      27,685,226       EUR      24,512,131               HSBC    21/8/2019          155,812
                                     JP  Morgan
     USD      2,446,369       EUR       2,174,469                   21/8/2019           4,237
                                  Bank   of  America
     USD      4,055,950       GBP       3,098,478                   19/6/2019          151,952
                                   Merrill    Lynch
     USD      15,999,356       GBP      12,330,000             Citibank      19/6/2019          463,887
                                   Deutsche     Bank
     USD      32,292,026       GBP      24,753,675                    19/6/2019         1,103,060
                                     JP  Morgan
     USD      31,075,171       GBP      23,607,280                    19/6/2019         1,330,632
     USD      1,014,569       GBP        775,568              UBS    19/6/2019           37,374
                                  Bank   of  America
     USD      4,054,764       GBP       3,093,058                   17/7/2019          152,032
                                   Merrill    Lynch
     USD      7,579,941       GBP       5,977,000             Citibank      17/7/2019           38,334
                                   Deutsche     Bank
     USD      22,794,168       GBP      17,467,048                    17/7/2019          754,750
                                     JP  Morgan
     USD      18,252,075       GBP      13,921,895                    17/7/2019          685,829
                                  Bank   of  America
     USD      4,054,880       GBP       3,088,012                   21/8/2019          152,040
                                   Merrill    Lynch
     USD      7,580,077       GBP       5,967,000             Citibank      21/8/2019           38,575
                                     JP  Morgan
     USD      17,642,733       GBP      13,434,988                    21/8/2019          662,676
     USD      15,069,103       HKD     117,981,000                HSBC    19/6/2019           22,784
                                  Bank   of  America
     USD      2,250,747       HUF     650,105,000                    19/6/2019           13,290
                                   Merrill    Lynch
                                   Barclays     Bank
     USD      6,752,184       HUF    1,950,325,000                     19/6/2019           39,780
                                    BNP  Paribas
     USD      8,975,538       HUF    2,591,429,950                     19/6/2019           56,654
                                   Deutsche     Bank
     USD      5,025,349       HUF    1,449,813,233                     19/6/2019           35,550
                                293/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                 未実現純評価益／
     通貨      買予約       通貨      売予約          取引相手          期日       （損）
                                                   （米ドル）
                                   Goldman    Sachs
     USD     106,272,584        HUF    29,646,862,650                      19/6/2019         4,237,438
     USD      6,464,194       HUF    1,840,193,000                 HSBC    19/6/2019          130,831
                                     JP  Morgan
     USD      3,759,226       HUF    1,084,444,762                     19/6/2019           26,909
                                 Societe    Generale
     USD      4,989,050       HUF    1,442,222,055                     19/6/2019           25,377
                                  Bank   of  America
     USD      2,250,281       HUF     648,621,000                    17/7/2019           13,569
                                   Merrill    Lynch
                                   Barclays     Bank
     USD      6,750,416       HUF    1,945,860,000                     17/7/2019           40,289
                                    BNP  Paribas
     USD      3,738,528       HUF    1,091,837,285                     17/7/2019          (26,577)
                                   Deutsche     Bank
     USD      5,023,706       HUF    1,446,475,760                     17/7/2019           35,662
     USD      3,760,947       HUF    1,070,079,000                 HSBC    17/7/2019           70,874
                                     JP  Morgan
     USD      3,757,883       HUF    1,081,948,369                     17/7/2019           26,879
                                 Societe    Generale
     USD     103,571,531        HUF    29,369,564,587                      17/7/2019         2,293,175
                                  Bank   of  America
     USD      2,250,203       HUF     647,161,000                    21/8/2019           13,390
                                   Merrill    Lynch
                                   Barclays     Bank
     USD     110,881,249        HUF    31,846,592,790                      21/8/2019          808,377
                                    BNP  Paribas
     USD      3,738,378       HUF    1,089,326,265                     21/8/2019          (26,711)
                                   Deutsche     Bank
     USD      5,023,709       HUF    1,443,211,007                     21/8/2019           35,471
                                     JP  Morgan
     USD      3,757,379       HUF    1,079,506,369                     21/8/2019           26,230
                                 Societe    Generale
     USD      1,674,383       HUF     481,060,359                    21/8/2019           11,671
     USD      40,825,488       INR    2,854,314,000                 HSBC    19/6/2019          (38,966)
                                  Morgan    Stanley
     USD      6,833,109       INR     477,976,000                    19/6/2019           (9,946)
     USD      40,846,274       INR    2,868,062,000                 HSBC    17/7/2019          (73,711)
                                  Morgan    Stanley
     USD      6,829,452       INR     479,530,000                    17/7/2019          (12,227)
     USD      40,856,977       INR    2,883,522,000                 HSBC    21/8/2019          (104,276)
                                  Morgan    Stanley
     USD      6,829,392       INR     481,677,000                    21/8/2019          (12,967)
                                  Bank   of  America
     USD      8,915,606       JPY     987,290,009                    19/6/2019          (169,212)
                                   Merrill    Lynch
     USD      37,518,410       JPY    4,118,634,297               Citibank      19/6/2019          (380,325)
                                   Deutsche     Bank
     USD      4,724,355       JPY     518,787,991                    19/6/2019          (49,414)
                                   Goldman    Sachs
     USD      2,601,654       JPY     285,346,000                    19/6/2019          (24,035)
     USD      47,444,758       JPY    5,243,002,130                 HSBC    19/6/2019          (800,154)
                                     JP  Morgan
     USD      6,713,079       JPY     733,378,703                    19/6/2019          (35,305)
                                  Bank   of  America
     USD      2,895,948       JPY     321,708,000                    17/7/2019          (70,997)
                                   Merrill    Lynch
     USD      15,483,887       JPY    1,689,735,552               Citibank      17/7/2019          (99,666)
                                   Goldman    Sachs
     USD      5,395,252       JPY     600,000,000                    17/7/2019          (138,237)
     USD      6,857,499       JPY     762,883,000                HSBC    17/7/2019          (178,175)
                                     JP  Morgan
     USD      58,220,401       JPY    6,412,879,098                     17/7/2019          (922,251)
     USD      15,484,754       JPY    1,685,331,210               Citibank      21/8/2019          (99,225)
                                   Goldman    Sachs
     USD      5,493,741       JPY     600,000,000                    21/8/2019          (54,360)
                                     JP  Morgan
     USD      68,571,698       JPY    7,514,564,140                     21/8/2019          (914,236)
                                  Bank   of  America
     USD      3,438,864       KRW    3,925,463,000                     19/6/2019          141,915
                                   Merrill    Lynch
                                    BNP  Paribas
     USD     124,156,812        KRW   140,389,119,680                      19/6/2019         6,245,681
     USD      4,767,001       KRW    5,428,899,000               Citibank      19/6/2019          207,334
                                   Credit    Suisse
     USD      9,279,645       KRW    10,842,337,000                      19/6/2019          173,297
                                   Deutsche     Bank
     USD      19,490,467       KRW    22,832,612,000                      19/6/2019          313,631
     USD      20,822,783       KRW    24,126,811,000                 HSBC    19/6/2019          558,965
                                     JP  Morgan
     USD      28,553,677       KRW    33,985,418,000                      19/6/2019           9,733
                                294/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                 未実現純評価益／
     通貨      買予約       通貨      売予約          取引相手          期日       （損）
                                                   （米ドル）
                                Standard     Chartered
     USD      17,963,685       KRW    20,297,502,000                      19/6/2019          916,058
                                        Bank
                                  Bank   of  America
     USD      3,437,413       KRW    3,920,369,000                     17/7/2019          141,465
                                   Merrill    Lynch
                                    BNP  Paribas
     USD     149,704,296        KRW   170,040,128,040                      17/7/2019         6,747,496
                                   Credit    Suisse
     USD      9,277,559       KRW    10,829,695,000                      17/7/2019          172,776
                                   Deutsche     Bank
     USD      19,484,985       KRW    22,803,515,000                      17/7/2019          313,525
     USD      13,090,270       KRW    15,375,727,000                 HSBC    17/7/2019          163,528
                                     JP  Morgan
     USD      28,540,078       KRW    33,936,863,000                      17/7/2019           8,546
                                   Credit    Suisse
     USD      9,276,460       KRW    10,816,352,000                      21/8/2019          172,131
                                   Deutsche     Bank
     USD      9,231,334       KRW    10,914,206,000                      21/8/2019           44,640
     USD      13,091,035       KRW    15,357,048,000                 HSBC    21/8/2019          164,716
                                     JP  Morgan
     USD     192,317,672        KRW   224,629,915,230                      21/8/2019         3,242,413
                                  Bank   of  America
     USD      5,046,889       MXN      97,779,031                    19/6/2019           95,659
                                   Merrill    Lynch
                                    BNP  Paribas
     USD      5,894,498       MXN     114,424,000                    19/6/2019          100,418
     USD      4,000,470       MXN      76,591,000             Citibank      19/6/2019          122,137
     USD      1,283,603       MXN      24,539,000               HSBC    19/6/2019           41,023
                                     JP  Morgan
     USD      7,196,079       MXN     141,313,000                    19/6/2019           40,423
     USD      2,955,436       MXN      57,338,969                UBS    19/6/2019           51,966
     USD      1,283,404       MXN      24,647,000               HSBC    17/7/2019           41,345
                                  Bank   of  America
     USD      1,103,610       NOK       9,636,371                   19/6/2019           4,062
                                   Merrill    Lynch
                                   Barclays     Bank
     USD      3,341,540       NOK      29,177,629                    19/6/2019           12,260
                                    BNP  Paribas
     USD      2,595,348       NOK      22,137,000                    19/6/2019           69,430
                                   Credit    Suisse
     USD      25,650,625       NOK     219,273,000                    19/6/2019          630,723
                                   Deutsche     Bank
     USD      17,551,650       NOK     151,662,000                    19/6/2019          246,427
                                     JP  Morgan
     USD      88,799,860       NOK     770,176,280                    19/6/2019          919,752
                                  Bank   of  America
     USD      1,103,285       NOK       9,624,454                   17/7/2019           4,024
                                   Merrill    Lynch
                                   Barclays     Bank
     USD      3,340,583       NOK      29,141,546                    17/7/2019           12,172
                                   Credit    Suisse
     USD      11,892,647       NOK     101,596,000                    17/7/2019          288,826
                                   Deutsche     Bank
     USD      17,546,171       NOK     151,473,000                    17/7/2019          245,630
                                     JP  Morgan
     USD     100,936,730        NOK     859,743,730                    17/7/2019         2,740,806
                                  Bank   of  America
     USD      1,103,314       NOK       9,614,275                   21/8/2019           4,064
                                   Merrill    Lynch
                                   Barclays     Bank
     USD      3,340,650       NOK      29,110,725                    21/8/2019           12,271
     USD     102,006,181        NOK     884,383,390              Citibank      21/8/2019          890,065
                                   Deutsche     Bank
     USD      9,447,001       NOK      82,295,000                    21/8/2019           37,789
                                     JP  Morgan
     USD      16,885,481       NOK     146,972,000                    21/8/2019           81,414
     USD      24,078,019       NZD      36,268,434             Citibank      19/6/2019          434,134
     USD      4,673,140       NZD       6,752,566               HSBC    19/6/2019          271,051
                                     JP  Morgan
     USD      11,056,903       NZD      16,590,000                    19/6/2019          241,657
     USD      16,405,169       NZD      25,103,000             Citibank      17/7/2019           29,970
                                     JP  Morgan
     USD      11,052,873       NZD      16,575,000                    17/7/2019          240,662
     USD      16,406,008       NZD      25,085,000             Citibank      21/8/2019           29,571
                                  Bank   of  America
     USD      5,768,090       PLN      21,931,000                    19/6/2019           57,398
                                   Merrill    Lynch
     USD      6,775,028       PLN      25,636,000             Citibank      19/6/2019           99,577
                                   Credit    Suisse
     USD      3,805,227       PLN      14,459,000                    19/6/2019           40,196
                                295/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                 未実現純評価益／
     通貨      買予約       通貨      売予約          取引相手          期日       （損）
                                                   （米ドル）
     USD      36,337,307       PLN     137,615,560                HSBC    17/7/2019          475,032
     USD      7,253,413       PLN      27,656,690               HSBC    21/8/2019           39,214
                                  Bank   of  America
     USD      4,898,475       RUB     314,776,000                    19/6/2019           94,426
                                   Merrill    Lynch
     USD      5,541,363       RUB     359,723,000              Citibank      19/6/2019           51,342
     USD      2,718,348       RUB     178,079,000                HSBC    19/6/2019            542
                                     JP  Morgan
     USD      10,398,755       RUB     674,660,000                    19/6/2019          102,228
                                  Bank   of  America
     USD      4,896,419       RUB     315,868,000                    17/7/2019           95,342
                                   Merrill    Lynch
     USD      3,924,451       RUB     255,417,000              Citibank      17/7/2019           42,206
     USD      2,717,070       RUB     178,718,000                HSBC    17/7/2019            622
                                     JP  Morgan
     USD      10,396,501       RUB     677,263,000                    17/7/2019          102,352
     USD      2,716,750       RUB     179,550,000                HSBC    21/8/2019           1,014
                                     JP  Morgan
     USD      10,395,646       RUB     680,426,000                    21/8/2019          104,042
                                  Bank   of  America
     USD      70,152,126       SEK     655,747,000                    19/6/2019         1,251,405
                                   Merrill    Lynch
                                   Barclays     Bank
     USD      2,338,558       SEK      21,607,000                    19/6/2019           68,265
     USD      4,848,938       SEK      45,025,000             Citibank      19/6/2019          118,066
                                            19/6/2019
                                   Credit    Suisse
     USD      16,437,772       SEK     154,226,000                              232,921
                                     JP  Morgan
     USD      13,252,923       SEK     127,712,000                    19/6/2019          (166,047)
                                   Credit    Suisse
     USD      8,396,858       SEK      80,210,000                    17/7/2019          (48,921)
                                     JP  Morgan
     USD      13,248,701       SEK     127,394,000                    17/7/2019          (165,356)
     USD      70,351,596       SEK     646,346,140                UBS    17/7/2019         2,294,042
                                   Credit    Suisse
     USD      8,395,964       SEK      79,996,000                    21/8/2019          (48,812)
                                     JP  Morgan
     USD      32,628,755       SEK     310,732,640                    21/8/2019          (173,729)
                                    BNP  Paribas
     USD      1,450,558       SGD       2,004,647                   19/6/2019           (3,992)
     USD      9,119,613       SGD      12,460,145             Citibank      19/6/2019           78,664
                                   Deutsche     Bank
     USD      1,065,050       SGD       1,439,966                   19/6/2019           20,226
                                     JP  Morgan
     USD      13,046,316       SGD      18,022,324                    19/6/2019          (30,491)
                                Standard     Chartered
     USD      20,335,483       SGD      27,918,918                    19/6/2019           77,813
                                        Bank
                                    BNP  Paribas
     USD      1,450,056       SGD       2,003,239                   17/7/2019           (4,014)
     USD      9,116,693       SGD      12,450,268             Citibank      17/7/2019           79,548
                                   Deutsche     Bank
     USD      1,064,776       SGD       1,438,848                   17/7/2019           20,375
                                     JP  Morgan
     USD      13,042,018       SGD      18,009,671                    17/7/2019          (30,472)
                                Standard     Chartered
     USD      20,328,833       SGD      27,897,974                    17/7/2019           78,824
                                        Bank
                                    BNP  Paribas
     USD      1,449,972       SGD       2,002,184                   21/8/2019           (4,037)
     USD      4,105,653       SGD       5,664,025             Citibank      21/8/2019           (7,627)
                                     JP  Morgan
     USD      13,041,605       SGD      18,000,180                    21/8/2019          (30,332)
                                Standard     Chartered
     USD      15,264,711       SGD      21,020,611                    21/8/2019            (699)
                                        Bank
     USD      16,774,320       THB     529,603,000              Citibank      19/6/2019           34,079
     USD      3,732,650       THB     118,325,000                HSBC    19/6/2019           (7,490)
                                Standard     Chartered
     USD      8,907,961       THB     281,832,000                    19/6/2019            (477)
                                        Bank
     USD      5,521,249       THB     173,704,000              Citibank      17/7/2019           26,945
     USD      5,522,132       THB     173,660,000              Citibank      21/8/2019           24,893
                                   Barclays     Bank
     USD      8,479,063       TWD     266,939,000                    19/6/2019           40,528
                                    BNP  Paribas
     USD     118,988,997        TWD    3,666,170,000                     19/6/2019         3,093,212
                                296/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                 未実現純評価益／
     通貨      買予約       通貨      売予約          取引相手          期日       （損）
                                                   （米ドル）
     USD     119,074,049        TWD    3,666,170,880               Citibank      19/6/2019         3,178,236
     USD      7,781,983       TWD     239,724,000                HSBC    19/6/2019          203,775
                                Standard     Chartered
     USD      27,961,075       TWD     877,249,000                    19/6/2019          229,283
                                        Bank
                                   Barclays     Bank
     USD      8,473,138       TWD     266,717,000                    17/7/2019           36,335
                                Standard     Chartered
     USD     269,197,317        TWD    8,292,638,830                     17/7/2019         6,884,235
                                       Bank
                                   Barclays     Bank
     USD      8,471,843       TWD     266,458,000                    21/8/2019           32,301
                                Standard     Chartered
     USD     260,980,587        TWD    8,050,520,660                     21/8/2019         5,995,912
                                        Bank
                                  Bank   of  America
     USD      6,085,750       ZAR      87,513,008                    19/6/2019          120,257
                                   Merrill    Lynch
                                   Barclays     Bank
     USD      2,989,378       ZAR      43,771,554                    19/6/2019           5,606
                                    BNP  Paribas
     USD      2,405,071       ZAR      34,808,684                    19/6/2019           32,270
                                     JP  Morgan
     USD      2,110,083       ZAR      30,585,754                    19/6/2019           25,146
                                Standard     Chartered
     USD      5,886,609       ZAR      85,264,000                    19/6/2019           74,424
                                        Bank
                                  Bank   of  America
     USD      3,278,324       ZAR      46,985,000                    17/7/2019           86,429
                                   Merrill    Lynch
                                  Bank   of  America
     USD      3,278,371       ZAR      47,185,000                    21/8/2019           86,459
                                   Merrill    Lynch
                                  Bank   of  America
     ZAR     216,748,906        USD      14,900,612                    19/6/2019          (125,505)
                                   Merrill    Lynch
                                   Barclays     Bank
     ZAR     608,296,730        USD      41,815,670                    19/6/2019          (349,949)
                                    BNP  Paribas
     ZAR      37,024,637       USD       2,592,062                   19/6/2019          (68,206)
                                Standard     Chartered
     ZAR      20,216,457       USD       1,399,977                   19/6/2019          (21,883)
                                       Bank
                                  Bank   of  America
     ZAR     185,514,200        USD      12,651,585                    17/7/2019          (48,803)
                                   Merrill    Lynch
                                    BNP  Paribas
     ZAR      17,952,368       USD       1,242,757                   17/7/2019          (23,175)
     ZAR     343,210,690        USD      24,272,769             Citibank      17/7/2019          (956,981)
     ZAR      19,187,000       USD       1,348,796               HSBC    17/7/2019          (45,340)
                                Standard     Chartered
     ZAR      20,277,432       USD       1,399,517                   17/7/2019          (21,983)
                                       Bank
                                  Bank   of  America
     ZAR     471,101,556        USD      32,081,500                    21/8/2019          (213,004)
                                   Merrill    Lynch
                                    BNP  Paribas
     ZAR      18,027,556       USD       1,242,714                   21/8/2019          (23,208)
                                Standard     Chartered
                                                      (22,029)
     ZAR      20,365,639       USD       1,399,698                   21/8/2019
                                       Bank
                                                    67,519,154
     ヘッジを使用した豪ドル建投資証券クラス
                                State   Street    Bank   &
     AUD    1,890,993,140         USD    1,323,917,220                     14/6/2019        (14,534,393)
                                   Trust   Company
                                State   Street    Bank   &
                                                      397,255
     USD      60,181,850       AUD      86,340,112                    14/6/2019
                                   Trust   Company
                                                    (14,137,138)
     ヘッジを使用したブラジル・レアル建投資証券クラス
                                State   Street    Bank   &
     BRL      61,907,801       USD      15,702,820                    4/6/2019          (33,926)
                                   Trust   Company
                                State   Street    Bank   &
     BRL      62,056,403       USD      15,333,927                    2/7/2019          333,173
                                   Trust   Company
                                State   Street    Bank   &
     USD      15,333,927       BRL      61,907,801                    4/6/2019         (334,967)
                                   Trust   Company
                                State   Street    Bank   &
                                                      (4,655)
     USD        367,955      BRL       1,475,885                    2/7/2019
                                   Trust   Company
                                                      (40,375)
                                297/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                 未実現純評価益／
     通貨      買予約       通貨      売予約          取引相手          期日       （損）
                                                   （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      52,684,406       USD      52,145,749                    14/6/2019          321,117
                                   Trust   Company
                                State   Street    Bank   &
                                                      (4,775)
     USD      1,816,127       CHF       1,828,452                   14/6/2019
                                   Trust   Company
                                                      316,342
     ヘッジを使用したユーロ建投資証券クラス
                                State   Street    Bank   &
          624,940,808
     EUR             USD     703,701,084                    14/6/2019         (5,780,950)
                                   Trust   Company
                                State   Street    Bank   &
                                                      126,658
     USD      39,774,418       EUR      35,501,918                    14/6/2019
                                   Trust   Company
                                                    (5,654,292)
     ヘッジを使用した英ポンド建投資証券クラス
                                State   Street    Bank   &
          480,217,734
     GBP             USD     626,066,376                    14/6/2019        (21,164,884)
                                   Trust   Company
                                State   Street    Bank   &
                                                      325,498
     USD      16,231,354       GBP      12,627,302                    14/6/2019
                                   Trust   Company
                                                    (20,839,386)
     ヘッジを使用した日本円建投資証券クラス
                                State   Street    Bank   &
     JPY    59,404,405,037         USD      542,365,311                    14/6/2019         4,032,099
                                   Trust   Company
                                State   Street    Bank   &
                                                     (118,335)
     USD      13,446,097       JPY     1,474,727,064                     14/6/2019
                                   Trust   Company
                                                     3,913,764
     ヘッジを使用したニュージーランド・ドル建投資証券クラス
                                State   Street    Bank   &
          111,572,649
     NZD             USD      73,661,616                    14/6/2019          (934,133)
                                   Trust   Company
                                State   Street    Bank   &
           3,119,883                                           30,297
     USD             NZD       4,739,795                   14/6/2019
                                   Trust   Company
                                                     (903,836)
     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   &
             42,283
     SEK             USD         4,404                 14/6/2019             37
                                   Trust   Company
                                State   Street    Bank   &
               258
                                                        (2)
     USD             SEK         2,470                 14/6/2019
                                   Trust   Company
                                                        35
     合計（基礎となるエクスポージャー総額－12,022,474,427米ドル）                                                30,174,268
    添付の注記は、これらの財務書類の不可分の一部である。

                                298/337








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                                                 有価証券報告書（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
                                     （％）
    政府                                     80.55
                                          7.83
    金融
    投資有価証券－時価
                                         88.38
                                         11.62
    その他の純資産
                                         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。

                                299/337

















                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（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
                                             149           (85)
    益／（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)             －
    　償還可能参加型投資証券保有者への分配金                                      (120,083)            (51,199)
    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。

                                300/337





                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（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。

                                301/337













                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（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       USD   US  Treasury,     1.63%,    30/04/2019                    74,951        0.73
                  US  Treasury,     1.13%,    31/05/2019
       22,000,000       USD                                 21,953        0.21
                  US  Treasury,     1.25%,    31/05/2019
       25,000,000       USD                                 24,951        0.24
                  US  Treasury,     1.25%,    30/06/2019
       191,480,000        USD                                 190,894        1.86
                  US  Treasury,     1.63%,    30/06/2019
       45,000,000       USD                                 44,907        0.44
                  US  Treasury,     0.75%,    15/07/2019
        6,045,000       USD                                  6,015       0.06
                  US  Treasury,     0.88%,    31/07/2019
       21,110,000       USD                                 20,998        0.20
                  US  Treasury,     1.38%,    31/07/2019
       91,725,000       USD                                 91,385        0.89
                  US  Treasury,     1.63%,    31/07/2019
       129,630,000        USD                                 129,252        1.26
                  US  Treasury,     1.50%,    31/10/2019
        9,610,000       USD                                  9,553       0.09
                  US  Treasury,     1.00%,    15/11/2019
       56,025,000       USD                                 55,500        0.54
                  US  Treasury,     FRN,   2.49%,    30/04/2019
      1,169,200,000         USD                                1,169,303         11.38
                  US  Treasury,     FRN,   2.48%,    31/07/2019
       750,000,000        USD                                 750,200        7.30
       564,740,000        USD   US  Treasury,     FRN,   2.47%,    31/10/2019                 564,914        5.50
                  US  Treasury,     FRN,   2.42%,    31/01/2020
       640,000,000        USD                                 639,811        6.22
                  US  Treasury     Bill,   0.00%,    09/04/2019
       217,530,000        USD                                 217,414        2.11
                  US  Treasury     Bill,   0.00%,    11/04/2019
       378,100,000        USD                                 377,847        3.68
                  US  Treasury     Bill,   0.00%,    16/04/2019
       83,580,000       USD                                 83,496        0.81
                  US  Treasury     Bill,   0.00%,    23/04/2019
       111,650,000        USD                                 111,482        1.08
                  US  Treasury     Bill,   0.00%,    30/04/2019
       200,000,000        USD                                 199,627        1.94
                  US  Treasury     Bill,   0.00%,    02/05/2019
       265,855,000        USD                                 265,299        2.58
                  US  Treasury     Bill,   0.00%,    14/05/2019
       50,000,000       USD                                 49,857        0.48
                  US  Treasury     Bill,   0.00%,    28/05/2019
       196,600,000        USD                                 195,867        1.91
                  US  Treasury     Bill,   0.00%,    30/05/2019
       161,840,000        USD                                 161,183        1.57
                  US  Treasury     Bill,   0.00%,    06/06/2019
       51,420,000       USD                                 51,185        0.50
                  US  Treasury     Bill,   0.00%,    13/06/2019
       73,000,000       USD                                 72,644        0.71
                  US  Treasury     Bill,   0.00%,    20/06/2019
        4,970,000       USD                                  4,945       0.05
                  US  Treasury     Bill,   0.00%,    25/07/2019
       94,260,000       USD                                 93,525        0.91
                  US  Treasury     Bill,   0.00%,    15/08/2019
       54,525,000       USD                                 54,020        0.53
                  US  Treasury     Bill,   0.00%,    22/08/2019
       200,000,000        USD                                 198,050        1.93
                  US  Treasury     Bill,   0.00%,    29/08/2019
       230,000,000        USD                                 227,647        2.21
                  US  Treasury     Bill,   0.00%,    05/09/2019
       104,495,000        USD                                 103,374        1.01
       81,805,000       USD   US  Treasury     Bill,   0.00%,    30/01/2020                 80,084        0.78
                  US  Treasury     Bill,   0.00%,    27/02/2020
                                                43,284        0.42
       44,255,000       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
                                302/337





                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（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。
                                303/337








                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（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】(2020年１月末現在)
     「ブラックロック・スタイル・アドバンテージ・ポートフォリオ（円／年１回決算コース）」
     Ⅰ　資産総額                                            12,153,166,627円

     Ⅱ　負債総額                                              111,294,047円

     Ⅲ　純資産総額(Ⅰ－Ⅱ)                                            12,041,872,580円

     Ⅳ　発行済数量                                            14,020,387,956口

     Ⅴ　１単位当たり純資産額(Ⅲ／Ⅳ)                                                0.8589円

     (参考情報)

     「スタイル・アドバンテージ・マザー・ポートフォリオ（円）」
     Ⅰ　資産総額                                            12,152,833,686円

     Ⅱ　負債総額                                              107,168,176円

     Ⅲ　純資産総額(Ⅰ－Ⅱ)                                            12,045,665,510円

     Ⅳ　発行済数量                                            13,759,207,653口

     Ⅴ　１単位当たり純資産額(Ⅲ／Ⅳ)                                                0.8755円

                                304/337












                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（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。
                                305/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（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。
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                                                 有価証券報告書（内国投資信託受益証券）
    第二部【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。
                                307/337



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                                                 有価証券報告書（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2020年１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                        158            8,548,187

             単位型株式投資信託                         18             177,080

                合計                     176            8,725,266

                                308/337

















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                                                 有価証券報告書（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33期事業年度（自2019年1月1日　至2019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。

                                309/337
















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                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
     (1)【貸借対照表】
                                                    (単位：百万円)
                                       第32期            第33期
                                    (2018年12月31日現在)            (2019年12月31日現在)
     資産の部
     　流動資産
     　　現金・預金                                       23,891            20,388
     　　立替金                                          2            26
     　　前払費用                                         151            175
     　　未収入金                           ※２              11            30
     　　未収委託者報酬                                       1,588            1,696
     　　未収運用受託報酬                                       2,291            2,268
     　　未収収益                           ※２            1,402            1,832
                                              18             0
     　　その他流動資産
     　　流動資産計                                       29,359            26,418
     　固定資産
     　　有形固定資産
     　　　建物附属設備                           ※１            1,484            1,240
                                             380            475
     　　　器具備品                           ※１
     　　　有形固定資産計                                       1,864            1,716
     　　無形固定資産
                                              8            5
     　　　ソフトウエア
     　　　無形固定資産計                                          8            5
     　　投資その他の資産
     　　　投資有価証券                                         11            49
     　　　長期差入保証金                                       1,119            1,120
     　　　前払年金費用                                         696            800
     　　　長期前払費用                                         27            45
                                             848            824
     　　　繰延税金資産
     　　　投資その他の資産計                                       2,702            2,839
     　　　固定資産計                                       4,575            4,561
     　　資産合計                                       33,935            30,980
                                310/337









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                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                    (単位：百万円)
                                       第32期            第33期
                                    (2018年12月31日現在)            (2019年12月31日現在)
     負債の部
     　流動負債
     　　預り金                                         97            94
     　　未払金                           ※２
     　　　未払収益分配金                                          ▶            ▶
     　　　未払償還金                                         74            74
     　　　未払手数料                                         515            487
     　　　その他未払金                                       1,184             985
     　　未払費用                           ※２            1,039            1,102
     　　未払消費税等                                         97            117
     　　未払法人税等                                         440            363
     　　為替予約                                          3            -
     　　前受金                                         78            97
     　　賞与引当金                                       1,939            2,017
     　　役員賞与引当金                                         142            139
                                              42            10
     　　早期退職慰労引当金
     　　流動負債計                                       5,661            5,493
     　固定負債
     　　退職給付引当金                                         60            67
                                             781            782
     　　資産除去債務
     　　固定負債計                                         842            850
     　負債合計                                       6,503            6,344
     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
                                            17,127            14,330
     　　　　繰越利益剰余金
     　　　利益剰余金合計                                       17,464            14,666
     　　株主資本合計                                       27,432            24,634
     　評価・換算差額等
                                              0            1
     　　その他有価証券評価差額金
     　　評価・換算差額等合計                                          0            1
     　純資産合計                                       27,431            24,636
     負債・純資産合計                                       33,935            30,980
                                311/337





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                                                 有価証券報告書（内国投資信託受益証券）
     (2)【損益計算書】
                                                    (単位：百万円)
                                       第32期            第33期
                                    (自　2018年      1月  1日    (自　2019年      1月  1日
                                    至　2018年12月31日)            至　2019年12月31日)
     営業収益
     　委託者報酬                                       5,639            5,643
     　運用受託報酬                           ※１            8,523            7,545
                                            13,511            13,290
     　その他営業収益                           ※１
     　　営業収益計
                                            27,674            26,480
     営業費用
     　支払手数料                                       1,856            1,632
     　広告宣伝費                                         191            167
     　調査費
     　　調査費                                         363            381
                                            4,164            3,587
     　　委託調査費                           ※１
     　　調査費計                                       4,528            3,968
     　委託計算費                                         84            82
     　営業雑経費
     　　通信費                                         59            53
     　　印刷費                                         11            82
     　　諸会費                                         34            43
     　　営業雑経費計                                         106            178
     　営業費用計
                                            6,767            6,029
     一般管理費
     　給料
     　　役員報酬                                         406            482
     　　給料・手当                                       4,213            4,441
                                            2,359            2,343
     　　賞与
     　　給料計
                                            6,979            7,268
     　退職給付費用                                         275            308
     　福利厚生費                                         940            977
     　事務委託費                           ※１            2,568            2,339
     　交際費                                         66            57
     　寄付金                                          3            2
     　旅費交通費                                         238            233
     　租税公課                                         245            257
     　不動産賃借料                                         804            875
     　水道光熱費                                         72            76
     　固定資産減価償却費                                         315            404
     　のれん償却額                                         42             -
     　資産除去債務利息費用                                          3            0
                                             424            312
     　諸経費
     　一般管理費計                                       12,980            13,114
     　営業利益
                                            7,926            7,335
                                312/337





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                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                                                    (単位：百万円)
                                       第32期            第33期
                                    (自　2018年      1月  1日    (自　2019年      1月  1日
                                    至　2018年12月31日)            至　2019年12月31日)
     営業外収益
                                              1            1
     　その他
     　営業外収益計
                                              1            1
     営業外費用
     　為替差損                                         26            32
     　固定資産除却損                                          -            3
                                              -            0
     　その他
     　営業外費用計                                         26            36
     経常利益
                                            7,901            7,300
     特別利益
     　特別利益計
                                              -            -
     特別損失
                                              84            36
     　特別退職金
     　特別損失計                                         84            36
     税引前当期純利益
                                            7,817            7,263
     法人税、住民税及び事業税                                       2,491            2,338
                                             △61             22
     法人税等調整額
     当期純利益                                       5,387            4,902
                                313/337













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                                                 有価証券報告書（内国投資信託受益証券）
     (3)【株主資本等変動計算書】
    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
                                その他利益
                                          株主資本    その他有価証      評価・換算
                                                         合計
                          資本
              資本金
                                 剰余金
                  資本   その他資本         利益       利益剰余金
                                          合計   券評価差額金      差額等合計
                          剰余金
                  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
    当期変動額
    　当期純利益                              5,387     5,387    5,387              5,387
    株主資本以外の項目の
                                                  0     0    0
    当期変動額（純額）
    当期変動額合計            -   -     -   -   -   5,387     5,387    5,387        0     0  5,387
    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
    第33期　(自　2019年1月1日　至　2019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
                                その他利益
                                          株主資本    その他有価証      評価・換算
                                                         合計
                          資本
              資本金
                                 剰余金
                  資本   その他資本         利益       利益剰余金
                                          合計   券評価差額金      差額等合計
                          剰余金
                  準備金    剰余金       準備金         合計
                                 繰越利益
                          合計
                                 剰余金
    2019年1月1日残高          3,120   3,001     3,846   6,847    336   17,127     17,464    27,432        0     0  27,431
    当期変動額
    　剰余金の配当                             △7,700     △7,700    △7,700              △7,700
    　当期純利益                              4,902     4,902    4,902              4,902
    株主資本以外の項目の
                                                  1     1    1
    当期変動額（純額）
    当期変動額合計            -   -     -   -   -  △2,797     △2,797    △2,797        1     1 △2,795
    2019年12月31日残高          3,120   3,001     3,846   6,847    336   14,330     14,666    24,634        1     1  24,636
                                314/337










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                                                 有価証券報告書（内国投資信託受益証券）
    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。
                                315/337




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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。
                                316/337








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                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（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
                           (2018年12月31日)                  (2019年12月31日)
     建物附属設備                        1,525　百万円                  1,769　百万円
     器具備品                         950　百万円                 1,104　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
                           (2018年12月31日)                  (2019年12月31日)
     未収入金                          -　百万円                  3　百万円
     未収収益                         554　百万円                  917　百万円
     未払金                        1,168　百万円                   969　百万円
     未払費用                         385　百万円                  445　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
                           (2018年12月31日)                  (2019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　2018年      1月  1日          (自　2019年      1月  1日
                          至　2018年12月31日)                  至　2019年12月31日)
     その他営業収益                        5,680　百万円                  5,554　百万円
     委託調査費                         704　百万円                  698　百万円
     事務委託費                         864　百万円                  954　百万円
     運用受託報酬                        　149　百万円                  　225　百万円
                                317/337









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                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（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　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
                前事業年度期首             増加          減少        前事業年度末
      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。
    当事業年度　(自　2019年1月1日　至　2019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

     (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
                                318/337









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                                                 有価証券報告書（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　（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             －
    当事業年度　（2019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                         20,388            20,388              －
     (2)　未収委託者報酬                         1,696            1,696             －
     (3)　未収運用受託報酬                         2,268            2,268             －
     (4)　未収収益                         1,832            1,832             －
     (5)　長期差入保証金                         1,120            1,116             △4
            資産計                 27,306            27,302             △4
     (1)　未払手数料                          487            487            －
     (2)　未払費用                         1,102            1,102             －
            負債計                  1,590            1,590             －
                                319/337




                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
    (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（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
    当事業年度（2019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                 20,388          －        －        －
     (2)　未収委託者報酬                  1,696         －        －        －
     (3)　未収運用受託報酬                  2,268         －        －        －
     (4)　未収収益                  1,832         －        －        －
     (5)　長期差入保証金                   －      1,051         57        11
           合計           26,186        1,051         57        11
                                320/337







                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
    (有価証券関係)
    前事業年度　(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
    当事業年度　(2019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             49        47        1
                  合計                 49        47        1
                                321/337














                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
    (退職給付関係)
    前事業年度　(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。
    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  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）
                                  前事業年度
                               (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
                                322/337








                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
      (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
                                (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
      (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  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。
                                  前事業年度
                                (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

                                  前事業年度
                               (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%
                                323/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
    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。
    当事業年度　(自　2019年1月1日　至　2019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。
    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  2019年    1月  1日
                                至  2019年12月31日)
     退職給付債務の期首残高                                1,934
     　勤務費用                                 290
      利息費用                                11
     　数理計算上の差異の発生額                                 14
     　退職給付の支払額                                △204
      過去勤務費用の発生額
                                      -
     退職給付債務の期末残高                                2,047
      (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  2019年    1月  1日
                                至  2019年12月31日)
     年金資産の期首残高                                2,696
     　期待運用収益                                 26
     　数理計算上の差異の発生額                                 132
     　事業主からの拠出額                                 328
     　退職給付の支払額                                △204
     年金資産の期末残高                                2,979
                                324/337







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      (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
                                (2019年12月31日)
     積立型制度の退職給付債務                                1,979
     年金資産                               △2,979
                                    △999
     非積立型制度の退職給付債務                                 67
     未積立退職給付債務                                △931
     未認識数理計算上の差異                                 157
     未認識過去勤務費用                                 41
     貸借対照表に計上された負債と資産の純額                                △732
     退職給付引当金                                 67
     前払年金費用                                △800
     貸借対照表に計上された負債と資産の純額                                △732
      (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  2019年    1月  1日
                                至  2019年12月31日)
     勤務費用                                 290
     利息費用                                 11
     期待運用収益                                △26
     数理計算上の差異の費用処理額                                △33
     過去勤務費用の処理額                                △10
     確定給付制度に係る退職給付費用合計                                 231
     特別退職金                                 36
     合計                                 267
      (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
                                (2019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76%、株式21%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  2019年    1月  1日
                                至  2019年12月31日)
     割引率                                0.6%
     長期期待運用収益率                                1.0%
                                325/337



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
    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。
    (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
                               (2018年12月31日)              (2019年12月31日)
       繰延税金資産
       　未払費用                                  167              191
       　賞与引当金                                  591              617
       　資産除去債務                                  239              239
       　未払事業税                                   83              72
       　早期退職慰労引当金                                   13               3
       　退職給付引当金                                   18              20
       　有形固定資産                                   3              1
                                         96              45
       　その他
       繰延税金資産合計
                                        1,213              1,191
       繰延税金負債
       　退職給付引当金                                 △213              △245
       　資産除去債務に対応する除去費用                                 △152              △121
                                          -             △0
       　その他
       繰延税金負債合計                                 △365              △366
       繰延税金資産の純額                                  848              824
     （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
                               (2018年12月31日)               (2019年12月31日)
        固定資産－繰延税金資産
                                        848               824
    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
                                  (2018年12月31日)             (2019年12月31日)
       法定実効税率
                                      30.9   ％          30.6   ％
       （調整）
       　交際費等永久に損金に算入されない項目                                1.0             1.9
       　損金不算入ののれん償却額                                0.2              -
       　税率変更による期末繰延税金資産の減額修正                                0.1              -
       　所得拡大促進税制による税額控除                               △1.9               -
       　その他                                0.8             0.0
       税効果会計適用後の法人税等の負担率                               31.1   ％          32.5   ％
                                326/337






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                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
    (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。
    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  2018年    1月  1日       (自  2019年    1月  1日
                                至  2018年12月31日)             至  2019年12月31日)
     期首残高                                262              781
     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              0
     資産除去債務の履行による減少額                                  -              -
     期末残高                                781              782
    (デリバティブ取引関係)

    前事業年度　(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
         市場取引以外の取引          　買建
                    　　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。
    当事業年度　(2019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
                    　売建
         市場取引以外の取引          　　米ドル              79       -       0       0
                    　買建
                    　　英ポンド               0       -       0       0
                  合計                79       -       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。
                                327/337




                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
    (セグメント情報等)
    前事業年度　(自　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・
                                 5,830              投資運用業
       マネジメント・インク
       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。
                                328/337







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                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
    当事業年度　(自　2019年1月1日　至　2019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               5,643           7,545          13,290           26,480
      (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
              12,538             11,197              2,744             26,480
           （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・
                                 5,779              投資運用業
       マネジメント・インク
       ブラックロック・ファンド・アドバイザーズ                           3,314              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。
                                329/337








                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
    (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　2018年1月1日　至　2018年12月31日）
                                     関連
                                議決権等
            会社等の                事業の
                                    当事者     取引の    取引金額          期末残高
                       資本金又         の所有
     種類      名称又は        所在地        内容又は                        科目
                       は出資金         (被所有)
                                     との     内容    (百万円)          (百万円)
            氏名                職業
                                割合(%)
                                     関係
                                          運用
                                                149
                                         受託報酬
                                                  未収収益        554
                                          受入
                                               5,680
                        73       (被所有)
         ブラックロック・ファイ           米国                投資顧問
                                         手数料
                            投資
     親会社    ナンシャル・マネジメン          ニュー     百万         間接    契約の
                            顧問業
                                          委託
         ト・インク          ヨーク州                 再委任等
                       米ドル         100
                                                704  未払費用        385
                                         調査費
                                          事務
                                                864  その他未払金        165
                                         委託費
                                (被所有)
         ブラックロック・ジャパ
                    日本                 株式の
     親会社    ン・ホールディングス合               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
         同会社
                                 100
         当事業年度　（自　2019年1月1日　至　2019年12月31日）

                                     関連
                                議決権等
            会社等の                事業の
                                    当事者     取引の    取引金額          期末残高
                       資本金又         の所有
     種類      名称又は        所在地        内容又は                        科目
                       は出資金         (被所有)
                                     との     内容    (百万円)          (百万円)
            氏名                職業
                                割合(%)
                                     関係
                                          運用
                                                225
                                         受託報酬
                                                  未収収益        917
                                          受入
                                               5,554
                        73       (被所有)
         ブラックロック・ファイ           米国                投資顧問
                                         手数料
                            投資
     親会社    ナンシャル・マネジメン          ニュー     百万         間接    契約の
                            顧問業
                                          委託
         ト・インク          ヨーク州                 再委任等
                       米ドル         100
                                                698  未払費用        445
                                         調査費
                                          事務
                                                954  その他未払金         74
                                         委託費
                                (被所有)
         ブラックロック・ジャパ
                                                  未収入金         3
                    日本                 株式の
     親会社    ン・ホールディングス合               1万円    持株会社     直接        営業外収益        -
                   東京都                 保有等
                                                  その他未払金        894
         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　2018年1月1日　至　2018年12月31日）
         該当事項はありません。
         当事業年度　（自　2019年1月1日　至　2019年12月31日）

         該当事項はありません。
                                330/337








                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
      (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　2018年1月1日　至　2018年12月31日）
                                      関連
                                議決権等
                             事業の
            会社等の
                                     当事者     取引の    取引金額         期末残高
                        資本金又         の所有
     種類      名称又は        所在地                                科目
                            内容又は
                        は出資金         (被所有)
                                      との     内容    (百万円)         (百万円)
            氏名
                             職業
                                 割合(%)
                                      関係
                                         受入手数料      3,458   未収収益       330
     同一の               米国                 投資顧問
                         1,000     投資
         ブラックロック・ファン
    親会社を              カリフォル               なし    契約の    委託調査費        37
         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
    当事業年度　（自　2019年1月1日　至　2019年12月31日）

                                      関連
                                議決権等
                             事業の
            会社等の
                                     当事者     取引の    取引金額         期末残高
                        資本金又         の所有
     種類      名称又は        所在地                                科目
                            内容又は
                        は出資金         (被所有)
                                      との     内容    (百万円)         (百万円)
            氏名
                             職業
                                 割合(%)
                                      関係
                                         受入手数料      3,314   未収収益       360
     同一の               米国                 投資顧問
                         1,000     投資
         ブラックロック・ファン
    親会社を              カリフォル               なし    契約の    委託調査費       145
         ド・アドバイザーズ
                        米ドル    顧問業
                                                   未払費用        9
    持つ会社               ニア州                 再委任等
                                         事務委託費        28
    （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  2018年    1月  1日       (自  2019年    1月  1日
             項目
                            至  2018年12月31日)             至  2019年12月31日)
     １株当たり純資産額                       1,828,761      円  92  銭    1,642,418      円  94  銭
     １株当たり当期純利益金額                        359,180     円  40  銭     326,833     円  15  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  2018年    1月  1日       (自  2019年    1月  1日
             項目
                           至  2018年12月31日)             至  2019年12月31日)
     当期純利益              （百万円）              5,387               4,902
     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）              5,387               4,902
     普通株式の期中平均株式数               （株）            15,000               15,000
    独立監査人の監査報告書は、当事業年度（自　2019年1月1日　至2019年12月31日）を対象としております。

                                331/337





                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（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。
                                332/337













                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（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。
                                333/337













                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（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           三井住友信託銀行株式会社
       ・資本金の額           342,037百万円（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。
     ＜参考：再信託受託会社の概要＞

       ・名称           日本トラスティ・サービス信託銀行株式会社
       ・資本金の額           51,000百万円（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（日本トラスティ・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）
       野村證券株式会社                          10,000
                                         金融商品取引法に定める第一種金融商
                                         品取引業を営んでいます。
       三菱ＵＦＪモルガン・スタンレーＰＢ証券
                                 8,000
       株式会社
    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。
                                334/337






                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
    第３【参考情報】
     当計算期間において、ファンドに係る金融商品取引法第25条第１項各号に掲げる書類は、以下のとおり提出されてお

    ります。
     2019年４月12日　　有価証券報告書、有価証券届出書

     2019年10月11日　　半期報告書、有価証券届出書
                                335/337


















                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（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2019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。
                                336/337


                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券報告書（内国投資信託受益証券）
                 独　立　監　査　人　の　監　査　報　告　書
                                                    2020年３月４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

    げられているブラックロック・スタイル・アドバンテージ・ポートフォリオ（円／年１回決算コース）の2019年１月16
    日から2020年１月15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、ブラッ
    クロック・スタイル・アドバンテージ・ポートフォリオ（円／年１回決算コース）の2020年１月15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。
                                337/337

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