ブラックロック・アメリカ大陸ロング・ショート・ファンド(ダイワ投資一任専用) 有価証券届出書(内国投資信託受益証券)

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

    【提出先】                   関東財務局長

    【提出日】                   2020年9月8日

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

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

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

    【事務連絡者氏名】                   猪浦 純子

    【電話番号】                   03-6703-7940

    【届出の対象とした募集(売出)内国投                   ブラックロック・アメリカ大陸ロング・ショート・ファンド(ダイワ投資一任

     資信託受益証券に係るファンドの名                  専用)
     称】
    【届出の対象とした募集(売出)内国投                   600億円を上限とします。

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

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

        て表示された数字はかかる数値の総和と必ずしも一致するとは限りません。
                                   1/379










                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
    第一部【証券情報】
    (1)【ファンドの名称】

      ブラックロック・アメリカ大陸ロング・ショート・ファンド(ダイワ投資一任専用)
      (以下「当ファンド」または「ファンド」といいます。)
    (2)【内国投資信託受益証券の形態等】

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

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

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

     ① 購入時の申込手数料(以下「購入時手数料」といいます。)は、販売会社が独自に定めることができます。
       (販売会社につきましては、「(8)申込取扱場所」に記載の照会先までお問い合わせください。)
       なお、購入時手数料には消費税に相当する金額および地方消費税に相当する金額(以下「消費税等相当額」とい
      います。)が含まれています (以下同じ。)                     。
        ※購入時手数料を徴収している販売会社はありません。
     ② 分配金の受取方法により、「分配金支払いコース」、「分配金再投資コース」の2つのコースがあります。「分

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

      分配金の受取方法により、収益の分配時に分配金を受け取る「分配金支払いコース」と、分配金が税引き後、無手
     数料で再投資される「分配金再投資コース」の2つの購入方法があります。
      取扱いを行なうコースおよび購入の申込単位(以下「購入単位」といいます。)は、各販売会社により異なります
     ので、詳細は販売会社にお問い合わせください。
                                   2/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
    (7)【申込期間】
      2020年9月9日から2021年3月8日まで
      申込期間は、上記期間満了前に有価証券届出書を提出することによって更新されます。
    (8)【申込取扱場所】

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

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

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

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

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

        行ないません。
      ③ 購入不可日

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

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

       ◆ 投資信託振替制度とは、
        ・ファンドの受益権の発生、消滅、移転をコンピュータシステムにて管理します。
        ・ファンドの設定、換金、償還等がコンピュータシステム上の帳簿(「振替口座簿」といいます。)への記
         載・記録によって行なわれますので、受益証券は発行されません。
                                   3/379




                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
    第二部【ファンド情報】
    第1【ファンドの状況】

    1【ファンドの性格】

     (1)【ファンドの目的及び基本的性格】
      ① 「ブラックロック・アメリカ大陸ロング・ショート・ファンド(ダイワ投資一任専用)」(以下「当ファン
       ド」または「ファンド」といいます。)は、市場動向に左右されない投資収益の達成を目標に運用を行ないま
       す。
      ② 当ファンドは、追加型証券投資信託であり、追加型投信/海外/株式/特殊型(ロング・ショート型)に属し

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

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

          投資対象資産          決算頻度      投資対象地域         投資形態       為替ヘッジ          特殊型
        株式             年1回      グローバル        ファミリー       あり         ブル・ベア型
         一般             年2回      日本        ファンド       (フルヘッジ)
         大型株             年4回      北米                        条件付運用型
         中小型株             年6回      欧州        ファンド・       なし
        債券             (隔月)      アジア        オブ・               ロング・ショー
         一般             年12回      オセアニア        ファンズ               ト型  /絶対収益
         公債             (毎月)      中南米                        追求型
         社債             日々      アフリカ
         その他債券             その他      中近東                        その他
         クレジット属性                  (中東)
        不動産投信                  エマージング
        その他資産
        (投資信託証券)
        資産複合
         資産配分固定型
         資産配分変更型
                                   4/379






                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
     <各分類および区分の定義>
      Ⅰ.商品分類
       単位型投信・追加型           追加型投信           一度設定されたファンドであってもその後追加設定が行なわ
       投信の区分                       れ従来の信託財産とともに運用されるファンドをいう。
       投資対象地域による           海外           目論見書又は投資信託約款において、組入資産による主たる
       区分                       投資収益が実質的に海外の資産を源泉とする旨の記載がある
                             ものをいう。
       投資対象資産による           株式           目論見書又は投資信託約款において、組入資産による主たる
       区分                       投資収益が実質的に株式を源泉とする旨の記載があるものを
                             いう。
       補足分類           特殊型           目論見書又は投資信託約款において、投資者に対して注意を
                  (ロング・ショート           喚起することが必要と思われる特殊な仕組みあるいは運用手
                  型)           法(ロング・ショート戦略)の記載があるものをいう。
      Ⅱ.属性区分

       投資対象資産による           その他資産(投資信           目論見書又は投資信託約款において、主として投資信託証券
       属性区分           託証券)           に投資する旨の記載があるものをいう。
       決算頻度による属性           年1回           目論見書又は投資信託約款において、年1回決算する旨の記
       区分                       載があるものをいう。
       投資対象地域による           北米           目論見書又は投資信託約款において、組入資産による投資収
       属性区分           中南米           益が北米地域および中南米地域の資産を源泉とする旨の記載
                             があるものをいう。
       投資形態による属性           ファミリーファンド           目論見書又は投資信託約款において、親投資信託(ファン
       区分                       ド・オブ・ファンズにのみ投資されるものを除く。)を投資
                             対象として投資するものをいう。
       為替ヘッジによる属           為替ヘッジあり           目論見書又は投資信託約款において、為替のフルヘッジ又は
       性区分           (フルヘッジ)           一部の資産に為替のヘッジを行なう旨の記載があるものをい
                             う。なお、「為替ヘッジ」とは、対円での為替リスクに対す
                             るヘッジの有無をいう。
       特殊型による属性区           ロング・ショート型           目論見書又は投資信託約款において、ロング・ショート戦略
       分                       により収益の追求を目指す旨の記載があるものをいう。
       当ファンドは、ファミリーファンド方式で運用され、かつマザーファンドはファンド・オブ・ファンズ形式で運

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

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

       きます。
        
        度額を下回る段階で購入申込の受付を停止する場合があります。
                                   5/379




                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
      ④ ファンドの特色 (当ファンドおよびマザーファンドの特色)
       a.当ファンドは、投資者と販売会社が締結する投資一任契約に基づいて、資産を管理する口座の資金を運用す
        るためのファンドです。
        当ファンドは、ダイワファンドラップ アクティブ・シリーズを構成するファンドの1つです。
         㭟匰픰ꄰ줰溌ﱑ攰湵㎏배缰銈䰰樰䙢閌잀԰漰ƌ꥘᩹㸰桢閌읎Nﭙ兽а溌익⌰鉻ꅴذ夰譓ꜰ殕ꈰ夰譙兽

         および投資一任契約を締結する必要があります。
       b.アメリカ大陸株式(米国、カナダおよびラテンアメリカ諸国の株式)等を投資対象として、ロングショート

        (買い建て・売り建て)ポジションを構築することにより、市場動向に左右されない投資収益の達成を目標に
        運用を行ないます。
       ■ アメリカズ・ロングショート・マザーファンド受益証券への投資を通じて、主として米国、カナダおよびラテ

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

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

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

         
         200~800%の範囲内とします。
         
         す。
       ■実質的な主要投資対象ファンドのロングショート戦略は、ブラックロック独自の計量モデルを活用することで

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

         リターン獲得を図るためのツールです。
                                   6/379








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







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

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

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




                                   7/379





                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
       c.実質外貨建資産については、為替ヘッジにより為替変動リスクの低減を図ることを基本とします。
          
           の為替ヘッジを行ないます。
           また、実質的な主要投資対象ファンドは現地通貨建てで投資を行なう場合があり、通常は現地通貨にか
           かる為替変動リスクは、ロングショート戦略において相殺されますが、ロングポジションとショートポ
           ジションの割合が一致しない等の場合には米ドルに対する現地通貨の為替レートの変動が、間接的に当
           ファンドの運用成果に影響を与えます。
                                   8/379


















                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
    (追加的記載事項)
                                   9/379




















                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
     (2)【ファンドの沿革】
      2016年9月26日              信託契約締結、ファンドの設定日、運用開始

      2017年3月18日              マザーファンド名称を変更
                    「ブラックロック・アメリカズ・ロングショート・マザーファンド」から「アメリ
                    カズ・ロングショート・マザーファンド」に変更
     (3)【ファンドの仕組み】

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











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

         委託会社が販売会社に委託する受益権の募集販売の取扱い、換金事務、投資者に対する収益分配金および換
        金代金の支払い、その他これらの業務に付随する業務等について規定しています。
                                  10/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
      <委託会社の概況>
       2020年6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
                                  11/379









                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
    2【投資方針】
     (1)【投資方針】
      ① アメリカズ・ロングショート・マザーファンド受益証券への投資を通じて、主として米国、カナダおよびラテ
       ンアメリカ諸国の株式および株式関連の派生商品等に投資し、ロングショート(売建および買建)ポジションを
       構築することにより市場動向に左右されない投資収益を追求する投資信託証券に投資を行ないます。副次的な投
       資対象として、短期債券等に投資する投資信託証券にも投資を行ないます。投資対象とする投資信託証券は、別
       に定めるブラックロック・グループの運用会社が運用するものとします。
      ② 実質外貨建資産については、為替ヘッジにより為替変動リスクの低減を図ることを基本とします。

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

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

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

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

     1.基本方針

       この投資信託は、市場動向に左右されない投資収益の達成を目標に運用を行ないます。
     2.運用方法

     (1)投資対象
       主として米国、カナダおよびラテンアメリカ諸国の株式および株式関連の派生商品等に投資し、ロング・ショー
       ト(売建および買建)ポジションを構築することにより市場動向に左右されない投資収益を追求する投資信託証
       券に投資を行ないます。副次的な投資対象として、短期債券等に投資する投資信託証券にも投資を行ないます。
       投資信託証券には、国内投資信託または外国投資信託の受益証券、投資証券、または外国投資証券が含まれま
       す。
     (2)投資態度
       ① 主として米国、カナダおよびラテンアメリカ諸国の株式および株式関連の派生商品等に投資し、ロング・
         ショート(売建および買建)ポジションを構築することにより市場動向に左右されない投資収益を追求す
         る投資信託証券(以下、「主要投資対象ファンド」といいます。)に投資を行ないます。副次的な投資対
         象として、短期債券等に投資する投資信託証券にも投資を行ないます。投資対象とする投資信託証券は、
         別に定めるブラックロック・グループの運用会社が運用するものとします。
       ② 各投資信託証券への投資割合は、原則として市況動向および各投資信託証券の収益性等を勘案して委託会
         社が決定します。通常、主要投資対象ファンドへの投資割合を高位に保ちます。
       ③ 別に定める投資信託証券は、委託会社の判断により、変更することがあります。
       ④ 外貨建資産については、為替ヘッジにより為替変動リスクの低減を図ることを基本とします。
       ⑤ 資金動向、市場動向、残存信託期間等によっては、上記のような運用ができない場合もあります。
     (3)投資制限
       ① 投資信託証券および短期金融商品(短期運用の有価証券を含みます。)以外への直接投資は行ないませ
         ん。
       ② 投資信託証券への投資割合には制限を設けません。
       ③ 外貨建資産への投資割合には制限を設けません。
       ④   一般社団法人投資信託協会規則に定める一の者に係る株式等エクスポージャー、債券等エクスポージャー
         およびデリバティブ等エクスポージャーの信託財産の純資産総額に対する比率は、原則としてそれぞれ
         10%、合計で20%を超えないものとし、当該比率を超えることとなった場合には、同規則にしたがい当該
         比率以内となるよう調整を行ないます。
                                  12/379

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

      ① 投資対象とする資産の種類
        この信託において投資の対象とする資産の種類は、次に掲げる特定資産(「特定資産」とは、投資信託及び投
       資法人に関する法律(以下「投信法」といいます。)第2条第1項で定めるものをいいます。以下同じ。)とし
       ます。
       a.有価証券
       b.金銭債権
       c.約束手形(手形割引市場において売買される手形に限ります。)
      ② 投資対象とする有価証券

        委託会社は、信託金を、主としてアメリカズ・ロングショート・マザーファンド受益証券のほか、次の有価証
       券(金融商品取引法第2条第2項の規定により有価証券とみなされる同項各号に掲げる権利を除きます。)に投
       資することを指図します。
       a.国債証券
       b.地方債証券
       c.特別の法律により法人の発行する債券および社債券(新株引受権証券と社債券とが一体となった新株引受権
         付社債券の新株引受権証券および短期社債券を除きます。)
       d.短期社債等(社債、株式等の振替に関する法律第66条第1号に規定する短期社債、保険業法第61条の10第1項
         に規定する短期社債、資産の流動化に関する法律第2条第8項に関する特定短期社債、商工組合中央金庫法
         第33条の2に規定する短期商工債、信用金庫法第54条の4第1項に規定する短期債および農林中央金庫法第
         62条の2第1項に規定する短期農林債をいいます。)
       e.コマーシャル・ペーパー
       f.外国または外国の者の発行する証券または証書で、前各号の証券または証書の性質を有するもの
       g.外国法人が発行する譲渡性預金証書
       なお、a.からc.の証券を以下「公社債」といい、公社債にかかる運用の指図は買い現先取引(売戻し条件付の
       買い入れ)および債券貸借取引(現金担保付き債券借入れ)に限り行なうことができるものとします。
      ③ 投資対象とする金融商品

        このファンドの設定、換金、償還、投資環境の変動等への対応等、委託会社が運用上必要と認めるときには、
       有価証券のほか、次に掲げる金融商品(金融商品取引法第2条第2項の規定により有価証券とみなされる同項各
       号に掲げる権利を含みます。)により運用を指図することができます。
       a.預金
       b.指定金銭信託(金融商品取引法第2条第1項第14号に規定する受益証券発行信託を除きます。)
       c.コール・ローン
       d.手形割引市場において売買される手形
                                  13/379








                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
    マザーファンドの投資対象ファンドの概要
     (a)  BSF ブラックロック・アメリカズ・ダイバーシファイド・エクイティ・アブソルート・リターン・ファンド
      形態         ルクセンブルグ籍(オープン・エンド型)会社型外国投資証券(米ドル建て)
              ファンドは株式等に投資するロングショート(買い建ておよび売り建て)ポジションを構築す
              ることにより、市場動向に係わらずプラスのアブソルート・リターンの追求を目指します。
      投資目的および         ファンドの純資産の少なくとも70%を米国、カナダおよびラテンアメリカ諸国の株式もしくは
      投資態度         株式関連の派生商品等へ投資を行ないます。
              ファンドは、投資対象とする株式市場へのネットエクスポージャーを最小限にすることを目指
              して、広く分散投資を行ないます。
      設定日         2012年2月17日
      存続期間         無期限

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

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

      申込手数料         ありません。

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

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

              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
    (注) 投資対象ファンドにかかる報酬相当額は、委託会社の信託報酬より支払われます。
                                  14/379









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

                                  15/379












                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
     (3)【運用体制】
      ファンドの運用・管理の各業務の役割分担を社内規程により定めております。
      ファンドの運用については委託会社の運用部門が統括しています。
      社内には内部監査を担当する部門、ファンドの運用状況やリスク状況等をモニターし、関連部署にフィードバック
     する部門、或いは投資委員会等開催により、各ファンドの投資方針等にしたがって運用が行なわれているか確認する
     組織、機能が確立しています。
      当ファンドの運用は、株式インデックス運用部(当ファンド担当:8名程度)が担当いたします。
       運用体制図

           ※ 運用体制等は、変更となる場合があります。










       ブラックロック・グループ

                                   *
        ブラックロック・グループは、運用資産残高約7.32兆ドル                            (約789兆円)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。
       * 2020年6月末現在。(円換算レートは1ドル=107.885円を使用)
                                  16/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
     (4)【分配方針】
      ① 収益分配方針
        年1回の毎決算時(原則として6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(以下「配当等収益」といいます。)
         は、諸経費、諸費用(消費税に相当する金額および地方消費税に相当する金額(以下「消費税相当額」とい
         います。)を含みます。以下同じ。)、信託報酬(消費税等相当額を含みます。以下同じ。)を控除した
         後、その残額を投資者に分配することができます。なお、次期以降の分配に充てるため、その一部を分配準
         備積立金として積み立てることができます。
        (b)  売買損益に評価損益を加減した利益金額(以下「売買益」といいます。)は、諸経費、諸費用および信託
         報酬を控除し、繰越欠損金のあるときは、その全額を売買益をもって補てんした後、投資者に分配すること
         ができます。なお、次期以降の分配に充てるため、分配準備積立金として積み立てることができます。
       b.毎計算期末において、信託財産につき生じた損失は、次期に繰り越すものとします。

      ③ 収益分配金の支払い

       a.支払時期と支払場所
        (a)  分配金支払いコースの場合
          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)  分配金再投資コースの場合
          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。
                                  17/379




                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
     (5)【投資制限】
        以下は当ファンドの約款で定める投資制限です。
      ① 投資信託証券および短期金融商品(短期運用の有価証券を含みます。)以外への直接投資は行ないません。
      ② 投資信託証券への投資制限

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

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

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

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

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

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

       a.委託会社は、信託財産の効率的な運用ならびに運用の安定性に資するため、換金に伴う支払資金の手当て(換
        金に伴う支払資金の手当てのために借入れた資金の返済を含みます。)を目的として、または再投資にかかる収
        益分配金の支払資金の手当てを目的として、資金借入れ(コール市場を通じる場合を含みます。)の指図をする
        ことができます。なお、当該借入金をもって有価証券等の運用は行なわないものとします。
       b.換金に伴う支払資金の手当てにかかる借入期間は、投資者への換金代金支払開始日から信託財産で保有する有
        価証券等の売却代金の受渡日までの間または投資者への換金代金支払開始日から信託財産で保有する有価証券等
        の換金代金入金日までの間もしくは投資者への換金代金支払開始日から信託財産で保有する有価証券等の償還金
        の入金日までの期間が5営業日以内である場合の当該期間とし、資金借入額は当該有価証券等の売却または換金
        代金および有価証券等の償還金の合計額を限度とします。
        ただし、資金の借入額は、借入れ指図を行なう日における信託財産の純資産総額の10%を超えないこととしま
        す。
                                  18/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
       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。
                                  19/379




















                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
    3【投資リスク】
     (1)  投資リスク
       ファンドの基準価額は、組入れられている有価証券の値動きの他、為替変動による影響を受けます。これらの信
      託財産の運用により生じた損益はすべて投資者の皆様に帰属します。したがって、当ファンドは元金および元金か
      らの収益の確保が保証されているものではなく、基準価額の下落により投資者は損失を被り、元金を割り込むこと
      があります。また、投資信託は預貯金と異なります。
       当ファンドにかかる主なリスクは以下の通りです。
      ① 基準価額の変動要因

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

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

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

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

         当ファンドの実質的な主要投資対象ファンドは、株式関連の派生商品(先物・スワップなど)に投資を行な
        います。先物・スワップなどのデリバティブ取引は、現物資産への投資に代わって投資目的を効率的に達成す
        るために用いられ、あるいは価格変動による影響を回避するために用いられますが、その目的が達成される保
        証はなく、損失が発生する可能性があります。デリバティブ取引はコストとリスクが伴い、当ファンドの運用
        成果に影響を与えます。
                                  20/379





                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
        (レバレッジ・リスク)
         デリバティブ取引では、一般的に想定元本に対して比較的小額の証拠金・担保金等を取引相手に差入れるこ
        とで、より大きな金額の取引を行ないます。当ファンドの実質的な主要投資対象ファンドでは、ファンドの純
        資産規模を上回る金額のデリバティブ取引を行ないます。その結果として、いわゆる「てこ(レバレッジ)の
        原理」により市場価格の変動が増幅され、大きな影響を被る可能性があります。
        (デリバティブ取引の取引先に関するリスク)

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

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

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

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

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

         法令・税制・会計方法等は今後変更される可能性があります。
                                  21/379






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

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

                                  22/379












                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
    (参考情報)
                                  23/379




















                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
    4【手数料等及び税金】
     (1)【申込手数料】
      ① 購入時の申込手数料(以下「購入時手数料」といいます。)は、販売会社が独自に定めることができます。
        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/
        なお、購入時手数料には消費税等相当額が含まれます(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。
         ※購入時手数料を徴収している販売会社はありません。

      ② 分配金の受取方法により、「分配金支払いコース」、「分配金再投資コース」の2つのコースがあります。

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

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

        ありません。
     (3)【信託報酬等】

      ① 信託報酬の総額
        計算期間を通じて毎日、信託財産の純資産総額に年1.9008%(税抜1.728%)の率を乗じて得た金額とします。
        信託報酬に係る委託会社、販売会社、受託会社の間の配分および当該報酬を対価とする役務の内容は次の通り
       とします。
                    信託報酬の配分                     役務の内容
                     年1.76%          ファンドの運用、基準価額の計算、運用報告書等各種
          委託会社
                     (税抜1.60)          書類の作成等
                     年0.11%          運用報告書等各種書類の送付、口座内でのファンドの
          販売会社
                    (税抜0.10%)           管理、購入後の情報提供等
                     年0.0308%
          受託会社                     運用財産の管理、委託会社からの指図の実行等
                    (税抜0.028%)
         ※ 実質的な投資対象ファンドにかかる報酬相当額は、委託会社の信託報酬より支払われます。
      ② 信託報酬の支払時期と支払方法等

        信託報酬は、日々計上され、毎計算期間の最初の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と
       します。)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。
                                  24/379


                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
      ③ 下記の諸費用(以下「諸費用」といいます。)および諸費用に係る消費税等相当額は、投資者の負担とし、信
       託財産中から支弁することができます。
        1.受益権の管理事務に関連する費用
        2.有価証券届出書、有価証券報告書等法定提出書類の作成、印刷および提出に係る費用
        3.目論見書の作成、印刷および交付に係る費用
        4.信託約款の作成、印刷および届出に係る費用
        5.運用報告書の作成、印刷、交付および提出に係る費用
        6.公告に係る費用
        7.他の信託との併合および信託約款の変更またはファンドの償還に係る事項を記載した書面の作成、印刷お
         よび交付に係る費用
        8.この信託の監査人、法律顧問および税務顧問に対する報酬および費用
         委託会社は、年0.11%(税抜0.10%)を上限とする、上記の諸費用の金額をあらかじめ合理的に見積もった
        上で算出する率を毎日純資産総額に対して乗じて得た額、または上記の諸費用の金額をあらかじめ合理的に見
        積もった上で算出する額を、上記の諸費用の支払の合計額とみなして、ファンドから受領することができま
        す。諸費用および諸費用に係る消費税等相当額は、日々計上され、毎計算期間の最初の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 実質的な投資対象ファンドに係る保管報酬および事務処理に要する諸費用が別途投資対象ファンドから支払わ

       れます。
     (5)【課税上の取扱い】

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

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

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

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

       a.個人の投資者の場合
         換金時および償還時の差益(譲渡益)が課税対象となります。
                                  25/379




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

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

       a.個人の投資者に対する課税
        (a)  収益分配金の課税について
          支払いを受ける収益分配金のうち、課税扱いとなる普通分配金については、配当所得として、20.315%
         (所得税15.315%(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。
          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。
       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。
        ※外貨建資産への投資により外国税額控除の適用となった場合には、分配時の税金が異なる場合があります。

        㭎ઊᠰ漀㈀ ㈀ぞ瓿ᙧࡧ⭳﹗⠰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。
                                  26/379




                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
    5【運用状況】
      以下の運用状況は2020年6月末現在のものです。
      「ブラックロック・アメリカ大陸ロング・ショート・ファンド(ダイワ投資一任専用)」
     (1)【投資状況】
               資産の種類                     金額(円)            投資比率(%)

                                     953,596,342                100.08

     親投資信託受益証券
                  内 日本                  953,596,342                100.08

     コール・ローン、その他の資産(負債控除後)                                 △772,395               △0.08

     純資産総額                                952,823,947                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)     (%)
       アメリカズ・ロングショート・                 親投資信託
     1                日本        731,509,928      1.3056    955,096,329      1.3036    953,596,342      100.08
       マザーファンド                 受益証券
     (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(%)

                   親投資信託受益証券                         100.08

         (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。
                                  27/379









                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
     (3)【運用実績】
      ①【純資産の推移】
        2020年6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(2017年6月15日)                  335,768,321          (同左)            1.0180       (同左)
     第2期(2018年6月15日)                  384,997,062          (同左)            1.0737       (同左)
     第3期(2019年6月17日)                  616,292,931          (同左)            1.0402       (同左)
     第4期(2020年6月15日)
                      933,168,220          (同左)            1.0391       (同左)
     2019年6月末現在                  628,318,926           ―           1.0452         ―
     2019年7月末現在                  638,710,336           ―           1.0635         ―
     2019年8月末現在                  627,193,691           ―           1.0401         ―
     2019年9月末現在                  653,091,655           ―           1.0267         ―
     2019年10月末現在                  669,921,686           ―           1.0108         ―
     2019年11月末現在                  735,590,349           ―           1.0173         ―
     2019年12月末現在                  779,998,269           ―           1.0092         ―
     2020年1月末現在                  839,659,807           ―           1.0112         ―
     2020年2月末現在                  857,403,094           ―           1.0065         ―
     2020年3月末現在                  858,975,836           ―           1.0008         ―
     2020年4月末現在                  862,172,442           ―           1.0181         ―
     2020年5月末現在                  909,955,515           ―           1.0383         ―
     2020年6月末現在                  952,823,947           ―           1.0366         ―
      ②【分配の推移】

                                       1口当たりの分配金(円)

                第1期                            ―

                第2期                            ―

                第3期                            ―

                第4期                            ―

      ③【収益率の推移】

                                          収益率(%)

                第1期                            1.8

                第2期                            5.5

                第3期                           △3.1

                第4期                           △0.1

     (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。
                                  28/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
     (4)【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               338,283,526              8,458,742            329,824,784

         第2期               260,134,959             231,394,453             358,565,290

         第3期               313,876,576              79,994,821             592,447,045

         第4期               483,900,041             178,325,954             898,021,132

                                  29/379

















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

                                     1,447,735,300                 98.50

     投資証券
                  内 ルクセンブルグ                   1,316,713,063                 89.59

                  内 アイルランド                    131,022,237                 8.91

     コール・ローン、その他の資産(負債控除後)                                  22,025,783                1.50

     純資産総額                                1,469,761,083                 100.00

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

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

                                 簿価単価      簿価金額      評価単価      評価金額
    順位        銘柄        国/地域     種類   投資口数                          比率
                                  (円)      (円)      (円)      (円)
                                                       (%)
       ブラックロック・ストラテジッ
       ク・ファンズ ブラックロック・
       アメリカズ・ダイバーシファイ              ルクセン
     1                    投資証券     74,383   17,718.98     1,317,999,988      17,701.68     1,316,713,063      89.59
       ド・エクイティ・アブソルート・               ブルグ
       リターン・ファンド クラスX投
       資証券
       インスティテューショナル・
       キャッシュ・シリーズplc ブラッ
                     アイル
     2  クロック・ICS・USトレジャ                  投資証券     11,472   11,420.37      131,015,641     11,420.94      131,022,237      8.91
                     ランド
       リー・ファンド エージェンシー
       クラス投資証券
     (注) 投資比率は、純資産総額に対する評価金額の比率です。
     種類別投資比率

                   種類                    投資比率(%)

                  投資証券                       98.50

          (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。
                                  30/379






                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
    (参考情報)運用実績
                                  31/379




















                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
    第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「分配金支払いコース」と分配金が税引き後無手数
      料で再投資される「分配金再投資コース」の2つの申込方法があります。
       「分配金再投資コース」を選択する投資者は、当該販売会社との間で「累積投資約款」にしたがって契約を締結
      します。
       取扱いを行なうコースは各販売会社により異なりますので、詳細は販売会社までお問い合わせください。
       投資者は販売会社に、購入と同時にまたはあらかじめ当該投資者が受益権の振替を行なうための振替機関等の口
      座を申し出るものとし、当該口座に当該投資者に係る口数の増加の記載または記録が行なわれます。なお、販売会
      社は、当該購入の代金の支払いと引き換えに、当該口座に当該投資者に係る口数の増加の記載または記録を行なう
      ことができます。委託会社は、追加信託により分割された受益権について、振替機関等の振替口座簿への新たな記
      載または記録をするため社振法に定める事項の振替機関への通知を行なうものとします。振替機関等は、委託会社
      から振替機関への通知があった場合、社振法の規定にしたがい、その備える振替口座簿への新たな記載または記録
      を行ないます。受託会社は、信託契約締結日に生じた受益権については信託契約締結時に、追加信託により生じた
      受益権については追加信託のつど、振替機関の定める方法により、振替機関へ当該受益権に係る信託を設定した旨
      の通知を行ないます。
     (2)  申込期間

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

       購入の受付は、申込期間中の午後3時までに受付けたもの(当該申込みにかかる販売会社所定の事務手続きが完
      了したもの)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。受付時間
      を過ぎての購入は翌営業日の取扱いとします。
       販売会社につきましては、下記にお問い合わせください。

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

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

       販売会社は、受益権の取得申込者に対し、最低単位を1円単位または1口単位として販売会社が定める単位を
      もって、取得の申込みに応じることができます。
     (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。
                                  32/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
     (7)  購入時手数料
      a.販売会社が独自に定めることができます。
        なお、購入時手数料には消費税等相当額が含まれます。
        ※購入時手数料を徴収している販売会社はありません。
      b.「分配金再投資コース」を選択した投資者が、分配金を再投資する場合は、無手数料となります。

     (8)  購入代金のお支払い

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

       金融商品取引所等における取引の停止、外国為替取引の停止、決済機能の停止その他やむを得ない事情があると
      きは、委託会社の判断により、受益権の購入の受付を中止することおよび既に受付けた購入の受付を取り消すこと
      があります。
                                  33/379















                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
    2【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。委託会社の各営業日の午後3時までに受
      付けた換金の申込み(当該申込みにかかる販売会社所定の事務手続きが完了したもの)を、当日の受付分として取
      扱います。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。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

       投資者は、自己に帰属する受益権について、最低単位を1口単位として販売会社が定める単位をもって、委託会
      社に一部解約の実行を請求することができます。
     (3)  換金不可日

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

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

       信託財産の資金管理を円滑に行なうため、大口の換金の申込には制限があります。
     (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。
                                  34/379







                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
    3【資産管理等の概要】
     (1)【資産の評価】
       基準価額とは、信託財産に属する資産(受入担保金代用有価証券および借入有価証券を除きます。)を法令およ
      び一般社団法人投資信託協会規則にしたがって時価評価して得た信託財産の資産総額から負債総額を控除した金額
      (「純資産総額」といいます。)を、計算日における受益権総口数で除した金額をいいます。なお、外貨建資産
      (外国通貨表示の有価証券(「外貨建有価証券」といいます。)、預金その他の資産をいいます。以下同じ。)の
      円換算については、原則として、わが国における計算日の対顧客電信売買相場の仲値によって計算します。また、
      予約為替の評価は、原則として、わが国における計算日の対顧客先物売買相場の仲値によるものとします。
       基準価額(1万口当り)は委託会社の営業日に毎日算出されます。投資者は、販売会社または下記に問い合わせ
      ることにより知ることができます。
       また、日々の基準価額(1万口当り)は翌日の日本経済新聞に掲載されております。ファンド名は「Fアメ大L
      S」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、無期限とします。
     (4)【計算期間】

       毎年6月16日から翌年の6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。ただし、最
      終計算期間の終了日は、信託期間の終了日とします。
     (5)【その他】

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

        のファンドを償還させることができます。この場合において、委託会社は、あらかじめ、償還しようとする旨
        を監督官庁に届け出ます。
                                  35/379




                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
       c.a.およびb.の場合において、委託会社は、書面による決議(以下「書面決議」といいます。)を行ない
        ます。この場合において、あらかじめ、書面決議の日ならびにファンドの償還の理由などの事項を定め、当該
        決議の日の2週間前までに、この信託契約に係る知れている投資者に対し、書面をもってこれらの事項を記載
        した書面決議の通知を発します。
       d.c.の書面決議において、投資者(委託会社およびこの信託の信託財産にこの信託の受益権が属するときの

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

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

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

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

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

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

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

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

        にあってはその併合が投資者の利益に及ぼす影響が軽微なものに該当する場合を除き、合わせて「重大な約款
        の変更等」といいます。)について、書面決議を行ないます。この場合において、あらかじめ、書面決議の日
        ならびに重大な約款の変更等の内容およびその理由などの事項を定め、当該決議の日の2週間前までに、この
        信託約款に係る知れている投資者に対し、書面をもってこれらの事項を記載した書面決議の通知を発します。
                                  36/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
       c.b.の書面決議において、投資者(委託会社およびこの信託の信託財産にこの信託の受益権が属するときの
        当該受益権に係る投資者としての受託会社を除きます。以下c.において同じ。)は受益権の口数に応じて、
        議決権を有し、これを行使することができます。なお、知れている投資者が議決権を行使しないときは、当該
        知れている投資者は書面決議について賛成するものとみなします。
       d.b.の書面決議は議決権を行使することができる投資者の議決権の3分の2以上に当たる多数をもって行な

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

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

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

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

        います。
      ③ 信託事務の委託

        受託会社は、当ファンドにかかる信託事務の処理の一部について株式会社日本カストディ銀行と再信託契約を
       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、販売会社を通じ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。
                                  37/379







                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
    4【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。
       <分配金支払いコース>
        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。
       <分配金再投資コース>

        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。
                                  38/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
    第3【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4期計算期間(2019年6月18日から2020年

      6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「アメリカズ・ロン

      グショート・マザーファンド」の貸借対照表、注記表及び附属明細表を記載しております。
       なお、当該参考情報は監査意見の対象外となっております。
                                  39/379
















                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
    1【財務諸表】
    【ブラックロック・アメリカ大陸ロング・ショート・ファンド(ダイワ投資一任専用)】
    (1)  【貸借対照表】
                                                    (単位:円)
                                   第3期              第4期
                               (2019年6月17日現在)              (2020年6月15日現在)
     資産の部
      流動資産
        親投資信託受益証券                              621,769,005              941,631,546
                                       1,019,836                  -
        未収入金
      流動資産合計                               622,788,841              941,631,546
     資産合計                                 622,788,841              941,631,546
     負債の部
      流動負債
        未払解約金                               1,019,836                  -
        未払受託者報酬                                83,840              129,589
        未払委託者報酬                               5,092,717              7,870,801
                                        299,517              462,936
        その他未払費用
      流動負債合計                                6,495,910              8,463,326
     負債合計                                  6,495,910              8,463,326
     純資産の部
     元本等
      元本                               592,447,045              898,021,132
      剰余金
        期末剰余金又は期末欠損金(△)                              23,845,886              35,147,088
                                      11,190,762               8,810,570
        (分配準備積立金)
      元本等合計                               616,292,931              933,168,220
     純資産合計                                 616,292,931              933,168,220
     負債純資産合計                                 622,788,841              941,631,546
                                  40/379











                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
    (2)  【損益及び剰余金計算書】
                                                    (単位:円)
                                   第3期              第4期
                                (自 2018年6月16日              (自 2019年6月18日
                                至 2019年6月17日)               至 2020年6月15日)
     営業収益
      有価証券売買等損益                               △ 6,096,262              20,175,146
                                          -              420
      その他収益
      営業収益合計                               △ 6,096,262              20,175,566
     営業費用
      受託者報酬                                 153,253              229,973
      委託者報酬                                9,310,090              13,968,717
                                        547,533              825,205
      その他費用
      営業費用合計                                10,010,876              15,023,895
     営業利益又は営業損失(△)                                △ 16,107,138               5,151,671
     経常利益又は経常損失(△)                                △ 16,107,138               5,151,671
     当期純利益又は当期純損失(△)                                △ 16,107,138               5,151,671
     一部解約に伴う当期純利益金額の分配額又は一部解
                                      △ 3,008,928             △ 2,730,982
     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(△)                                 26,431,772              23,845,886
     剰余金増加額又は欠損金減少額                                 15,960,202               9,675,197
      当期追加信託に伴う剰余金増加額又は欠損金減
                                      15,960,202               9,675,197
      少額
     剰余金減少額又は欠損金増加額                                  5,447,878              6,256,648
      当期一部解約に伴う剰余金減少額又は欠損金増
                                       5,447,878              6,256,648
      加額
                                          -              -
     分配金
     期末剰余金又は期末欠損金(△)                                 23,845,886              35,147,088
                                  41/379












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

      有価証券売買等損益の計上基準
      約定日基準で計上しております。
    3 その他財務諸表作成のための基本となる重要な事項

      計算期間末日の取扱い
      第4期計算期間は前計算期間末が休業日であったため、2019年6月18日から2020年6月15日までとなっておりま
      す。
                                  42/379
















                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
    (貸借対照表に関する注記)
                             第3期                  第4期
            項目
                          (2019年6月17日現在)                  (2020年6月15日現在)
     1 当該計算期間の末日における
                                592,447,045口                  898,021,132口
       受益権総数
     2 1口当たり純資産額                              1.0402円                  1.0391円
    (損益及び剰余金計算書に関する注記)

                        第3期                     第4期
        項目            (自 2018年6月16日                     (自 2019年6月18日
                     至 2019年6月17日)                      至 2020年6月15日)
               当計算期末における、費用控除後の配当等                     当計算期末における、費用控除後の配当等
     分配金の計算過程
               収益(0円)、費用控除及び繰越欠損金補                     収益(45,450円)、費用控除及び繰越欠損
               填後の有価証券売買等損益(0円)、収益調                     金補填後の有価証券売買等損益(0円)、収
               整金(有価証券売買等損益相当額)                     益調整金(有価証券売買等損益相当額)
               (2,286,330円)、収益調整金(その他収益                     (4,835,267円)、収益調整金(その他収益
               調整金)(10,368,794円)、分配準備積立                     調整金)(23,923,167円)、分配準備積立
               金(11,190,762円)により、分配対象収益                     金(8,765,120円)により、分配対象収益は
               は23,845,886円となりましたが、委託会社                     37,569,004円となりましたが、委託会社が
               が基準価額水準・市況動向等を勘案し、当                     基準価額水準・市況動向等を勘案し、当期
               期は分配を見合わせました。                     は分配を見合わせました。
                                  43/379













                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
    (金融商品に関する注記)
    Ⅰ 金融商品の状況に関する事項
    1 金融商品に対する取組方針
    当ファンドは、投資信託及び投資法人に関する法律第2条第4項に定める証券投資信託であり、信託約款に規定する
    「運用の基本方針」に従い、有価証券等の金融商品に対して投資として運用することを目的としております。
    2 金融商品の内容及び金融商品に係るリスク

    当ファンドが保有する金融商品の種類は、有価証券、コール・ローン等の金銭債権及び金銭債務であります。当ファン
    ドが保有する有価証券は親投資信託受益証券であります。
    当ファンドの主な投資リスクとして、「ロングショ-ト戦略によるリスク」、「株式の価格変動のリスク」、「デリバ
    ティブ取引のリスク」、「為替変動リスク」、「債券投資のリスク」等があります。
    3 金融商品に係るリスク管理体制

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

                                  44/379









                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
    Ⅱ 金融商品の時価等に関する事項
                第3期                           第4期
            (2019年6月17日現在)                           (2020年6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。
                                  45/379










                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
    (その他の注記)
    1 期中元本変動額
                           第3期                   第4期
           項目
                        (2019年6月17日現在)                   (2020年6月15日現在)
     期首元本額                          358,565,290円                   592,447,045円
     期中追加設定元本額                          313,876,576円                   483,900,041円
     期中一部解約元本額                           79,994,821円                   178,325,954円
    2 有価証券関係

    第3期(2019年6月17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                             △3,827,166
                合計                         △3,827,166

    第4期(2020年6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                             21,491,595
                合計                         21,491,595

    3 デリバティブ取引関係

      該当事項はありません。
                                  46/379










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

        種類               銘柄             券面総額         評価額(円)         備考
               アメリカズ・ロングショート・マザー
     親投資信託受益証券                                721,169,906           941,631,546
               ファンド
     親投資信託受益証券 合計                                721,169,906           941,631,546
     合計                                721,169,906           941,631,546

    (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。
                                  47/379













                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
    (参考情報)
     当ファンドは、「アメリカズ・ロングショート・マザーファンド」受益証券を主要投資対象としており、貸借対照表
    の資産の部に計上された親投資信託受益証券は、すべて同マザーファンドの受益証券であります。同マザーファンドの
    2020年6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。
                  「アメリカズ・ロングショート・マザーファンド」の状況

     (1)  貸借対照表

                                     (2020年6月15日現在)
                   項目
                                        金額(円)
         資産の部

          流動資産
           金銭信託                                      56,430,488
           投資証券                                    1,409,479,294
           派生商品評価勘定                                      5,654,509
          流動資産合計                                    1,471,564,291
         資産合計                                    1,471,564,291
         負債の部
          流動負債
           未払解約金                                      5,160,749
          流動負債合計                                      5,160,749
         負債合計                                      5,160,749
         純資産の部
         元本等
          元本                                    1,123,040,349
          剰余金
           剰余金又は欠損金(△)                                     343,363,193
          元本等合計                                    1,466,403,542
         純資産合計                                    1,466,403,542
         負債純資産合計                                    1,471,564,291
        (注)親投資信託の計算期間は、原則として、毎年6月21日から翌年6月20日までであります。
                                  48/379






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

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

    外貨建資産・負債の円換算については原則として、わが国における計算日の対顧客電信売買相場の仲値によって計算し
    ております。
    4 その他財務諸表作成のための基本となる重要な事項 

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

           項目                  (2020年6月15日現在)
     1 当該計算日における
                                        1,123,040,349口
       受益権総数
     2 1口当たり純資産額                                       1.3057円
                                  49/379







                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
    (金融商品に関する注記)
    Ⅰ 金融商品の状況に関する事項
    1 金融商品に対する取組方針
    当ファンドは、投資信託及び投資法人に関する法律第2条第4項に定める証券投資信託であり、信託約款に規定する
    「運用の基本方針」に従い、有価証券等の金融商品に対して投資として運用することを目的としております。
    2 金融商品の内容及び金融商品に係るリスク

    当ファンドが保有する金融商品の種類は、有価証券、デリバティブ取引、コール・ローン等の金銭債権及び金銭債務で
    あります。当ファンドが保有する有価証券は投資証券であります。
    当ファンドの主な投資リスクとして、「ロングショ-ト戦略によるリスク」、「株式の価格変動のリスク」、「デリバ
    ティブ取引のリスク」、「為替変動リスク」、「債券投資のリスク」等があります。
    当ファンドの利用しているデリバティブ取引は、為替予約取引であります。
    為替予約取引は、外貨建資産の時価総額の為替変動リスクの低減を目的としており、投機を目的とする為替予約は行わ
    ない方針であります。為替予約取引に係る主要なリスクは、為替相場の変動による価格変動リスク及び取引相手の信用
    状況の変化により損失が発生する信用リスクであります。
    3 金融商品に係るリスク管理体制

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

                                  50/379








                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
    Ⅱ 金融商品の時価等に関する事項
                         (2020年6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。
                                  51/379











                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
    (その他の注記)
    1 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6月15日現在)
     同計算期間の期首元本額                                   1,028,011,346円

     同計算期間中の追加設定元本額                                    388,300,560円
     同計算期間中の一部解約元本額                                    293,271,557円
     同計算期間末日の元本額※                                   1,123,040,349円
     ※当該親投資信託受益証券を投資対象とする投資信託の元本額は次の通りです。

     サイエンティフィック・エクイティ・ファンド                                    401,870,443円

     ブラックロック・アメリカ大陸ロング・ショート・ファンド
                                         721,169,906円
     (ダイワ投資一任専用)
     合計                                   1,123,040,349円
    2 有価証券関係

    売買目的有価証券
                                 (2020年6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                          54,138,068

           合計                         54,138,068

    (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。
                                  52/379









                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
    3 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6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)
               為替予約取引
     市場取引以外の取引           売建
                 アメリカドル           1,415,500,229              -    1,409,845,720           5,654,509
             合計             1,415,500,229              -    1,409,845,720           5,654,509

     (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。
                                  53/379











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

      種類       通貨             銘柄            券面総額         評価額        備考
                   ブラックロック・ストラテジック・
                   ファンズ ブラックロック・アメリ
                   カズ・ダイバーシファイド・エクイ                    72,673.480        11,956,240.920
                   ティ・アブソルート・リターン・
                   ファンド クラスX投資証券
          アメリカドル
     投資証券
                   インスティテューショナル・キャッ
                   シュ・シリーズplc          ブラックロッ
                                       11,198.520        1,186,982.640
                   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
                                              13,143,223.560
          アメリカドル小計                             83,872.000
                                              (1,409,479,294)
                                               1,409,479,294
     投資証券 合計
                                              (1,409,479,294)
                                               1,409,479,294
     合計
                                              (1,409,479,294)
     (注1)投資証券における券面総額欄の数値は、口数を表示しております。
     (注2)   1 各種通貨毎の小計の欄における( )内の金額は、邦貨換算額であります。
        2 合計欄における( )内の金額は、外貨建有価証券の邦貨換算額の合計額であり、内数で表示しておりま
          す。
        3 外貨建有価証券の内訳
          通貨             銘柄数          組入投資証券時価比率             合計金額に対する比率
       アメリカドル           投資証券 2銘柄                      100.0%             100.0%

     第2 信用取引契約残高明細表

        該当事項はありません。
     第3 デリバティブ取引及び為替予約取引の契約額等及び時価の状況表

        当該事項はデリバティブ取引関係の注記事項として記載しております。
                                  54/379







                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
    (参考情報)
     当ファンドは、「ブラックロック・ストラテジック・ファンズ                              ブラックロック・アメリカズ・ダイバーシファイド・

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

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

    ティ・アブソルート・リターン・ファンド クラスX投資証券」は、ルクセンブルグにおいて設立されたオープンエン
    ド型投資法人が発行するファンドであり、当該ファンドの現時点で日本語に翻訳された直近の情報は、2019年11月30日
    に終了する中間計算期間(2019年6月1日から2019年11月30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「ブラックロック・ストラテジック・ファンズ」の2019年11月30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、ルクセ
    ンブルグにおける独立監査人の監査を受けておりません。
    (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9月30日に終了する計算期間(2018年10
    月1日から2019年9月30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「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9月30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。
                                  55/379










                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
    純資産計算書 2019年11月30日現在(未監査)
                                               ブラックロック・アメリカ
                                               ズ・ダイバーシファイド・
                                               エクイティ・アブソルー
                                               ト・リターン・ファンド
                                        注記
                                                    米ドル
    資産

    投資有価証券-取得原価                                                1,237,442,241
                                                      (1,463,852)
    未実現評価損
    投資有価証券-時価                                    2(a)
                                                    1,235,978,389
    銀行預金                                    2(a)              5,680,769
                                      2(a)   、2(d)
    未収利息および未収配当金                                                  2,073,357
                                      2(a)   、2(d)
    売却投資有価証券未収金                                                 277,188,881
    販売投資証券未収金                                    2(a)              1,048,396
    以下に係る未実現純評価益:

     差金決済契約                                   2(d)              1,244,656
    スワップの時価                                    2(d)              2,528,293

                                                        3,488
    その他の資産
    資産合計                                                1,525,746,229
    負債

    ブローカーに対する債務                                     14             11,566,208
                                      2(a)   、2(d)
    未払利息および未払配当金                                                  2,460,302
                                      2(a)   、2(d)
    購入投資有価証券未払金                                                 270,548,159
    買戻し投資証券未払金                                    2(a)              15,420,922
    以下に係る未実現純評価損:

     未決済先渡為替予約                                   2(d)              1,799,311
                                      4、5、6、
                                                      2,082,277
    未払費用およびその他の負債
                                        7、8
    負債合計                                                 303,877,179
    純資産合計                                                1,221,869,050

    添付の注記は、これらの財務書類の不可分の一部である。

                                  56/379






                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
    3会計年度末における純資産価額の概要 2019年11月30日現在(未監査)
                          ブラックロック・アメリカズ・ダイバーシファイド・
                           エクイティ・アブソルート・リターン・ファンド
                             2019年        2019年        2018年        2017年
                      通貨
                           11月30日現在        5月31日現在        5月31日現在        5月31日現在
    純資産合計                 米ドル     1,221,869,050        1,240,896,160         934,604,752        664,750,490
    以下の1口当たり純資産価額:

     クラスA無分配投資証券(豪
                     豪ドル         195.84        193.21        178.46        170.57
     ドル)
     クラスA無分配投資証券
                     ユーロ         101.25        100.78          -        -
     (ユーロ)
     クラスAスウェーデン・ク
                    スウェーデ
     ローネ・ヘッジ無分配投資証                         122.18        125.05        129.93        124.73
                    ン・クローネ
     券
     クラスA無分配英国報告型投
                     米ドル         131.48        132.72        134.30        125.91
     資証券
     クラスAユーロ・ヘッジ無分
                     ユーロ         120.42        123.33        128.43        122.99
     配英国報告型投資証券
     クラスA無分配英国報告型投
                     英ポンド          161.64        167.39        160.17        155.06
     資証券(英ポンド)
     クラスD無分配投資証券                米ドル         112.42        113.21        113.90        106.35
     クラスDスイス・フラン・              スイス・フラ
                              100.58        102.97        107.08        102.39
     ヘッジ無分配投資証券                 ン
     クラスDユーロ・ヘッジ無分
                     ユーロ         124.06        126.74        131.30        125.28
     配英国報告型投資証券
     クラスD英ポンド・ヘッジ無
                     英ポンド          109.15        110.81        113.49        107.32
     分配英国報告型投資証券
     クラスEユーロ・ヘッジ無分
                     ユーロ          97.16        99.76       104.40        100.37
     配投資証券
     クラスIユーロ・ヘッジ無分
                     ユーロ         101.00        103.04        106.44        101.34
     配投資証券
     クラスI日本円・ヘッジ無分
                     日本円        9,716.84        9,901.72       10,209.24            -
     配投資証券
     クラスIスウェーデン・ク
                    スウェーデ
     ローネ・ヘッジ無分配投資証                         93.32        95.14         -        -
                    ン・クローネ
     券
     クラスI無分配英国報告型投
                     米ドル         106.49        107.08        107.42          -
     資証券
                              156.91        156.99        155.83        141.86
     クラスX無分配投資証券                米ドル
    添付の注記は、これらの財務書類の不可分の一部である。

                                  57/379









                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
    損益および純資産変動計算書 2019年11月30日に終了した会計期間(未監査)
                                           ブラックロック・アメリカズ・
                                           ダイバーシファイド・エクイ
                                           ティ・アブソルート・リター
                                               ン・ファンド
                                     注記
                                                 米ドル
    期首純資産
                                                  1,240,896,160
    収益
    預金利息                                2(c)                2,453,028
    債券利息                                2(c)                12,221,462
    スワップに係る受取利息および受取配当金                                2(c)                 238,279
                                                    32,907,988
    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
                                                    47,820,757
    費用
    差金決済契約に係る支払利息                               2(c)、2(d)                  9,735,462
    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)                 38,952,962
    管理事務代行報酬                                 5               1,154,981
    預託報酬                               2(i)、6                  511,763
    税金                                 8                217,121
    パフォーマンス・フィー                                 7                  105
    販売報酬                                 4                 65,390
                                     13
    ローン・コミットメント・フィー                                                   4,408
                                                     7,513,243
    投資運用報酬および投資運用再委託報酬                                 4
    費用合計                                                58,155,435
    投資純損失
                                                   (10,334,678)
    以下に係る実現純利益/(損失):
     投資有価証券                               2(a)、2(b)                  3,650,768
     差金決済契約                                2(d)               (13,406,531)
                                    2(d)、
     外貨および先渡為替予約                                               (24,700,263)
                                   2(e)、2(j)
                                                     1,888,520
     スワップ取引                                2(d)
    当期実現純損失                                               (32,567,506)
    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)                (1,434,964)
     差金決済契約                                2(d)                8,813,938
                                    2(d)、
     外貨および先渡為替予約                                                 (580,589)
                                   2(e)、2(j)
                                                      522,594
     スワップ取引                                2(d)
    当期未実現評価益/(損)の純変動                                                7,320,979
    運用成績による純資産の減少                                               (35,581,205)
    資本の変動
    投資証券発行による正味受取額                                               414,256,489
                                                   (397,702,394)
    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                                                16,554,095
    期末純資産                                              1,221,869,050
    添付の注記は、これらの財務書類の不可分の一部である。
                                  58/379




                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
    発行済投資証券口数変動表 2019年11月30日に終了した会計期間(未監査)
                          ブラックロック・アメリカズ・ダイバーシファイド・エクイティ・
                                 アブソルート・リターン・ファンド
                          期首発行済         当期発行        当期買戻し         期末発行済
                          投資証券口数         投資証券口数         投資証券口数         投資証券口数
     クラスA無分配投資証券(豪ドル)

                              352         -         -        352
     クラスA無分配投資証券(ユーロ)                          45         -         -         45

     クラスAスウェーデン・クローネ・ヘッジ
                           2,068,419          460,076         379,025        2,149,470
     無分配投資証券
     クラスA無分配英国報告型投資証券                       497,634         237,335         245,743         489,226
     クラスAユーロ・ヘッジ無分配英国報告型
                           1,828,301         1,160,584          705,333        2,283,552
     投資証券
     クラスA無分配英国報告型投資証券(英ポ
                               91       4,689          24       4,756
     ンド)
     クラスD無分配投資証券                       857,994         184,628         147,121         895,501
     クラスDスイス・フラン・ヘッジ無分配投
                             37,363         8,161         5,391        40,133
     資証券
     クラスDユーロ・ヘッジ無分配英国報告型
                            971,369         421,356         612,190         780,535
     投資証券
     クラスD英ポンド・ヘッジ無分配英国報告
                             1,425          490         42       1,873
     型投資証券
     クラスEユーロ・ヘッジ無分配投資証券                       272,226          7,312        67,478        212,060
     クラスIユーロ・ヘッジ無分配投資証券                       754,683         481,483         564,053         672,113

     クラスI日本円・ヘッジ無分配投資証券                      2,684,886          429,148         222,037        2,891,997

     クラスIスウェーデン・クローネ・ヘッジ
                           11,795,860          105,150        4,092,254         7,808,756
     無分配投資証券
     クラスI無分配英国報告型投資証券                      1,515,571          341,907         270,155        1,587,323
                            101,926          9,547        18,288         93,185

     クラスX無分配投資証券
    添付の注記は、これらの財務書類の不可分の一部である。

                                  59/379









                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
    ブラックロック・アメリカズ・ダイバーシファイド・エクイティ・アブソルート・リターン・ファンド
    投資有価証券明細表 2019年11月30日現在(未監査)
                                              時価      純資産比率
       保有高                    銘柄
                                            (米ドル)        (%)
     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
     普通株式
             米国
             10X  Genomics     Inc   ’A’
         16,641                                     1,049,714         0.08
             Adaptive     Biotechnologies        Corp
         11,719                                      321,804        0.03
             Cloudflare      Inc   ’A’
         49,481                                      958,447        0.08
             Datadog    Inc   ’A’
         12,345                                      509,601        0.04
             GreenSky     Inc   ’A’
         11,776                                      88,320        0.01
             Lyft   Inc   ’A’
         4,769                                     235,112        0.02
             Pinterest     Inc   ’A’
         3,375                                      66,302        0.00
             SmileDirectClub        Inc                        1,568,532         0.13
        157,800
                                              4,797,832         0.39
     普通株式合計                                         4,797,832         0.39
     債券

             米国
             United    States    Treasury     Bill    9/1/2020     (Zero   Coupon)
    USD   75,000,000                                      74,832,083          6.13
             United    States    Treasury     Bill    6/2/2020     (Zero   Coupon)
    USD   25,000,000                                      24,908,153          2.04
             United    States    Treasury     Bill    5/3/2020     (Zero   Coupon)
    USD   15,000,000                                      14,925,120          1.22
             United    States    Treasury     Bill    12/3/2020     (Zero   Coupon)
    USD   20,000,000                                      19,892,565          1.63
             United    States    Treasury     Bill    9/4/2020     (Zero   Coupon)
    USD   20,200,000                                      20,080,370          1.64
             United    States    Treasury     Bill   16/4/2020     (Zero   Coupon)
    USD   25,600,000                                      25,443,968          2.08
             United    States    Treasury     Bill-When     Issued    13/2/2020     (Zero
    USD   15,000,000                                      14,951,844          1.22
             Coupon)
             United    States    Treasury     Note   1.375%    15/2/2020
    USD   20,350,000                                      20,333,704          1.67
             United    States    Treasury     Note   1.375%    31/3/2020              22,976,641          1.88
    USD   23,000,000
                                            238,344,448          19.51
     債券合計                                        238,344,448          19.51
     譲渡性預金証書

             ベルギー
             KBC  Bank   NV/New    York   2.02%   10/1/2020                  26,500,601          2.17
    USD   26,500,000
                                             26,500,601          2.17
             カナダ
             Bank   Of  Montreal/Chicago         3.12%   3/12/2019
    USD   3,750,000                                      3,750,000         0.31
             Bank   Of  Montreal/Chicago         1.85%   10/2/2020                26,000,000          2.13
    USD   26,000,000
                                             29,750,000          2.44
             フランス
             Credit    Industriel      Et  Commercial      SA  1.88%   4/5/2020          20,250,000          1.66
    USD   20,250,000
                                             20,250,000          1.66
             日本
             Mizuho    Bank   Ltd/New    York   2.22%   15/1/2020
    USD   11,000,000                                      11,000,000          0.90
             Mizuho    Bank   Ltd/New    York   2.00%   24/1/2020
    USD   15,250,000                                      15,249,982          1.25
             Mizuho    Bank   Ltd/New    York   2.31%   6/3/2020
    USD   15,700,000                                      15,702,050          1.28
                                  60/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                              時価      純資産比率
       保有高                    銘柄
                                            (米ドル)        (%)
             日本(続き)
             MUFG   Bank   Ltd/New    York   2.80%   26/2/2020
    USD   17,750,000                                      17,783,850          1.46
             Norinchukin      Bank/New     York   2.43%   5/12/2019
    USD   13,000,000                                      13,001,192          1.06
             Norinchukin      Bank/New     York   2.30%   11/12/2019
    USD   15,000,000                                      15,000,000          1.23
             Norinchukin      Bank/New     York   2.10%   7/2/2020
    USD   22,500,000                                      22,500,000          1.84
             Sumitomo     Mitsui    Banking    Corp/New     York   1.95%   17/4/2020
    USD   15,000,000                                      14,999,976          1.23
             Sumitomo     Mitsui    Trust   Bank   Ltd/New    York   1.95%   27/1/2020        8,350,791         0.68
    USD   8,350,000
                                            133,587,841          10.93
             スウェーデン
             Skandinaviska       Enskilda     Banken    AB  2.10%   14/4/2020
    USD   5,000,000                                      5,000,000         0.41
             Svenska    Handelsbanken       AB/New    York   FRN  19/12/2019            12,250,000          1.00
    USD   12,250,000
                                             17,250,000          1.41
             英国
             Oversea-Chinese        Banking    Corporation      1.87%   4/8/2020
    USD   11,400,000                                      11,400,000          0.93
                                             11,400,000          0.93
             米国
             Nordea    Bank   Abp/New    York   2.53%   21/2/2020
                                             12,000,000          0.98
    USD   12,000,000
                                             12,000,000          0.98
     譲渡性預金証書合計                                        250,738,442          20.52
     コマーシャル・ペーパー

             カナダ
             Ontario    Teachers’      Finance    Trust   6/1/2020     (Zero   Coupon)
    USD   10,000,000                                       9,977,594         0.82
             Ontario    Teachers’      Finance    Trust   14/2/2020     (Zero   Coupon)
    USD   13,000,000                                      12,944,837          1.06
             Ontario    Teachers’      Finance    Trust   13/3/2020     (Zero   Coupon)
    USD   13,000,000                                      12,917,378          1.06
             Ontario    Teachers’      Finance    Trust   23/3/2020     (Zero   Coupon)
    USD   15,500,000                                      15,401,833          1.26
             Ontario    Teachers’      Finance    Trust   30/4/2020     (Zero   Coupon)
    USD   2,500,000                                      2,480,050         0.20
             Province     Of  Alberta    6/2/2020     (Zero   Coupon)
    USD   10,250,000                                      10,211,471          0.83
             PSP  Capital    Inc  5/3/2020     (Zero   Coupon)                13,925,707          1.14
    USD   14,000,000
                                             77,858,870          6.37
             フランス
    USD   6,480,000      Antalis    SA  3/12/2019     (Zero   Coupon)                  6,478,844         0.53
                                              6,478,844         0.53
             ドイツ
             Erste   Abwicklungsanstalt          24/1/2020     (Zero   Coupon)
    USD   14,000,000                                      13,955,511          1.14
             Erste   Abwicklungsanstalt          10/2/2020     (Zero   Coupon)          19,918,000          1.63
    USD   20,000,000
                                             33,873,511          2.77
             ルクセンブルグ
             European     Investment      Bank   4/5/2020     (Zero   Coupon)           22,799,973          1.86
    USD   23,000,000
                                             22,799,973          1.86
             シンガポール
             DBS  Bank   Ltd  28/2/2020     (Zero   Coupon)
    USD   8,000,000                                      7,956,600         0.65
             DBS  Bank   Ltd  20/8/2020     (Zero   Coupon)
    USD   11,700,000                                      11,541,270          0.95
             Oversea-Chinese        Banking    Corporation      17/4/2020     (Zero
    USD   26,000,000                                      25,805,246          2.11
             Coupon)
                                  61/379




                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                              時価      純資産比率
       保有高                    銘柄
                                            (米ドル)        (%)
             シンガポール(続き)
             United    Overseas     Bank   Ltd  22/1/2020     (Zero   Coupon)          32,730,765          2.68
    USD   32,825,000
                                             78,033,881          6.39
             英国
             Santander     UK  Plc  3/2/2020     (Zero   Coupon)               20,175,047          1.65
    USD   20,250,000
                                             20,175,047          1.65
             米国
    USD   15,000,000       ABN  Amro   Funding    USA  LLC  28/2/2020     (Zero   Coupon)          14,918,625          1.22
             Albion    Capital    Corporation      SA  27/1/2020     (Zero   Coupon)
    USD   15,000,000                                      14,952,875          1.22
             Bedford    Row  Funding    Corp   14/1/2020     (Zero   Coupon)
    USD   15,000,000                                      14,961,938          1.22
             Bennington      Stark   Capital    Company    LLC  17/1/2020     (Zero
    USD   5,000,000                                      4,987,667         0.41
             Coupon)
             Cancara    Asset   Secur   LLC  31/1/2020     (Zero   Coupon)
    USD   25,000,000                                      24,912,597          2.04
             Chariot    Funding    LLC  7/1/2020     (Zero   Coupon)
    USD   15,000,000                                      14,968,096          1.22
             Chariot    Funding    LLC  21/1/2020     (Zero   Coupon)
    USD   30,000,000                                      29,913,767          2.45
             Ciesco    LLC  15/1/2020     (Zero   Coupon)
    USD   11,150,000                                      11,119,796          0.91
    USD   5,000,000      Crown   Point   Capital    Co  LLC  8/1/2020     (Zero   Coupon)           4,988,788         0.41
             Federation      Des  Caisses    Desjardins      10/2/2020     (Zero
    USD   18,000,000                                      17,933,400          1.47
             Coupon)
             Jupiter    Securitization        Company    LLC  6/1/2020     (Zero
    USD   27,000,000                                      26,944,777          2.21
             Coupon)
             KfW  International       Finance    Inc  10/3/2020     (Zero   Coupon)
    USD   6,500,000                                      6,464,257         0.53
             LMA  Americas     LLC  10/1/2020     (Zero   Coupon)
    USD   30,000,000                                      29,930,983          2.45
             LMA  Americas     LLC  5/2/2020     (Zero   Coupon)
    USD   12,500,000                                      12,451,030          1.02
             Macquarie     Bank   Ltd  24/2/2020     (Zero   Coupon)
    USD   11,000,000                                      10,950,072          0.90
             Macquarie     Bank   Ltd  2/3/2020     (Zero   Coupon)
    USD   17,500,000                                      17,413,652          1.43
             Manhattan     Asset   Funding    Co  LLC  10/12/2019      (Zero   Coupon)
    USD   16,000,000                                      15,990,667          1.31
             Manhattan     Asset   Funding    Co  LLC  23/1/2020     (Zero   Coupon)
    USD   14,000,000                                      13,958,000          1.14
             Metlife    Short   Term   Fund   2/1/2020     (Zero   Coupon)
    USD   16,000,000                                      15,974,480          1.31
             Mont   Blanc   Capital    Corp   5/2/2020     (Zero   Coupon)
    USD   7,000,000                                      6,974,856         0.57
             Mont   Blanc   Capital    Corp   6/2/2020     (Zero   Coupon)
    USD   17,200,000                                      17,133,398          1.40
             NRW.Bank     13/1/2020     (Zero   Coupon)
    USD   13,500,000                                      13,470,135          1.10
             NRW.Bank     9/3/2020     (Zero   Coupon)
    USD   26,500,000                                      26,353,514          2.16
             Old  Line   Funding    LLC  20/1/2020     (Zero   Coupon)
    USD   5,000,000                                      4,985,962         0.41
             Pfizer    Inc  20/3/2020     (Zero   Coupon)
    USD   4,200,000                                      4,173,453         0.34
             Regency    Markets    No  1 LLC  9/12/2019     (Zero   Coupon)
    USD   25,000,000                                      24,989,062          2.04
    USD   11,500,000       Ridgefield      Funding    Company    LLC  3/4/2020     (Zero   Coupon)        11,424,132          0.93
             Sheffield     Receivables      Corp   6/12/2019     (Zero   Coupon)
    USD   6,000,000                                      5,997,870         0.49
             Starbird     Funding    Corp   10/12/2019      (Zero   Coupon)
    USD   10,000,000                                       9,994,139         0.82
             Suncorp    Metway    Ltd  24/2/2020     (Zero   Coupon)
    USD   8,500,000                                      8,457,561         0.69
             Suncorp    Metway    Ltd  11/3/2020     (Zero   Coupon)
    USD   7,000,000                                      6,960,928         0.57
             Suncorp    Metway    Ltd  6/5/2020     (Zero   Coupon)
    USD   8,000,000                                      7,933,289         0.65
                                  62/379






                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                              時価      純資産比率
       保有高                    銘柄
                                            (米ドル)        (%)
             米国(続き)
             Thunder    Bay  Funding    LLC  16/3/2020     (Zero   Coupon)
    USD   35,400,000                                      35,193,775          2.88
             Toyota    Motor   Credit    Corp   FRN  9/3/2020                 15,100,000          1.24
    USD   15,100,000
                                            502,877,541          41.16
     コマーシャル・ペーパー合計                                        742,097,667          60.73
     公認の証券取引所に上場されているまたはその他の規制市場で取引されている
                                           1,235,978,389          101.15
     譲渡可能な有価証券および短期金融商品合計
     投資有価証券(時価)合計
                                           1,235,978,389          101.15
                                            (14,109,339)          (1.15)
     その他の純負債
     純資産合計(米ドル)                                       1,221,869,050          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。

                                  63/379
















                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
    差金決済契約 2019年11月30日現在
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           ブラジル
           AES  Tiete   Energia    SA  (Unit)             Goldman    Sachs
       60,574                                                3,516
           AES  Tiete   Energia    SA  (Unit)             Morgan    Stanley
      524,788                                                 3,984
           Agrenco    Ltd*                   Morgan    Stanley
       13,100                                                 (501)
           Alliar    Medicos    A Frente    SA           Goldman    Sachs
      (117,666)                                                 3,470
      (337,417)      Alliar    Medicos    A Frente    SA           Morgan    Stanley                27,856
           Alpargatas      SA  (Pref)                Goldman    Sachs
      (64,200)                                                (32,622)
           Alpargatas      SA  (Pref)                Morgan    Stanley
      (183,356)                                                 (6,384)
           Alupar    Investimento       SA  (Unit)            Morgan    Stanley
      (604,935)                                                (58,733)
           Ambev   SA
      115,500                             HSBC                    12,097
           Ambev   SA                    Morgan    Stanley
       42,700                                                (2,659)
           Anima   Holding    SA                Goldman    Sachs
      (49,314)                                                 (890)
           Anima   Holding    SA                Morgan    Stanley
      (25,250)                                                (1,250)
           Arezzo    Industria     e Comercio     SA
       (2,700)                            HSBC                     (658)
           Arezzo    Industria     e Comercio     SA         Morgan    Stanley
      (120,791)                                                101,699
           Atacadao     Distribuicao       Comercio     e Industria
                                   Goldman    Sachs
      183,300                                                (10,245)
           Ltda
           Atacadao     Distribuicao       Comercio     e Industria
                                   Morgan    Stanley
      299,300                                                (13,314)
           Ltda
           Azul   SA  (Pref)                   Goldman    Sachs
       7,100                                                3,169
           Azul   SA  (Pref)
       1,300                            HSBC                     372
           Azul   SA  (Pref)                   Morgan    Stanley
       60,900                                               (28,985)
           B2W  Cia  Digital                   Goldman    Sachs
      (79,629)                                                (36,832)
           B2W  Cia  Digital
      (17,592)                             HSBC                   (12,053)
           B2W  Cia  Digital                   Morgan    Stanley
      (141,778)                                                (135,934)
           B3  SA  - Brasil    Bolsa   Balcao
      162,900                             HSBC                   (64,321)
           Banco   ABC  Brasil    SA  (Pref)             Goldman    Sachs
      132,193                                                (7,873)
           Banco   ABC  Brasil    SA  (Pref)             Morgan    Stanley
       65,039                                                (6,382)
           Banco   Bradesco     SA  (Pref)
       37,500                            HSBC                   (13,483)
           Banco   Bradesco     SA  (Pref)              Morgan    Stanley
      184,780                                                (24,485)
           Banco   BTG  Pactual    SA  (Unit)             Goldman    Sachs
       (1,100)                                                 (310)
           Banco   BTG  Pactual    SA  (Unit)
       (4,000)                            HSBC                    (1,037)
           Banco   BTG  Pactual    SA  (Unit)             Morgan    Stanley
      (44,300)                                                25,571
           Banco   do  Brasil    SA               Morgan    Stanley
      225,200                                                30,172
           Banco   do  Estado    do  Rio  Grande    do  Sul  SA  ’B
                                   Goldman    Sachs
      491,200                                                (67,372)
            ’ (Pref)
           Banco   do  Estado    do  Rio  Grande    do  Sul  SA  ’B
       21,900                            HSBC                   (12,263)
            ’ (Pref)
           Banco   do  Estado    do  Rio  Grande    do  Sul  SA  ’B
                                   Morgan    Stanley
      190,599                                                (40,961)
            ’ (Pref)
           Banco   Inter   SA  (Pref)                Goldman    Sachs
      (12,700)                                                  289
      (29,900)     Banco   Inter   SA  (Pref)                Morgan    Stanley                 1,292
           Banco   Inter   SA  (Pref)    ’144A’
       (8,902)                            HSBC                    1,577
           Banco   Pan  SA  (Pref)
      (15,600)                             HSBC                     723
           Banco   Pan  SA  (Pref)                 Morgan    Stanley
      (168,500)                                                 (3,447)
           Banco   Santander     Brasil    SA  (Unit)
       4,800                            HSBC                    (3,937)
           Banco   Santander     Brasil    SA  (Unit)          Morgan    Stanley
       73,800                                               (46,496)
                                  64/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           ブラジル(続き)
           BB  Seguridade      Participacoes       SA         Goldman    Sachs
      (141,900)                                                (10,641)
           BB  Seguridade      Participacoes       SA         Morgan    Stanley
       (3,900)                                                 974
           BK  Brasil    Operacao     e Assessoria      ▶
                                   Goldman    Sachs
      (35,600)                                                  493
           Restaurantes       SA
           BK  Brasil    Operacao     e Assessoria      ▶
       (2,100)                            HSBC                    1,123
           Restaurantes       SA
           BK  Brasil    Operacao     e Assessoria      ▶
                                   Morgan    Stanley
      (110,877)                                                 12,299
           Restaurantes       SA
           BR  Malls   Participacoes       SA            Goldman    Sachs
     (1,018,711)                                                  2,815
           BR  Malls   Participacoes       SA            Morgan    Stanley
      (14,460)                                                  340
           BR  Properties      SA                Goldman    Sachs
      (76,488)                                                (2,663)
           BR  Properties      SA                Morgan    Stanley
      (557,135)                                                 53,400
           Braskem    SA  ’A’   (Pref)
      (21,500)                             HSBC                    18,414
           Camil   Alimentos     SA               Goldman    Sachs
       88,884                                                5,804
           Camil   Alimentos     SA               Morgan    Stanley
      323,353                                                 5,496
           CCR  SA                     Goldman    Sachs
      (47,500)                                                 (743)
           CCR  SA
      (23,100)                             HSBC                    1,527
           Centrais     Eletricas     Brasileiras      SA
      (57,800)                             HSBC                    58,596
           Centrais     Eletricas     Brasileiras      SA        Morgan    Stanley
      (170,000)                                                 42,961
           Centrais     Eletricas     Brasileiras      SA  (Right)
      (11,832)                             HSBC                     (336)
           Centrais     Eletricas     Brasileiras      SA  (Right)      Morgan    Stanley
      (34,802)                                                 1,923
           Cia  Brasileira      de  Distribuicao       (Pref)
       6,400                            HSBC                    (3,512)
           Cia  de  Locacao    das  Americas              Morgan    Stanley
      (525,927)                                                 10,337
           Cia  de  Saneamento      Basico    do  Estado    de  Sao
                                   Goldman    Sachs
      (24,800)                                                (22,173)
           Paulo
           Cia  de  Saneamento      Basico    do  Estado    de  Sao
      (15,300)                             HSBC                   (17,208)
           Paulo
           Cia  de  Saneamento      Basico    do  Estado    de  Sao
                                   Morgan    Stanley
       (5,000)                                                (3,148)
           Paulo
           Cia  de  Saneamento      de  Minas   Gerais-COPASA          Goldman    Sachs
       57,722                                                38,769
           Cia  de  Saneamento      de  Minas   Gerais-COPASA
       17,900                            HSBC                    5,009
           Cia  de  Saneamento      de  Minas   Gerais-COPASA          Morgan    Stanley
      145,400                                                48,936
           Cia  de  Saneamento      do  Parana    (Pref)         Goldman    Sachs
      304,270                                                23,021
           Cia  de  Saneamento      do  Parana    (Pref)         Morgan    Stanley
      270,839                                                (13,251)
           Cia  de  Saneamento      do  Parana    (Unit)         Goldman    Sachs
       28,831                                                (2,778)
           Cia  de  Saneamento      do  Parana    (Unit)         Morgan    Stanley
       62,000                                               (21,782)
           Cia  Ferro   Ligas   da  Bahia   - FERBASA    (Pref)      Goldman    Sachs
      110,574                                                47,151
           Cia  Ferro   Ligas   da  Bahia   - FERBASA    (Pref)      Morgan    Stanley
      189,133                                                50,767
           Cia  Hering                     Goldman    Sachs
       (6,200)                                                 (142)
           Cia  Hering                     Morgan    Stanley
      (57,700)                                                 8,670
           Cielo   SA                    Goldman    Sachs
      (254,700)                                                 (4,860)
           Cielo   SA
      (344,400)                             HSBC                    8,978
           Cogna   Educacao                    Goldman    Sachs
      (294,900)                                                 2,795
           Cogna   Educacao
      (584,800)                             HSBC                   (43,894)
           Cogna   Educacao                    Morgan    Stanley
      (415,700)                                                 20,608
           Construtora      Tenda   SA              Goldman    Sachs
      255,900                                               (123,671)
           Construtora      Tenda   SA
       7,500                            HSBC                    (3,691)
           Construtora      Tenda   SA              Morgan    Stanley
      287,178                                               (148,012)
                                  65/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           ブラジル(続き)
           Cosan   Logistica     SA               Goldman    Sachs
       4,500                                                (149)
           Cosan   SA
       5,000                            HSBC                     808
           Cosan   SA                    Morgan    Stanley
       19,200                                                (7,766)
           Cyrela    Brazil    Realty    SA  Empreendimentos        e
                                   Goldman    Sachs
      120,000                                                (17,376)
           Participacoes
           Cyrela    Brazil    Realty    SA  Empreendimentos        e
       29,700                            HSBC                    (9,141)
           Participacoes
           Cyrela    Brazil    Realty    SA  Empreendimentos        e
                                   Morgan    Stanley
      127,500                                                (21,107)
           Participacoes
           Direcional      Engenharia      SA            Morgan    Stanley
      (832,473)                                                101,351
           Duratex    SA
      313,400                             HSBC                    93,986
           Duratex    SA                   Morgan    Stanley
       79,300                                                8,394
           EcoRodovias      Infraestrutura        e Logistica     SA   Goldman    Sachs
      (707,500)                                                 7,251
           EcoRodovias      Infraestrutura        e Logistica     SA
      (142,300)                             HSBC                    (2,439)
           EcoRodovias      Infraestrutura        e Logistica     SA   Morgan    Stanley
      (439,400)                                                 7,135
           Embraer    SA                   Goldman    Sachs
      (85,700)                                                (12,081)
           Embraer    SA
      (106,100)                             HSBC                    (7,997)
           Enauta    Participacoes       SA             Goldman    Sachs
      212,600                                                16,854
           Enauta    Participacoes       SA             Morgan    Stanley
      142,300                                                (17,410)
           Energisa     SA  (Unit)
       25,700                            HSBC                    2,054
           Energisa     SA  (Unit)                 Morgan    Stanley
       29,900                                                (8,597)
           Engie   Brasil    Energia    SA             Goldman    Sachs
      (29,800)                                                (15,897)
           Engie   Brasil    Energia    SA
      (206,100)                             HSBC                   (84,802)
           Engie   Brasil    Energia    SA             Morgan    Stanley
      (10,100)                                                (3,729)
           Equatorial      Energia    SA              Goldman    Sachs
      (238,065)                                                 20,471
           Equatorial      Energia    SA
       (5,500)                            HSBC                     (85)
           Even   Construtora      e Incorporadora       SA       Morgan    Stanley
       7,300                                               (1,530)
           Ez  Tec  Empreendimentos        e Participacoes       SA   Goldman    Sachs
      (61,409)                                                11,152
           Ez  Tec  Empreendimentos        e Participacoes       SA
       (1,400)                            HSBC                     (156)
           Ez  Tec  Empreendimentos        e Participacoes       SA   Morgan    Stanley
      (76,520)                                                23,492
           Fleury    SA                    Goldman    Sachs
      (12,800)                                                (4,126)
      (37,400)     Gerdau    SA  (Pref)                  Goldman    Sachs               (14,628)
           Gerdau    SA  (Pref)
      (263,300)                             HSBC                   (91,334)
           Gerdau    SA  (Pref)                  Morgan    Stanley
        (300)                                                (13)
           Grendene     SA                   Goldman    Sachs
       17,271                                                2,829
           Grendene     SA                   Morgan    Stanley
      702,884                                                65,181
           Grupo   SBF  SA                  Goldman    Sachs
       32,571                                                (4,271)
           Grupo   SBF  SA
       82,800                            HSBC                   (17,820)
           Hapvida    Participacoes       e Investimentos       SA  ’
                                   Goldman    Sachs
       (4,761)                                                 104
           144A’
           Hapvida    Participacoes       e Investimentos       SA  ’
                                   Morgan    Stanley
      (89,078)                                                63,788
           144A’
           Hypera    SA                    Goldman    Sachs
      174,400                                                (36,058)
           Hypera    SA                    Morgan    Stanley
       40,700                                               (15,793)
           Iguatemi     Empresa    de  Shopping     Centers    SA    Goldman    Sachs
       (9,500)                                                (1,418)
           Iguatemi     Empresa    de  Shopping     Centers    SA
       (3,100)                            HSBC                     576
           Iguatemi     Empresa    de  Shopping     Centers    SA    Morgan    Stanley
      (172,100)                                                 19,554
                                  66/379




                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           ブラジル(続き)
           Instituto     Hermes    Pardini    SA           Goldman    Sachs
      (12,600)                                                (2,309)
           Instituto     Hermes    Pardini    SA           Morgan    Stanley
      (149,000)                                                  530
           International       Meal   Co  Alimentacao      SA  ’A’    Goldman    Sachs
      302,177                                                 (974)
           International       Meal   Co  Alimentacao      SA  ’A’
       34,903                            HSBC                    (1,355)
           International       Meal   Co  Alimentacao      SA  ’A’    Morgan    Stanley
      323,408                                                (9,692)
           Iochpe    Maxion    SA                Goldman    Sachs
      388,487                                                63,265
           Iochpe    Maxion    SA
      308,200                             HSBC                    27,699
           Iochpe    Maxion    SA                Morgan    Stanley
      271,214                                                10,999
           IRB  Brasil    Resseguros      S/A
       34,800                            HSBC                    8,353
           IRB  Brasil    Resseguros      S/A            Morgan    Stanley
       72,500                                                26,422
           Itau   Unibanco     Holding    SA  (Pref)
      118,400                             HSBC                   (66,462)
           Itau   Unibanco     Holding    SA  (Pref)           Morgan    Stanley
       8,300                                               (2,791)
           Itausa    - Investimentos       Itau   SA  (Pref)        Goldman    Sachs
      (416,600)                                                (12,541)
           Itausa    - Investimentos       Itau   SA  (Pref)
      (675,800)                             HSBC                   126,113
           JBS  SA                     Goldman    Sachs
      524,600                                                245,046
      193,400     JBS  SA                     Morgan    Stanley                150,176
           JHSF   Participacoes       SA
      (12,700)                             HSBC                    (1,890)
           JHSF   Participacoes       SA              Morgan    Stanley
      (21,600)                                                  481
           Klabin    SA  (Unit)                  Goldman    Sachs
       8,600                                                 (43)
           Laep   Investments      Ltd*               Goldman    Sachs
       13,700                                                 (916)
           Laep   Investments      Ltd*               Morgan    Stanley
       24,300                                                (1,627)
           Linx   SA                     Goldman    Sachs
      (88,100)                                                (22,230)
           Linx   SA                     Morgan    Stanley
      (146,498)                                                (23,939)
           Localiza     Rent   ▶ Car  SA             Goldman    Sachs
      (384,300)                                                (287,644)
           Localiza     Rent   ▶ Car  SA             Morgan    Stanley
       (6,900)                                                  99
           Log-in    Logistica     Intermodal      SA         Goldman    Sachs
       59,700                                               (31,966)
           Log-in    Logistica     Intermodal      SA
       10,300                            HSBC                    (6,151)
           Log-in    Logistica     Intermodal      SA         Morgan    Stanley
       41,200                                               (23,079)
           Lojas   Americanas      SA  (Pref)             Goldman    Sachs
      (657,000)                                                (358,995)
           Lojas   Americanas      SA  (Pref)
      (93,700)                             HSBC                   (51,223)
           Lojas   Americanas      SA  (Pref)             Morgan    Stanley
      (223,400)                                                (85,010)
           Lojas   Renner    SA                 Morgan    Stanley
      156,750                                                (3,625)
           LPS  Brasil    Consultoria      de  Imoveis    SA      Goldman    Sachs
       (3,279)                                                 (185)
           LPS  Brasil    Consultoria      de  Imoveis    SA
      (29,100)                             HSBC                     (927)
      (75,902)     LPS  Brasil    Consultoria      de  Imoveis    SA      Morgan    Stanley                (5,115)
           M Dias   Branco    SA                Goldman    Sachs
      (182,635)                                                 7,730
           M Dias   Branco    SA
      (76,400)                             HSBC                    59,587
           M Dias   Branco    SA                Morgan    Stanley
      (244,496)                                                 28,308
           Magazine     Luiza   SA                Morgan    Stanley
      (23,600)                                                 2,361
           Mahle-Metal      Leve   SA               Goldman    Sachs
      (145,800)                                                 (1,051)
           Mahle-Metal      Leve   SA
       (4,400)                            HSBC                     573
           Mahle-Metal      Leve   SA               Morgan    Stanley
      (58,200)                                                  164
           Marcopolo     SA  (Pref)                 Goldman    Sachs
      (639,757)                                                 (3,444)
           Marcopolo     SA  (Pref)                 Morgan    Stanley
     (1,481,349)                                                  18,954
           Marfrig    Global    Foods   SA             Goldman    Sachs
      (104,600)                                                 5,342
                                  67/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           ブラジル(続き)
           Marfrig    Global    Foods   SA             Morgan    Stanley
      (322,300)                                                 (7,512)
           Marisa    Lojas   SA                 Goldman    Sachs
      (95,300)                                                (39,109)
           Marisa    Lojas   SA                 Morgan    Stanley
      (245,954)                                                (41,122)
           Metalurgica      Gerdau    SA  (Pref)            Goldman    Sachs
     1,664,500                                                 266,005
           Metalurgica      Gerdau    SA  (Pref)
      110,200                             HSBC                    16,814
           Metalurgica      Gerdau    SA  (Pref)            Morgan    Stanley
      217,500                                                  322
           Minerva    SA/Brazil                   Goldman    Sachs
      400,900                                                233,203
           Minerva    SA/Brazil                   Morgan    Stanley
      222,900                                                99,775
           Movida    Participacoes       SA             Goldman    Sachs
      (39,039)                                                 2,578
           Movida    Participacoes       SA             Morgan    Stanley
      (243,300)                                                 32,266
           MRV  Engenharia      e Participacoes       SA        Goldman    Sachs
       80,800                                                14,727
           MRV  Engenharia      e Participacoes       SA        Morgan    Stanley
      265,113                                                (42,250)
           Multiplan     Empreendimentos        Imobiliarios       SA   Morgan    Stanley
      (547,140)                                                103,715
           Natura    Cosmeticos      SA
      (35,900)                             HSBC                    8,796
           Natura    Cosmeticos      SA              Morgan    Stanley
      (143,900)                                                (31,896)
       64,100    Neoenergia      SA                  Goldman    Sachs                (2,307)
           Neoenergia      SA
       55,900                            HSBC                    (5,386)
           Neoenergia      SA                  Morgan    Stanley
      113,700                                                (12,088)
           Notre   Dame   Intermedica      Participacoes       SA    Goldman    Sachs
       16,500                                                (4,915)
           Notre   Dame   Intermedica      Participacoes       SA
       7,000                            HSBC                    (1,160)
           Notre   Dame   Intermedica      Participacoes       SA    Morgan    Stanley
       10,800                                               (10,568)
           Odontoprev      SA                  Goldman    Sachs
       44,500                                                (1,395)
           Odontoprev      SA                  Morgan    Stanley
      249,200                                                (14,787)
           Oi  SA
     (1,355,600)                              HSBC                    22,493
           Oi  SA                      Morgan    Stanley
     (4,230,260)                                                  59,334
           Omega   Geracao    SA                Goldman    Sachs
      (159,571)                                                 13,729
           Omega   Geracao    SA                Morgan    Stanley
      (262,265)                                                 72,895
           Petro   Rio  SA                  Goldman    Sachs
      (52,200)                                                (43,881)
           Petro   Rio  SA
      (12,000)                             HSBC                    (8,187)
           Petro   Rio  SA                  Morgan    Stanley
      (198,510)                                                (106,914)
           Petrobras     Distribuidora       SA           Goldman    Sachs
      278,800                                                24,754
           Petrobras     Distribuidora       SA
       85,700                            HSBC                    (3,584)
           Petrobras     Distribuidora       SA           Morgan    Stanley
      266,900                                                27,680
           Petroleo     Brasileiro      SA  (Pref)
      (200,200)                             HSBC                    68,318
       57,600    Porto   Seguro    SA                 Morgan    Stanley                (22,835)
           Qualicorp     Consultoria      e Corretora     de  Seguros
                                   Morgan    Stanley
      478,300                                                24,279
           SA
           Raia   Drogasil     SA                Goldman    Sachs
       10,600                                                6,010
           Raia   Drogasil     SA
       16,800                            HSBC                    10,565
           Randon    SA  Implementos      e Participacoes       (Pref)    Goldman    Sachs
      (18,900)                                                 (979)
           Randon    SA  Implementos      e Participacoes       (Pref)    Morgan    Stanley
      (28,783)                                                  697
           Rumo   SA                     Goldman    Sachs
      (600,738)                                                (46,244)
           Santos    Brasil    Participacoes       SA         Goldman    Sachs
      (35,700)                                                 1,830
           Santos    Brasil    Participacoes       SA         Morgan    Stanley
      (269,125)                                                 15,246
                                  68/379




                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           ブラジル(続き)
           Sao  Martinho     SA                 Goldman    Sachs
      270,946                                                91,002
           Sao  Martinho     SA                 Morgan    Stanley
      494,717                                                132,614
           Scandic    Hotels    Group   AB
       28,100                            HSBC                    13,002
           Ser  Educacional      SA  ’144A’             Goldman    Sachs
       68,000                                                (4,208)
           Ser  Educacional      SA  ’144A’
      135,700                             HSBC                   (26,279)
           Ser  Educacional      SA  ’144A’             Morgan    Stanley
      106,300                                                (14,713)
           SLC  Agricola     SA                 Goldman    Sachs
      (14,700)                                                (3,445)
           SLC  Agricola     SA
      (89,500)                             HSBC                    (8,230)
           SLC  Agricola     SA                 Morgan    Stanley
      (79,200)                                                (17,023)
           Smiles    Fidelidade      SA
       14,400                            HSBC                    (1,094)
           Smiles    Fidelidade      SA              Morgan    Stanley
       22,300                                                (1,281)
           Sul  America    SA  (Unit)                Goldman    Sachs
       (9,400)                                                (2,206)
           Sul  America    SA  (Unit)                Morgan    Stanley
      (63,500)                                                (6,596)
           Suzano    Papel   e Celulose     SA           Goldman    Sachs
      (292,700)                                                 (5,974)
           Suzano    Papel   e Celulose     SA           Morgan    Stanley
       (2,900)                                                 326
      (139,500)      Suzano    SA                    HSBC                    19,357
           Taurus    Armas   SA  (Pref)               Goldman    Sachs
      (12,800)                                                 (986)
           Taurus    Armas   SA  (Pref)
      (15,583)                             HSBC                    (2,417)
           Taurus    Armas   SA  (Pref)               Morgan    Stanley
      (21,600)                                                 1,527
           Tecnisa    SA                   Goldman    Sachs
      107,300                                                  921
           Tecnisa    SA
      145,500                             HSBC                    4,518
           Tegma   Gestao    Logistica     SA            Goldman    Sachs
      281,384                                                27,542
           Tegma   Gestao    Logistica     SA            Morgan    Stanley
      193,387                                                (19,557)
           Telefonica      Brasil    SA  (Pref)             Goldman    Sachs
       18,900                                                 (743)
           Telefonica      Brasil    SA  (Pref)
       35,500                            HSBC                    10,621
           Telefonica      Brasil    SA  (Pref)             Morgan    Stanley
       24,700                                                2,653
           TIM  Participacoes       SA              Goldman    Sachs
       20,600                                                1,792
           TIM  Participacoes       SA
      121,300                             HSBC                    17,383
           TIM  Participacoes       SA              Morgan    Stanley
       14,200                                                 (335)
           TOTVS   SA                    Goldman    Sachs
       76,054                                                (6,125)
           TOTVS   SA
       7,300                            HSBC                    3,922
           TOTVS   SA                    Morgan    Stanley
      211,700                                                (67,188)
           Transmissora       Alianca    de  Energia    Eletrica     SA
                                   Goldman    Sachs
      381,193                                                (10,786)
           (Unit)
           Transmissora       Alianca    de  Energia    Eletrica     SA
       31,600                            HSBC                    (3,318)
           (Unit)
           Transmissora       Alianca    de  Energia    Eletrica     SA
      566,121                             Morgan    Stanley                (2,287)
           (Unit)
           Trisul    SA                    Morgan    Stanley
      (34,700)                                                 2,294
       67,100    Tupy   SA                     Goldman    Sachs                (1,325)
           Tupy   SA
       25,000                            HSBC                    (2,003)
           Tupy   SA                     Morgan    Stanley
      128,500                                                (8,188)
           Ultrapar     Participacoes       SA
      (60,200)                             HSBC                   (12,924)
           Unipar    Carbocloro      SA  (Pref)             Morgan    Stanley
       (8,234)                                                (1,747)
           Usinas    Siderurgicas       de  Minas   Gerais    SA
                                   Goldman    Sachs
     (2,012,200)                                                 (534,473)
           Usiminas     ’A’   (Pref)
                                  69/379




                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           ブラジル(続き)
           Usinas    Siderurgicas       de  Minas   Gerais    SA
      (10,300)                             HSBC                    (1,304)
           Usiminas     ’A’   (Pref)
           Usinas    Siderurgicas       de  Minas   Gerais    SA
                                   Morgan    Stanley
      (571,300)                                                (57,096)
           Usiminas     ’A’   (Pref)
           Vale   SA                     Goldman    Sachs
       40,000                                                18,854
           Vale   SA
       41,100                            HSBC                    (1,630)
           Valid   Solucoes     e Servicos     de  Seguranca     em
                                   Goldman    Sachs
      (63,560)                                                13,108
           Meios   de  Pagamento     e Identificacao       SA
           Valid   Solucoes     e Servicos     de  Seguranca     em
                                   Morgan    Stanley
      (145,223)                                                 51,287
           Meios   de  Pagamento     e Identificacao       SA
           WEG  SA
       (7,200)                            HSBC                    (1,306)
           WEG  SA                     Morgan    Stanley
      (202,179)                                                (12,154)
           Wiz  Solucoes     e Corretagem      de  Seguros    SA    Goldman    Sachs
      (86,100)                                                (23,459)
           Wiz  Solucoes     e Corretagem      de  Seguros    SA    Morgan    Stanley
      (269,300)                                                 (3,205)
           YDUQS   Part                    Goldman    Sachs
      152,600                                                146,575
           YDUQS   Part
       4,600                            HSBC                    4,152
           YDUQS   Part                    Morgan    Stanley                77,031
       80,300
                                                      (88,876)
           カナダ
           Advantage     Oil  & Gas  Ltd             Goldman    Sachs
      (187,342)                                                 13,291
           Advantage     Oil  & Gas  Ltd             Morgan    Stanley
      (239,283)                                                 (5,122)
           Advanz    Pharma    Corp                Morgan    Stanley
        744                                              (2,574)
           Aecon   Group   Inc                 Morgan    Stanley
      118,496                                                 2,076
           Ag  Growth    International       Inc           Goldman    Sachs
      (12,990)                                                 6,968
           Ag  Growth    International       Inc
      (11,356)                             HSBC                    (1,892)
           Ag  Growth    International       Inc           Morgan    Stanley
      (19,164)                                                 6,334
           Agnico    Eagle   Mines   Ltd              Morgan    Stanley
      (14,564)                                                20,712
           Aimia   Inc                    Goldman    Sachs
      (20,294)                                                (3,841)
           Aimia   Inc                    Morgan    Stanley
      (64,028)                                                  602
           Air  Canada                     Goldman    Sachs
        249                                                183
           Air  Canada
       21,546                            HSBC                    27,386
           Air  Canada                     Morgan    Stanley
       1,522                                                1,624
           AKITA   Drilling     Ltd   ’A’             Morgan    Stanley
       33,473                                                 489
           Alacer    Gold   Corp                 Goldman    Sachs
      (49,901)                                                (21,501)
           Alacer    Gold   Corp
       (2,783)                            HSBC                     (814)
           Alacer    Gold   Corp                 Morgan    Stanley
      (31,015)                                                (14,131)
       53,688    Alamos    Gold   Inc   ’A’               Goldman    Sachs                8,457
           Alamos    Gold   Inc   ’A’               Morgan    Stanley
       41,150                                                4,809
           Alaris    Royalty    Corp                Morgan    Stanley
       32,608                                                (3,780)
           Algonquin     Power   & Utilities     Corp         Goldman    Sachs
      329,962                                                60,977
           Algonquin     Power   & Utilities     Corp
       7,596                            HSBC                    3,943
           Algonquin     Power   & Utilities     Corp         Morgan    Stanley
      134,216                                                10,919
           Alimentation       Couche-Tard      Inc   ’B’        Goldman    Sachs
       71,054                                               115,107
           Alimentation       Couche-Tard      Inc   ’B’
       22,070                            HSBC                    57,287
           Alimentation       Couche-Tard      Inc   ’B’        Morgan    Stanley
      104,185                                                171,079
           Allied    Properties      Real   Estate    Investment
                                   Goldman    Sachs
      (54,400)                                                42,194
           Trust   (Reit)
                                  70/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           カナダ(続き)
           Allied    Properties      Real   Estate    Investment
      (13,997)                             HSBC                    2,116
           Trust   (Reit)
           Allied    Properties      Real   Estate    Investment
                                   Morgan    Stanley
      (51,769)                                                49,247
           Trust   (Reit)
           AltaGas    Ltd                   Morgan    Stanley
      (65,960)                                                 7,579
           Altius    Minerals     Corp               Goldman    Sachs
       30,639                                                3,884
           Altius    Minerals     Corp               Morgan    Stanley
      114,945                                                24,472
           Altus   Group   Ltd/Canada                 Goldman    Sachs
      (19,767)                                                (16,156)
           Altus   Group   Ltd/Canada                 Morgan    Stanley
      (30,951)                                                (17,385)
           ARC  Resources     Ltd                Morgan    Stanley
      138,949                                                25,696
           Aritzia    Inc                   Goldman    Sachs
       17,725                                                (7,077)
           Aritzia    Inc
       8,364                            HSBC                    1,395
           Aritzia    Inc                   Morgan    Stanley
       19,428                                                3,770
           Artis   Real   Estate    Investment      Trust   (Reit)      Goldman    Sachs
      (116,029)                                                  (951)
           Artis   Real   Estate    Investment      Trust   (Reit)      Morgan    Stanley
      (43,091)                                                (4,943)
           Atco   Ltd/Canada      ’I’               Morgan    Stanley
      (22,881)                                                (11,156)
           Atlantic     Power   Corp                Goldman    Sachs
      124,101                                                (3,577)
           Atlantic     Power   Corp
       15,156                            HSBC                     (110)
           Atlantic     Power   Corp                Morgan    Stanley
      146,943                                                (3,543)
           ATS  Automation      Tooling    Systems    Inc        Goldman    Sachs
      (20,473)                                                 7,144
           ATS  Automation      Tooling    Systems    Inc
       (1,678)                            HSBC                     953
           ATS  Automation      Tooling    Systems    Inc        Morgan    Stanley
      (20,752)                                                  508
           Aurinia    Pharmaceuticals        Inc           Morgan    Stanley
      (14,507)                                                (19,690)
           AutoCanada      Inc                  Goldman    Sachs
      (10,597)                                                (4,441)
           B2Gold    Corp                    Goldman    Sachs
      103,706                                                11,976
           B2Gold    Corp                    Morgan    Stanley
      107,861                                                 8,679
           Bank   of  Montreal                   Goldman    Sachs
       8,758                                                2,973
           Bank   of  Montreal
       2,407                            HSBC                    1,935
           Bank   of  Montreal                   Morgan    Stanley
       48,299                                                44,508
           Bank   of  Nova   Scotia/The                 Goldman    Sachs
       23,642                                               (27,631)
           Barrick    Gold   Corp                 Goldman    Sachs
      (28,802)                                                (3,355)
           Barrick    Gold   Corp
       (7,597)                            HSBC                    (2,495)
           Barrick    Gold   Corp                 Morgan    Stanley
       (4,137)                                                 (796)
           Bausch    Health    Cos  Inc              Morgan    Stanley
       (1,250)                                                 (984)
           Baytex    Energy    Corp                Goldman    Sachs
      307,229                                                (47,659)
           Baytex    Energy    Corp
      204,491                             HSBC                   (13,573)
           Baytex    Energy    Corp                Morgan    Stanley
      218,513                                                (9,196)
           BCE  Inc                     Goldman    Sachs
       43,540                                               (13,479)
       92,653    BCE  Inc                     Morgan    Stanley                31,309
           Bellatrix     Exploration      Ltd*            Morgan    Stanley
       1,858                                                (517)
           Birchcliff      Energy    Ltd              Goldman    Sachs
       79,140                                                1,342
           Birchcliff      Energy    Ltd              Morgan    Stanley
      189,560                                                24,762
           BlackBerry      Ltd                  Goldman    Sachs
      (67,714)                                                (3,499)
           BlackBerry      Ltd                  Morgan    Stanley
      (76,506)                                                 7,179
           Boardwalk     Real   Estate    Investment      Trust
                                   Goldman    Sachs
       42,749                                                28,584
           (Reit)
                                  71/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           カナダ(続き)
           Boardwalk     Real   Estate    Investment      Trust
       3,407                            HSBC                    12,148
           (Reit)
           Boardwalk     Real   Estate    Investment      Trust
                                   Morgan    Stanley
       37,554                                                23,709
           (Reit)
           Bombardier      Inc   ’B’               Goldman    Sachs
      (217,058)                                                 13,347
           Bombardier      Inc   ’B’
      (109,080)                             HSBC                    3,483
           Bombardier      Inc   ’B’               Morgan    Stanley
      (271,912)                                                 8,445
           Bonavista     Energy    Corp               Morgan    Stanley
      240,475                                                  (56)
           Boralex    Inc   ’A’                 Morgan    Stanley
      (160,617)                                                (34,973)
           Brookfield      Asset   Management      Inc   ’A’       Morgan    Stanley
       22,926                                                27,266
           Brookfield      Business     Partners     LP         Goldman    Sachs
       15,754                                                3,408
           Brookfield      Business     Partners     LP
       3,475                            HSBC                    4,184
           Brookfield      Business     Partners     LP         Morgan    Stanley
       27,251                                                 (930)
           Brookfield      Infrastructure        Partners     LP      Morgan    Stanley
       24,870                                                (6,632)
           Brookfield      Property     Partners     LP         Morgan    Stanley
       55,217                                                3,061
       24,419    Brookfield      Renewable     Partners     LP        Morgan    Stanley                 9,384
       6,009    BRP  Inc                     HSBC                    23,307
           BRP  Inc                     Morgan    Stanley
       2,549                                                8,647
           CAE  Inc                     Morgan    Stanley
       38,702                                                18,119
           Calfrac    Well   Services     Ltd            Goldman    Sachs
      113,642                                                (21,034)
           Calfrac    Well   Services     Ltd
       21,999                            HSBC                    (6,910)
           Calfrac    Well   Services     Ltd            Morgan    Stanley
      125,522                                                (10,441)
           Cameco    Corp                    Goldman    Sachs
      (37,482)                                                 9,931
           Cameco    Corp
       (3,837)                            HSBC                    1,062
           Cameco    Corp                    Morgan    Stanley
      (72,870)                                                11,950
           Canaccord     Genuity    Group   Inc           Goldman    Sachs
       25,551                                                3,513
           Canaccord     Genuity    Group   Inc           Morgan    Stanley
       47,324                                                3,448
           Canacol    Energy    Ltd                Goldman    Sachs
      (133,070)                                                 45,753
           Canacol    Energy    Ltd
      (90,236)                             HSBC                    37,355
           Canacol    Energy    Ltd                Morgan    Stanley
      (52,492)                                                 8,405
           Canada    Goose   Holdings     Inc            Goldman    Sachs
       (8,990)                                               (26,644)
           Canada    Goose   Holdings     Inc            Morgan    Stanley
       (9,156)                                               (15,552)
           Canadian     Apartment     Properties      REIT   (Reit)      Goldman    Sachs
       26,813                                                13,419
           Canadian     Apartment     Properties      REIT   (Reit)
       13,121                            HSBC                    8,514
       95,374    Canadian     Apartment     Properties      REIT   (Reit)      Morgan    Stanley                78,548
           Canadian     Imperial     Bank   of  Commerce          Goldman    Sachs
       6,024                                               (1,851)
           Canadian     Imperial     Bank   of  Commerce
       2,783                            HSBC                     743
           Canadian     Imperial     Bank   of  Commerce          Morgan    Stanley
       15,691                                                 545
           Canadian     National     Railway    Co          Goldman    Sachs
       (9,690)                                                20,180
           Canadian     National     Railway    Co
       (8,421)                            HSBC                    14,047
           Canadian     National     Railway    Co          Morgan    Stanley
      (34,481)                                                (38,459)
           Canadian     Natural    Resources     Ltd          Goldman    Sachs
      (32,532)                                                (2,650)
           Canadian     Natural    Resources     Ltd
      (28,308)                             HSBC                    (4,730)
           Canadian     Natural    Resources     Ltd          Morgan    Stanley
      (23,105)                                                (2,714)
           Canadian     Pacific    Railway    Ltd           Goldman    Sachs
       2,822                                               (9,140)
           Canadian     Pacific    Railway    Ltd
       2,900                            HSBC                    9,446
                                  72/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           カナダ(続き)
           Canadian     Pacific    Railway    Ltd           Morgan    Stanley
       12,275                                                34,982
           Canadian     Tire   Corp   Ltd   ’A’           Goldman    Sachs
      (11,289)                                                16,756
           Canadian     Tire   Corp   Ltd   ’A’
       (6,165)                            HSBC                    (3,709)
           Canadian     Tire   Corp   Ltd   ’A’           Morgan    Stanley
      (14,436)                                                (4,787)
           Canadian     Utilities     Ltd   ’A’           Goldman    Sachs
      (47,429)                                                23,754
           Canadian     Utilities     Ltd   ’A’
       (1,567)                            HSBC                     (273)
           Canadian     Utilities     Ltd   ’A’           Morgan    Stanley
      (103,181)                                                (14,364)
           Canadian     Western    Bank               Morgan    Stanley
      (33,779)                                                10,999
           Canfor    Pulp   Products     Inc             Goldman    Sachs
      (64,706)                                                13,607
           Canfor    Pulp   Products     Inc
       (2,301)                            HSBC                     752
           Canfor    Pulp   Products     Inc             Morgan    Stanley
      (112,534)                                                 3,845
           CanWel    Building     Materials     Group   Ltd       Goldman    Sachs
      (63,956)                                                (16,374)
           Capital    Power   Corp                Goldman    Sachs
       46,856                                                24,840
           Capital    Power   Corp
       6,103                            HSBC                    7,601
           Capital    Power   Corp                Morgan    Stanley
      112,806                                                42,336
       5,740    Cardinal     Energy    Ltd               HSBC                     (11)
           Cargojet     Inc                   Goldman    Sachs
       (6,331)                                                3,488
           Cargojet     Inc
       (4,112)                            HSBC                    11,490
           Cargojet     Inc                   Morgan    Stanley
       (1,853)                                                 645
           Cascades     Inc                   Goldman    Sachs
       (3,008)                                                 (259)
           Cascades     Inc
       (4,685)                            HSBC                     (165)
           Cascades     Inc                   Morgan    Stanley
      (14,551)                                                 (789)
           CCL  Industries      Inc   ’B’
        (842)                           HSBC                     (157)
           CCL  Industries      Inc   ’B’             Morgan    Stanley
      (20,452)                                                (1,279)
           Celestica     Inc                  Goldman    Sachs
      (80,338)                                                12,054
           Celestica     Inc                  Morgan    Stanley
      (103,084)                                                (14,229)
           Cenovus    Energy    Inc                Goldman    Sachs
      (16,071)                                                 5,560
           Cenovus    Energy    Inc
      (18,386)                             HSBC                    4,213
           Cenovus    Energy    Inc                Morgan    Stanley
      (139,970)                                                 5,013
           Centerra     Gold   Inc                Goldman    Sachs
      (13,870)                                                (4,020)
           Centerra     Gold   Inc
       (9,113)                            HSBC                    (1,975)
           Centerra     Gold   Inc                Morgan    Stanley
      (40,950)                                                (10,257)
           Ceridian     HCM  Holding    Inc             Goldman    Sachs
       (9,741)                                               (44,856)
           CES  Energy    Solutions     Corp             Morgan    Stanley
      108,710                                                (5,007)
       27,485    CGI  Inc                     Goldman    Sachs                44,095
           CGI  Inc
       4,737                            HSBC                    14,019
           CGI  Inc                     Morgan    Stanley
       37,280                                                66,747
           Chesswood     Group   Ltd               Morgan    Stanley
       (7,374)                                                 (267)
           Choice    Properties      Real   Estate    Investment
                                   Goldman    Sachs
      (124,676)                                                 (9,601)
           Trust   (Reit)
           Choice    Properties      Real   Estate    Investment
      (57,434)                             HSBC                   (13,281)
           Trust   (Reit)
           Choice    Properties      Real   Estate    Investment
                                   Morgan    Stanley
      (171,555)                                                (20,811)
           Trust   (Reit)
           CI  Financial     Corp                 Goldman    Sachs
      (74,269)                                                 6,663
           Cineplex     Inc                   Goldman    Sachs
       42,969                                                (3,163)
                                  73/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           カナダ(続き)
           Cineplex     Inc
       1,651                            HSBC                     (234)
           Cineplex     Inc                   Morgan    Stanley
       23,810                                                (8,712)
           Cogeco    Communications        Inc            Goldman    Sachs
       5,343                                               (9,014)
           Cogeco    Communications        Inc
       34,992                            HSBC                    96,586
           Cogeco    Inc                    Goldman    Sachs
       3,049                                               (7,853)
           Cogeco    Inc
       3,304                            HSBC                    3,904
           Cogeco    Inc                    Morgan    Stanley
       20,529                                               (62,344)
           Colliers     International       Group   Inc         Goldman    Sachs
       15,528                                                31,384
           Colliers     International       Group   Inc
       10,938                            HSBC                    28,895
           Colliers     International       Group   Inc         Morgan    Stanley
       15,384                                                31,583
           Columbia     Care   Inc
       13,816                            HSBC                   (11,480)
           Cominar    Real   Estate    Investment      Trust   (Reit)    Goldman    Sachs
      (95,310)                                                 (683)
           Cominar    Real   Estate    Investment      Trust   (Reit)    Morgan    Stanley
      (126,510)                                                 (1,036)
           Computer     Modelling     Group   Ltd
      (13,412)                             HSBC                    (8,716)
           Computer     Modelling     Group   Ltd           Morgan    Stanley
      (40,676)                                                 3,224
       (2,214)    Constellation       Software     Inc/Canada            Goldman    Sachs               (126,969)
           Constellation       Software     Inc/Canada            Morgan    Stanley
        (341)                                               (6,443)
           Continental      Gold   Inc               Goldman    Sachs
       (2,071)                                                 (577)
           Continental      Gold   Inc
      (14,230)                             HSBC                    (3,259)
           Continental      Gold   Inc               Morgan    Stanley
      (18,056)                                                (5,259)
           Corby   Spirit    and  Wine   Ltd            Morgan    Stanley
       11,140                                                 922
           Corus   Entertainment       Inc   ’B’           Goldman    Sachs
       16,599                                                1,600
           Corus   Entertainment       Inc   ’B’           Morgan    Stanley
       63,998                                                (3,548)
           Cott   Corp                     Goldman    Sachs
      (34,634)                                                (18,048)
           Cott   Corp                     Morgan    Stanley
       (4,842)                                                  41
           Crescent     Point   Energy    Corp            Goldman    Sachs
       18,282                                                (8,527)
           Crescent     Point   Energy    Corp            Morgan    Stanley
      116,451                                                (26,553)
           Crew   Energy    Inc                 Morgan    Stanley
      138,377                                                  492
           Crombie    Real   Estate    Investment      Trust   (Reit)    Goldman    Sachs
      111,261                                                (3,418)
           Crombie    Real   Estate    Investment      Trust   (Reit)    Morgan    Stanley
       96,489                                                18,138
           CT  Real   Estate    Investment      Trust   (Reit)       Goldman    Sachs
      146,598                                                (11,812)
           CT  Real   Estate    Investment      Trust   (Reit)       Morgan    Stanley
      126,080                                                10,461
           Descartes     Systems    Group   Inc/The           Goldman    Sachs
       (9,050)                                               (17,998)
           Descartes     Systems    Group   Inc/The           Morgan    Stanley
      (37,629)                                                (32,801)
       (6,867)    Detour    Gold   Corp                 Morgan    Stanley                (8,138)
           DIRTT   Environmental       Solutions             Morgan    Stanley
      (59,729)                                                  576
           Dollarama     Inc                  Goldman    Sachs
      (17,110)                                                (18,657)
           Dollarama     Inc
       (6,847)                            HSBC                   (10,153)
           Dollarama     Inc                  Morgan    Stanley
      (49,881)                                                (61,135)
           Domtar    Corp                    Goldman    Sachs
       18,480                                                (9,546)
           Domtar    Corp
       1,588                            HSBC                     (870)
           Domtar    Corp                    Morgan    Stanley
       18,201                                                4,902
           Dorel   Industries      Inc   ’B’            Goldman    Sachs
       34,832                                                26,781
           Dorel   Industries      Inc   ’B’            Morgan    Stanley
       24,366                                                10,566
           Dream   Industrial      Real   Estate    Investment
                                   Goldman    Sachs
       71,840                                                11,414
           Trust   (Reit)
                                  74/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           カナダ(続き)
           Dream   Industrial      Real   Estate    Investment
       26,530                            HSBC                    12,320
           Trust   (Reit)
           Dream   Industrial      Real   Estate    Investment
                                   Morgan    Stanley
      253,759                                                57,479
           Trust   (Reit)
           Dream   Office    Real   Estate    Investment      Trust
                                   Goldman    Sachs
      (80,079)                                                (32,817)
           (Reit)
           Dream   Office    Real   Estate    Investment      Trust
       (2,023)                            HSBC                     (548)
           (Reit)
           Dream   Office    Real   Estate    Investment      Trust
                                   Morgan    Stanley
      (109,097)                                                (29,607)
           (Reit)
           Dundee    Precious     Metals    Inc            Morgan    Stanley
       21,500                                                4,803
           ECN  Capital    Corp                 Goldman    Sachs
      (16,208)                                                (1,268)
           ECN  Capital    Corp
      (86,570)                             HSBC                     974
           ECN  Capital    Corp                 Morgan    Stanley
      (94,153)                                                 (864)
           Eldorado     Gold   Corp
        (669)                           HSBC                      (9)
           Eldorado     Gold   Corp                Morgan    Stanley
      (19,905)                                                (2,299)
           Element    Fleet   Management      Corp           Morgan    Stanley
      (34,944)                                                 3,086
           Emera   Inc                    Goldman    Sachs
      (32,059)                                                (22,739)
           Emera   Inc
      (12,679)                             HSBC                   (19,504)
           Emera   Inc                    Morgan    Stanley
      (73,446)                                                14,655
           Empire    Co  Ltd   ’A’                Goldman    Sachs
       36,971                                                36,508
           Empire    Co  Ltd   ’A’
       2,211                            HSBC                    1,806
           Empire    Co  Ltd   ’A’                Morgan    Stanley
       53,082                                                58,999
           Enbridge     Inc                   Goldman    Sachs
      (43,485)                                                13,030
           Enbridge     Inc
      (34,092)                             HSBC                   (13,958)
           Enbridge     Inc                   Morgan    Stanley
      (22,648)                                                (11,211)
           Encana    Corp                    Goldman    Sachs
       (5,784)                                                2,405
           Encana    Corp                    Morgan    Stanley
      (125,716)                                                 19,238
           Endeavour     Mining    Corp
       8,757                            HSBC                    11,310
           Endeavour     Mining    Corp               Morgan    Stanley
       1,678                                                1,280
           Enerflex     Ltd                   Goldman    Sachs
       41,844                                                6,691
           Enerflex     Ltd                   Morgan    Stanley
       62,603                                                5,761
           Enerplus     Corp                   Goldman    Sachs
       53,370                                                (8,363)
           Enerplus     Corp
       57,171                            HSBC                   (14,316)
           Enerplus     Corp                   Morgan    Stanley
      123,383                                                (13,492)
       4,256    Enghouse     Systems    Ltd               Goldman    Sachs                8,889
           Enghouse     Systems    Ltd               Morgan    Stanley
       21,669                                                9,346
           Ensign    Energy    Services     Inc            Morgan    Stanley
       25,918                                                 494
           Equitable     Group   Inc
        (945)                           HSBC                    1,957
           Equitable     Group   Inc               Morgan    Stanley
       (3,481)                                                1,824
           ERO  Copper    Corp                  Goldman    Sachs
       6,091                                                5,075
           ERO  Copper    Corp
       5,783                            HSBC                    7,098
           ERO  Copper    Corp                  Morgan    Stanley
       25,633                                                10,738
           Essential     Energy    Services     Trust          Morgan    Stanley
       67,346                                                 244
           Exchange     Income    Corp               Goldman    Sachs
       1,702                                                 540
           Exchange     Income    Corp
       9,191                            HSBC                    12,444
           Exchange     Income    Corp               Morgan    Stanley
       8,968                                                 754
                                  75/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           カナダ(続き)
           Extendicare      Inc                 Goldman    Sachs
      (96,045)                                                 7,848
           Extendicare      Inc                 Morgan    Stanley
      (150,948)                                                 7,430
           Fairfax    Financial     Holdings     Ltd          Goldman    Sachs
       2,083                                                5,976
           Fairfax    Financial     Holdings     Ltd
         73                          HSBC                     (401)
           Fairfax    Financial     Holdings     Ltd          Morgan    Stanley
        155                                               1,367
           Fiera   Capital    Corp                Goldman    Sachs
      109,760                                                (25,217)
           Finning    International       Inc
       (1,205)                            HSBC                     121
           Finning    International       Inc            Morgan    Stanley
      (74,505)                                                (4,741)
           First   Capital    Realty    Inc             Goldman    Sachs
      (81,630)                                                 5,144
           First   Capital    Realty    Inc             Morgan    Stanley
      (199,024)                                                (38,359)
           First   Majestic     Silver    Corp            Morgan    Stanley
       (4,371)                                                 (234)
           First   National     Financial     Corp           Goldman    Sachs
        212                                               (402)
           First   National     Financial     Corp
       3,801                            HSBC                    (3,267)
           First   National     Financial     Corp           Morgan    Stanley
       7,413                                               (11,697)
           First   Quantum    Minerals     Ltd            Goldman    Sachs
      (42,300)                                                (9,589)
      (57,940)     First   Quantum    Minerals     Ltd            Morgan    Stanley                 (527)
           FirstService       Corp                 Goldman    Sachs
       3,647                                               17,320
           FirstService       Corp
       1,149                            HSBC                    8,139
           FirstService       Corp                 Morgan    Stanley
       21,124                                                40,994
           Fortis    Inc/Canada                    Goldman    Sachs
       26,714                                               (39,312)
           Fortis    Inc/Canada
       10,789                            HSBC                    (7,714)
           Fortis    Inc/Canada                    Morgan    Stanley
      126,711                                                (98,528)
           Fortuna    Silver    Mines   Inc             Goldman    Sachs
       37,086                                                4,939
           Fortuna    Silver    Mines   Inc
       9,492                            HSBC                     892
           Fortuna    Silver    Mines   Inc             Morgan    Stanley
       46,849                                                6,604
           Franco-Nevada       Corp                Goldman    Sachs
       9,108                                               (5,673)
           Franco-Nevada       Corp
       2,477                            HSBC                    6,780
           Franco-Nevada       Corp                Morgan    Stanley
       12,877                                                19,442
           Freehold     Royalties     Ltd              Goldman    Sachs
      189,812                                                (24,125)
           Freehold     Royalties     Ltd
       87,815                            HSBC                    (5,387)
           Freehold     Royalties     Ltd              Morgan    Stanley
      163,873                                                (9,161)
           Frontera     Energy    Corp               Goldman    Sachs
       44,317                                               (28,486)
           Frontera     Energy    Corp
       5,204                            HSBC                    (4,557)
           Frontera     Energy    Corp               Morgan    Stanley
       46,259                                                 (878)
      (18,630)     Genworth     MI  Canada    Inc              Morgan    Stanley                (8,752)
           George    Weston    Ltd                Goldman    Sachs
       27,822                                                56,671
           George    Weston    Ltd                Morgan    Stanley
       51,607                                                71,110
           Gibson    Energy    Inc                Goldman    Sachs
      149,020                                               (102,793)
           Gibson    Energy    Inc                Morgan    Stanley
       81,728                                                (3,443)
           Gildan    Activewear      Inc              Goldman    Sachs
        (871)                                               (1,854)
           Gildan    Activewear      Inc
      (25,108)                             HSBC                   (49,622)
           Gildan    Activewear      Inc              Morgan    Stanley
      (18,080)                                                (38,847)
           goeasy    Ltd                    Goldman    Sachs
       (5,356)                                               (13,571)
           goeasy    Ltd                    Morgan    Stanley
       (1,278)                                                (3,208)
           Golden    Star   Resources     Ltd            Goldman    Sachs
      (10,221)                                                  84
                                  76/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           カナダ(続き)
           Golden    Star   Resources     Ltd            Morgan    Stanley
      (29,179)                                                (3,454)
           Gran   Tierra    Energy    Inc              Goldman    Sachs
       27,542                                                 881
           Gran   Tierra    Energy    Inc              Morgan    Stanley
      159,536                                                 (104)
           Granite    Real   Estate    Investment      Trust   (Reit)    Goldman    Sachs
      (11,229)                                                (4,409)
           Granite    Real   Estate    Investment      Trust   (Reit)    Morgan    Stanley
      (16,941)                                                (7,088)
           Great   Canadian     Gaming    Corp            Goldman    Sachs
       (4,027)                                                (8,618)
           Great   Canadian     Gaming    Corp
      (11,069)                             HSBC                   (24,879)
           Great   Canadian     Gaming    Corp            Morgan    Stanley
      (22,563)                                                (2,087)
           Great-West      Lifeco    Inc              Goldman    Sachs
      (28,871)                                                 2,399
           Great-West      Lifeco    Inc              Morgan    Stanley
      (42,432)                                                (16,241)
           H&R  Real   Estate    Investment      Trust   (Reit)       Goldman    Sachs
       41,325                                               (12,281)
           High   Arctic    Energy    Services     Inc         Morgan    Stanley
       44,882                                                1,309
           Home   Capital    Group   Inc              Morgan    Stanley
      (12,907)                                                 (659)
           Hudbay    Minerals     Inc               Goldman    Sachs
      (54,778)                                                13,867
           Hudbay    Minerals     Inc               Morgan    Stanley
       (5,382)                                                 (232)
      (106,014)      Husky   Energy    Inc                 Goldman    Sachs                11,683
           Husky   Energy    Inc
      (116,993)                             HSBC                    69,948
           Hydro   One  Ltd                  Goldman    Sachs
      (161,089)                                                (58,921)
           Hydro   One  Ltd                  Morgan    Stanley
      (96,126)                                                (9,691)
           Hydro   One  Ltd   ’144A’
       (2,022)                            HSBC                    (1,522)
           iA  Financial     Corp   Inc              Goldman    Sachs
      (16,975)                                                 1,526
           iA  Financial     Corp   Inc
       (2,639)                            HSBC                    (2,902)
           iA  Financial     Corp   Inc              Morgan    Stanley
       (2,349)                                                (1,921)
           IAMGOLD    Corp
       56,148                            HSBC                    14,048
           IGM  Financial     Inc                Morgan    Stanley
      (42,061)                                                 4,572
           Imperial     Oil  Ltd                 Goldman    Sachs
       41,625                                               (27,375)
           Imperial     Oil  Ltd
       14,996                            HSBC                   (23,102)
           Imperial     Oil  Ltd                 Morgan    Stanley
       14,981                                                1,676
           Innergex     Renewable     Energy    Inc          Goldman    Sachs
      (69,997)                                                (2,804)
           Innergex     Renewable     Energy    Inc
       (9,995)                            HSBC                     (476)
           Innergex     Renewable     Energy    Inc          Morgan    Stanley
      (305,630)                                                (34,287)
           Intact    Financial     Corp               Morgan    Stanley
       (6,339)                                                (5,735)
           Inter   Pipeline     Ltd                Goldman    Sachs
      (28,656)                                                (1,271)
           Inter   Pipeline     Ltd
      (166,629)                             HSBC                   (40,007)
      (32,589)     Inter   Pipeline     Ltd                Morgan    Stanley                 (388)
           Interfor     Corp                   Goldman    Sachs
       (3,251)                                                 (467)
           Interfor     Corp
      (10,306)                             HSBC                    (5,402)
           Interfor     Corp                   Morgan    Stanley
      (40,420)                                                (9,425)
           InterRent     Real   Estate    Investment      Trust
                                   Goldman    Sachs
      (77,839)                                                (1,025)
           (Reit)
           InterRent     Real   Estate    Investment      Trust
      (92,029)                             HSBC                   (28,780)
           (Reit)
           InterRent     Real   Estate    Investment      Trust
                                   Morgan    Stanley
      (29,924)                                                (1,902)
           (Reit)
           Intertape     Polymer    Group   Inc
        (532)                           HSBC                     414
           Intertape     Polymer    Group   Inc           Morgan    Stanley
      (34,001)                                                 3,846
                                  77/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           カナダ(続き)
           Ivanhoe    Mines   Ltd   ’A’              Goldman    Sachs
      226,627                                                (41,107)
           Ivanhoe    Mines   Ltd   ’A’              Morgan    Stanley
       69,904                                                (9,586)
           Jamieson     Wellness     Inc              Goldman    Sachs
       8,534                                               (1,302)
           Jamieson     Wellness     Inc
       4,294                            HSBC                    3,641
           Jamieson     Wellness     Inc              Morgan    Stanley
       27,755                                                (7,449)
           Just   Energy    Group   Inc              Goldman    Sachs
      (72,670)                                                (19,781)
           Kelt   Exploration      Ltd               Goldman    Sachs
       (8,080)                                                (1,044)
           Kelt   Exploration      Ltd
       (8,592)                            HSBC                     (487)
           Kelt   Exploration      Ltd               Morgan    Stanley
      (123,600)                                                 (3,492)
           Keyera    Corp                    Goldman    Sachs
       18,576                                               (20,010)
           Keyera    Corp
       3,512                            HSBC                     (236)
           Keyera    Corp                    Morgan    Stanley
       74,909                                               (45,702)
           Killam    Apartment     Real   Estate    Investment
                                   Goldman    Sachs
      110,655                                                23,726
           Trust   (Reit)
           Killam    Apartment     Real   Estate    Investment
       29,520                            HSBC                    7,269
           Trust   (Reit)
           Killam    Apartment     Real   Estate    Investment
                                   Morgan    Stanley
      155,745                                                34,834
           Trust   (Reit)
           Kinaxis    Inc                   Goldman    Sachs
       (2,014)                                                (5,308)
           Kinaxis    Inc                   Morgan    Stanley
      (12,434)                                                (3,760)
           Kinder    Morgan    Canada    Ltd   ’144A’          Goldman    Sachs
      (77,477)                                                30,528
           Kinder    Morgan    Canada    Ltd   ’144A’          Morgan    Stanley
      (25,295)                                                 3,029
           Kinross    Gold   Corp                 Goldman    Sachs
       82,012                                                3,342
           Kinross    Gold   Corp
       2,241                            HSBC                     (206)
           Kirkland     Lake   Gold   Ltd              Goldman    Sachs
       7,500                                               (53,608)
           Kirkland     Lake   Gold   Ltd              Morgan    Stanley
       1,159                                               (7,653)
           Knight    Therapeutics       Inc             Goldman    Sachs
       19,675                                                 (55)
           Knight    Therapeutics       Inc
       49,535                            HSBC                   (22,382)
           Knight    Therapeutics       Inc             Morgan    Stanley
       83,321                                                (2,189)
           Labrador     Iron   Ore  Royalty    Corp          Goldman    Sachs
       34,732                                                52,950
           Labrador     Iron   Ore  Royalty    Corp
       2,783                            HSBC                    2,957
           Labrador     Iron   Ore  Royalty    Corp          Morgan    Stanley
       12,106                                                3,678
           Laurentian      Bank   of  Canada              Morgan    Stanley
      (48,807)                                                14,669
           Lightspeed      POS  Inc                Goldman    Sachs
       (9,210)                                               (23,499)
           Lightspeed      POS  Inc
       (2,360)                            HSBC                    (6,621)
           Linamar    Corp                   Goldman    Sachs
       (5,593)                                                3,186
           Linamar    Corp
       (3,383)                            HSBC                     567
           Linamar    Corp                   Morgan    Stanley
      (41,378)                                                (54,227)
           Lithium    Americas     Corp               Goldman    Sachs
       26,177                                                (2,016)
           Lithium    Americas     Corp
       49,421                            HSBC                    (4,994)
           Lithium    Americas     Corp               Morgan    Stanley
       43,987                                                3,229
           Loblaw    Cos  Ltd                  Goldman    Sachs
      (61,549)                                                (68,603)
           Loblaw    Cos  Ltd                  Morgan    Stanley
      (27,707)                                                (20,105)
           Lundin    Gold   Inc                 Goldman    Sachs
       1,637                                                 139
           Lundin    Gold   Inc
       1,393                            HSBC                     254
           Lundin    Gold   Inc                 Morgan    Stanley
       1,982                                                 336
                                  78/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           カナダ(続き)
           Lundin    Mining    Corp                Goldman    Sachs
      (108,533)                                                 40,277
           Lundin    Mining    Corp
      (73,876)                             HSBC                    24,255
           Lundin    Mining    Corp                Morgan    Stanley
      (178,001)                                                 24,724
           MAG  Silver    Corp                  Morgan    Stanley
       (5,494)                                                (2,444)
           Magna   International       Inc             Goldman    Sachs
       23,481                                               (12,024)
           Magna   International       Inc
       2,415                            HSBC                    (3,180)
           Magna   International       Inc             Morgan    Stanley
       1,965                                                2,489
           Manulife     Financial     Corp              Morgan    Stanley
       59,175                                                14,619
           Maple   Leaf   Foods   Inc               Morgan    Stanley
       64,685                                                58,131
           Martinrea     International       Inc
      (11,616)                             HSBC                    (6,634)
           Martinrea     International       Inc           Morgan    Stanley
      (96,926)                                                (43,191)
           Maxar   Technologies       Inc
       9,135                            HSBC                   (12,339)
           Maxar   Technologies       Inc              Morgan    Stanley
       4,487                                               (4,014)
           McCoy   Global    Inc                 Morgan    Stanley
       19,197                                                 283
           Medical    Facilities      Corp              Morgan    Stanley
       11,468                                                 (717)
       10,354    MediPharm     Labs   Corp                Goldman    Sachs                (2,205)
           MediPharm     Labs   Corp
       27,569                            HSBC                   (30,735)
           MediPharm     Labs   Corp                Morgan    Stanley
       31,211                                                (5,224)
           MEG  Energy    Corp                  Goldman    Sachs
      (18,606)                                                 1,279
           Methanex     Corp                   Goldman    Sachs
       20,735                                               (74,652)
           Methanex     Corp
        373                          HSBC                    (1,468)
           Methanex     Corp                   Morgan    Stanley
       19,637                                               (16,721)
           Metro   Inc/CN                    Goldman    Sachs
      (49,288)                                                (82,004)
           Metro   Inc/CN
       (2,129)                            HSBC                    (4,246)
           Metro   Inc/CN                    Morgan    Stanley
      (59,366)                                                (65,790)
           Morguard     North   American     Residential      Real
                                   Goldman    Sachs
       20,899                                                (2,488)
           Estate    Investment      Trust   (Reit)
           Morguard     North   American     Residential      Real
        525                          HSBC                      2
           Estate    Investment      Trust   (Reit)
           Morguard     North   American     Residential      Real
                                   Morgan    Stanley
       12,488                                                2,142
           Estate    Investment      Trust   (Reit)
           Morguard     Real   Estate    Investment      Trust   (Reit)    Morgan    Stanley
        (890)                                                (59)
           Morneau    Shepell    Inc               Goldman    Sachs
       18,735                                                13,090
           Morneau    Shepell    Inc
       32,328                            HSBC                    28,840
           Morneau    Shepell    Inc               Morgan    Stanley
       51,755                                                4,247
           MTY  Food   Group   Inc                Goldman    Sachs
      (17,812)                                                15,823
           MTY  Food   Group   Inc
       (3,518)                            HSBC                    (9,131)
           MTY  Food   Group   Inc                Morgan    Stanley
      (17,720)                                                (18,922)
           Mullen    Group   Ltd                 Morgan    Stanley
      (22,496)                                                 1,782
           National     Bank   of  Canada               Goldman    Sachs
      (23,812)                                                (15,176)
           National     Bank   of  Canada               Morgan    Stanley
      (67,773)                                                (9,928)
           Newmont    Mining    Corp                Goldman    Sachs
      (17,957)                                                (10,887)
           Nexa   Resources     SA                Goldman    Sachs
      (23,055)                                                13,476
           Nexa   Resources     SA                Morgan    Stanley
      (34,450)                                                (9,150)
           NexGen    Energy    Ltd                Goldman    Sachs
      202,215                                                (6,012)
           NexGen    Energy    Ltd                Morgan    Stanley
      265,777                                                (8,210)
                                  79/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           カナダ(続き)
           NFI  Group   Inc                  Goldman    Sachs
      (24,413)                                                21,168
           NFI  Group   Inc
      (12,438)                             HSBC                    27,431
           NFI  Group   Inc                  Morgan    Stanley
      (43,991)                                                40,625
           Norbord    Inc                   Goldman    Sachs
       (8,739)                                                (2,026)
           Norbord    Inc
       (7,225)                            HSBC                    1,544
           Norbord    Inc                   Morgan    Stanley
      (58,913)                                                 1,611
           North   American     Construction       Group   Ltd      Morgan    Stanley
       10,489                                                1,110
           North   American     Palladium     Ltd           Goldman    Sachs
       6,998                                                 (64)
           North   American     Palladium     Ltd
       3,544                            HSBC                     (29)
           North   American     Palladium     Ltd           Morgan    Stanley
       4,044                                                 235
           North   West   Co  Inc/The                Goldman    Sachs
      (14,278)                                                (2,144)
           North   West   Co  Inc/The
       (2,262)                            HSBC                    (1,090)
           North   West   Co  Inc/The                Morgan    Stanley
      (82,005)                                                (42,076)
           Northland     Power   Inc               Morgan    Stanley
       97,094                                               (27,589)
           Northview     Apartment     Real   Estate    Investment
                                   Goldman    Sachs
      (49,476)                                                (7,397)
           Trust   (Reit)
           Northview     Apartment     Real   Estate    Investment
       (3,138)                            HSBC                    (2,978)
           Trust   (Reit)
           Northview     Apartment     Real   Estate    Investment
                                   Morgan    Stanley
      (97,494)                                                (15,451)
           Trust   (Reit)
           NorthWest     Healthcare      Properties      Real   Estate
                                   Goldman    Sachs
      226,204                                                44,413
           Investment      Trust   (Reit)
           NorthWest     Healthcare      Properties      Real   Estate
      110,810                             HSBC                    43,098
           Investment      Trust   (Reit)
           NorthWest     Healthcare      Properties      Real   Estate
                                   Morgan    Stanley
      198,054                                                10,742
           Investment      Trust   (Reit)
           Novagold     Resources     Inc              Goldman    Sachs
      (58,328)                                                (12,652)
           Novagold     Resources     Inc
      (14,295)                             HSBC                    (5,265)
           Novagold     Resources     Inc              Morgan    Stanley
       (7,709)                                                (1,600)
           Nutrien    Ltd                   Goldman    Sachs
       17,382                                               (19,833)
           Nutrien    Ltd
       18,741                            HSBC                   (30,024)
           Nutrien    Ltd                   Morgan    Stanley
       67,237                                                60,698
           NuVista    Energy    Ltd                Goldman    Sachs
       40,945                                                (2,277)
           NuVista    Energy    Ltd
      175,499                             HSBC                    (3,265)
           NuVista    Energy    Ltd                Morgan    Stanley
       25,930                                                (1,591)
           OceanaGold      Corp                  Goldman    Sachs
       2,399                                                (117)
           OceanaGold      Corp                  Morgan    Stanley
       48,595                                                8,717
           Onex   Corp                     Goldman    Sachs
       (6,748)                                                7,926
           Open   Text   Corp                  Goldman    Sachs
       5,112                                                1,813
           Open   Text   Corp                  Morgan    Stanley
       67,665                                                54,115
           Osisko    Gold   Royalties     Ltd            Goldman    Sachs
       (6,593)                                                 (522)
           Osisko    Gold   Royalties     Ltd            Morgan    Stanley
       (7,898)                                                (1,086)
           Osisko    Mining    Inc                Goldman    Sachs
       36,804                                                 (996)
           Osisko    Mining    Inc
       78,511                            HSBC                    8,493
           Osisko    Mining    Inc                Morgan    Stanley
       35,998                                                 494
           Pan  American     Silver    Corp             Goldman    Sachs
      (33,003)                                                (14,672)
           Pan  American     Silver    Corp
       (7,855)                            HSBC                    (9,905)
           Pan  American     Silver    Corp             Morgan    Stanley
       (6,229)                                                (2,644)
                                  80/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           カナダ(続き)
           Paramount     Resources     Ltd   ’A’           Goldman    Sachs
       11,525                                                 (564)
           Paramount     Resources     Ltd   ’A’
       23,225                            HSBC                    (5,053)
           Paramount     Resources     Ltd   ’A’           Morgan    Stanley
       13,117                                                 (730)
           Parex   Resources     Inc               Goldman    Sachs
      (24,669)                                                18,515
           Park   Lawn   Corp                  Goldman    Sachs
      (10,354)                                                (5,016)
           Park   Lawn   Corp
        (241)                           HSBC                     (63)
           Park   Lawn   Corp                  Morgan    Stanley
       (7,621)                                                 798
           Parkland     Fuel   Corp                Goldman    Sachs
       43,484                                               (23,631)
           Parkland     Fuel   Corp
       44,002                            HSBC                    1,337
           Parkland     Fuel   Corp                Morgan    Stanley
       15,890                                                5,139
           Pason   Systems    Inc                Goldman    Sachs
       64,899                                               (31,597)
           Pason   Systems    Inc
       15,044                            HSBC                   (10,240)
           Pason   Systems    Inc                Morgan    Stanley
      132,557                                                 2,165
           Pattern    Energy    Group   Inc   ’A’          Morgan    Stanley
      (40,993)                                                (6,989)
           Pembina    Pipeline     Corp               Goldman    Sachs
      (13,866)                                                19,975
      (17,452)     Pembina    Pipeline     Corp               HSBC                    9,055
           Pembina    Pipeline     Corp               Morgan    Stanley
      (22,973)                                                 8,986
           Peyto   Exploration      & Development      Corp       Goldman    Sachs
      (93,501)                                                15,284
           Peyto   Exploration      & Development      Corp
       (3,652)                            HSBC                     739
           Peyto   Exploration      & Development      Corp       Morgan    Stanley
      (146,548)                                                 15,640
           Poseidon     Concepts     Corp*              Morgan    Stanley
      (26,058)                                                 5,292
           Power   Corp   of  Canada                Goldman    Sachs
      (88,032)                                                12,154
           Power   Corp   of  Canada                Morgan    Stanley
      (114,357)                                                (55,884)
           Power   Financial     Corp               Goldman    Sachs
      125,319                                                (73,408)
           Power   Financial     Corp               Morgan    Stanley
      111,511                                                17,558
           PrairieSky      Royalty    Ltd              Goldman    Sachs
      (41,389)                                                 (978)
           PrairieSky      Royalty    Ltd              Morgan    Stanley
      (144,625)                                                 12,937
           Premier    Gold   Mines   Ltd              Goldman    Sachs
       13,453                                                 (469)
           Premier    Gold   Mines   Ltd              Morgan    Stanley
       44,255                                                1,790
           Premium    Brands    Holdings     Corp           Goldman    Sachs
       (2,579)                                                (7,470)
           Premium    Brands    Holdings     Corp
       (1,175)                            HSBC                    (3,328)
           Premium    Brands    Holdings     Corp           Morgan    Stanley
      (20,299)                                                (48,785)
           Pretium    Resources     Inc              Goldman    Sachs
      (15,058)                                                (7,308)
           Pretium    Resources     Inc
      (16,062)                             HSBC                   (13,194)
       (3,803)    Pretium    Resources     Inc              Morgan    Stanley                (1,522)
           Quebecor     Inc   ’B’                Goldman    Sachs
      (62,899)                                                31,290
           Quebecor     Inc   ’B’
      (57,547)                             HSBC                   (24,942)
           Quebecor     Inc   ’B’                Morgan    Stanley
      (49,303)                                                14,883
           Real   Matters    Inc                 Goldman    Sachs
       17,222                                                28,817
           Real   Matters    Inc
       33,229                            HSBC                    63,769
           Recipe    Unlimited     Corp               Goldman    Sachs
       (1,601)                                                 290
           Recipe    Unlimited     Corp               Morgan    Stanley
        (640)                                                 (6)
           Resolute     Forest    Products     Inc           Goldman    Sachs
       59,453                                                1,073
           Resolute     Forest    Products     Inc
       40,311                            HSBC                    5,407
           Resolute     Forest    Products     Inc           Morgan    Stanley
       55,726                                                17,470
                                  81/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           カナダ(続き)
           Restaurant      Brands    International       Inc       Goldman    Sachs
       40,265                                               (36,095)
           Restaurant      Brands    International       Inc
       20,580                            HSBC                   (13,657)
           Restaurant      Brands    International       Inc       Morgan    Stanley
       7,413                                                5,602
           Richelieu     Hardware     Ltd              Goldman    Sachs
       21,103                                               (10,082)
           Richelieu     Hardware     Ltd
       64,953                            HSBC                   (35,078)
           RioCan    Real   Estate    Investment      Trust   (Reit)     Goldman    Sachs
      (48,597)                                                (9,458)
           RioCan    Real   Estate    Investment      Trust   (Reit)     Morgan    Stanley
      (189,204)                                                (54,477)
           Ritchie    Bros   Auctioneers      Inc           Goldman    Sachs
       20,348                                                7,119
           Ritchie    Bros   Auctioneers      Inc
       6,057                            HSBC                     234
           Rogers    Communications        Inc   ’B’          Goldman    Sachs
       52,057                                               (11,901)
           Rogers    Sugar   Inc                 Goldman    Sachs
      (201,972)                                                 45,706
           Rogers    Sugar   Inc
       (9,403)                            HSBC                    3,697
           Rogers    Sugar   Inc                 Morgan    Stanley
      (291,731)                                                (36,645)
           Royal   Bank   of  Canada                Morgan    Stanley
      (39,950)                                                18,624
           Russel    Metals    Inc                Goldman    Sachs
      (104,439)                                                 74,766
       (9,011)    Russel    Metals    Inc                HSBC                    2,636
           Russel    Metals    Inc                Morgan    Stanley
      (33,739)                                                22,197
           Sandstorm     Gold   Ltd                Morgan    Stanley
       54,006                                                 992
           Saputo    Inc                    Goldman    Sachs
       (5,042)                                                 (912)
           Saputo    Inc                    Morgan    Stanley
      (83,790)                                                (65,200)
           Savaria    Corp                   Goldman    Sachs
      (42,261)                                                 2,935
           Savaria    Corp                   Morgan    Stanley
      (66,186)                                                 2,949
           Seabridge     Gold   Inc                Goldman    Sachs
       (4,837)                                                 (965)
           Seabridge     Gold   Inc                Morgan    Stanley
        (685)                                                (464)
           Sears   Canada    Inc*                 Morgan    Stanley
       12,100                                                (5,623)
           Secure    Energy    Services     Inc            Goldman    Sachs
      226,376                                                (27,037)
           Secure    Energy    Services     Inc
       50,727                            HSBC                    (1,927)
           Secure    Energy    Services     Inc            Morgan    Stanley
      237,603                                                (27,306)
           SEMAFO    Inc                    Goldman    Sachs
       63,970                                                (1,237)
           Seven   Generations      Energy    Ltd   ’A’        Goldman    Sachs
       5,965                                               (1,813)
           Seven   Generations      Energy    Ltd   ’A’        Morgan    Stanley
       49,742                                                (4,294)
           Shaw   Communications        Inc   ’B’           Goldman    Sachs
      (93,984)                                                 8,967
           Shaw   Communications        Inc   ’B’           Morgan    Stanley
      (110,793)                                                (26,048)
           ShawCor    Ltd                   Goldman    Sachs
      (83,152)                                                (39,453)
      (39,450)     ShawCor    Ltd                   HSBC                    31,895
           ShawCor    Ltd                   Morgan    Stanley
      (87,178)                                                (19,800)
           Shopify    Inc   ’A’
        (69)                          HSBC                    (1,939)
           Shopify    Inc   ’A’                 Morgan    Stanley
       (2,236)                                               (59,129)
           Sienna    Senior    Living    Inc             Goldman    Sachs
       17,877                                                2,360
           Sienna    Senior    Living    Inc             Morgan    Stanley
       39,583                                                5,604
           Sierra    Wireless     Inc               Goldman    Sachs
      (46,985)                                                (31,781)
           Sierra    Wireless     Inc
       (3,457)                            HSBC                     (756)
           Sierra    Wireless     Inc               Morgan    Stanley
      (21,088)                                                 4,402
           Silvercorp      Metals    Inc
      (54,918)                             HSBC                   (42,366)
           Silvercorp      Metals    Inc              Morgan    Stanley
      (10,354)                                                (3,395)
                                  82/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           カナダ(続き)
           SilverCrest      Metals    Inc              Goldman    Sachs
       6,219                                                4,071
           SilverCrest      Metals    Inc
       12,807                            HSBC                    5,833
           SilverCrest      Metals    Inc              Morgan    Stanley
       12,756                                                2,160
           Slate   Office    REIT   (Reit)              Goldman    Sachs
      (15,161)                                                  843
           Slate   Office    REIT   (Reit)              Morgan    Stanley
      (36,281)                                                  376
           Slate   Retail    ’U’   (Reit)              Morgan    Stanley
       49,531                                                1,554
           Sleep   Country    Canada    Holdings     Inc   ’144A’      Goldman    Sachs
         42                                               (18)
           Sleep   Country    Canada    Holdings     Inc   ’144A’      Morgan    Stanley
       38,211                                                8,551
           SmartCentres       Real   Estate    Investment      Trust
                                   Goldman    Sachs
      (61,170)                                                (4,276)
           (Reit)
           SmartCentres       Real   Estate    Investment      Trust
      (34,180)                             HSBC                   (11,326)
           (Reit)
           SmartCentres       Real   Estate    Investment      Trust
                                   Morgan    Stanley
      (107,683)                                                (36,826)
           (Reit)
           SNC-Lavalin      Group   Inc              Morgan    Stanley
      (71,957)                                                (26,782)
           Spin   Master    Corp                 Goldman    Sachs
       8,328                                               10,449
           Spin   Master    Corp                 Morgan    Stanley
       1,804                                                 643
           Sprott    Inc                    Goldman    Sachs
      145,971                                                 7,039
           Sprott    Inc
       14,094                            HSBC                     642
           Sprott    Inc                    Morgan    Stanley
       11,406                                                 499
           SSR  Mining    Inc                  Goldman    Sachs
       (6,044)                                                (3,353)
           SSR  Mining    Inc                  Morgan    Stanley
      (30,228)                                                (21,994)
           Stantec    Inc                   Goldman    Sachs
      (16,507)                                                (4,850)
           Stantec    Inc
       (3,351)                            HSBC                    (2,085)
           Stars   Group   Inc/The
        (877)                           HSBC                    (1,960)
           Stelco    Holdings     Inc               Goldman    Sachs
       (3,387)                                                2,921
           Stelco    Holdings     Inc
       (2,646)                            HSBC                    1,512
           Stelco    Holdings     Inc               Morgan    Stanley
      (14,941)                                                 2,550
           Stella-Jones       Inc                 Goldman    Sachs
       8,563                                               (1,294)
           Stella-Jones       Inc
       13,855                            HSBC                    (6,927)
           Stella-Jones       Inc                 Morgan    Stanley
       9,501                                                 612
       11,294    STEP   Energy    Services     Ltd   ’144A’          Goldman    Sachs                 (643)
           STEP   Energy    Services     Ltd   ’144A’          Morgan    Stanley
       26,849                                                 (214)
           Summit    Industrial      Income    REIT   (Reit)        Morgan    Stanley
       9,880                                                1,426
           Sun  Life   Financial     Inc              Morgan    Stanley
       28,287                                                (6,998)
           Suncor    Energy    Inc                Goldman    Sachs
      (70,453)                                                70,221
           Suncor    Energy    Inc
      (13,156)                             HSBC                    8,925
           Suncor    Energy    Inc                Morgan    Stanley
      (25,102)                                                  590
           Superior     Plus   Corp                Goldman    Sachs
      136,748                                                 (118)
       7,386    Superior     Plus   Corp                HSBC                     800
           Superior     Plus   Corp                Morgan    Stanley
       80,716                                                7,410
           Tamarack     Valley    Energy    Ltd            Goldman    Sachs
       66,307                                                (2,521)
           Tamarack     Valley    Energy    Ltd            Morgan    Stanley
       70,622                                                 (593)
           TC  Energy    Corp                  Goldman    Sachs
      (19,540)                                                10,116
           TC  Energy    Corp
        (820)                           HSBC                     (499)
           TC  Energy    Corp                  Morgan    Stanley
      (30,568)                                                (5,675)
                                  83/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           カナダ(続き)
           Teck   Resources     Ltd   ’B’             Goldman    Sachs
      (65,409)                                                52,660
           Teck   Resources     Ltd   ’B’
      (11,019)                             HSBC                    15,566
           Teck   Resources     Ltd   ’B’             Morgan    Stanley
      (11,784)                                                 2,068
           TELUS   Corp                    Goldman    Sachs
      (124,449)                                                 51,760
           TELUS   Corp
       (1,380)                            HSBC                     (162)
           TELUS   Corp                    Morgan    Stanley
       (3,037)                                                 (772)
           Teranga    Gold   Corp                 Goldman    Sachs
       26,518                                                1,378
           Teranga    Gold   Corp                 Morgan    Stanley
       58,857                                                5,159
           TFI  International       Inc              Goldman    Sachs
       46,045                                                29,948
           TFI  International       Inc
       14,032                            HSBC                    4,460
           TFI  International       Inc              Morgan    Stanley
       79,255                                                11,442
           Theratechnologies         Inc              Morgan    Stanley
       22,821                                                 470
           Thomson    Reuters    Corp               Goldman    Sachs
       (8,299)                                                (1,485)
           Thomson    Reuters    Corp
       (3,700)                            HSBC                   (12,219)
           Thomson    Reuters    Corp               Morgan    Stanley
      (56,113)                                                34,628
       62,439    Timbercreek      Financial     Corp            Goldman    Sachs                1,606
           Timbercreek      Financial     Corp
       22,472                            HSBC                    1,863
           Timbercreek      Financial     Corp            Morgan    Stanley
      221,254                                                 7,276
           TMX  Group   Ltd                  Morgan    Stanley
       (1,905)                                                8,083
           TORC   Oil  & Gas  Ltd                Goldman    Sachs
       75,953                                                (5,222)
           TORC   Oil  & Gas  Ltd
       19,026                            HSBC                     (613)
           TORC   Oil  & Gas  Ltd                Morgan    Stanley
      262,885                                                (34,096)
           Torex   Gold   Resources     Inc             Goldman    Sachs
       6,122                                                2,860
           Torex   Gold   Resources     Inc             Morgan    Stanley
       5,707                                                3,210
           Toromont     Industries      Ltd             Morgan    Stanley
       33,858                                                14,679
           Toronto-Dominion         Bank/The               Goldman    Sachs
       61,799                                                (3,854)
           Toronto-Dominion         Bank/The
       2,700                            HSBC                      97
           Toronto-Dominion         Bank/The               Morgan    Stanley
       46,695                                                (1,380)
           Tourmaline      Oil  Corp                Goldman    Sachs
       (8,248)                                                5,927
           TransAlta     Corp                  Goldman    Sachs
      (13,294)                                                  709
           TransAlta     Corp                  Morgan    Stanley
      (98,390)                                                (5,503)
           TransAlta     Renewables      Inc             Goldman    Sachs
      107,406                                                26,383
           TransAlta     Renewables      Inc
       15,000                            HSBC                    4,517
           TransAlta     Renewables      Inc             Morgan    Stanley
      170,139                                                26,939
      (21,484)     Transat    AT  Inc                  Goldman    Sachs                (5,485)
           Transcontinental         Inc   ’A’            Goldman    Sachs
      (52,156)                                                49,388
           Transcontinental         Inc   ’A’            Morgan    Stanley
      (93,078)                                                 6,951
           Trican    Well   Service    Ltd             Morgan    Stanley
      238,872                                                 7,084
           Tricon    Capital    Group   Inc             Goldman    Sachs
       26,663                                                4,763
           Tucows    Inc   ’A’
        (108)                           HSBC                     224
           Tucows    Inc   ’A’                 Morgan    Stanley
       (6,339)                                               (15,510)
           Turquoise     Hill   Resources     Ltd           Morgan    Stanley
      569,234                                                 8,398
           Uni-Select      Inc                  Goldman    Sachs
      (65,284)                                                24,614
           Uni-Select      Inc
       (8,800)                            HSBC                    9,010
           Uni-Select      Inc                  Morgan    Stanley
      (54,953)                                                 8,543
                                  84/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           カナダ(続き)
           Uranium    Participation       Corp            Morgan    Stanley
      (30,702)                                                 1,911
           Valeura    Energy    Inc                Goldman    Sachs
      (24,098)                                                (8,976)
           Vermilion     Energy    Inc               Goldman    Sachs
      (114,247)                                                 31,921
           Vermilion     Energy    Inc
      (24,630)                             HSBC                    11,368
           Vermilion     Energy    Inc               Morgan    Stanley
      (33,194)                                                10,799
           Village    Farms   International       Inc         Goldman    Sachs
       10,172                                                2,773
           Village    Farms   International       Inc
       7,401                            HSBC                    (9,528)
           Waste   Connections      Inc              Goldman    Sachs
       14,377                                                25,475
           Waste   Connections      Inc              Morgan    Stanley
       14,621                                                23,465
           Wesdome    Gold   Mines   Ltd              Morgan    Stanley
       29,500                                                7,930
           West   Fraser    Timber    Co  Ltd            Goldman    Sachs
      (10,173)                                                 1,143
           West   Fraser    Timber    Co  Ltd
      (13,700)                             HSBC                     566
           West   Fraser    Timber    Co  Ltd            Morgan    Stanley
      (18,795)                                                (1,316)
           Western    Forest    Products     Inc           Morgan    Stanley
      (475,823)                                                 14,600
           Westport     Fuel   Systems    Inc            Goldman    Sachs
       95,113                                               (18,994)
       12,223    Westport     Fuel   Systems    Inc            HSBC                    (3,399)
           Westport     Fuel   Systems    Inc            Morgan    Stanley
       26,009                                                (2,585)
           Westshore     Terminals     Investment      Corp        Goldman    Sachs
      (15,728)                                                 7,752
           Westshore     Terminals     Investment      Corp
      (23,979)                             HSBC                    32,757
           Westshore     Terminals     Investment      Corp        Morgan    Stanley
      (76,303)                                                 4,241
           Wheaton    Precious     Metals    Corp           Goldman    Sachs
      (25,509)                                                (14,899)
           Whitecap     Resources     Inc              Goldman    Sachs
      648,763                                                (31,106)
           Whitecap     Resources     Inc
       31,765                            HSBC                    (2,530)
           Whitecap     Resources     Inc              Morgan    Stanley
      362,012                                                 4,731
           Winpak    Ltd                    Goldman    Sachs
       3,977                                                (583)
           Winpak    Ltd
       1,731                            HSBC                     (714)
           Winpak    Ltd                    Morgan    Stanley
       33,341                                                10,294
           WPT  Industrial      Real   Estate    Investment      Trust
                                   Morgan    Stanley
       32,144                                                5,143
           (Reit)
           WSP  Global    Inc                  Goldman    Sachs
       30,172                                                3,817
           WSP  Global    Inc
       4,129                            HSBC                     338
           WSP  Global    Inc                  Morgan    Stanley
       20,775                                                10,233
           Yamana    Gold   Inc                 Goldman    Sachs
       2,696                                                 312
           Yamana    Gold   Inc                 Morgan    Stanley
       69,500                                                5,595
           Yangarra     Resources     Ltd              Goldman    Sachs
       16,142                                                 (810)
           Yangarra     Resources     Ltd              Morgan    Stanley
       21,273                                                 629
           Zymeworks     Inc*                  Goldman    Sachs
       3,913                                               72,067
           Zymeworks     Inc*
        205                          HSBC                    3,773
           Zymeworks     Inc*                  Morgan    Stanley                211,395
       11,400
                                                      556,259
           チリ
           AES  Gener   SA
      893,499                             HSBC                   (16,051)
           AES  Gener   SA                  Morgan    Stanley
     5,330,204                                                (166,345)
           Aguas   Andinas    SA  ’A’
     2,122,222                              HSBC                   (28,052)
           Aguas   Andinas    SA  ’A’              Morgan    Stanley
      935,537                                                (27,377)
           Banco   de  Chile                   Morgan    Stanley
     10,642,377                                                 (85,054)
                                  85/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           チリ(続き)
           CAP  SA
       2,077                            HSBC                    (1,665)
           CAP  SA                     Morgan    Stanley
       47,828                                               (13,438)
           Cencosud     SA
      (89,244)                             HSBC                    3,167
           Cia  Cervecerias      Unidas    SA
       1,951                            HSBC                     (587)
           Cia  Cervecerias      Unidas    SA            Morgan    Stanley
      132,945                                                16,134
           Colbun    SA
     1,526,568                              HSBC                   (30,841)
           Colbun    SA                    Morgan    Stanley
     4,017,105                                                 (57,742)
           Embotelladora       Andina    SA  ’B’   (Pref)        Morgan    Stanley
      151,618                                                (15,913)
           Empresas     CMPC   SA
       32,925                            HSBC                    (9,516)
           Empresas     CMPC   SA                Morgan    Stanley
      625,402                                                (72,499)
           Empresas     COPEC   SA
      (21,219)                             HSBC                    23,946
           Enel   Chile   SA
      (552,353)                             HSBC                    2,863
           Engie   Energia    Chile   SA
       46,768                            HSBC                    (7,335)
           Inversiones      Aguas   Metropolitanas        SA
       34,168                            HSBC                    (2,352)
           Inversiones      Aguas   Metropolitanas        SA       Morgan    Stanley
      337,103                                                (30,716)
       83,665    Inversiones      La  Construccion       SA         Morgan    Stanley                (50,000)
           Itau   CorpBanca                     Morgan    Stanley
     6,367,200                                                   447
           Latam   Airlines     Group   SA             Morgan    Stanley
       18,498                                                (5,674)
           Parque    Arauco    SA                Morgan    Stanley
      930,556                                               (103,247)
           Ripley    Corp   SA                 Morgan    Stanley
     2,303,148                                                (176,223)
           SACI   Falabella
       57,780                            HSBC                   (12,848)
           SACI   Falabella                     Morgan    Stanley
       37,084                                               (10,260)
           Salfacorp     SA                  Morgan    Stanley
      253,412                                                (14,048)
           SONDA   SA                    Morgan    Stanley                (36,259)
     1,096,146
                                                      (927,485)
           コロンビア
           Avianca    Holdings     SA  (Pref)             Morgan    Stanley
      499,610                                                (9,480)
           Ecopetrol     SA                  Morgan    Stanley
                                                       1,898
     1,896,357
                                                       (7,582)
           メキシコ
           Alfa   SAB  de  CV  ’A’
      211,300                             HSBC                    1,517
           Alfa   SAB  de  CV  ’A’               Morgan    Stanley
     4,108,264                                                 75,539
           Alpek   SAB  de  CV                 Goldman    Sachs
      668,441                                                37,523
           Alpek   SAB  de  CV                 Morgan    Stanley
     1,010,866                                                 60,635
           Alsea   SAB  de  CV                 Goldman    Sachs
      (62,948)                                                 1,306
           Alsea   SAB  de  CV
      (475,846)                             HSBC                    16,540
           Alsea   SAB  de  CV                 Morgan    Stanley
      (319,405)                                                 5,565
           America    Movil   SAB  de  CV  ’L’           Goldman    Sachs
      979,860                                                (24,955)
           America    Movil   SAB  de  CV  ’L’
       89,700                            HSBC                    (2,629)
           America    Movil   SAB  de  CV  ’L’           Morgan    Stanley
     1,124,339                                                 (19,691)
           Arca   Continental      SAB  de  CV           Goldman    Sachs
        (955)                                                150
           Arca   Continental      SAB  de  CV
      (10,700)                             HSBC                     370
           Arca   Continental      SAB  de  CV           Morgan    Stanley
      (372,610)                                                 43,873
           Axtel   SAB  de  CV  (Unit)               Morgan    Stanley
      (764,595)                                                 4,444
           Banco   del  Bajio   SA  ’144A’             Goldman    Sachs
        (914)                                                 3
                                  86/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           メキシコ(続き)
           Banco   del  Bajio   SA  ’144A’
      (11,100)                             HSBC                     (185)
           Banco   del  Bajio   SA  ’144A’             Morgan    Stanley
      (385,774)                                                 15,024
           Banco   Santander     Mexico    SA  Institucion      de
                                   Goldman    Sachs
      612,975                                                (9,698)
           Banca   Multiple     Grupo   Financiero      Santand
           Banco   Santander     Mexico    SA  Institucion      de
                                   Morgan    Stanley
      216,900                                                (8,374)
           Banca   Multiple     Grupo   Financiero      Santand
           Banco   Santander     Mexico    SA  Institucion      de
       58,500    Banca   Multiple     Grupo   Financiero      Santand     ’B  HSBC                    (2,484)
            ’
           Becle   SAB  de  CV                 Goldman    Sachs
       (3,800)                                                  5
           Becle   SAB  de  CV                 Morgan    Stanley
     (3,572,630)                                                 (38,449)
           Bolsa   Mexicana     de  Valores    SAB  de  CV       Goldman    Sachs
      (482,035)                                                 2,183
           Bolsa   Mexicana     de  Valores    SAB  de  CV
      (144,827)                             HSBC                    3,323
           Bolsa   Mexicana     de  Valores    SAB  de  CV       Morgan    Stanley
      (59,908)                                                  98
           Cemex   SAB  de  CV  (Unit)               Goldman    Sachs
      218,147                                                 1,396
           Cemex   SAB  de  CV  (Unit)
      833,800                             HSBC                    (5,927)
           Cemex   SAB  de  CV  (Unit)               Morgan    Stanley
      488,700                                                 5,200
           Coca-Cola     Femsa   SAB  de  CV  (Unit)
      245,770                             HSBC                     324
           Coca-Cola     Femsa   SAB  de  CV  (Unit)          Morgan    Stanley
       54,700                                                1,253
           Concentradora       Fibra   Danhos    SA  de  CV  (Reit)     Goldman    Sachs
      569,164                                                  847
           Concentradora       Fibra   Danhos    SA  de  CV  (Reit)     Morgan    Stanley
      492,567                                                 5,031
           Concentradora       Fibra   Hotelera     Mexicana     SA  de
                                   Goldman    Sachs
      (279,937)                                                 (4,515)
           CV  (Reit)
           Concentradora       Fibra   Hotelera     Mexicana     SA  de
                                   Morgan    Stanley
      (340,449)                                                 1,231
           CV  (Reit)
           Concentradora       Hipotecaria      SAPI   de  CV  (Reit)    Morgan    Stanley
      (331,879)                                                   26
           Consorcio     ARA  SAB  de  CV             Goldman    Sachs
      888,884                                                13,846
           Consorcio     ARA  SAB  de  CV             Morgan    Stanley
      927,401                                                 7,905
           Controladora       Vuela   Cia  de  Aviacion     SAB  de  CV
                                   Goldman    Sachs
      (169,600)                                                 6,563
            ’A’
           Controladora       Vuela   Cia  de  Aviacion     SAB  de  CV
                                   Morgan    Stanley
      (716,000)                                                 9,379
            ’A’
           Corp   Inmobiliaria       Vesta   SAB  de  CV        Goldman    Sachs
       43,500                                                 (489)
           Corp   Inmobiliaria       Vesta   SAB  de  CV
       18,640                            HSBC                     (222)
           Corp   Inmobiliaria       Vesta   SAB  de  CV        Morgan    Stanley
      235,400                                                 3,662
           Credito    Real   SAB  de  CV  SOFOM   ER         Goldman    Sachs
      242,400                                                 8,375
           Credito    Real   SAB  de  CV  SOFOM   ER         Morgan    Stanley
      490,960                                                 (938)
           Fibra   Uno  Administracion        SA  de  CV  (Reit)      Goldman    Sachs
      105,700                                                 1,217
           Fibra   Uno  Administracion        SA  de  CV  (Reit)
      456,300                             HSBC                    8,638
           Fibra   Uno  Administracion        SA  de  CV  (Reit)      Morgan    Stanley
      728,600                                                (42,424)
           Fomento    Economico     Mexicano     SAB  de  CV  (Unit)    Goldman    Sachs
       54,557                                                (7,654)
           Fomento    Economico     Mexicano     SAB  de  CV  (Unit)    Morgan    Stanley
      123,100                                                (13,609)
           Genomma    Lab  Internacional       SAB  de  CV  ’B’    Goldman    Sachs
      (328,662)                                                 22,340
           Genomma    Lab  Internacional       SAB  de  CV  ’B’    Morgan    Stanley
      (595,899)                                                 21,474
           Gentera    SAB  de  CV                Goldman    Sachs
      (17,402)                                                  533
           Gentera    SAB  de  CV                Morgan    Stanley
      (546,820)                                                 1,312
           GMexico    Transportes      SAB  de  CV  ’144A’        Goldman    Sachs
      (326,979)                                                (17,593)
           GMexico    Transportes      SAB  de  CV  ’144A’        Morgan    Stanley
     (1,123,591)                                                 (54,039)
                                  87/379




                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           メキシコ(続き)
           Gruma   SAB  de  CV  ’B’               Goldman    Sachs
       (7,234)                                                2,275
           Gruma   SAB  de  CV  ’B’
      (105,039)                             HSBC                    45,627
           Gruma   SAB  de  CV  ’B’               Morgan    Stanley
      (16,977)                                                 4,719
           Grupo   Aeromexico      SAB  de  CV           Goldman    Sachs
      138,794                                                 8,359
           Grupo   Aeromexico      SAB  de  CV           Morgan    Stanley
      174,947                                                 9,881
           Grupo   Aeroportuario       del  Centro    Norte   SAB  de
                                   Goldman    Sachs
       24,566                                                (3,061)
           CV
           Grupo   Aeroportuario       del  Centro    Norte   SAB  de
                                   Morgan    Stanley
      230,615                                                (13,430)
           CV
           Grupo   Aeroportuario       del  Pacifico     SAB  de  CV
       28,700                            HSBC                    (7,910)
            ’B’
           Grupo   Aeroportuario       del  Pacifico     SAB  de  CV
                                   Morgan    Stanley
      138,834                                                 6,633
            ’B’
           Grupo   Aeroportuario       del  Sureste    SAB  de  CV  ’
                                   Goldman    Sachs
       2,310                                                 376
           B’
           Grupo   Aeroportuario       del  Sureste    SAB  de  CV  ’
       25,100                            HSBC                    6,815
           B’
           Grupo   Bimbo   SAB  de  CV  ’A’            Goldman    Sachs
      (116,100)                                                 12,037
           Grupo   Bimbo   SAB  de  CV  ’A’
      (784,830)                             HSBC                   119,519
           Grupo   Bimbo   SAB  de  CV  ’A’            Morgan    Stanley
     (1,741,814)                                                  51,305
           Grupo   Carso   SAB  de  CV  ’A1’
      (233,154)                             HSBC                    24,927
           Grupo   Carso   SAB  de  CV  ’A1’            Morgan    Stanley
       (5,286)                                                 407
           Grupo   Cementos     de  Chihuahua     SAB  de  CV      Goldman    Sachs
       9,400                                                (135)
           Grupo   Cementos     de  Chihuahua     SAB  de  CV      Morgan    Stanley
       59,600                                                (2,538)
           Grupo   Comercial     Chedraui     SA  de  CV        Goldman    Sachs
      253,660                                                15,219
           Grupo   Comercial     Chedraui     SA  de  CV        Morgan    Stanley
      492,775                                                13,929
           Grupo   Elektra    SAB  DE  CV             Morgan    Stanley
      (36,121)                                                (17,289)
           Grupo   Financiero      Banorte    SAB  de  CV  ’O’
      (570,500)                             HSBC                    52,367
           Grupo   Financiero      Inbursa    SAB  de  CV  ’O’     Goldman    Sachs
      (925,264)                                                 54,883
           Grupo   Financiero      Inbursa    SAB  de  CV  ’O’
      (58,100)                             HSBC                    5,919
           Grupo   GICSA   SAB  de  CV              Goldman    Sachs
      (124,157)                                                 (7,069)
           Grupo   GICSA   SAB  de  CV              Morgan    Stanley
      (330,808)                                                (11,448)
           Grupo   Herdez    SAB  de  CV             Goldman    Sachs
      (638,815)                                                 28,453
           Grupo   Herdez    SAB  de  CV             Morgan    Stanley
       (4,098)                                                 (34)
           Grupo   Lala   SAB  de  CV              Goldman    Sachs
     (1,255,786)                                                 (30,679)
           Grupo   Lala   SAB  de  CV              Morgan    Stanley
     (2,360,431)                                                 (180,842)
           Grupo   Mexico    SAB  de  CV  ’B’
      179,815                             HSBC                   (21,658)
           Grupo   Mexico    SAB  de  CV  ’B’           Morgan    Stanley
       54,200                                                (2,762)
           Grupo   Rotoplas     SAB  de  CV            Goldman    Sachs
      (277,315)                                                 (4,115)
           Grupo   Rotoplas     SAB  de  CV            Morgan    Stanley
      (412,410)                                                  384
           Grupo   Televisa     SAB  (Unit)              Goldman    Sachs
       (2,800)                                                 157
           Grupo   Televisa     SAB  (Unit)
      (355,800)                             HSBC                    41,431
           Grupo   Televisa     SAB  (Unit)              Morgan    Stanley
      (396,353)                                                 10,957
           Hoteles    City   Express    SAB  de  CV         Goldman    Sachs
       (3,289)                                                  39
           Hoteles    City   Express    SAB  de  CV         Morgan    Stanley
     (1,387,222)                                                  11,180
           Industrias      Bachoco    SAB  de  CV  ’B’        Goldman    Sachs
      241,352                                                14,462
           Industrias      Bachoco    SAB  de  CV  ’B’
       27,474                            HSBC                    2,867
           Industrias      Bachoco    SAB  de  CV  ’B’        Morgan    Stanley
      480,461                                                84,712
                                  88/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           メキシコ(続き)
           Industrias      Penoles    SAB  de  CV          Goldman    Sachs
       18,754                                               (27,438)
           Industrias      Penoles    SAB  de  CV          Morgan    Stanley
       16,933                                               (11,583)
           Infraestructura        Energetica      Nova   SAB  de  CV   Goldman    Sachs
        (183)                                                 25
           Infraestructura        Energetica      Nova   SAB  de  CV
      (313,571)                             HSBC                    87,229
           Infraestructura        Energetica      Nova   SAB  de  CV   Morgan    Stanley
     (1,278,719)                                                  66,770
           Kimberly-Clark        de  Mexico    SAB  de  CV  ’A’     Goldman    Sachs
      213,600                                                (7,572)
           Kimberly-Clark        de  Mexico    SAB  de  CV  ’A’
      352,200                             HSBC                   (12,453)
           Kimberly-Clark        de  Mexico    SAB  de  CV  ’A’     Morgan    Stanley
     1,783,718                                                 (33,951)
           La  Comer   SAB  de  CV               Goldman    Sachs
      (73,074)                                                  824
           La  Comer   SAB  de  CV               Morgan    Stanley
     (1,653,140)                                                  19,932
           Macquarie     Mexico    Real   Estate    Management      SA
                                   Goldman    Sachs
     1,655,664                                                  9,765
           de  CV  (Reit)    ’144A’
           Macquarie     Mexico    Real   Estate    Management      SA
                                   Morgan    Stanley
      785,285                                                14,505
           de  CV  (Reit)    ’144A’
           Megacable     Holdings     SAB  de  CV  (Unit)         Goldman    Sachs
      170,411                                                (69,578)
           Megacable     Holdings     SAB  de  CV  (Unit)
       17,900                            HSBC                   (10,197)
           Megacable     Holdings     SAB  de  CV  (Unit)         Morgan    Stanley
      305,917                                                (66,569)
           Orbia   Advance    Corp   SAB  de  CV          Goldman    Sachs
      (193,500)                                                 1,194
           Orbia   Advance    Corp   SAB  de  CV          Morgan    Stanley
      (36,730)                                                 2,266
           PLA  Administradora        Industrial      S de  RL  de  CV
                                   Goldman    Sachs
      791,060                                                 5,478
           (Reit)
           PLA  Administradora        Industrial      S de  RL  de  CV
                                   Morgan    Stanley
     1,056,616                                                 (3,843)
           (Reit)
           Prologis     Property     Mexico    SA  de  CV  (Reit)      Goldman    Sachs
      311,865                                                (23,493)
           Prologis     Property     Mexico    SA  de  CV  (Reit)      Morgan    Stanley
      744,027                                                (13,356)
           Promotora     y Operadora     de  Infraestructura        SAB
                                   Goldman    Sachs
      124,268                                                (2,535)
           de  CV
           Promotora     y Operadora     de  Infraestructura        SAB
                                   Morgan    Stanley
      276,367                                                (62,966)
           de  CV
           Qualitas     Controladora       SAB  de  CV         Goldman    Sachs
       31,700                                                 (401)
           Qualitas     Controladora       SAB  de  CV
      361,540                             HSBC                   (26,718)
           Qualitas     Controladora       SAB  de  CV         Morgan    Stanley
       40,400                                                 (544)
           Regional     SAB  de  CV               Goldman    Sachs
       (4,764)                                                 (675)
      (605,261)      Regional     SAB  de  CV               Morgan    Stanley                51,689
           Telesites     SAB  de  CV               Goldman    Sachs
      (588,425)                                                (14,358)
           Telesites     SAB  de  CV               Morgan    Stanley
     (2,673,897)                                                   (131)
           TV  Azteca    SAB  de  CV  (Unit)             Morgan    Stanley
     (1,557,999)                                                  3,507
           Unifin    Financiera      SAB  de  CV           Goldman    Sachs
       (7,400)                                                 512
           Unifin    Financiera      SAB  de  CV           Morgan    Stanley
      (63,888)                                                  986
           Wal-Mart     de  Mexico    SAB  de  CV
       63,900                            HSBC                   (10,918)
           Wal-Mart     de  Mexico    SAB  de  CV          Morgan    Stanley
                                                       (9,770)
      148,813
                                                      317,277
           ペルー
           Credicorp     Ltd                  Morgan    Stanley
        447                                               2,324
           Tahoe   Resources     Inc.               Morgan    Stanley                 1,565
       7,452
                                                       3,889
                                  89/379




                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国
           10X  Genomics     Inc   ’A’              Goldman    Sachs
        (480)                                               2,290
           10X  Genomics     Inc   ’A’
        (754)                           HSBC                     171
           1-800-Flowers.com         Inc   ’A’            Bank   of  America    Merrill    Lynch
       11,898                                                7,853
           1-800-Flowers.com         Inc   ’A’            Barclays     Bank
       8,880                                                5,239
           1-800-Flowers.com         Inc   ’A’            Goldman    Sachs
       24,309                                                16,044
           1-800-Flowers.com         Inc   ’A’
       11,342                            HSBC                    3,853
           1-800-Flowers.com         Inc   ’A’            Morgan    Stanley
       20,096                                                11,857
           1st  Constitution       Bancorp               Bank   of  America    Merrill    Lynch
        100                                                64
           1st  Constitution       Bancorp               Barclays     Bank
       1,273                                                 528
           1st  Constitution       Bancorp               Goldman    Sachs
        500                                                318
           1st  Constitution       Bancorp
       14,993                            HSBC                    10,120
           1st  Constitution       Bancorp               Morgan    Stanley
       13,104                                                5,438
           1st  Source    Corp                  Barclays     Bank
       (6,457)                                                (2,500)
           1st  Source    Corp                  Goldman    Sachs
      (12,032)                                                (1,149)
           1st  Source    Corp
      (16,706)                             HSBC                    7,518
       (2,229)    1st  Source    Corp                  Morgan    Stanley                (1,092)
           2U  Inc                      Morgan    Stanley
       4,206                                                5,131
           3D  Systems    Corp                  Bank   of  America    Merrill    Lynch
      (32,784)                                                22,293
           3D  Systems    Corp                  Barclays     Bank
      (19,809)                                                 8,716
           3D  Systems    Corp                  Goldman    Sachs
      (19,064)                                                12,964
           3D  Systems    Corp
      (11,576)                             HSBC                    12,849
           3D  Systems    Corp                  Morgan    Stanley
       (6,902)                                                3,037
           3M  Co                      Barclays     Bank
       (1,731)                                                (3,514)
           3M  Co                      Goldman    Sachs
       (2,119)                                                 (811)
           3M  Co                      Morgan    Stanley
       (8,103)                                               (16,450)
           8x8  Inc                     Bank   of  America    Merrill    Lynch
       6,650                                               (1,596)
           8x8  Inc                     Barclays     Bank
       10,142                                                2,738
           8x8  Inc                     Goldman    Sachs
       6,775                                               (1,626)
           8x8  Inc
       9,936                            HSBC                    1,827
           8x8  Inc                     Morgan    Stanley
       13,422                                                3,624
           A.  Schulman     Inc  CVR  COM*             Bank   of  America    Merrill    Lynch
      (126,670)                                                (54,848)
           A10  Networks     Inc                 Bank   of  America    Merrill    Lynch
       90,754                                               (22,235)
           AAON   Inc                     Bank   of  America    Merrill    Lynch
      (10,000)                                                11,600
           AAON   Inc                     Barclays     Bank
       (6,473)                                                (5,146)
       (6,906)    AAON   Inc                     Goldman    Sachs                8,316
           AAON   Inc
      (24,879)                             HSBC                    25,136
           AAON   Inc                     Morgan    Stanley
      (14,722)                                                (11,704)
           AAR  Corp                     Bank   of  America    Merrill    Lynch
       1,195                                                (203)
           AAR  Corp                     Barclays     Bank
       12,094                                                5,079
           AAR  Corp                     Goldman    Sachs
       19,077                                                (2,929)
           AAR  Corp
       10,107                            HSBC                    5,856
           AAR  Corp                     Morgan    Stanley
       19,604                                                8,234
           Aaron’s     Inc                   Bank   of  America    Merrill    Lynch
      (10,979)                                                 (659)
                                  90/379




                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Aaron’s     Inc                   Barclays     Bank
      (22,133)                                                (35,931)
           Aaron’s     Inc                   Goldman    Sachs
      (21,343)                                                (7,391)
           Aaron’s     Inc
       (1,502)                            HSBC                    (1,134)
           Aaron’s     Inc                   Morgan    Stanley
      (13,644)                                                (22,103)
           Abbott    Laboratories       - CDI            Bank   of  America    Merrill    Lynch
       (5,940)                                                4,158
           Abbott    Laboratories       - CDI            Goldman    Sachs
      (16,473)                                                11,531
           Abbott    Laboratories       - CDI
       (9,336)                            HSBC                   (11,857)
           Abbott    Laboratories       - CDI            Morgan    Stanley
       (3,606)                                                (4,580)
           AbbVie    Inc                    Bank   of  America    Merrill    Lynch
       1,635                                               (1,585)
           AbbVie    Inc                    Barclays     Bank
       18,850                                                32,799
           AbbVie    Inc                    Goldman    Sachs
       17,135                                                (4,954)
           AbbVie    Inc
       1,168                            HSBC                    2,266
           Abeona    Therapeutics       Inc             Bank   of  America    Merrill    Lynch
       (4,842)                                                (6,730)
           Abeona    Therapeutics       Inc             Goldman    Sachs
      (69,443)                                                (96,526)
           Abeona    Therapeutics       Inc
      (31,440)                             HSBC                   (33,955)
      (109,590)      Abeona    Therapeutics       Inc             Morgan    Stanley               (123,837)
           Abercrombie      & Fitch   Co  ’A’           Barclays     Bank
       (5,558)                                                (1,000)
           Abercrombie      & Fitch   Co  ’A’           Goldman    Sachs
      (16,181)                                                37,864
           Abercrombie      & Fitch   Co  ’A’           Morgan    Stanley
       (4,956)                                                 (892)
           Abiomed    Inc                   Bank   of  America    Merrill    Lynch
        199                                               2,335
           Abiomed    Inc                   Barclays     Bank
        (340)                                               (5,999)
           Abiomed    Inc                   Goldman    Sachs
        (417)                                               9,835
           Abiomed    Inc
        (584)                           HSBC                    11,665
           ABM  Industries      Inc                Bank   of  America    Merrill    Lynch
      (50,424)                                                (26,725)
           ABM  Industries      Inc                Barclays     Bank
      (11,953)                                                (9,323)
           ABM  Industries      Inc                Goldman    Sachs
      (43,913)                                                (22,961)
           ABM  Industries      Inc                Morgan    Stanley
      (44,812)                                                (34,953)
           Acacia    Communications        Inc
       (1,940)                            HSBC                    (1,009)
           Acadia    Healthcare      Co  Inc             Bank   of  America    Merrill    Lynch
       (1,686)                                                (1,517)
           Acadia    Healthcare      Co  Inc             Barclays     Bank
       (2,415)                                                 (96)
           Acadia    Healthcare      Co  Inc             Goldman    Sachs
        (912)                                                (821)
           Acadia    Healthcare      Co  Inc             Morgan    Stanley
      (19,911)                                                 (797)
           ACADIA    Pharmaceuticals        Inc            Bank   of  America    Merrill    Lynch
        817                                                98
           ACADIA    Pharmaceuticals        Inc            Barclays     Bank
       6,849                                               (5,890)
       2,851    ACADIA    Pharmaceuticals        Inc            Goldman    Sachs                (1,918)
           ACADIA    Pharmaceuticals        Inc
        (203)                           HSBC                     (733)
           ACADIA    Pharmaceuticals        Inc
       8,880                            HSBC                    21,238
           ACADIA    Pharmaceuticals        Inc            Morgan    Stanley
       (3,583)                                                3,081
           ACADIA    Pharmaceuticals        Inc            Morgan    Stanley
       7,638                                               (6,859)
           Acadia    Realty    Trust   (Reit)             Bank   of  America    Merrill    Lynch
       18,938                                                (9,848)
           Acadia    Realty    Trust   (Reit)             Barclays     Bank
       45,192                                                18,529
           Acadia    Realty    Trust   (Reit)             Goldman    Sachs
      139,558                                                (72,570)
           Acadia    Realty    Trust   (Reit)
       64,783                            HSBC                   (21,379)
           Acadia    Realty    Trust   (Reit)             Morgan    Stanley
      240,441                                                98,342
           Acceleron     Pharma    Inc               Goldman    Sachs
       5,708                                               41,326
                                  91/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Acceleron     Pharma    Inc               Morgan    Stanley
       11,347                                                43,573
           Accenture     Plc   ’A’                Bank   of  America    Merrill    Lynch
       2,625                                                9,127
           Accenture     Plc   ’A’                Barclays     Bank
        (129)                                                (560)
           Accenture     Plc   ’A’                Barclays     Bank
       4,208                                               18,263
           Accenture     Plc   ’A’                Goldman    Sachs
       (7,153)                                               (29,971)
           Accenture     Plc   ’A’
       (1,677)                            HSBC                   (18,950)
           Accenture     Plc   ’A’
       4,397                            HSBC                    11,738
           Accenture     Plc   ’A’                Morgan    Stanley
       (3,543)                                               (15,377)
           Accenture     Plc   ’A’                Morgan    Stanley
       8,048                                               34,928
           ACCO   Brands    Corp                 Barclays     Bank
       29,046                                                1,162
           ACCO   Brands    Corp
       3,494                            HSBC                     (629)
           ACCO   Brands    Corp                 Morgan    Stanley
       10,524                                                 421
           Accuray    Inc                   Bank   of  America    Merrill    Lynch
       18,221                                                5,102
           Accuray    Inc                   Barclays     Bank
       7,877                                                1,575
           Accuray    Inc                   Goldman    Sachs
       34,072                                                9,540
       24,924    Accuray    Inc                   HSBC                    6,480
           Accuray    Inc                   Morgan    Stanley
       20,266                                                4,053
           Acer   Therapeutics       Inc              Barclays     Bank
       93,135                                                4,657
           Acer   Therapeutics       Inc              Goldman    Sachs
       3,062                                                 306
           Acer   Therapeutics       Inc              Morgan    Stanley
       3,597                                                 180
           ACI  Worldwide     Inc                Bank   of  America    Merrill    Lynch
       (3,234)                                                 155
           ACI  Worldwide     Inc                Barclays     Bank
      (13,711)                                                (10,785)
           ACI  Worldwide     Inc                Goldman    Sachs
      (15,292)                                                (36,019)
           ACI  Worldwide     Inc
       1,879                            HSBC                    6,144
           ACI  Worldwide     Inc
      (13,143)                             HSBC                   (27,478)
           ACI  Worldwide     Inc                Morgan    Stanley
       20,240                                                21,050
           ACI  Worldwide     Inc                Morgan    Stanley
      (11,591)                                                (7,818)
           Aclaris    Therapeutics       Inc             Bank   of  America    Merrill    Lynch
      (29,751)                                                 5,950
           Aclaris    Therapeutics       Inc             Barclays     Bank
      (15,408)                                                  308
           Aclaris    Therapeutics       Inc             Goldman    Sachs
      (18,298)                                                 3,660
           Aclaris    Therapeutics       Inc
      (44,773)                             HSBC                    11,842
           Aclaris    Therapeutics       Inc             Morgan    Stanley
       (9,932)                                                 199
           ACM  Research     Inc   ’A’
       5,092                            HSBC                    (3,615)
           ACM  Research     Inc   ’A’              Morgan    Stanley
       2,677                                                (428)
       1,046    ACNB   Corp                     Bank   of  America    Merrill    Lynch         (582)
           ACNB   Corp                     Barclays     Bank
       1,963                                                (255)
           ACNB   Corp                     Goldman    Sachs
       3,598                                               (2,087)
           ACNB   Corp
       10,166                            HSBC                    (2,587)
           ACNB   Corp                     Morgan    Stanley
       6,709                                                (872)
           Acorda    Therapeutics       Inc             Goldman    Sachs
       34,768                                                (2,608)
           Acorda    Therapeutics       Inc             Morgan    Stanley
       26,141                                                (3,921)
           Activision      Blizzard     Inc             Bank   of  America    Merrill    Lynch
       2,588                                                3,759
           Activision      Blizzard     Inc             Barclays     Bank
       1,483                                                1,393
           Activision      Blizzard     Inc             Goldman    Sachs
       11,798                                                21,119
           Activision      Blizzard     Inc
       2,804                            HSBC                    6,316
                                  92/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Actua   Corp*                    Bank   of  America    Merrill    Lynch
       1,323                                                (734)
           Actuant    Corp   ’A’                Bank   of  America    Merrill    Lynch
      (53,077)                                                (6,900)
           Actuant    Corp   ’A’                Barclays     Bank
      (51,986)                                                (36,910)
           Actuant    Corp   ’A’                Goldman    Sachs
      (119,582)                                                (16,178)
           Actuant    Corp   ’A’
      (21,104)                             HSBC                    27,596
           Actuant    Corp   ’A’                Morgan    Stanley
      (99,318)                                                (69,753)
           Acuity    Brands    Inc                Bank   of  America    Merrill    Lynch
       (1,245)                                                (5,316)
           Acuity    Brands    Inc                Goldman    Sachs
       (1,448)                                                (6,183)
           Acuity    Brands    Inc
       5,323                            HSBC                    24,326
           Acuity    Brands    Inc
       (1,105)                            HSBC                    (5,050)
           Acuity    Brands    Inc                Morgan    Stanley
       1,143                                                6,104
           Acuity    Brands    Inc                Morgan    Stanley
       (1,432)                                                (7,647)
           Acushnet     Holdings     Corp              Bank   of  America    Merrill    Lynch
      (38,420)                                                 7,300
           Acushnet     Holdings     Corp              Goldman    Sachs
      (14,502)                                                 2,755
           Acushnet     Holdings     Corp
      (33,478)                             HSBC                     670
      (30,004)     Acushnet     Holdings     Corp              Morgan    Stanley                (11,101)
           Adamas    Pharmaceuticals        Inc            Barclays     Bank
      (29,989)                                                (10,946)
           Adams   Resources     & Energy    Inc           Barclays     Bank
        230                                                232
           Adams   Resources     & Energy    Inc
       6,457                            HSBC                    (1,485)
           Adams   Resources     & Energy    Inc           Morgan    Stanley
       3,128                                                3,159
           Adaptive     Biotechnologies        Corp           Bank   of  America    Merrill    Lynch
        (385)                                                404
           Adaptive     Biotechnologies        Corp           Barclays     Bank
      (18,473)                                                21,798
           Adaptive     Biotechnologies        Corp
        (789)                           HSBC                     (155)
           Adaptive     Biotechnologies        Corp           Morgan    Stanley
       (2,520)                                                2,974
           Addus   HomeCare     Corp                Bank   of  America    Merrill    Lynch
       (6,990)                                               (69,271)
           Addus   HomeCare     Corp                Barclays     Bank
       (1,653)                                                (7,025)
           Addus   HomeCare     Corp                Goldman    Sachs
       (7,469)                                               (74,018)
           Addus   HomeCare     Corp
       (3,402)                            HSBC                   (12,931)
           Addus   HomeCare     Corp                Morgan    Stanley
        (584)                                               (2,482)
           Adesto    Technologies       Corp             Barclays     Bank
       (9,173)                                                (1,376)
           Adesto    Technologies       Corp             Goldman    Sachs
      (14,622)                                                   47
           Adesto    Technologies       Corp
      (13,580)                             HSBC                    1,229
           Adesto    Technologies       Corp             Morgan    Stanley
      (37,771)                                                (5,666)
           Adient    Plc                    Bank   of  America    Merrill    Lynch
       1,262                                                1,678
       7,834    Adient    Plc                    Barclays     Bank                4,622
           Adient    Plc                    Goldman    Sachs
       5,389                                                7,167
           Adient    Plc
       1,494                            HSBC                    2,776
           Adient    Plc                    Morgan    Stanley
       1,847                                                1,090
           ADMA   Biologics     Inc
      (17,988)                             HSBC                    (8,274)
           Adobe   Inc                    Bank   of  America    Merrill    Lynch
       4,573                                               52,041
           Adobe   Inc                    Barclays     Bank
        646                                               6,189
           Adobe   Inc                    Goldman    Sachs
       1,552                                               17,662
           Adobe   Inc                    Morgan    Stanley
       6,784                                               64,991
           ADT  Inc                     Barclays     Bank
       23,921                                                16,505
           ADT  Inc                     Goldman    Sachs
       33,868                                                33,529
                                  93/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           ADT  Inc                     Morgan    Stanley
       65,849                                                45,436
           Adtalem    Global    Education     Inc           Bank   of  America    Merrill    Lynch
      (62,492)                                                (16,873)
           Adtalem    Global    Education     Inc           Barclays     Bank
      (10,050)                                                 1,608
           Adtalem    Global    Education     Inc           Goldman    Sachs
      (12,599)                                                (3,402)
           Adtalem    Global    Education     Inc
      (26,342)                             HSBC                   (49,337)
           Adtalem    Global    Education     Inc           Morgan    Stanley
       (7,242)                                                1,158
           ADTRAN    Inc
       28,133                            HSBC                   (10,691)
           ADTRAN    Inc                    Morgan    Stanley
       11,145                                                5,015
           Aduro   Biotech    Inc                Bank   of  America    Merrill    Lynch
       13,541                                                 812
           Aduro   Biotech    Inc                Goldman    Sachs
       43,576                                                2,615
           Aduro   Biotech    Inc                Morgan    Stanley
      106,165                                                 8,493
           Advance    Auto   Parts   Inc              Barclays     Bank
       (1,802)                                                 (721)
           Advance    Auto   Parts   Inc              Goldman    Sachs
       (2,464)                                                10,817
           Advance    Auto   Parts   Inc              Goldman    Sachs
       1,288                                               (5,654)
           Advance    Auto   Parts   Inc
       (1,436)                            HSBC                    13,111
       (1,703)    Advance    Auto   Parts   Inc              Morgan    Stanley                 (681)
           Advance    Auto   Parts   Inc              Morgan    Stanley
        490                                                196
           Advanced     Drainage     Systems    Inc          Bank   of  America    Merrill    Lynch
       9,597                                               13,531
           Advanced     Drainage     Systems    Inc          Barclays     Bank
       23,534                                                32,006
           Advanced     Drainage     Systems    Inc          Goldman    Sachs
       13,167                                                18,697
           Advanced     Drainage     Systems    Inc
       29,361                            HSBC                    20,953
           Advanced     Drainage     Systems    Inc          Morgan    Stanley
       48,340                                                65,742
           Advanced     Emissions     Solutions     Inc         Bank   of  America    Merrill    Lynch
      (16,383)                                                (7,372)
           Advanced     Emissions     Solutions     Inc         Barclays     Bank
       (8,711)                                                4,617
           Advanced     Emissions     Solutions     Inc
      (16,175)                             HSBC                    40,599
           Advanced     Emissions     Solutions     Inc         Morgan    Stanley
      (69,868)                                                37,030
           Advanced     Energy    Industries      Inc          Bank   of  America    Merrill    Lynch
       (1,741)                                                1,619
           Advanced     Energy    Industries      Inc          Barclays     Bank
       (3,311)                                               (13,840)
           Advanced     Energy    Industries      Inc          Barclays     Bank
       6,713                                               25,591
           Advanced     Energy    Industries      Inc          Goldman    Sachs
       1,313                                                1,453
           Advanced     Energy    Industries      Inc          Goldman    Sachs
        (967)                                                (16)
           Advanced     Energy    Industries      Inc
       (5,528)                            HSBC                    (4,798)
           Advanced     Energy    Industries      Inc
       6,101                            HSBC                    15,016
           Advanced     Energy    Industries      Inc          Morgan    Stanley
       (2,406)                                               (10,057)
       16,338    Advanced     Energy    Industries      Inc          Morgan    Stanley                65,600
           Advanced     Micro   Devices    Inc            Barclays     Bank
       (1,583)                                                 (158)
           Advanced     Micro   Devices    Inc            Goldman    Sachs
       (7,456)                                                (5,145)
           Advanced     Micro   Devices    Inc
        (578)                           HSBC                     (85)
           Advanced     Micro   Devices    Inc            Morgan    Stanley
       (9,353)                                                 (935)
           AdvanSix     Inc                   Barclays     Bank
       (1,308)                                                 (353)
           AdvanSix     Inc                   Goldman    Sachs
       (3,742)                                                6,287
           AdvanSix     Inc
      (33,859)                             HSBC                   136,790
           AdvanSix     Inc                   Morgan    Stanley
      (10,432)                                                (2,817)
           Adverum    Biotechnologies        Inc           Barclays     Bank
      (11,722)                                                (14,184)
           Adverum    Biotechnologies        Inc           Goldman    Sachs
       (5,380)                                                (9,146)
                                  94/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Adverum    Biotechnologies        Inc
      (36,216)                             HSBC                   (85,289)
           Adverum    Biotechnologies        Inc           Morgan    Stanley
       (4,598)                                                (5,564)
                                   Barclays     Bank
       (2,411)    Aecom                                           (2,483)
                                   Goldman    Sachs
       7,040    Aecom                                            3,520
                                   Morgan    Stanley
       46,379    Aecom                                           47,770
                                   Morgan    Stanley
       (2,716)    Aecom                                           (2,797)
           Aegion    Corp                    Bank   of  America    Merrill    Lynch
      (81,580)                                                 4,487
           Aegion    Corp
       (7,598)                            HSBC                    1,368
           Aegion    Corp                    Morgan    Stanley
       (9,647)                                                (7,042)
           Aeglea    BioTherapeutics        Inc            Goldman    Sachs
       4,089                                                2,740
           Aeglea    BioTherapeutics        Inc            Morgan    Stanley
       5,031                                                 352
           AerCap    Holdings     NV               Goldman    Sachs
       (9,402)                                               (17,488)
           AerCap    Holdings     NV
       (2,075)                            HSBC                    (2,739)
           AerCap    Holdings     NV               Morgan    Stanley
      (21,183)                                                (35,376)
           Aerie   Pharmaceuticals        Inc            Barclays     Bank
      (15,708)                                                (6,283)
       (1,556)    Aerie   Pharmaceuticals        Inc            Goldman    Sachs                 (180)
           Aerie   Pharmaceuticals        Inc
       (8,300)                            HSBC                     817
           AeroVironment       Inc                Bank   of  America    Merrill    Lynch
        (76)                                                119
           AeroVironment       Inc                Goldman    Sachs
       (2,439)                                                3,805
           AeroVironment       Inc
      (10,823)                             HSBC                    7,143
           AeroVironment       Inc                Morgan    Stanley
       (6,269)                                               (17,052)
           Aerpio    Pharmaceuticals        Inc            Bank   of  America    Merrill    Lynch
       10,151                                                 548
           AES  Corp/VA                     Bank   of  America    Merrill    Lynch
      (169,289)                                                (62,637)
           AES  Corp/VA                     Barclays     Bank
       (4,200)                                                  42
           AES  Corp/VA                     Morgan    Stanley
      (70,665)                                                  707
           Affiliated      Managers     Group   Inc          Bank   of  America    Merrill    Lynch
       1,166                                                 222
           Affiliated      Managers     Group   Inc          Barclays     Bank
       4,130                                                3,221
           Affiliated      Managers     Group   Inc          Goldman    Sachs
       3,483                                                 884
           Affiliated      Managers     Group   Inc
       2,352                            HSBC                    (3,928)
           Affiliated      Managers     Group   Inc          Morgan    Stanley
       4,559                                                3,556
           Aflac   Inc                    Bank   of  America    Merrill    Lynch
       (9,727)                                                (4,766)
           Aflac   Inc                    Barclays     Bank
      (29,538)                                                (26,584)
           Aflac   Inc                    Goldman    Sachs
      (24,084)                                                (11,801)
           Aflac   Inc
      (27,343)                             HSBC                   (20,507)
       23,190    AG  Mortgage     Investment      Trust   Inc  (Reit)       Bank   of  America    Merrill    Lynch         696
           AGCO   Corp                     Bank   of  America    Merrill    Lynch
       12,630                                               (20,587)
           AGCO   Corp                     Goldman    Sachs
       4,759                                               (7,757)
           AGCO   Corp
       5,812                            HSBC                    (7,672)
           AGCO   Corp                     Morgan    Stanley
       4,082                                               (4,939)
           Agenus    Inc                    Bank   of  America    Merrill    Lynch
       9,939                                                4,025
           Agenus    Inc                    Goldman    Sachs
       43,183                                                17,489
           Agenus    Inc                    Morgan    Stanley
       95,589                                                8,125
           Agilent    Technologies       Inc             Bank   of  America    Merrill    Lynch
       5,571                                               14,485
           Agilent    Technologies       Inc             Barclays     Bank
       3,563                                                6,200
           Agilent    Technologies       Inc             Goldman    Sachs
       (3,339)                                                (8,681)
                                  95/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Agilent    Technologies       Inc             Goldman    Sachs
       15,512                                                40,331
           Agilent    Technologies       Inc
        (995)                           HSBC                    (2,782)
           Agilent    Technologies       Inc
       5,132                            HSBC                    21,569
           Agilent    Technologies       Inc             Morgan    Stanley
      (13,060)                                                (22,724)
           Agilent    Technologies       Inc             Morgan    Stanley
       10,823                                                18,832
           Agilysys     Inc                   Barclays     Bank
       6,922                                                2,284
           Agilysys     Inc                   Goldman    Sachs
       2,979                                                1,273
           Agilysys     Inc                   Morgan    Stanley
       5,635                                                1,141
           Agios   Pharmaceuticals        Inc            Bank   of  America    Merrill    Lynch
       1,232                                                3,955
           Agios   Pharmaceuticals        Inc            Barclays     Bank
        726                                               1,133
           Agios   Pharmaceuticals        Inc            Goldman    Sachs
       15,878                                                50,969
           Agios   Pharmaceuticals        Inc            Morgan    Stanley
       8,765                                               13,673
           AGNC   Investment      Corp   (Reit)             Bank   of  America    Merrill    Lynch
      (61,353)                                                 3,242
           AGNC   Investment      Corp   (Reit)             Barclays     Bank
      (30,424)                                                  761
           AGNC   Investment      Corp   (Reit)             Goldman    Sachs
      (68,924)                                                 3,784
      (18,610)     AGNC   Investment      Corp   (Reit)             HSBC                     279
           AGNC   Investment      Corp   (Reit)             Morgan    Stanley
      (70,610)                                                 1,765
           Agree   Realty    Corp   (Reit)              Barclays     Bank
       18,754                                                22,505
           Agree   Realty    Corp   (Reit)              Goldman    Sachs
       36,471                                                 (971)
           Agree   Realty    Corp   (Reit)
        (427)                           HSBC                     (128)
           Agree   Realty    Corp   (Reit)
       37,300                            HSBC                    15,985
           Agree   Realty    Corp   (Reit)              Morgan    Stanley
       (1,749)                                                (2,099)
           Agree   Realty    Corp   (Reit)              Morgan    Stanley
       3,108                                                3,730
           AH  Belo   Corp   ’A’                Bank   of  America    Merrill    Lynch
       9,752                                               (2,389)
           AH  Belo   Corp   ’A’                Morgan    Stanley
       1,507                                                (271)
           Aimmune    Therapeutics       Inc             Bank   of  America    Merrill    Lynch
       3,492                                                4,505
           Aimmune    Therapeutics       Inc             Barclays     Bank
       6,599                                                2,970
           Aimmune    Therapeutics       Inc             Goldman    Sachs
       2,135                                                1,321
           Aimmune    Therapeutics       Inc             Goldman    Sachs
       (1,509)                                                (1,947)
           Aimmune    Therapeutics       Inc
       2,368                            HSBC                     770
           Aimmune    Therapeutics       Inc             Morgan    Stanley
       4,433                                                1,995
           Air  Lease   Corp                  Goldman    Sachs
      (26,294)                                                (23,665)
           Air  Lease   Corp                  Morgan    Stanley
      (64,543)                                                (31,626)
           Air  Products     & Chemicals     Inc           Bank   of  America    Merrill    Lynch
       4,114                                               (16,744)
       5,016    Air  Products     & Chemicals     Inc           Barclays     Bank               (3,762)
           Air  Products     & Chemicals     Inc           Goldman    Sachs
       1,284                                               (5,226)
           Air  Products     & Chemicals     Inc
       2,466                            HSBC                    7,349
           Air  Transport     Services     Group   Inc         Barclays     Bank
      (11,567)                                                 1,157
           Air  Transport     Services     Group   Inc         Goldman    Sachs
       (1,998)                                                (1,219)
           Air  Transport     Services     Group   Inc
      (31,722)                             HSBC                   (35,584)
           Air  Transport     Services     Group   Inc         Morgan    Stanley
      (11,124)                                                 1,112
           Airgain    Inc                   Barclays     Bank
       (5,819)                                                4,655
           Airgain    Inc                   Goldman    Sachs
      (20,478)                                                29,284
           AK  Steel   Holding    Corp               Goldman    Sachs
       3,493                                                 768
           AK  Steel   Holding    Corp
       67,560                            HSBC                    (2,027)
                                  96/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           AK  Steel   Holding    Corp               Morgan    Stanley
       62,993                                                13,229
           Akamai    Technologies       Inc             Barclays     Bank
       (4,080)                                                3,590
           Akamai    Technologies       Inc             Goldman    Sachs
       (8,914)                                                5,527
           Akamai    Technologies       Inc
       (4,170)                            HSBC                   (10,675)
           Akamai    Technologies       Inc             Morgan    Stanley
       (5,179)                                                4,558
           Akazoo    SA                    Bank   of  America    Merrill    Lynch
       4,700                                               (1,128)
           Akazoo    SA                    Barclays     Bank
       5,417                                                (217)
           Akazoo    SA                    Goldman    Sachs
       11,200                                                (2,688)
           Akazoo    SA
       4,594                            HSBC                     (643)
           Akazoo    SA                    Morgan    Stanley
       7,099                                                (284)
           Akcea   Therapeutics       Inc              Goldman    Sachs
       9,372                                               (6,279)
           Akebia    Therapeutics       Inc             Bank   of  America    Merrill    Lynch
       18,639                                                55,917
           Akebia    Therapeutics       Inc
       81,421                            HSBC                   187,268
           Akero   Therapeutics       Inc
       6,996                            HSBC                    (6,786)
           Akero   Therapeutics       Inc              Morgan    Stanley
       4,307                                               (3,575)
      (26,815)     Akorn   Inc                    Bank   of  America    Merrill    Lynch        6,704
           Alamo   Group   Inc                 Barclays     Bank
       (5,656)                                                7,183
           Alamo   Group   Inc                 Goldman    Sachs
       (3,122)                                                1,271
           Alamo   Group   Inc
       (4,196)                            HSBC                   (21,944)
           Alamo   Group   Inc                 Morgan    Stanley
       (5,464)                                                6,939
           Alarm.com     Holdings     Inc              Bank   of  America    Merrill    Lynch
       (6,819)                                                3,751
           Alarm.com     Holdings     Inc              Barclays     Bank
       (1,483)                                                (2,165)
           Alarm.com     Holdings     Inc              Barclays     Bank
       6,296                                                9,192
           Alarm.com     Holdings     Inc              Goldman    Sachs
       14,841                                                 267
           Alarm.com     Holdings     Inc
       (1,800)                            HSBC                    3,354
           Alarm.com     Holdings     Inc
       2,812                            HSBC                    1,543
           Alarm.com     Holdings     Inc              Morgan    Stanley
       11,819                                                17,256
           Alaska    Air  Group   Inc               Bank   of  America    Merrill    Lynch
       (2,318)                                                1,217
           Alaska    Air  Group   Inc               Barclays     Bank
        (566)                                                (396)
           Alaska    Air  Group   Inc               Goldman    Sachs
       (2,158)                                                1,985
           Alaska    Air  Group   Inc
       10,837                            HSBC                   (18,531)
           Alaska    Air  Group   Inc
       (2,781)                            HSBC                    3,329
           Alaska    Air  Group   Inc               Morgan    Stanley
       11,912                                                8,338
           Albany    International       Corp   ’A’          Bank   of  America    Merrill    Lynch
       10,882                                               (22,559)
       3,202    Albany    International       Corp   ’A’          Barclays     Bank                (513)
           Albany    International       Corp   ’A’          Goldman    Sachs
       8,209                                               (15,098)
           Albany    International       Corp   ’A’
       3,217                            HSBC                    (8,592)
           Albany    International       Corp   ’A’          Morgan    Stanley
       1,016                                                (163)
           Albemarle     Corp
       (8,828)                            HSBC                    21,982
           Albireo    Pharma    Inc                Bank   of  America    Merrill    Lynch
      (18,968)                                                (69,423)
           Alcoa   Corp                    Bank   of  America    Merrill    Lynch
       17,265                                               (11,913)
           Alcoa   Corp                    Barclays     Bank
       48,988                                               (17,635)
           Alcoa   Corp
       55,826                            HSBC                   (130,075)
           Alcoa   Corp                    Morgan    Stanley
       55,997                                               (20,159)
           Alcon   Inc                    Bank   of  America    Merrill    Lynch
       (3,821)                                                6,470
                                  97/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Alcon   Inc                    Barclays     Bank
       (2,729)                                                4,257
           Alcon   Inc                    Goldman    Sachs
       (1,145)                                                4,202
           Alcon   Inc
       (3,566)                            HSBC                    8,442
           Aldeyra    Therapeutics       Inc             Bank   of  America    Merrill    Lynch
      (25,555)                                                (44,210)
           Aldeyra    Therapeutics       Inc             Barclays     Bank
       (3,800)                                                (6,080)
           Aldeyra    Therapeutics       Inc             Goldman    Sachs
       (7,095)                                               (12,274)
           Aldeyra    Therapeutics       Inc
      (38,135)                             HSBC                   (69,125)
           Aldeyra    Therapeutics       Inc             Morgan    Stanley
       (8,809)                                               (14,094)
           Alector    Inc                   Barclays     Bank
       7,764                                               27,252
           Alector    Inc
       2,405                            HSBC                    5,387
           Alector    Inc                   Morgan    Stanley
       11,153                                                35,207
           Alexander     & Baldwin    Inc             Bank   of  America    Merrill    Lynch
      (80,234)                                                36,908
           Alexander     & Baldwin    Inc             Barclays     Bank
      (64,264)                                                 (183)
           Alexander     & Baldwin    Inc             Goldman    Sachs
      (55,220)                                                22,185
           Alexander     & Baldwin    Inc
      (103,136)                             HSBC                    87,026
      (120,573)      Alexander     & Baldwin    Inc             Morgan    Stanley                (1,206)
           Alexander’s       Inc  (Reit)               Bank   of  America    Merrill    Lynch
       (1,877)                                               (10,511)
           Alexander’s       Inc  (Reit)               Goldman    Sachs
        (534)                                                795
           Alexander’s       Inc  (Reit)
        (66)                          HSBC                     (440)
           Alexander’s       Inc  (Reit)               Morgan    Stanley
       (1,996)                                               (13,972)
           Alexandria      Real   Estate    Equities     Inc  (Reit)     Barclays     Bank
       13,694                                                50,257
           Alexandria      Real   Estate    Equities     Inc  (Reit)     Goldman    Sachs
       9,548                                               43,730
           Alexandria      Real   Estate    Equities     Inc  (Reit)
        656                          HSBC                    5,434
           Alexandria      Real   Estate    Equities     Inc  (Reit)     Morgan    Stanley
       8,529                                               31,301
           Alexion    Pharmaceuticals        Inc           Bank   of  America    Merrill    Lynch
       1,821                                               10,529
           Alexion    Pharmaceuticals        Inc           Barclays     Bank
       2,406                                                8,060
           Alexion    Pharmaceuticals        Inc           Goldman    Sachs
       2,044                                               12,284
           Alexion    Pharmaceuticals        Inc
       1,164                            HSBC                    4,179
           Alexion    Pharmaceuticals        Inc           Morgan    Stanley
       5,692                                               19,068
           Alico   Inc                    Barclays     Bank
        586                                                284
           Alico   Inc                    Goldman    Sachs
       2,346                                                5,701
           Alico   Inc                    Morgan    Stanley
       7,687                                                3,728
           Align   Technology      Inc               Bank   of  America    Merrill    Lynch
        (783)                                               (7,003)
           Align   Technology      Inc               Barclays     Bank
       (1,178)                                                (3,369)
        (171)   Align   Technology      Inc               Goldman    Sachs                 210
           Align   Technology      Inc
        (136)                           HSBC                    (2,358)
           Align   Technology      Inc               Morgan    Stanley
        (190)                                                (543)
           Alkermes     Plc                   Barclays     Bank
       5,415                                                 704
           Alkermes     Plc                   Goldman    Sachs
       3,328                                                 466
           Alkermes     Plc
       4,374                            HSBC                    4,505
           Allakos    Inc                   Barclays     Bank
       (5,937)                                               (56,698)
           Allakos    Inc                   Goldman    Sachs
       (1,640)                                               (39,114)
           Allakos    Inc
       (5,935)                            HSBC                   (123,072)
           Allakos    Inc                   Morgan    Stanley
       (1,566)                                               (14,955)
           Alleghany     Corp                  Goldman    Sachs
         70                                              1,504
                                  98/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Alleghany     Corp                  Morgan    Stanley
        154                                                325
           Allegheny     Technologies       Inc            Bank   of  America    Merrill    Lynch
       9,910                                               (4,856)
           Allegheny     Technologies       Inc            Barclays     Bank
      (10,995)                                                (3,298)
           Allegheny     Technologies       Inc            Barclays     Bank
       8,568                                                2,570
           Allegheny     Technologies       Inc            Goldman    Sachs
       (5,150)                                                1,814
           Allegheny     Technologies       Inc            Goldman    Sachs
       3,870                                               (1,896)
           Allegheny     Technologies       Inc
       (9,218)                            HSBC                    1,677
           Allegheny     Technologies       Inc            Morgan    Stanley
      (60,178)                                                (18,054)
           Allegheny     Technologies       Inc            Morgan    Stanley
       10,932                                                3,280
           Allegiance      Bancshares      Inc            Barclays     Bank
       (4,780)                                                (1,004)
           Allegiance      Bancshares      Inc            Goldman    Sachs
      (11,278)                                                (9,699)
           Allegiance      Bancshares      Inc
      (15,271)                             HSBC                    (4,106)
           Allegiance      Bancshares      Inc            Morgan    Stanley
       (9,383)                                                (1,112)
           Allegiant     Travel    Co               Bank   of  America    Merrill    Lynch
       1,198                                                2,194
           Allegiant     Travel    Co               Barclays     Bank
       2,429                                                5,125
       (1,022)    Allegiant     Travel    Co               Barclays     Bank               (2,156)
           Allegiant     Travel    Co               Goldman    Sachs
       1,218                                                1,255
           Allegiant     Travel    Co
       1,739                            HSBC                    4,996
           Allegiant     Travel    Co
        (312)                           HSBC                    (1,200)
           Allegiant     Travel    Co               Morgan    Stanley
        729                                                512
           Allegiant     Travel    Co               Morgan    Stanley
       (1,775)                                                (3,745)
           Allegion     Plc                   Barclays     Bank
       12,569                                                19,231
           Allegion     Plc                   Goldman    Sachs
       27,459                                                40,090
           Allegion     Plc                   Morgan    Stanley
       7,307                                               11,180
           Allergan     Plc                   Goldman    Sachs
        (459)                                                (638)
           Allergan     Plc                   Morgan    Stanley
       (1,633)                                                (1,976)
           Allete    Inc                    Bank   of  America    Merrill    Lynch
       8,707                                               (1,567)
           Allete    Inc                    Bank   of  America    Merrill    Lynch
       (4,404)                                                (2,499)
           Allete    Inc                    Barclays     Bank
       8,864                                                7,268
           Allete    Inc                    Barclays     Bank
      (25,789)                                                (20,926)
           Allete    Inc                    Goldman    Sachs
       3,649                                                (657)
           Allete    Inc                    Goldman    Sachs
      (55,051)                                                 9,251
           Allete    Inc
      (37,681)                             HSBC                   (23,793)
           Allete    Inc                    Morgan    Stanley
       4,017                                                3,294
      (43,896)     Allete    Inc                    Morgan    Stanley                (36,035)
           Alliance     Data   Systems    Corp            Bank   of  America    Merrill    Lynch
        416                                                622
           Alliance     Data   Systems    Corp            Barclays     Bank
       (1,890)                                                (3,478)
           Alliance     Data   Systems    Corp            Goldman    Sachs
        (788)                                               (3,217)
           Alliance     Data   Systems    Corp            Goldman    Sachs
        901                                               2,523
           Alliance     Data   Systems    Corp
        (813)                           HSBC                    1,341
           Alliance     Data   Systems    Corp            Morgan    Stanley
       1,316                                                2,421
           Alliant    Energy    Corp                Bank   of  America    Merrill    Lynch
        444                                                102
           Alliant    Energy    Corp                Barclays     Bank
       21,803                                                (6,105)
           Alliant    Energy    Corp                Goldman    Sachs
       76,298                                                17,548
           Alliant    Energy    Corp
       25,827                            HSBC                    37,157
                                  99/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Alliant    Energy    Corp                Morgan    Stanley
      108,117                                                (30,273)
           Allied    Motion    Technologies       Inc          Goldman    Sachs
       (4,791)                                                (7,857)
           Allied    Motion    Technologies       Inc
       (5,932)                            HSBC                     (415)
           Allied    Motion    Technologies       Inc          Morgan    Stanley
      (14,504)                                                (6,672)
           Allison    Transmission       Holdings     Inc        Goldman    Sachs
       18,259                                                40,535
           Allison    Transmission       Holdings     Inc
       10,503                            HSBC                    19,850
           Allison    Transmission       Holdings     Inc        Morgan    Stanley
       38,465                                                53,467
           Allogene     Therapeutics       Inc            Barclays     Bank
       2,299                                                2,598
           Allogene     Therapeutics       Inc
       3,592                            HSBC                    2,945
           Allogene     Therapeutics       Inc            Morgan    Stanley
       7,301                                                8,250
           Allscripts      Healthcare      Solutions     Inc       Bank   of  America    Merrill    Lynch
       25,459                                                (2,800)
           Allscripts      Healthcare      Solutions     Inc
       39,915                            HSBC                   (11,975)
           Allscripts      Healthcare      Solutions     Inc       Morgan    Stanley
      111,945                                                 2,826
           Allstate     Corp/The                   Bank   of  America    Merrill    Lynch
       3,123                                                2,775
           Allstate     Corp/The                   Barclays     Bank
       3,473                                                6,793
       6,186    Allstate     Corp/The                   Goldman    Sachs                5,939
           Allstate     Corp/The
        573                          HSBC                    1,017
           Allstate     Corp/The
       (1,719)                            HSBC                    (6,653)
           Allstate     Corp/The                   Morgan    Stanley
       5,352                                               10,811
           Allstate     Corp/The                   Morgan    Stanley
       (4,921)                                                (9,940)
           Ally   Financial     Inc                Barclays     Bank
       59,563                                                (7,744)
           Ally   Financial     Inc                Goldman    Sachs
       14,430                                                17,749
           Ally   Financial     Inc
       10,359                            HSBC                    5,594
           Alnylam    Pharmaceuticals        Inc           Bank   of  America    Merrill    Lynch
        509                                              13,321
           Alnylam    Pharmaceuticals        Inc           Barclays     Bank
       1,476                                               16,694
           Alnylam    Pharmaceuticals        Inc
       (1,421)                            HSBC                   (35,795)
           Alnylam    Pharmaceuticals        Inc
        497                          HSBC                    13,142
           Alnylam    Pharmaceuticals        Inc           Morgan    Stanley
       (3,900)                                               (44,109)
           Alpha   & Omega   Semiconductor       Ltd         Barclays     Bank
       (5,899)                                                 (944)
           Alpha   & Omega   Semiconductor       Ltd         Goldman    Sachs
      (22,654)                                                21,521
           Alpha   & Omega   Semiconductor       Ltd         Morgan    Stanley
       (6,753)                                                (1,080)
           Alphabet     Inc  - CDI   ’A’             Bank   of  America    Merrill    Lynch
        (352)                                               8,920
           Alphabet     Inc  - CDI   ’A’             Barclays     Bank
        (357)                                               (5,187)
           Alphabet     Inc  - CDI   ’A’
        (461)                           HSBC                     (607)
        (591)   Alphabet     Inc  - CDI   ’A’             Morgan    Stanley                (8,587)
           Alphatec     Holdings     Inc              Morgan    Stanley
      (36,450)                                                 6,197
           Altair    Engineering      Inc   ’A’           Bank   of  America    Merrill    Lynch
       (1,236)                                                (5,238)
           Altair    Engineering      Inc   ’A’           Barclays     Bank
       (5,021)                                                (7,481)
           Altair    Engineering      Inc   ’A’           Goldman    Sachs
      (21,992)                                                (86,711)
           Altair    Engineering      Inc   ’A’
      (13,688)                             HSBC                   (53,094)
           Altair    Engineering      Inc   ’A’           Morgan    Stanley
      (37,326)                                                (55,615)
           Alteryx    Inc   ’A’                 Barclays     Bank
        (986)                                               (6,439)
           Alteryx    Inc   ’A’                 Goldman    Sachs
       (4,754)                                               (68,790)
           Alteryx    Inc   ’A’
        (451)                           HSBC                    (8,519)
           Alteryx    Inc   ’A’                 Morgan    Stanley
      (12,663)                                                (82,689)
                                100/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Altice    USA  Inc   ’A’               Barclays     Bank
       3,154                                               (1,135)
           Altice    USA  Inc   ’A’
       6,000                            HSBC                    (3,180)
           Altice    USA  Inc   ’A’
      (15,743)                             HSBC                    8,344
           Altice    USA  Inc   ’A’               Morgan    Stanley
       8,917                                               (3,210)
           Altice    USA  Inc   ’A’               Morgan    Stanley
       (4,361)                                                1,570
           Altisource      Portfolio     Solutions     SA        Bank   of  America    Merrill    Lynch
      (57,901)                                                (13,896)
           Altra   Industrial      Motion    Corp           Bank   of  America    Merrill    Lynch
       1,951                                                 295
           Altra   Industrial      Motion    Corp           Barclays     Bank
       3,513                                                (158)
           Altra   Industrial      Motion    Corp           Goldman    Sachs
       13,204                                                (2,105)
           Altra   Industrial      Motion    Corp
       35,518                            HSBC                    (6,390)
           Altra   Industrial      Motion    Corp           Morgan    Stanley
       7,537                                                (339)
           Altria    Group   Inc                 Bank   of  America    Merrill    Lynch
       (4,113)                                                (4,505)
           Altria    Group   Inc                 Barclays     Bank
       (3,331)                                                (2,232)
           Altria    Group   Inc                 Goldman    Sachs
       2,636                                                4,481
           Altria    Group   Inc
       8,013                            HSBC                    26,122
       46,046    Altus   Midstream     Co  ’A’             HSBC                    (6,907)
           Altus   Midstream     Co  ’A’             Morgan    Stanley
       12,307                                                 738
           AMAG   Pharmaceuticals        Inc             Goldman    Sachs
       (5,006)                                                (4,355)
           Amalgamated      Bank   ’A’              Barclays     Bank
       10,949                                                1,861
           Amalgamated      Bank   ’A’              Goldman    Sachs
       24,048                                                3,367
           Amalgamated      Bank   ’A’
       14,388                            HSBC                    9,091
           Amalgamated      Bank   ’A’              Morgan    Stanley
       14,654                                                2,491
           Amazon.com      Inc  - CDI   ’A’            Goldman    Sachs
        518                                              41,476
           Amazon.com      Inc  - CDI   ’A’
        238                          HSBC                    8,016
           Amazon.com      Inc  - CDI   ’A’            Morgan    Stanley
        364                                              26,878
           Ambac   Financial     Group   Inc            Bank   of  America    Merrill    Lynch
      (53,730)                                                (22,029)
           Ambac   Financial     Group   Inc            Barclays     Bank
      (27,351)                                                (8,262)
           Ambac   Financial     Group   Inc            Goldman    Sachs
      (52,905)                                                (20,852)
           Ambac   Financial     Group   Inc
      (16,307)                             HSBC                    (1,130)
           Ambac   Financial     Group   Inc            Morgan    Stanley
      (42,944)                                                (13,742)
           Ambarella     Inc                  Bank   of  America    Merrill    Lynch
       6,622                                               (23,442)
           Ambarella     Inc                  Barclays     Bank
       2,513                                                 326
           Ambarella     Inc                  Goldman    Sachs
       19,665                                               (67,067)
           Ambarella     Inc
       20,881                            HSBC                   (27,376)
       9,780    Ambarella     Inc                  Morgan    Stanley                 1,271
           Ambev   SA  ADR
       19,432                            HSBC                    3,109
           Ambev   SA  ADR                   Morgan    Stanley
      172,682                                                (5,180)
           AMC  Networks     Inc   ’A’              Goldman    Sachs
       5,350                                               (5,618)
           AMC  Networks     Inc   ’A’
       32,426                            HSBC                   (91,117)
           AMC  Networks     Inc   ’A’              Morgan    Stanley
       22,635                                               (27,615)
           Amcor   Plc                    Barclays     Bank
      (21,119)                                                (4,224)
           Amcor   Plc                    Goldman    Sachs
      (16,702)                                                (4,008)
           Amcor   Plc
      (18,718)                             HSBC                    (9,172)
           Amcor   Plc                    Morgan    Stanley
      (159,063)                                                (31,813)
           Amdocs    Ltd                    Bank   of  America    Merrill    Lynch
       4,672                                                1,775
                                101/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Amdocs    Ltd                    Barclays     Bank
       14,853                                                9,060
           Amdocs    Ltd                    Goldman    Sachs
       40,408                                                15,355
           Amdocs    Ltd                    Morgan    Stanley
       12,629                                                7,704
           Amedisys     Inc                   Bank   of  America    Merrill    Lynch
        (954)                                              (10,666)
           Amedisys     Inc                   Barclays     Bank
       (3,703)                                               (19,663)
           Amedisys     Inc                   Goldman    Sachs
       (4,422)                                               (47,694)
           Amedisys     Inc
       (8,312)                            HSBC                   (120,462)
           Amedisys     Inc                   Morgan    Stanley
      (10,328)                                                (54,842)
           Amerant    Bancorp    Inc               Barclays     Bank
       (4,433)                                                (3,901)
           Amerant    Bancorp    Inc
       (2,869)                            HSBC                    (3,471)
                                   Bank   of  America    Merrill    Lynch
        821   AMERCO                                           (2,815)
                                   Barclays     Bank
        320   AMERCO                                            1,120
                                   Goldman    Sachs
        945   AMERCO                                           (3,475)
       1,476    AMERCO                        HSBC                   (25,873)
                                   Morgan    Stanley
       1,618    AMERCO                                            5,663
       2,663    Ameren    Corp                    Bank   of  America    Merrill    Lynch        (5,752)
           Ameren    Corp                    Barclays     Bank
       40,668                                               (19,928)
           Ameren    Corp                    Goldman    Sachs
       26,259                                               (56,720)
           Ameren    Corp
       23,494                            HSBC                    13,181
           Ameren    Corp                    Morgan    Stanley
      101,166                                                (49,572)
           Ameresco     Inc   ’A’                Bank   of  America    Merrill    Lynch
       (3,726)                                                 (149)
           Ameresco     Inc   ’A’                Barclays     Bank
       (4,611)                                                 (277)
           Ameresco     Inc   ’A’                Goldman    Sachs
      (33,746)                                                (3,030)
           Ameresco     Inc   ’A’
      (17,440)                             HSBC                   (11,197)
           Ameresco     Inc   ’A’                Morgan    Stanley
      (24,319)                                                (1,459)
           America    Movil   SAB  de  CV  ’L’   ADR
       4,652                            HSBC                    (2,698)
           America    Movil   SAB  de  CV  ’L’   ADR        Morgan    Stanley
       73,188                                               (26,348)
           American     Airlines     Group   Inc           Goldman    Sachs
       9,398                                                3,792
           American     Airlines     Group   Inc
       8,078                            HSBC                    1,342
           American     Airlines     Group   Inc           Morgan    Stanley
      (27,353)                                                (11,762)
           American     Assets    Trust   Inc  (Reit)          Bank   of  America    Merrill    Lynch
       4,821                                                1,979
           American     Assets    Trust   Inc  (Reit)          Barclays     Bank
       5,902                                                7,673
           American     Assets    Trust   Inc  (Reit)          Barclays     Bank
       (8,008)                                               (10,410)
           American     Assets    Trust   Inc  (Reit)          Goldman    Sachs
      (39,640)                                                (4,975)
       5,405    American     Assets    Trust   Inc  (Reit)          Goldman    Sachs                1,294
           American     Assets    Trust   Inc  (Reit)
       9,063                            HSBC                    5,886
           American     Assets    Trust   Inc  (Reit)
      (115,927)                             HSBC                   (66,078)
           American     Assets    Trust   Inc  (Reit)          Morgan    Stanley
       4,837                                                6,288
           American     Assets    Trust   Inc  (Reit)          Morgan    Stanley
      (17,479)                                                (21,845)
           American     Axle   & Manufacturing       Holdings     Inc   Barclays     Bank
       23,047                                                7,721
           American     Axle   & Manufacturing       Holdings     Inc   Goldman    Sachs
       19,070                                                 858
           American     Axle   & Manufacturing       Holdings     Inc
       24,681                            HSBC                   (26,038)
           American     Axle   & Manufacturing       Holdings     Inc   Morgan    Stanley
       20,045                                                6,715
           American     Campus    Communities      Inc  (Reit)       Bank   of  America    Merrill    Lynch
       7,499                                                9,055
           American     Campus    Communities      Inc  (Reit)       Barclays     Bank
       32,594                                                52,150
                                102/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           American     Campus    Communities      Inc  (Reit)       Goldman    Sachs
       7,036                                               13,584
           American     Campus    Communities      Inc  (Reit)
       4,982                            HSBC                    5,797
           American     Campus    Communities      Inc  (Reit)       Morgan    Stanley
        812                                                968
           American     Eagle   Outfitters      Inc          Bank   of  America    Merrill    Lynch
       (6,001)                                                9,482
           American     Eagle   Outfitters      Inc          Barclays     Bank
       3,475                                                1,182
           American     Eagle   Outfitters      Inc          Barclays     Bank
       (9,913)                                                (3,370)
           American     Eagle   Outfitters      Inc          Goldman    Sachs
       8,391                                               (13,258)
           American     Eagle   Outfitters      Inc
       14,499                            HSBC                   (18,994)
           American     Eagle   Outfitters      Inc
      (13,779)                             HSBC                    18,050
           American     Eagle   Outfitters      Inc          Morgan    Stanley
       8,162                                                2,775
           American     Eagle   Outfitters      Inc          Morgan    Stanley
      (13,741)                                                (4,672)
           American     Electric     Power   Co  Inc          Bank   of  America    Merrill    Lynch
      (53,380)                                               (113,743)
           American     Electric     Power   Co  Inc
      (15,651)                             HSBC                   (41,141)
           American     Electric     Power   Co  Inc          Morgan    Stanley
      (17,046)                                                (3,920)
           American     Express    Co               Bank   of  America    Merrill    Lynch
       5,028                                                (201)
       (2,305)    American     Express    Co               Barclays     Bank               (3,826)
           American     Express    Co               Goldman    Sachs
       4,714                                                (189)
           American     Express    Co               Goldman    Sachs
       (8,088)                                                (1,941)
           American     Express    Co               Morgan    Stanley
       (1,973)                                                (3,275)
           American     Finance    Trust   Inc  (Reit)          Barclays     Bank
      (62,718)                                                (22,578)
           American     Finance    Trust   Inc  (Reit)
      (10,186)                             HSBC                    (2,343)
           American     Financial     Group   Inc/OH           Bank   of  America    Merrill    Lynch
       10,920                                                19,984
           American     Financial     Group   Inc/OH           Bank   of  America    Merrill    Lynch
       (1,169)                                                (2,129)
           American     Financial     Group   Inc/OH           Barclays     Bank
       (1,634)                                                (4,918)
           American     Financial     Group   Inc/OH           Goldman    Sachs
       (2,044)                                                (5,196)
           American     Financial     Group   Inc/OH           Morgan    Stanley
        (989)                                               (2,977)
           American     Homes   ▶ Rent   (Reit)    ’A’        Bank   of  America    Merrill    Lynch
      (32,793)                                                (16,069)
           American     Homes   ▶ Rent   (Reit)    ’A’        Barclays     Bank
      (40,994)                                                (30,336)
           American     Homes   ▶ Rent   (Reit)    ’A’        Goldman    Sachs
      (37,374)                                                (18,313)
           American     Homes   ▶ Rent   (Reit)    ’A’
      (77,817)                             HSBC                   (100,384)
           American     Homes   ▶ Rent   (Reit)    ’A’        Morgan    Stanley
      (20,036)                                                (14,827)
           American     Homes   ▶ Rent   ’A’   (Reit)         Bank   of  America    Merrill    Lynch
      (11,271)                                                (5,523)
           American     Homes   ▶ Rent   ’A’   (Reit)         Goldman    Sachs
      (12,437)                                                (6,094)
           American     International       Group   Inc         Bank   of  America    Merrill    Lynch
      (16,784)                                                15,273
       (4,812)    American     International       Group   Inc         Barclays     Bank                1,347
           American     International       Group   Inc
      (12,370)                             HSBC                    35,749
           American     International       Group   Inc         Morgan    Stanley
      (25,702)                                                 7,196
           American     National     Bankshares      Inc         Bank   of  America    Merrill    Lynch
       20,663                                                5,786
           American     National     Bankshares      Inc         Goldman    Sachs
       5,857                                                1,640
           American     National     Insurance     Co         Bank   of  America    Merrill    Lynch
       3,157                                               (4,009)
           American     National     Insurance     Co
       1,367                            HSBC                    (1,914)
           American     National     Insurance     Co         Morgan    Stanley
       8,634                                               (4,490)
           American     Public    Education     Inc
       (1,771)                            HSBC                    (2,196)
           American     Public    Education     Inc          Morgan    Stanley
       (8,276)                                                8,524
           American     Realty    Investors     Inc          Barclays     Bank
       (2,026)                                                (1,033)
                                103/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           American     Renal   Associates      Holdings     Inc      Morgan    Stanley
       10,091                                                2,119
           American     Software     Inc/GA    ’A’          Bank   of  America    Merrill    Lynch
       52,864                                               (53,393)
           American     States    Water   Co            Bank   of  America    Merrill    Lynch
       4,443                                                5,687
           American     States    Water   Co            Barclays     Bank
       20,872                                                16,071
           American     States    Water   Co            Goldman    Sachs
       32,296                                                32,564
           American     States    Water   Co
       39,839                            HSBC                    10,327
           American     States    Water   Co            Morgan    Stanley
       11,779                                                9,070
           American     Superconductor        Corp           Bank   of  America    Merrill    Lynch
       (8,187)                                                (5,731)
           American     Superconductor        Corp           Barclays     Bank
       (3,393)                                                 746
           American     Superconductor        Corp
      (13,424)                             HSBC                    (7,383)
           American     Superconductor        Corp           Morgan    Stanley
      (39,594)                                                 8,711
           American     Tower   Corp   (Reit)             Barclays     Bank
       (1,580)                                                (7,489)
           American     Tower   Corp   (Reit)             Barclays     Bank
       4,474                                               21,207
           American     Tower   Corp   (Reit)             Goldman    Sachs
      (16,699)                                                (9,333)
           American     Tower   Corp   (Reit)
       (3,484)                            HSBC                    7,617
       10,309    American     Tower   Corp   (Reit)             HSBC                    92,575
           American     Vanguard     Corp              Bank   of  America    Merrill    Lynch
      (16,186)                                                (14,567)
           American     Vanguard     Corp              Barclays     Bank
       (5,916)                                                (7,454)
           American     Vanguard     Corp              Goldman    Sachs
      (24,405)                                                (21,965)
           American     Vanguard     Corp
      (25,777)                             HSBC                    (4,898)
           American     Vanguard     Corp              Morgan    Stanley
      (10,927)                                                (13,768)
           American     Water   Works   Co  Inc           Bank   of  America    Merrill    Lynch
       39,281                                               127,270
           American     Water   Works   Co  Inc           Bank   of  America    Merrill    Lynch
       (2,253)                                                (7,300)
           American     Water   Works   Co  Inc
        191                          HSBC                     472
           American     Water   Works   Co  Inc
       (2,316)                            HSBC                   (11,997)
           American     Water   Works   Co  Inc           Morgan    Stanley
       9,624                                               23,483
           American     Water   Works   Co  Inc           Morgan    Stanley
        (435)                                               (1,061)
           American     Woodmark     Corp              Barclays     Bank
       (4,510)                                                (7,890)
           American     Woodmark     Corp              Goldman    Sachs
       (3,271)                                                (8,756)
           American     Woodmark     Corp
       (9,014)                            HSBC                   (34,211)
           American     Woodmark     Corp              Morgan    Stanley
       (5,854)                                               (12,996)
           America’s      Car-Mart     Inc/TX             Bank   of  America    Merrill    Lynch
       7,918                                               171,425
           America’s      Car-Mart     Inc/TX             Goldman    Sachs
       5,830                                               126,220
           Americold     Realty    Trust   (Reit)            Bank   of  America    Merrill    Lynch
      (123,251)                                                (156,529)
       5,653    Americold     Realty    Trust   (Reit)            Barclays     Bank                7,123
           Americold     Realty    Trust   (Reit)
        (830)                           HSBC                    (1,967)
           Americold     Realty    Trust   (Reit)
       2,404                            HSBC                    5,697
           Americold     Realty    Trust   (Reit)            Morgan    Stanley
      (145,591)                                                (183,445)
           Ameriprise      Financial     Inc             Bank   of  America    Merrill    Lynch
       (1,624)                                                (6,593)
           Ameriprise      Financial     Inc             Barclays     Bank
       (4,350)                                               (19,401)
           Ameriprise      Financial     Inc             Goldman    Sachs
       (9,836)                                               (39,934)
           Ameriprise      Financial     Inc
       (1,411)                            HSBC                    (8,029)
           Ameriprise      Financial     Inc             Morgan    Stanley
       (1,714)                                                (7,644)
           Ameris    Bancorp                    Morgan    Stanley
       28,320                                                21,523
           AmerisourceBergen         Corp              Bank   of  America    Merrill    Lynch
       10,623                                                12,641
                                104/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           AmerisourceBergen         Corp              Barclays     Bank
       6,280                                               (11,116)
           AmerisourceBergen         Corp              Goldman    Sachs
       7,490                                                8,913
           AmerisourceBergen         Corp              Morgan    Stanley
       4,606                                               (8,153)
           Ames   National     Corp                Bank   of  America    Merrill    Lynch
       (1,565)                                                 360
           Ames   National     Corp                Barclays     Bank
       (1,871)                                                 187
           Ames   National     Corp                Goldman    Sachs
       (3,169)                                                 729
           Ames   National     Corp
       (1,650)                            HSBC                     (875)
           Ames   National     Corp                Morgan    Stanley
       (2,821)                                                 282
           Ametek    Inc                    Morgan    Stanley
       30,492                                                29,882
           AMETEK    Inc                    Bank   of  America    Merrill    Lynch
       10,465                                                7,430
           AMETEK    Inc
       11,183                            HSBC                    26,169
           AMETEK    Inc                    Morgan    Stanley
       14,890                                                14,592
           Amgen   Inc                    Goldman    Sachs
       3,890                                               53,782
           Amgen   Inc
       (3,714)                            HSBC                   (51,476)
           Amgen   Inc                    Morgan    Stanley
       3,166                                               13,392
       7,608    Amicus    Therapeutics       Inc             Bank   of  America    Merrill    Lynch        7,950
           Amicus    Therapeutics       Inc             Barclays     Bank
       29,047                                                26,432
           Amicus    Therapeutics       Inc             Goldman    Sachs
       72,042                                                75,284
           Amicus    Therapeutics       Inc
       13,924                            HSBC                    23,392
           Amicus    Therapeutics       Inc             Morgan    Stanley
       25,635                                                23,328
           Amkor   Technology      Inc               Bank   of  America    Merrill    Lynch
      166,448                                               (128,997)
           Amkor   Technology      Inc               Goldman    Sachs
       44,730                                               (32,702)
           AMN  Healthcare      Services     Inc           Barclays     Bank
       9,005                                                2,636
           AMN  Healthcare      Services     Inc           Goldman    Sachs
       10,959                                                4,274
           AMN  Healthcare      Services     Inc
       25,748                            HSBC                   (10,369)
           AMN  Healthcare      Services     Inc           Morgan    Stanley
       65,317                                                28,086
           Amneal    Pharmaceuticals        Inc            Bank   of  America    Merrill    Lynch
       9,458                                                (515)
           Amneal    Pharmaceuticals        Inc            Barclays     Bank
       11,502                                                2,645
           Amneal    Pharmaceuticals        Inc
       66,128                            HSBC                    41,113
           Amneal    Pharmaceuticals        Inc            Morgan    Stanley
       72,508                                                16,677
           Amphastar     Pharmaceuticals        Inc          Bank   of  America    Merrill    Lynch
       15,634                                                32,988
           Amphastar     Pharmaceuticals        Inc          Barclays     Bank
       2,004                                                1,376
           Amphastar     Pharmaceuticals        Inc
       12,430                            HSBC                    11,436
           Amphastar     Pharmaceuticals        Inc          Morgan    Stanley
       34,002                                                43,978
       (6,248)    Amphenol     Corp   ’A’                Goldman    Sachs                (8,622)
           Amphenol     Corp   ’A’
       (4,694)                            HSBC                    (4,365)
           Amphenol     Corp   ’A’                Morgan    Stanley
      (26,850)                                                (50,747)
           Amplify    Energy    Corp
      (11,909)                             HSBC                    12,504
           Amplify    Energy    Corp                Morgan    Stanley
      (25,786)                                                 8,252
           Amyris    Inc                    Goldman    Sachs
      (26,665)                                                (3,200)
           Analog    Devices    Inc                Bank   of  America    Merrill    Lynch
       2,060                                                7,308
           Analog    Devices    Inc                Barclays     Bank
       9,803                                               23,919
           Analog    Devices    Inc                Goldman    Sachs
       12,638                                                (1,259)
           Analog    Devices    Inc
       3,792                            HSBC                     265
           Analog    Devices    Inc                Morgan    Stanley
       12,527                                                30,566
                                105/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Anaplan    Inc                   Bank   of  America    Merrill    Lynch
       (4,608)                                               (27,740)
           Anaplan    Inc                   Bank   of  America    Merrill    Lynch
        744                                               3,247
           Anaplan    Inc
       (7,570)                            HSBC                   (46,026)
           Anaplan    Inc
       3,384                            HSBC                    15,115
           Anaplan    Inc                   Morgan    Stanley
       (2,156)                                                (1,250)
           AnaptysBio      Inc                  Morgan    Stanley
       (2,726)                                                (4,062)
           Anavex    Life   Sciences     Corp             Morgan    Stanley
      (10,053)                                                 (503)
           Andersons     Inc/The
       7,001                            HSBC                    16,802
           Andersons     Inc/The                  Morgan    Stanley
       36,175                                                (2,713)
           ANGI   Homeservices       Inc   ’A’            Bank   of  America    Merrill    Lynch
       (6,199)                                                (1,426)
           ANGI   Homeservices       Inc   ’A’            Morgan    Stanley
      (22,033)                                                (4,517)
           AngioDynamics       Inc                Bank   of  America    Merrill    Lynch
       1,859                                                (112)
           AngioDynamics       Inc                Barclays     Bank
       3,344                                                 468
           AngioDynamics       Inc                Goldman    Sachs
       9,241                                                (554)
           AngioDynamics       Inc
       3,044                            HSBC                     883
       11,174    AngioDynamics       Inc                Morgan    Stanley                 1,564
           ANI  Pharmaceuticals        Inc             Barclays     Bank
       (2,924)                                               (12,310)
           ANI  Pharmaceuticals        Inc             Goldman    Sachs
       (5,849)                                               (35,620)
           ANI  Pharmaceuticals        Inc
       (1,457)                            HSBC                    (8,430)
           Anika   Therapeutics       Inc
      (11,701)                             HSBC                    41,188
           Anika   Therapeutics       Inc              Morgan    Stanley
       (3,943)                                                3,549
           Annaly    Capital    Management      Inc  (Reit)        Barclays     Bank
      (284,100)                                                (18,467)
           Annaly    Capital    Management      Inc  (Reit)
      (62,434)                             HSBC                    (9,053)
           Annaly    Capital    Management      Inc  (Reit)        Morgan    Stanley
      (41,035)                                                (2,667)
           ANSYS   Inc                    Barclays     Bank
       2,617                                               23,841
           ANSYS   Inc
       (1,124)                            HSBC                   (35,046)
           ANSYS   Inc
       1,968                            HSBC                    58,578
           ANSYS   Inc                    Morgan    Stanley
       (2,540)                                               (23,139)
           Antares    Pharma    Inc                Bank   of  America    Merrill    Lynch
      (196,948)                                                (124,077)
           Anterix    Inc                   Bank   of  America    Merrill    Lynch
      (26,160)                                                (30,869)
           Antero    Midstream     Corp               Barclays     Bank
      (51,099)                                                 5,365
           Antero    Midstream     Corp               Morgan    Stanley
      (10,259)                                                 1,324
           Antero    Resources     Corp
       42,961                            HSBC                   (34,584)
           Antero    Resources     Corp               Morgan    Stanley
      160,812                                                (18,493)
       1,722    Anthem    Inc                    Goldman    Sachs               (14,603)
           Anthem    Inc
       6,528                            HSBC                    47,328
           Anthem    Inc                    Morgan    Stanley
       6,264                                               (15,597)
           Anworth    Mortgage     Asset   Corp   (Reit)         Bank   of  America    Merrill    Lynch
       47,274                                                6,618
           Anworth    Mortgage     Asset   Corp   (Reit)         Barclays     Bank
       38,672                                                2,320
           Anworth    Mortgage     Asset   Corp   (Reit)         Goldman    Sachs
       30,037                                                4,205
           Anworth    Mortgage     Asset   Corp   (Reit)
       59,412                            HSBC                    8,912
           Anworth    Mortgage     Asset   Corp   (Reit)         Morgan    Stanley
       71,672                                                4,300
           AO  Smith   Corp                   Bank   of  America    Merrill    Lynch
       2,711                                               (5,856)
           AO  Smith   Corp                   Barclays     Bank
       5,850                                                2,457
           AO  Smith   Corp                   Goldman    Sachs
       3,767                                                1,047
                                106/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           AO  Smith   Corp
       (7,539)                            HSBC                    26,085
           AO  Smith   Corp
       2,042                            HSBC                    (7,065)
           AO  Smith   Corp                   Morgan    Stanley
      (13,359)                                                (5,611)
           AO  Smith   Corp                   Morgan    Stanley
       3,369                                                1,415
           Aon  Plc                     Barclays     Bank
       5,429                                               21,553
           Aon  Plc                     Goldman    Sachs
       4,678                                               22,642
           Aon  Plc
       2,057                            HSBC                    18,472
           Aon  Plc                     Morgan    Stanley
       (2,700)                                               (10,719)
           Apache    Corp
        406                          HSBC                     (678)
           Apache    Corp                    Morgan    Stanley
       14,899                                                (9,684)
           Apartment     Investment      & Management      Co  ’A’
                                   Bank   of  America    Merrill    Lynch
      (10,526)                                                 3,368
           (Reit)
           Apartment     Investment      & Management      Co  ’A’
                                   Barclays     Bank
      (48,292)                                                (32,355)
           (Reit)
           Apartment     Investment      & Management      Co  ’A’
                                   Goldman    Sachs
      (35,804)                                                11,457
           (Reit)
           Apartment     Investment      & Management      Co  ’A’
      (40,226)                             HSBC                   (29,365)
           (Reit)
           Apartment     Investment      & Management      Co  ’A’
                                   Morgan    Stanley
      (10,344)                                                (6,930)
           (Reit)
           Apellis    Pharmaceuticals        Inc           Bank   of  America    Merrill    Lynch
       1,100                                                (365)
           Apellis    Pharmaceuticals        Inc           Barclays     Bank
       7,689                                                6,382
           Apellis    Pharmaceuticals        Inc           Goldman    Sachs
       15,370                                                (1,936)
           Apellis    Pharmaceuticals        Inc
       3,049                            HSBC                     (999)
           Apellis    Pharmaceuticals        Inc           Morgan    Stanley
       8,145                                                5,130
           Apergy    Corp                    Barclays     Bank
       (3,566)                                                1,034
           Apergy    Corp                    Goldman    Sachs
      (13,348)                                                (3,470)
           Apergy    Corp
      (19,179)                             HSBC                    26,850
           Apergy    Corp                    Morgan    Stanley
      (36,687)                                                10,639
           Apogee    Enterprises      Inc              Goldman    Sachs
       3,744                                               (1,310)
           Apogee    Enterprises      Inc
       33,220                            HSBC                   (19,268)
           Apogee    Enterprises      Inc              Morgan    Stanley
       12,697                                                10,539
           Apollo    Commercial      Real   Estate    Finance    Inc
                                   Barclays     Bank
      (89,613)                                                (30,191)
           (Reit)
           Apollo    Commercial      Real   Estate    Finance    Inc
                                   Goldman    Sachs
      (20,366)                                                (5,020)
           (Reit)
           Apollo    Commercial      Real   Estate    Finance    Inc
      (88,529)                             HSBC                   (25,604)
           (Reit)
           Apollo    Commercial      Real   Estate    Finance    Inc
      (113,084)                             Morgan    Stanley                (37,433)
           (Reit)
           Apollo    Medical    Holdings     Inc           Barclays     Bank
       (4,715)                                                (6,271)
           Apollo    Medical    Holdings     Inc
      (10,872)                             HSBC                   (31,855)
           Apollo    Medical    Holdings     Inc           Morgan    Stanley
       (4,192)                                                (5,575)
           Appfolio     Inc   ’A’                Bank   of  America    Merrill    Lynch
        726                                               7,870
           Appfolio     Inc   ’A’                Goldman    Sachs
       5,266                                               56,605
           Appfolio     Inc   ’A’
       5,744                            HSBC                    94,948
           Appfolio     Inc   ’A’                Morgan    Stanley
       4,205                                               21,614
           Appian    Corp                    Bank   of  America    Merrill    Lynch
       (2,494)                                                1,796
           Appian    Corp                    Barclays     Bank
       (3,459)                                                (8,751)
                                107/379




                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Appian    Corp                    Goldman    Sachs
       (1,618)                                                1,165
           Appian    Corp
       (9,772)                            HSBC                   (11,531)
           Apple   Hospitality      REIT   Inc  (Reit)          Barclays     Bank
       7,147                                                4,217
           Apple   Hospitality      REIT   Inc  (Reit)          Barclays     Bank
      (48,614)                                                (28,682)
           Apple   Hospitality      REIT   Inc  (Reit)          Goldman    Sachs
       64,760                                                20,723
           Apple   Hospitality      REIT   Inc  (Reit)          Goldman    Sachs
      (24,006)                                                (7,682)
           Apple   Hospitality      REIT   Inc  (Reit)
       32,805                            HSBC                     984
           Apple   Hospitality      REIT   Inc  (Reit)          Morgan    Stanley
       2,140                                                1,263
           Apple   Hospitality      REIT   Inc  (Reit)          Morgan    Stanley
      (21,200)                                                (12,508)
           Apple   Inc                    Bank   of  America    Merrill    Lynch
        532                                                920
           Apple   Inc
       9,374                            HSBC                    65,490
           Apple   Inc                    Morgan    Stanley
        453                                               2,587
           Applied    Genetic    Technologies       Corp/DE         Bank   of  America    Merrill    Lynch
       22,234                                                 222
           Applied    Genetic    Technologies       Corp/DE         Morgan    Stanley
       16,861                                                1,012
           Applied    Industrial      Technologies       Inc       Bank   of  America    Merrill    Lynch
       43,791                                               104,660
       4,499    Applied    Industrial      Technologies       Inc       Barclays     Bank                4,544
           Applied    Materials     Inc              Bank   of  America    Merrill    Lynch
       45,709                                               (182,836)
           Applied    Materials     Inc              Goldman    Sachs
       1,274                                               (5,096)
           Applied    Materials     Inc
       5,630                            HSBC                    11,429
           Applied    Materials     Inc              Morgan    Stanley
       7,813                                               16,564
           Applied    Optoelectronics        Inc
       3,268                            HSBC                     (719)
           Applied    Optoelectronics        Inc           Morgan    Stanley
       9,378                                                3,939
           AptarGroup      Inc                  Bank   of  America    Merrill    Lynch
        210                                                584
           AptarGroup      Inc                  Barclays     Bank
       13,550                                                35,501
           AptarGroup      Inc                  Goldman    Sachs
       5,205                                               14,470
           AptarGroup      Inc
       1,319                            HSBC                    3,790
           AptarGroup      Inc                  Morgan    Stanley
       7,515                                               19,690
           Aptinyx    Inc                   Bank   of  America    Merrill    Lynch
       8,424                                                4,886
           Aptinyx    Inc                   Barclays     Bank
       9,002                                                7,292
           Aptinyx    Inc                   Goldman    Sachs
       38,875                                                22,548
           Aptinyx    Inc
       47,777                            HSBC                    32,488
           Aptinyx    Inc                   Morgan    Stanley
       74,531                                                60,370
           Aptiv   Plc                    Goldman    Sachs
       (7,879)                                               (13,000)
           Aptiv   Plc                    Morgan    Stanley
        (847)                                               (2,109)
       (4,197)    Apyx   Medical    Corp                 Goldman    Sachs                (1,721)
           Apyx   Medical    Corp                 Morgan    Stanley
       (9,175)                                                (6,790)
           Aqua   America    Inc                 Bank   of  America    Merrill    Lynch
       1,012                                                 769
           Aqua   America    Inc                 Barclays     Bank
       2,010                                                2,090
           Aqua   America    Inc                 Goldman    Sachs
       (3,869)                                                (2,940)
           Aqua   America    Inc
       4,770                            HSBC                    4,102
           Aqua   America    Inc                 Morgan    Stanley
        943                                                871
           Aqua   Metals    Inc                 Goldman    Sachs
      (49,096)                                                11,292
           Aqua   Metals    Inc                 Morgan    Stanley
      (139,354)                                                 12,542
                                   Barclays     Bank
       (3,111)    Aramark                                            1,301
                                   Goldman    Sachs
      (18,130)     Aramark                                           (4,170)
                                108/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
       (7,532)    Aramark                        HSBC                    1,016
                                   Morgan    Stanley
       (6,834)    Aramark                                           (5,467)
           Aravive    Inc                   Goldman    Sachs
       4,273                                                7,905
           Aravive    Inc                   Morgan    Stanley
       9,563                                               (8,607)
           Arbor   Realty    Trust   Inc  (Reit)            Morgan    Stanley
       64,070                                                14,736
           ARC  Document     Solutions     Inc            Bank   of  America    Merrill    Lynch
      184,181                                                (22,102)
           ArcBest    Corp                   Bank   of  America    Merrill    Lynch
       1,386                                                (596)
           ArcBest    Corp
       3,124                            HSBC                    (7,529)
           ArcBest    Corp                   Morgan    Stanley
       7,673                                                4,220
           Arch   Capital    Group   Ltd              Bank   of  America    Merrill    Lynch
       1,492                                                2,074
           Arch   Capital    Group   Ltd              Barclays     Bank
        (554)                                                (654)
           Arch   Capital    Group   Ltd              Barclays     Bank
       1,032                                                1,218
           Arch   Capital    Group   Ltd              Goldman    Sachs
        (703)                                                (977)
           Arch   Capital    Group   Ltd
       12,851                            HSBC                    17,379
           Arch   Capital    Group   Ltd              Morgan    Stanley
       (5,555)                                                (6,555)
       2,792    Arch   Coal   Inc                  Goldman    Sachs                (6,477)
           Arch   Coal   Inc                  Morgan    Stanley
       6,139                                               (4,297)
           Arch   Coal   Inc   ’A’                Bank   of  America    Merrill    Lynch
        (776)                                                954
           Arch   Coal   Inc   ’A’                Barclays     Bank
        (952)                                                666
           Arch   Coal   Inc   ’A’                Barclays     Bank
       1,812                                               (1,268)
           Arch   Coal   Inc   ’A’
       (1,636)                            HSBC                    7,371
           Archer-Daniels-Midland            Co            Bank   of  America    Merrill    Lynch
      (22,536)                                                  676
           Archer-Daniels-Midland            Co            Barclays     Bank
      (39,916)                                                (4,790)
           Archer-Daniels-Midland            Co            Goldman    Sachs
      (40,950)                                                 1,228
           Archer-Daniels-Midland            Co
      (38,564)                             HSBC                    18,125
           Archer-Daniels-Midland            Co            Morgan    Stanley
      (55,634)                                                (6,676)
           Archrock     Inc                   Bank   of  America    Merrill    Lynch
       54,791                                                1,644
           Archrock     Inc                   Goldman    Sachs
       32,850                                                 986
           Archrock     Inc                   Morgan    Stanley
       75,308                                                14,309
           Arconic    Inc                   Bank   of  America    Merrill    Lynch
      (86,714)                                                (26,881)
           Arconic    Inc
       (7,999)                            HSBC                   (17,598)
           Arconic    Inc                   Morgan    Stanley
      (158,906)                                                (98,522)
           Arcos   Dorados    Holdings     Inc   ’A’         Goldman    Sachs
       20,587                                                (4,323)
           Arcos   Dorados    Holdings     Inc   ’A’
       50,723                            HSBC                    4,058
       22,960    Arcos   Dorados    Holdings     Inc   ’A’         Morgan    Stanley                  459
           Arcosa    Inc                    Barclays     Bank
      (12,368)                                                (12,739)
           Arcosa    Inc                    Goldman    Sachs
       (8,001)                                                (8,674)
           Arcosa    Inc
       (6,436)                            HSBC                    (2,832)
           Arcosa    Inc                    Morgan    Stanley
      (23,201)                                                (23,897)
           Arcturus     Therapeutics       Holdings     Inc        Barclays     Bank
        350                                                322
           Arcturus     Therapeutics       Holdings     Inc        Goldman    Sachs
       2,580                                                4,309
           Arcturus     Therapeutics       Holdings     Inc        Morgan    Stanley
       2,449                                                2,253
           Arcus   Biosciences      Inc              Bank   of  America    Merrill    Lynch
       14,608                                                10,810
           Arcus   Biosciences      Inc              Barclays     Bank
       4,147                                               (1,617)
           Arcus   Biosciences      Inc              Goldman    Sachs
       49,389                                                36,548
                                109/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Arcus   Biosciences      Inc              Morgan    Stanley
       31,021                                               (12,098)
           Ardagh    Group   SA                 Goldman    Sachs
       6,627                                               (4,573)
           Ardagh    Group   SA                 Morgan    Stanley
       36,549                                                (4,386)
           Ardelyx    Inc                   Barclays     Bank
       (9,300)                                                (7,440)
           Ardelyx    Inc                   Goldman    Sachs
       (6,772)                                                (7,314)
           Ardelyx    Inc                   Morgan    Stanley
      (12,653)                                                (10,122)
           Ardmore    Shipping     Corp               Goldman    Sachs
       86,441                                                (8,644)
           Arena   Pharmaceuticals        Inc            Bank   of  America    Merrill    Lynch
       (2,818)                                                (6,171)
           Arena   Pharmaceuticals        Inc            Barclays     Bank
       (1,163)                                                (1,663)
           Arena   Pharmaceuticals        Inc            Goldman    Sachs
       (4,348)                                                (6,207)
           Arena   Pharmaceuticals        Inc
       (8,023)                            HSBC                    (4,814)
           Arena   Pharmaceuticals        Inc            Morgan    Stanley
       (9,016)                                               (12,893)
           Ares   Commercial      Real   Estate    Corp   (Reit)       Bank   of  America    Merrill    Lynch
      126,981                                                25,396
           Ares   Commercial      Real   Estate    Corp   (Reit)
       7,500                            HSBC                    1,682
           Ares   Management      Corp   ’A’            Bank   of  America    Merrill    Lynch
        584                                                835
       21,489    Ares   Management      Corp   ’A’            Barclays     Bank               18,696
           Ares   Management      Corp   ’A’            Goldman    Sachs
       2,622                                                2,332
           Ares   Management      Corp   ’A’
       (3,852)                            HSBC                    (5,431)
           Ares   Management      Corp   ’A’
       2,610                            HSBC                    2,657
           Ares   Management      Corp   ’A’            Morgan    Stanley
       2,938                                                1,540
           Argan   Inc                    Bank   of  America    Merrill    Lynch
      (36,591)                                                152,219
           Argan   Inc                    Barclays     Bank
       (5,367)                                                2,361
           Argan   Inc                    Goldman    Sachs
       (3,199)                                                13,308
           Argan   Inc
       (6,358)                            HSBC                    27,608
           Argan   Inc                    Morgan    Stanley
       (3,154)                                                1,388
           Argo   Group   International       Holdings     Ltd
       (8,786)                            HSBC                   (26,797)
           Argo   Group   International       Holdings     Ltd      Morgan    Stanley
       (5,771)                                               (16,043)
           Arista    Networks     Inc               Bank   of  America    Merrill    Lynch
        (322)                                                (902)
           Arista    Networks     Inc               Goldman    Sachs
        (938)                                               (2,227)
           Arista    Networks     Inc
       (3,748)                            HSBC                    (9,445)
           Arista    Networks     Inc               Morgan    Stanley
        (227)                                                (220)
           Arlington     Asset   Investment      Corp   ’A’   (Reit)    Goldman    Sachs
      (142,140)                                                (15,635)
           Arlington     Asset   Investment      Corp   ’A’   (Reit)
      (31,918)                             HSBC                      -
           Arlo   Technologies       Inc              Goldman    Sachs
       23,236                                                7,436
       9,374    Arlo   Technologies       Inc              HSBC                    3,937
           Arlo   Technologies       Inc              Morgan    Stanley
       24,856                                                10,688
           Armada    Hoffler    Properties      Inc  (Reit)        Bank   of  America    Merrill    Lynch
       92,285                                                18,650
           Armada    Hoffler    Properties      Inc  (Reit)        Barclays     Bank
       34,059                                                21,117
           Armada    Hoffler    Properties      Inc  (Reit)        Goldman    Sachs
      117,177                                                23,997
           Armada    Hoffler    Properties      Inc  (Reit)
      196,208                             HSBC                   113,856
           Armada    Hoffler    Properties      Inc  (Reit)        Morgan    Stanley
      189,564                                                117,530
           ARMOUR    Residential      Inc  (Reit)            Barclays     Bank
      (36,672)                                                (8,435)
           ARMOUR    Residential      Inc  (Reit)            Goldman    Sachs
       (2,750)                                                 (853)
           ARMOUR    Residential      Inc  (Reit)
      (37,772)                             HSBC                    (8,310)
                                110/379




                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           ARMOUR    Residential      Inc  (Reit)            Morgan    Stanley
      (71,001)                                                (16,330)
           Armstrong     Flooring     Inc              Morgan    Stanley
      (17,942)                                                (4,486)
           Armstrong     World   Industries      Inc          Bank   of  America    Merrill    Lynch
      (13,579)                                                37,939
           Armstrong     World   Industries      Inc          Barclays     Bank
       (1,986)                                                (4,946)
           Armstrong     World   Industries      Inc          Goldman    Sachs
      (10,136)                                                14,259
           Armstrong     World   Industries      Inc
       (3,938)                            HSBC                    (1,352)
           Armstrong     World   Industries      Inc          Morgan    Stanley
       (5,352)                                               (13,326)
           ArQule    Inc                    Bank   of  America    Merrill    Lynch
      (38,575)                                                (63,649)
           ArQule    Inc                    Barclays     Bank
       (9,277)                                               (12,431)
           ArQule    Inc                    Goldman    Sachs
       (3,636)                                                (4,934)
           ArQule    Inc
       (2,960)                            HSBC                    (5,535)
           ArQule    Inc                    Morgan    Stanley
      (32,218)                                                (43,172)
           Arrow   Electronics      Inc              Bank   of  America    Merrill    Lynch
       (8,538)                                                (3,167)
           Arrow   Electronics      Inc              Barclays     Bank
       (4,089)                                                (4,089)
           Arrow   Electronics      Inc              Goldman    Sachs
      (11,444)                                                (3,061)
      (12,327)     Arrow   Electronics      Inc              HSBC                    15,089
           Arrow   Electronics      Inc              Morgan    Stanley
      (37,776)                                                (37,776)
           Arrow   Financial     Corp
       9,528                            HSBC                    2,001
           Arrow   Financial     Corp               Morgan    Stanley
       6,619                                                 728
           Arrowhead     Pharmaceuticals        Inc
       (9,427)                            HSBC                   (253,775)
           Arrowhead     Pharmaceuticals        Inc          Morgan    Stanley
       5,392                                                9,372
           Artesian     Resources     Corp   ’A’           Bank   of  America    Merrill    Lynch
       3,014                                                2,743
           Artesian     Resources     Corp   ’A’           Goldman    Sachs
       5,290                                                4,814
           Artesian     Resources     Corp   ’A’
       5,349                            HSBC                     909
           Artesian     Resources     Corp   ’A’           Morgan    Stanley
       11,910                                                7,503
           Arthur    J Gallagher     & Co             Bank   of  America    Merrill    Lynch
       17,200                                                25,628
           Arthur    J Gallagher     & Co             Bank   of  America    Merrill    Lynch
       (8,609)                                               (14,037)
           Arthur    J Gallagher     & Co             Barclays     Bank
       (2,461)                                                (2,057)
           Artisan    Partners     Asset   Management      Inc   ’A’   Bank   of  America    Merrill    Lynch
       5,575                                                8,864
           Artisan    Partners     Asset   Management      Inc   ’A’   Barclays     Bank
       8,926                                                1,864
           Artisan    Partners     Asset   Management      Inc   ’A’   Goldman    Sachs
       17,189                                                24,577
           Artisan    Partners     Asset   Management      Inc   ’A’
       18,641                            HSBC                    7,798
           Artisan    Partners     Asset   Management      Inc   ’A’   Morgan    Stanley
       32,816                                                10,173
           Arvinas    Holding    Co  LLC              Barclays     Bank
         40                                               120
       5,516    Arvinas    Holding    Co  LLC              Goldman    Sachs                39,660
           Arvinas    Holding    Co  LLC              Morgan    Stanley
       4,418                                               13,298
           Asbury    Automotive      Group   Inc           Bank   of  America    Merrill    Lynch
       26,639                                                46,885
           Asbury    Automotive      Group   Inc           Barclays     Bank
       2,001                                                4,142
           Asbury    Automotive      Group   Inc
       6,672                            HSBC                    18,014
           Ascena    Retail    Group   Inc             Bank   of  America    Merrill    Lynch
      (116,890)                                                 (7,750)
           ASGN   Inc                     Barclays     Bank
       (1,240)                                                (1,984)
           ASGN   Inc                     Barclays     Bank
       8,682                                               13,891
           ASGN   Inc                     Goldman    Sachs
       6,502                                               (3,109)
           ASGN   Inc
      (10,124)                             HSBC                    7,087
           ASGN   Inc
       35,257                            HSBC                   (23,234)
                                111/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           ASGN   Inc                     Morgan    Stanley
       (2,574)                                                (4,118)
           ASGN   Inc                     Morgan    Stanley
       44,049                                                70,478
           Ashford    Hospitality      Trust   Inc  (Reit)
      (110,118)                             HSBC                    7,460
           Ashford    Hospitality      Trust   Inc  (Reit)        Morgan    Stanley
      (20,072)                                                (3,412)
           Ashford    Inc                   Bank   of  America    Merrill    Lynch
        (905)                                               (1,855)
           Ashford    Inc
        (141)                           HSBC                     (423)
           Ashford    Inc                   Morgan    Stanley
       (8,670)                                                13,352
           Ashland    Global    Holdings     Inc           Barclays     Bank
       (4,371)                                                  44
           Ashland    Global    Holdings     Inc           Goldman    Sachs
       (2,290)                                                10,245
           Ashland    Global    Holdings     Inc
       (3,615)                            HSBC                    23,100
           Ashland    Global    Holdings     Inc           Morgan    Stanley
      (11,535)                                                  115
           Aspen   Aerogels     Inc                Morgan    Stanley
       65,304                                                (8,490)
           Aspen   Technology      Inc               Bank   of  America    Merrill    Lynch
      (19,713)                                               (137,202)
           Aspen   Technology      Inc               Barclays     Bank
       (3,063)                                               (18,072)
           Aspen   Technology      Inc               Goldman    Sachs
       (6,893)                                               (38,760)
       (3,205)    Aspen   Technology      Inc               HSBC                   (30,792)
           Aspen   Technology      Inc               Morgan    Stanley
       (5,147)                                               (30,367)
           Assembly     Biosciences      Inc             Barclays     Bank
       (9,567)                                               (17,603)
           Assembly     Biosciences      Inc             Goldman    Sachs
       (1,648)                                                (4,845)
           Assertio     Therapeutics       Inc            Bank   of  America    Merrill    Lynch
      (60,584)                                                 (854)
           Assertio     Therapeutics       Inc            Morgan    Stanley
      (36,817)                                                (1,653)
           Assetmark     Financial     Holdings     Inc         Barclays     Bank
       11,932                                                5,011
           Assetmark     Financial     Holdings     Inc         Goldman    Sachs
       4,794                                                3,068
           Assetmark     Financial     Holdings     Inc         Morgan    Stanley
       3,167                                                1,330
           Associated      Banc   Corp               Bank   of  America    Merrill    Lynch
       35,480                                                (2,306)
           Associated      Banc   Corp               Barclays     Bank
       13,762                                                (1,583)
           Associated      Banc   Corp               Goldman    Sachs
       34,891                                                (2,059)
           Associated      Banc   Corp
       23,922                            HSBC                    (4,431)
           Associated      Banc   Corp               Morgan    Stanley
       15,873                                                (1,825)
           Associated      Capital    Group   Inc   ’A’        Bank   of  America    Merrill    Lynch
       (4,476)                                                8,124
           Associated      Capital    Group   Inc   ’A’        Barclays     Bank
       (1,528)                                                 466
           Associated      Capital    Group   Inc   ’A’        Goldman    Sachs
        (830)                                               1,506
           Associated      Capital    Group   Inc   ’A’
       (1,345)                            HSBC                    4,149
           Assurant     Inc                   Bank   of  America    Merrill    Lynch
        (626)                                                 (1)
       (1,007)    Assurant     Inc                   Barclays     Bank               (1,077)
           Assurant     Inc                   Goldman    Sachs
       (7,703)                                                (7,739)
           Assurant     Inc
       (3,737)                            HSBC                    (9,890)
           Assurant     Inc                   Morgan    Stanley
       (9,026)                                               (12,817)
           Assured    Guaranty     Ltd               Bank   of  America    Merrill    Lynch
       (2,965)                                                (4,210)
           Assured    Guaranty     Ltd               Barclays     Bank
       (4,669)                                                (4,903)
           Assured    Guaranty     Ltd               Goldman    Sachs
       (4,900)                                                (6,958)
           Assured    Guaranty     Ltd
       (9,981)                            HSBC                   (14,972)
           Assured    Guaranty     Ltd               Morgan    Stanley
       (9,735)                                               (10,222)
           Astec   Industries      Inc               Bank   of  America    Merrill    Lynch
      (41,454)                                                (5,389)
           Astec   Industries      Inc               Barclays     Bank
        (654)                                                (98)
                                112/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Astec   Industries      Inc               Goldman    Sachs
       (3,615)                                                 (470)
           Astec   Industries      Inc               Morgan    Stanley
       (2,521)                                                 (378)
           Astronics     Corp
      (15,928)                             HSBC                    21,264
           Astronics     Corp                  Morgan    Stanley
      (12,444)                                                (10,515)
           AstroNova     Inc
       4,618                            HSBC                    (6,673)
           At  Home   Group   Inc
      (10,199)                             HSBC                    1,479
           At  Home   Group   Inc                Morgan    Stanley
      (23,737)                                                (7,715)
           AT&T   Inc                     Bank   of  America    Merrill    Lynch
      (21,593)                                                38,220
           AT&T   Inc
       16,010                            HSBC                   (26,417)
           AT&T   Inc
       (3,119)                            HSBC                    5,146
           AT&T   Inc                     Morgan    Stanley
       9,464                                                (189)
           Atara   Biotherapeutics        Inc            Barclays     Bank
       (3,200)                                                 (992)
           Atara   Biotherapeutics        Inc            Goldman    Sachs
       (4,928)                                                (4,706)
           Athene    Holding    Ltd   ’A’             Barclays     Bank
       (1,301)                                                (1,132)
           Athene    Holding    Ltd   ’A’             Barclays     Bank
       1,679                                                1,461
       (4,400)    Athene    Holding    Ltd   ’A’             Goldman    Sachs                (5,324)
           Athene    Holding    Ltd   ’A’
       (5,331)                            HSBC                    (6,184)
           Athene    Holding    Ltd   ’A’             Morgan    Stanley
      (15,265)                                                (13,281)
           Athenex    Inc                   Barclays     Bank
       (9,583)                                                3,067
           Athenex    Inc
       (6,597)                            HSBC                     733
           Athenex    Inc                   Morgan    Stanley
      (10,780)                                                 3,450
           Athersys     Inc                   Bank   of  America    Merrill    Lynch
      121,797                                                (8,526)
           Athersys     Inc                   Goldman    Sachs
      145,283                                                (10,170)
           Atkore    International       Group   Inc          Bank   of  America    Merrill    Lynch
       8,111                                               20,508
           Atkore    International       Group   Inc          Barclays     Bank
       28,955                                                10,408
           Atkore    International       Group   Inc          Goldman    Sachs
       6,486                                               26,904
           Atkore    International       Group   Inc
       17,131                            HSBC                    63,022
           Atkore    International       Group   Inc          Morgan    Stanley
       3,995                                                2,676
           Atlantic     Capital    Bancshares      Inc         Bank   of  America    Merrill    Lynch
       27,857                                                2,507
           Atlantic     Capital    Bancshares      Inc         Goldman    Sachs
       15,279                                                1,375
           Atlantic     Power   Corp                Bank   of  America    Merrill    Lynch
       50,976                                                (2,039)
           Atlantic     Power   Corp                Goldman    Sachs
       68,306                                                (2,732)
           Atlantic     Power   Corp                Morgan    Stanley
       71,673                                                (2,867)
           Atlantic     Union   Bankshares      Corp          Bank   of  America    Merrill    Lynch
      (63,586)                                                 3,815
      (131,020)      Atlantic     Union   Bankshares      Corp          Barclays     Bank               (18,343)
           Atlantic     Union   Bankshares      Corp          Goldman    Sachs
      (37,056)                                                 1,547
           Atlantic     Union   Bankshares      Corp
      (36,170)                             HSBC                    19,770
           Atlantic     Union   Bankshares      Corp          Morgan    Stanley
      (105,501)                                                (14,170)
           Atlas   Air  Worldwide     Holdings     Inc         Barclays     Bank
       (9,230)                                               (10,793)
           Atlas   Air  Worldwide     Holdings     Inc         Goldman    Sachs
       (6,778)                                                (6,965)
           Atlas   Air  Worldwide     Holdings     Inc
       (4,507)                            HSBC                    1,532
           Atlas   Air  Worldwide     Holdings     Inc         Morgan    Stanley
      (15,057)                                                (20,176)
           Atlas   Financial     Holdings     Inc           Bank   of  America    Merrill    Lynch
       6,406                                                 (65)
           Atlas   Financial     Holdings     Inc           Goldman    Sachs
       5,972                                                 (60)
           Atlas   Financial     Holdings     Inc           Morgan    Stanley
       4,204                                                 121
                                113/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Atlassian     Corp   Plc   ’A’             Morgan    Stanley
       (1,691)                                                  17
           Atlassian     Corp   Plc   ’A’             Morgan    Stanley
        756                                                (8)
           Atmos   Energy    Corp                 Barclays     Bank
       (9,647)                                                 (579)
           Atmos   Energy    Corp                 Goldman    Sachs
      (29,999)                                                63,298
           Atmos   Energy    Corp
       (6,629)                            HSBC                     426
           Atmos   Energy    Corp                 Morgan    Stanley
      (21,425)                                                (1,285)
           ATN  International       Inc              Barclays     Bank
       2,072                                                1,761
           ATN  International       Inc              Morgan    Stanley
        908                                                772
           Atreca    Inc   ’A’
       4,975                            HSBC                   (12,139)
           Atreca    Inc   ’A’                 Morgan    Stanley
       10,386                                                 (415)
           AtriCure     Inc                   Barclays     Bank
       1,263                                                1,415
           AtriCure     Inc                   Goldman    Sachs
       3,898                                                3,976
           AtriCure     Inc
       24,852                            HSBC                    47,343
           AtriCure     Inc                   Morgan    Stanley
       28,769                                                32,221
           Atrion    Corp                    Bank   of  America    Merrill    Lynch
        (180)                                               4,838
       (1,406)    Atrion    Corp                    Barclays     Bank               21,715
           Atrion    Corp                    Goldman    Sachs
        (388)                                               10,429
           Atrion    Corp
        (305)                           HSBC                    7,888
           Atrion    Corp                    Morgan    Stanley
        (310)                                               5,075
           Audentes     Therapeutics       Inc            Bank   of  America    Merrill    Lynch
       1,706                                                6,064
           Audentes     Therapeutics       Inc            Barclays     Bank
       4,244                                                1,935
           Audentes     Therapeutics       Inc            Goldman    Sachs
       10,116                                                30,181
           Audentes     Therapeutics       Inc
       4,646                            HSBC                    4,520
           Audentes     Therapeutics       Inc            Morgan    Stanley
       12,543                                                7,776
           Autodesk     Inc                   Bank   of  America    Merrill    Lynch
       (1,173)                                               (20,492)
           Autodesk     Inc                   Barclays     Bank
       (1,612)                                               (19,683)
           Autodesk     Inc                   Goldman    Sachs
       (6,814)                                               (119,041)
           Autodesk     Inc
       (9,679)                            HSBC                   (238,942)
           Autodesk     Inc                   Morgan    Stanley
       (6,022)                                               (73,529)
           Autoliv    Inc                   Bank   of  America    Merrill    Lynch
       (5,366)                                                7,459
           Autoliv    Inc                   Goldman    Sachs
       (4,123)                                                5,731
           Autoliv    Inc
      (24,998)                             HSBC                   108,991
           Autoliv    Inc                   Morgan    Stanley
      (33,153)                                                 (331)
           Automatic     Data   Processing      Inc          Bank   of  America    Merrill    Lynch
        305                                                15
       (2,270)    Automatic     Data   Processing      Inc          Barclays     Bank               (1,449)
           Automatic     Data   Processing      Inc          Goldman    Sachs
       16,574                                                 829
           Automatic     Data   Processing      Inc          Morgan    Stanley
       11,669                                                18,320
           AutoNation      Inc                  Bank   of  America    Merrill    Lynch
       1,835                                                (532)
           AutoNation      Inc                  Barclays     Bank
       4,289                                                (257)
           AutoNation      Inc                  Barclays     Bank
       (1,046)                                                  63
           AutoNation      Inc                  Goldman    Sachs
       2,082                                                (291)
           AutoNation      Inc                  Goldman    Sachs
       (1,302)                                                1,888
           AutoNation      Inc
       8,902                            HSBC                    (7,120)
           AutoNation      Inc                  Morgan    Stanley
       5,382                                                (323)
           AutoZone     Inc                   Bank   of  America    Merrill    Lynch
        820                                              14,854
                                114/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           AutoZone     Inc                   Barclays     Bank
        213                                               4,087
           AutoZone     Inc                   Goldman    Sachs
        294                                               2,533
           AutoZone     Inc
        242                          HSBC                    4,410
           AutoZone     Inc                   Morgan    Stanley
        699                                              13,413
           Avalara    Inc                   Barclays     Bank
       (1,299)                                                (3,273)
           Avalara    Inc                   Goldman    Sachs
       2,932                                               19,175
           Avalara    Inc
        (828)                           HSBC                     (82)
           AvalonBay     Communities      Inc  (Reit)          Bank   of  America    Merrill    Lynch
       (4,838)                                                (7,993)
           AvalonBay     Communities      Inc  (Reit)          Barclays     Bank
      (14,462)                                                (63,922)
           AvalonBay     Communities      Inc  (Reit)
      (20,484)                             HSBC                   (119,831)
           AvalonBay     Communities      Inc  (Reit)          Morgan    Stanley
       (9,852)                                               (43,546)
           Avangrid     Inc                   Bank   of  America    Merrill    Lynch
      (51,442)                                                (12,861)
           Avangrid     Inc                   Bank   of  America    Merrill    Lynch
       26,408                                                6,924
           Avangrid     Inc                   Barclays     Bank
        (426)                                                (320)
           Avangrid     Inc                   Barclays     Bank
       13,577                                                10,183
       (6,108)    Avangrid     Inc                   Goldman    Sachs                (1,527)
           Avangrid     Inc                   Goldman    Sachs
       11,639                                                2,910
           Avangrid     Inc
       21,426                            HSBC                    13,284
           Avangrid     Inc                   Morgan    Stanley
      (30,217)                                                (22,663)
           Avangrid     Inc                   Morgan    Stanley
       20,916                                                15,687
           Avanos    Medical    Inc                Bank   of  America    Merrill    Lynch
      (24,743)                                                (53,662)
           Avanos    Medical    Inc                Barclays     Bank
      (15,361)                                                (4,916)
           Avanos    Medical    Inc                Goldman    Sachs
      (10,119)                                                (23,151)
           Avanos    Medical    Inc
      (18,263)                             HSBC                    (5,997)
           Avanos    Medical    Inc                Morgan    Stanley
      (35,960)                                                (11,508)
           Avantor    Inc                   Barclays     Bank
      (17,360)                                                 2,083
           Avantor    Inc
       11,007                            HSBC                    29,499
           Avantor    Inc                   Morgan    Stanley
       (5,335)                                                 640
           Avantor    Inc                   Morgan    Stanley
       19,640                                                (2,357)
           Avaya   Holdings     Corp                Goldman    Sachs
      (26,680)                                                (12,540)
           Avaya   Holdings     Corp
       (5,230)                            HSBC                    (2,301)
           Avaya   Holdings     Corp                Morgan    Stanley
      (36,977)                                                (32,540)
           Avery   Dennison     Corp                Bank   of  America    Merrill    Lynch
        (623)                                                878
           Avery   Dennison     Corp                Goldman    Sachs
       (1,332)                                                1,878
       (9,957)    Avery   Dennison     Corp                HSBC                    31,464
           Avery   Dennison     Corp                Morgan    Stanley
      (15,958)                                                (22,501)
           Avid   Bioservices      Inc               Goldman    Sachs
      (57,730)                                                (13,855)
           Avid   Technology      Inc               Bank   of  America    Merrill    Lynch
      (25,668)                                                (9,240)
           Avid   Technology      Inc               Barclays     Bank
       (6,348)                                                 381
           Avid   Technology      Inc
       (5,199)                            HSBC                    (1,768)
           Avid   Technology      Inc               Morgan    Stanley
      (11,955)                                                  717
           Avis   Budget    Group   Inc              Barclays     Bank
       (4,320)                                                (3,348)
           Avis   Budget    Group   Inc              Goldman    Sachs
       (1,477)                                                2,348
           Avis   Budget    Group   Inc
       1,426                            HSBC                    (1,055)
           Avis   Budget    Group   Inc
      (12,833)                             HSBC                    3,481
                                115/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Avis   Budget    Group   Inc              Morgan    Stanley
      (25,429)                                                (19,707)
           Avista    Corp                    Bank   of  America    Merrill    Lynch
      109,948                                                52,809
           Avista    Corp                    Barclays     Bank
       3,114                                                2,085
           Avista    Corp                    Goldman    Sachs
       18,421                                                8,842
           Avista    Corp
       2,058                            HSBC                    2,021
           Avista    Corp                    Morgan    Stanley
       5,539                                                5,705
           Avnet   Inc                    Bank   of  America    Merrill    Lynch
       9,349                                                (729)
           Avnet   Inc                    Barclays     Bank
       8,083                                                4,405
           Avnet   Inc                    Goldman    Sachs
       3,995                                                (420)
           Avnet   Inc
       27,514                            HSBC                   (13,082)
           Avnet   Inc                    Morgan    Stanley
       26,516                                                14,451
           Avrobio    Inc                   Barclays     Bank
       1,742                                                (784)
           Avrobio    Inc                   Goldman    Sachs
       2,015                                                5,501
           Avrobio    Inc                   Morgan    Stanley
       1,935                                                (871)
           AXA  Equitable     Holdings     Inc            Bank   of  America    Merrill    Lynch
       2,120                                                2,353
       11,055    AXA  Equitable     Holdings     Inc            Barclays     Bank                5,749
           AXA  Equitable     Holdings     Inc            Goldman    Sachs
       4,939                                                5,482
           AXA  Equitable     Holdings     Inc
       35,331                            HSBC                    55,901
           AXA  Equitable     Holdings     Inc            Morgan    Stanley
       15,877                                                8,256
           Axalta    Coating    Systems    Ltd            Goldman    Sachs
       2,886                                               (1,905)
           Axalta    Coating    Systems    Ltd
        503                          HSBC                     (780)
           Axalta    Coating    Systems    Ltd            Morgan    Stanley
       3,933                                                2,674
           Axcelis    Technologies       Inc             Barclays     Bank
       (7,477)                                                (4,935)
           Axcelis    Technologies       Inc             Goldman    Sachs
      (10,648)                                                13,855
           Axcelis    Technologies       Inc
      (17,111)                             HSBC                    20,202
           Axcelis    Technologies       Inc             Morgan    Stanley
       (4,242)                                                (2,800)
           Axis   Capital    Holdings     Ltd            Bank   of  America    Merrill    Lynch
       (2,351)                                                (1,805)
           Axis   Capital    Holdings     Ltd            Barclays     Bank
       (3,400)                                                (3,230)
           Axis   Capital    Holdings     Ltd            Goldman    Sachs
      (10,690)                                                (5,863)
           Axis   Capital    Holdings     Ltd
      (28,256)                             HSBC                    33,680
           Axis   Capital    Holdings     Ltd            Morgan    Stanley
      (46,403)                                                (44,083)
           Axogen    Inc                    Bank   of  America    Merrill    Lynch
       2,402                                                2,618
           Axogen    Inc                    Barclays     Bank
       9,555                                               10,702
           Axogen    Inc                    Goldman    Sachs
       2,677                                                2,918
       3,901    Axogen    Inc                    HSBC                    7,958
           Axogen    Inc                    Morgan    Stanley
       4,632                                                5,188
           Axon   Enterprise      Inc               Bank   of  America    Merrill    Lynch
       (1,520)                                               (11,719)
           Axon   Enterprise      Inc               Barclays     Bank
       (2,000)                                                (5,980)
           Axon   Enterprise      Inc               Goldman    Sachs
       (6,259)                                               (38,432)
           Axon   Enterprise      Inc
       (7,500)                            HSBC                   (59,186)
           Axon   Enterprise      Inc               Morgan    Stanley
      (23,118)                                                (67,854)
           Axonics    Modulation      Technologies       Inc       Bank   of  America    Merrill    Lynch
       (3,837)                                                7,751
           Axonics    Modulation      Technologies       Inc       Goldman    Sachs
       (7,156)                                                (3,618)
           Axonics    Modulation      Technologies       Inc
       (1,481)                            HSBC                    (3,421)
           Axonics    Modulation      Technologies       Inc       Morgan    Stanley
       (2,746)                                                (7,167)
                                116/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Axos   Financial     Inc                Bank   of  America    Merrill    Lynch
      (30,325)                                                (12,130)
           Axos   Financial     Inc                Morgan    Stanley
       (5,709)                                                (1,256)
           Axsome    Therapeutics       Inc             Barclays     Bank
      (12,050)                                                (62,642)
           Axsome    Therapeutics       Inc             Goldman    Sachs
      (15,197)                                               (173,094)
           Axsome    Therapeutics       Inc
       (1,083)                            HSBC                   (14,740)
           AXT  Inc                     Bank   of  America    Merrill    Lynch
       (9,688)                                                 (872)
           AXT  Inc                     Goldman    Sachs
      (74,078)                                                (6,667)
           AXT  Inc                     Morgan    Stanley
      (75,520)                                                (15,104)
           AZZ  Inc                     Barclays     Bank
       3,715                                                2,563
           AZZ  Inc                     Goldman    Sachs
       1,756                                                 31
           AZZ  Inc
       19,871                            HSBC                   (33,292)
           AZZ  Inc                     Morgan    Stanley
       11,647                                                8,036
           B&G  Foods   Inc                  Barclays     Bank
      (44,584)                                                (27,196)
           B&G  Foods   Inc                  Goldman    Sachs
      (16,697)                                                (6,897)
           B&G  Foods   Inc
      (11,333)                             HSBC                    3,776
      (31,858)     B.  Riley   Financial     Inc              Bank   of  America    Merrill    Lynch       (29,309)
           B.  Riley   Financial     Inc              Morgan    Stanley
      (11,549)                                                 (924)
           Babcock    & Wilcox    Enterprises      Inc         Goldman    Sachs
      (29,651)                                                26,389
           Badger    Meter   Inc                 Barclays     Bank
       2,749                                                4,261
           Badger    Meter   Inc                 Goldman    Sachs
       5,399                                               14,065
           Badger    Meter   Inc
       3,916                            HSBC                    6,099
           Badger    Meter   Inc                 Morgan    Stanley
       7,842                                               12,155
           Baker   Hughes    Co                 Bank   of  America    Merrill    Lynch
      (21,649)                                                 4,763
           Baker   Hughes    Co                 Barclays     Bank
      (29,875)                                                (1,494)
           Baker   Hughes    Co                 Goldman    Sachs
      (10,989)                                                 1,361
           Baker   Hughes    Co
       (9,483)                            HSBC                    (2,338)
           Baker   Hughes    Co                 Morgan    Stanley
       (1,360)                                                 (68)
           Balchem    Corp                   Bank   of  America    Merrill    Lynch
       (6,099)                                                7,258
           Balchem    Corp                   Barclays     Bank
        (864)                                                (830)
           Balchem    Corp                   Goldman    Sachs
       (7,122)                                                8,475
           Balchem    Corp
       (2,840)                            HSBC                    7,093
           Balchem    Corp                   Morgan    Stanley
      (12,370)                                                (11,875)
           Ball   Corp                     Bank   of  America    Merrill    Lynch
       (2,132)                                                 (874)
           Ball   Corp                     Barclays     Bank
      (12,610)                                                (3,805)
       (5,234)    Ball   Corp                     Goldman    Sachs                (1,460)
           Ball   Corp
      (11,878)                             HSBC                    (6,554)
           Ball   Corp                     Morgan    Stanley
      (29,830)                                                (8,352)
           Banc   of  California      Inc              Bank   of  America    Merrill    Lynch
      (18,228)                                                (12,760)
           Banc   of  California      Inc
      (84,924)                             HSBC                   (83,226)
           Banc   of  California      Inc              Morgan    Stanley
      (39,634)                                                (15,061)
           BancFirst     Corp                  Bank   of  America    Merrill    Lynch
      (50,305)                                                (30,183)
           BancFirst     Corp                  Barclays     Bank
        (503)                                                (332)
           BancFirst     Corp                  Goldman    Sachs
       (5,319)                                                (3,223)
           BancFirst     Corp                  Morgan    Stanley
        (825)                                                (545)
           Banco   BBVA   Argentina     SA  ADR           Goldman    Sachs
      (23,989)                                                (19,431)
                                117/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Banco   Bradesco     SA  ADR              Goldman    Sachs
       35,641                                                3,174
           Banco   Bradesco     SA  ADR
       29,606                            HSBC                    (9,030)
           Banco   Bradesco     SA  ADR              Morgan    Stanley
      156,180                                                (16,399)
           Banco   de  Chile   ADR
       5,155                            HSBC                   (20,517)
           Banco   de  Chile   ADR                Morgan    Stanley
       5,612                                               (6,566)
           Banco   Santander     Brasil    SA  ADR
       3,831                            HSBC                    (2,816)
           Banco   Santander     Brasil    SA  ADR          Morgan    Stanley
      105,206                                                (60,493)
           Banco   Santander     Chile   ADR            Goldman    Sachs
       (1,763)                                                3,663
           Banco   Santander     Chile   ADR            Morgan    Stanley
      (72,333)                                                67,270
           Banco   Santander     SA  ADR              Morgan    Stanley
      (20,393)                                                 1,428
           Bancolombia      SA  ADR                Goldman    Sachs
      (10,698)                                                35,795
           Bancolombia      SA  ADR                Morgan    Stanley
      (19,329)                                                44,319
           Bancorp    Inc/The                   Bank   of  America    Merrill    Lynch
       1,637                                                 (49)
           Bancorp    Inc/The                   Goldman    Sachs
       29,433                                                 (883)
           Bancorp    Inc/The
       34,077                            HSBC                    (8,345)
       76,359    Bancorp    Inc/The                   Morgan    Stanley                31,291
           BancorpSouth       Bank                 Bank   of  America    Merrill    Lynch
       91,907                                                5,348
           BancorpSouth       Bank                 Barclays     Bank
       10,147                                                2,508
           BancorpSouth       Bank                 Goldman    Sachs
       17,345                                                 867
           BancorpSouth       Bank
       1,275                            HSBC                     342
           BancorpSouth       Bank                 Morgan    Stanley
       11,928                                                3,225
           Bandwidth     Inc   ’A’                Bank   of  America    Merrill    Lynch
        (987)                                               (1,569)
           Bandwidth     Inc   ’A’                Barclays     Bank
       (3,584)                                                (7,025)
           Bandwidth     Inc   ’A’                Goldman    Sachs
       3,593                                                4,195
           Bandwidth     Inc   ’A’                Goldman    Sachs
       (7,020)                                               (11,162)
           Bandwidth     Inc   ’A’                Morgan    Stanley
       (1,559)                                                (3,056)
           Bank   First   Corp                  Barclays     Bank
      (16,017)                                                  961
           Bank   First   Corp                  Goldman    Sachs
       (3,371)                                                 927
           Bank   First   Corp
        (140)                           HSBC                     (22)
           Bank   First   Corp                  Morgan    Stanley
       (4,349)                                                 261
           Bank   of  America    Corp               Barclays     Bank
      (56,464)                                                (10,164)
           Bank   of  America    Corp               Goldman    Sachs
      (11,227)                                                (4,828)
           Bank   of  America    Corp
      (31,013)                             HSBC                    (3,102)
           Bank   of  America    Corp               Morgan    Stanley
      (14,154)                                                (2,548)
      118,807     Bank   of  Commerce     Holdings               Bank   of  America    Merrill    Lynch        10,099
           Bank   of  Commerce     Holdings               Goldman    Sachs
       32,368                                                2,751
           Bank   of  Commerce     Holdings               Morgan    Stanley
       35,663                                                (1,961)
           Bank   of  Hawaii    Corp                Bank   of  America    Merrill    Lynch
       8,966                                               13,628
           Bank   of  Hawaii    Corp                Bank   of  America    Merrill    Lynch
        (885)                                                (374)
           Bank   of  Hawaii    Corp                Barclays     Bank
      (11,051)                                                (7,625)
           Bank   of  Hawaii    Corp                Goldman    Sachs
       1,947                                                2,959
           Bank   of  Hawaii    Corp                Goldman    Sachs
        (430)                                                (172)
           Bank   of  Hawaii    Corp
       1,386                            HSBC                    1,261
           Bank   of  Hawaii    Corp
      (16,554)                             HSBC                   (15,064)
           Bank   of  Hawaii    Corp                Morgan    Stanley
       1,620                                                1,118
                                118/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Bank   of  Hawaii    Corp                Morgan    Stanley
       (1,531)                                                (1,056)
           Bank   of  Marin   Bancorp                Barclays     Bank
       2,735                                                 848
           Bank   of  Marin   Bancorp                Goldman    Sachs
       7,850                                               (3,576)
           Bank   of  Marin   Bancorp
       7,022                            HSBC                     238
           Bank   of  Marin   Bancorp                Morgan    Stanley
       3,383                                                1,049
           Bank   of  New  York   Mellon    Corp/The           Bank   of  America    Merrill    Lynch
       5,885                                                 59
           Bank   of  New  York   Mellon    Corp/The           Barclays     Bank
       12,367                                                 (371)
           Bank   of  New  York   Mellon    Corp/The           Goldman    Sachs
       1,263                                                 253
           Bank   of  New  York   Mellon    Corp/The
       21,182                            HSBC                    (4,802)
           Bank   of  New  York   Mellon    Corp/The           Morgan    Stanley
       7,725                                                (232)
           Bank   of  Princeton/The                   Bank   of  America    Merrill    Lynch
       (4,047)                                                1,416
           Bank   of  Princeton/The                   Barclays     Bank
       (1,126)                                                 529
           Bank   of  Princeton/The
       (1,049)                            HSBC                     462
           Bank   of  Princeton/The                   Morgan    Stanley
       (8,614)                                                4,049
           Bank   OZK                     Bank   of  America    Merrill    Lynch
       1,500                                                1,425
       3,122    Bank   OZK                     Barclays     Bank                 593
           Bank   OZK                     Goldman    Sachs
       9,440                                                8,968
           Bank   OZK
       20,834                            HSBC                    4,792
           Bank   OZK                     Morgan    Stanley
       12,895                                                2,450
           Bank7   Corp                    Bank   of  America    Merrill    Lynch
        463                                               (127)
           Bank7   Corp                    Goldman    Sachs
       2,857                                                (792)
           Bank7   Corp
       10,408                            HSBC                    (1,509)
           Bank7   Corp                    Morgan    Stanley
        816                                               (355)
           BankFinancial       Corp                Bank   of  America    Merrill    Lynch
       49,261                                                8,867
           BankFinancial       Corp                Barclays     Bank
       1,973                                                 789
           BankFinancial       Corp                Goldman    Sachs
       64,679                                                11,642
           BankFinancial       Corp
       7,094                            HSBC                    (1,915)
           BankFinancial       Corp                Morgan    Stanley
       34,351                                                13,740
           BankUnited      Inc                  Bank   of  America    Merrill    Lynch
      (17,445)                                                (8,374)
           BankUnited      Inc                  Goldman    Sachs
      (20,092)                                                (9,644)
           BankUnited      Inc                  Morgan    Stanley
      (37,247)                                                (6,705)
           Bankwell     Financial     Group   Inc           Bank   of  America    Merrill    Lynch
      (64,299)                                                (11,574)
           Bankwell     Financial     Group   Inc           Barclays     Bank
        (787)                                                (220)
           Bankwell     Financial     Group   Inc           Goldman    Sachs
       (7,306)                                                (1,315)
       (2,343)    Bankwell     Financial     Group   Inc           Morgan    Stanley                 (656)
           Banner    Corp                    Bank   of  America    Merrill    Lynch
       58,292                                               (58,292)
           Bar  Harbor    Bankshares                  Bank   of  America    Merrill    Lynch
      (36,346)                                                (2,908)
           Bar  Harbor    Bankshares                  Goldman    Sachs
       (3,464)                                                 (277)
           Bar  Harbor    Bankshares
       (2,694)                            HSBC                     (27)
           Bar  Harbor    Bankshares                  Morgan    Stanley
       (1,461)                                                 (58)
           Barnes    & Noble   Education     Inc           Goldman    Sachs
       (7,013)                                                (2,174)
           Barnes    Group   Inc                 Bank   of  America    Merrill    Lynch
       (1,641)                                                 492
           Barnes    Group   Inc                 Barclays     Bank
      (17,649)                                                 2,118
           Barnes    Group   Inc                 Goldman    Sachs
      (39,416)                                                11,714
           Barnes    Group   Inc
      (14,381)                             HSBC                    6,691
                                119/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Barnes    Group   Inc                 Morgan    Stanley
      (15,762)                                                 1,891
           Barrett    Business     Services     Inc          Bank   of  America    Merrill    Lynch
         34                                               (102)
           Barrett    Business     Services     Inc
       2,928                            HSBC                   (10,541)
           Barrett    Business     Services     Inc          Morgan    Stanley
       4,458                                                9,005
           Basic   Energy    Services     Inc            Bank   of  America    Merrill    Lynch
       74,776                                                (5,556)
           Bassett    Furniture     Industries      Inc         Bank   of  America    Merrill    Lynch
       9,567                                               (5,549)
           Bassett    Furniture     Industries      Inc         Barclays     Bank
       4,603                                                2,117
           Bassett    Furniture     Industries      Inc         Goldman    Sachs
       7,058                                               (4,094)
           Bassett    Furniture     Industries      Inc
       43,372                            HSBC                   (22,987)
           Bassett    Furniture     Industries      Inc         Morgan    Stanley
       36,794                                                16,925
           Baudax    Bio  Inc                  Goldman    Sachs
       3,657                                               19,419
           Bausch    Health    Cos  Inc              Goldman    Sachs
       13,591                                                (1,631)
           Bausch    Health    Cos  Inc
       3,265                            HSBC                    7,052
           Bausch    Health    Cos  Inc              Morgan    Stanley
       3,854                                                3,006
           Baxter    International       Inc             Bank   of  America    Merrill    Lynch
      (15,584)                                                (10,285)
      (15,429)     Baxter    International       Inc             Barclays     Bank               (1,235)
           Baxter    International       Inc             Goldman    Sachs
      (11,556)                                                (1,690)
           Baxter    International       Inc
      (13,623)                             HSBC                   (48,907)
           Baxter    International       Inc             Morgan    Stanley
       (3,634)                                                 (291)
           Baycom    Corp
      (31,612)                             HSBC                    1,581
           BB&T   Corp                     Bank   of  America    Merrill    Lynch
        (158)                                                (40)
           BB&T   Corp                     Barclays     Bank
      (16,993)                                                (3,229)
           BB&T   Corp
       (5,568)                            HSBC                     445
           BB&T   Corp                     Morgan    Stanley
      (27,211)                                                (5,170)
           BCB  Bancorp    Inc                 Bank   of  America    Merrill    Lynch
       15,835                                                7,601
           BCB  Bancorp    Inc                 Barclays     Bank
       6,733                                                2,155
           BCB  Bancorp    Inc                 Goldman    Sachs
       24,896                                                11,950
           BCB  Bancorp    Inc
       5,769                            HSBC                    2,942
           BCB  Bancorp    Inc                 Morgan    Stanley
       23,869                                                7,638
           Beacon    Roofing    Supply    Inc            Barclays     Bank
       3,360                                               (13,037)
           Beacon    Roofing    Supply    Inc            Goldman    Sachs
       8,394                                               (31,735)
           Beacon    Roofing    Supply    Inc
       10,714                            HSBC                   (23,320)
           Beacon    Roofing    Supply    Inc            Morgan    Stanley
       6,797                                               (26,373)
           Beasley    Broadcast     Group   Inc   ’A’         Goldman    Sachs
       2,369                                                (415)
       11,030    Beazer    Homes   USA  Inc               Bank   of  America    Merrill    Lynch        (4,743)
           Beazer    Homes   USA  Inc               Barclays     Bank
       2,666                                                1,066
           Beazer    Homes   USA  Inc
       5,018                            HSBC                    5,670
           Beazer    Homes   USA  Inc               Morgan    Stanley
       5,643                                                2,257
           Becton    Dickinson     and  Co             Bank   of  America    Merrill    Lynch
      (10,705)                                               (111,233)
           Becton    Dickinson     and  Co             Barclays     Bank
       (3,298)                                               (26,020)
           Becton    Dickinson     and  Co             Goldman    Sachs
       (1,344)                                               (15,938)
           Becton    Dickinson     and  Co
       (2,028)                            HSBC                   (26,774)
           Becton    Dickinson     and  Co             Morgan    Stanley
        (596)                                               (5,281)
           Bed  Bath   & Beyond    Inc              Barclays     Bank
      (23,907)                                                (49,607)
           Bed  Bath   & Beyond    Inc              Goldman    Sachs
      (11,914)                                                (4,825)
                                120/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Bed  Bath   & Beyond    Inc
       (5,006)                            HSBC                    (3,780)
           Bel  Fuse   Inc   ’B’                Barclays     Bank
       (1,896)                                                (1,128)
           Belden    Inc                    Barclays     Bank
        820                                               1,353
           Belden    Inc                    Barclays     Bank
       (8,685)                                               (14,330)
           Belden    Inc                    Goldman    Sachs
       (2,292)                                                (1,811)
           Belden    Inc
       (4,353)                            HSBC                    (7,270)
           Belden    Inc                    Morgan    Stanley
       3,038                                                5,013
           Belden    Inc                    Morgan    Stanley
       (2,104)                                                (1,764)
           BellRing     Brands    Inc   ’A’             Goldman    Sachs
       (4,311)                                                (4,354)
           Benchmark     Electronics      Inc            Goldman    Sachs
       30,155                                                22,918
           Benchmark     Electronics      Inc
       9,650                            HSBC                    5,501
           Benchmark     Electronics      Inc            Morgan    Stanley
       7,968                                               16,334
           Benefitfocus       Inc                 Barclays     Bank
       31,514                                                41,598
           Benefitfocus       Inc                 Goldman    Sachs
       12,901                                                16,131
           Benefitfocus       Inc
       48,705                            HSBC                    23,726
       55,200    Benefitfocus       Inc                 Morgan    Stanley                71,192
           Berkshire     Hathaway     Inc   ’B’           Bank   of  America    Merrill    Lynch
       10,072                                                5,137
           Berkshire     Hathaway     Inc   ’B’           Barclays     Bank
        476                                               1,090
           Berkshire     Hathaway     Inc   ’B’           Goldman    Sachs
       1,079                                                 550
           Berkshire     Hathaway     Inc   ’B’           Morgan    Stanley
        846                                               1,937
           Berkshire     Hills   Bancorp    Inc           Barclays     Bank
      (10,387)                                                (1,870)
           Berkshire     Hills   Bancorp    Inc           Goldman    Sachs
      (28,036)                                                 6,729
           Berkshire     Hills   Bancorp    Inc
       (3,325)                            HSBC                    1,929
           Berkshire     Hills   Bancorp    Inc           Morgan    Stanley
      (13,933)                                                (2,508)
           Berry   Global    Group   Inc              Barclays     Bank
       (6,211)                                               (10,248)
           Berry   Global    Group   Inc              Goldman    Sachs
       (1,516)                                                (4,663)
           Berry   Global    Group   Inc              Goldman    Sachs
       5,808                                               30,724
           Berry   Global    Group   Inc              Morgan    Stanley
       (8,533)                                               (14,079)
           Berry   Petroleum     Corp               Bank   of  America    Merrill    Lynch
       16,826                                               (58,134)
           Berry   Petroleum     Corp               Goldman    Sachs
       16,967                                               (58,621)
           Best   Buy  Co  Inc                 Bank   of  America    Merrill    Lynch
       (1,685)                                                (6,454)
           Best   Buy  Co  Inc                 Barclays     Bank
       (8,505)                                               (70,421)
           Best   Buy  Co  Inc                 Goldman    Sachs
      (19,224)                                                (74,229)
           Best   Buy  Co  Inc
       (2,784)                            HSBC                   (14,200)
       (8,850)    Best   Buy  Co  Inc                 Morgan    Stanley                (73,278)
           Beyond    Meat   Inc                 Bank   of  America    Merrill    Lynch
        (632)                                               (1,561)
           Beyond    Meat   Inc                 Goldman    Sachs
       (9,358)                                               (23,114)
           Beyond    Meat   Inc
        (405)                           HSBC                    (2,631)
           Beyond    Meat   Inc                 Morgan    Stanley
       (1,466)                                                (8,708)
           Beyondspring       Inc                 Barclays     Bank
       4,371                                               (5,289)
           Beyondspring       Inc
       5,993                            HSBC                    1,858
           Beyondspring       Inc                 Morgan    Stanley
       13,890                                               (16,807)
           BG  Staffing     Inc                 Bank   of  America    Merrill    Lynch
      (40,203)                                                 5,628
           BG  Staffing     Inc                 Barclays     Bank
       (1,879)                                                 (582)
           BG  Staffing     Inc                 Morgan    Stanley
       (1,420)                                                 (440)
                                121/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           BGC  Partners     Inc   ’A’              Goldman    Sachs
      (41,958)                                                (13,427)
           BGC  Partners     Inc   ’A’
      (150,765)                             HSBC                   (24,122)
           BGC  Partners     Inc   ’A’              Morgan    Stanley
      (197,459)                                                (25,669)
           Big  Lots   Inc                   Barclays     Bank
       5,683                                                8,070
           Big  Lots   Inc
       10,552                            HSBC                    3,754
           Biglari    Holdings     Inc   ’A’            Bank   of  America    Merrill    Lynch
         92                                               (715)
           Biglari    Holdings     Inc   ’A’            Goldman    Sachs
         85                                               (661)
           Biglari    Holdings     Inc   ’A’            Morgan    Stanley
         56                                               147
           Biglari    Holdings     Inc   ’B’            Barclays     Bank
        403                                               2,378
           Biglari    Holdings     Inc   ’B’
       2,127                            HSBC                    12,592
           Biglari    Holdings     Inc   ’B’            Morgan    Stanley
        349                                               2,059
           BioCryst     Pharmaceuticals        Inc           Goldman    Sachs
       52,844                                                44,917
           BioCryst     Pharmaceuticals        Inc           Morgan    Stanley
       86,686                                                30,340
           BioDelivery      Sciences     International       Inc      Barclays     Bank
       62,988                                                35,903
           BioDelivery      Sciences     International       Inc
       16,461                            HSBC                    8,258
       17,800    BioDelivery      Sciences     International       Inc      Morgan    Stanley                 8,807
           Biogen    Inc                    Bank   of  America    Merrill    Lynch
        (118)                                               (2,303)
           Biogen    Inc                    Barclays     Bank
       (2,055)                                                (2,503)
           Biogen    Inc                    Goldman    Sachs
       (1,374)                                               (16,499)
           Biogen    Inc
       2,016                            HSBC                    17,217
           Biogen    Inc                    Morgan    Stanley
       1,854                                                5,024
           Biohaven     Pharmaceutical        Holding    Co  Ltd      Barclays     Bank
       (1,673)                                                (2,292)
           Biohaven     Pharmaceutical        Holding    Co  Ltd      Goldman    Sachs
       (4,537)                                               (30,080)
           Biohaven     Pharmaceutical        Holding    Co  Ltd
       (3,829)                            HSBC                   (36,529)
           Biohaven     Pharmaceutical        Holding    Co  Ltd      Morgan    Stanley
       (1,048)                                                (1,436)
           BioLife    Solutions     Inc              Barclays     Bank
      (16,216)                                                 7,379
           BioLife    Solutions     Inc
       (5,049)                            HSBC                    1,868
           BioMarin     Pharmaceutical        Inc           Barclays     Bank
       2,205                                                5,843
           BioMarin     Pharmaceutical        Inc           Goldman    Sachs
        (858)                                               (2,265)
           BioMarin     Pharmaceutical        Inc
       3,106                            HSBC                    14,039
           BioMarin     Pharmaceutical        Inc           Morgan    Stanley
       5,710                                               15,132
           BioMarin     Pharmaceutical        Inc           Morgan    Stanley
        (811)                                               (2,149)
           Bio-Rad    Laboratories       Inc   ’A’          Barclays     Bank
       (1,256)                                               (13,728)
           Bio-Rad    Laboratories       Inc   ’A’          Goldman    Sachs
       (1,324)                                               (22,799)
       3,132    Bio-Rad    Laboratories       Inc   ’A’          Goldman    Sachs                53,933
           Bio-Rad    Laboratories       Inc   ’A’
        (164)                           HSBC                    (1,608)
           Bio-Rad    Laboratories       Inc   ’A’          Morgan    Stanley
        (363)                                               (3,968)
           BioSpecifics       Technologies       Corp          Bank   of  America    Merrill    Lynch
      (23,268)                                                (26,293)
           BioSpecifics       Technologies       Corp          Goldman    Sachs
       (5,020)                                                (5,673)
           BioSpecifics       Technologies       Corp
       (3,627)                            HSBC                   (11,402)
           BioSpecifics       Technologies       Corp          Morgan    Stanley
       (2,099)                                                (1,637)
           Bio-Techne      Corp                  Bank   of  America    Merrill    Lynch
       1,054                                                9,254
           Bio-Techne      Corp                  Barclays     Bank
       1,604                                                9,223
           Bio-Techne      Corp                  Goldman    Sachs
        675                                               5,927
           Bio-Techne      Corp
        (43)                          HSBC                     (775)
                                122/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Bio-Techne      Corp
        253                          HSBC                    4,410
           Bio-Techne      Corp                  Morgan    Stanley
       (3,041)                                               (17,486)
           Bio-Techne      Corp                  Morgan    Stanley
       1,093                                                6,285
           BioTelemetry       Inc                 Barclays     Bank
        (906)                                               (2,202)
           BioTelemetry       Inc                 Goldman    Sachs
      (11,305)                                                (17,954)
           BioTelemetry       Inc
       (2,004)                            HSBC                    (5,224)
           BioTelemetry       Inc                 Morgan    Stanley
       (6,377)                                               (15,496)
           BJ’s   Restaurants      Inc              Barclays     Bank
       25,015                                                7,755
           BJ’s   Restaurants      Inc              Goldman    Sachs
       1,997                                                1,159
           BJ’s   Restaurants      Inc
        755                          HSBC                     765
           BJ’s   Restaurants      Inc              Morgan    Stanley
       3,527                                                1,093
           BJ’s   Wholesale     Club   Holdings     Inc        Barclays     Bank
       (7,502)                                                (4,351)
           BJ’s   Wholesale     Club   Holdings     Inc        Goldman    Sachs
      (22,436)                                                58,534
           BJ’s   Wholesale     Club   Holdings     Inc
      (17,293)                             HSBC                    45,484
           BJ’s   Wholesale     Club   Holdings     Inc        Morgan    Stanley
      (19,188)                                                (11,128)
       (6,382)    Black   Hills   Corp                 Barclays     Bank                3,319
           Black   Hills   Corp                 Barclays     Bank
       3,486                                               (1,813)
           Black   Hills   Corp                 Goldman    Sachs
       15,703                                                22,613
           Black   Hills   Corp                 Goldman    Sachs
        (597)                                                (860)
           Black   Hills   Corp
      (10,112)                             HSBC                   (19,617)
           Black   Hills   Corp
       12,284                            HSBC                    23,326
           Black   Hills   Corp                 Morgan    Stanley
       9,234                                               (4,802)
           Black   Knight    Inc                 Bank   of  America    Merrill    Lynch
       3,853                                                9,314
           Black   Knight    Inc                 Barclays     Bank
       (1,905)                                                (3,867)
           Black   Knight    Inc                 Goldman    Sachs
       (2,073)                                                (6,178)
           Black   Knight    Inc
      (22,232)                             HSBC                   (148,065)
           Black   Knight    Inc                 Morgan    Stanley
       (8,944)                                               (18,156)
           Black   Knight    Inc                 Morgan    Stanley
       6,054                                               12,290
           Blackbaud     Inc                  Bank   of  America    Merrill    Lynch
       (7,763)                                                (1,739)
           Blackbaud     Inc                  Barclays     Bank
      (10,193)                                                 (408)
           Blackbaud     Incπ                  Goldman    Sachs
       (9,454)                                                (1,952)
           Blackbaud     Inc
      (10,714)                             HSBC                   (21,239)
           Blackbaud     Inc                  Morgan    Stanley
      (15,093)                                                (1,834)
           Blackline     Inc                  Bank   of  America    Merrill    Lynch
       2,609                                                3,939
       6,193    Blackline     Inc                  Barclays     Bank                6,069
           Blackline     Inc                  Goldman    Sachs
       6,040                                                8,778
           Blackline     Inc
       3,680                            HSBC                    13,560
           Blackstone      Mortgage     Trust   Inc   ’A’   (Reit)     Bank   of  America    Merrill    Lynch
       46,196                                                40,652
           Blackstone      Mortgage     Trust   Inc   ’A’   (Reit)     Barclays     Bank
       12,951                                                9,454
           Blackstone      Mortgage     Trust   Inc   ’A’   (Reit)     Barclays     Bank
      (54,311)                                                (39,647)
           Blackstone      Mortgage     Trust   Inc   ’A’   (Reit)     Goldman    Sachs
      (20,668)                                                (17,584)
           Blackstone      Mortgage     Trust   Inc   ’A’   (Reit)     Goldman    Sachs
       1,092                                                 961
           Blackstone      Mortgage     Trust   Inc   ’A’   (Reit)
       7,503                            HSBC                    5,301
           Blackstone      Mortgage     Trust   Inc   ’A’   (Reit)
       (6,433)                            HSBC                    (3,705)
           Blackstone      Mortgage     Trust   Inc   ’A’   (Reit)     Morgan    Stanley
       (9,814)                                                (4,722)
                                123/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Bloomin’     Brands    Inc               Bank   of  America    Merrill    Lynch
       (7,434)                                                (6,022)
           Bloomin’     Brands    Inc               Barclays     Bank
      (23,430)                                                (20,150)
           Bloomin’     Brands    Inc               Goldman    Sachs
      (11,127)                                                (8,625)
           Bloomin’     Brands    Inc
       (6,951)                            HSBC                    (4,657)
           Bloomin’     Brands    Inc               Morgan    Stanley
      (29,140)                                                (25,060)
           Blucora    Inc                   Bank   of  America    Merrill    Lynch
      (13,159)                                                (25,528)
           Blucora    Inc                   Barclays     Bank
       4,091                                                5,114
           Blucora    Inc
       2,354                            HSBC                    8,239
           Blucora    Inc
       (1,409)                            HSBC                    (2,813)
           Blucora    Inc                   Morgan    Stanley
       (3,016)                                                (2,189)
           Blue   Bird   Corp                  Barclays     Bank
       15,099                                                2,754
           Blue   Bird   Corp                  Goldman    Sachs
       11,537                                                3,608
           Blue   Bird   Corp
       9,716                            HSBC                    1,434
           Blue   Bird   Corp                  Morgan    Stanley
       11,836                                                6,036
           Bluebird     Bio  Inc                 Bank   of  America    Merrill    Lynch
       3,480                                               26,030
       (9,364)    Bluebird     Bio  Inc                 Bank   of  America    Merrill    Lynch       (70,043)
           Bluebird     Bio  Inc                 Barclays     Bank
       4,165                                               41,525
           Bluebird     Bio  Inc                 Goldman    Sachs
       1,344                                               10,053
           Bluebird     Bio  Inc
       2,373                            HSBC                    10,679
           Bluebird     Bio  Inc                 Morgan    Stanley
       1,714                                               17,088
           BlueLinx     Holdings     Inc              Barclays     Bank
      (19,768)                                                45,466
           BlueLinx     Holdings     Inc              Goldman    Sachs
       (1,310)                                                4,637
           BlueLinx     Holdings     Inc
       (2,234)                            HSBC                    5,609
           Blueprint     Medicines     Corp             Barclays     Bank
       (2,877)                                                (4,744)
           Blueprint     Medicines     Corp             Goldman    Sachs
       (7,137)                                               (20,344)
           Blueprint     Medicines     Corp
      (12,066)                             HSBC                   (59,257)
           Blueprint     Medicines     Corp             Morgan    Stanley
      (11,748)                                                (27,430)
           Bluerock     Residential      Growth    Inc  (Reit)       Bank   of  America    Merrill    Lynch
       2,243                                                1,256
           Bluerock     Residential      Growth    Inc  (Reit)       Goldman    Sachs
       26,693                                                14,948
           Bluerock     Residential      Growth    Inc  (Reit)       Morgan    Stanley
       55,999                                                31,919
           BMC  Stock   Holdings     Inc              Bank   of  America    Merrill    Lynch
       57,487                                                51,163
           BMC  Stock   Holdings     Inc              Barclays     Bank
       9,447                                               11,903
           BMC  Stock   Holdings     Inc              Goldman    Sachs
       44,800                                                38,773
           BMC  Stock   Holdings     Inc
       20,366                            HSBC                    26,360
       15,120    BMC  Stock   Holdings     Inc              Morgan    Stanley                19,051
           Boeing    Co/The                    Barclays     Bank
        (396)                                               1,481
           Boeing    Co/The                    Goldman    Sachs
       (1,444)                                                5,662
           Boeing    Co/The
       (4,455)                            HSBC                   (73,953)
           Boeing    Co/The                    Morgan    Stanley
       (3,410)                                                12,754
           Boingo    Wireless     Inc               Goldman    Sachs
       13,383                                               (13,115)
           Boingo    Wireless     Inc
       38,119                            HSBC                   (43,456)
           Boingo    Wireless     Inc               Morgan    Stanley
       19,530                                                (7,617)
           Boise   Cascade    Co                Bank   of  America    Merrill    Lynch
       2,413                                                 700
           Boise   Cascade    Co                Barclays     Bank
       18,125                                               (20,300)
           Boise   Cascade    Co                Goldman    Sachs
       22,623                                                6,561
                                124/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Boise   Cascade    Co
       58,279                            HSBC                   (23,697)
           Boise   Cascade    Co                Morgan    Stanley
       21,512                                               (24,735)
           BOK  Financial     Corp                Bank   of  America    Merrill    Lynch
       5,478                                                7,286
           BOK  Financial     Corp                Barclays     Bank
       4,581                                                2,199
           BOK  Financial     Corp                Goldman    Sachs
       4,093                                                5,443
           BOK  Financial     Corp                Morgan    Stanley
       3,183                                                1,528
           Bonanza    Creek   Energy    Inc
      (11,234)                             HSBC                    21,569
           Bonanza    Creek   Energy    Inc             Morgan    Stanley
      (11,515)                                                (4,261)
           Booking    Holdings     Inc               Bank   of  America    Merrill    Lynch
        (553)                                              (32,550)
           Booking    Holdings     Inc               Barclays     Bank
        (118)                                               (3,558)
           Booking    Holdings     Inc               Goldman    Sachs
        (217)                                               (7,928)
           Booking    Holdings     Inc
        (58)                          HSBC                    (1,652)
           Booking    Holdings     Inc               Morgan    Stanley
        (39)                                              (1,176)
           Boot   Barn   Holdings     Inc              Goldman    Sachs
       (3,082)                                                5,209
           Booz   Allen   Hamilton     Holding    Corp         Bank   of  America    Merrill    Lynch
       13,388                                               (10,844)
       38,763    Booz   Allen   Hamilton     Holding    Corp         Morgan    Stanley                58,532
           BorgWarner      Inc                  Bank   of  America    Merrill    Lynch
       11,482                                               (27,327)
           BorgWarner      Inc                  Barclays     Bank
       3,924                                               (2,276)
           BorgWarner      Inc
        (453)                           HSBC                    1,857
           BorgWarner      Inc
       7,110                            HSBC                   (29,151)
           BorgWarner      Inc                  Morgan    Stanley
      (13,933)                                                 8,081
           BorgWarner      Inc                  Morgan    Stanley
       3,615                                               (2,097)
           Boston    Beer   Co  Inc/The     ’A’           Bank   of  America    Merrill    Lynch
        357                                               5,611
           Boston    Beer   Co  Inc/The     ’A’           Barclays     Bank
        307                                               3,444
           Boston    Beer   Co  Inc/The     ’A’           Goldman    Sachs
        243                                               5,645
           Boston    Beer   Co  Inc/The     ’A’
        696                          HSBC                    17,767
           Boston    Beer   Co  Inc/The     ’A’
       (1,714)                            HSBC                   (23,759)
           Boston    Beer   Co  Inc/The     ’A’           Morgan    Stanley
        571                                               6,406
           Boston    Beer   Co  Inc/The     ’A’           Morgan    Stanley
       (1,759)                                               (18,694)
           Boston    Omaha   Corp   ’A’              Barclays     Bank
       (6,957)                                                 (417)
           Boston    Omaha   Corp   ’A’              Morgan    Stanley
       (8,601)                                                 (516)
           Boston    Private    Financial     Holdings     Inc      Morgan    Stanley
       33,326                                                7,832
           Boston    Properties      Inc  (Reit)            Goldman    Sachs
       1,847                                                2,660
           Boston    Properties      Inc  (Reit)
       13,524                            HSBC                    10,431
       26,738    Boston    Properties      Inc  (Reit)            Morgan    Stanley                37,700
           Boston    Scientific      Corp              Morgan    Stanley
      (85,253)                                                (99,746)
           Bottomline      Technologies       DE  Inc          Bank   of  America    Merrill    Lynch
       1,698                                                3,744
           Bottomline      Technologies       DE  Inc          Barclays     Bank
       18,277                                                21,201
           Bottomline      Technologies       DE  Inc          Goldman    Sachs
       16,918                                                36,741
           Bottomline      Technologies       DE  Inc
       24,183                            HSBC                   106,379
           Bottomline      Technologies       DE  Inc          Morgan    Stanley
       20,519                                                23,802
           Box  Inc   ’A’                   Bank   of  America    Merrill    Lynch
      (12,771)                                                (31,928)
           Box  Inc   ’A’                   Bank   of  America    Merrill    Lynch
       25,015                                                62,538
           Box  Inc   ’A’                   Barclays     Bank
       (5,460)                                               (13,377)
           Box  Inc   ’A’
      (13,850)                             HSBC                   (20,637)
                                125/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Box  Inc   ’A’                   Morgan    Stanley
      (28,757)                                                (70,455)
           Boyd   Gaming    Corp                 Bank   of  America    Merrill    Lynch
       34,754                                                10,078
           Boyd   Gaming    Corp                 Barclays     Bank
       5,852                                               (1,931)
           Boyd   Gaming    Corp                 Goldman    Sachs
       65,188                                                14,282
           Boyd   Gaming    Corp
       32,799                            HSBC                    23,115
           Boyd   Gaming    Corp                 Morgan    Stanley
       90,951                                               (30,014)
           Brady   Corp   ’A’                 Bank   of  America    Merrill    Lynch
      (29,538)                                                (72,073)
           Brady   Corp   ’A’                 Goldman    Sachs
      (20,311)                                                (49,559)
           Brady   Corp   ’A’
       (7,421)                            HSBC                    (9,581)
           Brady   Corp   ’A’                 Morgan    Stanley
      (36,759)                                                 1,103
           Braemar    Hotels    & Resorts    Inc  (Reit)
       5,343                            HSBC                    4,969
           Braemar    Hotels    & Resorts    Inc  (Reit)         Morgan    Stanley
       7,414                                                2,743
           Brandywine      Realty    Trust   (Reit)           Bank   of  America    Merrill    Lynch
      433,828                                                125,810
           Brandywine      Realty    Trust   (Reit)           Barclays     Bank
       31,486                                                14,169
           Brandywine      Realty    Trust   (Reit)           Goldman    Sachs
      206,857                                                59,988
       36,326    Brandywine      Realty    Trust   (Reit)           HSBC                    12,351
           Brandywine      Realty    Trust   (Reit)           Morgan    Stanley
       34,462                                                15,508
           BRF  SA  ADR                    Morgan    Stanley
      (65,644)                                                (39,386)
           Bridge    Bancorp    Inc                Bank   of  America    Merrill    Lynch
      (100,414)                                                 30,124
           Bridgebio     Pharma    Inc               Barclays     Bank
       4,422                                               (18,749)
           Bridgebio     Pharma    Inc               Goldman    Sachs
       6,678                                               10,017
           Bridgewater      Bancshares      Inc            Bank   of  America    Merrill    Lynch
       82,704                                                23,984
           Bridgewater      Bancshares      Inc            Goldman    Sachs
       33,135                                                9,609
           Bridgewater      Bancshares      Inc            Morgan    Stanley
       49,238                                                2,954
           Bridgford     Foods   Corp               Barclays     Bank
       (3,838)                                                (6,736)
           Bridgford     Foods   Corp
        (299)                           HSBC                     (486)
           Briggs    & Stratton     Corp              Bank   of  America    Merrill    Lynch
       17,066                                               (18,602)
           Briggs    & Stratton     Corp              Barclays     Bank
       22,400                                                (8,288)
           Briggs    & Stratton     Corp              Goldman    Sachs
       32,162                                               (32,323)
           Briggs    & Stratton     Corp
       22,998                            HSBC                   (38,940)
           Briggs    & Stratton     Corp              Morgan    Stanley
       26,006                                                (9,622)
           Brigham    Minerals     Inc   ’A’            Bank   of  America    Merrill    Lynch
       1,600                                               (2,118)
           Brigham    Minerals     Inc   ’A’            Barclays     Bank
       8,991                                               (6,024)
           Brigham    Minerals     Inc   ’A’            Goldman    Sachs
       2,270                                               (1,358)
       16,959    Brigham    Minerals     Inc   ’A’            HSBC                   (18,859)
           Brigham    Minerals     Inc   ’A’            Morgan    Stanley
       1,747                                               (1,170)
           Bright    Horizons     Family    Solutions     Inc       Bank   of  America    Merrill    Lynch
       5,384                                               14,537
           Bright    Horizons     Family    Solutions     Inc       Goldman    Sachs
       8,457                                               22,834
           Bright    Horizons     Family    Solutions     Inc
       2,841                            HSBC                    25,029
           Bright    Horizons     Family    Solutions     Inc       Morgan    Stanley
       5,665                                                6,741
           Brightcove      Inc                  Bank   of  America    Merrill    Lynch
      (24,466)                                                 7,095
           Brightcove      Inc                  Goldman    Sachs
       (6,279)                                                1,821
           Brightcove      Inc
      (10,264)                             HSBC                    5,029
           Brightcove      Inc                  Morgan    Stanley
      (22,172)                                                  887
           Brighthouse      Financial     Inc            Bank   of  America    Merrill    Lynch
       (4,191)                                                (2,515)
                                126/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Brighthouse      Financial     Inc            Morgan    Stanley
       (5,804)                                                (5,282)
           Brightsphere       Investment      Group   Inc        Barclays     Bank
       30,129                                                  -
           Brightsphere       Investment      Group   Inc        Goldman    Sachs
       21,609                                                 712
           Brightsphere       Investment      Group   Inc
       6,856                            HSBC                     329
           BrightView      Holdings     Inc             Barclays     Bank
      (17,261)                                                14,844
           BrightView      Holdings     Inc             Goldman    Sachs
       (1,647)                                                4,216
           BrightView      Holdings     Inc
      (14,670)                             HSBC                    38,142
           BrightView      Holdings     Inc             Morgan    Stanley
      (22,348)                                                19,219
           Brinker    International       Inc            Bank   of  America    Merrill    Lynch
       10,685                                                7,159
           Brinker    International       Inc            Barclays     Bank
       18,109                                                13,763
           Brinker    International       Inc            Goldman    Sachs
       5,885                                                3,943
           Brinker    International       Inc
       5,064                            HSBC                     528
           Brinker    International       Inc            Morgan    Stanley
       11,842                                                9,000
           Brink’s     Co/The                   Bank   of  America    Merrill    Lynch
      (40,684)                                               (182,265)
           Brink’s     Co/The                   Barclays     Bank
      (11,682)                                                (39,835)
      (28,508)     Brink’s     Co/The                   Goldman    Sachs               (127,716)
           Brink’s     Co/The
      (31,346)                             HSBC                   (111,242)
           Brink’s     Co/The                   Morgan    Stanley
      (31,903)                                               (108,789)
           Bristol-Myers       Squibb    Co
       9,278                            HSBC                    (7,330)
           Bristol-Myers       Squibb    Co             Morgan    Stanley
       30,969                                                24,156
           Brixmor    Property     Group   Inc  (Reit)          Bank   of  America    Merrill    Lynch
       15,093                                                (1,358)
           Brixmor    Property     Group   Inc  (Reit)          Bank   of  America    Merrill    Lynch
      (10,973)                                                  988
           Brixmor    Property     Group   Inc  (Reit)          Barclays     Bank
      (19,248)                                                (12,319)
           Brixmor    Property     Group   Inc  (Reit)          Goldman    Sachs
       1,503                                                (135)
           Brixmor    Property     Group   Inc  (Reit)          Goldman    Sachs
      (19,435)                                                 1,749
           Brixmor    Property     Group   Inc  (Reit)
      (62,729)                             HSBC                   (42,028)
           Brixmor    Property     Group   Inc  (Reit)          Morgan    Stanley
       2,538                                                1,624
           Brixmor    Property     Group   Inc  (Reit)          Morgan    Stanley
      (28,421)                                                (18,189)
           Broadcom     Inc                   Bank   of  America    Merrill    Lynch
       3,134                                                6,510
           Broadcom     Inc                   Barclays     Bank
        (392)                                                (764)
           Broadcom     Inc                   Goldman    Sachs
       (2,220)                                                (8,791)
           Broadcom     Inc
       (3,124)                            HSBC                   (10,809)
           Broadcom     Inc                   Morgan    Stanley
       (1,311)                                                (2,556)
           Broadridge      Financial     Solutions     Inc        Bank   of  America    Merrill    Lynch
       4,556                                               17,085
       3,257    Broadridge      Financial     Solutions     Inc        Barclays     Bank                7,654
           Broadridge      Financial     Solutions     Inc        Goldman    Sachs
       3,340                                               12,525
           Broadridge      Financial     Solutions     Inc
       6,310                            HSBC                    25,051
           Broadridge      Financial     Solutions     Inc        Morgan    Stanley
       14,820                                                34,827
           Brookdale     Senior    Living    Inc           Barclays     Bank
       (5,380)                                                 379
           Brookdale     Senior    Living    Inc           Goldman    Sachs
      (24,217)                                                (1,209)
           Brookdale     Senior    Living    Inc           Morgan    Stanley
      (11,411)                                                 (114)
           Brookfield      Property     REIT   Inc  (Reit)    ’A’    Bank   of  America    Merrill    Lynch
      (75,111)                                                26,289
           Brookfield      Property     REIT   Inc  (Reit)    ’A’    Barclays     Bank
      (15,063)                                                (1,360)
           Brookfield      Property     REIT   Inc  (Reit)    ’A’    Goldman    Sachs
      (21,600)                                                 7,560
           Brookfield      Property     REIT   Inc  (Reit)    ’A’
       (2,705)                            HSBC                     (372)
                                127/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Brookline     Bancorp    Inc              Bank   of  America    Merrill    Lynch
      (61,799)                                                 (618)
           Brookline     Bancorp    Inc              Barclays     Bank
       (2,236)                                                 302
           Brookline     Bancorp    Inc
      (18,420)                             HSBC                    1,934
           Brookline     Bancorp    Inc              Morgan    Stanley
      (78,993)                                                (9,479)
           Brooks    Automation      Inc              Bank   of  America    Merrill    Lynch
       (6,860)                                                11,319
           Brooks    Automation      Inc              Barclays     Bank
       (6,014)                                               (11,727)
           Brooks    Automation      Inc              Goldman    Sachs
       (5,603)                                                7,047
           Brooks    Automation      Inc
      (19,103)                             HSBC                    29,603
           Brooks    Automation      Inc              Morgan    Stanley
       (8,150)                                               (15,893)
           Brown   & Brown   Inc                Bank   of  America    Merrill    Lynch
       49,827                                                2,990
           Brown   & Brown   Inc                Barclays     Bank
       60,728                                                4,858
           Brown   & Brown   Inc
       28,021                            HSBC                    5,044
           Brown   & Brown   Inc                Morgan    Stanley
       35,547                                                2,844
           Brown-Forman       Corp   ’A’              Bank   of  America    Merrill    Lynch
       1,097                                                3,423
           Brown-Forman       Corp   ’A’              Barclays     Bank
       2,610                                                3,837
       2,757    Brown-Forman       Corp   ’A’              Goldman    Sachs                8,602
           Brown-Forman       Corp   ’A’
       3,754                            HSBC                    11,562
           Brown-Forman       Corp   ’A’              Morgan    Stanley
       8,323                                               12,235
           Brown-Forman       Corp   ’B’              Bank   of  America    Merrill    Lynch
       4,005                                               13,056
           Brown-Forman       Corp   ’B’              Goldman    Sachs
       15,901                                                51,895
           Brown-Forman       Corp   ’B’
       1,885                            HSBC                    6,541
           Brown-Forman       Corp   ’B’              Morgan    Stanley
       1,441                                                1,340
           BRP  Group   Inc   ’A’                Barclays     Bank
       22,369                                                12,750
           BRP  Group   Inc   ’A’                Goldman    Sachs
       23,113                                                5,623
           BRP  Group   Inc   ’A’
       3,168                            HSBC                    1,326
           BRP  Group   Inc   ’A’                Morgan    Stanley
       14,559                                                8,299
           BRT  Apartments      Corp   (Reit)             Barclays     Bank
       6,618                                                6,684
           BRT  Apartments      Corp   (Reit)             Goldman    Sachs
       14,561                                                12,353
           BRT  Apartments      Corp   (Reit)
       3,631                            HSBC                    1,924
           BRT  Apartments      Corp   (Reit)             Morgan    Stanley
       1,638                                                1,654
           Bruker    Corp                    Barclays     Bank
       4,025                                                6,440
           Bruker    Corp                    Goldman    Sachs
       (4,316)                                                (8,546)
           Bruker    Corp
       (4,756)                            HSBC                   (16,931)
           Bruker    Corp
       1,135                            HSBC                     704
       (1,437)    Bruker    Corp                    Morgan    Stanley                (2,299)
           Bruker    Corp                    Morgan    Stanley
       1,017                                                1,627
           Brunswick     Corp/DE
       (9,887)                            HSBC                    17,994
           Brunswick     Corp/DE                  Morgan    Stanley
      (39,799)                                                (53,729)
           Bryn   Mawr   Bank   Corp                Goldman    Sachs
        676                                                142
           Bryn   Mawr   Bank   Corp
       6,317                            HSBC                    (1,299)
           Bryn   Mawr   Bank   Corp                Morgan    Stanley
       3,770                                                2,074
           Buckle    Inc/The                    Bank   of  America    Merrill    Lynch
       (1,440)                                                (6,206)
           Buckle    Inc/The
       (2,551)                            HSBC                   (11,122)
           Buckle    Inc/The                    Morgan    Stanley
      (46,477)                                                (55,308)
           Builders     FirstSource      Inc             Bank   of  America    Merrill    Lynch
       10,812                                                7,064
                                128/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Builders     FirstSource      Inc             Barclays     Bank
       24,310                                                15,315
           Builders     FirstSource      Inc             Goldman    Sachs
       8,131                                                4,232
           Builders     FirstSource      Inc
       31,106                            HSBC                    27,234
           Builders     FirstSource      Inc             Morgan    Stanley
       69,211                                                41,894
           Bunge   Ltd                    Bank   of  America    Merrill    Lynch
      (28,460)                                                86,234
           Bunge   Ltd                    Barclays     Bank
      (24,161)                                                22,228
           Bunge   Ltd                    Goldman    Sachs
       (6,995)                                                19,024
           Bunge   Ltd
       (7,953)                            HSBC                    18,567
           Bunge   Ltd                    Morgan    Stanley
      (43,465)                                                39,987
           Burlington      Stores    Inc              Bank   of  America    Merrill    Lynch
        999                                              19,260
           Burlington      Stores    Inc              Goldman    Sachs
       1,018                                               19,627
           Burlington      Stores    Inc
       3,783                            HSBC                    90,588
           Burlington      Stores    Inc              Morgan    Stanley
       3,039                                               62,360
           Business     First   Bancshares      Inc          Goldman    Sachs
        (200)                                                 78
           Business     First   Bancshares      Inc
       (2,507)                            HSBC                     978
       (2,146)    Business     First   Bancshares      Inc          Morgan    Stanley                  708
           BWX  Technologies       Inc
       (2,259)                            HSBC                    1,062
           BWX  Technologies       Inc               Morgan    Stanley
      (22,188)                                                 (887)
           Byline    Bancorp    Inc                Goldman    Sachs
      (40,444)                                                 7,077
           Byline    Bancorp    Inc                Morgan    Stanley
      (15,909)                                                (2,864)
           C&F  Financial     Corp                Goldman    Sachs
        300                                                734
           C&F  Financial     Corp                Morgan    Stanley
        820                                               1,128
           Cable   One  Inc                  Barclays     Bank
        733                                              (11,523)
           Cable   One  Inc                  Goldman    Sachs
        380                                              16,925
           Cable   One  Inc
       1,014                            HSBC                    96,330
           Cable   One  Inc                  Morgan    Stanley
       1,125                                               (17,685)
           Cabot   Corp                    Bank   of  America    Merrill    Lynch
       (4,560)                                                3,876
           Cabot   Corp                    Barclays     Bank
       (2,467)                                                  74
           Cabot   Corp                    Goldman    Sachs
       (7,808)                                                6,636
           Cabot   Corp
       (4,235)                            HSBC                    12,832
           Cabot   Corp                    Morgan    Stanley
      (12,693)                                                  381
           Cabot   Microelectronics         Corp            Barclays     Bank
       (2,815)                                               (17,566)
           Cabot   Microelectronics         Corp            Goldman    Sachs
       (2,565)                                                54,763
           Cabot   Microelectronics         Corp
       (5,024)                            HSBC                   108,920
       (3,948)    Cabot   Microelectronics         Corp            Morgan    Stanley                (24,635)
           Cabot   Oil  & Gas  Corp               Barclays     Bank
      (13,161)                                                 3,817
           Cabot   Oil  & Gas  Corp
      (12,046)                             HSBC                    27,345
           Cabot   Oil  & Gas  Corp               Morgan    Stanley
      (12,371)                                                 3,587
           CACI   International       Inc   ’A’           Bank   of  America    Merrill    Lynch
       2,806                                               25,198
           CACI   International       Inc   ’A’           Bank   of  America    Merrill    Lynch
       (7,199)                                               (64,647)
           CACI   International       Inc   ’A’           Barclays     Bank
       1,036                                               10,142
           CACI   International       Inc   ’A’           Goldman    Sachs
       1,427                                               12,814
           CACI   International       Inc   ’A’           Morgan    Stanley
       (9,092)                                               (89,011)
           CACI   International       Inc   ’A’           Morgan    Stanley
       1,168                                               11,435
           Cactus    Inc   ’A’                 Barclays     Bank
      (19,324)                                                (7,122)
                                129/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Cactus    Inc   ’A’                 Goldman    Sachs
      (13,124)                                                  (53)
           Cactus    Inc   ’A’
      (27,710)                             HSBC                   (10,193)
           Cactus    Inc   ’A’                 Morgan    Stanley
      (21,728)                                                (8,620)
           Cadence    BanCorp                   Bank   of  America    Merrill    Lynch
       30,042                                                (3,004)
           Cadence    Design    Systems    Inc            Bank   of  America    Merrill    Lynch
       2,035                                                5,587
           Cadence    Design    Systems    Inc            Barclays     Bank
       1,303                                                4,359
           Cadence    Design    Systems    Inc            Goldman    Sachs
       5,781                                               17,183
           Cadence    Design    Systems    Inc            Morgan    Stanley
       23,838                                                79,738
           Cadiz   Inc                    Barclays     Bank
       (3,212)                                                  64
           Cadiz   Inc                    Goldman    Sachs
      (12,277)                                                 2,946
           Cadiz   Inc
       (4,401)                            HSBC                    1,144
           Caesarstone      Ltd                 Morgan    Stanley
      (23,412)                                                 5,385
           CAI  International       Inc              Bank   of  America    Merrill    Lynch
      (11,679)                                                (7,475)
           CAI  International       Inc
      (33,604)                             HSBC                    (3,360)
           CAI  International       Inc              Morgan    Stanley
      (36,822)                                                (8,837)
      (28,928)     CalAmp    Corp                    Morgan    Stanley                 (868)
           Calavo    Growers    Inc                Bank   of  America    Merrill    Lynch
       1,425                                                6,063
           Calavo    Growers    Inc                Barclays     Bank
       14,881                                                36,236
           Calavo    Growers    Inc                Goldman    Sachs
       11,843                                                42,108
           Calavo    Growers    Inc
       13,725                            HSBC                    33,423
           Calavo    Growers    Inc                Morgan    Stanley
       12,687                                                28,710
           Caleres    Inc
       13,466                            HSBC                   (37,705)
           California      Resources     Corp             Bank   of  America    Merrill    Lynch
       (6,932)                                                12,755
           California      Resources     Corp             Barclays     Bank
      (102,423)                                                (71,696)
           California      Resources     Corp             Goldman    Sachs
      (18,523)                                                (1,658)
           California      Resources     Corp             Morgan    Stanley
       (4,036)                                                (2,825)
           California      Water   Service    Group           Bank   of  America    Merrill    Lynch
       17,901                                                18,537
           California      Water   Service    Group           Barclays     Bank
       4,299                                                6,577
           California      Water   Service    Group           Goldman    Sachs
       4,467                                                5,048
           California      Water   Service    Group
       6,169                            HSBC                    3,128
           California      Water   Service    Group
      (12,689)                             HSBC                   (10,532)
           California      Water   Service    Group           Morgan    Stanley
       8,926                                               13,657
           California      Water   Service    Group           Morgan    Stanley
        (899)                                               (1,375)
           Calithera     Biosciences      Inc            Goldman    Sachs
       58,563                                                68,519
       57,754    Calix   Inc                    Bank   of  America    Merrill    Lynch        1,155
           Calix   Inc                    Goldman    Sachs
       23,513                                                 470
           Calix   Inc
       13,465                            HSBC                    2,828
           Calix   Inc                    Morgan    Stanley
       20,182                                                3,431
           Callaway     Golf   Co                Bank   of  America    Merrill    Lynch
       (1,719)                                                 (980)
           Callaway     Golf   Co                Goldman    Sachs
       (1,976)                                                 (191)
           Callaway     Golf   Co
      (50,222)                             HSBC                   (18,582)
           Callaway     Golf   Co                Morgan    Stanley
      (44,562)                                                (24,509)
           Callon    Petroleum     Co
       59,303                            HSBC                   (48,628)
           Callon    Petroleum     Co               Morgan    Stanley
       75,143                                                3,757
           Cal-Maine     Foods   Inc               Bank   of  America    Merrill    Lynch
       (7,075)                                                1,274
                                130/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Cal-Maine     Foods   Inc               Barclays     Bank
       (1,806)                                                (1,336)
           Cal-Maine     Foods   Inc               Barclays     Bank
        671                                                (99)
           Cal-Maine     Foods   Inc               Goldman    Sachs
       3,971                                                (297)
           Cal-Maine     Foods   Inc               Goldman    Sachs
       (1,814)                                                 327
           Cal-Maine     Foods   Inc
       (1,424)                            HSBC                    (2,919)
           Cal-Maine     Foods   Inc
       2,142                            HSBC                     994
           Cal-Maine     Foods   Inc               Morgan    Stanley
       (2,126)                                                (1,573)
           Cal-Maine     Foods   Inc               Morgan    Stanley
       11,689                                                7,454
           Cambium    Networks     Corp               Morgan    Stanley
       (8,068)                                                (4,518)
           Cambridge     Bancorp                  Goldman    Sachs
       (4,377)                                                3,233
           Cambridge     Bancorp
      (10,558)                             HSBC                    21,697
           Cambridge     Bancorp                  Morgan    Stanley
       (2,305)                                                1,564
           Camden    National     Corp
      (16,731)                             HSBC                    22,420
           Camden    Property     Trust   (Reit)            Barclays     Bank
       3,240                                                9,526
           Campbell     Soup   Co                Bank   of  America    Merrill    Lynch
       (8,396)                                                5,373
       3,741    Campbell     Soup   Co                Bank   of  America    Merrill    Lynch        (2,394)
           Campbell     Soup   Co                Barclays     Bank
       (8,737)                                                1,660
           Campbell     Soup   Co                Barclays     Bank
       7,494                                               (1,424)
           Campbell     Soup   Co                Goldman    Sachs
       3,144                                               (2,012)
           Campbell     Soup   Co
       (3,378)                            HSBC                    2,078
           Campbell     Soup   Co
       1,627                            HSBC                     635
           Campbell     Soup   Co                Morgan    Stanley
       (5,508)                                                1,047
           Campbell     Soup   Co                Morgan    Stanley
       3,058                                                (581)
           Camping    World   Holdings     Inc   ’A’         Barclays     Bank
       (7,440)                                                 298
           Camping    World   Holdings     Inc   ’A’         Goldman    Sachs
       (4,029)                                                 524
           Camping    World   Holdings     Inc   ’A’
      (35,651)                             HSBC                   (53,477)
           Camping    World   Holdings     Inc   ’A’         Morgan    Stanley
       (6,354)                                                 254
           Cannae    Holdings     Inc               Bank   of  America    Merrill    Lynch
      (54,671)                                               (148,705)
           Cannae    Holdings     Inc               Barclays     Bank
       (2,169)                                                (2,408)
           Cannae    Holdings     Inc               Goldman    Sachs
       (4,911)                                               (13,358)
           Cannae    Holdings     Inc
       (1,368)                            HSBC                   (12,859)
           Cannae    Holdings     Inc               Morgan    Stanley
       (9,146)                                               (10,152)
           Cantel    Medical    Corp                Bank   of  America    Merrill    Lynch
       4,624                                               21,918
           Cantel    Medical    Corp                Barclays     Bank
       (1,079)                                                (3,140)
        (322)   Cantel    Medical    Corp                Goldman    Sachs                 (107)
           Cantel    Medical    Corp
       (2,646)                            HSBC                   (12,330)
           Cantel    Medical    Corp                Morgan    Stanley
       (2,351)                                                (6,841)
           Cantel    Medical    Corp                Morgan    Stanley
       1,482                                                4,313
           Capital    Bancorp    Inc/MD               Barclays     Bank
       (3,050)                                                 290
           Capital    Bancorp    Inc/MD               Goldman    Sachs
       (1,000)                                                 (375)
           Capital    Bancorp    Inc/MD               Morgan    Stanley
        (648)                                                 62
           Capital    City   Bank   Group   Inc           Bank   of  America    Merrill    Lynch
       32,194                                               (10,624)
           Capital    City   Bank   Group   Inc           Goldman    Sachs
       28,496                                                (9,404)
           Capital    City   Bank   Group   Inc           Morgan    Stanley
       39,890                                                (1,197)
           Capital    One  Financial     Corp            Bank   of  America    Merrill    Lynch
       24,821                                                60,838
                                131/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Capital    One  Financial     Corp            Barclays     Bank
       5,372                                                8,756
           Capital    One  Financial     Corp            Goldman    Sachs
       1,317                                                3,727
           Capital    One  Financial     Corp            Morgan    Stanley
       3,750                                                6,113
           Capital    Senior    Living    Corp            Bank   of  America    Merrill    Lynch
      (144,561)                                                 26,021
           Capitol    Federal    Financial     Inc
      (152,120)                             HSBC                    17,494
           Capitol    Federal    Financial     Inc          Morgan    Stanley
      (12,026)                                                (2,345)
           Capri   Holdings     Ltd                Bank   of  America    Merrill    Lynch
       (1,557)                                                 (841)
           Capri   Holdings     Ltd                Barclays     Bank
       (9,793)                                               (13,710)
           Capri   Holdings     Ltd                Goldman    Sachs
      (10,637)                                                (5,744)
           Capri   Holdings     Ltd
      (17,081)                             HSBC                   (16,274)
           Capri   Holdings     Ltd                Morgan    Stanley
      (30,907)                                                (43,270)
           Capstar    Financial     Holdings     Inc          Bank   of  America    Merrill    Lynch
       11,351                                                 568
           Capstar    Financial     Holdings     Inc          Goldman    Sachs
       10,309                                                 515
           Capstar    Financial     Holdings     Inc          Morgan    Stanley
       3,292                                                (263)
           Capstead     Mortgage     Corp   (Reit)            Bank   of  America    Merrill    Lynch
      (181,517)                                                (10,891)
      (40,908)     Capstead     Mortgage     Corp   (Reit)            HSBC                    (6,136)
           Capstead     Mortgage     Corp   (Reit)            Morgan    Stanley
      (20,679)                                                (2,481)
           Cara   Therapeutics       Inc              Morgan    Stanley
       13,094                                                31,818
           CARBO   Ceramics     Inc                Bank   of  America    Merrill    Lynch
       8,928                                               (2,003)
           CARBO   Ceramics     Inc                Goldman    Sachs
       7,003                                               (1,571)
           CARBO   Ceramics     Inc                Morgan    Stanley
       23,336                                                 (523)
           Cardinal     Health    Inc               Bank   of  America    Merrill    Lynch
       6,440                                               (7,084)
           Cardinal     Health    Inc               Barclays     Bank
       (4,487)                                                2,468
           Cardinal     Health    Inc               Goldman    Sachs
        (515)                                                567
           Cardinal     Health    Inc
       (4,953)                            HSBC                    (6,885)
           Cardiovascular        Systems    Inc            Bank   of  America    Merrill    Lynch
       (1,893)                                                (2,925)
           Cardiovascular        Systems    Inc            Barclays     Bank
        (55)                                               (117)
           Cardiovascular        Systems    Inc
       (8,958)                            HSBC                   (11,243)
           Cardiovascular        Systems    Inc            Morgan    Stanley
       (1,990)                                                (4,249)
           Cardlytics      Inc                  Barclays     Bank
        914                                               (804)
           Cardlytics      Inc                  Goldman    Sachs
        891                                                267
           Cardlytics      Inc
        746                          HSBC                     196
           Cardlytics      Inc                  Morgan    Stanley
       5,945                                               (5,232)
           Cardtronics      Plc   ’A’               Bank   of  America    Merrill    Lynch
       2,195                                                4,610
       (9,753)    Cardtronics      Plc   ’A’               Barclays     Bank                2,243
           Cardtronics      Plc   ’A’               Goldman    Sachs
       (4,567)                                                (9,591)
           Cardtronics      Plc   ’A’               Goldman    Sachs
       3,145                                                6,605
           Cardtronics      Plc   ’A’               Morgan    Stanley
       (4,060)                                                 934
           Care.com     Inc                   Bank   of  America    Merrill    Lynch
       14,763                                                7,234
           Care.com     Inc                   Morgan    Stanley
       18,255                                                9,128
           CareDx    Inc                    Bank   of  America    Merrill    Lynch
       (4,845)                                                (5,281)
           CareDx    Inc                    Goldman    Sachs
      (13,050)                                                (14,225)
           CareDx    Inc
       (1,473)                            HSBC                     (191)
           CareDx    Inc                    Morgan    Stanley
       (2,595)                                                 (311)
           Career    Education     Corp               Barclays     Bank
       2,233                                                1,005
                                132/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Career    Education     Corp               Goldman    Sachs
       17,497                                                2,608
           Career    Education     Corp
       17,440                            HSBC                    (2,501)
           Career    Education     Corp               Morgan    Stanley
       14,691                                                6,611
           CareTrust     Inc  (Reit)                Barclays     Bank
      (15,832)                                                (16,149)
           CareTrust     Inc  (Reit)                Goldman    Sachs
      (34,854)                                                (33,808)
           CareTrust     Inc  (Reit)
      (106,896)                             HSBC                   (127,131)
           CareTrust     Inc  (Reit)                Morgan    Stanley
      (53,608)                                                (48,547)
           Cargurus     Inc                   Barclays     Bank
       16,242                                                (4,060)
           Cargurus     Inc                   Goldman    Sachs
       34,167                                               (11,275)
           Cargurus     Inc
       7,019                            HSBC                    7,495
           Cargurus     Inc                   Morgan    Stanley
       36,506                                                (9,127)
           Carlisle     Cos  Inc                 Bank   of  America    Merrill    Lynch
       1,523                                               (6,930)
           Carlisle     Cos  Inc                 Barclays     Bank
       2,036                                                4,480
           Carlisle     Cos  Inc                 Goldman    Sachs
       1,189                                               (3,935)
           Carlisle     Cos  Inc
       6,355                            HSBC                    (9,615)
       5,779    Carlisle     Cos  Inc                 Morgan    Stanley                12,714
           CarMax    Inc                    Bank   of  America    Merrill    Lynch
       4,040                                               (1,535)
           CarMax    Inc                    Barclays     Bank
       4,732                                                (177)
           CarMax    Inc
       10,584                            HSBC                    31,895
           CarMax    Inc                    Morgan    Stanley
       1,167                                                 47
           Carnival     Corp                   Barclays     Bank
       13,089                                                20,027
           Carnival     Corp                   Goldman    Sachs
       6,921                                                2,492
           Carnival     Corp
       28,103                            HSBC                    12,081
           Carnival     Corp                   Morgan    Stanley
       22,468                                                34,376
           Carolina     Financial     Corp              Barclays     Bank
       2,913                                                 146
           Carolina     Financial     Corp              Goldman    Sachs
       3,773                                               13,621
           Carolina     Financial     Corp
       34,302                            HSBC                   127,914
           Carolina     Financial     Corp              Morgan    Stanley
       17,021                                                 851
           Carpenter     Technology      Corp             Bank   of  America    Merrill    Lynch
       10,710                                                (5,783)
           Carpenter     Technology      Corp             Barclays     Bank
       2,990                                                1,914
           Carpenter     Technology      Corp             Goldman    Sachs
       17,395                                                (9,587)
           Carpenter     Technology      Corp
       7,040                            HSBC                    (3,294)
           Carpenter     Technology      Corp             Morgan    Stanley
       11,549                                                7,391
           Carriage     Services     Inc              Bank   of  America    Merrill    Lynch
       6,180                                               (3,893)
       2,437    Carriage     Services     Inc              Barclays     Bank                (910)
           Carriage     Services     Inc              Goldman    Sachs
       39,763                                               (24,630)
           Carriage     Services     Inc
       5,002                            HSBC                    (4,108)
           Carriage     Services     Inc              Morgan    Stanley
       2,412                                                 -
           Carrols    Restaurant      Group   Inc           Bank   of  America    Merrill    Lynch
      (15,696)                                                (10,359)
           Carrols    Restaurant      Group   Inc           Barclays     Bank
      (10,706)                                                  642
           Carrols    Restaurant      Group   Inc
      (57,270)                             HSBC                   (26,344)
           Carrols    Restaurant      Group   Inc           Morgan    Stanley
      (36,850)                                                 2,211
           Cars.com     Inc                   Barclays     Bank
       3,135                                                (125)
           Cars.com     Inc                   Goldman    Sachs
       3,851                                                2,540
           Cars.com     Inc
       30,175                            HSBC                    7,782
                                133/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Cars.com     Inc                   Morgan    Stanley
       5,667                                                (227)
           Carter    Bank   & Trust                Barclays     Bank
       (3,445)                                                (2,170)
           Carter    Bank   & Trust                Morgan    Stanley
      (54,486)                                                (34,326)
           Carter’s     Inc                  Bank   of  America    Merrill    Lynch
        (971)                                                204
           Carter’s     Inc                  Barclays     Bank
        (700)                                               (1,722)
           Carter’s     Inc                  Goldman    Sachs
       (4,521)                                                 949
           Carter’s     Inc                  Morgan    Stanley
       (3,557)                                                (8,750)
           Carvana    Co                   Barclays     Bank
        (546)                                               (2,850)
           Carvana    Co                   Goldman    Sachs
      (11,418)                                               (153,344)
           Carvana    Co
       (8,586)                            HSBC                   (146,305)
           Casella    Waste   Systems    Inc   ’A’          Bank   of  America    Merrill    Lynch
       (5,775)                                               (28,125)
           Casella    Waste   Systems    Inc   ’A’          Barclays     Bank
      (10,315)                                                (24,064)
           Casella    Waste   Systems    Inc   ’A’          Goldman    Sachs
      (18,659)                                                (74,643)
           Casella    Waste   Systems    Inc   ’A’
      (23,355)                             HSBC                   (90,160)
           Casella    Waste   Systems    Inc   ’A’          Morgan    Stanley
      (28,035)                                                (70,649)
        (850)   Casey’s     General    Stores    Inc           Bank   of  America    Merrill    Lynch        (4,276)
           Casey’s     General    Stores    Inc           Barclays     Bank
       (1,003)                                                (3,852)
           Casey’s     General    Stores    Inc           Goldman    Sachs
       (1,066)                                                (5,362)
           Casey’s     General    Stores    Inc
       (1,845)                            HSBC                   (15,703)
           Casey’s     General    Stores    Inc           Morgan    Stanley
        (588)                                               (2,258)
           CASI   Pharmaceuticals        Inc             Morgan    Stanley
      (82,335)                                                 9,057
           Cass   Information      Systems    Inc           Barclays     Bank
       (4,278)                                                (5,390)
           Cass   Information      Systems    Inc           Goldman    Sachs
       (3,994)                                                5,512
           Cass   Information      Systems    Inc
      (15,208)                             HSBC                    47,735
           Cass   Information      Systems    Inc           Morgan    Stanley
       (7,768)                                                (9,788)
           Castle    Biosciences      Inc              Goldman    Sachs
       6,289                                               (10,754)
           Castle    Biosciences      Inc
       3,912                            HSBC                    19,443
           Castlight     Health    Inc   ’B’            Bank   of  America    Merrill    Lynch
      200,557                                                (4,011)
           Castlight     Health    Inc   ’B’            Goldman    Sachs
       60,840                                                (1,217)
           Castlight     Health    Inc   ’B’
      140,937                             HSBC                    (7,047)
           Castlight     Health    Inc   ’B’            Morgan    Stanley
      188,072                                                   -
           Catalent     Inc                   Bank   of  America    Merrill    Lynch
       11,039                                                25,831
           Catalent     Inc                   Barclays     Bank
       6,890                                                4,961
           Catalent     Inc                   Goldman    Sachs
       4,628                                               10,830
       2,102    Catalent     Inc                   HSBC                    6,810
           Catalent     Inc                   Morgan    Stanley
      (26,469)                                                (19,058)
           Catalent     Inc                   Morgan    Stanley
       3,860                                                2,779
           Catalyst     Pharmaceuticals        Inc
      (22,341)                             HSBC                    10,500
           Catalyst     Pharmaceuticals        Inc           Morgan    Stanley
      (13,185)                                                (1,978)
           CatchMark     Timber    Trust   Inc   ’A’   (Reit)       Bank   of  America    Merrill    Lynch
      (14,853)                                                (8,912)
           CatchMark     Timber    Trust   Inc   ’A’   (Reit)       Goldman    Sachs
      (152,334)                                                (91,400)
           CatchMark     Timber    Trust   Inc   ’A’   (Reit)
      (20,228)                             HSBC                    (8,496)
           CatchMark     Timber    Trust   Inc   ’A’   (Reit)       Morgan    Stanley
      (42,280)                                                (13,107)
           Caterpillar      Inc                 Bank   of  America    Merrill    Lynch
      (17,233)                                                 6,204
           Caterpillar      Inc                 Barclays     Bank
      (13,566)                                                (14,515)
                                134/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Caterpillar      Inc                 Goldman    Sachs
      (20,611)                                                 4,142
           Caterpillar      Inc                 Morgan    Stanley
       (9,068)                                                (9,702)
           Cathay    General    Bancorp                Barclays     Bank
      141,651                                                (12,749)
           Cathay    General    Bancorp                Goldman    Sachs
       24,753                                                7,179
           Cathay    General    Bancorp
       1,420                            HSBC                     (43)
           Cathay    General    Bancorp                Morgan    Stanley
       58,849                                                (5,297)
           Cato   Corp/The     ’A’                Bank   of  America    Merrill    Lynch
       28,092                                                34,272
           Cavco   Industries      Inc               Bank   of  America    Merrill    Lynch
       (8,430)                                               (79,748)
           Cavco   Industries      Inc               Barclays     Bank
       (3,132)                                               (28,721)
           Cavco   Industries      Inc               Goldman    Sachs
        (640)                                               (6,055)
           Cavco   Industries      Inc
       (1,476)                            HSBC                   (12,585)
           Cavco   Industries      Inc               Morgan    Stanley
       (1,184)                                               (10,858)
           CB  Financial     Services     Inc            Bank   of  America    Merrill    Lynch
       1,645                                                1,974
           CB  Financial     Services     Inc            Barclays     Bank
       10,907                                                11,998
           CB  Financial     Services     Inc            Goldman    Sachs
       7,594                                                9,113
       6,799    CB  Financial     Services     Inc            Morgan    Stanley                 7,479
           CBIZ   Inc                     Bank   of  America    Merrill    Lynch
       (9,469)                                                (3,977)
           CBL  & Associates      Properties      Inc  (Reit)       Goldman    Sachs
      (144,675)                                                 8,681
           CBL  & Associates      Properties      Inc  (Reit)       Morgan    Stanley
      (118,808)                                                (16,633)
           Cboe   Global    Markets    Inc             Bank   of  America    Merrill    Lynch
        (564)                                               2,927
           Cboe   Global    Markets    Inc             Barclays     Bank
       (2,327)                                                10,645
           Cboe   Global    Markets    Inc             Goldman    Sachs
       (1,887)                                                9,251
           Cboe   Global    Markets    Inc
       (2,293)                            HSBC                    (1,304)
           Cboe   Global    Markets    Inc             Morgan    Stanley
       (4,918)                                                25,770
           CBRE   Group   Inc   ’A’               Barclays     Bank
      (11,882)                                                (21,085)
           CBRE   Group   Inc   ’A’               Goldman    Sachs
      (12,710)                                                (23,842)
           CBRE   Group   Inc   ’A’
       (2,528)                            HSBC                    (6,246)
           CBRE   Group   Inc   ’A’               Morgan    Stanley
      (33,410)                                                (83,191)
           CBS  Corp   ’B’   (Non   Voting)             Bank   of  America    Merrill    Lynch
       (1,719)                                                (3,129)
           CBS  Corp   ’B’   (Non   Voting)             Barclays     Bank
      (18,523)                                                (16,115)
           CBS  Corp   ’B’   (Non   Voting)             Goldman    Sachs
      (11,812)                                                (19,974)
           CBS  Corp   ’B’   (Non   Voting)
       (4,895)                            HSBC                    (6,152)
           CBS  Corp   ’B’   (Non   Voting)             Morgan    Stanley
       (1,988)                                                (1,730)
           CBTX   Inc                     Goldman    Sachs
       5,582                                                 447
       4,213    CBTX   Inc                     Morgan    Stanley                 1,180
           CDK  Global    Inc                  Barclays     Bank
      (32,023)                                                (27,220)
           CDK  Global    Inc                  Goldman    Sachs
      (13,199)                                                (19,270)
           CDK  Global    Inc
      (15,475)                             HSBC                   (33,039)
           CDK  Global    Inc                  Morgan    Stanley
      (21,786)                                                (18,518)
           CDW  Corp/DE                     Bank   of  America    Merrill    Lynch
       4,928                                               (5,273)
           CDW  Corp/DE                     Barclays     Bank
       9,303                                               (8,931)
           CDW  Corp/DE                     Goldman    Sachs
       2,337                                               (2,794)
           CDW  Corp/DE
       16,341                            HSBC                    30,007
           CDW  Corp/DE                     Morgan    Stanley
       15,562                                               (14,939)
           CECO   Environmental       Corp              Bank   of  America    Merrill    Lynch
       77,698                                               (16,317)
                                135/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Cedar   Realty    Trust   Inc  (Reit)
      153,842                             HSBC                   (23,076)
           Cedar   Realty    Trust   Inc  (Reit)            Morgan    Stanley
      173,542                                                 1,735
           Celanese     Corp
      (41,993)                             HSBC                    63,409
           Celanese     Corp                   Morgan    Stanley
      (17,106)                                                (17,277)
           Cellular     Biomedicine      Group   Inc          Barclays     Bank
       (1,551)                                                (1,179)
           Celsius    Holdings     Inc               Barclays     Bank
       (9,750)                                                (2,730)
           Celsius    Holdings     Inc
      (13,021)                             HSBC                   (10,417)
           Centene    Corp
       (8,264)                            HSBC                   (42,229)
           Centene    Corp
       9,288                            HSBC                    47,462
           Centene    Corp                   Morgan    Stanley
       (3,424)                                                (2,465)
           Centene    Corp                   Morgan    Stanley
       6,695                                                4,820
           Centennial      Resource     Development      Inc/DE    ’A’   Bank   of  America    Merrill    Lynch
       38,134                                                (7,245)
           Centennial      Resource     Development      Inc/DE    ’A’   Barclays     Bank
       26,826                                                (6,707)
           Centennial      Resource     Development      Inc/DE    ’A’
       19,855                            HSBC                    (8,339)
           CenterPoint      Energy    Inc              Bank   of  America    Merrill    Lynch
         49                                               (39)
      (17,776)     CenterPoint      Energy    Inc              Bank   of  America    Merrill    Lynch        2,686
           CenterPoint      Energy    Inc              Goldman    Sachs
      (10,834)                                                (2,591)
           CenterPoint      Energy    Inc
       31,866                            HSBC                   (130,332)
           CenterPoint      Energy    Inc              Morgan    Stanley
      (44,210)                                                 2,653
           CenterState      Bank   Corp               Morgan    Stanley
      (37,012)                                                (12,954)
           CenterState      Bank   Corp               Morgan    Stanley
       26,368                                                9,229
           Central    Garden    & Pet  Co  ’A’           Bank   of  America    Merrill    Lynch
       1,048                                               (5,167)
           Central    Garden    & Pet  Co  ’A’           Barclays     Bank
       1,030                                               (4,522)
           Central    Garden    & Pet  Co  ’A’           Goldman    Sachs
       2,715                                               (13,385)
           Central    Garden    & Pet  Co  ’A’
       1,174                            HSBC                    (4,790)
           Central    Garden    & Pet  Co  ’A’           Morgan    Stanley
       16,977                                               (74,529)
           Central    Pacific    Financial     Corp          Bank   of  America    Merrill    Lynch
       52,199                                               (19,836)
           Central    Pacific    Financial     Corp          Morgan    Stanley
      109,793                                                (3,294)
           Central    Valley    Community     Bancorp           Bank   of  America    Merrill    Lynch
      (17,075)                                                (1,195)
           Central    Valley    Community     Bancorp           Barclays     Bank
       (1,300)                                                 (507)
           Central    Valley    Community     Bancorp           Goldman    Sachs
       (7,681)                                                 (538)
           Central    Valley    Community     Bancorp
       (5,023)                            HSBC                    (1,406)
           Centric    Brands    Inc                Morgan    Stanley
      (19,049)                                                (4,953)
           Century    Aluminum     Co               Bank   of  America    Merrill    Lynch
      (14,878)                                                 2,232
      (50,187)     Century    Aluminum     Co               HSBC                    65,745
           Century    Aluminum     Co               Morgan    Stanley
      (37,393)                                                (5,983)
           Century    Bancorp    Inc/MA    ’A’           Bank   of  America    Merrill    Lynch
       (1,888)                                                (2,596)
           Century    Bancorp    Inc/MA    ’A’           Goldman    Sachs
        (892)                                               (1,227)
           Century    Casinos    Inc               Bank   of  America    Merrill    Lynch
       8,200                                                2,460
           Century    Casinos    Inc               Barclays     Bank
       92,338                                                20,314
           Century    Casinos    Inc               Goldman    Sachs
       8,700                                                2,610
           Century    Casinos    Inc
       12,802                            HSBC                    4,432
           Century    Casinos    Inc               Morgan    Stanley
       57,560                                                12,663
                                136/379




                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Century    Communities      Inc             Barclays     Bank
       19,104                                                25,520
           Century    Communities      Inc             Goldman    Sachs
       3,093                                                1,206
           Century    Communities      Inc
       42,260                            HSBC                    65,644
           Century    Communities      Inc             Morgan    Stanley
       13,840                                                19,099
           CenturyLink      Inc                 Goldman    Sachs
       38,900                                               (17,116)
           CenturyLink      Inc                 Morgan    Stanley
      120,722                                                (53,118)
           Cerence    Inc                   Bank   of  America    Merrill    Lynch
       1,005                                                (553)
           Cerence    Inc                   Goldman    Sachs
       4,553                                               (2,504)
           Cerence    Inc
       1,926                            HSBC                    (2,176)
           Cerence    Inc                   Morgan    Stanley
       5,749                                                (403)
           Ceridian     HCM  Holding    Inc             Bank   of  America    Merrill    Lynch
       (1,303)                                                (5,772)
           Ceridian     HCM  Holding    Inc             Barclays     Bank
       (6,352)                                               (16,516)
           Ceridian     HCM  Holding    Inc
       (6,539)                            HSBC                   (25,936)
           Ceridian     HCM  Holding    Inc             Morgan    Stanley
       (4,588)                                               (11,928)
           Cerner    Corp                    Barclays     Bank
       (6,840)                                               (15,800)
      (24,804)     Cerner    Corp                    Goldman    Sachs               (83,094)
           Cerner    Corp
      (14,433)                             HSBC                   (64,082)
           Cerner    Corp                    Morgan    Stanley
      (11,544)                                                (26,667)
           Cerus   Corp                    Bank   of  America    Merrill    Lynch
       (4,687)                                                1,383
           Cerus   Corp                    Goldman    Sachs
      (47,650)                                                14,057
           Cerus   Corp                    Morgan    Stanley
      (37,165)                                                 1,672
           CEVA   Inc                     Bank   of  America    Merrill    Lynch
      (21,552)                                                34,268
           CF  Industries      Holdings     Inc
       18,555                            HSBC                    (9,834)
           CF  Industries      Holdings     Inc            Morgan    Stanley
       6,628                                                7,622
           CH  Robinson     Worldwide     Inc            Bank   of  America    Merrill    Lynch
        (781)                                               (1,454)
           CH  Robinson     Worldwide     Inc            Barclays     Bank
       (3,487)                                                (6,102)
           CH  Robinson     Worldwide     Inc            Goldman    Sachs
       11,778                                                30,858
           CH  Robinson     Worldwide     Inc
       (2,926)                            HSBC                    (7,749)
           CH  Robinson     Worldwide     Inc            Morgan    Stanley
       5,165                                                9,039
           CH  Robinson     Worldwide     Inc            Morgan    Stanley
       (8,440)                                               (14,770)
           Champions     Oncology     Inc              Bank   of  America    Merrill    Lynch
      (24,464)                                                (3,425)
           Change    Healthcare      Inc              Bank   of  America    Merrill    Lynch
       10,255                                                (2,205)
           Change    Healthcare      Inc              Barclays     Bank
       21,560                                                2,048
           Change    Healthcare      Inc              Goldman    Sachs
       10,463                                                (2,250)
       19,348    Change    Healthcare      Inc              HSBC                    4,741
           Change    Healthcare      Inc              Morgan    Stanley
       3,545                                                 337
           ChannelAdvisor        Corp                Bank   of  America    Merrill    Lynch
        889                                                391
           ChannelAdvisor        Corp                Barclays     Bank
       16,586                                                4,707
           ChannelAdvisor        Corp                Goldman    Sachs
       16,857                                                6,985
           ChannelAdvisor        Corp
       24,866                            HSBC                    7,997
           ChannelAdvisor        Corp                Morgan    Stanley
       8,089                                                3,316
           Charles    River   Laboratories       International       Inc  Barclays     Bank
        (617)                                               (3,498)
           Charles    River   Laboratories       International       Inc  Goldman    Sachs
        (773)                                               (5,697)
                                137/379




                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Charles    River   Laboratories       International       Inc
       (3,748)                            HSBC                   (59,706)
           Charles    River   Laboratories       International       Inc
        145                          HSBC                    2,310
           Charles    River   Laboratories       International       Inc  Morgan    Stanley
       (5,677)                                               (32,189)
           Charles    River   Laboratories       International       Inc  Morgan    Stanley
        758                                               4,298
           Charles    Schwab    Corp/The                Bank   of  America    Merrill    Lynch
       2,793                                               14,831
           Charles    Schwab    Corp/The                Goldman    Sachs
       5,961                                               31,653
           Charles    Schwab    Corp/The                Morgan    Stanley
       8,133                                               11,874
           Chart   Industries      Inc               Barclays     Bank
        197                                                280
           Chart   Industries      Inc               Barclays     Bank
       (3,121)                                                (2,093)
           Chart   Industries      Inc               Goldman    Sachs
       (2,223)                                                3,322
           Chart   Industries      Inc               Goldman    Sachs
       1,914                                               (4,498)
           Chart   Industries      Inc
       (6,781)                            HSBC                    (6,522)
           Chart   Industries      Inc               Morgan    Stanley
      (15,872)                                                (22,538)
           Charter    Communications        Inc   ’A’         Goldman    Sachs
       1,717                                                6,378
           Charter    Communications        Inc   ’A’         Morgan    Stanley
       (3,781)                                                (6,428)
        266   Charter    Communications        Inc   ’A’         Morgan    Stanley                 1,200
           Chase   Corp                    Bank   of  America    Merrill    Lynch
       (4,556)                                                31,254
           Chase   Corp                    Goldman    Sachs
       (9,411)                                                64,559
           Chase   Corp                    Morgan    Stanley
      (19,523)                                                (59,740)
           Chatham    Lodging    Trust   (Reit)            Morgan    Stanley
       13,141                                                7,228
           CHC  Group   Ltd*                  Morgan    Stanley
       2,498                                               (1,124)
           Check   Point   Software     Technologies       Ltd      Bank   of  America    Merrill    Lynch
       (1,147)                                                (1,709)
           Check   Point   Software     Technologies       Ltd      Barclays     Bank
        (786)                                                (606)
           Check   Point   Software     Technologies       Ltd
       (3,701)                            HSBC                    (9,142)
           Check   Point   Software     Technologies       Ltd      Morgan    Stanley
      (19,963)                                                (15,372)
           Cheesecake      Factory    Inc/The              Barclays     Bank
       8,293                                                4,727
           Cheesecake      Factory    Inc/The
       36,240                            HSBC                    27,905
           Chefs’    Warehouse     Inc/The              Barclays     Bank
       (6,651)                                                (7,516)
           Chefs’    Warehouse     Inc/The              Goldman    Sachs
       (4,678)                                                (3,976)
           Chefs’    Warehouse     Inc/The
       (5,369)                            HSBC                    (4,349)
           Chefs’    Warehouse     Inc/The              Morgan    Stanley
      (17,385)                                                (19,645)
           Chegg   Inc
       31,191                            HSBC                   158,450
           Chegg   Inc                    Morgan    Stanley
       19,211                                                48,604
           Chemed    Corp                    Bank   of  America    Merrill    Lynch
       4,254                                               99,904
        871   Chemed    Corp                    Barclays     Bank                6,350
           Chemed    Corp                    Goldman    Sachs
        221                                               5,399
           Chemed    Corp
        467                          HSBC                    2,857
           ChemoCentryx       Inc                 Bank   of  America    Merrill    Lynch
       33,789                                               722,071
           ChemoCentryx       Inc                 Barclays     Bank
       16,433                                               365,963
           ChemoCentryx       Inc                 Goldman    Sachs
       5,171                                               110,504
           ChemoCentryx       Inc
       16,258                            HSBC                   333,452
           ChemoCentryx       Inc                 Morgan    Stanley
       9,750                                               217,132
           Chemours     Co/The                   Bank   of  America    Merrill    Lynch
       (1,948)                                                4,714
                                138/379




                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Chemours     Co/The                   Barclays     Bank
       (2,898)                                                 145
           Chemours     Co/The                   Goldman    Sachs
       (3,742)                                                9,056
           Chemours     Co/The                   Morgan    Stanley
       (2,082)                                                 104
           Chemung    Financial     Corp              Bank   of  America    Merrill    Lynch
      (11,579)                                                 1,968
           Chemung    Financial     Corp              Morgan    Stanley
       (5,694)                                                (8,769)
           Cheniere     Energy    Inc               Bank   of  America    Merrill    Lynch
       (2,172)                                                 (506)
           Cheniere     Energy    Inc               Barclays     Bank
       (1,536)                                                 (430)
           Cheniere     Energy    Inc               Goldman    Sachs
       (4,447)                                                1,379
           Cheniere     Energy    Inc
      (14,863)                             HSBC                    9,215
           Cheniere     Energy    Inc               Morgan    Stanley
      (28,409)                                                (7,954)
           Cherry    Hill   Mortgage     Investment      Corp   (Reit)    Bank   of  America    Merrill    Lynch
      (44,312)                                                (11,964)
           Cherry    Hill   Mortgage     Investment      Corp   (Reit)    Goldman    Sachs
      (11,876)                                                (3,207)
           Cherry    Hill   Mortgage     Investment      Corp   (Reit)    Morgan    Stanley
       (7,467)                                                (2,091)
           Chesapeake      Energy    Corp              Morgan    Stanley
       18,278                                                 296
           Chesapeake      Utilities     Corp             Bank   of  America    Merrill    Lynch
       9,310                                               23,927
       3,720    Chesapeake      Utilities     Corp             Barclays     Bank                6,138
           Chesapeake      Utilities     Corp             Goldman    Sachs
       1,802                                                4,631
           Chesapeake      Utilities     Corp
       1,492                            HSBC                    6,087
           Chesapeake      Utilities     Corp             Morgan    Stanley
       3,123                                                5,153
           Chevron    Corp                   Bank   of  America    Merrill    Lynch
       (1,161)                                                3,506
           Chevron    Corp                   Barclays     Bank
       (8,700)                                                8,787
           Chevron    Corp                   Goldman    Sachs
      (15,870)                                                47,927
           Chevron    Corp
       (5,797)                            HSBC                    19,188
           Chevron    Corp                   Morgan    Stanley
      (16,348)                                                16,511
           Chewy   Inc   ’A’                  Barclays     Bank
      (30,351)                                                (56,757)
           Chewy   Inc   ’A’                  Morgan    Stanley
      (20,712)                                                (38,732)
           Chiasma    Inc                   Barclays     Bank
      (14,209)                                                (2,131)
           Chiasma    Inc
       (7,200)                            HSBC                    (1,944)
           Chiasma    Inc                   Morgan    Stanley
      (35,079)                                                (5,262)
           Chico’s     FAS  Inc                 Barclays     Bank
      (133,766)                                                (145,805)
           Chico’s     FAS  Inc                 Goldman    Sachs
      (13,019)                                                (14,614)
           Chico’s     FAS  Inc
      (23,217)                             HSBC                   (14,433)
           Chico’s     FAS  Inc                 Morgan    Stanley
      (23,411)                                                (19,256)
           Children’s      Place   Inc/The              Bank   of  America    Merrill    Lynch
       3,270                                               (23,780)
       6,020    Children’s      Place   Inc/The              Barclays     Bank               13,613
           Children’s      Place   Inc/The              Goldman    Sachs
       1,047                                               (9,465)
           Children’s      Place   Inc/The
       6,529                            HSBC                   (49,208)
           Children’s      Place   Inc/The              Morgan    Stanley
       5,884                                               13,133
           Chimera    Investment      Corp   (Reit)           Bank   of  America    Merrill    Lynch
      (22,600)                                                (3,164)
           Chimera    Investment      Corp   (Reit)           Barclays     Bank
      (30,033)                                                (5,706)
           Chimera    Investment      Corp   (Reit)           Goldman    Sachs
      (44,602)                                                (6,244)
           Chimera    Investment      Corp   (Reit)
      (62,966)                             HSBC                    (4,407)
           Chimera    Investment      Corp   (Reit)           Morgan    Stanley
      (81,605)                                                (15,505)
           Chimerix     Inc                   Bank   of  America    Merrill    Lynch
      107,791                                                33,954
           Chimerix     Inc                   Goldman    Sachs
       63,237                                                19,920
                                139/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Chimerix     Inc                   Morgan    Stanley
       34,560                                                2,246
           China   Biologic     Products     Holdings     Inc       Bank   of  America    Merrill    Lynch
        373                                               (317)
           China   Biologic     Products     Holdings     Inc
        707                          HSBC                      99
           Chipotle     Mexican    Grill   Inc            Bank   of  America    Merrill    Lynch
        286                                              18,788
           Chipotle     Mexican    Grill   Inc            Barclays     Bank
        572                                              27,393
           Chipotle     Mexican    Grill   Inc            Goldman    Sachs
        298                                              19,620
           Chipotle     Mexican    Grill   Inc
         95                          HSBC                    8,444
           Chipotle     Mexican    Grill   Inc            Morgan    Stanley
        421                                              20,162
           Choice    Hotels    International       Inc         Bank   of  America    Merrill    Lynch
       11,457                                                61,489
           Choice    Hotels    International       Inc         Barclays     Bank
       12,101                                                52,748
           Choice    Hotels    International       Inc         Goldman    Sachs
       22,627                                               122,135
           Choice    Hotels    International       Inc
       13,236                            HSBC                    91,445
           Choice    Hotels    International       Inc         Morgan    Stanley
       26,481                                               117,046
           Chubb   Ltd                    Barclays     Bank
       (3,494)                                                (3,599)
           Chubb   Ltd                    Goldman    Sachs
       (4,721)                                                (3,797)
        (237)   Chubb   Ltd                    Morgan    Stanley                 (244)
           Church    & Dwight    Co  Inc              Goldman    Sachs
       30,303                                                81,819
           Church    & Dwight    Co  Inc
       37,795                            HSBC                    93,732
           Church    & Dwight    Co  Inc              Morgan    Stanley
       8,031                                                9,798
           Churchill     Downs   Inc               Bank   of  America    Merrill    Lynch
       4,154                                               23,096
           Churchill     Downs   Inc               Barclays     Bank
       3,585                                               12,691
           Churchill     Downs   Inc               Goldman    Sachs
       1,986                                               11,042
           Churchill     Downs   Inc
       17,444                            HSBC                   120,364
           Churchill     Downs   Inc               Morgan    Stanley
       7,753                                               27,446
           Chuy’s    Holdings     Inc               Goldman    Sachs
       8,900                                               14,596
           Chuy’s    Holdings     Inc
       8,297                            HSBC                    9,044
           Chuy’s    Holdings     Inc               Morgan    Stanley
       15,797                                                14,375
           Cia  Brasileira      de  Distribuicao       ADR
       1,870                            HSBC                     (804)
           Cia  Brasileira      de  Distribuicao       ADR        Morgan    Stanley
       11,039                                                2,649
           Cia  de  Minas   Buenaventura       SAA  ADR        Goldman    Sachs
      (36,521)                                                (8,905)
           Cia  Siderurgica      Nacional     SA  ADR         Morgan    Stanley
      (198,339)                                                (30,743)
           Cidara    Therapeutics       Inc             Goldman    Sachs
       44,583                                                (3,567)
           Ciena   Corp                    Bank   of  America    Merrill    Lynch
       13,481                                                 135
           Ciena   Corp                    Barclays     Bank
       9,783                                               10,370
       83,698    Ciena   Corp                    Goldman    Sachs                4,068
           Ciena   Corp
       9,137                            HSBC                    4,430
           Ciena   Corp                    Morgan    Stanley
       7,985                                                7,925
           Cigna   Corp
       (1,114)                            HSBC                    4,618
           Cigna   Corp                    Morgan    Stanley
       3,273                                               (6,481)
           Cimarex    Energy    Co                Goldman    Sachs
       (1,311)                                                1,508
           Cimarex    Energy    Co
       (4,232)                            HSBC                    3,513
           Cimarex    Energy    Co                Morgan    Stanley
      (39,297)                                                38,511
           Cimpress     NV                   Barclays     Bank
       (2,959)                                               (13,286)
           Cimpress     NV                   Goldman    Sachs
       (2,853)                                                22,225
           Cimpress     NV
       (3,953)                            HSBC                    28,369
                                140/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Cimpress     NV                   Morgan    Stanley
      (11,550)                                                (51,860)
           Cincinnati      Bell   Inc               Barclays     Bank
       (6,813)                                                 (341)
           Cincinnati      Bell   Inc               Goldman    Sachs
       (7,521)                                                (6,769)
           Cincinnati      Financial     Corp             Barclays     Bank
       2,677                                                3,989
           Cincinnati      Financial     Corp             Goldman    Sachs
       5,746                                                 804
           Cincinnati      Financial     Corp
       5,388                            HSBC                    (1,162)
           Cincinnati      Financial     Corp             Morgan    Stanley
       20,514                                                30,566
           Cinemark     Holdings     Inc              Bank   of  America    Merrill    Lynch
       19,226                                                 (385)
           Cinemark     Holdings     Inc              Barclays     Bank
       24,624                                                25,855
           Cinemark     Holdings     Inc
       13,131                            HSBC                   (29,020)
           Cinemark     Holdings     Inc              Morgan    Stanley
       21,631                                                22,713
           Cintas    Corp                    Bank   of  America    Merrill    Lynch
       4,104                                                7,961
           Cintas    Corp                    Barclays     Bank
       4,094                                               16,253
           Cintas    Corp                    Goldman    Sachs
       9,228                                               17,902
           Cintas    Corp
       3,224                            HSBC                    (8,277)
       13,514    Cintas    Corp                    Morgan    Stanley                53,650
           Cirrus    Logic   Inc                 Bank   of  America    Merrill    Lynch
       18,814                                               (15,992)
           Cirrus    Logic   Inc                 Barclays     Bank
       32,621                                                70,839
           Cirrus    Logic   Inc                 Goldman    Sachs
       9,644                                               (4,848)
           Cirrus    Logic   Inc
       19,257                            HSBC                    15,456
           Cirrus    Logic   Inc                 Morgan    Stanley
        485                                               (193)
           Cisco   Systems    Inc                Bank   of  America    Merrill    Lynch
       (1,323)                                                 (259)
           Cisco   Systems    Inc                Barclays     Bank
       (2,018)                                                 (166)
           Cisco   Systems    Inc
       31,590                            HSBC                   (110,565)
           Cisco   Systems    Inc
       (6,423)                            HSBC                    22,481
           Cision    Ltd                    Barclays     Bank
      (13,210)                                                 (132)
           Cision    Ltd                    Goldman    Sachs
      (30,405)                                                 7,771
           Cision    Ltd
      (39,897)                             HSBC                    5,358
           Cision    Ltd                    Morgan    Stanley
      (48,731)                                                 (487)
           CIT  Group   Inc                  Bank   of  America    Merrill    Lynch
       4,016                                                2,691
           CIT  Group   Inc                  Barclays     Bank
       41,307                                                25,610
           CIT  Group   Inc                  Goldman    Sachs
       27,417                                                18,369
           CIT  Group   Inc
       24,355                            HSBC                    22,675
           CIT  Group   Inc                  Morgan    Stanley
       19,160                                                11,879
       (4,191)    Citi   Trends    Inc                 Barclays     Bank               (6,873)
           Citi   Trends    Inc
       (7,847)                            HSBC                   (13,497)
           Citigroup     Inc                  Barclays     Bank
       (6,081)                                                (3,344)
           Citigroup     Inc
      (11,912)                             HSBC                    8,338
           Citigroup     Inc                  Morgan    Stanley
      (28,006)                                                (15,404)
           Citizens     & Northern     Corp             Bank   of  America    Merrill    Lynch
      (59,983)                                                 5,998
           Citizens     & Northern     Corp             Morgan    Stanley
       (9,307)                                                2,513
           Citizens     Financial     Group   Inc           Bank   of  America    Merrill    Lynch
       17,262                                                8,976
           Citizens     Financial     Group   Inc           Goldman    Sachs
       20,571                                                10,697
           Citizens     Financial     Group   Inc
       10,860                            HSBC                      -
           Citizens     Financial     Group   Inc           Morgan    Stanley
       11,709                                                 (820)
                                141/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Citizens     Inc/TX                   Bank   of  America    Merrill    Lynch
       (6,319)                                                 (569)
           Citizens     Inc/TX                   Barclays     Bank
      (16,361)                                                 (818)
           Citizens     Inc/TX
      (22,686)                             HSBC                    (5,218)
           Citizens     Inc/TX                   Morgan    Stanley
      (49,615)                                                (2,481)
           Citrix    Systems    Inc                Bank   of  America    Merrill    Lynch
      (15,218)                                                (3,652)
           Citrix    Systems    Inc                Barclays     Bank
       (8,108)                                                7,459
           Citrix    Systems    Inc                Goldman    Sachs
      (11,150)                                                (2,676)
           Citrix    Systems    Inc
       (6,491)                            HSBC                   (12,707)
           Citrix    Systems    Inc                Morgan    Stanley
      (12,468)                                                11,471
           City   Holding    Co                 Barclays     Bank
       (2,906)                                                 (494)
           City   Holding    Co                 Goldman    Sachs
      (13,387)                                                  937
           City   Holding    Co                 Morgan    Stanley
       (6,313)                                                (1,073)
           Civeo   Corp                    Bank   of  America    Merrill    Lynch
      (117,653)                                                 2,353
           Civeo   Corp                    Goldman    Sachs
      (11,457)                                                  229
           Civeo   Corp                    Morgan    Stanley
      (15,824)                                                  654
      (10,825)     Civista    Bancshares      Inc              Goldman    Sachs                6,982
           Civista    Bancshares      Inc              Morgan    Stanley
       (2,896)                                                 941
           Clarivate     Analytics     Plc             Morgan    Stanley
      (30,380)                                                (9,114)
           Clarus    Corp                    Barclays     Bank
       (2,625)                                                (1,024)
           Clarus    Corp
      (17,817)                             HSBC                   (11,848)
           Clarus    Corp                    Morgan    Stanley
      (76,874)                                                (29,373)
           Clean   Energy    Fuels   Corp
       58,449                            HSBC                   (18,704)
           Clean   Energy    Fuels   Corp              Morgan    Stanley
       14,846                                                 (594)
           Clean   Harbors    Inc                Bank   of  America    Merrill    Lynch
       2,525                                               (3,291)
           Clean   Harbors    Inc                Barclays     Bank
       3,850                                                1,155
           Clean   Harbors    Inc                Goldman    Sachs
       2,819                                               (3,637)
           Clean   Harbors    Inc
       6,193                            HSBC                     (372)
           Clean   Harbors    Inc                Morgan    Stanley
       13,287                                                3,986
           Clear   Channel    Outdoor    Holdings     Inc        Morgan    Stanley
      (138,935)                                                (22,230)
           Clearfield      Inc                  Goldman    Sachs
       1,550                                                1,364
           Clearfield      Inc                  Morgan    Stanley
       3,080                                                1,478
           Clearwater      Paper   Corp               Bank   of  America    Merrill    Lynch
       7,407                                                2,592
           Clearwater      Paper   Corp               Goldman    Sachs
       14,050                                                4,918
           Clearwater      Paper   Corp
       7,596                            HSBC                    3,950
       4,475    Clearwater      Paper   Corp               Morgan    Stanley                 9,263
           Clearway     Energy    Inc   ’A’
       70,647                            HSBC                    36,736
           Clearway     Energy    Inc   ’C’             Bank   of  America    Merrill    Lynch
      (11,411)                                                 (913)
           Clearway     Energy    Inc   ’C’             Barclays     Bank
      (23,110)                                                (12,248)
           Clearway     Energy    Inc   ’C’             Goldman    Sachs
      (46,141)                                                (4,322)
           Clearway     Energy    Inc   ’C’
      (67,057)                             HSBC                   (21,573)
           Clearway     Energy    Inc   ’C’             Morgan    Stanley
      (80,120)                                                (42,464)
           Cleveland-Cliffs         Inc               Bank   of  America    Merrill    Lynch
       13,932                                                12,539
           Cleveland-Cliffs         Inc               Barclays     Bank
      (35,540)                                                (4,976)
           Cleveland-Cliffs         Inc               Goldman    Sachs
      (37,156)                                                (13,528)
           Cleveland-Cliffs         Inc               Goldman    Sachs
        224                                                202
                                142/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Cleveland-Cliffs         Inc
       (8,178)                            HSBC                    (4,171)
           Clipper    Realty    Inc  (Reit)              Bank   of  America    Merrill    Lynch
       8,051                                               (6,119)
           Clipper    Realty    Inc  (Reit)              Barclays     Bank
       28,275                                                (4,807)
           Clipper    Realty    Inc  (Reit)              Goldman    Sachs
       24,107                                               (18,321)
           Clipper    Realty    Inc  (Reit)
       5,064                            HSBC                    (7,292)
           Clipper    Realty    Inc  (Reit)              Morgan    Stanley
       24,316                                                (4,134)
           Clorox    Co/The                    Bank   of  America    Merrill    Lynch
       (1,576)                                                (5,737)
           Clorox    Co/The                    Barclays     Bank
       (3,341)                                                (8,954)
           Clorox    Co/The                    Goldman    Sachs
       (3,641)                                               (13,253)
           Clorox    Co/The
       1,958                            HSBC                    1,841
           Clorox    Co/The
       (2,536)                            HSBC                    (2,384)
           Clorox    Co/The                    Morgan    Stanley
       (3,247)                                                (8,702)
           Cloudera     Inc                   Goldman    Sachs
       (6,736)                                                (6,601)
           Cloudera     Inc
       (8,943)                            HSBC                    (8,854)
           Cloudera     Inc
       3,242                            HSBC                    1,244
       52,754    Cloudera     Inc                   Morgan    Stanley                15,826
           Cloudflare      Inc   ’A’               Barclays     Bank
       (3,121)                                                (4,788)
           CME  Group   Inc                  Barclays     Bank
       (1,393)                                                8,846
           CME  Group   Inc                  Goldman    Sachs
        (465)                                               1,697
           CME  Group   Inc
        951                          HSBC                    2,263
           CME  Group   Inc                  Morgan    Stanley
       2,681                                               (17,024)
           CME  Group   Inc                  Morgan    Stanley
       (2,949)                                                18,631
           CMS  Energy    Corp                  Bank   of  America    Merrill    Lynch
       18,951                                                13,645
           CMS  Energy    Corp                  Barclays     Bank
       18,379                                                (2,573)
           CMS  Energy    Corp                  Goldman    Sachs
       19,115                                                13,763
           CMS  Energy    Corp
       7,013                            HSBC                    4,012
           CMS  Energy    Corp                  Morgan    Stanley
       15,515                                                (2,172)
           CNA  Financial     Corp                Bank   of  America    Merrill    Lynch
       8,748                                                1,400
           CNA  Financial     Corp                Goldman    Sachs
       20,230                                                3,237
           CNB  Financial     Corp/PA                Barclays     Bank
       (1,037)                                                 705
           CNB  Financial     Corp/PA                Goldman    Sachs
       (1,998)                                                1,041
           CNB  Financial     Corp/PA                Morgan    Stanley
       (5,371)                                                4,169
           CNH  Industrial      NV                Goldman    Sachs
       (5,159)                                                2,889
           CNH  Industrial      NV                Morgan    Stanley
      (14,340)                                                 3,585
      111,021     CNO  Financial     Group   Inc             Bank   of  America    Merrill    Lynch       (15,543)
           CNO  Financial     Group   Inc             Barclays     Bank
       18,139                                                4,716
           CNO  Financial     Group   Inc             Goldman    Sachs
      245,731                                                (34,402)
           CNO  Financial     Group   Inc
       71,250                            HSBC                    49,163
           CNO  Financial     Group   Inc             Morgan    Stanley
       84,668                                                22,013
           CNX  Resources     Corp                Goldman    Sachs
      (13,877)                                                13,621
           CNX  Resources     Corp
      (17,947)                             HSBC                    27,007
           Coastal    Financial     Corp/WA              Bank   of  America    Merrill    Lynch
        500                                                228
           Coastal    Financial     Corp/WA              Barclays     Bank
       4,120                                                1,009
           Coastal    Financial     Corp/WA
       12,171                            HSBC                    14,544
           Coastal    Financial     Corp/WA              Morgan    Stanley
       22,345                                                5,475
                                143/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Coca-Cola     Bottling     Co  Consolidated            Bank   of  America    Merrill    Lynch
       (1,379)                                                 (493)
           Coca-Cola     Bottling     Co  Consolidated            Barclays     Bank
        (167)                                                (541)
           Coca-Cola     Bottling     Co  Consolidated            Goldman    Sachs
        (638)                                                 25
           Coca-Cola     Bottling     Co  Consolidated
       (1,086)                            HSBC                    (2,732)
           Coca-Cola     Bottling     Co  Consolidated            Morgan    Stanley
       (1,058)                                                (3,428)
           Coca-Cola     Co/The                  Bank   of  America    Merrill    Lynch
       (8,901)                                                (6,683)
           Coca-Cola     Co/The                  Barclays     Bank
       (6,321)                                                (2,829)
           Coca-Cola     Co/The                  Goldman    Sachs
       (7,969)                                                (5,414)
           Coca-Cola     Co/The
       (3,525)                            HSBC                    (2,072)
           Coca-Cola     Co/The                  Morgan    Stanley
      (30,009)                                                (15,305)
           Coca-Cola     European     Partners     Plc         Bank   of  America    Merrill    Lynch
       8,817                                               (4,976)
           Coca-Cola     European     Partners     Plc         Barclays     Bank
       3,621                                                2,607
           Coca-Cola     European     Partners     Plc         Goldman    Sachs
       8,041                                               (7,076)
           Coca-Cola     European     Partners     Plc
       19,884                            HSBC                    (7,751)
           Coca-Cola     European     Partners     Plc         Morgan    Stanley
       14,688                                                10,575
       10,498    Coca-Cola     Femsa   SAB  de  CV  ADR          Goldman    Sachs                (9,343)
           Coca-Cola     Femsa   SAB  de  CV  ADR
       5,045                            HSBC                     605
           Coca-Cola     Femsa   SAB  de  CV  ADR          Morgan    Stanley
       14,446                                                4,189
           Coda   Octopus    Group   Inc              Barclays     Bank
       (8,958)                                                (3,314)
           Coda   Octopus    Group   Inc              Goldman    Sachs
       (9,400)                                                1,034
           Coda   Octopus    Group   Inc
       (3,489)                            HSBC                    1,465
           Coda   Octopus    Group   Inc              Morgan    Stanley
       (2,093)                                                 (774)
           Codexis    Inc                   Bank   of  America    Merrill    Lynch
      (32,275)                                                (19,688)
           Codexis    Inc                   Barclays     Bank
       (2,444)                                                (1,002)
           Codexis    Inc                   Goldman    Sachs
       (4,117)                                                (2,511)
           Codexis    Inc
      (10,661)                             HSBC                    (1,812)
           Codexis    Inc                   Morgan    Stanley
       (2,909)                                                (1,193)
           Codorus    Valley    Bancorp    Inc            Bank   of  America    Merrill    Lynch
       (5,976)                                                  84
           Codorus    Valley    Bancorp    Inc            Barclays     Bank
       (1,266)                                                1,027
           Codorus    Valley    Bancorp    Inc            Goldman    Sachs
       (6,820)                                                  98
           Codorus    Valley    Bancorp    Inc
       (6,145)                            HSBC                    (1,844)
           Codorus    Valley    Bancorp    Inc            Morgan    Stanley
       (4,860)                                                1,798
           Coeur   Mining    Inc                 Barclays     Bank
      (69,673)                                                 6,967
           Coeur   Mining    Inc
       (9,863)                            HSBC                    (4,340)
       44,910    Cogent    Communications        Holdings     Inc        Bank   of  America    Merrill    Lynch       (24,701)
           Cogent    Communications        Holdings     Inc        Barclays     Bank
       5,448                                                4,577
           Cogent    Communications        Holdings     Inc        Goldman    Sachs
       4,474                                               (1,017)
           Cogent    Communications        Holdings     Inc
       5,085                            HSBC                     351
           Cogent    Communications        Holdings     Inc        Morgan    Stanley
       12,986                                                10,908
           Cognex    Corp                    Bank   of  America    Merrill    Lynch
       (3,233)                                                 744
           Cognex    Corp                    Barclays     Bank
       (5,070)                                                (8,112)
           Cognex    Corp                    Goldman    Sachs
       (3,141)                                                 722
           Cognex    Corp
       (5,331)                            HSBC                    9,290
           Cognex    Corp                    Morgan    Stanley
       (7,938)                                               (12,701)
           Cognizant     Technology      Solutions     Corp   ’A’    Bank   of  America    Merrill    Lynch
      (11,586)                                                (10,520)
                                144/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Cognizant     Technology      Solutions     Corp   ’A’    Barclays     Bank
      (11,143)                                                (12,187)
           Cognizant     Technology      Solutions     Corp   ’A’    Goldman    Sachs
      (47,569)                                                (43,288)
           Cognizant     Technology      Solutions     Corp   ’A’
      (11,152)                             HSBC                   (16,114)
           Cognizant     Technology      Solutions     Corp   ’A’    Morgan    Stanley
      (27,081)                                                (29,790)
           Cohen   & Steers    Inc                Bank   of  America    Merrill    Lynch
       3,938                                                6,301
           Cohen   & Steers    Inc                Barclays     Bank
       10,276                                                12,023
           Cohen   & Steers    Inc                Goldman    Sachs
       2,731                                                2,730
           Cohen   & Steers    Inc
       8,539                            HSBC                    12,745
           Cohen   & Steers    Inc                Morgan    Stanley
       21,567                                                25,233
           Coherent     Inc                   Bank   of  America    Merrill    Lynch
       (3,500)                                                10,640
           Coherent     Inc                   Goldman    Sachs
        (432)                                                (300)
           Coherent     Inc                   Morgan    Stanley
       (3,110)                                                (6,034)
           Coherus    Biosciences      Inc             Barclays     Bank
       10,563                                                (5,176)
           Coherus    Biosciences      Inc             Goldman    Sachs
       12,952                                                (8,160)
           Coherus    Biosciences      Inc
       10,113                            HSBC                    (7,063)
       22,925    Coherus    Biosciences      Inc             Morgan    Stanley                (11,233)
           Cohu   Inc                     Morgan    Stanley
       35,533                                                14,569
           Colfax    Corp                    Bank   of  America    Merrill    Lynch
       2,240                                                 896
           Colfax    Corp                    Barclays     Bank
       7,841                                                9,252
           Colfax    Corp                    Goldman    Sachs
       4,393                                                1,757
           Colfax    Corp
       20,084                            HSBC                    (4,619)
           Colfax    Corp                    Morgan    Stanley
       10,786                                                12,728
           Colgate-Palmolive         Co              Bank   of  America    Merrill    Lynch
      (12,245)                                                (15,429)
           Colgate-Palmolive         Co              Barclays     Bank
      (27,516)                                                (25,315)
           Colgate-Palmolive         Co              Goldman    Sachs
      (16,261)                                                (20,489)
           Colgate-Palmolive         Co
      (41,370)                             HSBC                   (41,094)
           Colgate-Palmolive         Co              Morgan    Stanley
      (18,838)                                                (17,331)
           Collectors      Universe     Inc             Goldman    Sachs
       (1,012)                                                1,366
           Collectors      Universe     Inc             Morgan    Stanley
      (10,868)                                                (4,999)
           Collegium     Pharmaceutical        Inc           Goldman    Sachs
       2,044                                                7,042
           Colony    Capital    Inc  (Reit)              Bank   of  America    Merrill    Lynch
       (8,671)                                                 (260)
           Colony    Capital    Inc  (Reit)              Barclays     Bank
      (16,622)                                                 1,330
           Colony    Capital    Inc  (Reit)              Goldman    Sachs
       (8,266)                                                 (248)
           Colony    Capital    Inc  (Reit)
      (31,307)                             HSBC                    4,070
      (15,773)     Colony    Credit    Real   Estate    Inc  (Reit)        Bank   of  America    Merrill    Lynch        (7,729)
           Colony    Credit    Real   Estate    Inc  (Reit)        Barclays     Bank
       (5,644)                                                (2,032)
           Colony    Credit    Real   Estate    Inc  (Reit)        Goldman    Sachs
      (20,368)                                                (4,917)
           Colony    Credit    Real   Estate    Inc  (Reit)
       (3,185)                            HSBC                     (613)
           Colony    Credit    Real   Estate    Inc  (Reit)        Morgan    Stanley
       (9,666)                                                (3,480)
           Columbia     Banking    System    Inc           Bank   of  America    Merrill    Lynch
      (43,411)                                                20,699
           Columbia     Banking    System    Inc           Barclays     Bank
      (15,256)                                                  873
           Columbia     Banking    System    Inc           Goldman    Sachs
      (18,694)                                                 8,923
           Columbia     Banking    System    Inc
      (20,555)                             HSBC                    19,958
           Columbia     Banking    System    Inc           Morgan    Stanley
       (9,583)                                                 383
           Columbia     Financial     Inc              Barclays     Bank
       (5,383)                                                (2,369)
                                145/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Columbia     Financial     Inc              Goldman    Sachs
      (62,991)                                                (20,715)
           Columbia     Financial     Inc
      (73,869)                             HSBC                   (11,844)
           Columbia     Financial     Inc              Morgan    Stanley
      (93,725)                                                (41,239)
           Columbia     Property     Trust   Inc  (Reit)         Bank   of  America    Merrill    Lynch
      (61,149)                                                (24,460)
           Columbia     Property     Trust   Inc  (Reit)         Bank   of  America    Merrill    Lynch
       15,010                                                6,819
           Columbia     Property     Trust   Inc  (Reit)         Barclays     Bank
       9,089                                                4,181
           Columbia     Property     Trust   Inc  (Reit)         Goldman    Sachs
      (27,812)                                                (11,125)
           Columbia     Property     Trust   Inc  (Reit)         Goldman    Sachs
       13,180                                                5,272
           Columbia     Property     Trust   Inc  (Reit)
       (3,608)                            HSBC                     (216)
           Columbia     Property     Trust   Inc  (Reit)
       15,157                            HSBC                     909
           Columbia     Property     Trust   Inc  (Reit)         Morgan    Stanley
       (2,884)                                                (1,327)
           Columbia     Property     Trust   Inc  (Reit)         Morgan    Stanley
       19,085                                                8,779
           Columbia     Sportswear      Co             Bank   of  America    Merrill    Lynch
       11,794                                                (1,651)
           Columbia     Sportswear      Co             Barclays     Bank
       10,018                                                23,142
           Columbia     Sportswear      Co
       4,053                            HSBC                    (2,472)
       7,046    Columbia     Sportswear      Co             Morgan    Stanley                16,276
           Columbus     McKinnon     Corp/NY              Goldman    Sachs
       1,897                                                1,366
           Columbus     McKinnon     Corp/NY
       31,124                            HSBC                    51,043
           Columbus     McKinnon     Corp/NY              Morgan    Stanley
       9,559                                                8,316
           Comcast    Corp   ’A’                Goldman    Sachs
      (21,309)                                                 7,458
           Comcast    Corp   ’A’
       (4,822)                            HSBC                    4,726
           Comcast    Corp   ’A’                Morgan    Stanley
      (15,656)                                                 9,237
           Comerica     Inc                   Bank   of  America    Merrill    Lynch
       5,193                                                5,462
           Comerica     Inc                   Morgan    Stanley
       8,152                                                6,774
           Comfort    Systems    USA  Inc             Barclays     Bank
       1,899                                                 665
           Comfort    Systems    USA  Inc             Goldman    Sachs
       5,092                                                 967
           Comfort    Systems    USA  Inc
       28,733                            HSBC                    (3,884)
           Comfort    Systems    USA  Inc             Morgan    Stanley
       48,508                                                16,978
           Commerce     Bancshares      Inc/MO             Bank   of  America    Merrill    Lynch
      (13,237)                                                (21,179)
           Commerce     Bancshares      Inc/MO             Goldman    Sachs
       (3,408)                                                (5,453)
           Commerce     Bancshares      Inc/MO
      (22,060)                             HSBC                   (26,472)
           Commerce     Bancshares      Inc/MO             Morgan    Stanley
      (40,092)                                                (33,276)
           Commercial      Metals    Co              Bank   of  America    Merrill    Lynch
      (46,881)                                                (62,821)
           Commercial      Metals    Co              Bank   of  America    Merrill    Lynch
       12,966                                                17,374
      (21,864)     Commercial      Metals    Co              Goldman    Sachs               (29,298)
           Commercial      Metals    Co              Goldman    Sachs
       5,199                                                6,967
           Commercial      Metals    Co
       2,993                            HSBC                    2,903
           Commercial      Metals    Co
       (2,879)                            HSBC                    (2,793)
           Commercial      Metals    Co              Morgan    Stanley
       3,470                                                3,192
           Commercial      Metals    Co              Morgan    Stanley
      (31,531)                                                (29,009)
           Commercial      Vehicle    Group   Inc           Bank   of  America    Merrill    Lynch
       (9,169)                                                (1,467)
           Commercial      Vehicle    Group   Inc           Goldman    Sachs
       (4,426)                                                 555
           Commercial      Vehicle    Group   Inc
      (90,609)                             HSBC                    33,384
           Commercial      Vehicle    Group   Inc           Morgan    Stanley
      (52,683)                                                 2,107
           CommScope     Holding    Co  Inc             Bank   of  America    Merrill    Lynch
      (20,412)                                                24,744
                                146/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           CommScope     Holding    Co  Inc             Barclays     Bank
      (27,746)                                                11,376
           CommScope     Holding    Co  Inc             Goldman    Sachs
      (25,687)                                                36,476
           CommScope     Holding    Co  Inc
      (28,860)                             HSBC                    47,074
           CommScope     Holding    Co  Inc             Morgan    Stanley
      (19,141)                                                 7,848
           Community     Bank   System    Inc            Bank   of  America    Merrill    Lynch
       (4,245)                                                (2,137)
           Community     Bank   System    Inc            Barclays     Bank
       (6,482)                                                (6,806)
           Community     Bank   System    Inc            Goldman    Sachs
       (7,184)                                                (3,539)
           Community     Bank   System    Inc
       (2,810)                            HSBC                     (118)
           Community     Bank   System    Inc            Morgan    Stanley
      (18,362)                                                (19,280)
           Community     Bankers    Trust   Corp           Bank   of  America    Merrill    Lynch
       24,362                                                 (487)
           Community     Bankers    Trust   Corp           Goldman    Sachs
       14,293                                                 (286)
           Community     Bankers    Trust   Corp           Morgan    Stanley
       13,377                                                2,943
           Community     Financial     Corp/The             Barclays     Bank
        (900)                                                (95)
           Community     Financial     Corp/The             Goldman    Sachs
       (4,083)                                                (2,715)
           Community     Financial     Corp/The
       (3,049)                            HSBC                     (290)
       (4,173)    Community     Financial     Corp/The             Morgan    Stanley                 (438)
           Community     Health    Systems    Inc           Barclays     Bank
      (58,645)                                                 5,278
           Community     Health    Systems    Inc           Goldman    Sachs
      (10,418)                                                  729
           Community     Health    Systems    Inc
      (13,168)                             HSBC                    (3,292)
           Community     Healthcare      Trust   Inc  (Reit)        Bank   of  America    Merrill    Lynch
      (54,545)                                               (135,817)
           Community     Healthcare      Trust   Inc  (Reit)        Barclays     Bank
       (2,069)                                                (3,145)
           Community     Healthcare      Trust   Inc  (Reit)        Morgan    Stanley
       (6,599)                                               (10,030)
           Community     Trust   Bancorp    Inc           Bank   of  America    Merrill    Lynch
       2,471                                                1,236
           Community     Trust   Bancorp    Inc           Goldman    Sachs
       15,868                                                7,934
           Community     Trust   Bancorp    Inc
       9,517                            HSBC                     (476)
           Community     Trust   Bancorp    Inc           Morgan    Stanley
       19,246                                                11,548
           CommVault     Systems    Inc              Bank   of  America    Merrill    Lynch
       3,995                                                7,790
           CommVault     Systems    Inc              Barclays     Bank
       5,512                                                2,639
           CommVault     Systems    Inc              Goldman    Sachs
       52,723                                               100,236
           CommVault     Systems    Inc
       20,455                            HSBC                    24,251
           CommVault     Systems    Inc              Morgan    Stanley
       23,098                                                15,707
           Compass    Minerals     International       Inc        Barclays     Bank
       1,837                                                1,335
           Compass    Minerals     International       Inc        Goldman    Sachs
        770                                               (129)
           Compass    Minerals     International       Inc
       9,281                            HSBC                   (15,880)
       3,590    Compass    Minerals     International       Inc        Morgan    Stanley                 3,159
           Computer     Programs     & Systems    Inc         Barclays     Bank
       (4,892)                                                2,984
           Computer     Programs     & Systems    Inc         Goldman    Sachs
      (15,338)                                                (6,135)
           Computer     Programs     & Systems    Inc         Morgan    Stanley
      (10,533)                                                 6,425
           comScore     Inc                   Bank   of  America    Merrill    Lynch
       (7,601)                                                (1,976)
           comScore     Inc
      (48,248)                             HSBC                   (40,528)
           comScore     Inc                   Morgan    Stanley
      (66,647)                                                 7,331
           Comtech    Telecommunications          Corp
       8,707                            HSBC                    17,153
           Comtech    Telecommunications          Corp          Morgan    Stanley
       16,768                                                17,774
           Conagra    Brands    Inc                Bank   of  America    Merrill    Lynch
       1,395                                                 432
           Conagra    Brands    Inc                Goldman    Sachs
       6,687                                                2,073
                                147/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Conagra    Brands    Inc                Morgan    Stanley
      (20,459)                                                (7,979)
           Conagra    Brands    Inc                Morgan    Stanley
       3,075                                                1,199
           Conatus    Pharmaceuticals        Inc           Bank   of  America    Merrill    Lynch
         30                                                1
           Concert    Pharmaceuticals        Inc           Barclays     Bank
       (2,600)                                                 (780)
           Concert    Pharmaceuticals        Inc           Goldman    Sachs
       (1,400)                                                 (770)
           Concert    Pharmaceuticals        Inc
       (9,925)                            HSBC                    (5,260)
           Concert    Pharmaceuticals        Inc           Morgan    Stanley
       (8,940)                                                (2,682)
           Concho    Resources     Inc               Bank   of  America    Merrill    Lynch
       (1,659)                                                2,864
           Concho    Resources     Inc               Goldman    Sachs
        (835)                                                (79)
           Concho    Resources     Inc               Morgan    Stanley
        463                                               (171)
           Conduent     Inc                   Bank   of  America    Merrill    Lynch
       17,787                                                3,335
           Conduent     Inc                   Barclays     Bank
       72,015                                                28,806
           Conduent     Inc                   Goldman    Sachs
       82,430                                                9,891
           Conduent     Inc                   Morgan    Stanley
       37,006                                                15,114
           Conformis     Inc                  Barclays     Bank
      (23,803)                                                 (238)
      (44,681)     Conformis     Inc                  Goldman    Sachs                 833
           Conformis     Inc
      (88,743)                             HSBC                    15,974
           Conformis     Inc                  Morgan    Stanley
      (31,597)                                                 (316)
           CONMED    Corp                    Barclays     Bank
       (4,286)                                                 686
           CONMED    Corp                    Goldman    Sachs
       (3,152)                                                 (68)
           CONMED    Corp                    Goldman    Sachs
        331                                                (8)
           CONMED    Corp
       1,074                            HSBC                    2,771
           CONMED    Corp
       (4,187)                            HSBC                    (6,895)
           CONMED    Corp                    Morgan    Stanley
          9                                               (1)
           CONMED    Corp                    Morgan    Stanley
       (8,029)                                                1,285
           ConnectOne      Bancorp    Inc              Barclays     Bank
       (7,474)                                                (1,570)
           ConnectOne      Bancorp    Inc              Goldman    Sachs
      (11,130)                                                 1,022
           ConnectOne      Bancorp    Inc
      (35,558)                             HSBC                    12,305
           ConnectOne      Bancorp    Inc              Morgan    Stanley
      (13,862)                                                (2,911)
           Conn’s    Inc                   Bank   of  America    Merrill    Lynch
       1,336                                                (127)
           Conn’s    Inc
       4,630                            HSBC                    (4,005)
           Conn’s    Inc                   Morgan    Stanley
       7,898                                                2,211
                                   Morgan    Stanley
       16,779    ConocoPhillips                                           (4,027)
           CONSOL    Energy    Inc                Bank   of  America    Merrill    Lynch
       7,131                                                3,423
       (4,471)    CONSOL    Energy    Inc                Morgan    Stanley                 (358)
           Consolidated       Communications        Holdings     Inc
       50,127                            HSBC                   (19,550)
           Consolidated       Communications        Holdings     Inc    Morgan    Stanley
       20,646                                                (5,574)
           Consolidated       Edison    Inc             Bank   of  America    Merrill    Lynch
       32,750                                               (26,200)
           Consolidated       Edison    Inc             Bank   of  America    Merrill    Lynch
      (15,444)                                                (1,181)
           Consolidated       Edison    Inc             Barclays     Bank
      (14,604)                                                (10,807)
           Consolidated       Edison    Inc             Goldman    Sachs
       (5,663)                                                (4,513)
           Consolidated       Edison    Inc
      (11,507)                             HSBC                    11,392
           Consolidated       Edison    Inc             Morgan    Stanley
       25,497                                                18,868
           Consolidated       Water   Co  Ltd            Bank   of  America    Merrill    Lynch
       6,894                                                4,240
           Consolidated       Water   Co  Ltd            Goldman    Sachs
       30,384                                                18,686
                                148/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Consolidated       Water   Co  Ltd
       8,050                            HSBC                    (5,233)
           Consolidated       Water   Co  Ltd            Morgan    Stanley
       27,859                                                10,029
           Consolidated-Tomoka          Land   Co           Morgan    Stanley
       3,494                                               (2,900)
           Constellation       Brands    Inc   ’A’          Bank   of  America    Merrill    Lynch
       2,332                                               13,083
           Constellation       Brands    Inc   ’A’          Goldman    Sachs
        368                                               3,374
           Constellation       Brands    Inc   ’A’          Morgan    Stanley
       (2,182)                                                (8,815)
           Constellation       Brands    Inc   ’A’          Morgan    Stanley
       3,206                                               12,952
           Constellation       Pharmaceuticals        Inc        Barclays     Bank
       (6,545)                                               (23,693)
           Constellium      NV  ’A’               Bank   of  America    Merrill    Lynch
       (3,324)                                                 465
           Constellium      NV  ’A’
       (3,422)                            HSBC                     684
           Construction       Partners     Inc   ’A’          Barclays     Bank
       (1,638)                                                (1,441)
           Construction       Partners     Inc   ’A’          Goldman    Sachs
       (1,986)                                                (1,092)
           Construction       Partners     Inc   ’A’          Morgan    Stanley
      (10,432)                                                (9,180)
           Consumer     Portfolio     Services     Inc         Morgan    Stanley
      109,950                                                (9,896)
           Container     Store   Group   Inc/The            Goldman    Sachs
       21,972                                                6,811
       16,064    Container     Store   Group   Inc/The            Morgan    Stanley                 4,980
           Contango     Oil  & Gas  Co              Goldman    Sachs
      (21,705)                                                (3,907)
           Contango     Oil  & Gas  Co              Morgan    Stanley
       (9,659)                                                 (773)
           Continental      Resources     Inc/OK            Bank   of  America    Merrill    Lynch
       2,700                                                (648)
           Continental      Resources     Inc/OK            Barclays     Bank
       7,810                                               (2,655)
           Continental      Resources     Inc/OK            Goldman    Sachs
       9,899                                               (2,376)
           Continental      Resources     Inc/OK
       32,140                            HSBC                   (48,531)
           Continental      Resources     Inc/OK            Morgan    Stanley
       28,531                                                (9,701)
           Contra    GTX  Inc  Del*                Bank   of  America    Merrill    Lynch
       27,917                                                29,313
           Contra    GTX  Inc  Del*                Goldman    Sachs
       7,571                                               15,521
           Contra    GTX  Inc  Del*                Morgan    Stanley
         59                                               121
           Contura    Energy    Inc                Goldman    Sachs
      (15,220)                                                15,136
           Contura    Energy    Inc
      (26,906)                             HSBC                   383,949
           Contura    Energy    Inc                Morgan    Stanley
      (10,965)                                                10,636
           Cooper    Cos  Inc/The                  Bank   of  America    Merrill    Lynch
        146                                                817
           Cooper    Cos  Inc/The                  Barclays     Bank
       (1,950)                                               (10,920)
           Cooper    Cos  Inc/The                  Goldman    Sachs
       (1,083)                                                (7,552)
           Cooper    Cos  Inc/The                  Goldman    Sachs
        397                                               3,928
           Cooper    Cos  Inc/The
       (2,554)                            HSBC                   (32,697)
        632   Cooper    Cos  Inc/The                  HSBC                    3,450
           Cooper    Cos  Inc/The                  Morgan    Stanley
        (351)                                               (1,966)
           Cooper    Tire   & Rubber    Co             Bank   of  America    Merrill    Lynch
       (4,165)                                                (3,915)
           Cooper    Tire   & Rubber    Co             Barclays     Bank
       (2,906)                                                 (385)
           Cooper    Tire   & Rubber    Co             Goldman    Sachs
       (5,626)                                                (6,840)
           Cooper    Tire   & Rubber    Co
        (920)                           HSBC                     432
           Cooper    Tire   & Rubber    Co             Morgan    Stanley
      (10,415)                                                (13,643)
           Cooper-Standard        Holdings     Inc           Goldman    Sachs
       6,170                                               (16,227)
           Cooper-Standard        Holdings     Inc           Morgan    Stanley
       14,142                                                22,486
           Copa   Holdings     SA  ’A’              Bank   of  America    Merrill    Lynch
       (2,278)                                                3,554
           Copa   Holdings     SA  ’A’              Goldman    Sachs
       (1,648)                                                2,571
                                149/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Copa   Holdings     SA  ’A’              Morgan    Stanley
        (963)                                                212
           Copart    Inc                    Barclays     Bank
       13,499                                                7,154
           Copart    Inc                    Goldman    Sachs
       12,289                                                46,698
           Copart    Inc
       22,270                            HSBC                   175,123
           Copart    Inc                    Morgan    Stanley
       5,694                                                3,018
           Corbus    Pharmaceuticals        Holdings     Inc
       20,352                            HSBC                    1,730
           Corbus    Pharmaceuticals        Holdings     Inc       Morgan    Stanley
       17,629                                                1,587
           Corcept    Therapeutics       Inc             Bank   of  America    Merrill    Lynch
       (3,675)                                                12,311
           Corcept    Therapeutics       Inc             Barclays     Bank
       (5,265)                                                (1,157)
           Corcept    Therapeutics       Inc             Goldman    Sachs
       2,817                                               (9,437)
           Corcept    Therapeutics       Inc             Goldman    Sachs
      (29,317)                                                63,168
           Corcept    Therapeutics       Inc
       18,939                            HSBC                   (40,305)
           Corcept    Therapeutics       Inc             Morgan    Stanley
       21,089                                                1,160
           Core   Laboratories       NV              Bank   of  America    Merrill    Lynch
       3,139                                               (8,193)
           CoreCivic     Inc  (Reit)                Barclays     Bank
       (2,530)                                                 (633)
      (19,178)     CoreCivic     Inc  (Reit)                Goldman    Sachs                2,493
           CoreCivic     Inc  (Reit)                Morgan    Stanley
      (50,547)                                                (12,637)
           CoreLogic     Inc/United      States             Goldman    Sachs
      (17,272)                                                (29,362)
           CoreLogic     Inc/United      States             Morgan    Stanley
      (45,091)                                                (46,443)
           Core-Mark     Holding    Co  Inc             Barclays     Bank
       7,991                                                 479
           Core-Mark     Holding    Co  Inc             Goldman    Sachs
       7,180                                                2,226
           Core-Mark     Holding    Co  Inc
       10,792                            HSBC                   (18,778)
           Core-Mark     Holding    Co  Inc             Morgan    Stanley
       25,990                                                1,559
           CorePoint     Lodging    Inc  (Reit)            Goldman    Sachs
       38,869                                                (8,940)
           CorePoint     Lodging    Inc  (Reit)            Morgan    Stanley
       43,413                                                3,473
           CoreSite     Realty    Corp   (Reit)             Bank   of  America    Merrill    Lynch
       7,560                                               (13,079)
           CoreSite     Realty    Corp   (Reit)
       (9,718)                            HSBC                     (680)
           CoreSite     Realty    Corp   (Reit)
       5,226                            HSBC                    (4,770)
           CoreSite     Realty    Corp   (Reit)             Morgan    Stanley
       (4,057)                                                (8,073)
           CoreSite     Realty    Corp   (Reit)             Morgan    Stanley
       1,206                                                2,400
           Cornerstone      Building     Brands    Inc         Bank   of  America    Merrill    Lynch
       47,451                                                1,424
           Cornerstone      Building     Brands    Inc         Morgan    Stanley
       21,473                                                (1,503)
           Cornerstone      OnDemand     Inc             Bank   of  America    Merrill    Lynch
       7,423                                               28,801
           Cornerstone      OnDemand     Inc             Barclays     Bank
       40,233                                                62,362
       12,576    Cornerstone      OnDemand     Inc             Goldman    Sachs                43,934
           Cornerstone      OnDemand     Inc
       1,772                            HSBC                    6,839
           Cornerstone      OnDemand     Inc             Morgan    Stanley
       27,471                                                41,723
           Corning    Inc                   Bank   of  America    Merrill    Lynch
       (3,282)                                                 (902)
           Corning    Inc                   Barclays     Bank
       (6,918)                                                (1,245)
           Corning    Inc                   Goldman    Sachs
       (4,424)                                                (1,238)
           Corning    Inc
      (30,285)                             HSBC                    35,433
           Corning    Inc                   Morgan    Stanley
       (5,248)                                                 (945)
           Corp   America    Airports     SA
       8,325                            HSBC                     916
           Corporate     Office    Properties      Trust   (Reit)      Bank   of  America    Merrill    Lynch
       (5,049)                                                (1,262)
           Corporate     Office    Properties      Trust   (Reit)      Barclays     Bank
      (28,222)                                                (23,989)
                                150/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Corporate     Office    Properties      Trust   (Reit)      Goldman    Sachs
       (7,372)                                                (1,715)
           Corporate     Office    Properties      Trust   (Reit)
      (12,607)                             HSBC                    (3,218)
           Corporate     Office    Properties      Trust   (Reit)      Morgan    Stanley
      (33,249)                                                (28,262)
           Corteva    Inc                   Bank   of  America    Merrill    Lynch
       (8,028)                                                (2,970)
           Corteva    Inc                   Goldman    Sachs
       9,419                                                3,485
           Corteva    Inc                   Goldman    Sachs
       (1,880)                                                 (696)
           Corteva    Inc
       10,956                            HSBC                    (3,835)
           Corteva    Inc
       (5,160)                            HSBC                    1,806
           Corteva    Inc                   Morgan    Stanley
       13,356                                                4,140
           CorVel    Corp                    Goldman    Sachs
       1,241                                                7,235
           CorVel    Corp
       1,289                            HSBC                    6,045
           Corvus    Pharmaceuticals        Inc            Bank   of  America    Merrill    Lynch
       28,193                                                2,819
           Corvus    Pharmaceuticals        Inc            Goldman    Sachs
       51,590                                                5,159
           Cosan   Ltd   ’A’                  Goldman    Sachs
      109,701                                                70,209
           Cosan   Ltd   ’A’
       35,829                            HSBC                    18,631
      141,691     Cosan   Ltd   ’A’                  Morgan    Stanley                49,592
           Costamare     Inc                  Morgan    Stanley
      (117,728)                                                (16,482)
           CoStar    Group   Inc                 Morgan    Stanley
       1,808                                               40,644
           Costco    Wholesale     Corp               Bank   of  America    Merrill    Lynch
       7,112                                               (22,545)
           Costco    Wholesale     Corp               Barclays     Bank
       6,651                                                7,848
           Costco    Wholesale     Corp               Goldman    Sachs
       1,188                                               (3,766)
           Costco    Wholesale     Corp
       12,656                            HSBC                   (26,922)
           Costco    Wholesale     Corp               Morgan    Stanley
       8,901                                               10,503
           Coty   Inc   ’A’                  Goldman    Sachs
      (40,893)                                                14,721
           Coty   Inc   ’A’
      (10,165)                             HSBC                    13,113
           Coty   Inc   ’A’                  Morgan    Stanley
      (10,472)                                                 (209)
           Coupa   Software     Inc                Barclays     Bank
       (1,236)                                                (6,168)
           Coupa   Software     Inc                Goldman    Sachs
        (762)                                               (8,024)
           Coupa   Software     Inc                Goldman    Sachs
        360                                               3,791
           Coupa   Software     Inc
       (2,252)                            HSBC                   (52,404)
           Coupa   Software     Inc                Morgan    Stanley
        784                                               3,912
           Cousins    Properties      Inc  (Reit)            Bank   of  America    Merrill    Lynch
      (19,424)                                                (14,744)
           Cousins    Properties      Inc  (Reit)            Barclays     Bank
      (26,090)                                                (26,632)
           Cousins    Properties      Inc  (Reit)            Goldman    Sachs
      (13,299)                                                (12,233)
      (34,857)     Cousins    Properties      Inc  (Reit)            HSBC                   (37,281)
           Cousins    Properties      Inc  (Reit)            Morgan    Stanley
      (14,002)                                                (14,983)
           Covanta    Holding    Corp               Bank   of  America    Merrill    Lynch
      (113,144)                                                (14,709)
           Covanta    Holding    Corp               Barclays     Bank
      (48,523)                                                (16,497)
           Covanta    Holding    Corp               Goldman    Sachs
      (55,288)                                                (8,034)
           Covanta    Holding    Corp
      (89,692)                             HSBC                    1,396
           Covanta    Holding    Corp               Morgan    Stanley
      (37,602)                                                (12,425)
           Covenant     Transportation        Group   Inc   ’A’      Bank   of  America    Merrill    Lynch
       38,631                                               (56,015)
           Covenant     Transportation        Group   Inc   ’A’      Barclays     Bank
       38,568                                                  -
           Covenant     Transportation        Group   Inc   ’A’      Goldman    Sachs
       14,407                                               (19,140)
           Covenant     Transportation        Group   Inc   ’A’
       8,421                            HSBC                   (10,873)
                                151/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Covenant     Transportation        Group   Inc   ’A’      Morgan    Stanley
       23,173                                                (1,405)
           Covetrus     Inc
       3,530                            HSBC                    13,714
           Covetrus     Inc
       (7,249)                            HSBC                   (28,162)
           Covetrus     Inc                   Morgan    Stanley
       2,800                                                (784)
           Covia   Holdings     Corp                Barclays     Bank
       (3,500)                                                 (315)
           Covia   Holdings     Corp
      (45,670)                             HSBC                    (1,827)
           Cowen   Inc   ’A’                  Barclays     Bank
      (21,887)                                                (1,860)
           Cowen   Inc   ’A’
      (14,781)                             HSBC                    (2,365)
           Cowen   Inc   ’A’                  Morgan    Stanley
       (6,454)                                                 (549)
           CRA  International       Inc              Bank   of  America    Merrill    Lynch
       25,526                                                15,571
           CRA  International       Inc              Goldman    Sachs
        696                                                545
           Cracker    Barrel    Old  Country    Store   Inc       Barclays     Bank
       8,890                                               (21,336)
           Cracker    Barrel    Old  Country    Store   Inc       Goldman    Sachs
       (1,782)                                                13,508
           Cracker    Barrel    Old  Country    Store   Inc       Goldman    Sachs
       8,023                                               (42,422)
           Cracker    Barrel    Old  Country    Store   Inc
       (2,608)                            HSBC                    33,408
       1,846    Cracker    Barrel    Old  Country    Store   Inc       HSBC                    (9,827)
           Cracker    Barrel    Old  Country    Store   Inc       Morgan    Stanley
       6,544                                               (12,350)
           Craft   Brew   Alliance     Inc             Goldman    Sachs
      (25,947)                                                (2,953)
           Craft   Brew   Alliance     Inc
      (21,218)                             HSBC                    (2,420)
           Craft   Brew   Alliance     Inc             Morgan    Stanley
      (24,404)                                                 (850)
           Crane   Co                    Bank   of  America    Merrill    Lynch
       5,538                                                 997
           Crane   Co                    Morgan    Stanley
       17,578                                                  -
           Crawford     & Co  ’A’                Bank   of  America    Merrill    Lynch
       (3,835)                                                 (230)
           Crawford     & Co  ’A’                Barclays     Bank
      (10,745)                                                (3,331)
           Crawford     & Co  ’A’
       (2,841)                            HSBC                     (710)
           Crawford     & Co  ’B’                Bank   of  America    Merrill    Lynch
       (3,304)                                                 (529)
           Crawford     & Co  ’B’                Goldman    Sachs
      (12,812)                                                (2,050)
           Crawford     & Co  ’B’                Morgan    Stanley
        (200)                                                (40)
           Credicorp     Ltd                  Bank   of  America    Merrill    Lynch
        304                                                749
           Credicorp     Ltd                  Barclays     Bank
        (246)                                                (443)
           Credicorp     Ltd                  Barclays     Bank
        218                                                36
           Credicorp     Ltd                  Goldman    Sachs
       1,078                                                 508
           Credicorp     Ltd
       2,942                            HSBC                    7,136
           Credicorp     Ltd                  Morgan    Stanley
       (2,561)                                                (4,610)
       (1,056)    Credit    Acceptance      Corp              Bank   of  America    Merrill    Lynch        (2,423)
           Credit    Acceptance      Corp              Barclays     Bank
       (1,204)                                                (5,322)
           Credit    Acceptance      Corp              Morgan    Stanley
        630                                               2,785
           Credit    Acceptance      Corp              Morgan    Stanley
        (211)                                                (933)
           Cree   Inc                     Bank   of  America    Merrill    Lynch
      (23,419)                                                95,667
           Cree   Inc                     Barclays     Bank
       (4,295)                                                5,283
           Cree   Inc                     Goldman    Sachs
       (5,319)                                                21,728
           Cree   Inc
      (10,925)                             HSBC                    51,675
           Cree   Inc                     Morgan    Stanley
       (7,666)                                                9,429
           Crinetics     Pharmaceuticals        Inc          Bank   of  America    Merrill    Lynch
       4,166                                                3,958
           Crinetics     Pharmaceuticals        Inc          Goldman    Sachs
        722                                                686
                                152/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Crinetics     Pharmaceuticals        Inc
       5,603                            HSBC                    1,569
           Crinetics     Pharmaceuticals        Inc          Morgan    Stanley
       4,973                                                4,277
           CRISPR    Therapeutics       AG             Barclays     Bank
       (1,742)                                               (12,908)
           CRISPR    Therapeutics       AG
       (1,583)                            HSBC                    (8,148)
           Crocs   Inc                    Barclays     Bank
       14,945                                                15,244
           Crocs   Inc                    Goldman    Sachs
       16,334                                               (13,948)
           Crocs   Inc
       13,083                            HSBC                    (1,825)
           Crocs   Inc                    Morgan    Stanley
       26,021                                                26,541
           Cross   Country    Healthcare      Inc           Bank   of  America    Merrill    Lynch
      (99,569)                                                10,953
           Cross   Country    Healthcare      Inc           Morgan    Stanley
       (3,748)                                                  19
           CrossFirst      Bankshares      Inc            Barclays     Bank
       (3,359)                                                 (537)
           CrossFirst      Bankshares      Inc            Goldman    Sachs
       (7,579)                                                (3,335)
           CrossFirst      Bankshares      Inc
       (2,000)                            HSBC                     500
           Crown   Castle    International       Corp   (Reit)       Bank   of  America    Merrill    Lynch
      (11,945)                                                 7,645
           Crown   Castle    International       Corp   (Reit)       Barclays     Bank
       8,394                                               14,438
       11,879    Crown   Castle    International       Corp   (Reit)       Goldman    Sachs                (7,603)
           Crown   Castle    International       Corp   (Reit)
       (6,419)                            HSBC                   (20,733)
           Crown   Castle    International       Corp   (Reit)       Morgan    Stanley
       (6,433)                                               (11,065)
           Crown   Castle    International       Corp   (Reit)       Morgan    Stanley
       8,197                                               14,099
           Crown   Holdings     Inc                Barclays     Bank
       (5,382)                                                (7,418)
           Crown   Holdings     Inc
      (20,768)                             HSBC                   (23,468)
           Crown   Holdings     Inc                Morgan    Stanley
      (26,651)                                                (42,908)
           CryoLife     Inc                   Morgan    Stanley
       5,871                                                1,937
           CryoPort     Inc                   Barclays     Bank
      (20,817)                                                (11,658)
           CryoPort     Inc                   Goldman    Sachs
       (4,237)                                                1,441
           CryoPort     Inc
       (1,946)                            HSBC                    (2,316)
           CSG  Systems    International       Inc          Bank   of  America    Merrill    Lynch
       42,623                                                7,672
           CSG  Systems    International       Inc          Barclays     Bank
       10,961                                                9,427
           CSG  Systems    International       Inc          Goldman    Sachs
       19,848                                                5,027
           CSG  Systems    International       Inc
       13,576                            HSBC                    26,473
           CSG  Systems    International       Inc          Morgan    Stanley
       23,000                                                16,531
           CSS  Industries      Inc                Bank   of  America    Merrill    Lynch
       19,647                                                (5,894)
           CSS  Industries      Inc                Goldman    Sachs
       11,217                                                (3,365)
           CSS  Industries      Inc                Morgan    Stanley
       2,200                                               (1,012)
       1,890    CSW  Industrials      Inc               Goldman    Sachs                (1,871)
           CSX  Corp                     Bank   of  America    Merrill    Lynch
       1,570                                                (126)
           CSX  Corp                     Barclays     Bank
       4,908                                                5,006
           CSX  Corp                     Barclays     Bank
       (4,052)                                                (4,133)
           CSX  Corp                     Goldman    Sachs
       8,795                                                (704)
           CSX  Corp
       7,396                            HSBC                   (16,688)
           CSX  Corp
       (5,496)                            HSBC                    13,740
           CSX  Corp                     Morgan    Stanley
       1,395                                                1,423
           CTI  BioPharma     Corp                Bank   of  America    Merrill    Lynch
        (151)                                                (25)
           CTS  Corp                     Bank   of  America    Merrill    Lynch
      (56,442)                                                (38,381)
           CTS  Corp                     Goldman    Sachs
      (14,077)                                                (9,572)
                                153/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           CTS  Corp
       (1,230)                            HSBC                     (62)
           CTS  Corp                     Morgan    Stanley
      (15,292)                                                (9,328)
           CubeSmart     (Reit)                  Bank   of  America    Merrill    Lynch
       41,349                                               (15,494)
           CubeSmart     (Reit)                  Barclays     Bank
       25,576                                                4,094
           CubeSmart     (Reit)                  Goldman    Sachs
       11,953                                                (2,107)
           CubeSmart     (Reit)
       8,474                            HSBC                     649
           CubeSmart     (Reit)                  Morgan    Stanley
       34,098                                                5,455
           Cubic   Corp                    Barclays     Bank
       (6,505)                                                 948
           Cubic   Corp                    Goldman    Sachs
      (11,232)                                                69,792
           Cubic   Corp
       (8,612)                            HSBC                   112,668
           Cubic   Corp                    Morgan    Stanley
      (20,018)                                                 6,606
           Cue  Biopharma     Inc                Barclays     Bank
       4,571                                                8,136
           Cue  Biopharma     Inc
       34,073                            HSBC                   101,197
           Cullen/Frost       Bankers    Inc             Bank   of  America    Merrill    Lynch
       (1,740)                                                 919
           Cullen/Frost       Bankers    Inc             Barclays     Bank
        (978)                                                531
       11,382    Cullen/Frost       Bankers    Inc             Goldman    Sachs                (6,374)
           Cullen/Frost       Bankers    Inc             Goldman    Sachs
       (1,243)                                                 402
           Cullen/Frost       Bankers    Inc
       16,024                            HSBC                   (13,300)
           Culp   Inc                     Barclays     Bank
       3,903                                                1,054
           Culp   Inc                     Goldman    Sachs
       12,628                                                1,263
           Culp   Inc
       12,960                            HSBC                    5,573
           Culp   Inc                     Morgan    Stanley
       5,384                                                1,454
           Cumberland      Pharmaceuticals        Inc          Morgan    Stanley
       12,603                                                2,143
           Cummins    Inc                   Bank   of  America    Merrill    Lynch
       (8,170)                                                5,882
           Cummins    Inc                   Barclays     Bank
       (8,905)                                               (27,872)
           Cummins    Inc                   Goldman    Sachs
      (10,440)                                                 7,517
           Cummins    Inc
       (6,859)                            HSBC                    20,508
           Cummins    Inc                   Morgan    Stanley
       (2,735)                                                (8,561)
           Cumulus    Media   Inc   ’A’              Goldman    Sachs
       6,542                                               16,682
           Cumulus    Media   Inc   ’A’              Morgan    Stanley
       1,366                                                1,223
           Curis   Inc                    Bank   of  America    Merrill    Lynch
       15,930                                                5,576
           Curis   Inc                    Goldman    Sachs
       14,576                                                5,102
           Curis   Inc                    Morgan    Stanley
       19,593                                                2,743
           Curo   Group   Holdings     Corp
       10,672                            HSBC                   (13,020)
       4,253    Curo   Group   Holdings     Corp             Morgan    Stanley                 2,084
           Curtiss-Wright        Corp                Bank   of  America    Merrill    Lynch
        461                                              (1,743)
           Curtiss-Wright        Corp                Barclays     Bank
       1,703                                                1,311
           Curtiss-Wright        Corp                Goldman    Sachs
       21,000                                               (79,380)
           Curtiss-Wright        Corp
       8,703                            HSBC                   (18,624)
           Curtiss-Wright        Corp                Morgan    Stanley
       6,261                                                4,821
           Cushman    & Wakefield     Plc             Bank   of  America    Merrill    Lynch
      (20,321)                                                (4,674)
           Cushman    & Wakefield     Plc             Barclays     Bank
      (72,423)                                                (52,869)
           Cushman    & Wakefield     Plc             Goldman    Sachs
      (109,576)                                                (24,722)
           Cushman    & Wakefield     Plc
      (33,696)                             HSBC                   (14,750)
           Cushman    & Wakefield     Plc             Morgan    Stanley
      (134,275)                                                (96,016)
                                154/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Customers     Bancorp    Inc              Barclays     Bank
       6,522                                               (3,261)
           Cutera    Inc                    Bank   of  America    Merrill    Lynch
       (2,238)                                                (6,199)
           Cutera    Inc                    Morgan    Stanley
       (8,798)                                                (9,678)
           CVB  Financial     Corp
       16,600                            HSBC                    (2,490)
           CVB  Financial     Corp                Morgan    Stanley
       55,159                                                9,929
           CVR  Energy    Inc                  Barclays     Bank
       (5,259)                                                8,257
           CVR  Energy    Inc                  Barclays     Bank
       12,360                                               (18,860)
           CVR  Energy    Inc                  Goldman    Sachs
       5,575                                               (11,060)
           CVR  Energy    Inc
        (708)                           HSBC                    2,336
           CVR  Energy    Inc
       17,962                            HSBC                   (46,868)
           CVR  Energy    Inc                  Morgan    Stanley
       5,753                                               (9,032)
           CVS  Health    Corp                  Goldman    Sachs
       4,356                                                3,746
           CVS  Health    Corp                  Morgan    Stanley
       25,942                                                (4,151)
           CyberArk     Software     Ltd              Bank   of  America    Merrill    Lynch
        (434)                                               (4,383)
           CyberArk     Software     Ltd              Barclays     Bank
        (841)                                               (1,135)
       (1,323)    CyberArk     Software     Ltd              Goldman    Sachs               (13,362)
           CyberArk     Software     Ltd
       (1,764)                            HSBC                   (15,788)
           Cyclerion     Therapeutics       Inc            Barclays     Bank
       (6,147)                                                 799
           Cyclerion     Therapeutics       Inc            Goldman    Sachs
       (5,209)                                                 (417)
           Cyclerion     Therapeutics       Inc
       (3,439)                            HSBC                      69
           Cyclerion     Therapeutics       Inc            Morgan    Stanley
      (54,123)                                                 7,036
           Cymabay    Therapeutics       Inc
       9,205                            HSBC                   (38,017)
           Cymabay    Therapeutics       Inc             Morgan    Stanley
       6,021                                               (22,579)
           CyrusOne     Inc  (Reit)                 Bank   of  America    Merrill    Lynch
       2,823                                               (6,064)
           CyrusOne     Inc  (Reit)                 Barclays     Bank
       6,103                                               (1,025)
           CyrusOne     Inc  (Reit)                 Goldman    Sachs
       14,767                                               (25,971)
           CyrusOne     Inc  (Reit)
        792                          HSBC                     (81)
           CyrusOne     Inc  (Reit)                 Morgan    Stanley
       7,285                                               (1,020)
           Cytokinetics       Inc                 Barclays     Bank
       (8,547)                                                 769
           Cytokinetics       Inc                 Morgan    Stanley
      (13,448)                                                 1,210
           CytomX    Therapeutics       Inc             Barclays     Bank
       8,373                                                3,014
           CytomX    Therapeutics       Inc
       11,936                            HSBC                    2,984
           CytomX    Therapeutics       Inc             Morgan    Stanley
       16,668                                                6,000
           CytoSorbents       Corp                 Goldman    Sachs
       (8,756)                                                1,401
       (3,901)    CytoSorbents       Corp                 Morgan    Stanley                 1,326
           Daily   Journal    Corp
       3,130                            HSBC                   (12,223)
           Daily   Journal    Corp                Morgan    Stanley
        741                                               1,078
           Daktronics      Inc                  Bank   of  America    Merrill    Lynch
       15,876                                                (9,526)
           Daktronics      Inc                  Barclays     Bank
       72,448                                               (42,744)
           Daktronics      Inc                  Goldman    Sachs
       44,140                                               (26,484)
           Daktronics      Inc
       71,699                            HSBC                   (56,642)
           Daktronics      Inc                  Morgan    Stanley
       55,929                                               (32,998)
           Dana   Inc                     Bank   of  America    Merrill    Lynch
       13,742                                                3,710
           Dana   Inc                     Barclays     Bank
       (3,000)                                                (1,050)
           Dana   Inc                     Goldman    Sachs
       44,380                                                11,983
                                155/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Dana   Inc                     Morgan    Stanley
       58,022                                                20,308
           Danaher    Corp                   Bank   of  America    Merrill    Lynch
        (335)                                                (876)
           Danaher    Corp                   Goldman    Sachs
       (6,330)                                               (18,610)
           Danaher    Corp
       3,555                            HSBC                    38,039
           Danaher    Corp
       (5,409)                            HSBC                   (57,876)
           Danaher    Corp                   Morgan    Stanley
       (3,062)                                                (7,992)
           Darden    Restaurants      Inc              Bank   of  America    Merrill    Lynch
        264                                               1,419
           Darden    Restaurants      Inc              Barclays     Bank
       7,825                                               30,306
           Darden    Restaurants      Inc              Goldman    Sachs
       8,188                                               43,653
           Darden    Restaurants      Inc              Morgan    Stanley
       23,849                                               100,881
           Darling    Ingredients      Inc             Bank   of  America    Merrill    Lynch
      (87,554)                                                (45,528)
           Darling    Ingredients      Inc             Barclays     Bank
       (9,278)                                                (5,103)
           Darling    Ingredients      Inc             Goldman    Sachs
      (13,237)                                                (5,202)
           Darling    Ingredients      Inc
      (67,902)                             HSBC                   (67,902)
           Darling    Ingredients      Inc             Morgan    Stanley
      (119,131)                                                (63,926)
       3,232    DASAN   Zhone   Solutions     Inc            HSBC                     452
           DASAN   Zhone   Solutions     Inc            Morgan    Stanley
       8,866                                                3,546
           Daseke    Inc                    Bank   of  America    Merrill    Lynch
       21,989                                                (5,827)
           Daseke    Inc                    Goldman    Sachs
       33,242                                                (8,809)
           Daseke    Inc                    Morgan    Stanley
       36,427                                                9,107
           Datadog    Inc   ’A’
       3,583                            HSBC                    30,348
           Datadog    Inc   ’A’
       (5,813)                            HSBC                   (49,236)
           Datadog    Inc   ’A’                 Morgan    Stanley
      (17,704)                                                (4,249)
           Dave   & Buster’s     Entertainment       Inc        Barclays     Bank
       3,603                                                1,811
           Dave   & Buster’s     Entertainment       Inc        Goldman    Sachs
       6,608                                                3,473
           Dave   & Buster’s     Entertainment       Inc        Morgan    Stanley
       12,464                                                 (997)
           DaVita    Inc                    Bank   of  America    Merrill    Lynch
       (5,767)                                                (6,401)
           DaVita    Inc                    Barclays     Bank
        (466)                                                252
           DaVita    Inc
       (8,053)                            HSBC                   (16,831)
           DaVita    Inc                    Morgan    Stanley
        (602)                                                325
           DaVita    Inc                    Morgan    Stanley
       3,056                                               (1,650)
           Dawson    Geophysical      Co              Goldman    Sachs
       10,676                                                (3,950)
           Dawson    Geophysical      Co              Morgan    Stanley
      175,035                                                (47,259)
           Deciphera     Pharmaceuticals        Inc          Barclays     Bank
       (2,974)                                                (1,933)
       (3,981)    Deciphera     Pharmaceuticals        Inc          Goldman    Sachs                2,788
           Deciphera     Pharmaceuticals        Inc
       (8,470)                            HSBC                     (701)
           Deckers    Outdoor    Corp               Bank   of  America    Merrill    Lynch
        (164)                                                (189)
           Deckers    Outdoor    Corp               Barclays     Bank
       (1,310)                                               (11,803)
           Deckers    Outdoor    Corp               Goldman    Sachs
       (1,292)                                                (5,213)
           Deckers    Outdoor    Corp
       (5,544)                            HSBC                   (30,125)
           Deckers    Outdoor    Corp               Morgan    Stanley
       (3,848)                                               (34,670)
           Deere   & Co                   Bank   of  America    Merrill    Lynch
       4,169                                               (22,037)
           Deere   & Co                   Barclays     Bank
       5,127                                               (33,890)
           Deere   & Co
       11,225                            HSBC                   (84,917)
           Deere   & Co                   Morgan    Stanley
        673                                              (4,449)
                                156/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Del  Taco   Restaurants      Inc             Bank   of  America    Merrill    Lynch
       52,645                                               (19,479)
           Del  Taco   Restaurants      Inc             Barclays     Bank
       2,971                                                 446
           Del  Taco   Restaurants      Inc             Goldman    Sachs
       5,215                                               (1,930)
           Del  Taco   Restaurants      Inc
       14,439                            HSBC                    (4,909)
           Del  Taco   Restaurants      Inc             Morgan    Stanley
       35,271                                                5,291
           Delek   US  Energy    Inc               Bank   of  America    Merrill    Lynch
       7,952                                               (8,748)
           Delek   US  Energy    Inc               Barclays     Bank
       5,163                                               (5,937)
           Delek   US  Energy    Inc               Goldman    Sachs
       18,653                                               (20,999)
           Delek   US  Energy    Inc
       7,408                            HSBC                   (26,295)
           Delek   US  Energy    Inc               Morgan    Stanley
       9,789                                               (11,258)
           Dell   Technologies       Inc   ’C’            Barclays     Bank
       6,166                                               (28,179)
           Dell   Technologies       Inc   ’C’            Goldman    Sachs
       1,299                                               (8,573)
           Dell   Technologies       Inc   ’C’
       4,213                            HSBC                   (22,203)
           Dell   Technologies       Inc   ’C’            Morgan    Stanley
       9,657                                               (44,132)
           Delta   Air  Lines   Inc               Bank   of  America    Merrill    Lynch
       (6,667)                                               (13,711)
        (845)   Delta   Air  Lines   Inc               Barclays     Bank                (926)
           Delta   Air  Lines   Inc
       15,778                            HSBC                     (631)
           Delta   Air  Lines   Inc
       (5,371)                            HSBC                   (10,531)
           Delta   Air  Lines   Inc               Morgan    Stanley
       6,934                                                9,916
           Delta   Apparel    Inc                Bank   of  America    Merrill    Lynch
       (1,936)                                                (2,168)
           Delta   Apparel    Inc
       (1,224)                            HSBC                    (1,567)
           Delta   Apparel    Inc                Morgan    Stanley
       (9,163)                                                (6,506)
           Deluxe    Corp                    Bank   of  America    Merrill    Lynch
       14,555                                                9,752
           Deluxe    Corp                    Barclays     Bank
       4,295                                                7,044
           Deluxe    Corp                    Goldman    Sachs
       12,680                                                8,084
           Deluxe    Corp
       12,326                            HSBC                    3,705
           Deluxe    Corp                    Morgan    Stanley
       26,618                                                43,653
           Denali    Therapeutics       Inc             Goldman    Sachs
       7,875                                               19,845
           Denbury    Resources     Inc
      (24,007)                             HSBC                    2,881
           Denny’s     Corp
       24,008                            HSBC                    1,440
           Denny’s     Corp                   Morgan    Stanley
       44,674                                                23,230
           DENTSPLY     SIRONA    Inc               Bank   of  America    Merrill    Lynch
       (1,978)                                                1,211
           DENTSPLY     SIRONA    Inc               Barclays     Bank
       (8,434)                                                4,682
           DENTSPLY     SIRONA    Inc               Goldman    Sachs
      (13,190)                                                 (528)
       (1,342)    DENTSPLY     SIRONA    Inc               HSBC                     928
           DENTSPLY     SIRONA    Inc               Morgan    Stanley
       (4,143)                                                2,486
           Dermira    Inc                   Bank   of  America    Merrill    Lynch
       1,430                                                 744
           Dermira    Inc
       19,497                            HSBC                    (1,755)
           Designer     Brands    Inc   ’A’             Barclays     Bank
       14,286                                                (1,196)
           Designer     Brands    Inc   ’A’             Goldman    Sachs
       2,293                                                1,271
           Designer     Brands    Inc   ’A’
       8,103                            HSBC                    (3,270)
           Designer     Brands    Inc   ’A’             Morgan    Stanley
       19,120                                                3,824
           Despegar.com       Corp                 Goldman    Sachs
      (13,847)                                                (18,970)
           Despegar.com       Corp                 Morgan    Stanley
      (107,826)                                                (102,435)
           Devon   Energy    Corp                 Bank   of  America    Merrill    Lynch
       8,277                                               (4,956)
                                157/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Devon   Energy    Corp                 Barclays     Bank
       21,251                                               (16,576)
           Devon   Energy    Corp
       30,982                            HSBC                   (10,144)
           Devon   Energy    Corp                 Morgan    Stanley
       25,027                                               (19,521)
           DexCom    Inc                    Bank   of  America    Merrill    Lynch
        750                                              12,096
           DexCom    Inc                    Barclays     Bank
       2,062                                                7,890
           DexCom    Inc                    Goldman    Sachs
       1,278                                               17,871
           DexCom    Inc
        692                          HSBC                    6,692
           DexCom    Inc                    Morgan    Stanley
        555                                               2,609
           DHI  Group   Inc                  Barclays     Bank
      (31,054)                                                (8,074)
           DHI  Group   Inc                  Goldman    Sachs
      (14,821)                                                (1,630)
           DHI  Group   Inc
       (7,065)                            HSBC                    (2,685)
           DHI  Group   Inc                  Morgan    Stanley
      (21,654)                                                (5,630)
           DHT  Holdings     Inc                 Bank   of  America    Merrill    Lynch
       4,483                                               (1,838)
           DHT  Holdings     Inc                 Barclays     Bank
       32,681                                                (4,249)
           DHT  Holdings     Inc                 Goldman    Sachs
       16,199                                                (5,526)
       29,270    DHT  Holdings     Inc                 HSBC                    4,154
           DHT  Holdings     Inc                 Morgan    Stanley
       71,603                                               (10,325)
           Diamond    Hill   Investment      Group   Inc        Morgan    Stanley
        (580)                                               4,437
           Diamond    Offshore     Drilling     Inc
       45,018                            HSBC                   (15,306)
           Diamond    Offshore     Drilling     Inc          Morgan    Stanley
       7,404                                                 296
           Diamond    S Shipping     Inc              Goldman    Sachs
       4,762                                                (434)
           Diamond    S Shipping     Inc
       11,616                            HSBC                    (3,136)
           Diamondback      Energy    Inc              Bank   of  America    Merrill    Lynch
      (10,319)                                                (3,096)
           Diamondback      Energy    Inc              Barclays     Bank
       (4,817)                                                (9,923)
           Diamondback      Energy    Inc              Goldman    Sachs
       (2,885)                                                 (866)
           Diamondback      Energy    Inc
       (8,265)                            HSBC                   (16,199)
           Diamondback      Energy    Inc              Morgan    Stanley
      (10,339)                                                (21,298)
           DiamondRock      Hospitality      Co  (Reit)          Bank   of  America    Merrill    Lynch
       9,155                                                1,923
           DiamondRock      Hospitality      Co  (Reit)          Barclays     Bank
      185,345                                                92,673
           DiamondRock      Hospitality      Co  (Reit)          Goldman    Sachs
      139,407                                                29,275
           DiamondRock      Hospitality      Co  (Reit)
      102,655                             HSBC                    12,318
           DiamondRock      Hospitality      Co  (Reit)          Morgan    Stanley
      204,073                                                102,037
           Dicerna    Pharmaceuticals        Inc           Barclays     Bank
       (9,454)                                               (15,410)
           Dicerna    Pharmaceuticals        Inc
       (3,561)                            HSBC                   (22,933)
      (12,486)     Dicerna    Pharmaceuticals        Inc           Morgan    Stanley                (20,352)
           Dick’s    Sporting     Goods   Inc            Bank   of  America    Merrill    Lynch
       6,158                                               28,142
           Dick’s    Sporting     Goods   Inc            Barclays     Bank
       4,542                                               27,343
           Dick’s    Sporting     Goods   Inc            Morgan    Stanley
       20,048                                               120,689
           Diebold    Nixdorf    Inc               Barclays     Bank
      (11,664)                                                 2,100
           Diebold    Nixdorf    Inc               Goldman    Sachs
       (6,561)                                                6,102
           Diebold    Nixdorf    Inc
       (3,835)                            HSBC                    2,823
           Diebold    Nixdorf    Inc               Morgan    Stanley
      (26,521)                                                 4,774
           Digi   International       Inc              Morgan    Stanley
       4,762                                               (2,833)
           Digimarc     Corp                   Bank   of  America    Merrill    Lynch
       (4,532)                                                10,605
           Digimarc     Corp                   Barclays     Bank
        (865)                                                (597)
                                158/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Digimarc     Corp                   Goldman    Sachs
      (15,913)                                                37,236
           Digimarc     Corp
       (5,840)                            HSBC                    25,229
           Digimarc     Corp                   Morgan    Stanley
       (4,059)                                                (2,801)
           Digital    Realty    Trust   Inc  (Reit)           Barclays     Bank
       6,271                                                9,030
           Digital    Realty    Trust   Inc  (Reit)
       (2,620)                            HSBC                   (11,711)
           Digital    Realty    Trust   Inc  (Reit)
       4,398                            HSBC                    19,659
           Digital    Realty    Trust   Inc  (Reit)           Morgan    Stanley
       (4,698)                                                (6,765)
           Digital    Realty    Trust   Inc  (Reit)           Morgan    Stanley
       11,863                                                17,083
           Digital    Turbine    Inc               Barclays     Bank
      (31,985)                                                (15,033)
           Digital    Turbine    Inc
       (6,908)                            HSBC                    (4,326)
           Dime   Community     Bancshares      Inc          Bank   of  America    Merrill    Lynch
      (38,942)                                                (14,993)
           Dime   Community     Bancshares      Inc          Goldman    Sachs
      (13,753)                                                (5,295)
           Dime   Community     Bancshares      Inc          Morgan    Stanley
        (627)                                                (270)
           Dine   Brands    Global    Inc              Barclays     Bank
        (708)                                               (1,919)
           Dine   Brands    Global    Inc              Goldman    Sachs
       (2,776)                                               (13,214)
       (8,355)    Dine   Brands    Global    Inc              HSBC                   (39,937)
           Dine   Brands    Global    Inc              Morgan    Stanley
      (16,000)                                                (43,360)
           Diodes    Inc                    Barclays     Bank
       (6,439)                                               (10,174)
           Diodes    Inc                    Goldman    Sachs
       (8,599)                                                (4,504)
           Diodes    Inc
       (3,139)                            HSBC                    (1,005)
           Diodes    Inc                    Morgan    Stanley
      (11,731)                                                (18,535)
           Diplomat     Pharmacy     Inc              Goldman    Sachs
       59,857                                                65,843
           Diplomat     Pharmacy     Inc              Morgan    Stanley
       75,110                                                46,568
           Discover     Financial     Services              Bank   of  America    Merrill    Lynch
       (6,748)                                                (3,646)
           Discover     Financial     Services              Barclays     Bank
       (8,047)                                                (8,771)
           Discover     Financial     Services              Goldman    Sachs
       4,146                                                1,824
           Discover     Financial     Services              Goldman    Sachs
       (8,073)                                                (3,028)
           Discover     Financial     Services
        287                          HSBC                      72
           Discover     Financial     Services
       (1,419)                            HSBC                     (355)
           Discover     Financial     Services              Morgan    Stanley
       2,648                                                2,886
           Discover     Financial     Services              Morgan    Stanley
       (4,852)                                                (5,289)
           Discovery     Inc   ’A’                Barclays     Bank
       29,989                                                9,746
           Discovery     Inc   ’A’                Morgan    Stanley
       12,703                                                4,128
           DISH   Network    Corp   (Right)              Bank   of  America    Merrill    Lynch
       (1,526)                                                (1,051)
        (188)   DISH   Network    Corp   (Right)              Barclays     Bank                (129)
           DISH   Network    Corp   (Right)
        (149)                           HSBC                     (103)
           DISH   Network    Corp   (Right)              Morgan    Stanley
        (606)                                                (417)
           DISH   Network    Corp   ’A’              Bank   of  America    Merrill    Lynch
      (26,907)                                                51,661
           DISH   Network    Corp   ’A’              Barclays     Bank
        (717)                                               1,628
           DISH   Network    Corp   ’A’
        (266)                           HSBC                     343
           DISH   Network    Corp   ’A’              Morgan    Stanley
      (11,210)                                                25,447
           DMC  Global    Inc                  Bank   of  America    Merrill    Lynch
       (4,733)                                                (4,070)
           DMC  Global    Inc
       (4,876)                            HSBC                    5,510
           DMC  Global    Inc                  Morgan    Stanley
       (7,255)                                                (1,814)
           DocuSign     Inc                   Bank   of  America    Merrill    Lynch
       4,593                                               16,810
                                159/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           DocuSign     Inc                   Barclays     Bank
       1,148                                                 367
           DocuSign     Inc                   Goldman    Sachs
       2,792                                                9,479
           DocuSign     Inc
       2,193                            HSBC                    10,329
           DocuSign     Inc                   Morgan    Stanley
       4,375                                                1,400
           Dolby   Laboratories       Inc   ’A’           Barclays     Bank
        (343)                                                 (7)
           Dolby   Laboratories       Inc   ’A’           Goldman    Sachs
       (7,372)                                                 (295)
           Dolby   Laboratories       Inc   ’A’           Goldman    Sachs
        517                                                21
           Dolby   Laboratories       Inc   ’A’
      (14,014)                             HSBC                   (42,883)
           Dolby   Laboratories       Inc   ’A’           Morgan    Stanley
      (10,143)                                                 (203)
           Dollar    General    Corp                Bank   of  America    Merrill    Lynch
       6,968                                               (17,182)
           Dollar    General    Corp                Barclays     Bank
       3,099                                               (7,221)
           Dollar    General    Corp                Goldman    Sachs
       4,796                                               (12,853)
           Dollar    General    Corp
       4,347                            HSBC                    1,029
           Dollar    General    Corp                Morgan    Stanley
       25,679                                               (59,832)
           Dollar    Tree   Inc                 Bank   of  America    Merrill    Lynch
      (16,456)                                                272,031
       (7,577)    Dollar    Tree   Inc                 Barclays     Bank               127,293
           Dollar    Tree   Inc                 Goldman    Sachs
       (7,947)                                               132,000
           Dollar    Tree   Inc
       (3,218)                            HSBC                    58,278
           Dollar    Tree   Inc                 Morgan    Stanley
       (1,982)                                                33,298
           Dominion     Energy    Inc               Barclays     Bank
      (20,810)                                                  832
           Dominion     Energy    Inc               Goldman    Sachs
       (5,483)                                                (5,976)
           Dominion     Energy    Inc
      (29,263)                             HSBC                   (85,448)
           Dominion     Energy    Inc               Morgan    Stanley
      (54,457)                                                 2,178
           Domino’s     Pizza   Inc               Barclays     Bank
       (3,250)                                               (32,272)
           Domino’s     Pizza   Inc               Goldman    Sachs
       (1,082)                                               (15,451)
           Domino’s     Pizza   Inc               Morgan    Stanley
       (1,341)                                               (13,316)
           Domo   Inc   ’B’                  Barclays     Bank
      (10,771)                                                (12,817)
           Domo   Inc   ’B’
      (11,495)                             HSBC                   (24,714)
           Domo   Inc   ’B’                  Morgan    Stanley
       (6,607)                                                (7,862)
           Domtar    Corp                    Bank   of  America    Merrill    Lynch
       10,176                                                (5,495)
           Domtar    Corp                    Barclays     Bank
       18,989                                                5,317
           Domtar    Corp
       29,189                            HSBC                   (28,021)
           Domtar    Corp                    Morgan    Stanley
       65,463                                                18,330
           Donaldson     Co  Inc                 Bank   of  America    Merrill    Lynch
       5,054                                                6,463
       9,508    Donaldson     Co  Inc                 Barclays     Bank               13,596
           Donaldson     Co  Inc                 Goldman    Sachs
       17,102                                                20,264
           Donaldson     Co  Inc
       3,284                            HSBC                    3,493
           Donaldson     Co  Inc                 Morgan    Stanley
       9,249                                               11,896
           Donegal    Group   Inc   ’A’              Barclays     Bank
      (25,069)                                                (8,523)
           Donegal    Group   Inc   ’A’              Goldman    Sachs
       (2,327)                                                 (349)
           Donnelley     Financial     Solutions     Inc        Barclays     Bank
       31,032                                                5,896
           Donnelley     Financial     Solutions     Inc        Goldman    Sachs
       12,295                                                 595
           Donnelley     Financial     Solutions     Inc        Morgan    Stanley
       29,297                                                3,902
           Dorian    LPG  Ltd                  Bank   of  America    Merrill    Lynch
       9,496                                               13,010
           Dorian    LPG  Ltd                  Barclays     Bank
       13,300                                                 133
                                160/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Dorian    LPG  Ltd                  Goldman    Sachs
       12,464                                                17,076
           Dorian    LPG  Ltd
       2,939                            HSBC                    5,467
           Dorian    LPG  Ltd                  Morgan    Stanley
       2,441                                                 24
           Dorman    Products     Inc               Bank   of  America    Merrill    Lynch
       (1,224)                                                (1,579)
           Dorman    Products     Inc               Barclays     Bank
       (1,799)                                                (3,634)
           Dorman    Products     Inc               Barclays     Bank
       4,757                                                9,609
           Dorman    Products     Inc               Goldman    Sachs
        (192)                                                (248)
           Dorman    Products     Inc
       (3,832)                            HSBC                    (5,250)
           Dorman    Products     Inc               Morgan    Stanley
       (4,741)                                                (9,577)
           Dorman    Products     Inc               Morgan    Stanley
       4,297                                                8,680
           Douglas    Dynamics     Inc               Barclays     Bank
       2,555                                                3,296
           Douglas    Dynamics     Inc               Goldman    Sachs
       3,956                                                4,549
           Douglas    Dynamics     Inc
       10,212                            HSBC                    12,083
           Douglas    Dynamics     Inc               Morgan    Stanley
       13,346                                                15,529
           Douglas    Emmett    Inc  (Reit)              Bank   of  America    Merrill    Lynch
       60,897                                                27,138
       16,088    Douglas    Emmett    Inc  (Reit)              Barclays     Bank               10,940
           Douglas    Emmett    Inc  (Reit)              Goldman    Sachs
       33,931                                                15,237
           Douglas    Emmett    Inc  (Reit)
       32,269                            HSBC                    28,939
           Douglas    Emmett    Inc  (Reit)              Morgan    Stanley
       33,906                                                22,912
           Dova   Pharmaceuticals        Inc*
       (4,689)                            HSBC                    (2,532)
           Dover   Corp                    Barclays     Bank
       7,496                                               16,116
           Dover   Corp
       2,633                            HSBC                    6,003
           Dover   Corp                    Morgan    Stanley
       (5,303)                                               (11,401)
           Dover   Corp                    Morgan    Stanley
       3,780                                                8,127
           Dow  Inc                     Barclays     Bank
       (5,994)                                                2,697
           Dow  Inc
      (26,266)                             HSBC                    58,836
           Dow  Inc                     Morgan    Stanley
      (36,641)                                                16,489
           DR  Horton    Inc                  Bank   of  America    Merrill    Lynch
       52,970                                                98,787
           DR  Horton    Inc                  Barclays     Bank
       3,476                                                4,588
           DR  Horton    Inc                  Goldman    Sachs
       7,257                                               12,603
           DR  Horton    Inc
       28,316                            HSBC                    91,685
           DR  Horton    Inc                  Morgan    Stanley
       42,833                                                54,724
           Dril-Quip     Inc                  Goldman    Sachs
       1,024                                               (2,232)
           Dril-Quip     Inc
       (4,406)                            HSBC                    10,971
       4,274    Dril-Quip     Inc                  Morgan    Stanley                (2,351)
           Drive   Shack   Inc                 Bank   of  America    Merrill    Lynch
      (70,184)                                                16,844
           Drive   Shack   Inc                 Barclays     Bank
       (8,700)                                                 870
           Drive   Shack   Inc                 Goldman    Sachs
      (91,890)                                                22,054
           Drive   Shack   Inc
      (12,083)                             HSBC                    1,208
           Drive   Shack   Inc                 Morgan    Stanley
      (50,797)                                                 5,080
           Dropbox    Inc   ’A’                 Bank   of  America    Merrill    Lynch
       3,418                                               (2,017)
           Dropbox    Inc   ’A’                 Barclays     Bank
       13,061                                                (4,702)
           Dropbox    Inc   ’A’                 Goldman    Sachs
       41,844                                               (24,688)
           Dropbox    Inc   ’A’
       5,558                            HSBC                    (6,531)
           Dropbox    Inc   ’A’                 Morgan    Stanley
       18,919                                                (6,810)
                                161/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           DSP  Group   Inc                  Barclays     Bank
       10,923                                                3,058
           DSP  Group   Inc                  Goldman    Sachs
       6,555                                                (866)
           DSP  Group   Inc
       39,244                            HSBC                   (35,470)
           DSP  Group   Inc                  Morgan    Stanley
       32,229                                                8,169
           DTE  Energy    Co                  Bank   of  America    Merrill    Lynch
       44,474                                                57,457
           DTE  Energy    Co                  Barclays     Bank
       8,500                                               14,195
           DTE  Energy    Co                  Goldman    Sachs
       27,991                                                35,442
           DTE  Energy    Co
       17,456                            HSBC                    80,646
           DTE  Energy    Co                  Morgan    Stanley
       42,757                                                71,404
           Ducommun     Inc                   Bank   of  America    Merrill    Lynch
       15,435                                               (13,428)
           Ducommun     Inc                   Barclays     Bank
       1,998                                                 220
           Ducommun     Inc                   Goldman    Sachs
       6,437                                               (5,600)
           Ducommun     Inc
       3,294                            HSBC                    5,387
           Ducommun     Inc                   Morgan    Stanley
       2,826                                                 311
           Duke   Energy    Corp                 Bank   of  America    Merrill    Lynch
      (37,557)                                                 3,380
       (7,873)    Duke   Energy    Corp                 HSBC                    11,495
           Duke   Energy    Corp                 Morgan    Stanley
      (18,871)                                                (25,476)
           Duke   Energy    Corp                 Morgan    Stanley
       17,830                                                24,071
           Duke   Realty    Corp   (Reit)               Bank   of  America    Merrill    Lynch
       3,428                                                 583
           Duke   Realty    Corp   (Reit)               Goldman    Sachs
      (25,018)                                                (4,253)
           Duke   Realty    Corp   (Reit)               Goldman    Sachs
       20,206                                                3,435
           Duke   Realty    Corp   (Reit)
       25,766                            HSBC                    18,809
           Duke   Realty    Corp   (Reit)               Morgan    Stanley
      (11,572)                                                (7,985)
           Duke   Realty    Corp   (Reit)               Morgan    Stanley
       11,761                                                8,115
           Duluth    Holdings     Inc   ’B’             Barclays     Bank
       6,766                                                4,466
           Duluth    Holdings     Inc   ’B’             Goldman    Sachs
       18,740                                                8,728
           Duluth    Holdings     Inc   ’B’
       27,956                            HSBC                    1,610
           Duluth    Holdings     Inc   ’B’             Morgan    Stanley
       5,969                                                3,940
           Dunkin’     Brands    Group   Inc            Barclays     Bank
       9,329                                               14,926
           Dunkin’     Brands    Group   Inc            Goldman    Sachs
       1,853                                                 686
           Dunkin’     Brands    Group   Inc
       28,015                            HSBC                    86,006
           Dunkin’     Brands    Group   Inc            Morgan    Stanley
       18,256                                                29,210
           DuPont    de  Nemours    Inc              Bank   of  America    Merrill    Lynch
       6,436                                               (3,845)
           DuPont    de  Nemours    Inc              Barclays     Bank
       (2,768)                                                2,214
       18,354    DuPont    de  Nemours    Inc              Goldman    Sachs               (44,410)
           DuPont    de  Nemours    Inc
       (1,920)                            HSBC                    11,712
           DuPont    de  Nemours    Inc              Morgan    Stanley
       (7,138)                                                5,710
           DuPont    de  Nemours    Inc              Morgan    Stanley
       7,425                                               (5,940)
           DXC  Technology      Co                Bank   of  America    Merrill    Lynch
       2,179                                                (436)
           DXC  Technology      Co                Barclays     Bank
       4,543                                                5,406
           DXC  Technology      Co                Goldman    Sachs
       4,378                                                (876)
           DXC  Technology      Co                Morgan    Stanley
       22,843                                                27,183
           DXP  Enterprises      Inc/TX               Goldman    Sachs
       8,328                                               (3,914)
           DXP  Enterprises      Inc/TX               Morgan    Stanley
       7,115                                                (818)
           Dyadic    International       Inc             Barclays     Bank
       4,549                                                1,592
                                162/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Dyadic    International       Inc             Morgan    Stanley
       7,962                                                2,787
           Dycom   Industries      Inc               Bank   of  America    Merrill    Lynch
       5,971                                                6,031
           Dycom   Industries      Inc               Barclays     Bank
       12,037                                                46,117
           Dycom   Industries      Inc               Goldman    Sachs
       6,245                                                6,307
           Dycom   Industries      Inc
       41,759                            HSBC                    39,869
           Dycom   Industries      Inc               Morgan    Stanley
       34,588                                               134,458
           Dynatrace     Inc                  Bank   of  America    Merrill    Lynch
      (34,592)                                               (185,413)
           Dynatrace     Inc                  Barclays     Bank
       (8,880)                                               (23,266)
           Dynatrace     Inc                  Goldman    Sachs
      (14,025)                                                (75,174)
           Dynatrace     Inc
      (40,211)                             HSBC                   (283,656)
           Dynatrace     Inc                  Morgan    Stanley
      (16,485)                                                (43,191)
           Dynavax    Technologies       Corp             Morgan    Stanley
       16,766                                                2,599
           Dynex   Capital    Inc  (Reit)              Barclays     Bank
       (3,821)                                                (1,758)
           Dynex   Capital    Inc  (Reit)
      (43,178)                             HSBC                   (28,497)
           Dynex   Capital    Inc  (Reit)              Morgan    Stanley
      (29,975)                                                (13,789)
       (4,084)    E*TRADE    Financial     Corp              Barclays     Bank               (7,637)
           E*TRADE    Financial     Corp              Goldman    Sachs
       (3,264)                                                2,283
           E*TRADE    Financial     Corp
       (4,214)                            HSBC                    (3,245)
           E*TRADE    Financial     Corp              Morgan    Stanley
       (6,610)                                               (12,361)
           Eagle   Bancorp    Inc                Barclays     Bank
       (9,761)                                                (3,416)
           Eagle   Bancorp    Inc                Goldman    Sachs
       (9,768)                                                1,361
           Eagle   Bancorp    Inc
       (8,836)                            HSBC                    11,840
           Eagle   Bancorp    Inc                Morgan    Stanley
      (20,130)                                                (7,046)
           Eagle   Bulk   Shipping     Inc             Goldman    Sachs
      (67,829)                                                (37,306)
           Eagle   Bulk   Shipping     Inc             Morgan    Stanley
       (7,039)                                                (1,971)
           Eagle   Materials     Inc               Bank   of  America    Merrill    Lynch
       (3,434)                                                (2,610)
           Eagle   Materials     Inc               Morgan    Stanley
      (42,224)                                               (131,739)
           Eagle   Pharmaceuticals        Inc/DE            Barclays     Bank
       3,605                                               12,221
           Eagle   Pharmaceuticals        Inc/DE            Goldman    Sachs
       4,145                                                5,181
           Eagle   Pharmaceuticals        Inc/DE
       4,627                            HSBC                   (21,839)
           Eagle   Pharmaceuticals        Inc/DE            Morgan    Stanley
       1,163                                                3,943
           Earthstone      Energy    Inc   ’A’            Bank   of  America    Merrill    Lynch
      (42,527)                                                57,837
           Earthstone      Energy    Inc   ’A’            Goldman    Sachs
      (11,632)                                                15,820
           East   West   Bancorp    Inc              Bank   of  America    Merrill    Lynch
       28,526                                                33,660
       39,735    East   West   Bancorp    Inc              Barclays     Bank               41,324
           East   West   Bancorp    Inc              Goldman    Sachs
       14,581                                                19,520
           East   West   Bancorp    Inc
       12,350                            HSBC                    8,540
           East   West   Bancorp    Inc              Morgan    Stanley
       27,219                                                28,308
           Easterly     Government      Properties      Inc  (Reit)      Bank   of  America    Merrill    Lynch
       3,465                                                1,594
           Easterly     Government      Properties      Inc  (Reit)      Barclays     Bank
       2,810                                                 508
           Easterly     Government      Properties      Inc  (Reit)      Goldman    Sachs
       3,482                                                1,602
           Easterly     Government      Properties      Inc  (Reit)
       65,353                            HSBC                    28,525
           Easterly     Government      Properties      Inc  (Reit)      Morgan    Stanley
       69,490                                                28,491
           Eastern    Co/The                   Bank   of  America    Merrill    Lynch
       (3,868)                                                2,901
           Eastern    Co/The                   Goldman    Sachs
       (1,011)                                                 758
                                163/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           EastGroup     Properties      Inc  (Reit)           Bank   of  America    Merrill    Lynch
       42,762                                               248,546
           EastGroup     Properties      Inc  (Reit)           Barclays     Bank
       7,620                                               42,443
           EastGroup     Properties      Inc  (Reit)           Goldman    Sachs
       29,653                                               172,204
           EastGroup     Properties      Inc  (Reit)
       3,275                            HSBC                    18,917
           EastGroup     Properties      Inc  (Reit)           Morgan    Stanley
       30,425                                               169,467
           Eastman    Chemical     Co               Bank   of  America    Merrill    Lynch
        (946)                                                (845)
           Eastman    Chemical     Co
       8,847                            HSBC                   (44,766)
           Eastman    Chemical     Co               Morgan    Stanley
       10,902                                                13,628
           Eastman    Chemical     Co               Morgan    Stanley
       (3,901)                                                (4,876)
           Eaton   Corp   Plc                  Bank   of  America    Merrill    Lynch
        582                                                134
           Eaton   Corp   Plc                  Barclays     Bank
       21,865                                                41,544
           Eaton   Corp   Plc                  Goldman    Sachs
       11,767                                                13,833
           Eaton   Corp   Plc                  Goldman    Sachs
       (1,039)                                                 (883)
           Eaton   Corp   Plc
        570                          HSBC                     148
           Eaton   Corp   Plc
       (5,202)                            HSBC                    (8,869)
       6,230    Eaton   Corp   Plc                  Morgan    Stanley                11,837
           Eaton   Corp   Plc                  Morgan    Stanley
       (1,182)                                                (2,246)
           Eaton   Vance   Corp                 Barclays     Bank
       (1,913)                                                1,492
           Eaton   Vance   Corp                 Goldman    Sachs
      (10,166)                                                 7,688
           Eaton   Vance   Corp                 Goldman    Sachs
        987                                               (721)
           Eaton   Vance   Corp
       (2,573)                            HSBC                    1,595
           Eaton   Vance   Corp
        798                          HSBC                     (466)
           Eaton   Vance   Corp                 Morgan    Stanley
       3,053                                               (2,381)
           eBay   Inc
      (10,681)                             HSBC                    (6,729)
           eBay   Inc                     Morgan    Stanley
      (49,200)                                                (31,980)
           Ebix   Inc                     Goldman    Sachs
      (47,512)                                                (25,181)
           Ebix   Inc
       (2,642)                            HSBC                    20,793
           Echo   Global    Logistics     Inc            Goldman    Sachs
       7,261                                               (5,155)
           Echo   Global    Logistics     Inc
       42,252                            HSBC                   (86,617)
           Echo   Global    Logistics     Inc            Morgan    Stanley
       21,778                                                17,422
           EchoStar     Corp   ’A’                Bank   of  America    Merrill    Lynch
       7,061                                                8,261
           EchoStar     Corp   ’A’                Bank   of  America    Merrill    Lynch
       (6,942)                                                (8,122)
           EchoStar     Corp   ’A’                Barclays     Bank
       (3,545)                                                 106
           EchoStar     Corp   ’A’                Goldman    Sachs
       11,156                                                13,053
       (2,823)    EchoStar     Corp   ’A’                Goldman    Sachs                (3,303)
           EchoStar     Corp   ’A’
       (4,204)                            HSBC                    (2,008)
           EchoStar     Corp   ’A’                Morgan    Stanley
       (1,314)                                                  39
           Ecolab    Inc                    Bank   of  America    Merrill    Lynch
       17,779                                               (84,628)
           Ecolab    Inc                    Goldman    Sachs
       2,620                                               (12,471)
           Ecolab    Inc
       29,927                            HSBC                   (99,230)
           Edgewell     Personal     Care   Co            Bank   of  America    Merrill    Lynch
      (14,148)                                                (16,978)
           Edgewell     Personal     Care   Co            Goldman    Sachs
       (1,860)                                                (2,232)
           Edgewell     Personal     Care   Co
      (13,739)                             HSBC                    73,641
           Edgewell     Personal     Care   Co            Morgan    Stanley
      (20,490)                                                (32,784)
           Edison    International                    Bank   of  America    Merrill    Lynch
      (25,816)                                                 (774)
                                164/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Edison    International                    Barclays     Bank
        (493)                                                552
           Edison    International                    Goldman    Sachs
       (5,817)                                                 (271)
           Edison    International
        (338)                           HSBC                    (1,294)
           Edison    International                    Morgan    Stanley
        (919)                                               1,029
           Editas    Medicine     Inc               Goldman    Sachs
       12,792                                                88,904
           Editas    Medicine     Inc               Morgan    Stanley
       3,828                                               20,863
           Edwards    Lifesciences       Corp             Bank   of  America    Merrill    Lynch
       1,588                                                 397
           Edwards    Lifesciences       Corp             Barclays     Bank
       7,401                                               37,671
           Edwards    Lifesciences       Corp             Goldman    Sachs
       2,549                                                 637
           Edwards    Lifesciences       Corp
       1,386                            HSBC                    16,258
           Edwards    Lifesciences       Corp             Morgan    Stanley
       5,477                                               27,878
           eGain   Corp                    Barclays     Bank
      (20,121)                                                 2,213
           eGain   Corp                    Goldman    Sachs
       (9,579)                                                1,245
           eGain   Corp
      (15,984)                             HSBC                    (1,279)
           eGain   Corp                    Morgan    Stanley
       (8,389)                                                 923
       (1,054)    eHealth    Inc                   Goldman    Sachs               (11,215)
           eHealth    Inc
       (1,048)                            HSBC                   (12,723)
           eHealth    Inc                   Morgan    Stanley
       (8,914)                                               (63,022)
           Eidos   Therapeutics       Inc              Barclays     Bank
       1,181                                                1,039
           Eidos   Therapeutics       Inc
        735                          HSBC                     898
           Eidos   Therapeutics       Inc              Morgan    Stanley
        982                                                864
           Eiger   BioPharmaceuticals          Inc           Bank   of  America    Merrill    Lynch
       16,753                                                28,480
           Eiger   BioPharmaceuticals          Inc           Barclays     Bank
       1,700                                                2,210
           Eiger   BioPharmaceuticals          Inc           Goldman    Sachs
       8,013                                               13,622
           El  Paso   Electric     Co               Goldman    Sachs
       (2,411)                                                (2,652)
           El  Paso   Electric     Co               Morgan    Stanley
       2,411                                                 145
           El  Pollo   Loco   Holdings     Inc
      (22,413)                             HSBC                   (36,981)
           El  Pollo   Loco   Holdings     Inc            Morgan    Stanley
       (8,632)                                                (9,840)
           Elah   Holdings     Inc                Bank   of  America    Merrill    Lynch
         98                                                39
           Elah   Holdings     Inc                Morgan    Stanley
         87                                                35
           Elanco    Animal    Health    Inc             Barclays     Bank
      (21,812)                                                (21,158)
           Elanco    Animal    Health    Inc             Barclays     Bank
       8,529                                                8,273
           Elanco    Animal    Health    Inc             Goldman    Sachs
       (5,049)                                                (8,783)
           Elanco    Animal    Health    Inc
      (17,061)                             HSBC                   (19,752)
       11,485    Elanco    Animal    Health    Inc             Morgan    Stanley                11,140
           Elastic    NV                   Barclays     Bank
       5,329                                                3,304
           Elastic    NV
       2,366                            HSBC                    16,917
           Eldorado     Resorts    Inc               Bank   of  America    Merrill    Lynch
        666                                                445
           Eldorado     Resorts    Inc               Goldman    Sachs
      (21,246)                                                (36,898)
           Eldorado     Resorts    Inc               Goldman    Sachs
        830                                                36
           Eldorado     Resorts    Inc
       (1,800)                            HSBC                    (6,732)
           Eldorado     Resorts    Inc               Morgan    Stanley
       2,811                                                 595
           Electronic      Arts   Inc               Bank   of  America    Merrill    Lynch
       2,568                                                9,591
           Electronic      Arts   Inc               Barclays     Bank
       3,880                                                8,090
           Electronic      Arts   Inc
       4,377                            HSBC                    12,558
                                165/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Electronic      Arts   Inc               Morgan    Stanley
       4,230                                                8,820
           Element    Solutions     Inc              Bank   of  America    Merrill    Lynch
       (4,188)                                                1,550
           Element    Solutions     Inc              Barclays     Bank
      (14,502)                                                 3,045
           Element    Solutions     Inc              Goldman    Sachs
      (57,052)                                                21,109
           Element    Solutions     Inc
      (24,805)                             HSBC                    (1,240)
           Element    Solutions     Inc              Morgan    Stanley
      (127,521)                                                 26,780
           Elevate    Credit    Inc                Bank   of  America    Merrill    Lynch
       14,576                                                2,186
           Elevate    Credit    Inc                Goldman    Sachs
       59,995                                                8,999
           Elevate    Credit    Inc
       40,428                            HSBC                    1,790
           Elevate    Credit    Inc                Morgan    Stanley
       37,684                                                4,899
           elf  Beauty    Inc                  Bank   of  America    Merrill    Lynch
       1,773                                                 (11)
           elf  Beauty    Inc                  Barclays     Bank
       8,073                                               (2,016)
           elf  Beauty    Inc                  Goldman    Sachs
       2,716                                                 244
           elf  Beauty    Inc
       25,215                            HSBC                   (15,891)
           elf  Beauty    Inc                  Morgan    Stanley
       24,680                                                (6,664)
      (24,210)     Eli  Lilly   & Co                 Barclays     Bank               (41,157)
           Eli  Lilly   & Co
       (9,420)                            HSBC                   (41,560)
           Eli  Lilly   & Co                 Morgan    Stanley
       (6,693)                                               (11,378)
           Ellington     Residential      Mortgage     REIT   (Reit)     Bank   of  America    Merrill    Lynch
      (92,263)                                                (25,834)
           Ellington     Residential      Mortgage     REIT   (Reit)     Morgan    Stanley
      (40,004)                                                (5,201)
           Embraer    SA  ADR                  Goldman    Sachs
       (1,717)                                                 (986)
           Embraer    SA  ADR                  Morgan    Stanley
      (100,727)                                                   604
           EMCOR   Group   Inc                 Bank   of  America    Merrill    Lynch
       39,103                                               (32,456)
           EMCOR   Group   Inc                 Barclays     Bank
       16,345                                                29,748
           EMCOR   Group   Inc                 Goldman    Sachs
       12,361                                                (6,767)
           EMCOR   Group   Inc
       31,379                            HSBC                    4,622
           EMCOR   Group   Inc                 Morgan    Stanley
       11,712                                                20,835
           Emerald    Expositions      Events    Inc          Bank   of  America    Merrill    Lynch
       69,606                                                26,450
           Emergent     BioSolutions       Inc            Barclays     Bank
       2,714                                                9,608
           Emergent     BioSolutions       Inc            Goldman    Sachs
        (770)                                                 8
           Emergent     BioSolutions       Inc            Goldman    Sachs
       1,643                                                 (16)
           Emergent     BioSolutions       Inc
       (1,343)                            HSBC                    (1,034)
           Emergent     BioSolutions       Inc
       1,268                            HSBC                     496
           Emergent     BioSolutions       Inc            Morgan    Stanley
       (1,378)                                                (4,878)
       2,069    Emergent     BioSolutions       Inc            Morgan    Stanley                 7,324
           Emerson    Electric     Co               Bank   of  America    Merrill    Lynch
      (14,990)                                                (8,379)
           Emerson    Electric     Co               Barclays     Bank
       (9,173)                                                (2,896)
           Emerson    Electric     Co               Goldman    Sachs
      (71,694)                                                (37,296)
           Emerson    Electric     Co
      (15,019)                             HSBC                    (2,854)
           Emerson    Electric     Co               Morgan    Stanley
      (61,521)                                                (25,223)
           Empire    State   Realty    Trust   Inc   ’A’   (Reit)     Bank   of  America    Merrill    Lynch
      (142,596)                                                 38,501
           Empire    State   Realty    Trust   Inc   ’A’   (Reit)     Bank   of  America    Merrill    Lynch
       52,785                                               (14,252)
           Empire    State   Realty    Trust   Inc   ’A’   (Reit)     Goldman    Sachs
       (7,600)                                                2,052
           Empire    State   Realty    Trust   Inc   ’A’   (Reit)
       41,567                            HSBC                   (17,042)
           Empire    State   Realty    Trust   Inc   ’A’   (Reit)     Morgan    Stanley
      (78,022)                                                (19,506)
                                166/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Empire    State   Realty    Trust   Inc   ’A’   (Reit)     Morgan    Stanley
       42,262                                                10,566
           Employers     Holdings     Inc              Bank   of  America    Merrill    Lynch
       55,063                                                16,519
           Employers     Holdings     Inc              Goldman    Sachs
       10,070                                                3,021
           Employers     Holdings     Inc              Morgan    Stanley
       5,789                                                4,110
           Enanta    Pharmaceuticals        Inc            Goldman    Sachs
       1,942                                                1,853
           Enanta    Pharmaceuticals        Inc
       5,702                            HSBC                    10,839
           Enanta    Pharmaceuticals        Inc            Morgan    Stanley
       7,827                                               17,500
           Enbridge     Inc                   Bank   of  America    Merrill    Lynch
       (2,382)                                                 643
           Encompass     Health    Corp               Barclays     Bank
       (3,164)                                                 (95)
           Encompass     Health    Corp               Goldman    Sachs
       (5,675)                                                (7,888)
           Encompass     Health    Corp
      (31,008)                             HSBC                   (14,740)
           Encompass     Health    Corp               Morgan    Stanley
      (26,109)                                                 (783)
           Encore    Capital    Group   Inc             Morgan    Stanley
       (3,346)                                                (1,104)
           Encore    Wire   Corp                 Bank   of  America    Merrill    Lynch
       3,877                                                2,365
           Encore    Wire   Corp                 Barclays     Bank
       1,470                                                3,161
       1,266    Encore    Wire   Corp                 Goldman    Sachs                 772
           Encore    Wire   Corp
        556                          HSBC                     (245)
           Encore    Wire   Corp                 Morgan    Stanley
       3,471                                                6,376
           Endo   International       Plc              Barclays     Bank
       (7,011)                                                (1,332)
           Endo   International       Plc              Goldman    Sachs
       (7,268)                                                (3,053)
           Endurance     International       Group   Holdings     Inc   Barclays     Bank
       31,936                                                11,178
           Endurance     International       Group   Holdings     Inc
       75,600                            HSBC                   (11,340)
           Endurance     International       Group   Holdings     Inc   Morgan    Stanley
       19,558                                                6,845
           Enel   Americas     SA  (Right)               Goldman    Sachs
        (602)                                                 (6)
           Enel   Americas     SA  ADR               Morgan    Stanley
      (179,068)                                                 25,070
           Energizer     Holdings     Inc              Barclays     Bank
       (1,990)                                                 458
           Energizer     Holdings     Inc
      (26,521)                             HSBC                   (174,508)
           Energizer     Holdings     Inc              Morgan    Stanley
       (1,251)                                                 288
           Energy    Fuels   Inc/Canada
       17,257                            HSBC                    1,208
           Energy    Recovery     Inc               Bank   of  America    Merrill    Lynch
      (30,618)                                                 1,531
           Energy    Recovery     Inc               Goldman    Sachs
      (11,620)                                                  581
           Energy    Recovery     Inc               Morgan    Stanley
      (47,151)                                                (7,544)
                                   Bank   of  America    Merrill    Lynch
       (8,904)    EnerSys                                           (20,835)
                                   Bank   of  America    Merrill    Lynch
       2,028    EnerSys                                            4,746
       (1,489)    EnerSys                        Barclays     Bank               (1,221)
                                   Barclays     Bank
         59  EnerSys                                              48
                                   Goldman    Sachs
       (4,126)    EnerSys                                           (9,655)
       (9,374)    EnerSys                        HSBC                    (6,950)
                                   Morgan    Stanley
      (13,979)     EnerSys                                           (11,463)
                                   Morgan    Stanley
        600   EnerSys                                             492
           EnLink    Midstream     LLC  (Unit)             Bank   of  America    Merrill    Lynch
       54,248                                               (28,751)
           EnLink    Midstream     LLC  (Unit)             Barclays     Bank
       9,668                                               (2,030)
           EnLink    Midstream     LLC  (Unit)
       11,554                            HSBC                   (10,514)
           EnLink    Midstream     LLC  (Unit)             Morgan    Stanley
       54,270                                               (11,397)
           Ennis   Inc                    Bank   of  America    Merrill    Lynch
      101,601                                                32,512
                                167/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Enova   International       Inc             Goldman    Sachs
       2,993                                                 377
           Enova   International       Inc
       24,986                            HSBC                   (32,124)
           Enova   International       Inc             Morgan    Stanley
       9,407                                                4,327
           Enphase    Energy    Inc                Bank   of  America    Merrill    Lynch
       (8,801)                                               (20,066)
           Enphase    Energy    Inc                Barclays     Bank
       (5,568)                                               (12,417)
           Enphase    Energy    Inc                Goldman    Sachs
      (22,557)                                                (51,430)
           Enphase    Energy    Inc
       (8,425)                            HSBC                   (26,623)
           Enphase    Energy    Inc                Morgan    Stanley
      (29,196)                                                (65,107)
           EnPro   Industries      Inc
       10,395                            HSBC                    (5,717)
           EnPro   Industries      Inc               Morgan    Stanley
       2,379                                                8,422
           Ensign    Group   Inc/The                 Bank   of  America    Merrill    Lynch
       (4,259)                                                (9,498)
           Ensign    Group   Inc/The                 Goldman    Sachs
       (4,864)                                               (10,847)
           Ensign    Group   Inc/The
       (2,303)                            HSBC                    (3,317)
           Ensign    Group   Inc/The                 Morgan    Stanley
       (7,507)                                                (2,177)
           Enstar    Group   Ltd                 Barclays     Bank
       (5,013)                                               (27,120)
      (15,590)     Enstar    Group   Ltd                 Goldman    Sachs               (58,493)
           Enstar    Group   Ltd
       (8,217)                            HSBC                   (21,028)
           Enstar    Group   Ltd                 Morgan    Stanley
      (12,404)                                                (63,909)
           Entegra    Financial     Corp              Barclays     Bank
       22,008                                                1,296
           Entegra    Financial     Corp              Goldman    Sachs
       22,455                                                1,628
           Entegra    Financial     Corp
       3,205                            HSBC                     125
           Entegra    Financial     Corp              Morgan    Stanley
       6,892                                                 298
           Entegris     Inc                   Bank   of  America    Merrill    Lynch
       6,438                                               (12,940)
           Entegris     Inc                   Barclays     Bank
       5,096                                                5,503
           Entegris     Inc                   Goldman    Sachs
       6,009                                               (12,078)
           Entegris     Inc
       6,371                            HSBC                    (1,338)
           Entegris     Inc                   Morgan    Stanley
       13,362                                                14,431
           Entercom     Communications        Corp   ’A’        Bank   of  America    Merrill    Lynch
       10,462                                                 (523)
           Entercom     Communications        Corp   ’A’        Barclays     Bank
       9,465                                                2,461
           Entercom     Communications        Corp   ’A’        Goldman    Sachs
       41,142                                                (2,057)
           Entercom     Communications        Corp   ’A’
       12,280                            HSBC                    5,280
           Entercom     Communications        Corp   ’A’        Morgan    Stanley
       56,220                                                14,617
           Entergy    Corp                   Bank   of  America    Merrill    Lynch
      (28,065)                                                 1,965
           Entergy    Corp                   Bank   of  America    Merrill    Lynch
       3,027                                                2,438
        479   Entergy    Corp                   Barclays     Bank                 441
           Entergy    Corp                   Goldman    Sachs
       9,862                                                5,237
           Entergy    Corp
       2,002                            HSBC                    (1,499)
           Entergy    Corp                   Morgan    Stanley
       (6,817)                                                (6,272)
           Entergy    Corp                   Morgan    Stanley
       3,883                                                3,572
           Enterprise      Bancorp    Inc/MA              Bank   of  America    Merrill    Lynch
       9,569                                               13,110
           Enterprise      Bancorp    Inc/MA              Goldman    Sachs
       8,293                                               11,361
           Enterprise      Bancorp    Inc/MA
          8                         HSBC                      8
           Enterprise      Bancorp    Inc/MA              Morgan    Stanley
       7,542                                               11,841
           Enterprise      Financial     Services     Corp
      (20,230)                             HSBC                    5,867
           Enterprise      Financial     Services     Corp        Morgan    Stanley
       (8,802)                                                (3,609)
                                168/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Entravision      Communications        Corp   ’A’       Barclays     Bank
       9,329                                                1,119
           Entravision      Communications        Corp   ’A’
       58,818                            HSBC                    (7,646)
           Entravision      Communications        Corp   ’A’       Morgan    Stanley
       39,218                                                4,706
           Envista    Holdings     Corp               Bank   of  America    Merrill    Lynch
       11,382                                                4,429
           Envista    Holdings     Corp               Barclays     Bank
       1,600                                                1,120
           Envista    Holdings     Corp               Goldman    Sachs
       8,227                                                3,886
           Envista    Holdings     Corp
       8,198                            HSBC                     (176)
           Envista    Holdings     Corp               Morgan    Stanley
       5,637                                                3,946
           Enzo   Biochem    Inc                 Barclays     Bank
      (78,630)                                                 3,932
           Enzo   Biochem    Inc                 Goldman    Sachs
       (7,457)                                                1,342
           Enzo   Biochem    Inc
       (7,486)                            HSBC                    2,246
           Enzo   Biochem    Inc                 Morgan    Stanley
      (21,006)                                                 1,050
           EOG  Resources     Inc                Barclays     Bank
       4,491                                               (6,602)
           EOG  Resources     Inc                Goldman    Sachs
       15,139                                               (29,673)
           EOG  Resources     Inc
       17,890                            HSBC                   (56,890)
       31,557    EOG  Resources     Inc                Morgan    Stanley                (46,389)
           EPAM   Systems    Inc                 Bank   of  America    Merrill    Lynch
        (636)                                                307
           EPAM   Systems    Inc                 Barclays     Bank
        (223)                                                264
           EPAM   Systems    Inc                 Morgan    Stanley
       (1,878)                                               (12,695)
           Epizyme    Inc                   Morgan    Stanley
       5,393                                                 539
           ePlus   Inc                    Barclays     Bank
       16,466                                                25,852
           ePlus   Inc                    Goldman    Sachs
        368                                                107
           ePlus   Inc
       5,025                            HSBC                   (39,497)
           ePlus   Inc                    Morgan    Stanley
       9,231                                               14,493
           EPR  Properties      (Reit)                Bank   of  America    Merrill    Lynch
        872                                              (1,648)
           EPR  Properties      (Reit)                Bank   of  America    Merrill    Lynch
      (33,832)                                                63,942
           EPR  Properties      (Reit)                Barclays     Bank
      (21,943)                                                 2,194
           EPR  Properties      (Reit)                Goldman    Sachs
       1,196                                               (2,260)
           EPR  Properties      (Reit)                Goldman    Sachs
       (6,416)                                                12,126
           EPR  Properties      (Reit)
       1,451                            HSBC                    (1,843)
           EPR  Properties      (Reit)
      (13,140)                             HSBC                    16,688
           EPR  Properties      (Reit)                Morgan    Stanley
       12,949                                                (1,295)
           EPR  Properties      (Reit)                Morgan    Stanley
       (5,112)                                                 511
           EQT  Corp                     Goldman    Sachs
       2,542                                               (3,940)
       40,273    EQT  Corp                     HSBC                   (112,361)
           EQT  Corp                     Morgan    Stanley
       22,965                                                (5,971)
           Equifax    Inc                   Morgan    Stanley
      (17,971)                                                (42,591)
           Equillium     Inc                  Goldman    Sachs
        431                                                (43)
           Equinix    Inc  (Reit)                 Bank   of  America    Merrill    Lynch
         23                                               397
           Equinix    Inc  (Reit)                 Barclays     Bank
       (1,778)                                               (24,835)
           Equinix    Inc  (Reit)                 Barclays     Bank
       1,183                                               11,960
           Equitrans     Midstream     Corp             Bank   of  America    Merrill    Lynch
       19,160                                               (15,903)
           Equitrans     Midstream     Corp             Barclays     Bank
       (4,190)                                                 (545)
           Equitrans     Midstream     Corp             Barclays     Bank
       12,160                                                1,581
           Equitrans     Midstream     Corp             Goldman    Sachs
      (28,210)                                                23,414
                                169/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Equitrans     Midstream     Corp
      (22,754)                             HSBC                    52,334
           Equitrans     Midstream     Corp
       16,673                            HSBC                   (38,348)
           Equitrans     Midstream     Corp             Morgan    Stanley
      (19,792)                                                (2,573)
           Equity    Bancshares      Inc   ’A’            Bank   of  America    Merrill    Lynch
      (28,011)                                                (26,470)
           Equity    Bancshares      Inc   ’A’
      (30,176)                             HSBC                   (11,014)
           Equity    Bancshares      Inc   ’A’            Morgan    Stanley
      (32,903)                                                (19,248)
           Equity    Commonwealth       (Reit)             Bank   of  America    Merrill    Lynch
      (65,392)                                                (43,586)
           Equity    Commonwealth       (Reit)             Barclays     Bank
      (42,587)                                                (27,058)
           Equity    Commonwealth       (Reit)             Goldman    Sachs
       (8,380)                                                (5,291)
           Equity    Commonwealth       (Reit)
       (9,705)                            HSBC                   (10,481)
           Equity    Commonwealth       (Reit)             Morgan    Stanley
      (28,101)                                                (18,547)
           Equity    LifeStyle     Properties      Inc  (Reit)       Bank   of  America    Merrill    Lynch
       7,018                                               29,288
           Equity    LifeStyle     Properties      Inc  (Reit)       Bank   of  America    Merrill    Lynch
       (6,571)                                               (28,058)
           Equity    LifeStyle     Properties      Inc  (Reit)       Barclays     Bank
       2,033                                                8,274
           Equity    LifeStyle     Properties      Inc  (Reit)       Barclays     Bank
       (3,940)                                               (16,036)
       2,865    Equity    LifeStyle     Properties      Inc  (Reit)       Goldman    Sachs                12,234
           Equity    LifeStyle     Properties      Inc  (Reit)       Goldman    Sachs
       (6,858)                                               (29,284)
           Equity    LifeStyle     Properties      Inc  (Reit)
        722                          HSBC                    3,640
           Equity    LifeStyle     Properties      Inc  (Reit)       Morgan    Stanley
        561                                               2,283
           Equity    Residential      (Reit)              Barclays     Bank
      (11,205)                                                (12,998)
           Equity    Residential      (Reit)
       (5,260)                            HSBC                   (10,362)
           Equity    Residential      (Reit)              Morgan    Stanley
      (27,028)                                                (31,352)
           Era  Group   Inc                  Bank   of  America    Merrill    Lynch
       (6,347)                                                 762
           Era  Group   Inc                  Goldman    Sachs
      (16,056)                                                 1,927
           Era  Group   Inc                  Morgan    Stanley
      (20,356)                                                (9,364)
           Erie   Indemnity     Co  ’A’              Barclays     Bank
        506                                               (749)
           Erie   Indemnity     Co  ’A’
       (1,166)                            HSBC                    9,759
           Erie   Indemnity     Co  ’A’              Morgan    Stanley
        261                                               (386)
           Eros   International       Plc              Goldman    Sachs
      (63,385)                                                (30,425)
           ESCO   Technologies       Inc              Bank   of  America    Merrill    Lynch
       21,094                                                56,321
           ESCO   Technologies       Inc              Barclays     Bank
       3,066                                                6,868
           ESCO   Technologies       Inc              Goldman    Sachs
       3,052                                                1,636
           ESCO   Technologies       Inc
       13,394                            HSBC                    32,880
           ESCO   Technologies       Inc              Morgan    Stanley
       27,988                                                62,693
      (40,015)     Escrow    New  York   (Reit)*               Bank   of  America    Merrill    Lynch       (817,907)
           Escrow    New  York   (Reit)*               Goldman    Sachs
      (39,940)                                               (856,274)
           Escrow    New  York   (Reit)*               Morgan    Stanley
      (21,172)                                               (170,858)
           Esperion     Therapeutics       Inc            Barclays     Bank
       (5,130)                                                (8,926)
           Esperion     Therapeutics       Inc            Goldman    Sachs
        (931)                                               (2,116)
           Esperion     Therapeutics       Inc
        (639)                           HSBC                     (68)
           Esperion     Therapeutics       Inc            Morgan    Stanley
        (873)                                               (1,519)
           ESSA   Bancorp    Inc                 Goldman    Sachs
       3,573                                                 625
           ESSA   Bancorp    Inc
       12,404                            HSBC                    7,132
           ESSA   Bancorp    Inc                 Morgan    Stanley
       2,536                                                (190)
           Essent    Group   Ltd                 Bank   of  America    Merrill    Lynch
       12,823                                                22,430
                                170/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Essent    Group   Ltd                 Barclays     Bank
       18,759                                                35,830
           Essent    Group   Ltd                 Goldman    Sachs
       29,664                                                51,941
           Essent    Group   Ltd
       21,503                            HSBC                    36,434
           Essent    Group   Ltd                 Morgan    Stanley
       24,965                                                47,421
           Essential     Properties      Realty    Trust   Inc  (Reit)    Bank   of  America    Merrill    Lynch
      (53,836)                                                25,303
           Essential     Properties      Realty    Trust   Inc  (Reit)    Barclays     Bank
      (46,635)                                                (20,192)
           Essential     Properties      Realty    Trust   Inc  (Reit)    Goldman    Sachs
      (94,531)                                                36,004
           Essential     Properties      Realty    Trust   Inc  (Reit)
      (83,428)                             HSBC                   (10,019)
           Essential     Properties      Realty    Trust   Inc  (Reit)    Morgan    Stanley
      (101,616)                                                (43,695)
           Essex   Property     Trust   Inc  (Reit)           Barclays     Bank
       2,728                                                7,093
           Essex   Property     Trust   Inc  (Reit)
       1,253                            HSBC                    (1,955)
           Essex   Property     Trust   Inc  (Reit)           Morgan    Stanley
       10,018                                                26,047
           Estee   Lauder    Cos  Inc/The     ’A’          Bank   of  America    Merrill    Lynch
       3,633                                               15,949
           Estee   Lauder    Cos  Inc/The    'A’           Barclays     Bank
       4,224                                                9,293
           Estee   Lauder    Cos  Inc/The    'A’           Goldman    Sachs
       1,909                                                8,381
       7,966    Estee   Lauder    Cos  Inc/The    'A’           HSBC                    64,604
           Estee   Lauder    Cos  Inc/The    'A’           Morgan    Stanley
       10,425                                                22,935
           Ethan   Allen   Interiors     Inc            Barclays     Bank
       (4,053)                                                (2,108)
           Ethan   Allen   Interiors     Inc
      (18,254)                             HSBC                    34,500
           Ethan   Allen   Interiors     Inc            Morgan    Stanley
      (15,812)                                                (8,222)
           Etsy   Inc                     Bank   of  America    Merrill    Lynch
       3,539                                                9,855
           Etsy   Inc                     Barclays     Bank
       4,106                                                8,253
           Etsy   Inc                     Goldman    Sachs
       4,139                                                8,295
           Etsy   Inc
        574                          HSBC                    1,150
           Etsy   Inc                     Morgan    Stanley
       11,042                                                22,195
           Euronet    Worldwide     Inc              Bank   of  America    Merrill    Lynch
       (4,907)                                               (20,614)
           Euronet    Worldwide     Inc              Barclays     Bank
        (747)                                               (2,211)
           Euronet    Worldwide     Inc              Goldman    Sachs
       (1,978)                                                (8,723)
           Euronet    Worldwide     Inc
       (3,974)                            HSBC                   (37,432)
           Euronet    Worldwide     Inc              Morgan    Stanley
        (883)                                               (2,614)
           Evans   Bancorp    Inc                Bank   of  America    Merrill    Lynch
        700                                              (1,061)
           Evans   Bancorp    Inc                Barclays     Bank
        800                                              (1,060)
           Evans   Bancorp    Inc                Goldman    Sachs
        849                                              (1,286)
           Evans   Bancorp    Inc
       4,369                            HSBC                    (5,920)
        710   Evans   Bancorp    Inc                Morgan    Stanley                 (941)
           Evelo   Biosciences      Inc
       25,747                            HSBC                   (42,869)
           Evelo   Biosciences      Inc              Morgan    Stanley
       13,740                                                (3,366)
           Eventbrite      Inc   ’A’               Barclays     Bank
       12,466                                                (4,114)
           Eventbrite      Inc   ’A’
       (8,172)                            HSBC                    (4,421)
           Eventbrite      Inc   ’A’               Morgan    Stanley
       3,078                                               (1,016)
           Everbridge      Inc                  Barclays     Bank
       (9,784)                                               (20,057)
           Everbridge      Inc                  Goldman    Sachs
      (12,792)                                                (34,922)
                                171/379




                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Everbridge      Inc
       (4,149)                            HSBC                   (40,079)
           Everbridge      Inc                  Morgan    Stanley
       (5,081)                                               (10,417)
           Evercore     Inc   ’A’                Bank   of  America    Merrill    Lynch
       5,537                                                9,081
           Evercore     Inc   ’A’                Bank   of  America    Merrill    Lynch
        (420)                                                830
           Evercore     Inc   ’A’                Barclays     Bank
       3,661                                               (3,881)
           Evercore     Inc   ’A’                Goldman    Sachs
       (1,442)                                                2,340
           Evercore     Inc   ’A’
       2,325                            HSBC                    (1,953)
           Everest    Re  Group   Ltd               Bank   of  America    Merrill    Lynch
       (7,325)                                               (27,776)
           Everest    Re  Group   Ltd               Goldman    Sachs
       (1,081)                                                (3,976)
           Everest    Re  Group   Ltd
       (2,229)                            HSBC                    (8,404)
           Everest    Re  Group   Ltd               Morgan    Stanley
       (4,036)                                               (17,638)
           Evergy    Inc                    Bank   of  America    Merrill    Lynch
       (1,414)                                                  20
           Evergy    Inc                    Barclays     Bank
      (71,609)                                                80,918
           Evergy    Inc                    Goldman    Sachs
      (18,586)                                                29,406
           Evergy    Inc
      (23,508)                             HSBC                    18,421
      (13,065)     Evergy    Inc                    Morgan    Stanley                14,294
           Everi   Holdings     Inc                Barclays     Bank
       6,684                                                2,874
           Everi   Holdings     Inc                Goldman    Sachs
       7,966                                                 958
           Everi   Holdings     Inc
       14,458                            HSBC                    5,612
           Everi   Holdings     Inc                Morgan    Stanley
       15,387                                                6,616
           EverQuote     Inc   ’A’                Bank   of  America    Merrill    Lynch
       12,192                                                80,345
           Eversource      Energy                  Bank   of  America    Merrill    Lynch
       3,095                                                2,310
           Eversource      Energy                  Bank   of  America    Merrill    Lynch
       (2,154)                                                (3,834)
           Eversource      Energy                  Goldman    Sachs
       19,982                                                30,547
           Eversource      Energy
       8,298                            HSBC                    19,864
           Eversource      Energy                  Morgan    Stanley
       13,944                                                11,434
           Eversource      Energy                  Morgan    Stanley
      (33,587)                                                (27,541)
           Everspin     Technologies       Inc            Barclays     Bank
      (11,198)                                                (2,911)
           Everspin     Technologies       Inc
       (5,347)                            HSBC                    1,283
           Everspin     Technologies       Inc            Morgan    Stanley
       (9,314)                                                (2,422)
           EVERTEC    Inc                   Bank   of  America    Merrill    Lynch
      (29,614)                                                (55,335)
           EVERTEC    Inc                   Barclays     Bank
      (35,069)                                                (53,305)
           EVERTEC    Inc                   Goldman    Sachs
      (31,575)                                                (59,364)
           EVERTEC    Inc
      (10,780)                             HSBC                   (23,465)
      (33,255)     EVERTEC    Inc                   Morgan    Stanley                (50,548)
           Evo  Payments     Inc   ’A’              Bank   of  America    Merrill    Lynch
       (9,588)                                                (4,890)
           Evo  Payments     Inc   ’A’              Barclays     Bank
      (38,971)                                                (55,339)
           Evo  Payments     Inc   ’A’              Goldman    Sachs
      (37,120)                                                (20,871)
           Evo  Payments     Inc   ’A’
      (46,661)                             HSBC                   (27,165)
           Evo  Payments     Inc   ’A’              Morgan    Stanley
      (34,884)                                                (49,535)
           Evolent    Health    Inc   ’A’             Barclays     Bank
       12,791                                               (40,739)
           Evolent    Health    Inc   ’A’             Goldman    Sachs
       42,884                                               (93,702)
           Evolent    Health    Inc   ’A’
       27,290                            HSBC                   (76,548)
           Evolent    Health    Inc   ’A’             Morgan    Stanley
       25,515                                               (81,265)
           Evolution     Petroleum     Corp             Bank   of  America    Merrill    Lynch
       98,620                                               (22,683)
                                172/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Evolution     Petroleum     Corp             Barclays     Bank
       4,914                                                1,032
           Evolution     Petroleum     Corp             Goldman    Sachs
       84,837                                               (19,513)
           Evolution     Petroleum     Corp             Morgan    Stanley
       85,262                                                17,905
           Evoqua    Water   Technologies       Corp          Bank   of  America    Merrill    Lynch
       13,951                                                14,509
           Evoqua    Water   Technologies       Corp          Barclays     Bank
       17,706                                                9,384
           Evoqua    Water   Technologies       Corp          Goldman    Sachs
       29,140                                                33,556
           Evoqua    Water   Technologies       Corp
       38,683                            HSBC                    59,776
           Evoqua    Water   Technologies       Corp          Morgan    Stanley
       37,692                                                19,977
           EW  Scripps    Co/The    ’A’              Bank   of  America    Merrill    Lynch
       19,013                                                11,598
           EW  Scripps    Co/The    ’A’              Barclays     Bank
       14,898                                                5,363
           EW  Scripps    Co/The    ’A’              Morgan    Stanley
       19,309                                                6,951
           Exact   Sciences     Corp                Bank   of  America    Merrill    Lynch
       1,251                                               (2,449)
           Exact   Sciences     Corp                Barclays     Bank
       4,771                                               14,504
           Exact   Sciences     Corp                Morgan    Stanley
       7,385                                               17,846
           Exantas    Capital    Corp   (Reit)             Bank   of  America    Merrill    Lynch
       49,872                                                16,956
       9,338    Exantas    Capital    Corp   (Reit)             Barclays     Bank                1,587
           Exantas    Capital    Corp   (Reit)             Goldman    Sachs
       28,209                                                9,591
           Exantas    Capital    Corp   (Reit)             Morgan    Stanley
       83,886                                                14,261
           Exela   Technologies       Inc              Morgan    Stanley
      (23,181)                                                  276
           Exelixis     Inc                   Bank   of  America    Merrill    Lynch
       7,736                                                 542
           Exelixis     Inc                   Goldman    Sachs
       5,678                                                 397
           Exelixis     Inc
       1,397                            HSBC                     527
           Exelixis     Inc
        (858)                           HSBC                     (695)
           Exelixis     Inc                   Morgan    Stanley
       10,048                                                3,014
           Exelixis     Inc                   Morgan    Stanley
      (17,740)                                                (5,322)
           Exelon    Corp                    Barclays     Bank
      (16,668)                                                 2,167
           Exelon    Corp                    Goldman    Sachs
      (23,715)                                                18,367
           Exelon    Corp
      (23,042)                             HSBC                    8,003
           Exelon    Corp                    Morgan    Stanley
      (10,887)                                                 1,415
           ExlService      Holdings     Inc             Bank   of  America    Merrill    Lynch
       (8,709)                                                (6,270)
           ExlService      Holdings     Inc             Barclays     Bank
       (4,906)                                                (5,651)
           ExlService      Holdings     Inc             Goldman    Sachs
      (13,015)                                                (11,832)
           ExlService      Holdings     Inc
       (7,596)                            HSBC                    (5,958)
           ExlService      Holdings     Inc             Morgan    Stanley
      (27,651)                                                (40,923)
      (32,343)     ExOne   Co/The                    Bank   of  America    Merrill    Lynch        3,234
           ExOne   Co/The                    Goldman    Sachs
      (10,714)                                                 1,071
           Expedia    Group   Inc                Bank   of  America    Merrill    Lynch
       (2,307)                                               (16,641)
           Expedia    Group   Inc                Barclays     Bank
       (7,942)                                               (47,573)
           Expedia    Group   Inc                Morgan    Stanley
       2,338                                               14,005
           Expedia    Group   Inc                Morgan    Stanley
       (2,700)                                               (16,173)
           Expeditors      International       of  Washington      Inc   Bank   of  America    Merrill    Lynch
       2,745                                               (4,189)
           Expeditors      International       of  Washington      Inc   Barclays     Bank
       6,464                                               (4,783)
           Expeditors      International       of  Washington      Inc   Goldman    Sachs
       1,102                                                (272)
           Expeditors      International       of  Washington      Inc
       9,656                            HSBC                   (22,180)
           Expeditors      International       of  Washington      Inc   Morgan    Stanley
       21,818                                               (16,145)
                                173/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Exponent     Inc                   Barclays     Bank
       (6,581)                                               (15,136)
           Exponent     Inc                   Goldman    Sachs
      (15,324)                                                (9,412)
           Exponent     Inc
       (8,779)                            HSBC                    (9,458)
           Exponent     Inc                   Morgan    Stanley
       (9,073)                                               (17,623)
           Express    Inc
      (26,914)                             HSBC                    4,037
           Express    Inc                   Morgan    Stanley
      (134,664)                                                (70,025)
           Extended     Stay   America    Inc  (Unit)          Goldman    Sachs
      112,236                                                 (561)
           Extended     Stay   America    Inc  (Unit)
       18,527                            HSBC                     648
           Extended     Stay   America    Inc  (Unit)          Morgan    Stanley
      199,067                                                50,762
           Exterran     Corp                   Bank   of  America    Merrill    Lynch
       2,854                                               (6,364)
           Exterran     Corp                   Barclays     Bank
       2,407                                               (2,263)
           Exterran     Corp                   Goldman    Sachs
       28,632                                               (63,849)
           Exterran     Corp
       16,871                            HSBC                   (55,843)
           Exterran     Corp                   Morgan    Stanley
       38,145                                               (35,856)
           Extra   Space   Storage    Inc  (Reit)           Goldman    Sachs
       16,157                                               (17,126)
       20,475    Extra   Space   Storage    Inc  (Reit)           HSBC                    (3,072)
           Extra   Space   Storage    Inc  (Reit)           Morgan    Stanley
       10,921                                                5,897
           Extraction      Oil  & Gas  Inc             Bank   of  America    Merrill    Lynch
       48,289                                               (15,935)
           Extraction      Oil  & Gas  Inc             Goldman    Sachs
       12,505                                                (4,127)
           Extreme    Networks     Inc               Barclays     Bank
      (27,992)                                                (9,517)
           Extreme    Networks     Inc
      (11,958)                             HSBC                    (5,066)
           Exxon   Mobil   Corp                 Bank   of  America    Merrill    Lynch
       5,292                                               (4,763)
           Exxon   Mobil   Corp                 Barclays     Bank
       13,621                                               (14,711)
           Exxon   Mobil   Corp                 Goldman    Sachs
       41,447                                               (37,303)
           Exxon   Mobil   Corp
       15,540                            HSBC                   (38,539)
           Exxon   Mobil   Corp                 Morgan    Stanley
       27,223                                               (29,401)
           EyePoint     Pharmaceuticals        Inc           Barclays     Bank
      (68,827)                                                (4,130)
           EyePoint     Pharmaceuticals        Inc
      (13,865)                             HSBC                     (416)
           EyePoint     Pharmaceuticals        Inc           Morgan    Stanley
      (23,301)                                                (1,398)
           EZCORP    Inc   ’A’                 Barclays     Bank
       17,023                                                 170
           EZCORP    Inc   ’A’                 Goldman    Sachs
       11,715                                                (1,406)
           EZCORP    Inc   ’A’
       24,526                            HSBC                    (3,434)
           EZCORP    Inc   ’A’                 Morgan    Stanley
       11,283                                                 113
           F5  Networks     Inc                 Barclays     Bank
       (1,598)                                                (4,586)
        (403)   F5  Networks     Inc                 Goldman    Sachs                 (101)
           F5  Networks     Inc                 Goldman    Sachs
       1,791                                                 448
           F5  Networks     Inc                 Morgan    Stanley
       (2,361)                                                (6,776)
                                   Bank   of  America    Merrill    Lynch
        709   Fabrinet                                             236
                                   Barclays     Bank
        (737)   Fabrinet                                            (914)
                                   Barclays     Bank
       1,765    Fabrinet                                            2,189
                                   Goldman    Sachs
       9,992    Fabrinet                                             167
                                   Goldman    Sachs
       (2,827)    Fabrinet                                              57
       (4,945)    Fabrinet                        HSBC                   (10,137)
       1,994    Fabrinet                        HSBC                    2,514
                                   Morgan    Stanley
       (2,495)    Fabrinet                                           (3,094)
                                174/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
                                   Morgan    Stanley
       4,658    Fabrinet                                            4,629
           Facebook     Inc   ’A’                Bank   of  America    Merrill    Lynch
       2,683                                               17,178
           Facebook     Inc   ’A’                Goldman    Sachs
       2,256                                               13,016
           Facebook     Inc   ’A’
       1,053                            HSBC                    12,136
           Facebook     Inc   ’A’                Morgan    Stanley
       5,503                                               17,179
           FactSet    Research     Systems    Inc           Bank   of  America    Merrill    Lynch
       1,689                                                7,217
           FactSet    Research     Systems    Inc           Barclays     Bank
       3,167                                                2,039
           FactSet    Research     Systems    Inc           Goldman    Sachs
       5,959                                               38,924
           FactSet    Research     Systems    Inc
       1,102                            HSBC                    8,778
           FactSet    Research     Systems    Inc           Morgan    Stanley
       5,283                                                4,332
           Fair   Isaac   Corp                  Barclays     Bank
        (235)                                               (2,625)
           Fair   Isaac   Corp                  Goldman    Sachs
        (373)                                               (4,644)
           Fair   Isaac   Corp
       1,080                            HSBC                    38,092
           Fair   Isaac   Corp
       (1,587)                            HSBC                   (55,973)
           Fair   Isaac   Corp                  Morgan    Stanley
        635                                               7,093
        (383)   Fair   Isaac   Corp                  Morgan    Stanley                (4,278)
           Falcon    Minerals     Corp               Barclays     Bank
       16,653                                                1,332
           Falcon    Minerals     Corp
       48,697                            HSBC                    1,704
           Falcon    Minerals     Corp               Morgan    Stanley
       17,193                                                1,375
           Farfetch     Ltd   ’A’                Bank   of  America    Merrill    Lynch
       (2,192)                                                 (899)
           Farfetch     Ltd   ’A’                Barclays     Bank
       (2,359)                                                 (944)
           Farfetch     Ltd   ’A’
       (6,714)                            HSBC                    (7,251)
           Farmer    Brothers     Co               Bank   of  America    Merrill    Lynch
      (39,458)                                                (18,940)
           Farmer    Brothers     Co               Barclays     Bank
       (2,077)                                                 353
           Farmer    Brothers     Co
       (3,918)                            HSBC                    3,487
           Farmer    Brothers     Co               Morgan    Stanley
      (16,552)                                                 2,814
           Farmers    & Merchants     Bancorp    Inc/Archbold       OH  Bank   of  America    Merrill    Lynch
       2,739                                                 315
           Farmers    & Merchants     Bancorp    Inc/Archbold       OH  Morgan    Stanley
       1,762                                                (150)
           Farmers    National     Banc   Corp            Bank   of  America    Merrill    Lynch
       70,974                                                15,614
           Farmers    National     Banc   Corp            Goldman    Sachs
       47,626                                                10,478
           Farmers    National     Banc   Corp            Morgan    Stanley
       21,742                                                3,479
           Farmland     Partners     Inc  (Reit)            Barclays     Bank
      (19,641)                                                (2,357)
           Farmland     Partners     Inc  (Reit)            Morgan    Stanley
      (94,511)                                                (11,341)
           FARO   Technologies       Inc              Bank   of  America    Merrill    Lynch
       (3,143)                                                (3,237)
       (6,296)    FARO   Technologies       Inc              Barclays     Bank               (6,674)
           FARO   Technologies       Inc              Goldman    Sachs
      (23,636)                                                (24,175)
           FARO   Technologies       Inc
      (11,580)                             HSBC                    (1,206)
           FARO   Technologies       Inc              Morgan    Stanley
      (16,916)                                                (16,736)
           Fastenal     Co
      (103,289)                             HSBC                   140,473
           Fastenal     Co                   Morgan    Stanley
      (80,201)                                                   -
           Fate   Therapeutics       Inc              Goldman    Sachs
       20,802                                                9,569
           Fate   Therapeutics       Inc              Morgan    Stanley
       18,061                                                13,907
           FB  Financial     Corp
       (5,502)                            HSBC                    1,706
           FB  Financial     Corp                 Morgan    Stanley
      (13,700)                                                (6,302)
           FBL  Financial     Group   Inc   ’A’           Goldman    Sachs
       (1,332)                                                 679
                                175/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           FBL  Financial     Group   Inc   ’A’
       (1,327)                            HSBC                    1,924
           FBL  Financial     Group   Inc   ’A’           Morgan    Stanley
      (12,458)                                                (14,327)
           Federal    Agricultural       Mortgage     Corp   ’C’     Bank   of  America    Merrill    Lynch
       9,256                                               (4,443)
           Federal    Agricultural       Mortgage     Corp   ’C’     Barclays     Bank
       10,243                                                10,550
           Federal    Agricultural       Mortgage     Corp   ’C’
        425                          HSBC                     (723)
           Federal    Realty    Investment      Trust   (Reit)       Bank   of  America    Merrill    Lynch
      (13,046)                                                (12,133)
           Federal    Realty    Investment      Trust   (Reit)       Barclays     Bank
      (14,640)                                                (35,868)
           Federal    Realty    Investment      Trust   (Reit)       Goldman    Sachs
      (30,042)                                                (31,017)
           Federal    Realty    Investment      Trust   (Reit)
      (16,478)                             HSBC                   (22,464)
           Federal    Realty    Investment      Trust   (Reit)       Morgan    Stanley
       (2,416)                                                (5,919)
           Federal    Signal    Corp                Bank   of  America    Merrill    Lynch
       12,993                                                1,559
           Federal    Signal    Corp                Barclays     Bank
       42,330                                                43,600
           Federal    Signal    Corp                Goldman    Sachs
       7,903                                                 603
           Federal    Signal    Corp
       9,625                            HSBC                    3,622
           Federal    Signal    Corp                Morgan    Stanley
       17,994                                                17,431
       (5,318)    Federated     Investors     Inc   ’B’           Barclays     Bank               (4,095)
           Federated     Investors     Inc   ’B’           Barclays     Bank
       1,973                                                1,519
           Federated     Investors     Inc   ’B’           Goldman    Sachs
      (25,572)                                                (12,274)
           Federated     Investors     Inc   ’B’
       (8,920)                            HSBC                    1,516
           Federated     Investors     Inc   ’B’
       3,826                            HSBC                     (650)
           Federated     Investors     Inc   ’B’           Morgan    Stanley
      (23,433)                                                (18,043)
           FedEx   Corp                    Bank   of  America    Merrill    Lynch
        374                                               3,024
           FedEx   Corp                    Barclays     Bank
       2,360                                                9,888
           FedEx   Corp                    Goldman    Sachs
      (12,221)                                                (29,453)
           FedEx   Corp                    Goldman    Sachs
       1,898                                                4,574
           FedEx   Corp
       (1,227)                            HSBC                    3,043
           FedEx   Corp
       1,907                            HSBC                    (2,879)
           FedEx   Corp                    Morgan    Stanley
       (6,272)                                               (26,280)
           FedEx   Corp                    Morgan    Stanley
       1,006                                                4,215
           FedNat    Holding    Co                Bank   of  America    Merrill    Lynch
       6,930                                                6,722
           FedNat    Holding    Co                Barclays     Bank
       12,098                                                3,629
           FedNat    Holding    Co                Goldman    Sachs
       13,618                                                11,801
           FedNat    Holding    Co
       6,899                            HSBC                    5,884
           FedNat    Holding    Co                Morgan    Stanley
       47,681                                                14,304
        (266)   Ferrari    NV                   Goldman    Sachs                 (524)
           Ferrari    NV
        (805)                           HSBC                    (3,276)
           Ferrari    NV                   Morgan    Stanley
       (1,282)                                                (4,769)
           Ferro   Corp                    Bank   of  America    Merrill    Lynch
       7,933                                               10,710
           Ferro   Corp                    Barclays     Bank
       12,202                                                21,964
           Ferro   Corp                    Goldman    Sachs
       21,827                                                29,466
           Ferro   Corp
       19,168                            HSBC                    36,816
           Ferro   Corp                    Morgan    Stanley
       33,380                                                60,084
           FGL  Holdings                     Bank   of  America    Merrill    Lynch
       44,153                                                 442
           Fiat   Chrysler     Automobiles      NV          Goldman    Sachs
      (22,361)                                                27,280
           Fiat   Chrysler     Automobiles      NV          Morgan    Stanley
      (25,453)                                                 (255)
                                176/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           FibroGen     Inc                   Bank   of  America    Merrill    Lynch
       (1,804)                                               (11,546)
           FibroGen     Inc                   Barclays     Bank
       1,039                                                5,143
           FibroGen     Inc                   Barclays     Bank
       (4,176)                                               (12,284)
           FibroGen     Inc                   Goldman    Sachs
       1,416                                                9,062
           FibroGen     Inc
       (5,853)                            HSBC                   (17,953)
           FibroGen     Inc
       1,560                            HSBC                    2,761
           FibroGen     Inc                   Morgan    Stanley
      (13,780)                                                (68,211)
           FibroGen     Inc                   Morgan    Stanley
       1,123                                                5,559
           Fidelity     D&D  Bancorp    Inc             Morgan    Stanley
       (1,224)                                                2,289
           Fidelity     National     Financial     Inc         Barclays     Bank
       22,752                                                3,413
           Fidelity     National     Financial     Inc         Goldman    Sachs
       17,423                                                 818
           Fidelity     National     Financial     Inc
       21,297                            HSBC                    14,169
           Fidelity     National     Financial     Inc         Morgan    Stanley
       18,603                                                2,790
           Fidelity     National     Information      Services     Inc   Barclays     Bank
       (1,151)                                                (3,488)
           Fidelity     National     Information      Services     Inc   Goldman    Sachs
      (13,268)                                                (17,360)
      (20,295)     Fidelity     National     Information      Services     Inc   HSBC                   (50,965)
           Fidelity     National     Information      Services     Inc   Morgan    Stanley
       (2,604)                                                (7,890)
           Fiesta    Restaurant      Group   Inc
       3,182                            HSBC                     382
           Fiesta    Restaurant      Group   Inc           Morgan    Stanley
       15,204                                                8,438
           Fifth   Third   Bancorp                 Bank   of  America    Merrill    Lynch
       6,875                                                1,788
           Fifth   Third   Bancorp                 Barclays     Bank
       5,827                                                1,340
           Fifth   Third   Bancorp                 Goldman    Sachs
       (4,294)                                                (1,116)
           Fifth   Third   Bancorp                 Goldman    Sachs
       7,752                                                2,016
           Fifth   Third   Bancorp                 Morgan    Stanley
       (1,898)                                                 (437)
           Fifth   Third   Bancorp                 Morgan    Stanley
       2,400                                                 552
           Financial     Institutions       Inc            Bank   of  America    Merrill    Lynch
      (23,842)                                                (7,629)
           Financial     Institutions       Inc            Barclays     Bank
       (5,050)                                                 (859)
           Financial     Institutions       Inc            Goldman    Sachs
      (18,754)                                                (6,001)
           Financial     Institutions       Inc            Morgan    Stanley
       (9,697)                                                (1,648)
           FireEye    Inc                   Bank   of  America    Merrill    Lynch
      (31,386)                                                11,613
           FireEye    Inc                   Barclays     Bank
       (5,769)                                                1,356
           FireEye    Inc                   Goldman    Sachs
      (14,564)                                                 5,388
           FireEye    Inc
      (27,300)                             HSBC                    13,923
           FireEye    Inc                   Morgan    Stanley
      (78,134)                                                18,362
       1,715    First   American     Financial     Corp           Bank   of  America    Merrill    Lynch         (120)
           First   American     Financial     Corp           Barclays     Bank
       42,204                                                51,151
           First   American     Financial     Corp           Goldman    Sachs
       5,745                                                (336)
           First   American     Financial     Corp
       22,485                            HSBC                    21,064
           First   American     Financial     Corp           Morgan    Stanley
       25,766                                                31,434
           First   Bancorp    Inc/ME                Bank   of  America    Merrill    Lynch
       1,114                                                 111
           First   Bancorp    Inc/ME                Barclays     Bank
       1,582                                                 510
           First   Bancorp    Inc/ME                Goldman    Sachs
       3,243                                                 324
           First   Bancorp    Inc/ME
       1,216                            HSBC                     (851)
           First   Bancorp    Inc/ME                Morgan    Stanley
       1,809                                                 905
           First   BanCorp/Puerto        Rico             Bank   of  America    Merrill    Lynch
       (4,392)                                                  88
                                177/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           First   BanCorp/Puerto        Rico             Barclays     Bank
      (13,599)                                                (1,768)
           First   BanCorp/Puerto        Rico             Goldman    Sachs
       (4,846)                                                  97
           First   BanCorp/Puerto        Rico
      (18,758)                             HSBC                    4,127
           First   BanCorp/Puerto        Rico             Morgan    Stanley
      (138,931)                                                (18,061)
           First   Bancorp/Southern         Pines   NC         Bank   of  America    Merrill    Lynch
       20,590                                                23,473
           First   Bancorp/Southern         Pines   NC         Goldman    Sachs
       5,900                                                6,726
           First   Bancshares      Inc/The               Goldman    Sachs
      (15,942)                                                (8,130)
           First   Bancshares      Inc/The
       (6,028)                            HSBC                    1,507
           First   Bancshares      Inc/The               Morgan    Stanley
      (38,554)                                                (10,795)
           First   Bank/Hamilton       NJ             Bank   of  America    Merrill    Lynch
       40,949                                                (5,323)
           First   Bank/Hamilton       NJ             Goldman    Sachs
       10,943                                                (1,423)
           First   Busey   Corp                 Barclays     Bank
      (16,892)                                                (4,223)
           First   Busey   Corp                 Goldman    Sachs
      (14,416)                                                 (975)
           First   Busey   Corp
      (29,164)                             HSBC                    7,375
           First   Busey   Corp                 Morgan    Stanley
      (25,032)                                                (6,258)
        400   First   Business     Financial     Services     Inc      Goldman    Sachs                 105
           First   Business     Financial     Services     Inc
       10,428                            HSBC                    (1,982)
           First   Business     Financial     Services     Inc      Morgan    Stanley
       1,930                                                (212)
           First   Capital    Inc                Barclays     Bank
        (400)                                                (300)
           First   Choice    Bancorp                 Morgan    Stanley
       (1,226)                                                 (159)
           First   Citizens     BancShares      Inc/NC    ’A’      Bank   of  America    Merrill    Lynch
       (1,290)                                                (7,262)
           First   Citizens     BancShares      Inc/NC    ’A’      Barclays     Bank
        (734)                                               (3,031)
           First   Citizens     BancShares      Inc/NC    ’A’      Goldman    Sachs
       (1,286)                                                (7,240)
           First   Citizens     BancShares      Inc/NC    ’A’
       1,532                            HSBC                    13,007
           First   Citizens     BancShares      Inc/NC    ’A’      Morgan    Stanley
       1,966                                                8,120
           First   Citizens     BancShares      Inc/NC    ’A’      Morgan    Stanley
        (954)                                               (3,329)
           First   Community     Bankshares      Inc          Bank   of  America    Merrill    Lynch
       6,554                                               (5,440)
           First   Community     Bankshares      Inc          Barclays     Bank
       12,983                                                (3,505)
           First   Community     Bankshares      Inc          Goldman    Sachs
       3,489                                               (1,688)
           First   Community     Bankshares      Inc
       45,272                            HSBC                   (54,015)
           First   Community     Bankshares      Inc          Morgan    Stanley
       18,506                                                (5,769)
           First   Community     Corp/SC               Bank   of  America    Merrill    Lynch
       3,032                                                1,850
           First   Community     Corp/SC               Barclays     Bank
       12,609                                                4,539
           First   Community     Corp/SC               Goldman    Sachs
       19,042                                                11,616
       30,308    First   Community     Corp/SC               Morgan    Stanley                10,911
           First   Defiance     Financial     Corp           Bank   of  America    Merrill    Lynch
       92,366                                               (16,626)
           First   Defiance     Financial     Corp           Barclays     Bank
       1,160                                                 23
           First   Defiance     Financial     Corp
       1,031                            HSBC                     221
           First   Defiance     Financial     Corp           Morgan    Stanley
       1,525                                                 31
           First   Financial     Bancorp               Barclays     Bank
      (12,386)                                                (5,078)
           First   Financial     Bancorp               Goldman    Sachs
       (1,699)                                                 (456)
           First   Financial     Bancorp
      (45,652)                             HSBC                    (2,867)
           First   Financial     Bancorp               Morgan    Stanley
      (29,242)                                                (11,182)
           First   Financial     Bankshares      Inc          Bank   of  America    Merrill    Lynch
       1,563                                                 169
           First   Financial     Bankshares      Inc          Barclays     Bank
       1,422                                                 282
                                178/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           First   Financial     Bankshares      Inc          Goldman    Sachs
       1,096                                                 329
           First   Financial     Bankshares      Inc
       35,177                            HSBC                    (3,455)
           First   Financial     Bankshares      Inc          Morgan    Stanley
       (5,171)                                                (2,172)
           First   Financial     Bankshares      Inc          Morgan    Stanley
       7,655                                                3,215
           First   Financial     Corp/IN               Bank   of  America    Merrill    Lynch
       71,268                                                7,839
           First   Financial     Northwest     Inc          Bank   of  America    Merrill    Lynch
       78,774                                                43,720
           First   Financial     Northwest     Inc          Goldman    Sachs
       38,921                                                21,601
           First   Foundation      Inc               Goldman    Sachs
      (135,281)                                                (29,762)
           First   Foundation      Inc
       (9,664)                            HSBC                     870
           First   Foundation      Inc               Morgan    Stanley
      (49,019)                                                (6,372)
           First   Hawaiian     Inc                Bank   of  America    Merrill    Lynch
      (17,843)                                                (4,940)
           First   Hawaiian     Inc                Barclays     Bank
       (8,571)                                                (4,028)
           First   Hawaiian     Inc                Goldman    Sachs
       (9,645)                                                (3,343)
           First   Hawaiian     Inc
      (13,439)                             HSBC                    2,150
           First   Hawaiian     Inc                Morgan    Stanley
       36,759                                                17,277
       (7,909)    First   Hawaiian     Inc                Morgan    Stanley                (3,717)
           First   Horizon    National     Corp            Bank   of  America    Merrill    Lynch
       45,806                                                (5,955)
           First   Horizon    National     Corp            Barclays     Bank
       20,326                                                2,439
           First   Horizon    National     Corp            Goldman    Sachs
       90,548                                               (11,772)
           First   Horizon    National     Corp
      111,142                             HSBC                   (63,940)
           First   Horizon    National     Corp            Morgan    Stanley
       38,162                                                4,579
           First   Industrial      Realty    Trust   Inc  (Reit)      Bank   of  America    Merrill    Lynch
      135,973                                                129,174
           First   Industrial      Realty    Trust   Inc  (Reit)      Bank   of  America    Merrill    Lynch
      (12,911)                                                (12,626)
           First   Industrial      Realty    Trust   Inc  (Reit)      Barclays     Bank
       (2,262)                                                (3,348)
           First   Industrial      Realty    Trust   Inc  (Reit)      Goldman    Sachs
      152,579                                                144,950
           First   Industrial      Realty    Trust   Inc  (Reit)
       (5,161)                            HSBC                    (8,261)
           First   Industrial      Realty    Trust   Inc  (Reit)
       42,436                            HSBC                    68,322
           First   Industrial      Realty    Trust   Inc  (Reit)      Morgan    Stanley
       (3,402)                                                (5,035)
           First   Industrial      Realty    Trust   Inc  (Reit)      Morgan    Stanley
       27,057                                                40,044
           First   Internet     Bancorp                Bank   of  America    Merrill    Lynch
      (12,089)                                                (2,599)
           First   Internet     Bancorp                Goldman    Sachs
       (5,099)                                                (1,096)
           First   Internet     Bancorp
       (1,460)                            HSBC                     562
           First   Internet     Bancorp                Morgan    Stanley
       (8,834)                                                (2,164)
           First   Interstate      BancSystem      Inc   ’A’       Barclays     Bank
       45,870                                                13,302
       5,154    First   Interstate      BancSystem      Inc   ’A’       Goldman    Sachs                 258
           First   Interstate      BancSystem      Inc   ’A’
       8,827                            HSBC                    (4,060)
           First   Merchants     Corp               Morgan    Stanley
       52,572                                                (5,783)
           First   Mid-Illinois       Bancshares      Inc        Bank   of  America    Merrill    Lynch
      (90,503)                                                70,592
           First   Mid-Illinois       Bancshares      Inc        Barclays     Bank
       (1,550)                                                 589
           First   Mid-Illinois       Bancshares      Inc        Goldman    Sachs
      (36,223)                                                28,254
           First   Mid-Illinois       Bancshares      Inc
       (2,689)                            HSBC                    3,818
           First   Mid-Illinois       Bancshares      Inc        Morgan    Stanley
      (13,824)                                                 5,253
           First   Northwest     Bancorp               Bank   of  America    Merrill    Lynch
       58,552                                                1,757
           First   of  Long   Island    Corp/The             Barclays     Bank
       (2,008)                                                 (663)
           First   of  Long   Island    Corp/The             Goldman    Sachs
       (4,146)                                                 (951)
                                179/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           First   of  Long   Island    Corp/The
      (25,968)                             HSBC                    1,170
           First   of  Long   Island    Corp/The             Morgan    Stanley
      (21,266)                                                (7,018)
           First   Republic     Bank/CA                Bank   of  America    Merrill    Lynch
       (1,367)                                                (1,927)
           First   Republic     Bank/CA                Barclays     Bank
       (3,480)                                                (6,438)
           First   Republic     Bank/CA
       (7,243)                            HSBC                     145
           First   Republic     Bank/CA                Morgan    Stanley
       (4,906)                                                (9,076)
           First   Savings    Financial     Group   Inc        Bank   of  America    Merrill    Lynch
       6,994                                               (8,917)
           First   Savings    Financial     Group   Inc        Goldman    Sachs
       1,107                                               (1,411)
           First   Savings    Financial     Group   Inc        Morgan    Stanley
        634                                               (491)
           First   Solar   Inc                 Bank   of  America    Merrill    Lynch
      (12,947)                                                (23,305)
           First   Solar   Inc                 Barclays     Bank
       (4,000)                                                (3,120)
           First   Solar   Inc                 Goldman    Sachs
       (4,460)                                                (7,390)
           First   Solar   Inc
      (21,202)                             HSBC                   (67,634)
           First   Solar   Inc                 Morgan    Stanley
      (45,501)                                                (35,491)
           First   United    Corp                 Bank   of  America    Merrill    Lynch
       11,472                                                1,549
       2,312    First   United    Corp                 Barclays     Bank                 358
           First   United    Corp                 Goldman    Sachs
       18,723                                                2,528
           First   United    Corp                 Morgan    Stanley
       20,880                                                3,236
           FirstCash     Inc                  Bank   of  America    Merrill    Lynch
       6,118                                                4,554
           FirstCash     Inc                  Barclays     Bank
       12,219                                                31,770
           FirstCash     Inc                  Goldman    Sachs
       2,705                                                2,606
           FirstCash     Inc
       11,821                            HSBC                    9,504
           FirstCash     Inc                  Morgan    Stanley
       (1,999)                                                (5,197)
           FirstCash     Inc                  Morgan    Stanley
       18,953                                                49,278
           FirstEnergy      Corp                 Bank   of  America    Merrill    Lynch
       (1,094)                                                 (821)
           FirstEnergy      Corp                 Barclays     Bank
      (39,220)                                                (17,649)
           FirstEnergy      Corp                 Goldman    Sachs
      (21,265)                                                (15,949)
           FirstEnergy      Corp
      (102,528)                             HSBC                   (123,033)
           FirstEnergy      Corp                 Morgan    Stanley
      (75,639)                                                (34,037)
           Fiserv    Inc                    Bank   of  America    Merrill    Lynch
       6,676                                               17,873
           Fiserv    Inc                    Goldman    Sachs
       1,813                                                5,301
           Fiserv    Inc
       2,099                            HSBC                    5,183
           Fiserv    Inc                    Morgan    Stanley
       (4,142)                                               (11,556)
           Fiserv    Inc                    Morgan    Stanley
       2,605                                                7,268
      (18,623)     Fitbit    Inc   ’A’                 Bank   of  America    Merrill    Lynch        (3,631)
           Fitbit    Inc   ’A’                 Barclays     Bank
      (35,824)                                                (4,837)
           Fitbit    Inc   ’A’
       (7,172)                            HSBC                    (1,356)
           Five   Below   Inc                  Bank   of  America    Merrill    Lynch
       1,609                                                 875
           Five   Below   Inc                  Barclays     Bank
        (207)                                                234
           Five   Below   Inc                  Goldman    Sachs
        (362)                                               (1,557)
           Five   Below   Inc                  Goldman    Sachs
        548                                                413
           Five   Below   Inc
       (3,046)                            HSBC                    9,199
           Five   Below   Inc                  Morgan    Stanley
       (4,896)                                                5,532
           Five   Below   Inc                  Morgan    Stanley
        631                                               (713)
           Five   Prime   Therapeutics       Inc           Barclays     Bank
      (21,443)                                                (7,183)
                                180/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Five   Prime   Therapeutics       Inc           Goldman    Sachs
      (12,249)                                                (4,471)
           Five9   Inc                    Bank   of  America    Merrill    Lynch
       3,192                                               10,055
           Five9   Inc                    Barclays     Bank
       8,485                                               26,346
           Five9   Inc                    Goldman    Sachs
       9,125                                               28,885
           Five9   Inc
       5,854                            HSBC                    45,163
           Five9   Inc                    Morgan    Stanley
       8,106                                               25,169
           Flagstar     Bancorp    Inc               Barclays     Bank
       5,594                                                3,077
           Flagstar     Bancorp    Inc
       1,478                            HSBC                     713
           Flagstar     Bancorp    Inc               Morgan    Stanley
       (7,888)                                                (4,338)
           Flagstar     Bancorp    Inc               Morgan    Stanley
       20,117                                                11,064
           FleetCor     Technologies       Inc            Bank   of  America    Merrill    Lynch
       (3,199)                                               (32,319)
           FleetCor     Technologies       Inc            Barclays     Bank
       (1,265)                                               (16,850)
           FleetCor     Technologies       Inc            Goldman    Sachs
       (2,852)                                               (33,549)
           FleetCor     Technologies       Inc
       (2,843)                            HSBC                   (25,821)
           FleetCor     Technologies       Inc            Morgan    Stanley
       (2,106)                                               (28,052)
       (4,869)    Flex   Ltd                     Bank   of  America    Merrill    Lynch        1,169
           Flex   Ltd                     Barclays     Bank
      (44,393)                                                (7,103)
           Flex   Ltd                     Goldman    Sachs
      (29,353)                                                 7,045
           Flex   Ltd                     Morgan    Stanley
      (16,784)                                                (2,685)
           Flexion    Therapeutics       Inc             Barclays     Bank
       9,414                                                8,661
           Flexion    Therapeutics       Inc             Goldman    Sachs
       10,003                                                15,337
           Flexion    Therapeutics       Inc
       7,888                            HSBC                    11,216
           Flexion    Therapeutics       Inc             Morgan    Stanley
       13,172                                                9,991
           Flexsteel     Industries      Inc             Bank   of  America    Merrill    Lynch
       (8,210)                                                (6,979)
           Flexsteel     Industries      Inc             Goldman    Sachs
      (16,244)                                                (13,807)
           Flexsteel     Industries      Inc
       (1,866)                            HSBC                     (765)
           Flexsteel     Industries      Inc             Morgan    Stanley
      (19,566)                                                (10,370)
           FLIR   Systems    Inc                 Bank   of  America    Merrill    Lynch
       (6,922)                                                1,096
           FLIR   Systems    Inc                 Barclays     Bank
      (13,233)                                                (4,632)
           FLIR   Systems    Inc                 Goldman    Sachs
       (9,080)                                                2,452
           FLIR   Systems    Inc
      (20,683)                             HSBC                    (6,781)
           FLIR   Systems    Inc                 Morgan    Stanley
      (38,073)                                                (13,326)
           Floor   & Decor   Holdings     Inc   ’A’         Bank   of  America    Merrill    Lynch
      (11,475)                                                (40,163)
           Floor   & Decor   Holdings     Inc   ’A’         Barclays     Bank
       (2,532)                                                (8,635)
       (1,130)    Floor   & Decor   Holdings     Inc   ’A’         Goldman    Sachs                (3,955)
           Floor   & Decor   Holdings     Inc   ’A’
       (3,110)                            HSBC                   (16,825)
           Floor   & Decor   Holdings     Inc   ’A’         Morgan    Stanley
       (2,231)                                                (6,177)
           Flotek    Industries      Inc              Bank   of  America    Merrill    Lynch
      (76,369)                                                10,692
           Flotek    Industries      Inc              Goldman    Sachs
       (8,869)                                                1,242
           Flotek    Industries      Inc
      (15,943)                             HSBC                    3,507
           Flotek    Industries      Inc              Morgan    Stanley
      (55,529)                                                (4,998)
           Flowers    Foods   Inc                Bank   of  America    Merrill    Lynch
       (9,973)                                                (1,795)
           Flowers    Foods   Inc                Goldman    Sachs
      (12,210)                                                (2,198)
           Flowers    Foods   Inc
       26,288                            HSBC                    19,979
           Flowers    Foods   Inc
      (30,655)                             HSBC                   (23,298)
                                181/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Flowers    Foods   Inc                Morgan    Stanley
       14,945                                                1,196
           Flowers    Foods   Inc                Morgan    Stanley
       (6,091)                                                 (487)
           Flowserve     Corp                  Bank   of  America    Merrill    Lynch
      (17,654)                                                 4,237
           Flowserve     Corp                  Barclays     Bank
       (9,638)                                                1,060
           Flowserve     Corp                  Goldman    Sachs
       (9,452)                                                1,419
           Flowserve     Corp
       (6,616)                            HSBC                    1,315
           Flowserve     Corp                  Morgan    Stanley
      (16,170)                                                 1,779
           Fluent    Inc                    Goldman    Sachs
       28,808                                                8,642
           Fluent    Inc                    Morgan    Stanley
       8,508                                                 255
           Fluidigm     Corp
       (4,745)                            HSBC                     (498)
           Fluidigm     Corp                   Morgan    Stanley
      (49,973)                                                 6,247
           Fluor   Corp                    Bank   of  America    Merrill    Lynch
       22,216                                               (17,328)
           Fluor   Corp                    Barclays     Bank
       22,659                                                (7,251)
           Fluor   Corp                    Goldman    Sachs
       5,576                                               (4,349)
           Fluor   Corp
       30,535                            HSBC                   (39,390)
       48,280    Fluor   Corp                    Morgan    Stanley                (15,450)
           Flushing     Financial     Corp              Bank   of  America    Merrill    Lynch
      (21,120)                                                 4,435
           FMC  Corp                     Bank   of  America    Merrill    Lynch
        (724)                                               (1,238)
           FMC  Corp                     Barclays     Bank
        (381)                                                (564)
           FMC  Corp                     Goldman    Sachs
        (556)                                                (951)
           FMC  Corp
       (4,171)                            HSBC                    (4,213)
           FMC  Corp                     Morgan    Stanley
      (12,169)                                                (18,010)
           FNB  Corp/PA                     Bank   of  America    Merrill    Lynch
      (65,176)                                                  977
           FNB  Corp/PA                     Barclays     Bank
       (8,633)                                                 (388)
           FNB  Corp/PA                     Goldman    Sachs
       (2,742)                                                  41
           FNB  Corp/PA
      (68,611)                             HSBC                    3,774
           FNB  Corp/PA                     Morgan    Stanley
      (24,540)                                                (1,104)
           FNCB   Bancorp    Inc                 Barclays     Bank
       (3,774)                                                1,170
           FNCB   Bancorp    Inc                 Goldman    Sachs
       (7,798)                                                2,105
           FNCB   Bancorp    Inc
        (410)                           HSBC                     (94)
           FNCB   Bancorp    Inc                 Morgan    Stanley
      (11,032)                                                 3,420
           Focus   Financial     Partners     Inc   ’A’
       3,818                            HSBC                    5,803
           Focus   Financial     Partners     Inc   ’A’        Morgan    Stanley
       20,574                                                25,923
           Fomento    Economico     Mexicano     SAB  de  CV  ADR
       6,563                            HSBC                   (10,370)
       2,137    Fomento    Economico     Mexicano     SAB  de  CV  ADR    Morgan    Stanley                (2,287)
           FONAR   Corp                    Barclays     Bank
       5,802                                                3,597
           FONAR   Corp                    Goldman    Sachs
       11,432                                                (4,458)
           FONAR   Corp
       3,412                            HSBC                    2,013
           FONAR   Corp                    Morgan    Stanley
       7,563                                                4,689
           Foot   Locker    Inc
       (1,282)                            HSBC                    7,756
           Foot   Locker    Inc                 Morgan    Stanley
       (7,111)                                                (2,347)
           Ford   Motor   Co
      337,286                             HSBC                    13,492
           Ford   Motor   Co                  Morgan    Stanley
       55,117                                                10,472
           ForeScout     Technologies       Inc            Barclays     Bank
       (5,143)                                                (7,200)
           ForeScout     Technologies       Inc            Goldman    Sachs
      (11,139)                                                (20,607)
                                182/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           ForeScout     Technologies       Inc
      (16,730)                             HSBC                   (84,653)
           ForeScout     Technologies       Inc            Morgan    Stanley
      (17,905)                                                (25,067)
           Forestar     Group   Inc                Bank   of  America    Merrill    Lynch
       (8,909)                                                (3,118)
           Forestar     Group   Inc                Goldman    Sachs
      (14,551)                                                (5,093)
           Forestar     Group   Inc
       (7,625)                            HSBC                    (8,083)
           Forestar     Group   Inc                Morgan    Stanley
       (5,539)                                                1,496
           FormFactor      Inc                  Goldman    Sachs
       7,921                                                 (15)
           FormFactor      Inc
       27,284                            HSBC                    21,009
           FormFactor      Inc                  Morgan    Stanley
       37,563                                                21,882
           Forrester     Research     Inc              Bank   of  America    Merrill    Lynch
       15,868                                                46,652
           Forrester     Research     Inc              Goldman    Sachs
       19,056                                                56,025
           Forterra     Inc                   Bank   of  America    Merrill    Lynch
      (23,836)                                                 9,296
           Forterra     Inc
      (11,735)                             HSBC                    3,227
           Fortinet     Inc
       2,977                            HSBC                    26,391
           Fortinet     Inc                   Morgan    Stanley
       9,201                                               11,823
      (13,662)     Fortive    Corp                   Goldman    Sachs                (7,377)
           Fortive    Corp                   Goldman    Sachs
       2,285                                                 322
           Fortive    Corp
      (11,298)                             HSBC                    8,022
           Fortive    Corp                   Morgan    Stanley
       (8,949)                                               (13,155)
           Fortune    Brands    Home   & Security     Inc        Bank   of  America    Merrill    Lynch
        430                                                492
           Fortune    Brands    Home   & Security     Inc        Barclays     Bank
        589                                                542
           Fortune    Brands    Home   & Security     Inc        Goldman    Sachs
       4,825                                                6,206
           Fortune    Brands    Home   & Security     Inc
        511                          HSBC                     869
           Fortune    Brands    Home   & Security     Inc
       (2,159)                            HSBC                    (3,908)
           Fortune    Brands    Home   & Security     Inc        Morgan    Stanley
       22,046                                                19,209
           Fortune    Brands    Home   & Security     Inc        Morgan    Stanley
       (3,943)                                                (3,628)
           Forty   Seven   Inc                 Morgan    Stanley
       (2,712)                                                (2,115)
           Forum   Energy    Technologies       Inc          Barclays     Bank
       79,864                                                15,973
           Forum   Energy    Technologies       Inc          Goldman    Sachs
       16,962                                                5,597
           Forum   Energy    Technologies       Inc
      237,334                             HSBC                    35,600
           Forum   Energy    Technologies       Inc          Morgan    Stanley
      219,015                                                43,803
           Forward    Air  Corp                 Bank   of  America    Merrill    Lynch
       (2,672)                                                (1,829)
           Forward    Air  Corp                 Barclays     Bank
        (886)                                                357
           Forward    Air  Corp                 Goldman    Sachs
       (1,634)                                                 (489)
      (23,043)     Forward    Air  Corp                 HSBC                    4,909
           Forward    Air  Corp                 Morgan    Stanley
      (16,556)                                                (15,894)
           Fossil    Group   Inc                 Barclays     Bank
      (35,044)                                                (8,761)
           Fossil    Group   Inc
      (12,736)                             HSBC                    5,341
           Fossil    Group   Inc                 Morgan    Stanley
      (44,107)                                                (11,027)
           Foundation      Building     Materials     Inc        Bank   of  America    Merrill    Lynch
       34,957                                               (19,226)
           Foundation      Building     Materials     Inc        Goldman    Sachs
       32,101                                               (17,656)
           Foundation      Building     Materials     Inc        Morgan    Stanley
       25,717                                                3,086
           Four   Corners    Property     Trust   Inc  (Reit)       Bank   of  America    Merrill    Lynch
      253,840                                                126,920
           Four   Corners    Property     Trust   Inc  (Reit)
       13,959                            HSBC                    14,799
           Four   Corners    Property     Trust   Inc  (Reit)       Morgan    Stanley
       32,383                                                19,754
                                183/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Fox  Corp   ’A’                  Goldman    Sachs
       2,544                                                2,976
           Fox  Corp   ’A’
       24,306                            HSBC                    7,292
           Fox  Corp   ’A’                  Morgan    Stanley
       10,976                                                (2,414)
           Fox  Corp   ’B’                  Goldman    Sachs
       8,560                                                9,288
           Fox  Corp   ’B’                  Morgan    Stanley
       14,680                                                (2,863)
           Fox  Factory    Holding    Corp             Bank   of  America    Merrill    Lynch
       2,629                                                7,230
           Fox  Factory    Holding    Corp             Barclays     Bank
       4,274                                               16,284
           Fox  Factory    Holding    Corp             Morgan    Stanley
       1,907                                                7,266
           Franchise     Group   Inc               Goldman    Sachs
       (7,969)                                               (11,236)
           Franklin     Covey   Co                Bank   of  America    Merrill    Lynch
       8,144                                               (3,909)
           Franklin     Covey   Co                Barclays     Bank
       1,986                                                 (40)
           Franklin     Covey   Co                Goldman    Sachs
       20,730                                                (9,633)
           Franklin     Covey   Co
       2,828                            HSBC                    (1,586)
           Franklin     Covey   Co                Morgan    Stanley
       12,970                                                 (259)
           Franklin     Electric     Co  Inc             Barclays     Bank
      (10,905)                                                (14,286)
      (16,674)     Franklin     Electric     Co  Inc             Goldman    Sachs               (28,679)
           Franklin     Electric     Co  Inc
      (24,741)                             HSBC                   (14,597)
           Franklin     Electric     Co  Inc             Morgan    Stanley
      (14,936)                                                (19,566)
           Franklin     Financial     Network    Inc          Bank   of  America    Merrill    Lynch
      (30,692)                                                (22,712)
           Franklin     Financial     Network    Inc
      (16,025)                             HSBC                    (6,090)
           Franklin     Financial     Network    Inc          Morgan    Stanley
      (10,990)                                                (8,572)
           Franklin     Resources     Inc              Barclays     Bank
       (1,517)                                                 (440)
           Franklin     Resources     Inc              Barclays     Bank
        265                                                77
           Franklin     Resources     Inc
      (10,371)                             HSBC                    6,949
           Franklin     Resources     Inc
       9,422                            HSBC                    (6,313)
           Franklin     Resources     Inc              Morgan    Stanley
      (16,172)                                                (4,690)
           Franklin     Street    Properties      Corp   (Reit)       Bank   of  America    Merrill    Lynch
       3,191                                                 542
           Franklin     Street    Properties      Corp   (Reit)       Goldman    Sachs
       3,814                                                 648
           Frank’s     International       NV            Goldman    Sachs
       28,305                                                (6,227)
           Frank’s     International       NV            Morgan    Stanley
       71,474                                                (8,577)
           Freeport-McMoRan         Inc               Bank   of  America    Merrill    Lynch
       46,122                                                8,302
           Freeport-McMoRan         Inc
       62,508                            HSBC                   (11,251)
           Freeport-McMoRan         Inc               Morgan    Stanley
       71,539                                                 (716)
           FreightCar      America    Inc              Bank   of  America    Merrill    Lynch
      (69,327)                                                20,105
      (11,119)     Fresh   Del  Monte   Produce    Inc           HSBC                   (13,463)
           Fresh   Del  Monte   Produce    Inc           Morgan    Stanley
      (11,194)                                                (15,336)
           Freshpet     Inc                   Bank   of  America    Merrill    Lynch
        964                                               (527)
           Freshpet     Inc                   Barclays     Bank
       5,746                                                2,844
           Freshpet     Inc                   Goldman    Sachs
       24,290                                               (30,804)
           Freshpet     Inc
       3,009                            HSBC                    (1,830)
           Freshpet     Inc                   Morgan    Stanley
       18,936                                                9,373
           Front   Yard   Residential      Corp   (Reit)         Barclays     Bank
      (35,240)                                                (7,048)
           Front   Yard   Residential      Corp   (Reit)         Goldman    Sachs
      (41,120)                                                (36,597)
           Front   Yard   Residential      Corp   (Reit)
      (32,763)                             HSBC                   (17,364)
           Front   Yard   Residential      Corp   (Reit)         Morgan    Stanley
      (41,515)                                                (8,303)
                                184/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           frontdoor     Inc                  Bank   of  America    Merrill    Lynch
       4,492                                                5,930
           frontdoor     Inc
        921                          HSBC                     580
           frontdoor     Inc                  Morgan    Stanley
       9,065                                               10,878
           FRP  Holdings     Inc                 Bank   of  America    Merrill    Lynch
      (11,364)                                                10,909
           FRP  Holdings     Inc                 Morgan    Stanley
        (219)                                                 94
           FS  Bancorp    Inc                  Bank   of  America    Merrill    Lynch
       4,217                                                3,500
           FTD  Cos  Inc                   Bank   of  America    Merrill    Lynch
       34,502                                                  69
           FTD  Cos  Inc                   Goldman    Sachs
       7,936                                                 16
           FTI  Consulting      Inc                Bank   of  America    Merrill    Lynch
       3,099                                                6,696
           FTI  Consulting      Inc                Barclays     Bank
       (4,801)                                               (11,330)
           FTI  Consulting      Inc                Barclays     Bank
       1,252                                                2,955
           FTI  Consulting      Inc                Goldman    Sachs
       2,213                                                4,056
           FTI  Consulting      Inc
        (368)                           HSBC                    (1,342)
           FTI  Consulting      Inc
       7,828                            HSBC                    17,965
           FTI  Consulting      Inc                Morgan    Stanley
        (211)                                                (498)
       1,280    FTI  Consulting      Inc                Morgan    Stanley                 3,021
           FTS  International       Inc              Goldman    Sachs
       (5,827)                                                 (230)
           FTS  International       Inc              Morgan    Stanley
      (20,024)                                                 1,201
           Fulton    Financial     Corp               Goldman    Sachs
       1,911                                                (140)
           Fulton    Financial     Corp
       23,606                            HSBC                   (11,567)
           Fulton    Financial     Corp               Morgan    Stanley
       46,991                                                6,579
           Funko   Inc   ’A’                  Barclays     Bank
       (8,293)                                                5,639
           Funko   Inc   ’A’
       (6,851)                            HSBC                     137
           Funko   Inc   ’A’                  Morgan    Stanley
       (2,126)                                                1,446
           FutureFuel      Corp                  Bank   of  America    Merrill    Lynch
       18,153                                               (15,612)
           FutureFuel      Corp                  Goldman    Sachs
       24,539                                               (21,104)
           FutureFuel      Corp
       2,499                            HSBC                    (2,724)
           FutureFuel      Corp                  Morgan    Stanley
       16,184                                                 (324)
           FVCBankcorp      Inc                 Barclays     Bank
      (20,367)                                                (5,906)
           FVCBankcorp      Inc
      (23,526)                             HSBC                     (941)
           FVCBankcorp      Inc                 Morgan    Stanley
       (2,932)                                                 (850)
           G1  Therapeutics       Inc               Barclays     Bank
       (2,108)                                                3,067
           G1  Therapeutics       Inc               Morgan    Stanley
       (2,294)                                                3,338
           Gafisa    SA  ADR                  Goldman    Sachs
       (3,368)                                                 775
      (11,535)     Gafisa    SA  ADR                  Morgan    Stanley                 (115)
           Gaia   Inc                     Morgan    Stanley
      (23,989)                                                 9,356
           GAIN   Capital    Holdings     Inc            Morgan    Stanley
      (107,992)                                                 4,320
           GAMCO   Investors     Inc   ’A’             Bank   of  America    Merrill    Lynch
       (4,254)                                                 (43)
           Gaming    and  Leisure    Properties      Inc  (Reit)      Bank   of  America    Merrill    Lynch
      (38,580)                                                13,889
           Gaming    and  Leisure    Properties      Inc  (Reit)
       (1,125)                            HSBC                     (270)
           Gaming    and  Leisure    Properties      Inc  (Reit)      Morgan    Stanley
      (93,750)                                                (14,062)
           Gannett    Co  Inc
       10,100                            HSBC                   (11,312)
           Gannett    Co  Inc                  Morgan    Stanley
       71,236                                                (4,987)
           Gap  Inc/The                     Barclays     Bank
       2,861                                                (644)
           Gap  Inc/The                     Goldman    Sachs
       12,092                                               (12,394)
                                185/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Gap  Inc/The
       19,669                            HSBC                     688
           Gap  Inc/The                     Morgan    Stanley
       4,603                                               (1,036)
           Gardner    Denver    Holdings     Inc           Barclays     Bank
       (7,756)                                                (3,335)
           Gardner    Denver    Holdings     Inc           Goldman    Sachs
      (15,276)                                                (6,722)
           Gardner    Denver    Holdings     Inc
       (7,671)                            HSBC                    (3,428)
           Gardner    Denver    Holdings     Inc           Morgan    Stanley
      (23,672)                                                (10,179)
           Garmin    Ltd                    Barclays     Bank
       3,900                                                1,404
           Garmin    Ltd                    Barclays     Bank
       (1,686)                                                 (69)
           Garmin    Ltd                    Goldman    Sachs
       1,259                                                2,405
           Garmin    Ltd                    Goldman    Sachs
       (1,141)                                                (1,247)
           Garmin    Ltd
       9,601                            HSBC                    16,034
           Garmin    Ltd
       (1,336)                            HSBC                    (1,139)
           Garrett    Motion    Inc                Morgan    Stanley
       (8,441)                                                (8,019)
           Gartner    Inc                   Bank   of  America    Merrill    Lynch
       (1,714)                                                 (960)
           Gartner    Inc                   Barclays     Bank
       (3,151)                                               (11,029)
       (2,921)    Gartner    Inc                   HSBC                     (409)
           Gartner    Inc                   Morgan    Stanley
      (10,177)                                                (35,620)
           GasLog    Ltd                    Morgan    Stanley
      (10,367)                                                (1,762)
           Gates   Industrial      Corp   Plc            Goldman    Sachs
       (7,895)                                                1,263
           Gates   Industrial      Corp   Plc
       (5,228)                            HSBC                    1,516
           Gates   Industrial      Corp   Plc            Morgan    Stanley
       (8,020)                                                (2,566)
           GATX   Corp                     Bank   of  America    Merrill    Lynch
       6,704                                                1,073
           GATX   Corp                     Goldman    Sachs
       62,506                                                7,391
           GATX   Corp
       1,785                            HSBC                    (5,697)
           GATX   Corp                     Morgan    Stanley
       55,792                                               (112,699)
           GCI  Liberty    Inc   ’A’               Bank   of  America    Merrill    Lynch
      (20,588)                                                34,794
           GCI  Liberty    Inc   ’A’               Morgan    Stanley
      (48,007)                                                55,208
           GCP  Applied    Technologies       Inc           Barclays     Bank
      (36,946)                                                (25,493)
           GCP  Applied    Technologies       Inc           Goldman    Sachs
      (83,393)                                                 3,336
           GCP  Applied    Technologies       Inc
      (15,543)                             HSBC                    19,740
           GCP  Applied    Technologies       Inc           Morgan    Stanley
      (62,475)                                                (43,108)
           Genco   Shipping     & Trading    Ltd           Morgan    Stanley
      (43,831)                                                (10,519)
           Gencor    Industries      Inc              Bank   of  America    Merrill    Lynch
       23,474                                                1,643
           Gencor    Industries      Inc              Goldman    Sachs
       8,388                                                 587
       5,229    Gencor    Industries      Inc              HSBC                     (837)
           Gencor    Industries      Inc              Morgan    Stanley
       10,604                                                1,485
           Generac    Holdings     Inc               Bank   of  America    Merrill    Lynch
       3,583                                               16,625
           Generac    Holdings     Inc               Barclays     Bank
       8,104                                               34,118
           Generac    Holdings     Inc               Goldman    Sachs
       9,552                                               44,322
           Generac    Holdings     Inc               Morgan    Stanley
       20,979                                                88,322
           General    Electric     Co               Bank   of  America    Merrill    Lynch
      (82,898)                                                17,823
           General    Electric     Co               Goldman    Sachs
       (3,230)                                                 694
           General    Electric     Co
      (75,791)                             HSBC                    16,296
           General    Electric     Co               Morgan    Stanley
      (206,238)                                                 50,528
           General    Mills   Inc                Bank   of  America    Merrill    Lynch
       13,598                                                11,286
                                186/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           General    Mills   Inc                Barclays     Bank
       22,054                                                15,416
           General    Mills   Inc                Goldman    Sachs
       54,585                                                45,306
           General    Mills   Inc
       2,749                            HSBC                    2,447
           General    Mills   Inc                Morgan    Stanley
       15,827                                                11,079
           General    Motors    Co                Barclays     Bank
       2,118                                                1,440
           General    Motors    Co                Morgan    Stanley
      (13,770)                                                (9,364)
           General    Motors    Co                Morgan    Stanley
       2,202                                                1,497
           Genesco    Inc                   Barclays     Bank
       1,908                                                1,965
           Genesco    Inc                   Goldman    Sachs
       1,151                                               (4,592)
           Genesco    Inc                   Morgan    Stanley
       11,780                                                12,133
           Genesis    Healthcare      Inc              Barclays     Bank
      (23,084)                                                (2,308)
           Genie   Energy    Ltd   ’B’              Bank   of  America    Merrill    Lynch
      (74,788)                                                12,714
           Genie   Energy    Ltd   ’B’              Goldman    Sachs
      (14,936)                                                 2,539
           Genie   Energy    Ltd   ’B’              Morgan    Stanley
       (9,630)                                                1,445
           GenMark    Diagnostics      Inc             Barclays     Bank
       52,077                                                5,376
       36,271    GenMark    Diagnostics      Inc             HSBC                    6,529
           GenMark    Diagnostics      Inc             Morgan    Stanley
       34,907                                                4,189
           Genpact    Ltd                   Bank   of  America    Merrill    Lynch
       1,459                                                 102
           Genpact    Ltd                   Goldman    Sachs
       (4,953)                                                 (347)
           Genpact    Ltd
       (4,037)                            HSBC                    (5,773)
           Genpact    Ltd                   Morgan    Stanley
       (6,572)                                                (7,032)
           Gentex    Corp                    Bank   of  America    Merrill    Lynch
       5,224                                                1,045
           Gentex    Corp                    Goldman    Sachs
       6,368                                                1,274
           Gentex    Corp
       47,321                            HSBC                   (25,080)
           Gentex    Corp                    Morgan    Stanley
       32,101                                                17,335
           Gentherm     Inc                   Bank   of  America    Merrill    Lynch
      (93,260)                                                27,978
           Gentherm     Inc                   Goldman    Sachs
       (2,109)                                                 (137)
           Gentherm     Inc
      (15,710)                             HSBC                    32,737
           Gentherm     Inc                   Morgan    Stanley
      (22,069)                                                (12,138)
           Genuine    Parts   Co                Bank   of  America    Merrill    Lynch
       (6,178)                                                 (309)
           Genuine    Parts   Co                Barclays     Bank
      (15,320)                                                (17,924)
           Genuine    Parts   Co                Goldman    Sachs
      (13,546)                                                (2,352)
           Genuine    Parts   Co
      (24,938)                             HSBC                    25,675
           Genuine    Parts   Co                Morgan    Stanley
       (9,108)                                               (10,656)
      (81,418)     Genworth     Financial     Inc   ’A’           Barclays     Bank                 505
           Genworth     Financial     Inc   ’A’           Goldman    Sachs
      (22,217)                                                (3,333)
           Genworth     Financial     Inc   ’A’
      (28,382)                             HSBC                     (284)
           Genworth     Financial     Inc   ’A’           Morgan    Stanley
      (113,203)                                                 1,132
           GEO  Group   Inc/The    (Reit)              Bank   of  America    Merrill    Lynch
      (35,011)                                                12,954
           GEO  Group   Inc/The    (Reit)              Barclays     Bank
       (1,683)                                                 (202)
           GEO  Group   Inc/The    (Reit)              Goldman    Sachs
      (41,137)                                                15,221
           GEO  Group   Inc/The    (Reit)
       (6,643)                            HSBC                    6,975
           GEO  Group   Inc/The    (Reit)              Morgan    Stanley
      (34,752)                                                (4,171)
           Geopark    Ltd                   Goldman    Sachs
       16,871                                               (14,172)
           Geopark    Ltd
       19,612                            HSBC                   (17,651)
                                187/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Geopark    Ltd                   Morgan    Stanley
       41,866                                               (28,888)
           Geospace     Technologies       Corp
       2,444                            HSBC                    (2,591)
           Geospace     Technologies       Corp            Morgan    Stanley
       2,319                                                (232)
           Gerdau    SA  ADR                  Goldman    Sachs
      (117,115)                                                (35,135)
           Gerdau    SA  ADR                  Morgan    Stanley
      (115,432)                                                 (3,463)
           German    American     Bancorp    Inc           Barclays     Bank
      (35,799)                                                (4,059)
           German    American     Bancorp    Inc           Goldman    Sachs
      (14,649)                                                 1,477
           German    American     Bancorp    Inc
      (10,408)                             HSBC                    2,846
           German    American     Bancorp    Inc           Morgan    Stanley
      (32,607)                                                (3,913)
           Geron   Corp                    Goldman    Sachs
      (216,507)                                                (24,898)
           Geron   Corp                    Morgan    Stanley
      (10,039)                                                (1,205)
           Getty   Realty    Corp   (Reit)              Bank   of  America    Merrill    Lynch
       6,935                                                3,606
           Getty   Realty    Corp   (Reit)              Goldman    Sachs
       70,245                                                36,527
           Getty   Realty    Corp   (Reit)              Morgan    Stanley
       14,871                                                12,343
           Gibraltar     Industries      Inc             Goldman    Sachs
       2,188                                                 652
       4,539    Gibraltar     Industries      Inc             HSBC                     (322)
           Gibraltar     Industries      Inc             Morgan    Stanley
       15,119                                                9,827
           G-III   Apparel    Group   Ltd             Morgan    Stanley
       10,649                                                12,246
           Gilead    Sciences     Inc               Bank   of  America    Merrill    Lynch
       22,566                                                46,035
           Gilead    Sciences     Inc               Bank   of  America    Merrill    Lynch
       (3,909)                                                (7,974)
           Gilead    Sciences     Inc               Barclays     Bank
       (5,022)                                                (9,291)
           Gilead    Sciences     Inc               Goldman    Sachs
       9,180                                               18,727
           Gilead    Sciences     Inc               Goldman    Sachs
      (20,576)                                                (41,975)
           Gilead    Sciences     Inc
       29,432                            HSBC                    50,917
           Gilead    Sciences     Inc
       (2,652)                            HSBC                    (4,588)
           Gilead    Sciences     Inc               Morgan    Stanley
       34,582                                                63,977
           Gilead    Sciences     Inc               Morgan    Stanley
       (7,211)                                               (13,340)
           Gladstone     Commercial      Corp   (Reit)          Bank   of  America    Merrill    Lynch
       24,079                                                (4,816)
           Gladstone     Commercial      Corp   (Reit)          Goldman    Sachs
       21,629                                                (4,326)
           Gladstone     Commercial      Corp   (Reit)          Morgan    Stanley
       1,040                                                 816
           Gladstone     Land   Corp   (Reit)             Bank   of  America    Merrill    Lynch
       27,309                                                13,245
           Gladstone     Land   Corp   (Reit)             Goldman    Sachs
       16,607                                                8,054
           Gladstone     Land   Corp   (Reit)             Morgan    Stanley
       15,606                                                7,335
           Glaukos    Corp                   Barclays     Bank
       (5,475)                                               (10,512)
       (4,813)    Glaukos    Corp                   Goldman    Sachs                1,733
           Glaukos    Corp
        181                          HSBC                     219
           Glaukos    Corp
       (2,980)                            HSBC                    (3,606)
           Glaukos    Corp                   Morgan    Stanley
        974                                               1,870
           Glaukos    Corp                   Morgan    Stanley
       (5,684)                                               (10,913)
           Global    Blood   Therapeutics       Inc          Barclays     Bank
       (5,967)                                               (59,966)
           Global    Blood   Therapeutics       Inc          Goldman    Sachs
       (1,868)                                               (27,890)
           Global    Blood   Therapeutics       Inc
       (5,435)                            HSBC                   (77,974)
           Global    Blood   Therapeutics       Inc          Morgan    Stanley
      (12,906)                                               (139,353)
           Global    Indemnity     Ltd               Barclays     Bank
       5,318                                               23,851
           Global    Indemnity     Ltd               Goldman    Sachs
       9,600                                               45,552
                                188/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Global    Indemnity     Ltd
       6,625                            HSBC                    30,111
           Global    Indemnity     Ltd               Morgan    Stanley
       5,468                                               24,524
           Global    Medical    Inc  (Reit)              Bank   of  America    Merrill    Lynch
      (26,152)                                                (21,445)
           Global    Medical    Inc  (Reit)              Barclays     Bank
      (15,922)                                                (7,961)
           Global    Medical    Inc  (Reit)              Goldman    Sachs
      (50,243)                                                (36,409)
           Global    Medical    Inc  (Reit)
      (26,428)                             HSBC                   (35,670)
           Global    Medical    Inc  (Reit)              Morgan    Stanley
      (12,754)                                                (6,377)
           Global    Payments     Inc               Bank   of  America    Merrill    Lynch
       (2,431)                                                (5,640)
           Global    Payments     Inc               Bank   of  America    Merrill    Lynch
        714                                               1,656
           Global    Payments     Inc               Barclays     Bank
        356                                               1,032
           Global    Payments     Inc               Goldman    Sachs
       1,761                                                4,086
           Global    Payments     Inc
       8,812                            HSBC                    99,487
           Global    Payments     Inc               Morgan    Stanley
       5,610                                               16,269
           Global    Water   Resources     Inc            Bank   of  America    Merrill    Lynch
       27,685                                                23,532
           Global    Water   Resources     Inc            Barclays     Bank
       24,234                                                14,298
       28,311    Global    Water   Resources     Inc            Goldman    Sachs                24,064
           Global    Water   Resources     Inc
       1,087                            HSBC                    1,033
           Global    Water   Resources     Inc            Morgan    Stanley
       32,343                                                19,082
           GlobalSCAPE      Inc                 Barclays     Bank
       (9,567)                                               (15,762)
           GlobalSCAPE      Inc                 Morgan    Stanley
      (18,736)                                                (40,858)
           Globant    SA                   Goldman    Sachs
        223                                               (100)
           Globant    SA
       3,650                            HSBC                    30,332
           Globe   Life   Inc                  Bank   of  America    Merrill    Lynch
        282                                                823
           Globe   Life   Inc                  Goldman    Sachs
       4,332                                               16,115
           Globe   Life   Inc
       11,328                            HSBC                    40,028
           Globe   Life   Inc                  Morgan    Stanley
       21,842                                                43,903
           Globus    Medical    Inc   ’A’             Bank   of  America    Merrill    Lynch
       1,803                                                1,893
           Globus    Medical    Inc   ’A’             Barclays     Bank
       19,526                                                18,550
           Globus    Medical    Inc   ’A’             Goldman    Sachs
       17,004                                                10,028
           Globus    Medical    Inc   ’A’
       29,499                            HSBC                    17,993
           Globus    Medical    Inc   ’A’             Morgan    Stanley
       10,201                                                6,440
           Glu  Mobile    Inc                  Barclays     Bank
       2,510                                                1,004
           Glu  Mobile    Inc
       53,359                            HSBC                   (13,340)
           GlycoMimetics       Inc                Barclays     Bank
       (2,264)                                                (2,038)
       (7,199)    GlycoMimetics       Inc                Goldman    Sachs                2,736
           GlycoMimetics       Inc
      (52,340)                             HSBC                    20,936
           GMS  Inc                     Bank   of  America    Merrill    Lynch
        968                                               (590)
           GMS  Inc                     Barclays     Bank
       1,963                                                 589
           GMS  Inc                     Goldman    Sachs
       11,631                                                (6,207)
           GMS  Inc
       18,541                            HSBC                     (524)
           GMS  Inc                     Morgan    Stanley
       23,418                                                7,025
           GNC  Holdings     Inc   ’A’              Goldman    Sachs
      (22,911)                                                 6,415
           GNC  Holdings     Inc   ’A’
      (201,330)                             HSBC                    74,492
           GNC  Holdings     Inc   ’A’              Morgan    Stanley
      (18,217)                                                  182
           GoDaddy    Inc   ’A’                 Morgan    Stanley
       36,482                                               (85,733)
                                189/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Gogo   Inc
       11,897                            HSBC                   (16,537)
           Gogo   Inc                     Morgan    Stanley
       25,788                                                (2,321)
           Gol  Linhas    Aereas    Inteligentes       SA  ADR      Morgan    Stanley
       1,111                                                (233)
           Golar   LNG  Ltd                  Morgan    Stanley
       6,753                                                4,727
           Gold   Resource     Corp                Bank   of  America    Merrill    Lynch
       33,566                                                (2,350)
           Gold   Resource     Corp                Goldman    Sachs
       61,095                                                (4,277)
           Gold   Resource     Corp                Morgan    Stanley
       70,514                                                7,051
           Golden    Entertainment       Inc             Bank   of  America    Merrill    Lynch
       1,791                                                (179)
           Golden    Entertainment       Inc             Barclays     Bank
       8,145                                                 -
           Golden    Entertainment       Inc             Morgan    Stanley
       1,900                                                 -
           Goldman    Sachs   Group   Inc/The             Bank   of  America    Merrill    Lynch
       (2,300)                                                (3,106)
           Goldman    Sachs   Group   Inc/The             Barclays     Bank
       (3,825)                                                (3,213)
           Goldman    Sachs   Group   Inc/The
       (4,084)                            HSBC                    4,749
           Goldman    Sachs   Group   Inc/The             Morgan    Stanley
      (18,741)                                                (15,743)
           Goodrich     Petroleum     Corp              Bank   of  America    Merrill    Lynch
       10,370                                                1,452
       7,786    Goodrich     Petroleum     Corp              Goldman    Sachs                1,090
           Goodrich     Petroleum     Corp              Morgan    Stanley
       13,631                                                10,496
           Goodyear     Tire   & Rubber    Co/The            Bank   of  America    Merrill    Lynch
       53,496                                                3,210
           Goodyear     Tire   & Rubber    Co/The            Morgan    Stanley
      203,549                                                32,568
           Goosehead     Insurance     Inc   ’A’           Barclays     Bank
        (653)                                               3,182
           Goosehead     Insurance     Inc   ’A’           Goldman    Sachs
       (7,912)                                                26,901
           Goosehead     Insurance     Inc   ’A’
       (3,090)                            HSBC                    12,426
           Goosehead     Insurance     Inc   ’A’           Morgan    Stanley
       (1,617)                                                8,376
           GoPro   Inc   ’A’                  Barclays     Bank
      (101,384)                                                 9,631
           Gorman-Rupp      Co/The                 Goldman    Sachs
       2,023                                                1,841
           Gorman-Rupp      Co/The                 Morgan    Stanley
       1,775                                                1,509
           Gossamer     Bio  Inc                 Goldman    Sachs
       4,167                                                4,074
           Gossamer     Bio  Inc
       9,664                            HSBC                    20,101
           Gossamer     Bio  Inc                 Morgan    Stanley
       10,338                                                1,447
           GP  Strategies      Corp                Bank   of  America    Merrill    Lynch
      (70,976)                                                (41,876)
           Graco   Inc                    Bank   of  America    Merrill    Lynch
       26,981                                                23,204
           Graco   Inc                    Barclays     Bank
       5,888                                                3,886
           Graco   Inc
       26,075                            HSBC                    41,425
           Graco   Inc                    Morgan    Stanley
       26,569                                                17,535
       5,773    GrafTech     International       Ltd            Bank   of  America    Merrill    Lynch        1,674
           GrafTech     International       Ltd            Barclays     Bank
       2,384                                                (906)
           GrafTech     International       Ltd            Goldman    Sachs
       6,316                                                1,832
           GrafTech     International       Ltd
       4,631                            HSBC                    5,418
           GrafTech     International       Ltd            Morgan    Stanley
       16,751                                                (6,365)
           Graham    Corp                    Bank   of  America    Merrill    Lynch
       1,201                                               (1,964)
           Graham    Corp                    Goldman    Sachs
       9,273                                               (15,161)
           Graham    Corp
       12,459                            HSBC                   (20,246)
           Graham    Corp                    Morgan    Stanley
       12,370                                                (5,505)
           Graham    Holdings     Co  ’B’             Bank   of  America    Merrill    Lynch
        (198)                                                (562)
           Graham    Holdings     Co  ’B’             Barclays     Bank
       (1,693)                                                (6,789)
                                190/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Graham    Holdings     Co  ’B’             Goldman    Sachs
       (1,864)                                                (5,294)
           Graham    Holdings     Co  ’B’
       (2,877)                            HSBC                    6,588
           Graham    Holdings     Co  ’B’             Morgan    Stanley
       (3,951)                                               (15,843)
           Grand   Canyon    Education     Inc            Bank   of  America    Merrill    Lynch
       (3,033)                                                2,942
           Grand   Canyon    Education     Inc
       (1,188)                            HSBC                     (238)
           Grand   Canyon    Education     Inc            Morgan    Stanley
       (4,609)                                                (2,904)
           Grand   Canyon    Education     Inc            Morgan    Stanley
       1,076                                                 678
           Granite    Construction       Inc             Barclays     Bank
       (4,265)                                                2,431
           Granite    Construction       Inc             Barclays     Bank
       2,945                                               (1,679)
           Granite    Construction       Inc             Goldman    Sachs
       7,810                                               (9,944)
           Granite    Construction       Inc
       9,824                            HSBC                   (21,871)
           Granite    Construction       Inc             Morgan    Stanley
       5,468                                               (3,117)
           Granite    Point   Mortgage     Trust   Inc  (Reit)       Barclays     Bank
      (16,708)                                                (2,840)
           Granite    Point   Mortgage     Trust   Inc  (Reit)       Goldman    Sachs
      (15,528)                                                (1,902)
           Granite    Point   Mortgage     Trust   Inc  (Reit)
      (115,605)                             HSBC                    (7,928)
      (75,345)     Granite    Point   Mortgage     Trust   Inc  (Reit)       Morgan    Stanley                (12,809)
           Graphic    Packaging     Holding    Co          Bank   of  America    Merrill    Lynch
       34,610                                                (5,192)
           Graphic    Packaging     Holding    Co          Barclays     Bank
       32,612                                                14,087
           Graphic    Packaging     Holding    Co          Goldman    Sachs
       30,644                                                 301
           Graphic    Packaging     Holding    Co
      111,668                             HSBC                    30,266
           Graphic    Packaging     Holding    Co          Morgan    Stanley
       54,543                                                23,999
           Gray   Television      Inc               Bank   of  America    Merrill    Lynch
       1,572                                                2,279
           Gray   Television      Inc               Barclays     Bank
       3,939                                                2,560
           Gray   Television      Inc               Goldman    Sachs
       21,125                                                30,631
           Gray   Television      Inc               Morgan    Stanley
       17,319                                                11,257
           Great   Lakes   Dredge    & Dock   Corp          Goldman    Sachs
       13,303                                                10,110
           Great   Southern     Bancorp    Inc            Barclays     Bank
        (563)                                                (456)
           Great   Southern     Bancorp    Inc
        (463)                           HSBC                     171
           Great   Southern     Bancorp    Inc            Morgan    Stanley
       (1,130)                                                 (915)
           Great   Western    Bancorp    Inc            Bank   of  America    Merrill    Lynch
       (3,078)                                                 (123)
           Great   Western    Bancorp    Inc            Barclays     Bank
      (52,682)                                                (10,930)
           Great   Western    Bancorp    Inc
       (6,193)                            HSBC                    9,228
           Great   Western    Bancorp    Inc            Morgan    Stanley
      (14,124)                                                (2,836)
           Green   Brick   Partners     Inc             Bank   of  America    Merrill    Lynch
       34,274                                                (1,714)
       4,639    Green   Brick   Partners     Inc             Barclays     Bank                 464
           Green   Brick   Partners     Inc             Goldman    Sachs
       25,554                                                (1,296)
           Green   Brick   Partners     Inc
       5,756                            HSBC                    2,876
           Green   Brick   Partners     Inc             Morgan    Stanley
       37,928                                                2,568
           Green   Dot  Corp   ’A’               Barclays     Bank
       5,228                                               (1,202)
           Green   Dot  Corp   ’A’               Goldman    Sachs
       4,474                                               (6,800)
           Green   Dot  Corp   ’A’
       7,879                            HSBC                    (5,673)
           Green   Dot  Corp   ’A’               Morgan    Stanley
       44,139                                               (10,152)
           Green   Plains    Inc                 Bank   of  America    Merrill    Lynch
      (11,574)                                                (3,125)
           Greenbrier      Cos  Inc/The
       6,931                            HSBC                   (25,229)
           Greenbrier      Cos  Inc/The                Morgan    Stanley
       3,125                                               (3,750)
                                191/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Greenhill     & Co  Inc
      (11,697)                             HSBC                    16,844
           Greenhill     & Co  Inc                Morgan    Stanley
      (11,034)                                                 3,310
           Greenlight      Capital    Re  Ltd   ’A’          Barclays     Bank
      (12,606)                                                (1,702)
           GreenSky     Inc   ’A’                Bank   of  America    Merrill    Lynch
       14,562                                                3,349
           Greif   Inc   ’A’                  Morgan    Stanley
      (18,003)                                                (27,725)
           Greif   Inc   ’B’                  Bank   of  America    Merrill    Lynch
       (6,271)                                               (38,504)
           Greif   Inc   ’B’                  Barclays     Bank
       (2,287)                                                (2,927)
           Greif   Inc   ’B’                  Goldman    Sachs
       (2,603)                                               (15,982)
           Greif   Inc   ’B’
       (1,747)                            HSBC                   (10,237)
           Greif   Inc   ’B’                  Morgan    Stanley
       (2,018)                                                (2,583)
           Griffin    Industrial      Realty    Inc          Bank   of  America    Merrill    Lynch
       (2,780)                                                (3,086)
           Griffin    Industrial      Realty    Inc          Goldman    Sachs
       (4,865)                                                (5,400)
           Griffon    Corp                   Goldman    Sachs
       5,615                                               (7,580)
           Griffon    Corp                   Morgan    Stanley
       43,898                                               (17,998)
           Gritstone     Oncology     Inc              Goldman    Sachs
       2,853                                                3,794
       3,660    Gritstone     Oncology     Inc              HSBC                    3,184
           Gritstone     Oncology     Inc              Morgan    Stanley
       6,998                                                1,924
           Grocery    Outlet    Holding    Corp            Goldman    Sachs
       (2,845)                                                (3,585)
           Grocery    Outlet    Holding    Corp
       (3,887)                            HSBC                    (6,647)
           Grocery    Outlet    Holding    Corp            Morgan    Stanley
      (14,747)                                                (16,812)
           Group   1 Automotive      Inc
       (4,086)                            HSBC                   (26,656)
           Group   1 Automotive      Inc              Morgan    Stanley
       (5,575)                                               (19,366)
           Groupon    Inc                   Barclays     Bank
      (60,092)                                                (6,310)
           Groupon    Inc                   Goldman    Sachs
      (71,536)                                                 5,365
           Groupon    Inc
      (64,475)                             HSBC                    1,276
           Groupon    Inc                   Morgan    Stanley
      (409,074)                                                (42,953)
           GrubHub    Inc                   Bank   of  America    Merrill    Lynch
       (7,859)                                               (29,550)
           GrubHub    Inc                   Barclays     Bank
       (7,750)                                                (6,433)
           GrubHub    Inc                   Goldman    Sachs
      (14,692)                                                (53,618)
           GrubHub    Inc
       (1,379)                            HSBC                   (10,149)
           Grupo   Aeroportuario       del  Centro    Norte   SAB  de
                                   Goldman    Sachs
       5,012                                               (5,613)
           CV  ADR
           Grupo   Aeroportuario       del  Centro    Norte   SAB  de
       4,262                            HSBC                    (5,462)
           CV  ADR
           Grupo   Aeroportuario       del  Centro    Norte   SAB  de
                                   Morgan    Stanley
       22,502                                                (8,101)
           CV  ADR
           Grupo   Aeroportuario       del  Sureste    SAB  de  CV
                                   Goldman    Sachs
        394                                               1,159
           ADR
           Grupo   Aeroportuario       del  Sureste    SAB  de  CV
       5,876                            HSBC                    27,774
           ADR
           Grupo   Aeroportuario       del  Sureste    SAB  de  CV
       3,795                            Morgan    Stanley                  759
           ADR
           Grupo   Supervielle      SA  ADR             Goldman    Sachs
       21,739                                                9,348
           Grupo   Supervielle      SA  ADR
       40,779                            HSBC                    11,010
           Grupo   Supervielle      SA  ADR             Morgan    Stanley
       33,484                                                5,692
           Grupo   Televisa     SAB  ADR              Morgan    Stanley
      (148,205)                                                 14,821
           GSI  Technology      Inc                Bank   of  America    Merrill    Lynch
       9,673                                               (2,128)
           GSI  Technology      Inc                Goldman    Sachs
       42,081                                                (9,258)
                                192/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           GSI  Technology      Inc                Morgan    Stanley
       44,019                                                2,201
           GTY  Technology      Holdings     Inc           Goldman    Sachs
       (4,708)                                                1,930
           GTY  Technology      Holdings     Inc           Morgan    Stanley
      (10,473)                                                 1,152
           Guaranty     Bancshares      Inc/TX             Bank   of  America    Merrill    Lynch
      (31,171)                                                (31,015)
           Guaranty     Bancshares      Inc/TX             Barclays     Bank
       (1,918)                                                (1,333)
           Guaranty     Bancshares      Inc/TX             Goldman    Sachs
       (1,692)                                                (1,684)
           Guaranty     Bancshares      Inc/TX
       (1,720)                            HSBC                    (1,023)
           Guaranty     Bancshares      Inc/TX             Morgan    Stanley
       (6,661)                                                (4,629)
           Guardant     Health    Inc
       (5,270)                            HSBC                   (20,079)
           Guardant     Health    Inc               Morgan    Stanley
       (6,180)                                                14,461
           Guess?    Inc                    Bank   of  America    Merrill    Lynch
       (2,707)                                                (4,458)
           Guess?    Inc                    Barclays     Bank
      (20,531)                                                (30,929)
           Guess?    Inc
      (19,281)                             HSBC                   (36,268)
           Guess?    Inc                    Morgan    Stanley
      (54,678)                                                (83,579)
           Guidewire     Software     Inc              Barclays     Bank
       (8,111)                                               (18,980)
      (19,526)     Guidewire     Software     Inc              Goldman    Sachs               (48,034)
           Guidewire     Software     Inc
      (12,961)                             HSBC                   (43,031)
           Guidewire     Software     Inc              Morgan    Stanley
      (15,217)                                                (35,608)
           Gulf   Island    Fabrication      Inc           Goldman    Sachs
      (32,922)                                                (29,301)
           Gulf   Island    Fabrication      Inc           Morgan    Stanley
      (16,100)                                                (4,991)
           Gulfport     Energy    Corp               Barclays     Bank
      (19,491)                                                 3,021
           Gulfport     Energy    Corp               Goldman    Sachs
      (42,172)                                                23,827
           Gulfport     Energy    Corp
      (64,362)                             HSBC                    66,293
           Gulfport     Energy    Corp               Morgan    Stanley
      (40,441)                                                 6,268
           GWG  Holdings     Inc                 Morgan    Stanley
      (22,096)                                                 2,431
           H&E  Equipment     Services     Inc            Bank   of  America    Merrill    Lynch
       2,265                                               (4,145)
           H&E  Equipment     Services     Inc            Barclays     Bank
       17,143                                                (2,571)
           H&E  Equipment     Services     Inc            Goldman    Sachs
       20,500                                               (33,108)
           H&E  Equipment     Services     Inc
       13,563                            HSBC                   (42,527)
           H&E  Equipment     Services     Inc            Morgan    Stanley
       8,724                                               (1,994)
           H&R  Block   Inc                  Bank   of  America    Merrill    Lynch
       18,659                                                (6,371)
           H&R  Block   Inc                  Goldman    Sachs
       6,400                                               (2,368)
           H&R  Block   Inc
       26,398                            HSBC                    2,125
           H&R  Block   Inc                  Morgan    Stanley
       51,092                                                2,044
      (13,708)     Habit   Restaurants      Inc/The     ’A’          Bank   of  America    Merrill    Lynch        7,128
           Habit   Restaurants      Inc/The     ’A’          Goldman    Sachs
      (14,764)                                                 7,677
           Habit   Restaurants      Inc/The     ’A’          Morgan    Stanley
       (7,065)                                                (1,413)
           Hackett    Group   Inc/The                Bank   of  America    Merrill    Lynch
       10,126                                                 506
           Hackett    Group   Inc/The                Goldman    Sachs
       40,105                                                2,005
           Hackett    Group   Inc/The                Morgan    Stanley
       59,055                                                8,268
           Haemonetics      Corp                 Goldman    Sachs
        (779)                                               (1,293)
           Haemonetics      Corp
      (14,329)                             HSBC                   (11,141)
           Haemonetics      Corp                 Morgan    Stanley
      (11,141)                                                (42,559)
           Hain   Celestial     Group   Inc/The             Bank   of  America    Merrill    Lynch
       (9,997)                                                1,400
           Hain   Celestial     Group   Inc/The             Barclays     Bank
      (11,085)                                                (4,656)
                                193/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Hain   Celestial     Group   Inc/The             Goldman    Sachs
      (29,644)                                                 4,151
           Hain   Celestial     Group   Inc/The
      (14,066)                             HSBC                    13,574
           Hain   Celestial     Group   Inc/The             Morgan    Stanley
      (42,424)                                                (17,818)
           Hallador     Energy    Co               Barclays     Bank
       9,454                                                4,160
           Hallador     Energy    Co               Goldman    Sachs
       21,314                                                4,263
           Hallador     Energy    Co
       12,761                            HSBC                    2,297
           Hallador     Energy    Co               Morgan    Stanley
       14,766                                                6,497
           Halliburton      Co                 Bank   of  America    Merrill    Lynch
      (33,063)                                                (16,201)
           Halliburton      Co                 Barclays     Bank
      (12,999)                                                  260
           Halliburton      Co                 Goldman    Sachs
      (22,863)                                                (11,203)
           Halliburton      Co
       (2,315)                            HSBC                     718
           Halliburton      Co                 Morgan    Stanley
       (8,073)                                                 161
           Hallmark     Financial     Services     Inc         Bank   of  America    Merrill    Lynch
       9,783                                                5,087
           Hallmark     Financial     Services     Inc         Morgan    Stanley
       26,806                                                7,506
           Halozyme     Therapeutics       Inc            Goldman    Sachs
      (11,668)                                                (5,257)
      (18,658)     Halozyme     Therapeutics       Inc            HSBC                    (2,060)
           Hamilton     Beach   Brands    Holding    Co  ’A’      Bank   of  America    Merrill    Lynch
      (18,991)                                                (19,561)
           Hamilton     Lane   Inc   ’A’              Bank   of  America    Merrill    Lynch
       1,814                                                2,540
           Hamilton     Lane   Inc   ’A’              Barclays     Bank
       5,694                                               11,160
           Hamilton     Lane   Inc   ’A’
       16,760                            HSBC                    32,062
           Hamilton     Lane   Inc   ’A’              Morgan    Stanley
       5,474                                                9,286
           Hancock    Whitney    Corp               Bank   of  America    Merrill    Lynch
      (20,086)                                                (3,816)
           Hancock    Whitney    Corp               Bank   of  America    Merrill    Lynch
       26,529                                                5,041
           Hancock    Whitney    Corp               Barclays     Bank
       7,987                                                 719
           Hancock    Whitney    Corp               Goldman    Sachs
       12,375                                                2,351
           Hancock    Whitney    Corp
       3,818                            HSBC                    (1,527)
           Hancock    Whitney    Corp               Morgan    Stanley
      (13,750)                                                (1,238)
           Hancock    Whitney    Corp               Morgan    Stanley
       27,086                                                2,438
           Hanesbrands      Inc                 Bank   of  America    Merrill    Lynch
      (22,276)                                                 7,574
           Hanesbrands      Inc                 Barclays     Bank
       (5,632)                                                (1,126)
           Hanesbrands      Inc                 Goldman    Sachs
      (14,367)                                                 4,885
           Hanesbrands      Inc
      (28,633)                             HSBC                    18,039
           Hanesbrands      Inc                 Morgan    Stanley
      (54,347)                                                (10,869)
           Hanger    Inc                    Barclays     Bank
       (9,453)                                               (13,234)
       (3,207)    Hanger    Inc                    Goldman    Sachs                (7,120)
           Hanger    Inc                    Morgan    Stanley
       (1,234)                                                (1,728)
           Hanmi   Financial     Corp               Morgan    Stanley
      (10,191)                                                 (306)
           Hannon    Armstrong     Sustainable      Infrastructure
                                   Barclays     Bank
      (36,865)                                                (43,869)
           Capital    Inc  (Reit)
           Hannon    Armstrong     Sustainable      Infrastructure
                                   Goldman    Sachs
      (33,446)                                                (35,118)
           Capital    Inc  (Reit)
           Hannon    Armstrong     Sustainable      Infrastructure
      (111,381)                             HSBC                   (59,032)
           Capital    Inc  (Reit)
           Hannon    Armstrong     Sustainable      Infrastructure
                                   Morgan    Stanley
      (52,181)                                                (62,095)
           Capital    Inc  (Reit)
           Hanover    Insurance     Group   Inc/The           Bank   of  America    Merrill    Lynch
       5,754                                               11,163
           Hanover    Insurance     Group   Inc/The           Barclays     Bank
       4,889                                               16,280
                                194/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Hanover    Insurance     Group   Inc/The           Goldman    Sachs
       4,942                                                9,587
           Hanover    Insurance     Group   Inc/The
       7,025                            HSBC                    18,293
           Hanover    Insurance     Group   Inc/The           Morgan    Stanley
       7,282                                               24,249
           HarborOne     Bancorp    Inc              Bank   of  America    Merrill    Lynch
      (36,165)                                                 2,893
           HarborOne     Bancorp    Inc              Goldman    Sachs
      (23,717)                                                 1,897
           HarborOne     Bancorp    Inc
      (12,521)                             HSBC                    1,127
           HarborOne     Bancorp    Inc              Morgan    Stanley
      (29,588)                                                  888
           Harley-Davidson        Inc               Bank   of  America    Merrill    Lynch
       4,857                                               (6,072)
           Harley-Davidson        Inc               Goldman    Sachs
       4,867                                               (6,084)
           Harley-Davidson        Inc
       10,281                            HSBC                   (27,347)
           Harley-Davidson        Inc               Morgan    Stanley
       27,673                                                7,195
           Harmonic     Inc                   Barclays     Bank
      (13,571)                                                (1,968)
           Harmonic     Inc                   Goldman    Sachs
      (61,371)                                                (15,036)
           Harmonic     Inc                   Morgan    Stanley
      (106,425)                                                (15,432)
           Harpoon    Therapeutics       Inc             Bank   of  America    Merrill    Lynch
       2,188                                               12,690
       4,889    Harpoon    Therapeutics       Inc             Barclays     Bank               23,076
           Harpoon    Therapeutics       Inc
       5,733                            HSBC                    37,780
           Harpoon    Therapeutics       Inc             Morgan    Stanley
       4,251                                               17,949
           Harrow    Health    Inc
      (12,904)                             HSBC                   (18,711)
           Harsco    Corp                    Bank   of  America    Merrill    Lynch
       4,284                                                2,013
           Harsco    Corp                    Barclays     Bank
        (731)                                                (197)
           Harsco    Corp                    Barclays     Bank
       2,026                                                 547
           Harsco    Corp                    Goldman    Sachs
       11,253                                                4,352
           Harsco    Corp                    Goldman    Sachs
       (3,854)                                                (1,811)
           Harsco    Corp
       (2,905)                            HSBC                    1,656
           Harsco    Corp
       3,954                            HSBC                    3,573
           Harsco    Corp                    Morgan    Stanley
       14,623                                                3,948
           Hartford     Financial     Services     Group   Inc/The
       (5,101)                            HSBC                    (4,948)
           Hartford     Financial     Services     Group   Inc/The      Morgan    Stanley
       (5,697)                                                (2,678)
           Hasbro    Inc                    Bank   of  America    Merrill    Lynch
       (2,176)                                               (14,710)
           Hasbro    Inc                    Barclays     Bank
       (2,001)                                               (12,106)
           Hasbro    Inc                    Goldman    Sachs
       (1,199)                                                (8,333)
           Hasbro    Inc
       (3,292)                            HSBC                   (21,859)
           Hasbro    Inc                    Morgan    Stanley
       (6,170)                                               (37,328)
       1,579    Haverty    Furniture     Cos  Inc            Bank   of  America    Merrill    Lynch         663
           Haverty    Furniture     Cos  Inc            Barclays     Bank
       2,294                                                1,331
           Haverty    Furniture     Cos  Inc            Goldman    Sachs
       20,995                                                8,818
           Haverty    Furniture     Cos  Inc
       23,333                            HSBC                    20,066
           Haverty    Furniture     Cos  Inc            Morgan    Stanley
       19,522                                                11,323
           Hawaiian     Electric     Industries      Inc         Bank   of  America    Merrill    Lynch
      (104,238)                                                (35,441)
           Hawaiian     Electric     Industries      Inc         Barclays     Bank
      (12,729)                                                (2,800)
           Hawaiian     Electric     Industries      Inc         Goldman    Sachs
      (15,311)                                                (5,206)
           Hawaiian     Electric     Industries      Inc
      (15,117)                             HSBC                    (8,163)
           Hawaiian     Electric     Industries      Inc         Morgan    Stanley
      (35,122)                                                (7,727)
           Hawaiian     Holdings     Inc              Bank   of  America    Merrill    Lynch
       (1,341)                                                  54
                                195/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Hawaiian     Holdings     Inc              Barclays     Bank
      (13,938)                                                 (139)
           Hawaiian     Holdings     Inc              Goldman    Sachs
      (33,296)                                                 1,706
           Hawaiian     Holdings     Inc
       (6,508)                            HSBC                    (1,762)
           Hawaiian     Holdings     Inc              Morgan    Stanley
      (21,307)                                                  107
           Hawkins    Inc                   Goldman    Sachs
       1,384                                                (138)
           Hawkins    Inc                   Morgan    Stanley
       6,036                                               10,382
           Hawthorn     Bancshares      Inc             Barclays     Bank
       (1,738)                                                 330
           Hawthorn     Bancshares      Inc             Goldman    Sachs
       (6,244)                                                2,997
           Hawthorn     Bancshares      Inc
       (1,073)                            HSBC                     762
           Hawthorn     Bancshares      Inc             Morgan    Stanley
      (14,189)                                                 2,696
           Haynes    International       Inc             Bank   of  America    Merrill    Lynch
      (12,260)                                                 2,820
           Haynes    International       Inc             Goldman    Sachs
       (1,092)                                                 251
           Haynes    International       Inc
       (8,823)                            HSBC                     (618)
           HB  Fuller    Co                  Bank   of  America    Merrill    Lynch
       1,083                                                 388
           HB  Fuller    Co                  Barclays     Bank
       18,742                                                16,499
       5,096    HB  Fuller    Co                  Goldman    Sachs                 (396)
           HB  Fuller    Co
       5,918                            HSBC                    (1,530)
           HB  Fuller    Co                  Morgan    Stanley
       2,725                                                 844
           HBT  Financial     Inc                Barclays     Bank
       23,811                                                11,934
           HBT  Financial     Inc                Goldman    Sachs
       17,170                                                10,082
           HBT  Financial     Inc
       16,311                            HSBC                    11,359
           HBT  Financial     Inc                Morgan    Stanley
       26,179                                                13,351
           HC2  Holdings     Inc                 Barclays     Bank
      (13,301)                                                (1,064)
           HC2  Holdings     Inc                 Morgan    Stanley
      (21,083)                                                (1,687)
           HCA  Healthcare      Inc                Barclays     Bank
        737                                                96
           HCA  Healthcare      Inc                Goldman    Sachs
       5,220                                                7,160
           HCA  Healthcare      Inc
       3,666                            HSBC                    9,868
           HCA  Healthcare      Inc                Morgan    Stanley
       (1,747)                                                 (227)
           HCA  Healthcare      Inc                Morgan    Stanley
       2,273                                                 295
           HCI  Group   Inc                  Barclays     Bank
       1,756                                                2,774
           HCI  Group   Inc                  Goldman    Sachs
       4,259                                                6,816
           HCI  Group   Inc
       12,550                            HSBC                    20,351
           HCI  Group   Inc                  Morgan    Stanley
       23,214                                                33,010
           HD  Supply    Holdings     Inc              Barclays     Bank
      (10,418)                                                (7,188)
      (14,371)     HD  Supply    Holdings     Inc              HSBC                    10,635
           HD  Supply    Holdings     Inc              Morgan    Stanley
      (13,122)                                                (9,054)
           Health    Catalyst     Inc               Barclays     Bank
       7,632                                               14,806
           Health    Catalyst     Inc
       4,401                            HSBC                    19,144
           Health    Catalyst     Inc               Morgan    Stanley
       1,815                                                3,521
           Healthcare      Realty    Trust   Inc  (Reit)         Bank   of  America    Merrill    Lynch
      (59,825)                                                (69,397)
           Healthcare      Realty    Trust   Inc  (Reit)         Bank   of  America    Merrill    Lynch
       3,617                                                4,196
           Healthcare      Realty    Trust   Inc  (Reit)         Barclays     Bank
      (27,078)                                                (47,657)
           Healthcare      Realty    Trust   Inc  (Reit)         Barclays     Bank
       15,306                                                26,939
           Healthcare      Realty    Trust   Inc  (Reit)         Goldman    Sachs
      (34,845)                                                (39,115)
           Healthcare      Realty    Trust   Inc  (Reit)         Goldman    Sachs
       11,980                                                13,897
                                196/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Healthcare      Realty    Trust   Inc  (Reit)
      (20,512)                             HSBC                   (28,512)
           Healthcare      Realty    Trust   Inc  (Reit)
       14,074                            HSBC                    16,320
           Healthcare      Realty    Trust   Inc  (Reit)         Morgan    Stanley
       20,188                                                35,531
           Healthcare      Realty    Trust   Inc  (Reit)         Morgan    Stanley
      (75,981)                                               (133,727)
           Healthcare      Services     Group   Inc          Bank   of  America    Merrill    Lynch
       5,302                                                 848
           Healthcare      Services     Group   Inc          Barclays     Bank
       9,151                                                4,759
           Healthcare      Services     Group   Inc          Goldman    Sachs
      (15,012)                                                (2,402)
           Healthcare      Services     Group   Inc          Goldman    Sachs
       20,703                                                3,189
           Healthcare      Services     Group   Inc
       29,837                            HSBC                    6,684
           Healthcare      Services     Group   Inc          Morgan    Stanley
       (5,401)                                                (2,809)
           Healthcare      Services     Group   Inc          Morgan    Stanley
       27,441                                                14,269
           Healthcare      Trust   of  America    Inc   ’A’   (Reit)    Bank   of  America    Merrill    Lynch
       7,299                                                8,905
           Healthcare      Trust   of  America    Inc  (Reit)    ’A’   Barclays     Bank
       31,185                                                40,541
           Healthcare      Trust   of  America    Inc  (Reit)    ’A’
      (39,837)                             HSBC                   (64,138)
           Healthcare      Trust   of  America    Inc  (Reit)    ’A’
       10,024                            HSBC                    9,221
      (37,850)     Healthcare      Trust   of  America    Inc  (Reit)    ’A’   Morgan    Stanley                (49,205)
           HealthEquity       Inc                 Bank   of  America    Merrill    Lynch
       3,967                                               (5,792)
           HealthEquity       Inc                 Barclays     Bank
       5,011                                                6,966
           HealthEquity       Inc                 Goldman    Sachs
       4,487                                               (4,734)
           HealthEquity       Inc
       5,513                            HSBC                     897
           HealthEquity       Inc                 Morgan    Stanley
      (10,521)                                                (14,624)
           HealthEquity       Inc                 Morgan    Stanley
       24,411                                                30,770
           Healthpeak      Properties      Inc  (Reit)          Bank   of  America    Merrill    Lynch
       1,483                                                1,112
           Healthpeak      Properties      Inc  (Reit)          Barclays     Bank
        978                                                782
           Healthpeak      Properties      Inc  (Reit)          Goldman    Sachs
       10,583                                                6,890
           Healthpeak      Properties      Inc  (Reit)          Goldman    Sachs
      (35,035)                                                (23,760)
           Healthpeak      Properties      Inc  (Reit)
       8,265                            HSBC                    7,331
           Healthpeak      Properties      Inc  (Reit)          Morgan    Stanley
       3,686                                                2,949
           Healthpeak      Properties      Inc  (Reit)          Morgan    Stanley
      (15,147)                                                (10,636)
           HealthStream       Inc                 Bank   of  America    Merrill    Lynch
       4,116                                                7,368
           HealthStream       Inc                 Goldman    Sachs
       12,755                                                22,831
           HealthStream       Inc
       8,887                            HSBC                    14,397
           HealthStream       Inc                 Morgan    Stanley
       10,791                                                14,892
           Heartland     Express    Inc              Bank   of  America    Merrill    Lynch
       7,667                                               (1,610)
       20,818    Heartland     Express    Inc              Barclays     Bank                8,848
           Heartland     Express    Inc              Goldman    Sachs
       17,147                                                (3,743)
           Heartland     Express    Inc
       24,013                            HSBC                   (10,557)
           Heartland     Express    Inc              Morgan    Stanley
       25,978                                                11,041
           Heartland     Financial     USA  Inc           Bank   of  America    Merrill    Lynch
       11,448                                                2,061
           Heartland     Financial     USA  Inc           Barclays     Bank
       13,582                                                7,470
           Heartland     Financial     USA  Inc           Goldman    Sachs
       23,015                                                3,910
           Heartland     Financial     USA  Inc
       8,102                            HSBC                     721
                                197/379




                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Heartland     Financial     USA  Inc           Morgan    Stanley
       2,505                                                1,378
           Hecla   Mining    Co                 Barclays     Bank
      (25,023)                                                (1,501)
           Hecla   Mining    Co                 Goldman    Sachs
      (21,330)                                                   -
           Hecla   Mining    Co
      (101,710)                             HSBC                    (8,137)
           Hecla   Mining    Co                 Morgan    Stanley
      (228,240)                                                (13,694)
           HEICO   Corp                    Bank   of  America    Merrill    Lynch
       18,737                                                6,558
           HEICO   Corp                    Barclays     Bank
       7,707                                                6,859
           HEICO   Corp                    Goldman    Sachs
       10,928                                                3,825
           HEICO   Corp                    Morgan    Stanley
       25,727                                                22,897
           HEICO   Corp   ’A’                 Bank   of  America    Merrill    Lynch
       17,058                                                8,358
           HEICO   Corp   ’A’                 Barclays     Bank
       1,340                                                1,394
           HEICO   Corp   ’A’
       3,316                            HSBC                    20,261
           HEICO   Corp   ’A’                 Morgan    Stanley
       1,734                                                1,803
           Heidrick     & Struggles     International       Inc      Morgan    Stanley
       (3,519)                                                (4,610)
           Helen   of  Troy   Ltd                Bank   of  America    Merrill    Lynch
       1,754                                               16,716
       3,725    Helen   of  Troy   Ltd                Barclays     Bank               28,310
           Helen   of  Troy   Ltd                Goldman    Sachs
       4,159                                               39,635
           Helen   of  Troy   Ltd
       11,250                            HSBC                    86,102
           Helen   of  Troy   Ltd                Morgan    Stanley
       7,439                                               56,536
           Helios    Technologies       Inc             Bank   of  America    Merrill    Lynch
      (44,993)                                                (44,543)
           Helios    Technologies       Inc             Goldman    Sachs
       (8,521)                                               (12,819)
           Helios    Technologies       Inc
       (4,332)                            HSBC                    (5,402)
           Helios    Technologies       Inc             Morgan    Stanley
       (9,901)                                               (10,693)
           Helix   Energy    Solutions     Group   Inc         Morgan    Stanley
      (76,173)                                                12,949
           Helmerich     & Payne   Inc              Bank   of  America    Merrill    Lynch
       (1,026)                                                1,180
           Helmerich     & Payne   Inc              Barclays     Bank
       (5,162)                                                (2,116)
           Helmerich     & Payne   Inc
      (43,002)                             HSBC                    57,623
           Helmerich     & Payne   Inc              Morgan    Stanley
      (17,486)                                                (7,169)
           Hemisphere      Media   Group   Inc            Bank   of  America    Merrill    Lynch
       3,750                                                3,638
           Hemisphere      Media   Group   Inc            Barclays     Bank
       16,190                                                7,286
           Hemisphere      Media   Group   Inc            Goldman    Sachs
       19,989                                                19,389
           Hemisphere      Media   Group   Inc
       6,010                            HSBC                    4,568
           Hemisphere      Media   Group   Inc            Morgan    Stanley
       33,520                                                15,084
           Hennessy     Advisors     Inc              Bank   of  America    Merrill    Lynch
       24,078                                                 (722)
       1,336    Hennessy     Advisors     Inc              Morgan    Stanley                  534
           Henry   Schein    Inc
       (6,614)                            HSBC                    (5,688)
           Henry   Schein    Inc                 Morgan    Stanley
       (9,930)                                                (4,667)
           Herbalife     Nutrition     Ltd             Barclays     Bank
      (22,632)                                                (15,163)
           Herbalife     Nutrition     Ltd             Goldman    Sachs
       (6,718)                                                (9,472)
           Herbalife     Nutrition     Ltd
       (9,993)                            HSBC                    (2,998)
           Herbalife     Nutrition     Ltd             Morgan    Stanley
       (9,766)                                                (6,543)
           Herc   Holdings     Inc                Barclays     Bank
        826                                                636
           Herc   Holdings     Inc                Goldman    Sachs
       9,265                                               (26,387)
           Herc   Holdings     Inc
       6,031                            HSBC                   (18,214)
           Herc   Holdings     Inc                Morgan    Stanley
       16,275                                                12,532
                                198/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Heritage     Commerce     Corp              Bank   of  America    Merrill    Lynch
       8,499                                                 510
           Heritage     Commerce     Corp
       35,249                            HSBC                    8,107
           Heritage     Commerce     Corp              Morgan    Stanley
      225,336                                                42,814
           Heritage     Financial     Corp/WA              Bank   of  America    Merrill    Lynch
      (16,071)                                                 8,839
           Heritage     Insurance     Holdings              Barclays     Bank
       2,407                                                 128
           Heritage     Insurance     Holdings              Goldman    Sachs
       15,675                                                (4,883)
           Heritage     Insurance     Holdings
       25,128                            HSBC                    (8,295)
           Heritage     Insurance     Holdings              Morgan    Stanley
       4,517                                                 66
           Heritage-Crystal         Clean   Inc            Goldman    Sachs
       (7,388)                                               (21,647)
           Heritage-Crystal         Clean   Inc
       (1,043)                            HSBC                    (3,087)
           Heritage-Crystal         Clean   Inc            Morgan    Stanley
       (7,338)                                               (14,603)
           Herman    Miller    Inc                Bank   of  America    Merrill    Lynch
       2,410                                                 707
           Herman    Miller    Inc                Barclays     Bank
       4,108                                                (845)
           Herman    Miller    Inc                Barclays     Bank
      (18,625)                                                (6,891)
           Herman    Miller    Inc                Goldman    Sachs
      (32,469)                                                19,481
       3,819    Herman    Miller    Inc                Morgan    Stanley                (2,254)
           Herman    Miller    Inc                Morgan    Stanley
       (8,214)                                                (3,039)
           Heron   Therapeutics       Inc              Goldman    Sachs
       1,368                                                1,099
           Heron   Therapeutics       Inc
       (1,867)                            HSBC                    (7,449)
           Heron   Therapeutics       Inc              Morgan    Stanley
      (12,706)                                                (9,530)
           Hersha    Hospitality      Trust   (Reit)           Bank   of  America    Merrill    Lynch
       53,297                                               (12,791)
           Hersha    Hospitality      Trust   (Reit)           Goldman    Sachs
      100,218                                                (24,052)
           Hersha    Hospitality      Trust   (Reit)
       26,765                            HSBC                    1,338
           Hersha    Hospitality      Trust   (Reit)           Morgan    Stanley
       25,696                                                13,876
           Hershey    Co/The                   Bank   of  America    Merrill    Lynch
       34,008                                                84,340
           Hershey    Co/The                   Barclays     Bank
       23,547                                                32,730
           Hershey    Co/The                   Goldman    Sachs
       5,000                                               11,393
           Hershey    Co/The
       1,000                            HSBC                    5,841
           Hertz   Global    Holdings     Inc            Barclays     Bank
       (8,959)                                                 849
           Hertz   Global    Holdings     Inc            Goldman    Sachs
      (20,862)                                                16,898
           Hertz   Global    Holdings     Inc
      (26,600)                             HSBC                    24,086
           Hertz   Global    Holdings     Inc            Morgan    Stanley
      (13,474)                                                 1,333
           Heska   Corp                    Bank   of  America    Merrill    Lynch
       (2,031)                                                (5,159)
           Heska   Corp                    Goldman    Sachs
       (4,670)                                               (11,862)
       (1,224)    Heska   Corp                    HSBC                    (3,892)
           Heska   Corp                    Morgan    Stanley
       (3,176)                                                (7,432)
           Hess   Corp
      (12,816)                             HSBC                   118,577
           Hess   Corp                     Morgan    Stanley
       (8,384)                                                15,511
           Hewlett    Packard    Enterprise      Co
      (74,908)                             HSBC                   106,744
           Hewlett    Packard    Enterprise      Co          Morgan    Stanley
      (84,180)                                                93,861
           Hexcel    Corp                    Barclays     Bank
       9,414                                               26,453
           Hexcel    Corp                    Goldman    Sachs
       13,118                                                6,561
           Hexcel    Corp
       14,008                            HSBC                    34,696
           Hexcel    Corp                    Morgan    Stanley
       20,176                                                56,695
           Hibbett    Sports    Inc                Barclays     Bank
        (899)                                                333
                                199/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Hibbett    Sports    Inc
       (2,664)                            HSBC                    (7,395)
           Hibbett    Sports    Inc                Morgan    Stanley
      (14,425)                                                 5,337
           HighPoint     Resources     Corp             Bank   of  America    Merrill    Lynch
      (34,583)                                                 (692)
           HighPoint     Resources     Corp             Goldman    Sachs
       (4,808)                                                 (96)
           HighPoint     Resources     Corp             Morgan    Stanley
      (142,192)                                                (17,063)
           Highwoods     Properties      Inc  (Reit)           Goldman    Sachs
      (11,598)                                                (21,920)
           Highwoods     Properties      Inc  (Reit)
      (26,857)                             HSBC                   (57,743)
           Highwoods     Properties      Inc  (Reit)           Morgan    Stanley
      (29,343)                                                (56,045)
           Highwoods     Properties      Inc  (Reit)           Morgan    Stanley
       1,622                                                3,098
           Hill   International       Inc              Bank   of  America    Merrill    Lynch
      (145,151)                                                (15,967)
           Hill   International       Inc              Morgan    Stanley
      (41,500)                                                (3,320)
           Hillenbrand      Inc                 Bank   of  America    Merrill    Lynch
       18,323                                               (24,736)
           Hillenbrand      Inc                 Barclays     Bank
       17,472                                                4,543
           Hillenbrand      Inc                 Goldman    Sachs
       22,096                                               (29,829)
           Hillenbrand      Inc
       67,929                            HSBC                   (109,365)
       81,990    Hillenbrand      Inc                 Morgan    Stanley                21,317
           Hill-Rom     Holdings     Inc              Bank   of  America    Merrill    Lynch
       7,143                                               10,758
           Hill-Rom     Holdings     Inc              Barclays     Bank
       10,336                                                43,411
           Hill-Rom     Holdings     Inc              Goldman    Sachs
       9,681                                               13,582
           Hill-Rom     Holdings     Inc
       6,061                            HSBC                    15,655
           Hill-Rom     Holdings     Inc              Morgan    Stanley
       6,034                                               25,343
           Hilltop    Holdings     Inc               Bank   of  America    Merrill    Lynch
       11,335                                                2,388
           Hilltop    Holdings     Inc               Bank   of  America    Merrill    Lynch
      (45,075)                                                (4,057)
           Hilltop    Holdings     Inc               Barclays     Bank
       13,557                                                14,099
           Hilltop    Holdings     Inc               Goldman    Sachs
       20,790                                                5,562
           Hilltop    Holdings     Inc
       4,258                            HSBC                    (3,406)
           Hilltop    Holdings     Inc               Morgan    Stanley
       5,258                                                5,468
           Hilton    Grand   Vacations     Inc            Morgan    Stanley
       (5,996)                                                (2,758)
           Hilton    Worldwide     Holdings     Inc          Barclays     Bank
      (11,665)                                                (52,375)
           Hilton    Worldwide     Holdings     Inc          Goldman    Sachs
       (9,782)                                               (49,711)
           Hilton    Worldwide     Holdings     Inc
      (20,230)                             HSBC                   (133,922)
           Hilton    Worldwide     Holdings     Inc          Morgan    Stanley
      (18,788)                                                (84,359)
           Hingham    Institution      for  Savings           Bank   of  America    Merrill    Lynch
       1,014                                                 847
           Hingham    Institution      for  Savings           Goldman    Sachs
       1,290                                                1,077
       1,740    Hingham    Institution      for  Savings           Morgan    Stanley                (2,880)
           HMS  Holdings     Corp                 Bank   of  America    Merrill    Lynch
       (5,237)                                                (4,510)
           HMS  Holdings     Corp                 Barclays     Bank
      (22,610)                                                11,983
           HMS  Holdings     Corp                 Goldman    Sachs
      (30,901)                                                (34,073)
           HMS  Holdings     Corp
      (30,979)                             HSBC                   (53,477)
           HMS  Holdings     Corp                 Morgan    Stanley
      (24,607)                                                13,041
           HNI  Corp                     Barclays     Bank
      (17,897)                                                (11,096)
           HNI  Corp                     Goldman    Sachs
      (17,326)                                                (4,851)
           HNI  Corp
      (18,501)                             HSBC                    (1,469)
           HNI  Corp                     Morgan    Stanley
      (17,659)                                                (9,387)
           HollyFrontier       Corp                Bank   of  America    Merrill    Lynch
       2,187                                               (2,187)
                                200/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           HollyFrontier       Corp                Barclays     Bank
        700                                              (1,001)
           HollyFrontier       Corp                Goldman    Sachs
       7,835                                               (6,739)
           HollyFrontier       Corp
       4,015                            HSBC                    (7,079)
           HollyFrontier       Corp                Morgan    Stanley
       11,372                                               (16,262)
           Hologic    Inc
       39,255                            HSBC                   181,358
           Hologic    Inc                   Morgan    Stanley
       47,229                                                54,786
           Home   Bancorp    Inc                 Barclays     Bank
       (7,952)                                                (5,606)
           Home   Bancorp    Inc                 Goldman    Sachs
      (13,041)                                                (14,280)
           Home   Bancorp    Inc
       (3,588)                            HSBC                    (2,494)
           Home   Bancorp    Inc                 Morgan    Stanley
      (12,656)                                                (8,922)
           Home   BancShares      Inc/AR               Bank   of  America    Merrill    Lynch
      165,742                                                72,926
           Home   BancShares      Inc/AR               Goldman    Sachs
       85,659                                                37,690
           Home   BancShares      Inc/AR
       13,549                            HSBC                     (135)
           Home   BancShares      Inc/AR               Morgan    Stanley
       11,380                                                4,211
           Home   Depot   Inc/The
       12,633                            HSBC                   (137,321)
       11,871    Home   Depot   Inc/The                  Morgan    Stanley                46,772
           HomeStreet      Inc                  Morgan    Stanley
      (17,463)                                                (14,844)
           HomeTrust     Bancshares      Inc             Barclays     Bank
       (9,061)                                                 (91)
           HomeTrust     Bancshares      Inc             Goldman    Sachs
      (11,671)                                                (3,016)
           HomeTrust     Bancshares      Inc
       (3,395)                            HSBC                     407
           HomeTrust     Bancshares      Inc             Morgan    Stanley
       (3,253)                                                 (33)
           Homology     Medicines     Inc              Barclays     Bank
       (4,342)                                                (2,562)
           Homology     Medicines     Inc              Goldman    Sachs
       (2,155)                                                (4,461)
           Homology     Medicines     Inc
      (11,691)                             HSBC                   (47,582)
           Homology     Medicines     Inc              Morgan    Stanley
       (1,522)                                                 (898)
           Honeywell     International       Inc           Bank   of  America    Merrill    Lynch
       (1,746)                                                5,535
           Honeywell     International       Inc           Goldman    Sachs
       (9,746)                                                30,895
           Honeywell     International       Inc
       (7,246)                            HSBC                    19,330
           Hooker    Furniture     Corp               Bank   of  America    Merrill    Lynch
       6,133                                                (920)
           Hooker    Furniture     Corp               Barclays     Bank
       17,925                                                7,529
           Hooker    Furniture     Corp               Goldman    Sachs
       4,421                                                (456)
           Hooker    Furniture     Corp
       28,319                            HSBC                    (5,236)
           Hooker    Furniture     Corp               Morgan    Stanley
       18,395                                                7,726
           Hope   Bancorp    Inc                 Bank   of  America    Merrill    Lynch
      (38,488)                                                (8,467)
      (19,468)     Hope   Bancorp    Inc                 Barclays     Bank               (4,088)
           Hope   Bancorp    Inc                 Goldman    Sachs
      (78,207)                                                (17,206)
           Hope   Bancorp    Inc
      (19,664)                             HSBC                    1,082
           Hope   Bancorp    Inc                 Morgan    Stanley
      (39,604)                                                (8,317)
           Horizon    Bancorp    Inc/IN               Bank   of  America    Merrill    Lynch
       (9,170)                                                (1,651)
           Horizon    Bancorp    Inc/IN               Barclays     Bank
      (14,747)                                                (3,097)
           Horizon    Bancorp    Inc/IN               Goldman    Sachs
      (53,819)                                                (9,687)
           Horizon    Bancorp    Inc/IN
      (33,323)                             HSBC                     (333)
           Horizon    Bancorp    Inc/IN               Morgan    Stanley
      (73,159)                                                (15,363)
           Horizon    Global    Corp                Bank   of  America    Merrill    Lynch
      (64,423)                                                 9,019
           Horizon    Therapeutics       Plc             Bank   of  America    Merrill    Lynch
       (2,021)                                                (5,053)
                                201/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Horizon    Therapeutics       Plc             Barclays     Bank
       (7,691)                                                (9,306)
           Horizon    Therapeutics       Plc             Goldman    Sachs
      (14,623)                                                (36,558)
           Horizon    Therapeutics       Plc
       (8,776)                            HSBC                   (28,610)
           Horizon    Therapeutics       Plc             Morgan    Stanley
       (4,851)                                                (5,870)
           Horizon    Therapeutics       Plc             Morgan    Stanley
       17,043                                                20,622
           Hormel    Foods   Corp                 Bank   of  America    Merrill    Lynch
       8,190                                               21,048
           Hormel    Foods   Corp                 Barclays     Bank
       7,050                                               16,326
           Hormel    Foods   Corp                 Goldman    Sachs
       10,454                                                26,867
           Hormel    Foods   Corp
       54,482                            HSBC                   162,794
           Hormel    Foods   Corp                 Morgan    Stanley
       51,837                                               136,849
           Host   Hotels    & Resorts    Inc  (Reit)          Goldman    Sachs
       16,009                                                8,165
           Host   Hotels    & Resorts    Inc  (Reit)
      112,074                             HSBC                    53,796
           Host   Hotels    & Resorts    Inc  (Reit)          Morgan    Stanley
      104,549                                                77,367
           Hostess    Brands    Inc                Bank   of  America    Merrill    Lynch
       85,192                                                8,519
           Hostess    Brands    Inc                Barclays     Bank
       55,114                                                (3,307)
       40,744    Hostess    Brands    Inc                Goldman    Sachs                4,074
           Hostess    Brands    Inc
      139,440                             HSBC                    15,338
           Hostess    Brands    Inc                Morgan    Stanley
      147,772                                                (8,866)
           Houghton     Mifflin    Harcourt     Co          Morgan    Stanley
       28,799                                                2,160
           Houlihan     Lokey   Inc                Barclays     Bank
      (13,882)                                                 (694)
           Houlihan     Lokey   Inc                Goldman    Sachs
       (9,280)                                                (3,390)
           Houlihan     Lokey   Inc                Goldman    Sachs
       9,408                                                3,951
           Houlihan     Lokey   Inc
       (2,868)                            HSBC                    1,032
           Houlihan     Lokey   Inc                Morgan    Stanley
       28,039                                                1,402
           Houston    Wire   & Cable   Co             Bank   of  America    Merrill    Lynch
       18,691                                                (1,215)
           Houston    Wire   & Cable   Co             Goldman    Sachs
       6,694                                                (435)
           Houston    Wire   & Cable   Co             Morgan    Stanley
       19,539                                                2,052
           Hovnanian     Enterprises      Inc   ’A’          Barclays     Bank
       (2,571)                                                (4,191)
           Hovnanian     Enterprises      Inc   ’A’          Goldman    Sachs
       (3,452)                                                7,111
           Hovnanian     Enterprises      Inc   ’A’
       (2,841)                            HSBC                    4,546
           Howard    Bancorp    Inc                Bank   of  America    Merrill    Lynch
      (69,605)                                                  696
           Howard    Hughes    Corp/The                Bank   of  America    Merrill    Lynch
       (8,042)                                               (11,099)
           Howard    Hughes    Corp/The                Barclays     Bank
       (1,948)                                                (5,123)
           Howard    Hughes    Corp/The                Goldman    Sachs
      (37,970)                                                (38,375)
       (5,333)    Howard    Hughes    Corp/The                HSBC                   (16,518)
           Howard    Hughes    Corp/The                Morgan    Stanley
       (1,834)                                                (4,787)
           HP  Inc                      Goldman    Sachs
       4,263                                               (1,002)
           HP  Inc
       30,011                            HSBC                    12,755
           HP  Inc                      Morgan    Stanley
       7,869                                                 39
           Hub  Group   Inc   ’A’                Goldman    Sachs
       14,164                                                12,889
           Hub  Group   Inc   ’A’
       17,921                            HSBC                    36,021
           Hub  Group   Inc   ’A’                Morgan    Stanley
       47,512                                                (4,276)
           Hubbell    Inc                   Bank   of  America    Merrill    Lynch
        447                                                131
           Hubbell    Inc                   Barclays     Bank
       2,577                                                4,385
           Hubbell    Inc                   Goldman    Sachs
       5,966                                               (4,051)
                                202/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Hubbell    Inc
       5,165                            HSBC                    11,965
           Hubbell    Inc                   Morgan    Stanley
       25,963                                                54,115
           HubSpot    Inc                   Barclays     Bank
        (650)                                               (4,420)
           HubSpot    Inc                   Goldman    Sachs
        (708)                                               (3,961)
           HubSpot    Inc                   Morgan    Stanley
        (844)                                               (5,739)
           Hudson    Ltd   ’A’                 Barclays     Bank
       (4,582)                                                (5,361)
           Hudson    Ltd   ’A’                 Goldman    Sachs
      (19,774)                                                (25,763)
           Hudson    Ltd   ’A’
       (2,054)                            HSBC                    (2,526)
           Hudson    Ltd   ’A’                 Morgan    Stanley
       (1,987)                                                (2,325)
           Hudson    Pacific    Properties      Inc  (Reit)        Bank   of  America    Merrill    Lynch
       3,317                                                2,388
           Hudson    Pacific    Properties      Inc  (Reit)        Barclays     Bank
       48,306                                                40,094
           Hudson    Pacific    Properties      Inc  (Reit)        Goldman    Sachs
       22,307                                                16,061
           Hudson    Pacific    Properties      Inc  (Reit)
       28,412                            HSBC                    16,763
           Hudson    Pacific    Properties      Inc  (Reit)        Morgan    Stanley
       30,504                                                25,318
           Huntington      Bancshares      Inc/OH            Barclays     Bank
      (79,886)                                                (5,592)
      (14,017)     Huntington      Bancshares      Inc/OH            Goldman    Sachs                (1,962)
           Huntington      Bancshares      Inc/OH
      (190,312)                             HSBC                    9,516
           Huntington      Bancshares      Inc/OH            Morgan    Stanley
      (82,149)                                                (5,751)
           Huntington      Ingalls    Industries      Inc        Barclays     Bank
       (1,277)                                                (3,014)
           Huntington      Ingalls    Industries      Inc        Goldman    Sachs
       (3,543)                                                16,617
           Huntington      Ingalls    Industries      Inc
        (817)                           HSBC                     (784)
           Huntington      Ingalls    Industries      Inc        Morgan    Stanley
       (4,436)                                               (10,469)
           Huntsman     Corp                   Bank   of  America    Merrill    Lynch
       (8,506)                                                2,254
           Huntsman     Corp                   Barclays     Bank
      (15,180)                                                 4,630
           Huntsman     Corp                   Goldman    Sachs
       (6,114)                                                1,620
           Huntsman     Corp
      (19,320)                             HSBC                    10,336
           Huntsman     Corp                   Morgan    Stanley
      (39,848)                                                12,154
           Hurco   Cos  Inc                  Goldman    Sachs
       (1,112)                                                 (411)
           Hurco   Cos  Inc                  Morgan    Stanley
        (732)                                               (1,296)
           Huron   Consulting      Group   Inc
       3,031                            HSBC                    2,304
           Huron   Consulting      Group   Inc            Morgan    Stanley
       15,850                                                14,265
           Huttig    Building     Products     Inc           Bank   of  America    Merrill    Lynch
       (2,978)                                                 (119)
           Huttig    Building     Products     Inc           Goldman    Sachs
       (9,533)                                                 (381)
           Huttig    Building     Products     Inc           Morgan    Stanley
      (145,603)                                                 (5,824)
       (3,943)    Hyatt   Hotels    Corp   ’A’              Bank   of  America    Merrill    Lynch       (13,446)
           Hyatt   Hotels    Corp   ’A’              Barclays     Bank
      (13,288)                                                (36,542)
           Hyatt   Hotels    Corp   ’A’              Goldman    Sachs
      (20,928)                                                (71,364)
           Hyatt   Hotels    Corp   ’A’
      (21,548)                             HSBC                   (77,572)
           Hyatt   Hotels    Corp   ’A’              Morgan    Stanley
      (46,792)                                               (128,679)
           Hyster-Yale      Materials     Handling     Inc        Barclays     Bank
       (1,804)                                                 866
           Hyster-Yale      Materials     Handling     Inc        Goldman    Sachs
       (4,594)                                                (1,119)
           Hyster-Yale      Materials     Handling     Inc
       (5,056)                            HSBC                    (3,308)
           Hyster-Yale      Materials     Handling     Inc        Morgan    Stanley
       (6,810)                                                5,600
           I3  Verticals     Inc   ’A’              Goldman    Sachs
       5,692                                               27,322
           IAA  Inc                     Goldman    Sachs
       (5,826)                                               (13,159)
                                203/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           IAA  Inc
      (15,430)                             HSBC                   (95,058)
           IAA  Inc                     Morgan    Stanley
       5,696                                                3,133
           IAA  Inc                     Morgan    Stanley
       (5,065)                                                (2,786)
           IAC  Via  InterActive      Corp             Bank   of  America    Merrill    Lynch
        (123)                                                (64)
           IAC  Via  InterActive      Corp
       (1,321)                            HSBC                    (5,073)
           IAC  Via  InterActive      Corp             Morgan    Stanley
       (8,480)                                               (18,233)
           IBERIABANK      Corp                  Barclays     Bank
       2,805                                                1,781
           IBERIABANK      Corp                  Goldman    Sachs
       23,459                                               (12,198)
           IBERIABANK      Corp
       31,138                            HSBC                   (120,504)
           IBERIABANK      Corp                  Morgan    Stanley
       6,955                                                4,416
           ICF  International       Inc              Barclays     Bank
       (2,971)                                               (10,606)
           ICF  International       Inc              Goldman    Sachs
       (1,732)                                                (5,144)
           ICF  International       Inc
      (14,361)                             HSBC                   (13,356)
           ICF  International       Inc              Morgan    Stanley
       (6,908)                                               (24,662)
           Ichor   Holdings     Ltd                Goldman    Sachs
      (11,559)                                                12,137
      (20,580)     Ichor   Holdings     Ltd                Morgan    Stanley                (36,221)
           ICON   Plc                     Morgan    Stanley
       (3,527)                                               (25,112)
           ICU  Medical    Inc                 Barclays     Bank
       (3,606)                                                (4,887)
           ICU  Medical    Inc                 Goldman    Sachs
       (2,987)                                               (32,501)
           ICU  Medical    Inc
       (1,556)                            HSBC                   (27,153)
           ICU  Medical    Inc                 Morgan    Stanley
        (896)                                               (1,125)
           IDACORP    Inc                   Bank   of  America    Merrill    Lynch
       74,290                                               118,121
           IDACORP    Inc                   Barclays     Bank
       1,528                                                 428
           IDACORP    Inc                   Goldman    Sachs
       47,198                                                75,045
           IDACORP    Inc
       7,249                            HSBC                    22,327
           IDACORP    Inc                   Morgan    Stanley
       42,882                                                12,007
           Ideaya    Biosciences      Inc
       5,158                            HSBC                    8,459
           IDEX   Corp                     Barclays     Bank
        304                                                602
           IDEX   Corp
       10,288                            HSBC                    29,321
           IDEX   Corp                     Morgan    Stanley
       8,821                                               17,466
           IDEXX   Laboratories       Inc              Bank   of  America    Merrill    Lynch
       3,739                                               (28,005)
           IDEXX   Laboratories       Inc              Barclays     Bank
       6,573                                               (31,090)
           IDEXX   Laboratories       Inc
       2,935                            HSBC                    (7,766)
           IDEXX   Laboratories       Inc              Morgan    Stanley
       2,168                                               (10,255)
       25,316    IDT  Corp   ’B’                  Bank   of  America    Merrill    Lynch        12,911
           IDT  Corp   ’B’                  Goldman    Sachs
       31,919                                                16,279
           IDT  Corp   ’B’                  Morgan    Stanley
       9,479                                                1,137
           IES  Holdings     Inc                 Bank   of  America    Merrill    Lynch
      (78,490)                                               (134,218)
           iHeartMedia      Inc   ’A’               Bank   of  America    Merrill    Lynch
       5,279                                               (1,373)
           iHeartMedia      Inc   ’A’               Barclays     Bank
       13,327                                                2,039
           iHeartMedia      Inc   ’A’               Goldman    Sachs
       20,287                                                (2,815)
           iHeartMedia      Inc   ’A’
       73,721                            HSBC                    11,596
           iHeartMedia      Inc   ’A’               Morgan    Stanley
       52,392                                                9,954
           IHS  Markit    Ltd                  Bank   of  America    Merrill    Lynch
       31,523                                                42,233
           IHS  Markit    Ltd                  Barclays     Bank
       25,601                                                23,041
                                204/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           IHS  Markit    Ltd                  Goldman    Sachs
       13,942                                                19,101
           IHS  Markit    Ltd
       17,231                            HSBC                    53,588
           IHS  Markit    Ltd                  Morgan    Stanley
       17,601                                                13,396
           II-VI   Inc                    Barclays     Bank
      (11,853)                                                (26,965)
           II-VI   Inc                    Goldman    Sachs
      (19,285)                                                (19,692)
           II-VI   Inc                    Goldman    Sachs
       5,207                                                1,287
           II-VI   Inc
      (23,968)                             HSBC                    15,626
           II-VI   Inc
       3,463                            HSBC                   (21,990)
           II-VI   Inc                    Morgan    Stanley
       9,668                                               21,995
           II-VI   Inc                    Morgan    Stanley
      (32,274)                                                (71,910)
           Illinois     Tool   Works   Inc             Bank   of  America    Merrill    Lynch
        (573)                                                295
           Illinois     Tool   Works   Inc             Barclays     Bank
       3,591                                                5,207
           Illinois     Tool   Works   Inc             Goldman    Sachs
       (6,182)                                                (1,888)
           Illinois     Tool   Works   Inc
       (7,616)                            HSBC                    10,662
           Illinois     Tool   Works   Inc             Morgan    Stanley
       7,612                                               11,037
       (5,838)    Illinois     Tool   Works   Inc             Morgan    Stanley                (8,465)
           Illumina     Inc
       (2,802)                            HSBC                   (79,997)
           Illumina     Inc                   Morgan    Stanley
       (2,592)                                               (16,381)
           IMAX   Corp
       9,128                            HSBC                    (1,187)
           IMAX   Corp                     Morgan    Stanley
       41,088                                                13,148
           Immersion     Corp                  Goldman    Sachs
      (55,490)                                                38,566
           Immersion     Corp                  Morgan    Stanley
      (106,388)                                                 27,661
           ImmunoGen     Inc                  Goldman    Sachs
      (10,202)                                                (5,713)
           ImmunoGen     Inc
      (40,603)                             HSBC                   (21,114)
           ImmunoGen     Inc                  Morgan    Stanley
      (23,631)                                                (12,288)
           Immunomedics       Inc                 Barclays     Bank
       (4,577)                                                (1,144)
           Immunomedics       Inc
       (4,093)                            HSBC                    (5,526)
           Immunomedics       Inc                 Morgan    Stanley
      (19,743)                                                (4,936)
           Impinj    Inc
        990                          HSBC                    (2,871)
           Impinj    Inc                    Morgan    Stanley
       6,327                                               (6,200)
           Incyte    Corp                    Bank   of  America    Merrill    Lynch
       6,062                                               46,556
           Incyte    Corp                    Barclays     Bank
       6,231                                               31,451
           Incyte    Corp                    Goldman    Sachs
       4,872                                                8,394
           Incyte    Corp
        908                          HSBC                    8,426
       6,066    Incyte    Corp                    Morgan    Stanley                29,772
           Independence       Contract     Drilling     Inc        Bank   of  America    Merrill    Lynch
       89,521                                                (1,200)
           Independence       Contract     Drilling     Inc        Goldman    Sachs
       71,670                                                 (960)
           Independence       Holding    Co             Bank   of  America    Merrill    Lynch
      (26,667)                                                (64,667)
           Independence       Holding    Co             Morgan    Stanley
      (12,405)                                                (8,746)
           Independence       Realty    Trust   Inc  (Reit)        Bank   of  America    Merrill    Lynch
      (92,989)                                                (41,845)
           Independence       Realty    Trust   Inc  (Reit)        Barclays     Bank
      (11,924)                                                (5,680)
           Independence       Realty    Trust   Inc  (Reit)        Goldman    Sachs
      (71,610)                                                (31,518)
           Independence       Realty    Trust   Inc  (Reit)
      (31,929)                             HSBC                   (20,773)
           Independence       Realty    Trust   Inc  (Reit)        Morgan    Stanley
      (20,010)                                                (12,606)
           Independent      Bank   Corp               Bank   of  America    Merrill    Lynch
      (13,926)                                                16,850
                                205/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Independent      Bank   Corp/MI               Bank   of  America    Merrill    Lynch
       88,054                                               (23,775)
           Independent      Bank   Corp/Rockland       MA        Barclays     Bank
      (13,689)                                                (10,315)
           Independent      Bank   Corp/Rockland       MA
      (10,438)                             HSBC                    7,104
           Independent      Bank   Corp/Rockland       MA        Morgan    Stanley
      (10,529)                                                (9,581)
           Independent      Bank   Group   Inc            Bank   of  America    Merrill    Lynch
       2,097                                                2,642
           Independent      Bank   Group   Inc            Barclays     Bank
       1,582                                                2,389
           Independent      Bank   Group   Inc            Goldman    Sachs
       31,065                                                39,142
           Independent      Bank   Group   Inc
       26,311                            HSBC                    40,266
           Independent      Bank   Group   Inc            Morgan    Stanley
       40,118                                                60,578
           Industrial      Logistics     Properties      Trust   (Reit)
      (12,936)                             HSBC                    (2,587)
           Industrial      Logistics     Properties      Trust   (Reit)    Morgan    Stanley
      (25,307)                                                (19,993)
           Infinera     Corp                   Barclays     Bank
      (13,400)                                                  335
           Infinera     Corp                   Goldman    Sachs
      (12,405)                                                 4,032
           Infinera     Corp
      (50,596)                             HSBC                   (15,437)
           Infinera     Corp                   Morgan    Stanley
      (20,445)                                                  511
       11,115    Information      Services     Group   Inc          Bank   of  America    Merrill    Lynch         445
           Information      Services     Group   Inc          Barclays     Bank
       1,783                                                 178
           Information      Services     Group   Inc
       15,598                            HSBC                    1,560
           Information      Services     Group   Inc          Morgan    Stanley
       28,525                                                2,853
           Infrastructure        and  Energy    Alternatives       Inc   Bank   of  America    Merrill    Lynch
       21,833                                                17,903
           Infrastructure        and  Energy    Alternatives       Inc   Goldman    Sachs
       23,744                                                19,470
           Infrastructure        and  Energy    Alternatives       Inc   Morgan    Stanley
       1,129                                                 305
           Ingersoll-Rand        Plc                Bank   of  America    Merrill    Lynch
        808                                               1,693
           Ingersoll-Rand        Plc                Barclays     Bank
       (5,964)                                               (10,854)
           Ingersoll-Rand        Plc                Goldman    Sachs
        678                                               2,183
           Ingersoll-Rand        Plc
       13,570                            HSBC                    20,084
           Ingersoll-Rand        Plc
       (2,845)                            HSBC                    (4,211)
           Ingersoll-Rand        Plc                Morgan    Stanley
        190                                                346
           Ingersoll-Rand        Plc                Morgan    Stanley
       (1,602)                                                (2,916)
           Ingevity     Corp                   Barclays     Bank
       (3,795)                                               (11,726)
           Ingevity     Corp                   Goldman    Sachs
        (389)                                                (187)
           Ingevity     Corp                   Goldman    Sachs
       1,722                                                 827
           Ingevity     Corp
        (662)                           HSBC                     (78)
           Ingevity     Corp
       11,852                            HSBC                   (12,682)
        (719)   Ingevity     Corp                   Morgan    Stanley                (2,222)
           Ingevity     Corp                   Morgan    Stanley
       1,067                                                3,297
           Ingles    Markets    Inc   ’A’             Barclays     Bank
      (11,658)                                                (18,769)
           Ingles    Markets    Inc   ’A’
       (3,711)                            HSBC                    (3,154)
           Ingles    Markets    Inc   ’A’             Morgan    Stanley
       (4,218)                                                (6,791)
           Ingredion     Inc                  Barclays     Bank
       (3,189)                                                (2,232)
           Ingredion     Inc                  Barclays     Bank
       14,260                                                9,982
           Ingredion     Inc                  Goldman    Sachs
       (9,367)                                                1,311
           Ingredion     Inc                  Morgan    Stanley
       5,461                                                3,823
           InnerWorkings       Inc                Goldman    Sachs
       55,166                                                12,688
                                206/379




                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           InnerWorkings       Inc                Morgan    Stanley
       78,220                                                15,644
           Innospec     Inc                   Bank   of  America    Merrill    Lynch
       15,916                                                52,363
           Innospec     Inc                   Barclays     Bank
       3,539                                               14,120
           Innospec     Inc                   Goldman    Sachs
       2,274                                                6,866
           Innospec     Inc
       2,497                            HSBC                     (176)
           Innospec     Inc                   Morgan    Stanley
        392                                               1,564
           Innoviva     Inc                   Bank   of  America    Merrill    Lynch
      (19,197)                                                (15,934)
           Innoviva     Inc                   Barclays     Bank
      (15,415)                                                (11,561)
           Innoviva     Inc                   Goldman    Sachs
      (10,972)                                                (9,107)
           Innoviva     Inc
      (26,362)                             HSBC                   (20,299)
           Innoviva     Inc                   Morgan    Stanley
      (40,264)                                                (30,199)
           Inogen    Inc                    Barclays     Bank
       7,445                                                3,499
           Inogen    Inc
       5,542                            HSBC                    24,828
           Inogen    Inc                    Morgan    Stanley
       6,453                                                3,033
           Inovalon     Holdings     Inc   ’A’            Bank   of  America    Merrill    Lynch
       21,791                                                10,024
       6,347    Inovalon     Holdings     Inc   ’A’            Barclays     Bank               (4,106)
           Inovalon     Holdings     Inc   ’A’            Goldman    Sachs
       19,914                                                6,458
           Inovalon     Holdings     Inc   ’A’
       23,604                            HSBC                    23,506
           Inovalon     Holdings     Inc   ’A’            Morgan    Stanley
       33,668                                               (22,558)
           Inovio    Pharmaceuticals        Inc            Goldman    Sachs
      (103,215)                                                (24,772)
           Inovio    Pharmaceuticals        Inc
      (45,792)                             HSBC                    (3,205)
           Inphi   Corp                    Barclays     Bank
       13,589                                                30,032
           Inphi   Corp                    Goldman    Sachs
       5,961                                               (11,758)
           Inphi   Corp
        933                          HSBC                    (3,994)
           Inphi   Corp                    Morgan    Stanley
       15,769                                                33,505
           Insight    Enterprises      Inc             Bank   of  America    Merrill    Lynch
        (234)                                                (250)
           Insight    Enterprises      Inc             Goldman    Sachs
       2,110                                                2,258
           Insight    Enterprises      Inc
       (2,094)                            HSBC                    (5,172)
           Insight    Enterprises      Inc
       2,747                            HSBC                    6,785
           Insight    Enterprises      Inc             Morgan    Stanley
        (735)                                               (1,169)
           Insight    Enterprises      Inc             Morgan    Stanley
       12,482                                                19,846
           Insmed    Inc                    Barclays     Bank
       6,131                                               10,791
           Insmed    Inc                    Goldman    Sachs
       12,760                                                34,835
           Insmed    Inc
       13,992                            HSBC                    54,787
       8,020    Insmed    Inc                    Morgan    Stanley                14,115
           Insperity     Inc                  Bank   of  America    Merrill    Lynch
       11,975                                                59,636
           Insperity     Inc                  Barclays     Bank
       (1,521)                                                (5,978)
           Insperity     Inc                  Barclays     Bank
       3,346                                               13,150
           Insperity     Inc                  Goldman    Sachs
       12,770                                                63,595
           Insperity     Inc
       17,229                            HSBC                   150,915
           Insperity     Inc
       (1,373)                            HSBC                   (12,357)
           Insperity     Inc                  Morgan    Stanley
       8,904                                               34,993
           Insperity     Inc                  Morgan    Stanley
       (1,178)                                                (4,630)
           Inspire    Medical    Systems    Inc           Bank   of  America    Merrill    Lynch
       (1,032)                                                (7,069)
           Inspire    Medical    Systems    Inc           Barclays     Bank
        (974)                                               (5,026)
                                207/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Inspire    Medical    Systems    Inc           Barclays     Bank
       1,047                                                3,881
           Inspire    Medical    Systems    Inc           Goldman    Sachs
       3,644                                               25,129
           Inspire    Medical    Systems    Inc           Goldman    Sachs
        (841)                                               (5,761)
           Inspire    Medical    Systems    Inc
       9,075                            HSBC                    60,596
           Inspire    Medical    Systems    Inc           Morgan    Stanley
       9,861                                               50,883
           Inspired     Entertainment       Inc            Goldman    Sachs
       (2,000)                                                 480
           Installed     Building     Products     Inc         Bank   of  America    Merrill    Lynch
       3,414                                                7,545
           Installed     Building     Products     Inc         Bank   of  America    Merrill    Lynch
      (19,040)                                                (42,078)
           Installed     Building     Products     Inc         Barclays     Bank
        788                                                512
           Installed     Building     Products     Inc         Barclays     Bank
        (587)                                                (382)
           Installed     Building     Products     Inc         Goldman    Sachs
        999                                               2,208
           Installed     Building     Products     Inc
       (2,934)                            HSBC                    (7,364)
           Installed     Building     Products     Inc         Morgan    Stanley
       (7,651)                                                (4,973)
           Insteel    Industries      Inc              Barclays     Bank
       (9,913)                                               (10,904)
           Insteel    Industries      Inc              Goldman    Sachs
       (9,332)                                                (9,892)
      (19,282)     Insteel    Industries      Inc              HSBC                   (21,657)
           Insteel    Industries      Inc              Morgan    Stanley
       (2,375)                                                (2,613)
           Instructure      Inc                 Bank   of  America    Merrill    Lynch
       (2,210)                                                 (442)
           Instructure      Inc                 Barclays     Bank
       (2,854)                                                 (571)
           Instructure      Inc                 Goldman    Sachs
       (1,476)                                                 (295)
           Instructure      Inc
       (4,282)                            HSBC                   (19,241)
           Instructure      Inc                 Morgan    Stanley
      (21,678)                                                (4,336)
           Insulet    Corp                   Barclays     Bank
       2,682                                               19,109
           Insulet    Corp                   Goldman    Sachs
        173                                                176
           Insulet    Corp
       1,231                            HSBC                    16,110
           Insulet    Corp                   Morgan    Stanley
       1,831                                               13,046
           Integer    Holdings     Corp               Bank   of  America    Merrill    Lynch
        (671)                                                165
           Integer    Holdings     Corp               Barclays     Bank
       (1,435)                                                 610
           Integer    Holdings     Corp               Barclays     Bank
       3,326                                                5,288
           Integer    Holdings     Corp               Goldman    Sachs
       5,908                                                8,896
           Integer    Holdings     Corp
       2,879                            HSBC                    4,379
           Integer    Holdings     Corp               Morgan    Stanley
       7,018                                               11,159
           Integra    LifeSciences       Holdings     Corp        Bank   of  America    Merrill    Lynch
        436                                               1,077
           Integra    LifeSciences       Holdings     Corp        Bank   of  America    Merrill    Lynch
       (6,071)                                               (14,995)
        815   Integra    LifeSciences       Holdings     Corp        Barclays     Bank                1,394
           Integra    LifeSciences       Holdings     Corp        Barclays     Bank
       (3,384)                                                (5,787)
           Integra    LifeSciences       Holdings     Corp
       (1,169)                            HSBC                    (2,747)
           Integra    LifeSciences       Holdings     Corp        Morgan    Stanley
       3,859                                                6,599
           Integra    LifeSciences       Holdings     Corp        Morgan    Stanley
       (1,002)                                                (1,713)
           Intel   Corp                    Bank   of  America    Merrill    Lynch
        457                                                82
           Intel   Corp                    Bank   of  America    Merrill    Lynch
       (7,348)                                                (1,020)
           Intel   Corp                    Barclays     Bank
        424                                                225
           Intel   Corp                    Barclays     Bank
       (5,910)                                                (3,132)
           Intel   Corp                    Goldman    Sachs
       8,487                                                1,528
           Intel   Corp                    Goldman    Sachs
       (6,493)                                                 (507)
                                208/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Intel   Corp
       3,427                            HSBC                     (442)
           Intel   Corp
       (3,786)                            HSBC                     541
           Intel   Corp                    Morgan    Stanley
       5,917                                                3,136
           Intel   Corp                    Morgan    Stanley
       (1,069)                                                 (567)
           Intellia     Therapeutics       Inc            Morgan    Stanley
      (16,057)                                                (31,311)
           Intelligent      Systems    Corp             Goldman    Sachs
       (1,447)                                                (2,851)
           Intelligent      Systems    Corp
       (2,501)                            HSBC                    (5,098)
           Intelsat     SA                   Barclays     Bank
      (84,389)                                                81,013
           Intelsat     SA
       (5,593)                            HSBC                    27,335
           Intelsat     SA                   Morgan    Stanley
      (36,663)                                                35,197
           Inter   Parfums    Inc                Barclays     Bank
      (12,231)                                                (48,190)
           Inter   Parfums    Inc                Goldman    Sachs
       (2,702)                                                10,376
           Inter   Parfums    Inc
       (6,121)                            HSBC                    34,155
           Inter   Parfums    Inc                Morgan    Stanley
       (1,006)                                                (3,964)
           Interactive      Brokers    Group   Inc   ’A’        Bank   of  America    Merrill    Lynch
        494                                                970
        490   Interactive      Brokers    Group   Inc   ’A’        Barclays     Bank                 407
           Interactive      Brokers    Group   Inc   ’A’        Goldman    Sachs
        696                                               1,580
           Interactive      Brokers    Group   Inc   ’A’
       3,431                            HSBC                    6,210
           Interactive      Brokers    Group   Inc   ’A’        Morgan    Stanley
       1,354                                                1,124
           Intercept     Pharmaceuticals        Inc          Bank   of  America    Merrill    Lynch
        (528)                                              (14,087)
           Intercept     Pharmaceuticals        Inc          Barclays     Bank
       (1,104)                                               (22,124)
           Intercept     Pharmaceuticals        Inc
       5,133                            HSBC                   134,331
           Intercept     Pharmaceuticals        Inc          Morgan    Stanley
        (122)                                               (2,445)
           Intercontinental         Exchange     Inc          Barclays     Bank
       17,090                                                 (513)
           Intercontinental         Exchange     Inc          Goldman    Sachs
       7,123                                                5,413
           Intercontinental         Exchange     Inc          Morgan    Stanley
       40,076                                                (1,202)
           InterDigital       Inc                 Bank   of  America    Merrill    Lynch
        797                                              (1,315)
           InterDigital       Inc                 Barclays     Bank
        (924)                                                610
           InterDigital       Inc                 Morgan    Stanley
       1,800                                               (1,188)
           InterDigital       Inc                 Morgan    Stanley
       (6,017)                                                3,971
           Interface     Inc                  Goldman    Sachs
       52,313                                                22,233
           Interface     Inc                  Morgan    Stanley
       16,126                                                 484
           International       Bancshares      Corp           Barclays     Bank
      (20,848)                                                (6,880)
           International       Bancshares      Corp           Goldman    Sachs
      (60,240)                                                (9,072)
      (28,543)     International       Bancshares      Corp           HSBC                    (3,699)
           International       Bancshares      Corp           Morgan    Stanley
      (35,929)                                                (9,926)
           International       Business     Machines     Corp       Bank   of  America    Merrill    Lynch
       (2,838)                                                3,150
           International       Business     Machines     Corp       Barclays     Bank
       (7,804)                                                8,195
           International       Business     Machines     Corp       Goldman    Sachs
       (7,478)                                                7,901
           International       Business     Machines     Corp
      (21,915)                             HSBC                    93,068
           International       Business     Machines     Corp       Morgan    Stanley
      (10,033)                                                10,535
           International       Flavors    & Fragrances      Inc      Bank   of  America    Merrill    Lynch
       (6,191)                                               (46,247)
           International       Flavors    & Fragrances      Inc      Barclays     Bank
      (15,040)                                                (17,404)
           International       Flavors    & Fragrances      Inc      Goldman    Sachs
      (11,043)                                                (47,738)
           International       Flavors    & Fragrances      Inc
        (337)                           HSBC                    (1,717)
                                209/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           International       Game   Technology      Plc        Bank   of  America    Merrill    Lynch
       3,556                                               (2,987)
           International       Game   Technology      Plc        Morgan    Stanley
       64,628                                               (27,790)
           International       Money   Express    Inc         Goldman    Sachs
       41,043                                                14,775
           International       Money   Express    Inc         Morgan    Stanley
       32,840                                                23,809
           International       Paper   Co             Bank   of  America    Merrill    Lynch
       11,015                                                3,525
           International       Paper   Co             Barclays     Bank
        495                                                421
           International       Paper   Co             Goldman    Sachs
       4,992                                                3,087
           International       Paper   Co
       6,134                            HSBC                    (1,472)
           International       Paper   Co             Morgan    Stanley
       6,159                                                4,554
           International       Seaways    Inc            Goldman    Sachs
      (13,102)                                                (5,372)
           Interpublic      Group   of  Cos  Inc/The           Bank   of  America    Merrill    Lynch
       39,594                                                2,376
           Interpublic      Group   of  Cos  Inc/The           Barclays     Bank
       28,047                                                8,414
           Interpublic      Group   of  Cos  Inc/The           Goldman    Sachs
       90,709                                                5,443
           Interpublic      Group   of  Cos  Inc/The           Morgan    Stanley
       69,405                                                20,821
           Intersect     ENT  Inc                Bank   of  America    Merrill    Lynch
       2,534                                                1,394
       19,801    Intersect     ENT  Inc                Barclays     Bank                9,901
           Intersect     ENT  Inc                Goldman    Sachs
       4,883                                                2,686
           Intersect     ENT  Inc
       7,129                            HSBC                    2,709
           Intersect     ENT  Inc                Morgan    Stanley
       15,142                                                7,571
           InterXion     Holding    NV              Goldman    Sachs
        (758)                                                (894)
           InterXion     Holding    NV
       (3,182)                            HSBC                   (13,428)
           InterXion     Holding    NV              Morgan    Stanley
       (2,065)                                                 578
           Intevac    Inc                   Bank   of  America    Merrill    Lynch
      (23,709)                                                  237
           Intevac    Inc                   Goldman    Sachs
       (5,815)                                                  58
           INTL.   FCStone    Inc                Bank   of  America    Merrill    Lynch
      (34,596)                                                (20,412)
           INTL.   FCStone    Inc
       (8,413)                            HSBC                    6,226
           INTL.   FCStone    Inc                Morgan    Stanley
       (9,441)                                                (2,927)
           Intra-Cellular        Therapies     Inc
       7,474                            HSBC                    3,214
           Intra-Cellular        Therapies     Inc           Morgan    Stanley
       23,782                                                 476
           Intrepid     Potash    Inc               Bank   of  America    Merrill    Lynch
      215,316                                                (15,072)
           Intrexon     Corp                   Goldman    Sachs
       26,553                                                (2,921)
           IntriCon     Corp                   Bank   of  America    Merrill    Lynch
       (9,090)                                                3,182
           IntriCon     Corp                   Goldman    Sachs
      (29,633)                                                10,372
           IntriCon     Corp
       (4,660)                            HSBC                    1,227
       (9,706)    IntriCon     Corp                   Morgan    Stanley                 3,300
           Intuit    Inc                    Bank   of  America    Merrill    Lynch
       7,236                                               (34,371)
           Intuit    Inc                    Barclays     Bank
        494                                                736
           Intuit    Inc                    Goldman    Sachs
       2,016                                               (9,576)
           Intuit    Inc
       7,795                            HSBC                    32,057
           Intuit    Inc                    Morgan    Stanley
       12,159                                                18,117
           Intuitive     Surgical     Inc              Bank   of  America    Merrill    Lynch
        (420)                                               (8,221)
           Intuitive     Surgical     Inc              Barclays     Bank
        (899)                                              (20,632)
           Intuitive     Surgical     Inc              Goldman    Sachs
       (1,133)                                               (25,946)
           Intuitive     Surgical     Inc
        (272)                           HSBC                   (10,202)
           Intuitive     Surgical     Inc              Morgan    Stanley
       (4,214)                                               (96,711)
                                210/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Invacare     Corp                   Bank   of  America    Merrill    Lynch
      (19,921)                                                27,093
           Invesco    Ltd                   Bank   of  America    Merrill    Lynch
       17,840                                                2,944
           Invesco    Ltd                   Goldman    Sachs
       29,660                                                4,894
           Invesco    Ltd
       27,656                            HSBC                    (5,669)
           Invesco    Ltd                   Morgan    Stanley
      111,984                                                31,915
           Invesco    Mortgage     Capital    Inc  (Reit)         Bank   of  America    Merrill    Lynch
       69,470                                                19,452
           Invesco    Mortgage     Capital    Inc  (Reit)         Barclays     Bank
       71,695                                                9,320
           Invesco    Mortgage     Capital    Inc  (Reit)         Goldman    Sachs
       14,117                                                3,953
           Invesco    Mortgage     Capital    Inc  (Reit)         Morgan    Stanley
      164,468                                                21,381
           Investar     Holding    Corp               Barclays     Bank
       3,042                                                2,859
           Investar     Holding    Corp               Goldman    Sachs
       6,903                                                 -
           Investar     Holding    Corp
       25,384                            HSBC                    (3,554)
           Investar     Holding    Corp               Morgan    Stanley
       3,092                                                2,906
           Investors     Bancorp    Inc              Bank   of  America    Merrill    Lynch
       25,129                                                (1,759)
           Investors     Bancorp    Inc              Goldman    Sachs
       55,142                                                (3,860)
      124,677     Investors     Bancorp    Inc              HSBC                   (19,948)
           Investors     Bancorp    Inc              Morgan    Stanley
      236,302                                                14,178
           Investors     Real   Estate    Trust   (Reit)         Bank   of  America    Merrill    Lynch
      (30,747)                                                (89,166)
           Investors     Real   Estate    Trust   (Reit)         Morgan    Stanley
      (17,360)                                                (42,879)
           Investors     Title   Co               Bank   of  America    Merrill    Lynch
        935                                              (4,582)
           Investors     Title   Co               Goldman    Sachs
       3,050                                               (16,090)
           Investors     Title   Co
        306                          HSBC                    (2,022)
           Investors     Title   Co               Morgan    Stanley
       1,629                                               (5,066)
           Invitae    Corp                   Bank   of  America    Merrill    Lynch
       5,937                                                7,006
           Invitae    Corp                   Barclays     Bank
       13,558                                                4,475
           Invitae    Corp                   Goldman    Sachs
       11,383                                                13,432
           Invitae    Corp
       4,489                            HSBC                    6,783
           Invitae    Corp                   Morgan    Stanley
       15,376                                                5,074
           Invitation      Homes   Inc  (Reit)             Bank   of  America    Merrill    Lynch
       67,551                                                35,802
           Invitation      Homes   Inc  (Reit)             Barclays     Bank
       53,505                                                47,084
           Invitation      Homes   Inc  (Reit)             Goldman    Sachs
       38,855                                                19,190
           Invitation      Homes   Inc  (Reit)
       61,287                            HSBC                    61,900
           Invitation      Homes   Inc  (Reit)             Morgan    Stanley
      100,790                                                88,695
           ION  Geophysical      Corp               Barclays     Bank
       3,112                                               (1,463)
       10,739    ION  Geophysical      Corp               Morgan    Stanley                (5,047)
           Ionis   Pharmaceuticals        Inc            Bank   of  America    Merrill    Lynch
       2,040                                               12,097
           Ionis   Pharmaceuticals        Inc            Barclays     Bank
       3,194                                                9,933
           Ionis   Pharmaceuticals        Inc            Goldman    Sachs
       1,237                                                7,496
           Ionis   Pharmaceuticals        Inc
       2,513                            HSBC                    17,971
           Ionis   Pharmaceuticals        Inc            Morgan    Stanley
       9,744                                               30,304
           Iovance    Biotherapeutics        Inc           Barclays     Bank
       (2,030)                                                (2,192)
           Iovance    Biotherapeutics        Inc           Goldman    Sachs
       (2,004)                                                  60
           Iovance    Biotherapeutics        Inc
      (10,109)                             HSBC                    7,973
           Iovance    Biotherapeutics        Inc           Morgan    Stanley
      (13,748)                                                (14,848)
           IPG  Photonics     Corp                Bank   of  America    Merrill    Lynch
       (4,367)                                               (16,551)
                                211/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           IPG  Photonics     Corp                Barclays     Bank
        (563)                                               (2,939)
           IPG  Photonics     Corp
       (1,798)                            HSBC                    4,693
           IPG  Photonics     Corp                Morgan    Stanley
       (3,896)                                               (20,337)
           IQVIA   Holdings     Inc                Bank   of  America    Merrill    Lynch
        (660)                                                 40
           IQVIA   Holdings     Inc                Barclays     Bank
       (4,416)                                               (11,923)
           IQVIA   Holdings     Inc                Goldman    Sachs
       (5,177)                                                 310
           IQVIA   Holdings     Inc
       (7,449)                            HSBC                   (65,924)
           IQVIA   Holdings     Inc                Morgan    Stanley
       (7,840)                                               (21,168)
           iRadimed     Corp                   Bank   of  America    Merrill    Lynch
       3,991                                               (4,191)
           iRadimed     Corp                   Morgan    Stanley
       6,021                                               (4,576)
           iRhythm    Technologies       Inc             Barclays     Bank
       4,903                                               11,424
           iRhythm    Technologies       Inc
       12,414                            HSBC                    44,526
           iRhythm    Technologies       Inc             Morgan    Stanley
       11,272                                                23,369
           Iridium    Communications        Inc            Bank   of  America    Merrill    Lynch
       (4,263)                                                3,346
           Iridium    Communications        Inc            Barclays     Bank
        525                                               (646)
       (5,914)    Iridium    Communications        Inc            Barclays     Bank                7,274
           Iridium    Communications        Inc            Goldman    Sachs
       6,710                                               (5,267)
           Iridium    Communications        Inc            Goldman    Sachs
       (4,571)                                                3,588
           Iridium    Communications        Inc
       6,037                            HSBC                    (6,882)
           Iridium    Communications        Inc
      (33,041)                             HSBC                    37,667
           Iridium    Communications        Inc            Morgan    Stanley
       7,300                                               (8,979)
           Iridium    Communications        Inc            Morgan    Stanley
      (10,353)                                                12,734
           iRobot    Corp                    Goldman    Sachs
       1,287                                               (2,407)
           iRobot    Corp
       8,904                            HSBC                   (52,038)
           iRobot    Corp                    Morgan    Stanley
       3,100                                               (10,075)
           Iron   Mountain     Inc  (Reit)              Barclays     Bank
      (11,248)                                                17,884
           Iron   Mountain     Inc  (Reit)              Goldman    Sachs
        (265)                                                366
           Iron   Mountain     Inc  (Reit)
      (11,306)                             HSBC                    3,844
           Iron   Mountain     Inc  (Reit)              Morgan    Stanley
      (53,614)                                                85,246
           Ironwood     Pharmaceuticals        Inc           Bank   of  America    Merrill    Lynch
       8,647                                                5,534
           Ironwood     Pharmaceuticals        Inc           Barclays     Bank
       10,448                                                2,090
           Ironwood     Pharmaceuticals        Inc           Goldman    Sachs
       4,264                                                2,729
           Ironwood     Pharmaceuticals        Inc
       34,918                            HSBC                    38,410
           Ironwood     Pharmaceuticals        Inc           Morgan    Stanley
       51,499                                                10,300
       60,106    iStar   Inc  (Reit)                  HSBC                    30,654
           iStar   Inc  (Reit)                  Morgan    Stanley
       4,014                                                1,325
           Itau   Unibanco     Holding    SA  ADR
      107,850                             HSBC                   (53,925)
           Itau   Unibanco     Holding    SA  ADR           Morgan    Stanley
       6,803                                               (2,041)
           Iteris    Inc                    Bank   of  America    Merrill    Lynch
      (33,010)                                                (11,884)
           Iteris    Inc                    Morgan    Stanley
      (17,355)                                                (2,256)
           Itron   Inc                    Bank   of  America    Merrill    Lynch
       3,261                                               15,255
           Itron   Inc                    Goldman    Sachs
       (4,002)                                               (14,026)
           Itron   Inc
       1,565                            HSBC                    4,534
           Itron   Inc                    Morgan    Stanley
       2,538                                                1,041
           Itron   Inc                    Morgan    Stanley
        (780)                                                314
                                212/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           ITT  Inc                     Barclays     Bank
       (3,355)                                                (2,919)
           ITT  Inc                     Barclays     Bank
       1,370                                                1,192
           ITT  Inc                     Goldman    Sachs
        825                                                545
           ITT  Inc
        (736)                           HSBC                    (1,178)
           ITT  Inc
        537                          HSBC                     859
           ITT  Inc                     Morgan    Stanley
       (6,000)                                                (5,220)
           J Alexander’s       Holdings     Inc           Bank   of  America    Merrill    Lynch
       68,161                                                6,816
           J&J  Snack   Foods   Corp               Bank   of  America    Merrill    Lynch
       4,719                                                3,162
           J&J  Snack   Foods   Corp               Barclays     Bank
       5,348                                                6,315
           J&J  Snack   Foods   Corp               Goldman    Sachs
       12,384                                                8,298
           J&J  Snack   Foods   Corp
       8,552                            HSBC                    49,433
           J&J  Snack   Foods   Corp               Morgan    Stanley
       12,316                                                15,272
           J.  Jill   Inc                   Goldman    Sachs
      (36,068)                                                   -
           j2  Global    Inc                  Goldman    Sachs
       11,099                                                23,752
           j2  Global    Inc                  Morgan    Stanley
       16,280                                                45,584
       4,989    Jabil   Inc                    Bank   of  America    Merrill    Lynch         125
           Jabil   Inc                    Barclays     Bank
        220                                                89
           Jabil   Inc                    Goldman    Sachs
       4,488                                                 112
           Jabil   Inc
       1,744                            HSBC                     (496)
           Jabil   Inc                    Morgan    Stanley
       6,596                                                2,672
           Jack   Henry   & Associates      Inc           Bank   of  America    Merrill    Lynch
        703                                                739
           Jack   Henry   & Associates      Inc           Barclays     Bank
       4,810                                               13,679
           Jack   Henry   & Associates      Inc           Goldman    Sachs
       11,108                                                29,763
           Jack   Henry   & Associates      Inc
       14,658                            HSBC                    45,451
           Jack   Henry   & Associates      Inc           Morgan    Stanley
       6,083                                               17,824
           Jack   in  the  Box  Inc               Bank   of  America    Merrill    Lynch
      (27,307)                                                211,357
           Jack   in  the  Box  Inc               Barclays     Bank
       (9,509)                                                (5,896)
           Jack   in  the  Box  Inc               Goldman    Sachs
       (2,085)                                                16,138
           Jack   in  the  Box  Inc
      (16,730)                             HSBC                   104,838
           Jack   in  the  Box  Inc               Morgan    Stanley
      (13,523)                                                (8,384)
           Jacobs    Engineering      Group   Inc           Goldman    Sachs
       (8,571)                                                16,628
           Jacobs    Engineering      Group   Inc           Morgan    Stanley
      (19,974)                                                19,774
           Jagged    Peak   Energy    Inc              Barclays     Bank
       39,880                                                (9,739)
           Jagged    Peak   Energy    Inc              Goldman    Sachs
       22,945                                                (5,888)
       55,507    Jagged    Peak   Energy    Inc              Morgan    Stanley                (9,504)
           James   River   Group   Holdings     Ltd          Bank   of  America    Merrill    Lynch
       6,641                                               24,439
           Janus   Henderson     Group   Plc            Barclays     Bank
       (6,596)                                                (3,628)
           Janus   Henderson     Group   Plc            Goldman    Sachs
       (4,593)                                                (3,123)
           Janus   Henderson     Group   Plc
       (2,481)                            HSBC                    (1,724)
           Janus   Henderson     Group   Plc            Morgan    Stanley
      (18,580)                                                (10,219)
           Jason   Industries      Inc               Morgan    Stanley
       12,859                                                 (77)
           Jazz   Pharmaceuticals        Plc             Bank   of  America    Merrill    Lynch
       6,232                                               79,396
           Jazz   Pharmaceuticals        Plc             Bank   of  America    Merrill    Lynch
        (25)                                               (319)
           Jazz   Pharmaceuticals        Plc             Barclays     Bank
        452                                               2,301
           Jazz   Pharmaceuticals        Plc             Barclays     Bank
        (741)                                               (3,772)
                                213/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Jazz   Pharmaceuticals        Plc             Goldman    Sachs
        425                                               5,415
           Jazz   Pharmaceuticals        Plc             Goldman    Sachs
       (1,131)                                               (14,409)
           Jazz   Pharmaceuticals        Plc
        182                          HSBC                    3,393
           Jazz   Pharmaceuticals        Plc
        (714)                           HSBC                   (15,165)
           Jazz   Pharmaceuticals        Plc             Morgan    Stanley
        (447)                                               (2,275)
           JB  Hunt   Transport     Services     Inc          Bank   of  America    Merrill    Lynch
        671                                                616
           JB  Hunt   Transport     Services     Inc          Barclays     Bank
       1,251                                                 525
           JB  Hunt   Transport     Services     Inc
       (1,679)                            HSBC                    5,448
           JB  Hunt   Transport     Services     Inc          Morgan    Stanley
       1,968                                                 827
           JBG  SMITH   Properties      (Reit)             Bank   of  America    Merrill    Lynch
      (50,694)                                                (15,208)
           JBG  SMITH   Properties      (Reit)             Goldman    Sachs
      (65,617)                                                (19,686)
           JBG  SMITH   Properties      (Reit)
      (28,557)                             HSBC                   (14,279)
           JBG  SMITH   Properties      (Reit)             Morgan    Stanley
      (160,106)                                                (92,862)
           Jefferies     Financial     Group   Inc          Bank   of  America    Merrill    Lynch
       6,121                                               12,487
           JELD-WEN     Holding    Inc               Bank   of  America    Merrill    Lynch
      (29,661)                                                (46,864)
       (2,390)    JELD-WEN     Holding    Inc               Barclays     Bank               (5,999)
           JELD-WEN     Holding    Inc               Goldman    Sachs
      (35,909)                                                (60,968)
           JELD-WEN     Holding    Inc
      (15,166)                             HSBC                   (20,034)
           JELD-WEN     Holding    Inc               Morgan    Stanley
      (55,285)                                               (137,273)
           Jernigan     Capital    Inc  (Reit)             Goldman    Sachs
       3,710                                                (965)
           Jernigan     Capital    Inc  (Reit)
       21,854                            HSBC                    (9,397)
           Jernigan     Capital    Inc  (Reit)             Morgan    Stanley
       48,390                                                 484
           JetBlue    Airways    Corp               Bank   of  America    Merrill    Lynch
      (55,652)                                                15,026
           JetBlue    Airways    Corp               Barclays     Bank
       (2,943)                                                (1,148)
           JetBlue    Airways    Corp               Goldman    Sachs
      (26,125)                                                 6,801
           JetBlue    Airways    Corp
       (4,256)                            HSBC                     936
           JetBlue    Airways    Corp               Morgan    Stanley
      (71,469)                                                (27,873)
           JM  Smucker    Co/The                  Bank   of  America    Merrill    Lynch
       1,373                                                 948
           JM  Smucker    Co/The                  Barclays     Bank
       1,231                                               (3,336)
           JM  Smucker    Co/The                  Goldman    Sachs
       3,668                                                2,360
           JM  Smucker    Co/The
       4,589                            HSBC                    (2,661)
           JM  Smucker    Co/The                  Morgan    Stanley
       4,248                                               (11,512)
           John   B Sanfilippo      & Son  Inc           Bank   of  America    Merrill    Lynch
       9,202                                               (21,349)
           John   B Sanfilippo      & Son  Inc           Morgan    Stanley
       2,434                                               (5,501)
       1,217    John   Bean   Technologies       Corp            Barclays     Bank                4,272
           John   Bean   Technologies       Corp            Goldman    Sachs
       1,532                                                5,404
           John   Bean   Technologies       Corp
       7,356                            HSBC                     (675)
           John   Bean   Technologies       Corp            Morgan    Stanley
       7,924                                               27,813
           John   Wiley   & Sons   Inc   ’A’            Bank   of  America    Merrill    Lynch
       (6,337)                                                (9,696)
           John   Wiley   & Sons   Inc   ’A’            Bank   of  America    Merrill    Lynch
       1,586                                                2,553
           John   Wiley   & Sons   Inc   ’A’            Barclays     Bank
       2,460                                                2,691
           John   Wiley   & Sons   Inc   ’A’            Goldman    Sachs
       3,980                                                5,826
           John   Wiley   & Sons   Inc   ’A’
       4,296                            HSBC                    (4,554)
           Johnson    & Johnson                  Bank   of  America    Merrill    Lynch
       5,915                                               17,010
           Johnson    & Johnson                  Barclays     Bank
        848                                                110
                                214/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Johnson    & Johnson                  Goldman    Sachs
       1,885                                                3,851
           Johnson    & Johnson
       6,062                            HSBC                    24,399
           Johnson    & Johnson                  Morgan    Stanley
       12,013                                                1,767
           Johnson    Controls     International       Plc        Bank   of  America    Merrill    Lynch
      (13,440)                                                (9,124)
           Johnson    Controls     International       Plc        Barclays     Bank
        (864)                                                (354)
           Johnson    Controls     International       Plc        Goldman    Sachs
       (5,389)                                                (2,295)
           Johnson    Controls     International       Plc
      (13,869)                             HSBC                    (9,213)
           Johnson    Controls     International       Plc        Morgan    Stanley
      (90,042)                                                (36,917)
           Johnson    Outdoors     Inc   ’A’            Bank   of  America    Merrill    Lynch
       2,161                                                 324
           Johnson    Outdoors     Inc   ’A’            Barclays     Bank
       3,444                                                7,439
           Johnson    Outdoors     Inc   ’A’            Goldman    Sachs
       2,703                                                 405
           Johnson    Outdoors     Inc   ’A’
       9,997                            HSBC                    36,089
           Johnson    Outdoors     Inc   ’A’            Morgan    Stanley
       1,111                                                2,400
           Joint   Corp/The                    Goldman    Sachs
       4,433                                                4,247
           Joint   Corp/The
       10,067                            HSBC                    5,227
       4,837    Joint   Corp/The                    Morgan    Stanley                 3,144
           Jones   Lang   LaSalle    Inc              Bank   of  America    Merrill    Lynch
       (4,438)                                               (17,086)
           Jones   Lang   LaSalle    Inc              Barclays     Bank
       (3,448)                                                (5,310)
           Jones   Lang   LaSalle    Inc              Goldman    Sachs
       (1,150)                                                (4,428)
           Jones   Lang   LaSalle    Inc
      (10,331)                             HSBC                   (61,525)
           Jones   Lang   LaSalle    Inc              Morgan    Stanley
      (17,538)                                                (27,008)
           Jounce    Therapeutics       Inc             Bank   of  America    Merrill    Lynch
       25,753                                                (7,211)
           Jounce    Therapeutics       Inc             Goldman    Sachs
       16,135                                                (4,518)
           Jounce    Therapeutics       Inc
       7,232                            HSBC                    6,509
           Jounce    Therapeutics       Inc             Morgan    Stanley
       27,419                                                4,387
           JPMorgan     Chase   & Co               Bank   of  America    Merrill    Lynch
       (8,992)                                               (21,940)
           JPMorgan     Chase   & Co               Barclays     Bank
       (2,140)                                                (2,525)
           JPMorgan     Chase   & Co               Goldman    Sachs
       (6,245)                                               (15,237)
           JPMorgan     Chase   & Co
      (20,324)                             HSBC                   (33,715)
           JPMorgan     Chase   & Co               Morgan    Stanley
      (21,679)                                                (25,581)
           Juniper    Networks     Inc               Bank   of  America    Merrill    Lynch
       18,319                                                (6,045)
           Juniper    Networks     Inc               Barclays     Bank
       10,490                                                (2,937)
           Juniper    Networks     Inc               Goldman    Sachs
       45,425                                               (14,990)
           Juniper    Networks     Inc
       5,409                            HSBC                    (5,355)
       12,573    Juniper    Networks     Inc               Morgan    Stanley                (3,520)
           K12  Inc                     Barclays     Bank
       (6,637)                                                1,593
           K12  Inc
       (1,742)                            HSBC                     314
           K12  Inc                     Morgan    Stanley
       (3,987)                                                 957
           Kadant    Inc                    Barclays     Bank
        (897)                                               (4,180)
           Kadant    Inc                    Goldman    Sachs
      (16,119)                                                (29,613)
           Kadant    Inc                    Morgan    Stanley
       (9,813)                                               (45,729)
           Kadmon    Holdings     Inc               Barclays     Bank
      (44,376)                                                (5,769)
           Kadmon    Holdings     Inc               Goldman    Sachs
      (22,772)                                                (7,311)
           Kadmon    Holdings     Inc
      (78,584)                             HSBC                   (101,373)
           Kaiser    Aluminum     Corp               Bank   of  America    Merrill    Lynch
       (1,115)                                                 (658)
                                215/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Kaiser    Aluminum     Corp               Bank   of  America    Merrill    Lynch
       4,444                                                2,622
           Kaiser    Aluminum     Corp               Barclays     Bank
        (360)                                                (893)
           Kaiser    Aluminum     Corp               Morgan    Stanley
        (777)                                               (1,927)
           Kala   Pharmaceuticals        Inc             Goldman    Sachs
       (7,839)                                                (3,214)
           Kala   Pharmaceuticals        Inc
      (28,188)                             HSBC                     282
           Kala   Pharmaceuticals        Inc             Morgan    Stanley
       (8,835)                                                  88
           KalVista     Pharmaceuticals        Inc
       3,786                            HSBC                    11,926
           KalVista     Pharmaceuticals        Inc           Morgan    Stanley
       9,078                                               10,712
           Kaman   Corp                    Bank   of  America    Merrill    Lynch
      (28,470)                                                (42,136)
           Kaman   Corp                    Barclays     Bank
       (5,317)                                                 (904)
           Kaman   Corp                    Goldman    Sachs
       (6,368)                                                (7,540)
           Kaman   Corp
       (2,657)                            HSBC                     944
           Kaman   Corp                    Morgan    Stanley
       (2,482)                                                 (422)
           Kansas    City   Southern                 Bank   of  America    Merrill    Lynch
       3,376                                               (2,296)
           Kansas    City   Southern                 Barclays     Bank
       2,280                                                2,120
       5,850    Kansas    City   Southern                 Goldman    Sachs                (3,978)
           Kansas    City   Southern                 Morgan    Stanley
       (6,651)                                                (6,185)
           Kansas    City   Southern                 Morgan    Stanley
       6,201                                                5,767
           KAR  Auction    Services     Inc             Bank   of  America    Merrill    Lynch
       (2,348)                                                3,029
           KAR  Auction    Services     Inc             Barclays     Bank
       (8,461)                                                6,853
           KAR  Auction    Services     Inc             Goldman    Sachs
       (1,603)                                                1,033
           KAR  Auction    Services     Inc
       (5,588)                            HSBC                    6,629
           KAR  Auction    Services     Inc             Morgan    Stanley
      (12,746)                                                10,324
           Karyopharm      Therapeutics       Inc           Morgan    Stanley
      (16,473)                                                (26,851)
           KB  Home                      Barclays     Bank
      (13,876)                                                (12,211)
           KB  Home                      Barclays     Bank
       1,022                                                 256
           KB  Home                      Morgan    Stanley
       (2,579)                                                (2,270)
           KB  Home                      Morgan    Stanley
       55,374                                                48,729
           KBR  Inc                     Bank   of  America    Merrill    Lynch
      (59,859)                                                 2,394
           KBR  Inc
      (13,723)                             HSBC                   (11,253)
           KBR  Inc                     Morgan    Stanley
      (20,607)                                                (8,243)
           Kearny    Financial     Corp               Goldman    Sachs
      (35,720)                                                 1,415
           Kearny    Financial     Corp               Morgan    Stanley
      (69,392)                                                 (226)
           Kearny    Financial     Corp/MD               Barclays     Bank
      (11,399)                                                 (114)
       1,346    Kellogg    Co                   Bank   of  America    Merrill    Lynch        1,023
           Kellogg    Co                   Bank   of  America    Merrill    Lynch
       (1,354)                                                 (613)
           Kellogg    Co                   Barclays     Bank
       1,895                                                1,724
           Kellogg    Co                   Barclays     Bank
       (4,369)                                                (4,337)
           Kellogg    Co                   Goldman    Sachs
       4,241                                                3,223
           Kellogg    Co
       1,332                            HSBC                    1,905
           Kellogg    Co
       (2,034)                            HSBC                     (182)
           Kellogg    Co                   Morgan    Stanley
       (2,586)                                                (1,681)
           Kelly   Services     Inc   ’A’             Bank   of  America    Merrill    Lynch
      (58,954)                                                (40,678)
           Kelly   Services     Inc   ’A’
      (21,119)                             HSBC                    2,112
           Kelly   Services     Inc   ’A’             Morgan    Stanley
      (56,934)                                                (28,467)
                                216/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Kemper    Corp                    Bank   of  America    Merrill    Lynch
       8,062                                                 908
           Kemper    Corp                    Barclays     Bank
       3,460                                                4,256
           Kemper    Corp                    Goldman    Sachs
       4,413                                                 822
           Kemper    Corp
       7,614                            HSBC                    (3,112)
           Kemper    Corp                    Morgan    Stanley
       3,518                                                4,327
           Kennametal      Inc                  Bank   of  America    Merrill    Lynch
      (65,706)                                                (61,763)
           Kennametal      Inc                  Barclays     Bank
      (39,993)                                                (47,765)
           Kennametal      Inc                  Goldman    Sachs
      (36,207)                                                (36,418)
           Kennametal      Inc
      (85,566)                             HSBC                   (65,853)
           Kennametal      Inc                  Morgan    Stanley
      (69,901)                                                (84,961)
           Kennedy-Wilson        Holdings     Inc           Barclays     Bank
      (14,750)                                                (3,835)
           Kennedy-Wilson        Holdings     Inc           Goldman    Sachs
      (83,059)                                                 9,957
           Kennedy-Wilson        Holdings     Inc
      (26,121)                             HSBC                    10,796
           Kennedy-Wilson        Holdings     Inc           Morgan    Stanley
      (54,989)                                                (13,351)
           Keurig    Dr  Pepper    Inc               Barclays     Bank
       28,655                                                21,205
       (1,510)    Keurig    Dr  Pepper    Inc               Goldman    Sachs                (1,540)
           Keurig    Dr  Pepper    Inc
      (14,127)                             HSBC                   (25,994)
           Keurig    Dr  Pepper    Inc               Morgan    Stanley
       11,327                                                8,382
           Key  Energy    Services     Inc             Bank   of  America    Merrill    Lynch
       25,910                                                (4,249)
           Key  Tronic    Corp                  Bank   of  America    Merrill    Lynch
       63,169                                               (30,953)
           Key  Tronic    Corp                  Morgan    Stanley
       10,881                                                 (218)
                                   Bank   of  America    Merrill    Lynch
       (5,470)    KeyCorp                                           (2,680)
                                   Barclays     Bank
       (7,176)    KeyCorp                                           (1,013)
                                   Goldman    Sachs
      (27,774)     KeyCorp                                           (12,830)
      (41,719)     KeyCorp                        HSBC                    (5,487)
                                   Morgan    Stanley
       (7,425)    KeyCorp                                           (1,485)
           Keysight     Technologies       Inc            Bank   of  America    Merrill    Lynch
       3,016                                               (6,817)
           Keysight     Technologies       Inc            Barclays     Bank
       5,165                                               11,673
           Keysight     Technologies       Inc            Goldman    Sachs
        681                                              (2,152)
           Keysight     Technologies       Inc
       2,903                            HSBC                    (1,468)
           Keysight     Technologies       Inc            Morgan    Stanley
       12,199                                                27,570
           Kezar   Life   Sciences     Inc             Bank   of  America    Merrill    Lynch
       9,669                                                2,611
           Kezar   Life   Sciences     Inc             Barclays     Bank
       18,006                                                (1,260)
           Kezar   Life   Sciences     Inc             Goldman    Sachs
       4,209                                                1,136
       7,981    Kezar   Life   Sciences     Inc             HSBC                     (718)
           Kezar   Life   Sciences     Inc             Morgan    Stanley
       5,690                                                (398)
           Kforce    Inc                    Bank   of  America    Merrill    Lynch
       25,208                                               (12,478)
           Kforce    Inc                    Barclays     Bank
       11,578                                                2,618
           Kforce    Inc                    Goldman    Sachs
       7,004                                               (1,842)
           Kforce    Inc
       26,356                            HSBC                   (46,914)
           Kforce    Inc                    Morgan    Stanley
       19,902                                                9,951
           Kilroy    Realty    Corp   (Reit)
       8,529                            HSBC                    10,491
           Kilroy    Realty    Corp   (Reit)              Morgan    Stanley
       27,042                                                73,554
           Kilroy    Realty    Corp   (Reit)              Morgan    Stanley
       (5,294)                                               (14,400)
           Kimball    Electronics      Inc             Bank   of  America    Merrill    Lynch
      (40,331)                                                (6,453)
                                217/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Kimball    Electronics      Inc             Goldman    Sachs
      (16,082)                                                (2,573)
           Kimball    International       Inc   ’B’          Bank   of  America    Merrill    Lynch
       37,818                                                5,295
           Kimball    International       Inc   ’B’          Barclays     Bank
       9,865                                                5,426
           Kimball    International       Inc   ’B’          Goldman    Sachs
       21,163                                                2,963
           Kimball    International       Inc   ’B’          Morgan    Stanley
       31,293                                                17,211
           Kimberly-Clark        Corp                Barclays     Bank
       (5,435)                                               (16,468)
           Kimberly-Clark        Corp                Goldman    Sachs
      (15,586)                                                (76,839)
           Kimberly-Clark        Corp
       (1,608)                            HSBC                    (8,201)
           Kimberly-Clark        Corp                Morgan    Stanley
       (6,134)                                               (18,586)
           Kimco   Realty    Corp   (Reit)              Bank   of  America    Merrill    Lynch
       6,443                                                1,450
           Kimco   Realty    Corp   (Reit)              Bank   of  America    Merrill    Lynch
       (5,216)                                                (1,174)
           Kimco   Realty    Corp   (Reit)              Barclays     Bank
      (12,366)                                                (5,627)
           Kimco   Realty    Corp   (Reit)              Goldman    Sachs
      (27,754)                                                (6,245)
           Kimco   Realty    Corp   (Reit)
      (24,617)                             HSBC                   (22,278)
           Kimco   Realty    Corp   (Reit)              Morgan    Stanley
      (40,797)                                                (18,563)
       32,902    Kinder    Morgan    Inc/DE                Bank   of  America    Merrill    Lynch       (25,993)
           Kinder    Morgan    Inc/DE                Bank   of  America    Merrill    Lynch
       (8,582)                                                6,780
           Kinder    Morgan    Inc/DE                Barclays     Bank
       2,750                                                (853)
           Kinder    Morgan    Inc/DE                Goldman    Sachs
       24,518                                               (10,891)
           Kinder    Morgan    Inc/DE
       15,630                            HSBC                    (6,634)
           Kinder    Morgan    Inc/DE
      (98,031)                             HSBC                    37,252
           Kinder    Morgan    Inc/DE                Morgan    Stanley
       31,941                                                (9,902)
           Kinder    Morgan    Inc/DE                Morgan    Stanley
      (60,455)                                                18,741
           Kindred    Biosciences      Inc             Bank   of  America    Merrill    Lynch
      (18,731)                                                  937
           Kingstone     Cos  Inc                Bank   of  America    Merrill    Lynch
       (6,236)                                                  31
           Kingstone     Cos  Inc                Goldman    Sachs
       (3,009)                                                  15
           Kiniksa    Pharmaceuticals        Ltd   ’A’         Bank   of  America    Merrill    Lynch
       1,458                                                6,444
           Kiniksa    Pharmaceuticals        Ltd   ’A’         Barclays     Bank
       4,206                                                5,636
           Kiniksa    Pharmaceuticals        Ltd   ’A’         Goldman    Sachs
       3,508                                               15,505
           Kiniksa    Pharmaceuticals        Ltd   ’A’
       6,836                            HSBC                    24,883
           Kiniksa    Pharmaceuticals        Ltd   ’A’         Morgan    Stanley
       7,678                                               10,289
           Kinsale    Capital    Group   Inc            Bank   of  America    Merrill    Lynch
       (3,416)                                               (15,667)
           Kinsale    Capital    Group   Inc            Bank   of  America    Merrill    Lynch
       7,374                                               45,719
           Kinsale    Capital    Group   Inc            Barclays     Bank
       (4,016)                                               (23,694)
       (1,533)    Kinsale    Capital    Group   Inc            HSBC                   (11,398)
           Kinsale    Capital    Group   Inc            Morgan    Stanley
       (3,153)                                               (18,603)
           Kirby   Corp                    Bank   of  America    Merrill    Lynch
       (2,593)                                                (3,993)
           Kirby   Corp                    Goldman    Sachs
       (3,011)                                                (4,637)
           Kirby   Corp
       (3,108)                            HSBC                    (4,631)
           Kirby   Corp                    Morgan    Stanley
      (24,821)                                                (16,382)
           Kite   Realty    Group   Trust   (Reit)           Bank   of  America    Merrill    Lynch
      (28,103)                                                (15,738)
           Kite   Realty    Group   Trust   (Reit)
      (103,419)                             HSBC                   (148,923)
           Kite   Realty    Group   Trust   (Reit)           Morgan    Stanley
      (45,053)                                                (25,230)
           KKR  & Co  Inc   ’A’                Goldman    Sachs
       (4,374)                                                 (87)
           KKR  & Co  Inc   ’A’
       (7,363)                            HSBC                    (5,228)
                                218/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           KKR  & Co  Inc   ’A’                Morgan    Stanley
       (7,247)                                                (5,218)
           KKR  Real   Estate    Finance    Trust   Inc  (Reit)      Bank   of  America    Merrill    Lynch
       41,813                                                17,980
           KKR  Real   Estate    Finance    Trust   Inc  (Reit)      Barclays     Bank
       10,100                                                3,333
           KKR  Real   Estate    Finance    Trust   Inc  (Reit)      Goldman    Sachs
       4,214                                                1,292
           KKR  Real   Estate    Finance    Trust   Inc  (Reit)
       89,059                            HSBC                    35,052
           KKR  Real   Estate    Finance    Trust   Inc  (Reit)      Morgan    Stanley
       77,914                                                25,712
           KLA-Tencor      Corp                  Barclays     Bank
       6,812                                               43,188
           KLA-Tencor      Corp                  Goldman    Sachs
       1,797                                               (22,866)
           KLA-Tencor      Corp
       (5,073)                            HSBC                    47,585
           KLA-Tencor      Corp
       5,398                            HSBC                   (48,216)
           KLA-Tencor      Corp                  Morgan    Stanley
       (3,180)                                               (20,161)
           KLA-Tencor      Corp                  Morgan    Stanley
       3,157                                               20,015
           KLX  Energy    Services     Holdings     Inc
       3,011                            HSBC                   (13,218)
           KLX  Energy    Services     Holdings     Inc         Morgan    Stanley
       8,775                                               (1,229)
           Knight-Swift       Transportation        Holdings     Inc    Barclays     Bank
       (6,529)                                                (6,333)
      (18,466)     Knight-Swift       Transportation        Holdings     Inc    HSBC                    4,432
           Knight-Swift       Transportation        Holdings     Inc    Morgan    Stanley
        (753)                                                (730)
           Knoll   Inc                    Bank   of  America    Merrill    Lynch
      (24,521)                                                (15,693)
           Knoll   Inc
       (8,744)                            HSBC                    (3,935)
           Knoll   Inc                    Morgan    Stanley
      (57,582)                                                (28,215)
           Knowles    Corp                   Bank   of  America    Merrill    Lynch
       (2,124)                                                 319
           Knowles    Corp
      (23,220)                             HSBC                     464
           Knowles    Corp                   Morgan    Stanley
      (35,784)                                                (15,029)
           Kodiak    Sciences     Inc               Goldman    Sachs
       11,120                                               (14,968)
           Kodiak    Sciences     Inc               Morgan    Stanley
       3,532                                                6,446
           Kohl’s    Corp                   Bank   of  America    Merrill    Lynch
       2,610                                               (30,015)
           Kohl’s    Corp
       7,905                            HSBC                   (74,781)
           Kohl’s    Corp                   Morgan    Stanley
       9,582                                                5,558
           Kontoor    Brands    Inc                Barclays     Bank
       (2,087)                                                 (772)
           Kontoor    Brands    Inc                Goldman    Sachs
      (11,977)                                                (4,455)
           Kontoor    Brands    Inc
      (28,700)                             HSBC                    3,444
           Kontoor    Brands    Inc                Morgan    Stanley
      (37,077)                                                (13,718)
           Kopin   Corp                    Bank   of  America    Merrill    Lynch
       12,665                                                 (603)
           Kopin   Corp                    Goldman    Sachs
       59,907                                                (2,852)
       4,539    Kopin   Corp                    Morgan    Stanley                  (18)
           Koppers    Holdings     Inc               Barclays     Bank
       (1,044)                                                1,232
           Koppers    Holdings     Inc               Goldman    Sachs
        (905)                                               1,423
           Koppers    Holdings     Inc               Morgan    Stanley
      (16,289)                                                19,571
           Korn/Ferry      International                  Bank   of  America    Merrill    Lynch
        (895)                                                (868)
           Korn/Ferry      International                  Bank   of  America    Merrill    Lynch
       26,755                                                25,952
           Korn/Ferry      International                  Barclays     Bank
       8,739                                               19,313
           Korn/Ferry      International                  Goldman    Sachs
       16,828                                                13,474
           Korn/Ferry      International
       4,404                            HSBC                    1,585
           Korn/Ferry      International                  Morgan    Stanley
       14,517                                                32,083
           Kosmos    Energy    Ltd                Goldman    Sachs
       23,112                                               (23,574)
                                219/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Kosmos    Energy    Ltd
      (34,900)                             HSBC                    39,437
           Kosmos    Energy    Ltd                Morgan    Stanley
      (15,846)                                                11,885
           Kosmos    Energy    Ltd                Morgan    Stanley
       35,163                                               (26,372)
           Kraft   Heinz   Co/The                 Morgan    Stanley
       14,642                                                (3,807)
           Kraton    Corp                    Goldman    Sachs
       6,667                                                1,232
           Kraton    Corp
       9,902                            HSBC                    5,519
           Kratos    Defense    & Security     Solutions     Inc     Bank   of  America    Merrill    Lynch
      (24,145)                                                47,324
           Kratos    Defense    & Security     Solutions     Inc     Barclays     Bank
      (22,025)                                                14,977
           Kratos    Defense    & Security     Solutions     Inc     Goldman    Sachs
      (31,291)                                                61,330
           Kratos    Defense    & Security     Solutions     Inc     Morgan    Stanley
      (61,538)                                                41,846
           Kroger    Co/The                    Barclays     Bank
       5,673                                                1,418
           Kroger    Co/The                    Goldman    Sachs
       8,783                                                4,044
           Kroger    Co/The
       18,534                            HSBC                    4,789
           Kroger    Co/The                    Morgan    Stanley
       7,522                                                1,880
           Kronos    Worldwide     Inc               Barclays     Bank
       4,253                                                 766
       38,501    Kronos    Worldwide     Inc               HSBC                   (31,571)
           Kronos    Worldwide     Inc               Morgan    Stanley
       28,974                                                5,215
           Krystal    Biotech    Inc               Barclays     Bank
       (2,075)                                                (6,246)
           Krystal    Biotech    Inc               Goldman    Sachs
       (1,231)                                                (6,752)
           Krystal    Biotech    Inc               Morgan    Stanley
       (3,050)                                                (9,181)
           Kura   Oncology     Inc                Bank   of  America    Merrill    Lynch
       (3,491)                                                (3,735)
           Kura   Oncology     Inc                Barclays     Bank
       (4,397)                                                (2,902)
           Kura   Oncology     Inc                Goldman    Sachs
      (12,483)                                                (13,357)
           Kura   Oncology     Inc
       (1,301)                            HSBC                     (325)
           Kura   Oncology     Inc                Morgan    Stanley
      (33,192)                                                (21,907)
           Kura   Sushi   USA  Inc   ’A’
       3,164                            HSBC                    12,941
           Kura   Sushi   USA  Inc   ’A’             Morgan    Stanley
       6,868                                                8,860
           KVH  Industries      Inc                Bank   of  America    Merrill    Lynch
        300                                                165
           KVH  Industries      Inc                Barclays     Bank
       4,300                                                1,892
           KVH  Industries      Inc                Goldman    Sachs
       3,800                                                2,090
           KVH  Industries      Inc                Morgan    Stanley
       3,500                                                1,540
           L Brands    Inc                   Bank   of  America    Merrill    Lynch
       (4,246)                                                (5,427)
           L Brands    Inc                   Barclays     Bank
       (9,675)                                                (9,082)
           L Brands    Inc                   Goldman    Sachs
      (10,516)                                                (12,041)
      (18,987)     L Brands    Inc                   HSBC                   (30,115)
           L Brands    Inc                   Morgan    Stanley
      (16,148)                                                (19,458)
           L3Harris     Technologies       Inc            Bank   of  America    Merrill    Lynch
        (845)                                               2,597
           L3Harris     Technologies       Inc            Barclays     Bank
       (1,524)                                                (4,008)
           L3Harris     Technologies       Inc            Goldman    Sachs
       (6,494)                                                6,101
           L3Harris     Technologies       Inc
       (1,282)                            HSBC                    (1,673)
           L3Harris     Technologies       Inc            Morgan    Stanley
        (937)                                               (2,465)
           La  Jolla   Pharmaceutical        Co           Barclays     Bank
      (13,074)                                                39,091
           La  Jolla   Pharmaceutical        Co           Goldman    Sachs
       (3,334)                                                11,436
           La  Jolla   Pharmaceutical        Co           Morgan    Stanley
       (3,499)                                                10,462
           Laboratory      Corp   of  America    Holdings          Bank   of  America    Merrill    Lynch
       (2,123)                                                (2,335)
                                220/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Laboratory      Corp   of  America    Holdings          Bank   of  America    Merrill    Lynch
       1,198                                                1,318
           Laboratory      Corp   of  America    Holdings          Barclays     Bank
        394                                               1,139
           Laboratory      Corp   of  America    Holdings
        304                          HSBC                    1,650
           Laboratory      Corp   of  America    Holdings          Morgan    Stanley
       (6,979)                                               (20,169)
           Ladder    Capital    Corp   (Reit)             Bank   of  America    Merrill    Lynch
       (6,527)                                                (2,611)
           Ladder    Capital    Corp   (Reit)             Barclays     Bank
      (19,985)                                                (8,194)
           Ladder    Capital    Corp   (Reit)             Goldman    Sachs
      (78,068)                                                (31,227)
           Ladder    Capital    Corp   (Reit)
      (43,987)                             HSBC                   (14,363)
           Ladder    Capital    Corp   (Reit)             Morgan    Stanley
      (33,481)                                                (13,242)
           Lakeland     Bancorp    Inc               Bank   of  America    Merrill    Lynch
       4,056                                                (162)
           Lakeland     Bancorp    Inc               Barclays     Bank
       61,687                                                12,029
           Lakeland     Bancorp    Inc               Goldman    Sachs
       66,810                                                (2,672)
           Lakeland     Bancorp    Inc
       42,660                            HSBC                    (2,560)
           Lakeland     Bancorp    Inc               Morgan    Stanley
      136,237                                                26,566
           Lakeland     Financial     Corp              Bank   of  America    Merrill    Lynch
        698                                                377
       13,862    Lakeland     Financial     Corp              Barclays     Bank                5,690
           Lakeland     Financial     Corp              Goldman    Sachs
       11,189                                                6,042
           Lakeland     Financial     Corp
       17,284                            HSBC                    7,436
           Lakeland     Financial     Corp              Morgan    Stanley
       20,660                                                9,090
           Lam  Research     Corp                 Barclays     Bank
        322                                               1,929
           Lam  Research     Corp                 Goldman    Sachs
       5,877                                               (92,328)
           Lam  Research     Corp
       4,269                            HSBC                   (20,692)
           Lam  Research     Corp                 Morgan    Stanley
       8,270                                               49,537
           Lamar   Advertising      Co  ’A’   (Reit)          Bank   of  America    Merrill    Lynch
       2,916                                                4,087
           Lamar   Advertising      Co  ’A’   (Reit)          Barclays     Bank
       25,317                                                40,760
           Lamar   Advertising      Co  ’A’   (Reit)          Goldman    Sachs
       12,479                                                13,827
           Lamar   Advertising      Co  ’A’   (Reit)
       24,657                            HSBC                    56,347
           Lamar   Advertising      Co  ’A’   (Reit)          Morgan    Stanley
       18,294                                                29,454
           Lamb   Weston    Holdings     Inc             Bank   of  America    Merrill    Lynch
       (1,380)                                                (1,118)
           Lamb   Weston    Holdings     Inc             Barclays     Bank
       (3,742)                                                (3,143)
           Lamb   Weston    Holdings     Inc             Goldman    Sachs
       (5,256)                                                (4,257)
           Lamb   Weston    Holdings     Inc
       (4,378)                            HSBC                   (21,015)
           Lamb   Weston    Holdings     Inc             Morgan    Stanley
       (5,382)                                                (4,521)
           Lancaster     Colony    Corp               Bank   of  America    Merrill    Lynch
         92                                               204
       9,741    Lancaster     Colony    Corp               Barclays     Bank               16,463
           Lancaster     Colony    Corp               Goldman    Sachs
       12,426                                                27,586
           Lancaster     Colony    Corp
       13,791                            HSBC                    29,375
           Lancaster     Colony    Corp               Morgan    Stanley
       14,947                                                25,260
           Landec    Corp                    Bank   of  America    Merrill    Lynch
       32,054                                                11,539
           Landec    Corp                    Goldman    Sachs
       28,796                                                10,367
           Lands’    End  Inc                 Barclays     Bank
       2,223                                                1,456
           Lands’    End  Inc
       3,784                            HSBC                    3,141
           Landstar     System    Inc               Bank   of  America    Merrill    Lynch
       17,975                                               (12,223)
           Landstar     System    Inc               Barclays     Bank
        (509)                                                (473)
           Landstar     System    Inc               Goldman    Sachs
       10,624                                                (7,224)
                                221/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Landstar     System    Inc
        (599)                           HSBC                     (748)
           Landstar     System    Inc               Morgan    Stanley
       2,885                                                2,683
           Landstar     System    Inc               Morgan    Stanley
       (1,438)                                                (1,337)
           Lannett    Co  Inc                  Barclays     Bank
      (26,455)                                                (7,672)
           Lannett    Co  Inc
      (16,087)                             HSBC                    1,448
           Lannett    Co  Inc                  Morgan    Stanley
       (2,642)                                                 (766)
           Lantheus     Holdings     Inc              Bank   of  America    Merrill    Lynch
       (7,261)                                                3,921
           Lantheus     Holdings     Inc
       (2,057)                            HSBC                     946
           Lantheus     Holdings     Inc              Morgan    Stanley
      (48,733)                                                (37,524)
           Laredo    Petroleum     Inc               Goldman    Sachs
       74,214                                                (9,648)
           Laredo    Petroleum     Inc
      203,836                             HSBC                   (69,304)
           Laredo    Petroleum     Inc               Morgan    Stanley
       82,922                                                 (829)
           Las  Vegas   Sands   Corp               Bank   of  America    Merrill    Lynch
       6,249                                               13,960
           Las  Vegas   Sands   Corp
       (8,869)                            HSBC                    10,022
           Las  Vegas   Sands   Corp
       1,114                            HSBC                     (302)
       (5,910)    Las  Vegas   Sands   Corp               Morgan    Stanley                (9,752)
           Las  Vegas   Sands   Corp               Morgan    Stanley
       3,454                                                5,699
           Latam   Airlines     Group   SA  ADR           Goldman    Sachs
       16,563                                                (5,300)
           Latam   Airlines     Group   SA  ADR           Morgan    Stanley
       34,099                                                (7,502)
           Lattice    Semiconductor       Corp            Bank   of  America    Merrill    Lynch
       (4,439)                                                1,354
           Lattice    Semiconductor       Corp            Goldman    Sachs
       (5,928)                                                1,808
           Lattice    Semiconductor       Corp            Morgan    Stanley
       (9,812)                                                (4,121)
           Laureate     Education     Inc   ’A’           Bank   of  America    Merrill    Lynch
      (61,471)                                                (33,194)
           Laureate     Education     Inc   ’A’           Goldman    Sachs
      (53,727)                                                (29,013)
           Laureate     Education     Inc   ’A’
      (52,888)                             HSBC                   (34,377)
           Laureate     Education     Inc   ’A’           Morgan    Stanley
      (66,920)                                                (54,874)
           Lawson    Products     Inc/DE               Barclays     Bank
       1,738                                                4,571
           Lawson    Products     Inc/DE               Goldman    Sachs
       3,683                                               13,001
           Lawson    Products     Inc/DE               Morgan    Stanley
       8,969                                               23,588
           Lazard    Ltd   ’A’                 Morgan    Stanley
      (15,015)                                                (16,216)
           La-Z-Boy     Inc                   Bank   of  America    Merrill    Lynch
       2,676                                               (13,701)
           La-Z-Boy     Inc                   Barclays     Bank
       19,759                                                14,226
           La-Z-Boy     Inc                   Goldman    Sachs
       4,176                                               (21,381)
           La-Z-Boy     Inc
       1,609                            HSBC                    (7,490)
       13,376    LB  Foster    Co  ’A’                Bank   of  America    Merrill    Lynch        (2,742)
           LB  Foster    Co  ’A’                Goldman    Sachs
       14,739                                                (3,021)
           LB  Foster    Co  ’A’                Morgan    Stanley
       8,840                                                6,409
           LCI  Industries                     Barclays     Bank
       8,706                                               20,171
           LCI  Industries                     Goldman    Sachs
       7,084                                               11,357
           LCI  Industries
       7,531                            HSBC                    5,920
           LCI  Industries                     Morgan    Stanley
       12,776                                                30,844
           LCNB   Corp                     Barclays     Bank
       (4,846)                                                 (824)
           LCNB   Corp                     Goldman    Sachs
       (4,985)                                                (2,265)
           LCNB   Corp
      (23,819)                             HSBC                   (18,341)
           Leaf   Group   Ltd                  Bank   of  America    Merrill    Lynch
       25,429                                               (18,309)
                                222/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Leaf   Group   Ltd                  Goldman    Sachs
       9,669                                               (6,962)
           Leaf   Group   Ltd                  Morgan    Stanley
       2,956                                                (503)
           Lear   Corp                     Barclays     Bank
       (4,145)                                                (9,072)
           Lear   Corp                     Goldman    Sachs
       (5,072)                                                (6,710)
           Lear   Corp
       (2,102)                            HSBC                    (2,280)
           Lear   Corp                     Morgan    Stanley
       (5,757)                                               (14,738)
           Lee  Enterprises      Inc               Goldman    Sachs
       77,984                                                 (780)
           Lee  Enterprises      Inc
       34,202                            HSBC                    1,026
           Lee  Enterprises      Inc               Morgan    Stanley
       57,542                                                 575
           Legacy    Housing    Corp                Barclays     Bank
       2,164                                                1,147
           Legacy    Housing    Corp
       5,185                            HSBC                    9,852
           Legacy    Housing    Corp                Morgan    Stanley
       2,188                                                1,160
           Legg   Mason   Inc                  Bank   of  America    Merrill    Lynch
       3,256                                                1,439
           Legg   Mason   Inc                  Barclays     Bank
       2,481                                                2,457
           Legg   Mason   Inc                  Goldman    Sachs
       2,697                                                1,467
       3,631    Legg   Mason   Inc                  HSBC                    2,502
           Legg   Mason   Inc                  Morgan    Stanley
       5,105                                                5,054
           Leggett    & Platt   Inc               Bank   of  America    Merrill    Lynch
      (28,128)                                                21,940
           Leggett    & Platt   Inc               Goldman    Sachs
       (3,564)                                                2,780
           Leggett    & Platt   Inc
      (14,609)                             HSBC                    37,837
           Leggett    & Platt   Inc               Morgan    Stanley
      (13,327)                                                (3,465)
           Leidos    Holdings     Inc               Barclays     Bank
       (5,267)                                               (12,009)
           Leidos    Holdings     Inc               Goldman    Sachs
       (2,624)                                                 657
           Leidos    Holdings     Inc
      (12,598)                             HSBC                   (45,101)
           Leidos    Holdings     Inc               Morgan    Stanley
      (12,829)                                                (29,250)
           LeMaitre     Vascular     Inc              Morgan    Stanley
       9,409                                               (2,635)
           LendingClub      Corp                 Bank   of  America    Merrill    Lynch
       (4,216)                                                 (379)
           LendingClub      Corp                 Barclays     Bank
      (15,621)                                                (7,199)
           LendingClub      Corp                 Goldman    Sachs
      (12,234)                                                (2,753)
           LendingClub      Corp
       (9,320)                            HSBC                    2,734
           LendingClub      Corp                 Morgan    Stanley
      (11,480)                                                (6,199)
           LendingTree      Inc                 Bank   of  America    Merrill    Lynch
        (209)                                                747
           LendingTree      Inc                 Barclays     Bank
         63                                               (309)
           LendingTree      Inc                 Barclays     Bank
        (353)                                               1,303
        115   LendingTree      Inc                 Goldman    Sachs                 (646)
           LendingTree      Inc
         83                          HSBC                      35
           LendingTree      Inc                 Morgan    Stanley
        190                                               (933)
           Lennar    Corp   ’A’                 Bank   of  America    Merrill    Lynch
       15,879                                                9,122
           Lennar    Corp   ’A’                 Barclays     Bank
       13,238                                                14,959
           Lennar    Corp   ’A’                 Goldman    Sachs
       4,509                                                2,525
           Lennar    Corp   ’A’
       21,157                            HSBC                    44,641
           Lennar    Corp   ’A’                 Morgan    Stanley
       13,153                                                14,863
           Lennar    Corp   ’B’                 Bank   of  America    Merrill    Lynch
       (6,848)                                                (4,520)
           Lennox    International       Inc
        (77)                          HSBC                     (975)
           Lennox    International       Inc             Morgan    Stanley
       3,655                                               20,322
                                223/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Lennox    International       Inc             Morgan    Stanley
        (583)                                               (3,241)
           Level   One  Bancorp    Inc              Bank   of  America    Merrill    Lynch
       (2,080)                                                 (260)
           Level   One  Bancorp    Inc              Morgan    Stanley
        (623)                                                (402)
           Levi   Strauss    & Co  ’A’              Barclays     Bank
       (1,469)                                                  88
           Levi   Strauss    & Co  ’A’              Goldman    Sachs
       (3,716)                                                 929
           Levi   Strauss    & Co  ’A’
      (26,822)                             HSBC                    5,365
           Levi   Strauss    & Co  ’A’              Morgan    Stanley
      (19,168)                                                 1,150
           Lexington     Realty    Trust   (Reit)            Barclays     Bank
      (77,959)                                                (17,973)
           Lexington     Realty    Trust   (Reit)            Goldman    Sachs
      (122,560)                                                (31,392)
           Lexington     Realty    Trust   (Reit)
      (139,358)                             HSBC                   (42,228)
           Lexington     Realty    Trust   (Reit)            Morgan    Stanley
      (336,795)                                                (94,302)
           LGI  Homes   Inc                  Bank   of  America    Merrill    Lynch
       (3,665)                                                (3,775)
           LGI  Homes   Inc                  Barclays     Bank
       (4,485)                                               (10,809)
           LGI  Homes   Inc                  Barclays     Bank
        421                                               1,015
           LGI  Homes   Inc                  Goldman    Sachs
        594                                                612
        (580)   LGI  Homes   Inc                  Goldman    Sachs                 (162)
           LGI  Homes   Inc
        (563)                           HSBC                    (1,081)
           LGI  Homes   Inc
       13,473                            HSBC                    25,868
           LGI  Homes   Inc                  Morgan    Stanley
       (3,512)                                                (8,464)
           LHC  Group   Inc                  Bank   of  America    Merrill    Lynch
        399                                               1,664
           LHC  Group   Inc                  Barclays     Bank
       7,705                                               15,872
           LHC  Group   Inc                  Goldman    Sachs
       6,089                                               26,798
           LHC  Group   Inc
       (1,049)                            HSBC                    (8,591)
           LHC  Group   Inc
       8,945                            HSBC                    64,799
           LHC  Group   Inc                  Morgan    Stanley
       (3,767)                                                (7,760)
           LHC  Group   Inc                  Morgan    Stanley
       5,030                                               10,362
           Libbey    Inc                    Bank   of  America    Merrill    Lynch
       34,525                                                 (518)
           Libbey    Inc                    Goldman    Sachs
       10,189                                                 (153)
           Libbey    Inc                    Morgan    Stanley
       7,687                                                 269
           Liberty    Broadband     Corp   ’A’           Bank   of  America    Merrill    Lynch
      (29,831)                                                (34,007)
           Liberty    Broadband     Corp   ’A’           Goldman    Sachs
      (11,323)                                                (12,908)
           Liberty    Broadband     Corp   ’A’
       (3,923)                            HSBC                    (6,081)
           Liberty    Broadband     Corp   ’A’           Morgan    Stanley
      (13,873)                                                (11,515)
           Liberty    Broadband     Corp   ’C’           Bank   of  America    Merrill    Lynch
      (26,997)                                                (55,074)
        (716)   Liberty    Broadband     Corp   ’C’           Goldman    Sachs                 (225)
           Liberty    Broadband     Corp   ’C’
        (323)                           HSBC                     (946)
           Liberty    Broadband     Corp   ’C’           Morgan    Stanley
       (7,442)                                                (8,261)
           Liberty    Global    Plc   ’A’             Bank   of  America    Merrill    Lynch
       42,607                                                (5,569)
           Liberty    Global    Plc   ’A’             Barclays     Bank
       27,302                                                3,140
           Liberty    Global    Plc   ’A’             Goldman    Sachs
       21,490                                                (3,438)
           Liberty    Global    Plc   ’A’
       16,768                            HSBC                   (39,237)
           Liberty    Global    Plc   ’A’             Morgan    Stanley
       39,362                                                4,527
           Liberty    Latin   America    Ltd   ’A’          Barclays     Bank
       (2,246)                                                1,213
           Liberty    Latin   America    Ltd   ’A’          Goldman    Sachs
      (19,437)                                                14,383
           Liberty    Latin   America    Ltd   ’A’
       (7,926)                            HSBC                    6,737
                                224/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Liberty    Latin   America    Ltd   ’A’          Morgan    Stanley
      (22,272)                                                12,027
           Liberty    Latin   America    Ltd   ’C’          Barclays     Bank
       9,479                                               (5,213)
           Liberty    Latin   America    Ltd   ’C’          Barclays     Bank
      (26,885)                                                14,787
           Liberty    Latin   America    Ltd   ’C’          Goldman    Sachs
      (15,964)                                                 8,710
           Liberty    Latin   America    Ltd   ’C’          Morgan    Stanley
       (4,917)                                                2,874
           Liberty    Media   Corp-Liberty       Braves    ’A’
       (5,378)                            HSBC                    8,175
           Liberty    Media   Corp-Liberty       Braves    ’A’      Morgan    Stanley
      (13,473)                                                (13,204)
           Liberty    Media   Corp-Liberty       Braves    ’C’
      (67,440)                             HSBC                    93,067
           Liberty    Media   Corp-Liberty       Braves    ’C’      Morgan    Stanley
      (78,509)                                                (63,592)
           Liberty    Media   Corp-Liberty       Formula    One   ’A’   Barclays     Bank
       (1,643)                                                (2,284)
           Liberty    Media   Corp-Liberty       Formula    One   ’A’   Goldman    Sachs
       (2,263)                                                (4,006)
           Liberty    Media   Corp-Liberty       Formula    One   ’A’
       (9,419)                            HSBC                   (49,921)
           Liberty    Media   Corp-Liberty       Formula    One   ’A’   Morgan    Stanley
      (12,587)                                                (17,496)
           Liberty    Media   Corp-Liberty       Formula    One   ’C’   Bank   of  America    Merrill    Lynch
       (3,301)                                                (6,305)
           Liberty    Media   Corp-Liberty       Formula    One   ’C’   Barclays     Bank
      (10,803)                                                (16,745)
      (13,718)     Liberty    Media   Corp-Liberty       Formula    One   ’C’   Goldman    Sachs               (26,201)
           Liberty    Media   Corp-Liberty       Formula    One   ’C’   Morgan    Stanley
      (32,360)                                                (50,158)
           Liberty    Media   Corp-Liberty       SiriusXM     ’C’    Barclays     Bank
      (10,090)                                                (3,935)
           Liberty    Media   Corp-Liberty       SiriusXM     ’C’    Goldman    Sachs
       (7,075)                                                (9,834)
           Liberty    Media   Corp-Liberty       SiriusXM     ’C’
      (26,660)                             HSBC                   (46,655)
           Liberty    Media   Corp-Liberty       SiriusXM     ’C’    Morgan    Stanley
      (23,413)                                                (9,131)
           Liberty    Oilfield     Services     Inc   ’A’        Bank   of  America    Merrill    Lynch
       (9,416)                                                 (754)
           Liberty    Oilfield     Services     Inc   ’A’        Barclays     Bank
       (2,632)                                                 (632)
           Liberty    Oilfield     Services     Inc   ’A’        Goldman    Sachs
      (23,698)                                                (1,895)
           Liberty    Oilfield     Services     Inc   ’A’        Morgan    Stanley
       (1,107)                                                 (266)
           Liberty    Property     Trust   (Reit)            Bank   of  America    Merrill    Lynch
      (31,977)                                                (69,710)
           Liberty    Property     Trust   (Reit)
       (3,033)                            HSBC                   (10,919)
           Liberty    Property     Trust   (Reit)            Morgan    Stanley
      (38,759)                                                (48,836)
           Liberty    TripAdvisor      Holdings     Inc   ’A’      Barclays     Bank
         (5)                                                (1)
           Liberty    TripAdvisor      Holdings     Inc   ’A’      Goldman    Sachs
      (23,375)                                                (4,909)
           Liberty    TripAdvisor      Holdings     Inc   ’A’
      (22,578)                             HSBC                    1,580
           Liberty    TripAdvisor      Holdings     Inc   ’A’      Morgan    Stanley
      (49,286)                                                (5,914)
           Life   Storage    Inc  (Reit)               Bank   of  America    Merrill    Lynch
       18,024                                                (1,442)
           Life   Storage    Inc  (Reit)               Barclays     Bank
       11,579                                                1,505
       13,547    Life   Storage    Inc  (Reit)               Goldman    Sachs                (1,084)
           Life   Storage    Inc  (Reit)
       14,836                            HSBC                    24,479
           Life   Storage    Inc  (Reit)               Morgan    Stanley
       17,487                                                2,273
           Lifetime     Brands    Inc               Bank   of  America    Merrill    Lynch
       (7,588)                                                 531
           Lifetime     Brands    Inc               Goldman    Sachs
      (36,080)                                                 2,526
           Lifetime     Brands    Inc
       (4,210)                            HSBC                     968
                                225/379





                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Lifetime     Brands    Inc               Morgan    Stanley
       (2,300)                                                 (115)
           Lifevantage      Corp                 Barclays     Bank
       (8,077)                                                (2,585)
           Lifevantage      Corp                 Goldman    Sachs
       (6,169)                                                (5,120)
           Lifevantage      Corp                 Morgan    Stanley
       (5,667)                                                (1,813)
           Ligand    Pharmaceuticals        Inc            Bank   of  America    Merrill    Lynch
       2,001                                               12,070
           Ligand    Pharmaceuticals        Inc            Barclays     Bank
       3,761                                               11,810
           Ligand    Pharmaceuticals        Inc
       6,141                            HSBC                    29,869
           Ligand    Pharmaceuticals        Inc            Morgan    Stanley
       (2,156)                                                (6,770)
           Ligand    Pharmaceuticals        Inc            Morgan    Stanley
       4,496                                               14,117
           Limelight     Networks     Inc              Bank   of  America    Merrill    Lynch
      (97,647)                                                (4,882)
           Limelight     Networks     Inc              Goldman    Sachs
      (48,438)                                                (2,422)
           Limelight     Networks     Inc              Morgan    Stanley
      (53,904)                                                (2,695)
           Limoneira     Co                  Barclays     Bank
       (2,910)                                                (2,852)
           Limoneira     Co                  Goldman    Sachs
       (4,445)                                                (2,934)
           Limoneira     Co
       (5,293)                            HSBC                    (4,147)
       (1,520)    Limoneira     Co                  Morgan    Stanley                (1,490)
           Lincoln    Electric     Holdings     Inc          Bank   of  America    Merrill    Lynch
      (38,200)                                                (41,256)
           Lincoln    Electric     Holdings     Inc          Morgan    Stanley
      (33,368)                                                (14,682)
           Lincoln    National     Corp               Bank   of  America    Merrill    Lynch
       11,784                                                7,542
           Lincoln    National     Corp               Bank   of  America    Merrill    Lynch
       (1,330)                                                 (851)
           Lincoln    National     Corp               Barclays     Bank
       3,019                                                3,713
           Lincoln    National     Corp               Barclays     Bank
       (3,836)                                                (4,718)
           Lincoln    National     Corp               Goldman    Sachs
       (2,886)                                                (1,847)
           Lincoln    National     Corp
       4,654                            HSBC                    (4,561)
           Lincoln    National     Corp
       (3,829)                            HSBC                    1,694
           Lincoln    National     Corp               Morgan    Stanley
       2,343                                                2,882
           Lindblad     Expeditions      Holdings     Inc        Goldman    Sachs
       2,412                                                 386
           Lindblad     Expeditions      Holdings     Inc        Morgan    Stanley
       30,092                                                3,611
           Linde   Plc                    Barclays     Bank
        (460)                                                (538)
           Linde   Plc                    Goldman    Sachs
       (3,736)                                                7,486
           Linde   Plc
       (4,937)                            HSBC                   (10,388)
           Linde   Plc                    Morgan    Stanley
       (6,662)                                                (7,795)
           Lindsay    Corp                   Bank   of  America    Merrill    Lynch
      (20,046)                                                (31,873)
           Lindsay    Corp                   Barclays     Bank
       (5,024)                                               (11,304)
       (2,304)    Lindsay    Corp                   Goldman    Sachs                (4,133)
           Lindsay    Corp
       (6,219)                            HSBC                    7,649
           Lindsay    Corp                   Morgan    Stanley
       (2,956)                                                (6,651)
           Lineage    Cell   Therapeutics       Inc          Bank   of  America    Merrill    Lynch
      (272,630)                                                (10,905)
           Lineage    Cell   Therapeutics       Inc          Morgan    Stanley
      (85,028)                                                (4,932)
           Lions   Gate   Entertainment       Corp   ’A’        Bank   of  America    Merrill    Lynch
       6,837                                               (1,709)
           Lions   Gate   Entertainment       Corp   ’A’        Goldman    Sachs
       47,508                                               (11,877)
           Lions   Gate   Entertainment       Corp   ’A’        Morgan    Stanley
       9,328                                                1,026
           Lions   Gate   Entertainment       Corp   ’B’        Goldman    Sachs
       36,359                                                (9,453)
           Lions   Gate   Entertainment       Corp   ’B’
       2,593                            HSBC                     467
           Lions   Gate   Entertainment       Corp   ’B’        Morgan    Stanley
       17,910                                                1,791
                                226/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Liquidia     Technologies       Inc            Goldman    Sachs
       (2,153)                                                (1,163)
           Liquidity     Services     Inc              Goldman    Sachs
       9,565                                                2,200
           Liquidity     Services     Inc              Morgan    Stanley
       3,175                                                1,143
           Lithia    Motors    Inc   ’A’              Bank   of  America    Merrill    Lynch
       5,270                                               10,804
           Lithia    Motors    Inc   ’A’              Barclays     Bank
       2,074                                                3,954
           Lithia    Motors    Inc   ’A’              Goldman    Sachs
        871                                               1,324
           Lithia    Motors    Inc   ’A’              Goldman    Sachs
       (1,259)                                                (2,581)
           Lithia    Motors    Inc   ’A’
        894                          HSBC                     307
           Lithia    Motors    Inc   ’A’              Morgan    Stanley
        (278)                                                (662)
           Lithia    Motors    Inc   ’A’              Morgan    Stanley
       1,954                                                4,651
           Littelfuse      Inc                  Bank   of  America    Merrill    Lynch
       (3,975)                                               (16,337)
           Littelfuse      Inc                  Bank   of  America    Merrill    Lynch
        852                                               3,502
           Littelfuse      Inc                  Barclays     Bank
        363                                               1,035
           Littelfuse      Inc                  Goldman    Sachs
        806                                               2,553
           Littelfuse      Inc
        270                          HSBC                     443
       (3,014)    Littelfuse      Inc                  Morgan    Stanley                (8,590)
           Littelfuse      Inc                  Morgan    Stanley
        567                                               1,616
           LivaNova     Plc                   Bank   of  America    Merrill    Lynch
       2,735                                               17,231
           LivaNova     Plc                   Barclays     Bank
       3,433                                               13,080
           LivaNova     Plc                   Goldman    Sachs
       5,516                                               34,751
           LivaNova     Plc
       4,389                            HSBC                    43,511
           LivaNova     Plc                   Morgan    Stanley
       2,056                                                7,833
           Live   Nation    Entertainment       Inc          Barclays     Bank
        438                                               1,340
           Live   Nation    Entertainment       Inc
       23,576                            HSBC                   176,584
           Live   Nation    Entertainment       Inc          Morgan    Stanley
       35,322                                               108,085
           Live   Oak  Bancshares      Inc
       (7,550)                            HSBC                    5,663
           Live   Oak  Bancshares      Inc             Morgan    Stanley
      (47,599)                                                (2,856)
           Livent    Corp                    Bank   of  America    Merrill    Lynch
       (5,924)                                                1,126
           Livent    Corp                    Barclays     Bank
      (13,104)                                                (4,324)
           Livent    Corp                    Goldman    Sachs
      (16,166)                                                (2,321)
           Livent    Corp
       (9,835)                            HSBC                    1,967
           Livent    Corp                    Morgan    Stanley
      (28,843)                                                (9,518)
           LivePerson      Inc                  Bank   of  America    Merrill    Lynch
       (2,105)                                                (1,579)
           LivePerson      Inc                  Barclays     Bank
       (3,091)                                                (6,275)
       (7,456)    LivePerson      Inc                  Goldman    Sachs                (5,592)
           LivePerson      Inc
      (10,088)                             HSBC                   (40,403)
           LivePerson      Inc                  Morgan    Stanley
       (7,070)                                               (14,352)
           LiveRamp     Holdings     Inc              Barclays     Bank
       (1,113)                                                (1,603)
           LiveRamp     Holdings     Inc              Barclays     Bank
       5,972                                                8,600
           LiveRamp     Holdings     Inc              Goldman    Sachs
       (5,134)                                                (8,292)
           LiveRamp     Holdings     Inc              Goldman    Sachs
       7,779                                               32,516
           LiveRamp     Holdings     Inc
        (733)                           HSBC                    (3,621)
           LiveRamp     Holdings     Inc              Morgan    Stanley
       (8,407)                                               (12,106)
           LiveRamp     Holdings     Inc              Morgan    Stanley
       7,742                                               11,148
           Livongo    Health    Inc                Bank   of  America    Merrill    Lynch
      (30,474)                                                (92,641)
                                227/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Livongo    Health    Inc                Barclays     Bank
      (44,869)                                                (8,525)
           Livongo    Health    Inc
       (1,936)                            HSBC                    (6,466)
           LKQ  Corp                     Bank   of  America    Merrill    Lynch
      (28,163)                                                 3,098
           LKQ  Corp                     Goldman    Sachs
      (11,231)                                                 1,235
           LKQ  Corp
      (25,037)                             HSBC                    (6,009)
           LKQ  Corp                     Morgan    Stanley
      (19,751)                                                (8,690)
           Loews   Corp                    Bank   of  America    Merrill    Lynch
        (268)                                                (220)
           Loews   Corp                    Barclays     Bank
       (8,179)                                                (2,699)
           Loews   Corp                    Goldman    Sachs
      (52,253)                                                (42,785)
           Loews   Corp
      (39,639)                             HSBC                     164
           Loews   Corp                    Morgan    Stanley
      (11,912)                                                (3,931)
           LogMeIn    Inc                   Bank   of  America    Merrill    Lynch
        468                                              (1,135)
           LogMeIn    Inc
       6,959                            HSBC                    60,474
           LogMeIn    Inc                   Morgan    Stanley
        673                                                77
           Loma   Negra   Cia  Industrial      Argentina     SA  ADR   Goldman    Sachs
       30,489                                                13,720
       50,399    Loma   Negra   Cia  Industrial      Argentina     SA  ADR   HSBC                    52,415
           Loma   Negra   Cia  Industrial      Argentina     SA  ADR   Morgan    Stanley
       61,266                                                9,190
           Loral   Space   & Communications        Inc         Barclays     Bank
       (6,115)                                                3,242
           Loral   Space   & Communications        Inc         Goldman    Sachs
       (9,614)                                                39,321
           Loral   Space   & Communications        Inc         Morgan    Stanley
       (4,487)                                                2,515
           Louisiana-Pacific         Corp              Bank   of  America    Merrill    Lynch
      (10,538)                                                (11,381)
           Louisiana-Pacific         Corp              Barclays     Bank
      (52,757)                                                (20,575)
           Louisiana-Pacific         Corp              Goldman    Sachs
      (22,792)                                                (20,974)
           Louisiana-Pacific         Corp
      (65,395)                             HSBC                   (43,026)
           Louisiana-Pacific         Corp              Morgan    Stanley
      (53,860)                                                (19,993)
           Lovesac    Co/The                   Barclays     Bank
       (7,319)                                                (5,270)
           Lovesac    Co/The                   Goldman    Sachs
       (5,676)                                                (5,108)
           Lovesac    Co/The
       (2,341)                            HSBC                    (2,051)
           Lovesac    Co/The                   Morgan    Stanley
       (4,040)                                                (2,909)
           Lowe’s    Cos  Inc                 Bank   of  America    Merrill    Lynch
       (5,661)                                               (13,077)
           Lowe’s    Cos  Inc
       (7,080)                            HSBC                   (27,116)
           Lowe’s    Cos  Inc                 Morgan    Stanley
       (7,617)                                                2,818
           LPL  Financial     Holdings     Inc            Bank   of  America    Merrill    Lynch
       2,656                                                3,885
           LPL  Financial     Holdings     Inc            Goldman    Sachs
       2,291                                                2,864
       4,063    LPL  Financial     Holdings     Inc            HSBC                    14,351
           LPL  Financial     Holdings     Inc            Morgan    Stanley
       (2,651)                                                (2,996)
           LPL  Financial     Holdings     Inc            Morgan    Stanley
       1,726                                                1,950
           LSB  Industries      Inc
       (3,676)                            HSBC                    1,581
           LSB  Industries      Inc                Morgan    Stanley
      (40,204)                                                (13,669)
           LSI  Industries      Inc                Bank   of  America    Merrill    Lynch
       70,563                                                17,641
           LSI  Industries      Inc                Goldman    Sachs
       77,224                                                19,306
           LTC  Properties      Inc  (Reit)              Bank   of  America    Merrill    Lynch
      (29,123)                                                (30,288)
           LTC  Properties      Inc  (Reit)              Barclays     Bank
      (64,213)                                               (118,902)
           LTC  Properties      Inc  (Reit)              Goldman    Sachs
      (95,434)                                                (97,972)
           LTC  Properties      Inc  (Reit)
      (38,912)                             HSBC                   (42,112)
                                228/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           LTC  Properties      Inc  (Reit)              Morgan    Stanley
      (78,157)                                               (150,061)
           Lululemon     Athletica     Inc             Goldman    Sachs
       6,092                                               66,372
           Lululemon     Athletica     Inc
       2,079                            HSBC                    46,477
           Lululemon     Athletica     Inc             Morgan    Stanley
       9,616                                               66,398
           Lumber    Liquidators      Holdings     Inc         Bank   of  America    Merrill    Lynch
        (500)                                                 20
           Lumber    Liquidators      Holdings     Inc         Barclays     Bank
      (13,984)                                                (6,013)
           Lumber    Liquidators      Holdings     Inc         Goldman    Sachs
      (34,378)                                                (6,276)
           Lumber    Liquidators      Holdings     Inc
      (13,849)                             HSBC                    (1,188)
           Lumber    Liquidators      Holdings     Inc         Morgan    Stanley
      (16,436)                                                (7,067)
           Lumentum     Holdings     Inc              Bank   of  America    Merrill    Lynch
       (4,550)                                               (23,342)
           Lumentum     Holdings     Inc              Goldman    Sachs
       (5,340)                                               (22,379)
           Lumentum     Holdings     Inc
       (5,364)                            HSBC                   (38,613)
           Lumentum     Holdings     Inc              Morgan    Stanley
      (14,138)                                                (82,566)
           Luminex    Corp
       22,344                            HSBC                    62,228
           Luminex    Corp                   Morgan    Stanley
       2,267                                                1,111
       (7,164)    Luna   Innovations      Inc               Barclays     Bank               (2,078)
           Luna   Innovations      Inc               Goldman    Sachs
      (24,456)                                                (23,233)
           Luna   Innovations      Inc
      (47,066)                             HSBC                   (44,242)
           Luna   Innovations      Inc               Morgan    Stanley
      (10,999)                                                (3,190)
           Luther    Burbank    Corp                Bank   of  America    Merrill    Lynch
       41,979                                                (2,939)
           Luther    Burbank    Corp                Barclays     Bank
        600                                                58
           Luther    Burbank    Corp                Goldman    Sachs
       10,775                                                 (754)
           Luther    Burbank    Corp
       4,371                            HSBC                     (214)
           Luther    Burbank    Corp                Morgan    Stanley
       11,229                                                1,797
           Luxfer    Holdings     Plc
       (4,663)                            HSBC                     326
           Luxfer    Holdings     Plc               Morgan    Stanley
      (11,186)                                                 5,369
           Lydall    Inc                    Bank   of  America    Merrill    Lynch
      (18,102)                                                17,016
           Lyft   Inc   ’A’                  Bank   of  America    Merrill    Lynch
       (1,269)                                                (5,749)
           Lyft   Inc   ’A’                  Barclays     Bank
       (6,363)                                               (18,071)
           Lyft   Inc   ’A’                  Goldman    Sachs
       7,999                                               50,074
           Lyft   Inc   ’A’                  Goldman    Sachs
      (12,445)                                                (77,906)
           Lyft   Inc   ’A’                  Morgan    Stanley
       2,657                                                7,546
           LyondellBasell        Industries      NV  ’A’        Bank   of  America    Merrill    Lynch
       2,206                                               (5,523)
           LyondellBasell        Industries      NV  ’A’        Barclays     Bank
       2,814                                                (478)
        463   LyondellBasell        Industries      NV  ’A’        Goldman    Sachs                 379
           LyondellBasell        Industries      NV  ’A’
       4,080                            HSBC                   (12,327)
           LyondellBasell        Industries      NV  ’A’        Morgan    Stanley
       20,547                                                (4,373)
           M&T  Bank   Corp                   Goldman    Sachs
        (614)                                               (1,224)
           M&T  Bank   Corp
       (3,170)                            HSBC                    3,317
           M&T  Bank   Corp                   Morgan    Stanley
      (23,199)                                                (2,552)
           M/I  Homes   Inc                  Goldman    Sachs
       (4,669)                                                (3,969)
           M/I  Homes   Inc
       (6,706)                            HSBC                   (12,540)
           M/I  Homes   Inc                  Morgan    Stanley
       (5,339)                                                (4,858)
           Macatawa     Bank   Corp                Bank   of  America    Merrill    Lynch
       66,942                                                 (669)
           Macatawa     Bank   Corp                Goldman    Sachs
       32,528                                                 (325)
                                229/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Macatawa     Bank   Corp
       57,580                            HSBC                    (9,213)
           Macatawa     Bank   Corp                Morgan    Stanley
       81,966                                                4,098
           Macerich     Co/The    (Reit)               Bank   of  America    Merrill    Lynch
       12,916                                               (10,550)
           Macerich     Co/The    (Reit)               Barclays     Bank
       31,804                                                32,440
           Macerich     Co/The    (Reit)               Goldman    Sachs
       53,758                                               (42,435)
           Macerich     Co/The    (Reit)
       31,917                            HSBC                   (27,448)
           Macerich     Co/The    (Reit)               Morgan    Stanley
       62,318                                                63,564
           Mack-Cali     Realty    Corp   (Reit)            Bank   of  America    Merrill    Lynch
      (62,040)                                                (15,820)
           Mack-Cali     Realty    Corp   (Reit)            Barclays     Bank
      (72,987)                                                (27,371)
           Mack-Cali     Realty    Corp   (Reit)            Goldman    Sachs
      (91,360)                                                (23,296)
           Mack-Cali     Realty    Corp   (Reit)
      (33,815)                             HSBC                    1,588
           Mack-Cali     Realty    Corp   (Reit)            Morgan    Stanley
      (169,021)                                                (63,383)
           Mackinac     Financial     Corp              Goldman    Sachs
       1,500                                                 (30)
           Mackinac     Financial     Corp
       1,302                            HSBC                      52
           Mackinac     Financial     Corp              Morgan    Stanley
        800                                                (80)
      (12,072)     MACOM   Technology      Solutions     Holdings     Inc     Barclays     Bank               (7,786)
           MACOM   Technology      Solutions     Holdings     Inc     Goldman    Sachs
      (19,338)                                                20,305
           MACOM   Technology      Solutions     Holdings     Inc
      (36,968)                             HSBC                   (66,173)
           MACOM   Technology      Solutions     Holdings     Inc     Morgan    Stanley
       (9,783)                                                (6,310)
           Macquarie     Infrastructure        Corp
      (10,829)                             HSBC                   (12,670)
           Macquarie     Infrastructure        Corp           Morgan    Stanley
      (10,571)                                                (1,691)
           Macquarie     Infrastructure        Corp           Morgan    Stanley
       13,168                                                2,107
           MacroGenics      Inc                 Goldman    Sachs
       6,961                                                5,151
           MacroGenics      Inc                 Morgan    Stanley
       43,371                                                31,227
           Macy’s    Inc                   Barclays     Bank
       56,115                                                (1,683)
           Macy’s    Inc                   Goldman    Sachs
       18,814                                               (27,280)
           Macy’s    Inc
       47,526                            HSBC                   (22,812)
           Macy’s    Inc                   Morgan    Stanley
       37,765                                                (1,133)
           Madison    Square    Garden    Co/The    ’A’        Barclays     Bank
       (3,520)                                               (22,880)
           Madison    Square    Garden    Co/The    ’A’        Goldman    Sachs
        (480)                                               (5,098)
           Madison    Square    Garden    Co/The    ’A’
      (10,755)                             HSBC                   (27,533)
           Madison    Square    Garden    Co/The    ’A’        Morgan    Stanley
       (7,688)                                               (49,972)
           Madrigal     Pharmaceuticals        Inc           Bank   of  America    Merrill    Lynch
        (775)                                               (8,473)
           Madrigal     Pharmaceuticals        Inc           Barclays     Bank
       (1,101)                                                (8,324)
       (3,111)    Madrigal     Pharmaceuticals        Inc           Goldman    Sachs               (37,737)
           Madrigal     Pharmaceuticals        Inc
       (1,505)                            HSBC                   (11,619)
           Madrigal     Pharmaceuticals        Inc           Morgan    Stanley
       (1,394)                                               (10,539)
           Magellan     Health    Inc               Bank   of  America    Merrill    Lynch
       (2,027)                                               (10,763)
           Magellan     Health    Inc               Barclays     Bank
       (3,743)                                                (2,770)
           Magellan     Health    Inc               Barclays     Bank
       3,140                                                2,324
           Magellan     Health    Inc               Goldman    Sachs
       2,004                                               10,641
           Magellan     Health    Inc               Goldman    Sachs
        (399)                                               (2,119)
           Magellan     Health    Inc               Morgan    Stanley
       (5,063)                                                (3,747)
           Magellan     Health    Inc               Morgan    Stanley
       1,967                                                1,456
           Magenta    Therapeutics       Inc             Bank   of  America    Merrill    Lynch
       8,549                                               34,025
                                230/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Magenta    Therapeutics       Inc             Goldman    Sachs
       2,572                                               10,237
           Magnolia     Oil  & Gas  Corp   ’A’           Bank   of  America    Merrill    Lynch
       (4,357)                                                2,252
           Magnolia     Oil  & Gas  Corp   ’A’           Barclays     Bank
      (68,455)                                                37,650
           Magnolia     Oil  & Gas  Corp   ’A’           Goldman    Sachs
      (57,191)                                                43,129
           Magnolia     Oil  & Gas  Corp   ’A’
      (91,944)                             HSBC                    75,185
           Magnolia     Oil  & Gas  Corp   ’A’           Morgan    Stanley
      (102,059)                                                 56,132
           MainStreet      Bancshares      Inc            Morgan    Stanley
      (25,082)                                                  251
                                   Bank   of  America    Merrill    Lynch
        (962)   Majesco                                              58
                                   Goldman    Sachs
       (2,302)    Majesco                                             138
       (1,767)    Majesco                        HSBC                     (212)
           Malibu    Boats   Inc   ’A’              Bank   of  America    Merrill    Lynch
       2,166                                                3,097
           Malibu    Boats   Inc   ’A’              Barclays     Bank
       5,845                                                8,241
           Malibu    Boats   Inc   ’A’              Goldman    Sachs
       4,606                                                6,587
           Malibu    Boats   Inc   ’A’
       5,902                            HSBC                    9,620
           Malibu    Boats   Inc   ’A’              Morgan    Stanley
       16,800                                                23,688
       13,387    Mallinckrodt       Plc                 HSBC                    10,442
           Malvern    Bancorp    Inc               Barclays     Bank
       (4,625)                                                2,451
           Malvern    Bancorp    Inc               Goldman    Sachs
       (4,735)                                                2,794
           Malvern    Bancorp    Inc
      (14,057)                             HSBC                    5,061
           Malvern    Bancorp    Inc               Morgan    Stanley
       (4,971)                                                2,635
           Mammoth    Energy    Services     Inc
      (26,980)                             HSBC                    (1,889)
           Mammoth    Energy    Services     Inc           Morgan    Stanley
      (46,825)                                                (3,278)
           Manhattan     Associates      Inc             Bank   of  America    Merrill    Lynch
       2,508                                               17,795
           Manhattan     Associates      Inc             Barclays     Bank
       4,923                                               23,631
           Manhattan     Associates      Inc             Goldman    Sachs
       5,026                                               36,589
           Manhattan     Associates      Inc
       4,619                            HSBC                    39,954
           Manhattan     Associates      Inc             Morgan    Stanley
       27,353                                               131,294
           Manitex    International       Inc            Barclays     Bank
       (3,958)                                                 356
           Manitex    International       Inc            Goldman    Sachs
        (200)                                                132
           Manitex    International       Inc            Morgan    Stanley
       (4,418)                                                 398
           Manitowoc     Co  Inc/The                 Barclays     Bank
       (2,956)                                                2,405
           Manitowoc     Co  Inc/The                 Goldman    Sachs
      (40,486)                                                (14,980)
           Manitowoc     Co  Inc/The
       (5,197)                            HSBC                     427
           Manitowoc     Co  Inc/The                 Morgan    Stanley
       (5,773)                                                1,155
      (36,522)     MannKind     Corp                   Goldman    Sachs                  -
           MannKind     Corp                   Morgan    Stanley
      (58,132)                                                (1,453)
           ManpowerGroup       Inc                Bank   of  America    Merrill    Lynch
      (24,462)                                                (2,202)
           ManpowerGroup       Inc                Barclays     Bank
       (1,654)                                                 (943)
           ManpowerGroup       Inc                Goldman    Sachs
      (11,453)                                                (1,030)
           ManpowerGroup       Inc
       (8,994)                            HSBC                    8,454
           ManpowerGroup       Inc                Morgan    Stanley
      (36,842)                                                (21,000)
           ManTech    International       Corp/VA     ’A’        Bank   of  America    Merrill    Lynch
       16,262                                                 813
           ManTech    International       Corp/VA     ’A’        Barclays     Bank
       7,865                                                7,491
           ManTech    International       Corp/VA     ’A’        Goldman    Sachs
       15,677                                                 350
           ManTech    International       Corp/VA     ’A’
       15,604                            HSBC                    43,522
                                231/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           ManTech    International       Corp/VA     ’A’        Morgan    Stanley
       15,544                                                17,875
           Marathon     Oil  Corp                 Bank   of  America    Merrill    Lynch
       86,354                                               (36,269)
           Marathon     Oil  Corp                 Barclays     Bank
       2,627                                               (1,366)
           Marathon     Oil  Corp                 Goldman    Sachs
       61,277                                               (25,736)
           Marathon     Oil  Corp
       13,996                            HSBC                   (11,897)
           Marathon     Oil  Corp                 Morgan    Stanley
       92,622                                               (48,163)
           Marathon     Petroleum     Corp              Bank   of  America    Merrill    Lynch
       15,910                                               (48,742)
           Marathon     Petroleum     Corp              Barclays     Bank
       2,972                                               (3,566)
           Marathon     Petroleum     Corp              Goldman    Sachs
       14,014                                               (49,470)
           Marathon     Petroleum     Corp
       11,970                            HSBC                   (52,982)
           Marathon     Petroleum     Corp              Morgan    Stanley
       7,242                                               (8,690)
           Marchex    Inc   ’B’                 Bank   of  America    Merrill    Lynch
       90,959                                                (3,638)
           Marchex    Inc   ’B’                 Goldman    Sachs
       90,924                                                (3,637)
           Marchex    Inc   ’B’                 Morgan    Stanley
       74,950                                                (2,249)
           Marcus    & Millichap     Inc              Goldman    Sachs
      (10,792)                                                (10,680)
       (8,432)    Marcus    & Millichap     Inc              Morgan    Stanley                (12,479)
           Marcus    Corp/The
      (13,560)                             HSBC                    34,714
           Marin   Software     Inc                Bank   of  America    Merrill    Lynch
       3,192                                               (1,197)
           Marin   Software     Inc                Goldman    Sachs
       4,734                                               (1,775)
           Marin   Software     Inc                Morgan    Stanley
       2,918                                                (336)
           Marine    Products     Corp               Bank   of  America    Merrill    Lynch
       (7,378)                                                (2,287)
           Marine    Products     Corp               Barclays     Bank
       (1,500)                                                 (255)
           MarineMax     Inc                  Bank   of  America    Merrill    Lynch
       11,346                                                (3,290)
           MarineMax     Inc                  Goldman    Sachs
       14,984                                                (4,345)
           MarineMax     Inc                  Morgan    Stanley
       25,813                                                9,809
           Marinus    Pharmaceuticals        Inc           Bank   of  America    Merrill    Lynch
      (12,707)                                                (2,287)
           Marinus    Pharmaceuticals        Inc           Goldman    Sachs
      (24,554)                                                (4,420)
           Marinus    Pharmaceuticals        Inc
       (6,164)                            HSBC                     (801)
           Markel    Corp                    Bank   of  America    Merrill    Lynch
        (376)                                               (6,798)
           Markel    Corp                    Barclays     Bank
        686                                              19,913
           Markel    Corp
        186                          HSBC                    (4,457)
           Markel    Corp                    Morgan    Stanley
        185                                               4,898
           MarketAxess      Holdings     Inc             Bank   of  America    Merrill    Lynch
        (644)                                              (15,559)
           MarketAxess      Holdings     Inc             Barclays     Bank
        (396)                                               (5,104)
        (330)   MarketAxess      Holdings     Inc             Goldman    Sachs                (1,916)
           MarketAxess      Holdings     Inc
        (850)                           HSBC                   (34,023)
           MarketAxess      Holdings     Inc             Morgan    Stanley
       (2,400)                                               (30,936)
           Marlin    Business     Services     Corp           Bank   of  America    Merrill    Lynch
      (25,888)                                                (35,467)
           Marlin    Business     Services     Corp           Morgan    Stanley
      (25,127)                                                (9,800)
           Marriott     International       Inc/MD    ’A’        Bank   of  America    Merrill    Lynch
      (13,547)                                                (76,405)
           Marriott     International       Inc/MD    ’A’        Barclays     Bank
      (20,640)                                               (101,342)
           Marriott     International       Inc/MD    ’A’        Goldman    Sachs
      (14,764)                                                (82,673)
           Marriott     International       Inc/MD    ’A’
       (6,983)                            HSBC                   (49,258)
           Marriott     International       Inc/MD    ’A’        Morgan    Stanley
       (3,130)                                               (15,368)
           Marriott     Vacations     Worldwide     Corp         Barclays     Bank
       (2,595)                                               (14,558)
                                232/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Marriott     Vacations     Worldwide     Corp         Goldman    Sachs
       (2,962)                                               (15,641)
           Marriott     Vacations     Worldwide     Corp
      (11,401)                             HSBC                   (87,089)
           Marriott     Vacations     Worldwide     Corp         Morgan    Stanley
       (8,123)                                               (45,569)
           Marsh   & McLennan     Cos  Inc             Barclays     Bank
       3,843                                                1,537
           Marsh   & McLennan     Cos  Inc
       (9,842)                            HSBC                   (49,407)
           Marsh   & McLennan     Cos  Inc             Morgan    Stanley
       (2,955)                                                (1,182)
           Marten    Transport     Ltd               Bank   of  America    Merrill    Lynch
       21,557                                               (11,856)
           Marten    Transport     Ltd               Barclays     Bank
       17,938                                                1,891
           Marten    Transport     Ltd               Goldman    Sachs
       16,175                                                (4,674)
           Marten    Transport     Ltd
       22,691                            HSBC                   (30,406)
           Marten    Transport     Ltd               Morgan    Stanley
       24,531                                                2,718
           Martin    Marietta     Materials     Inc          Bank   of  America    Merrill    Lynch
       4,215                                               34,291
           Martin    Marietta     Materials     Inc          Bank   of  America    Merrill    Lynch
        (633)                                               (5,146)
           Martin    Marietta     Materials     Inc          Barclays     Bank
        361                                               3,332
           Martin    Marietta     Materials     Inc          Barclays     Bank
       (3,165)                                               (29,213)
       2,183    Martin    Marietta     Materials     Inc          Goldman    Sachs                17,748
           Martin    Marietta     Materials     Inc
        298                          HSBC                    2,063
           Martin    Marietta     Materials     Inc          Morgan    Stanley
        806                                               7,439
           Martin    Marietta     Materials     Inc          Morgan    Stanley
       (1,946)                                               (17,962)
           Marvell    Technology      Group   Ltd           Bank   of  America    Merrill    Lynch
      (47,663)                                                12,869
           Marvell    Technology      Group   Ltd           Barclays     Bank
       (2,472)                                                (1,483)
           Marvell    Technology      Group   Ltd           Barclays     Bank
       18,607                                                11,164
           Marvell    Technology      Group   Ltd           Goldman    Sachs
       (4,065)                                                1,098
           Marvell    Technology      Group   Ltd           Goldman    Sachs
       10,332                                                2,838
           Marvell    Technology      Group   Ltd
       (5,535)                            HSBC                    2,657
           Marvell    Technology      Group   Ltd
       2,735                            HSBC                    (1,225)
           Marvell    Technology      Group   Ltd           Morgan    Stanley
      (12,238)                                                (7,343)
           Masco   Corp                    Goldman    Sachs
       (3,239)                                                (3,917)
           Masco   Corp
      (16,576)                             HSBC                    (9,448)
           Masco   Corp                    Morgan    Stanley
      (20,778)                                                (15,843)
           Masimo    Corp                    Bank   of  America    Merrill    Lynch
       2,005                                               11,348
           Masimo    Corp                    Barclays     Bank
        523                                               1,088
           Masimo    Corp                    Goldman    Sachs
        621                                               3,515
           Masimo    Corp
       8,958                            HSBC                   111,222
       18,036    Masimo    Corp                    Morgan    Stanley                37,515
           Masonite     International       Corp            Barclays     Bank
       6,001                                               23,764
           Masonite     International       Corp            Goldman    Sachs
       10,461                                                35,742
           Masonite     International       Corp
       3,714                            HSBC                    23,583
           Masonite     International       Corp            Morgan    Stanley
       5,878                                               23,277
           MasTec    Inc                    Bank   of  America    Merrill    Lynch
        490                                              (2,479)
           MasTec    Inc                    Barclays     Bank
       (6,162)                                               (14,173)
           MasTec    Inc                    Goldman    Sachs
       5,240                                               (5,560)
           MasTec    Inc                    Morgan    Stanley
       33,162                                                75,050
           MasTec    Inc                    Morgan    Stanley
        (729)                                               (1,677)
           Mastercard      Inc  - CDI   ’A’            Goldman    Sachs
        796                                               8,446
                                233/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Mastercard      Inc  - CDI   ’A’            Morgan    Stanley
       45,484                                               401,168
           MasterCraft      Boat   Holdings     Inc          Barclays     Bank
       (5,607)                                                (3,420)
           MasterCraft      Boat   Holdings     Inc          Goldman    Sachs
       (5,578)                                                 279
           MasterCraft      Boat   Holdings     Inc
       (5,863)                            HSBC                    6,977
           MasterCraft      Boat   Holdings     Inc          Morgan    Stanley
       (3,117)                                                (1,901)
           Matador    Resources     Co              Bank   of  America    Merrill    Lynch
       10,565                                                (3,808)
           Matador    Resources     Co              Barclays     Bank
       21,647                                                 (433)
           Matador    Resources     Co              Goldman    Sachs
       5,339                                               (2,776)
           Matador    Resources     Co
       89,421                            HSBC                   (76,395)
           Matador    Resources     Co              Morgan    Stanley
       11,690                                                 (234)
           Match   Group   Inc                 Goldman    Sachs
       2,249                                                 270
           Match   Group   Inc                 Morgan    Stanley
       6,586                                                2,173
       4,192    Materion     Corp                   Bank   of  America    Merrill    Lynch        (1,216)
           Materion     Corp                   Barclays     Bank
       1,820                                                3,003
           Materion     Corp                   Goldman    Sachs
       15,227                                                (4,416)
           Materion     Corp
       1,285                            HSBC                    1,182
           Materion     Corp                   Morgan    Stanley
       12,898                                                21,282
           Matrix    Service    Co                Barclays     Bank
       8,839                                                7,160
           Matrix    Service    Co                Goldman    Sachs
       17,904                                                20,232
           Matrix    Service    Co                Morgan    Stanley
       17,133                                                13,878
           Matson    Inc
      (27,171)                             HSBC                    16,574
           Mattel    Inc                    Barclays     Bank
      (13,696)                                                (1,917)
           Mattel    Inc
      (16,503)                             HSBC                    5,776
           Matthews     International       Corp   ’A’         Goldman    Sachs
       (8,168)                                               (25,402)
           Matthews     International       Corp   ’A’
       (4,163)                            HSBC                    1,457
           Matthews     International       Corp   ’A’         Morgan    Stanley
      (20,959)                                                (19,492)
           Maui   Land   & Pineapple     Co  Inc           Bank   of  America    Merrill    Lynch
      (63,393)                                                (62,759)
           Maui   Land   & Pineapple     Co  Inc           Goldman    Sachs
       (1,410)                                                (1,396)
           Maxar   Technologies       Inc              Barclays     Bank
      (13,982)                                                12,724
           Maxar   Technologies       Inc              Goldman    Sachs
      (16,924)                                                18,278
           Maxar   Technologies       Inc
      (10,801)                             HSBC                    14,905
           Maxim   Integrated      Products     Inc          Bank   of  America    Merrill    Lynch
       7,544                                                7,475
           Maxim   Integrated      Products     Inc          Barclays     Bank
       7,082                                               13,314
           Maxim   Integrated      Products     Inc          Goldman    Sachs
       10,931                                                (5,902)
       31,609    Maxim   Integrated      Products     Inc          HSBC                   (70,477)
           Maxim   Integrated      Products     Inc          Morgan    Stanley
       14,459                                                27,183
           Maximus    Inc                   Bank   of  America    Merrill    Lynch
      (41,797)                                                113,688
           Maximus    Inc                   Barclays     Bank
       (4,525)                                                (4,118)
           Maximus    Inc
       (2,661)                            HSBC                    2,246
           Maximus    Inc                   Morgan    Stanley
      (12,627)                                                (11,491)
           MaxLinear     Inc                  Bank   of  America    Merrill    Lynch
       (2,099)                                                 441
           MaxLinear     Inc                  Goldman    Sachs
       (2,146)                                                 451
           MaxLinear     Inc
      (14,621)                             HSBC                    6,726
           MaxLinear     Inc                  Morgan    Stanley
      (39,130)                                                 3,130
           Mayville     Engineering      Co  Inc
       10,465                            HSBC                    (4,605)
                                234/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Mayville     Engineering      Co  Inc           Morgan    Stanley
       8,081                                               (3,636)
           MBIA   Inc                     Bank   of  America    Merrill    Lynch
      (28,347)                                                14,740
           MBIA   Inc                     Barclays     Bank
        (198)                                                 32
           MBIA   Inc                     Goldman    Sachs
      (67,742)                                                32,233
           MBIA   Inc
      (21,900)                             HSBC                    18,056
           MBIA   Inc                     Morgan    Stanley
      (105,319)                                                 16,851
           McCormick     & Co  Inc/MD                Bank   of  America    Merrill    Lynch
       6,060                                               45,439
           McCormick     & Co  Inc/MD                Barclays     Bank
        648                                               1,989
           McCormick     & Co  Inc/MD                Goldman    Sachs
       1,437                                               10,922
           McCormick     & Co  Inc/MD
       6,278                            HSBC                    62,545
           McCormick     & Co  Inc/MD                Morgan    Stanley
       3,322                                               10,199
           McDonald’s      Corp                 Barclays     Bank
       (2,543)                                                (4,018)
       (4,178)    McDonald’s      Corp                 Goldman    Sachs                (3,134)
           McDonald’s      Corp                 Goldman    Sachs
        551                                                413
           McDonald’s      Corp
        (504)                           HSBC                     (547)
           McDonald’s      Corp
       7,741                            HSBC                    8,593
           McGrath    RentCorp                   Bank   of  America    Merrill    Lynch
       42,193                                               (16,033)
           McGrath    RentCorp                   Barclays     Bank
       1,562                                                (962)
           McGrath    RentCorp
       1,652                            HSBC                    (1,023)
           McGrath    RentCorp                   Morgan    Stanley
       6,684                                                6,617
           McKesson     Corp                   Barclays     Bank
       (4,186)                                                29,218
           McKesson     Corp                   Goldman    Sachs
        527                                              (1,418)
           McKesson     Corp                   Goldman    Sachs
       (3,629)                                                9,762
           McKesson     Corp                   Morgan    Stanley
       3,171                                               (22,134)
           McKesson     Corp                   Morgan    Stanley
        (528)                                               3,685
           MDC  Holdings     Inc                 Bank   of  America    Merrill    Lynch
       5,300                                                5,406
           MDC  Holdings     Inc                 Barclays     Bank
       (1,084)                                                (1,409)
           MDC  Holdings     Inc                 Barclays     Bank
       40,958                                                51,658
           MDC  Holdings     Inc                 Goldman    Sachs
       8,303                                                9,018
           MDC  Holdings     Inc                 Goldman    Sachs
       (1,467)                                                (1,496)
           MDC  Holdings     Inc
       20,985                            HSBC                    48,266
           MDC  Holdings     Inc                 Morgan    Stanley
       36,420                                                47,346
           MDC  Partners     Inc   ’A’              Bank   of  America    Merrill    Lynch
       16,499                                                (5,115)
           MDC  Partners     Inc   ’A’              Morgan    Stanley
       51,499                                                 (515)
      (16,616)     MDU  Resources     Group   Inc             Barclays     Bank               (1,163)
           MDU  Resources     Group   Inc             Goldman    Sachs
      (23,108)                                                (2,415)
           MDU  Resources     Group   Inc
      (40,381)                             HSBC                   (14,459)
           MDU  Resources     Group   Inc
       2,010                            HSBC                     764
           MDU  Resources     Group   Inc             Morgan    Stanley
      (28,436)                                                (1,991)
           MDU  Resources     Group   Inc             Morgan    Stanley
       66,312                                                4,642
           Medallia     Inc                   Barclays     Bank
      (70,138)                                                51,903
           MedCath    Corp*                   Morgan    Stanley
       1,432                                                 -
           Media   General    Inc*                Bank   of  America    Merrill    Lynch
       1,716                                                (515)
           Media   General    Inc*,π                Morgan    Stanley
       1,127                                                 -
           Medical    Properties      Trust   Inc  (Reit)         Bank   of  America    Merrill    Lynch
      (57,496)                                                (35,073)
                                235/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Medical    Properties      Trust   Inc  (Reit)         Bank   of  America    Merrill    Lynch
       17,442                                                10,640
           Medical    Properties      Trust   Inc  (Reit)         Goldman    Sachs
       7,481                                                2,577
           Medical    Properties      Trust   Inc  (Reit)
       14,170                            HSBC                    11,152
           Medical    Properties      Trust   Inc  (Reit)         Morgan    Stanley
       10,720                                                12,435
           Medifast     Inc                   Barclays     Bank
       (7,838)                                               (37,544)
           Medifast     Inc                   Goldman    Sachs
       (3,319)                                               (14,471)
           Medifast     Inc
        (951)                           HSBC                    (3,890)
           Medifast     Inc                   Morgan    Stanley
       (1,951)                                                (9,345)
           Medley    Management      Inc   ’A’            Bank   of  America    Merrill    Lynch
       1,559                                                 47
           MEDNAX    Inc                    Bank   of  America    Merrill    Lynch
       19,719                                               (11,227)
           MEDNAX    Inc                    Barclays     Bank
       14,220                                                (6,399)
           MEDNAX    Inc                    Goldman    Sachs
       29,445                                               (17,373)
       1,861    MEDNAX    Inc                    HSBC                     (794)
           MEDNAX    Inc                    Morgan    Stanley
       32,168                                               (14,476)
           Medpace    Holdings     Inc               Barclays     Bank
       2,321                                                6,708
           Medpace    Holdings     Inc               Goldman    Sachs
       1,679                                                8,580
           Medpace    Holdings     Inc
        (613)                           HSBC                    (4,693)
           Medpace    Holdings     Inc
       4,622                            HSBC                    35,381
           Medpace    Holdings     Inc               Morgan    Stanley
       (1,674)                                                (4,838)
           Medpace    Holdings     Inc               Morgan    Stanley
       1,093                                                3,159
           Medtronic     Plc                  Bank   of  America    Merrill    Lynch
       3,826                                                (765)
           Medtronic     Plc                  Barclays     Bank
       (2,675)                                                (2,782)
           Medtronic     Plc                  Barclays     Bank
       13,036                                                9,412
           Medtronic     Plc                  Goldman    Sachs
       17,531                                                19,856
           Medtronic     Plc
       (3,291)                            HSBC                   (15,896)
           Medtronic     Plc
       5,439                            HSBC                    4,307
           Medtronic     Plc                  Morgan    Stanley
      (12,015)                                                (12,496)
           Medtronic     Plc                  Morgan    Stanley
       3,748                                                2,504
           Meet   Group   Inc/The                  Barclays     Bank
      (43,702)                                                 3,933
           Meet   Group   Inc/The                  Goldman    Sachs
      (29,622)                                                 6,517
           MEI  Pharma    Inc                  Barclays     Bank
       24,342                                                3,408
           MEI  Pharma    Inc
      115,840                             HSBC                    19,693
           MEI  Pharma    Inc                  Morgan    Stanley
       22,681                                                3,175
           MeiraGTx     Holdings     Plc              Barclays     Bank
        (956)                                               (1,606)
       (1,322)    MeiraGTx     Holdings     Plc              Morgan    Stanley                (2,221)
           Menlo   Therapeutics       Inc              Bank   of  America    Merrill    Lynch
       33,244                                                (6,981)
           Menlo   Therapeutics       Inc              Goldman    Sachs
       27,931                                                (5,866)
           MercadoLibre       Inc                 Bank   of  America    Merrill    Lynch
        (575)                                              (11,671)
           MercadoLibre       Inc                 Barclays     Bank
        (472)                                               (8,926)
           MercadoLibre       Inc                 Goldman    Sachs
        (367)                                              (13,044)
           MercadoLibre       Inc
        (424)                           HSBC                   (38,156)
           MercadoLibre       Inc                 Morgan    Stanley
       (1,109)                                               (20,971)
           Mercantile      Bank   Corp               Bank   of  America    Merrill    Lynch
      111,495                                                (14,494)
           Mercantile      Bank   Corp
        951                          HSBC                     181
           Merchants     Bancorp/IN                  Bank   of  America    Merrill    Lynch
       5,825                                                (816)
                                236/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Merchants     Bancorp/IN                  Barclays     Bank
       6,275                                                 502
           Merchants     Bancorp/IN                  Goldman    Sachs
       8,873                                               (1,242)
           Merchants     Bancorp/IN
       35,638                            HSBC                    20,670
           Merchants     Bancorp/IN                  Morgan    Stanley
       28,271                                                2,262
           Merck   & Co  Inc                  Barclays     Bank
       6,561                                               12,925
           Merck   & Co  Inc                  Goldman    Sachs
       14,985                                                37,506
           Merck   & Co  Inc
       42,000                            HSBC                   156,484
           Merck   & Co  Inc                  Morgan    Stanley
       5,364                                               10,567
           Mercury    General    Corp               Bank   of  America    Merrill    Lynch
       3,969                                                 278
           Mercury    General    Corp               Goldman    Sachs
       4,979                                                1,233
           Mercury    General    Corp
        568                          HSBC                     346
           Mercury    General    Corp               Morgan    Stanley
       1,223                                                1,211
       1,531    Mercury    Systems    Inc               Barclays     Bank                4,731
           Mercury    Systems    Inc               Goldman    Sachs
       (6,776)                                               (12,385)
           Mercury    Systems    Inc               Goldman    Sachs
       1,351                                                1,419
           Mercury    Systems    Inc
        924                          HSBC                    2,606
           Mercury    Systems    Inc               Morgan    Stanley
       (4,263)                                               (12,694)
           Meredith     Corp                   Bank   of  America    Merrill    Lynch
       (8,857)                                                5,403
           Meredith     Corp                   Goldman    Sachs
      (25,020)                                                15,262
           Meredith     Corp
       1,272                            HSBC                    (3,396)
           Meredith     Corp
       (3,313)                            HSBC                    8,846
           Meredith     Corp                   Morgan    Stanley
       1,486                                                 208
           Meredith     Corp                   Morgan    Stanley
      (16,262)                                                (2,277)
           Meridian     Bancorp    Inc               Bank   of  America    Merrill    Lynch
       93,903                                                13,146
           Meridian     Bancorp    Inc               Goldman    Sachs
       7,425                                                 451
           Meridian     Bancorp    Inc
       1,503                            HSBC                     491
           Meridian     Bancorp    Inc               Morgan    Stanley
       3,175                                                 733
           Meridian     Bioscience      Inc             Bank   of  America    Merrill    Lynch
      (54,456)                                                (30,495)
           Meridian     Bioscience      Inc
      (30,666)                             HSBC                   (39,866)
           Meridian     Bioscience      Inc             Morgan    Stanley
      (15,325)                                                (5,594)
           Merit   Medical    Systems    Inc            Barclays     Bank
       8,828                                                6,268
           Merit   Medical    Systems    Inc            Goldman    Sachs
       3,059                                                5,109
           Merit   Medical    Systems    Inc            Goldman    Sachs
      (11,414)                                                (19,061)
           Merit   Medical    Systems    Inc
       (1,946)                            HSBC                    (2,783)
       6,547    Merit   Medical    Systems    Inc            HSBC                    12,811
           Merit   Medical    Systems    Inc            Morgan    Stanley
      (14,827)                                                (10,528)
           Merit   Medical    Systems    Inc            Morgan    Stanley
       10,782                                                7,655
           Meritage     Homes   Corp                Bank   of  America    Merrill    Lynch
       6,652                                               (24,014)
           Meritage     Homes   Corp                Barclays     Bank
       8,908                                                3,117
           Meritage     Homes   Corp                Goldman    Sachs
       34,290                                               (66,797)
           Meritage     Homes   Corp
       7,227                            HSBC                    (8,020)
           Meritage     Homes   Corp                Morgan    Stanley
       18,237                                                6,383
           Meritor    Inc                   Goldman    Sachs
       (9,280)                                                (9,744)
           Meritor    Inc
      (46,841)                             HSBC                   (68,856)
           Meritor    Inc                   Morgan    Stanley
       16,153                                                7,592
                                237/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Mersana    Therapeutics       Inc             Bank   of  America    Merrill    Lynch
       30,584                                                22,938
           Mersana    Therapeutics       Inc             Barclays     Bank
       6,587                                                1,713
           Mersana    Therapeutics       Inc             Goldman    Sachs
       18,070                                                13,553
           Mersana    Therapeutics       Inc             Morgan    Stanley
       7,843                                                2,039
           Mesa   Air  Group   Inc
      (20,589)                             HSBC                    4,941
           Mesa   Air  Group   Inc                Morgan    Stanley
      (51,147)                                                (6,649)
           Mesa   Laboratories       Inc              Bank   of  America    Merrill    Lynch
        (454)                                               3,509
           Mesa   Laboratories       Inc              Barclays     Bank
        (952)                                               (2,313)
           Mesa   Laboratories       Inc              Goldman    Sachs
        (815)                                               6,300
           Mesa   Laboratories       Inc              Morgan    Stanley
       (3,455)                                                (8,396)
           Meta   Financial     Group   Inc             Barclays     Bank
      (19,636)                                                (11,313)
           Meta   Financial     Group   Inc
       (8,152)                            HSBC                   (20,898)
      (60,204)     Meta   Financial     Group   Inc             Morgan    Stanley                (37,790)
           Methode    Electronics      Inc             Bank   of  America    Merrill    Lynch
       (1,932)                                                (1,835)
           Methode    Electronics      Inc
       (1,330)                            HSBC                     (386)
           MetLife    Inc                   Bank   of  America    Merrill    Lynch
       2,761                                                1,381
           MetLife    Inc                   Bank   of  America    Merrill    Lynch
       (2,848)                                                 534
           MetLife    Inc                   Goldman    Sachs
       9,892                                                4,946
           MetLife    Inc
       6,487                            HSBC                    2,919
           MetLife    Inc                   Morgan    Stanley
       4,452                                                 757
           MetLife    Inc                   Morgan    Stanley
       (5,557)                                                 (514)
           Metropolitan       Bank   Holding    Corp          Barclays     Bank
       3,721                                                 37
           Metropolitan       Bank   Holding    Corp          Goldman    Sachs
       3,219                                               (1,803)
           Mettler-Toledo        International       Inc         Goldman    Sachs
        660                                               (706)
           Mettler-Toledo        International       Inc
        (80)                          HSBC                     (252)
           Mettler-Toledo        International       Inc         Morgan    Stanley
        363                                               4,320
           MFA  Financial     Inc  (Reit)              Bank   of  America    Merrill    Lynch
      (183,177)                                                 8,243
           MFA  Financial     Inc  (Reit)              Goldman    Sachs
      (32,099)                                                 1,444
           MGE  Energy    Inc                  Barclays     Bank
        (819)                                               (1,024)
           MGE  Energy    Inc                  Goldman    Sachs
      (11,612)                                                (32,350)
           MGE  Energy    Inc
      (35,529)                             HSBC                   (168,052)
           MGE  Energy    Inc                  Morgan    Stanley
      (35,480)                                                (40,458)
           MGIC   Investment      Corp               Bank   of  America    Merrill    Lynch
       3,582                                                1,361
           MGIC   Investment      Corp               Barclays     Bank
       63,313                                                24,692
       3,811    MGIC   Investment      Corp               Goldman    Sachs                1,448
           MGIC   Investment      Corp
       (2,598)                            HSBC                    (1,273)
           MGIC   Investment      Corp
       9,766                            HSBC                    4,115
           MGIC   Investment      Corp               Morgan    Stanley
       (3,742)                                                (1,459)
           MGM  Growth    Properties      LLC   ’A’   (Reit)       Bank   of  America    Merrill    Lynch
       52,611                                               (94,700)
           MGM  Growth    Properties      LLC   ’A’   (Reit)       Barclays     Bank
       5,623                                                 506
           MGM  Growth    Properties      LLC   ’A’   (Reit)       Goldman    Sachs
       20,190                                               (36,342)
           MGM  Growth    Properties      LLC   ’A’   (Reit)
       37,923                            HSBC                   (18,962)
           MGM  Growth    Properties      LLC   ’A’   (Reit)       Morgan    Stanley
       32,109                                                2,890
           MGM  Resorts    International                 Bank   of  America    Merrill    Lynch
       1,336                                                1,376
           MGM  Resorts    International                 Bank   of  America    Merrill    Lynch
       (6,211)                                                (6,397)
                                238/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           MGM  Resorts    International                 Barclays     Bank
       2,698                                                 728
           MGM  Resorts    International                 Goldman    Sachs
       (7,152)                                                (7,367)
           MGM  Resorts    International
       14,930                            HSBC                    11,944
           MGM  Resorts    International
       (9,228)                            HSBC                    (7,382)
           MGM  Resorts    International                 Morgan    Stanley
       5,413                                                1,462
           MGM  Resorts    International                 Morgan    Stanley
       (1,965)                                                 (531)
           MGP  Ingredients      Inc               Barclays     Bank
        (920)                                                (166)
           MGP  Ingredients      Inc               Goldman    Sachs
       (3,672)                                                (7,307)
           MGP  Ingredients      Inc
       (9,517)                            HSBC                   (10,469)
           Michaels     Cos  Inc/The                 Goldman    Sachs
       (4,074)                                                1,752
           Michaels     Cos  Inc/The                 Morgan    Stanley
      (54,298)                                                (24,434)
           Microchip     Technology      Inc             Barclays     Bank
       (4,636)                                               (13,677)
       (9,477)    Microchip     Technology      Inc             Goldman    Sachs                (2,080)
           Microchip     Technology      Inc
      (11,146)                             HSBC                    4,356
           Microchip     Technology      Inc             Morgan    Stanley
      (14,803)                                                (45,445)
           Micron    Technology      Inc              Bank   of  America    Merrill    Lynch
       (1,024)                                                  41
           Micron    Technology      Inc              Morgan    Stanley
       (9,742)                                               (17,535)
           Microsoft     Corp                  Bank   of  America    Merrill    Lynch
       1,193                                                2,553
           Microsoft     Corp                  Barclays     Bank
       12,181                                                30,697
           Microsoft     Corp
       24,745                            HSBC                   152,182
           Microsoft     Corp                  Morgan    Stanley
       5,130                                               12,928
           MicroStrategy       Inc   ’A’              Bank   of  America    Merrill    Lynch
        (307)                                               2,198
           MicroStrategy       Inc   ’A’              Barclays     Bank
       (3,455)                                                3,455
           MicroStrategy       Inc   ’A’              Goldman    Sachs
      (18,191)                                                103,286
           MicroStrategy       Inc   ’A’
       (2,469)                            HSBC                    13,275
           MicroStrategy       Inc   ’A’              Morgan    Stanley
       (6,844)                                                6,844
           Mid  Penn   Bancorp    Inc               Barclays     Bank
       2,851                                                (969)
           Mid-America      Apartment     Communities      Inc
                                   Bank   of  America    Merrill    Lynch
       2,780                                                4,110
           (Reit)
           Mid-America      Apartment     Communities      Inc
                                   Barclays     Bank
       7,408                                               21,084
           (Reit)
           Mid-America      Apartment     Communities      Inc
                                   Goldman    Sachs
       4,285                                                (906)
           (Reit)
           Mid-America      Apartment     Communities      Inc
       (5,366)                            HSBC                   (17,171)
           (Reit)
           Mid-America      Apartment     Communities      Inc
        738                          HSBC                     574
           (Reit)
           Mid-America      Apartment     Communities      Inc
                                   Morgan    Stanley
       (9,873)                                               (27,546)
           (Reit)
           Mid-America      Apartment     Communities      Inc
                                   Morgan    Stanley
       8,876                                               24,764
           (Reit)
           Middleby     Corp/The                   Bank   of  America    Merrill    Lynch
       (6,886)                                                17,697
           Middleby     Corp/The                   Bank   of  America    Merrill    Lynch
        626                                              (1,609)
           Middleby     Corp/The                   Barclays     Bank
        (188)                                                (58)
           Middleby     Corp/The                   Barclays     Bank
       4,159                                                1,289
           Middleby     Corp/The                   Goldman    Sachs
        (805)                                               2,069
           Middleby     Corp/The
       (1,416)                            HSBC                    7,207
           Middleby     Corp/The
       3,322                            HSBC                   (16,909)
                                239/379


                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Middleby     Corp/The                   Morgan    Stanley
       (2,145)                                                 (665)
           Middlesex     Water   Co               Bank   of  America    Merrill    Lynch
      (53,654)                                               (137,354)
           Middlesex     Water   Co               Barclays     Bank
      (13,492)                                                (13,150)
           Middlesex     Water   Co               Goldman    Sachs
       (9,031)                                                (6,011)
           Middlesex     Water   Co
      (10,070)                             HSBC                   (18,592)
           Middlesex     Water   Co               Morgan    Stanley
      (21,142)                                                (23,256)
           Midland    States    Bancorp    Inc            Barclays     Bank
       (5,098)                                                (1,784)
           Midland    States    Bancorp    Inc            Goldman    Sachs
       (6,725)                                                 (673)
           Midland    States    Bancorp    Inc
       (6,471)                            HSBC                     (712)
           Midland    States    Bancorp    Inc            Morgan    Stanley
        (430)                                                (151)
           MidWestOne      Financial     Group   Inc          Barclays     Bank
       10,371                                                (4,045)
           MidWestOne      Financial     Group   Inc          Goldman    Sachs
       15,053                                               (16,859)
       4,493    MidWestOne      Financial     Group   Inc          HSBC                    (6,066)
           MidWestOne      Financial     Group   Inc          Morgan    Stanley
       23,386                                                (9,121)
           Millendo     Therapeutics       Inc            Morgan    Stanley
      (12,573)                                                14,207
           Miller    Industries      Inc/TN              Bank   of  America    Merrill    Lynch
       59,869                                                13,770
           Miller    Industries      Inc/TN              Barclays     Bank
       3,517                                                (317)
           Miller    Industries      Inc/TN              Goldman    Sachs
       6,186                                                1,423
           Miller    Industries      Inc/TN              Morgan    Stanley
       9,236                                                (831)
           Minerals     Technologies       Inc            Bank   of  America    Merrill    Lynch
      (17,425)                                                (20,910)
           Minerals     Technologies       Inc            Barclays     Bank
       (8,575)                                               (13,089)
           Minerals     Technologies       Inc            Goldman    Sachs
       (6,171)                                                (8,026)
           Minerals     Technologies       Inc
      (11,530)                             HSBC                    9,948
           Minerals     Technologies       Inc            Morgan    Stanley
      (32,243)                                                (59,972)
           Minerva    Neurosciences       Inc            Bank   of  America    Merrill    Lynch
      (26,836)                                                (30,056)
           Minerva    Neurosciences       Inc
      (45,696)                             HSBC                   (46,153)
           Minerva    Neurosciences       Inc            Morgan    Stanley
      (22,339)                                                (6,925)
           Miragen    Therapeutics       Inc             Goldman    Sachs
       51,209                                                5,121
           Miragen    Therapeutics       Inc             Morgan    Stanley
       1,884                                                 264
           Mirati    Therapeutics       Inc             Barclays     Bank
        971                                              13,065
           Mirati    Therapeutics       Inc             Goldman    Sachs
        (630)                                               (2,851)
           Mirati    Therapeutics       Inc             Goldman    Sachs
       2,213                                               10,014
           Mirati    Therapeutics       Inc             Morgan    Stanley
       (3,225)                                               (43,392)
           Mirati    Therapeutics       Inc             Morgan    Stanley
       1,609                                               21,649
       10,396    Mirum   Pharmaceuticals        Inc            HSBC                    4,470
           Mirum   Pharmaceuticals        Inc            Morgan    Stanley
       1,477                                                 620
           Misonix    Inc                   Bank   of  America    Merrill    Lynch
       (8,371)                                               (27,875)
           Misonix    Inc
       (7,551)                            HSBC                    (4,682)
           Misonix    Inc                   Morgan    Stanley
      (41,075)                                                48,058
           Mistras    Group   Inc                Bank   of  America    Merrill    Lynch
       24,133                                                5,309
           Mistras    Group   Inc
       13,916                            HSBC                   (12,524)
           Mistras    Group   Inc                Morgan    Stanley
       38,707                                                19,354
           Mitek   Systems    Inc                Bank   of  America    Merrill    Lynch
      (23,335)                                                 (933)
           Mitek   Systems    Inc                Barclays     Bank
      (19,989)                                                  200
           Mitek   Systems    Inc                Goldman    Sachs
      (38,203)                                                (1,528)
                                240/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Mitek   Systems    Inc
       (2,804)                            HSBC                    2,439
           MKS  Instruments      Inc               Bank   of  America    Merrill    Lynch
       (4,073)                                                12,056
           MKS  Instruments      Inc               Barclays     Bank
       (6,224)                                               (27,012)
           MKS  Instruments      Inc               Goldman    Sachs
      (13,504)                                                39,972
           MKS  Instruments      Inc
      (10,577)                             HSBC                    56,993
           MKS  Instruments      Inc               Morgan    Stanley
       (9,105)                                               (39,516)
           MMA  Capital    Holdings     Inc             Goldman    Sachs
        (734)                                                580
           MMA  Capital    Holdings     Inc
       (4,037)                            HSBC                    1,696
           MMA  Capital    Holdings     Inc             Morgan    Stanley
       (1,810)                                                 489
           Mobile    Mini   Inc                 Goldman    Sachs
       10,287                                                 309
           Mobile    Mini   Inc
       1,255                            HSBC                      61
           Mobile    Mini   Inc                 Morgan    Stanley
       41,945                                                11,326
       46,471    MobileIron      Inc                  Goldman    Sachs                5,577
           MobileIron      Inc                  Morgan    Stanley
       8,670                                                1,257
           Model   N Inc                   Goldman    Sachs
       2,565                                                (500)
           Model   N Inc
       36,033                            HSBC                    6,149
           Model   N Inc                   Morgan    Stanley
       23,876                                                19,101
           Moderna    Inc                   Barclays     Bank
      (23,310)                                                 2,797
           Moderna    Inc
      (24,025)                             HSBC                   (73,997)
           Modine    Manufacturing       Co             Barclays     Bank
      (40,350)                                                (9,684)
           Modine    Manufacturing       Co             Goldman    Sachs
      (15,439)                                                (1,698)
           Modine    Manufacturing       Co
      (34,289)                             HSBC                   (21,602)
           Modine    Manufacturing       Co             Morgan    Stanley
      (10,157)                                                (2,438)
           Moelis    & Co  ’A’                 Bank   of  America    Merrill    Lynch
       2,684                                               (1,798)
           Moelis    & Co  ’A’                 Barclays     Bank
       18,017                                                (2,609)
           Moelis    & Co  ’A’                 Goldman    Sachs
       25,205                                               (16,888)
           Moelis    & Co  ’A’
       39,425                            HSBC                   (80,265)
           Moelis    & Co  ’A’                 Morgan    Stanley
       10,373                                                (1,348)
           Mohawk    Industries      Inc              Goldman    Sachs
       1,279                                                 742
           Mohawk    Industries      Inc
       (7,070)                            HSBC                    78,760
           Mohawk    Industries      Inc              Morgan    Stanley
       (2,902)                                                (1,799)
           Molecular     Templates     Inc             Goldman    Sachs
       8,026                                               36,759
           Molina    Healthcare      Inc
       (4,967)                            HSBC                   (55,432)
           Molina    Healthcare      Inc              Morgan    Stanley
       (4,593)                                               (12,906)
       33,821    Molson    Coors   Brewing    Co  ’B’           Bank   of  America    Merrill    Lynch       (67,980)
           Molson    Coors   Brewing    Co  ’B’           Barclays     Bank
       2,573                                               (4,554)
           Molson    Coors   Brewing    Co  ’B’           Goldman    Sachs
       20,368                                               (40,940)
           Molson    Coors   Brewing    Co  ’B’
       7,182                            HSBC                   (23,557)
           Molson    Coors   Brewing    Co  ’B’           Morgan    Stanley
       12,875                                               (22,789)
           Momenta    Pharmaceuticals        Inc           Bank   of  America    Merrill    Lynch
      (20,737)                                                (20,737)
           Momenta    Pharmaceuticals        Inc           Barclays     Bank
      (21,710)                                                (34,519)
           Momenta    Pharmaceuticals        Inc           Goldman    Sachs
      (20,569)                                                (21,684)
           Momenta    Pharmaceuticals        Inc
      (10,531)                             HSBC                    (8,530)
           Momenta    Pharmaceuticals        Inc           Morgan    Stanley
      (15,677)                                                (23,063)
           Monarch    Casino    & Resort    Inc           Bank   of  America    Merrill    Lynch
       3,802                                                7,908
                                241/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Monarch    Casino    & Resort    Inc           Goldman    Sachs
       4,081                                                8,488
           Monarch    Casino    & Resort    Inc
       7,926                            HSBC                    10,621
           Monarch    Casino    & Resort    Inc           Morgan    Stanley
       11,468                                                12,271
           Mondelez     International       Inc   ’A’         Bank   of  America    Merrill    Lynch
      (63,839)                                                12,345
           Mondelez     International       Inc   ’A’         Barclays     Bank
      (38,148)                                                (31,281)
           Mondelez     International       Inc   ’A’         Goldman    Sachs
      (33,130)                                                 2,588
           Mondelez     International       Inc   ’A’
      (24,244)                             HSBC                   (21,577)
           Mondelez     International       Inc   ’A’         Morgan    Stanley
      (36,570)                                                (29,988)
           MoneyGram     International       Inc           Barclays     Bank
      (31,389)                                                (1,256)
           MoneyGram     International       Inc
      (22,402)                             HSBC                    4,642
           MoneyGram     International       Inc           Morgan    Stanley
      (38,436)                                                (1,537)
           MongoDB    Inc                   Barclays     Bank
        (762)                                               (1,600)
       (3,687)    MongoDB    Inc                   HSBC                   (80,202)
           MongoDB    Inc                   Morgan    Stanley
       (2,061)                                                (4,328)
           Monmouth     Real   Estate    Investment      Corp   (Reit)    Barclays     Bank
      (18,315)                                                (13,553)
           Monmouth     Real   Estate    Investment      Corp   (Reit)    Goldman    Sachs
      (136,097)                                                (90,575)
           Monmouth     Real   Estate    Investment      Corp   (Reit)    Morgan    Stanley
      (50,557)                                                (31,432)
           Monolithic      Power   Systems    Inc           Barclays     Bank
       2,638                                               12,900
           Monolithic      Power   Systems    Inc           Goldman    Sachs
        341                                                126
           Monolithic      Power   Systems    Inc
        414                          HSBC                     (898)
           Monolithic      Power   Systems    Inc           Morgan    Stanley
       (2,060)                                               (10,073)
           Monro   Inc                    Barclays     Bank
       (8,276)                                                (4,678)
           Monro   Inc                    Goldman    Sachs
      (25,532)                                                (30,912)
           Monro   Inc
       (7,355)                            HSBC                   (10,707)
           Monro   Inc                    Morgan    Stanley
      (10,302)                                                (5,975)
           Monster    Beverage     Corp               Bank   of  America    Merrill    Lynch
       1,053                                                1,316
           Monster    Beverage     Corp               Barclays     Bank
        430                                                542
           Monster    Beverage     Corp               Goldman    Sachs
       2,253                                                2,817
           Monster    Beverage     Corp
        407                          HSBC                     548
           Monster    Beverage     Corp               Morgan    Stanley
       14,956                                                18,845
           Montage    Resources     Corp              Barclays     Bank
      (14,095)                                                 3,383
           Moody’s     Corp                   Bank   of  America    Merrill    Lynch
        742                                               5,105
           Moody’s     Corp                   Barclays     Bank
       1,901                                                7,756
           Moody’s     Corp                   Goldman    Sachs
       5,467                                               37,613
       4,627    Moody’s     Corp                   HSBC                    40,663
           Moody’s     Corp                   Morgan    Stanley
       3,009                                               12,277
           Moog   Inc   ’A’                  Barclays     Bank
       5,576                                                3,619
           Moog   Inc   ’A’                  Goldman    Sachs
       2,549                                               (4,098)
           Moog   Inc   ’A’
       (2,563)                            HSBC                    1,794
           Moog   Inc   ’A’
       5,794                            HSBC                   (19,470)
           Moog   Inc   ’A’                  Morgan    Stanley
       5,391                                                6,631
           Morgan    Stanley                    Bank   of  America    Merrill    Lynch
       19,052                                                9,008
           Morgan    Stanley                    Goldman    Sachs
       31,979                                                15,670
           Morgan    Stanley
       42,835                            HSBC                    14,136
           Morningstar      Inc                 Bank   of  America    Merrill    Lynch
       3,843                                                5,111
                                242/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Morningstar      Inc                 Goldman    Sachs
        226                                                301
           Morningstar      Inc
        403                          HSBC                    1,245
           Morningstar      Inc                 Morgan    Stanley
        367                                                (71)
           Morphic    Holding    Inc               Goldman    Sachs
       (6,636)                                                (6,304)
           Morphic    Holding    Inc               Morgan    Stanley
       (2,726)                                                1,472
           Mosaic    Co/The                    Bank   of  America    Merrill    Lynch
       31,365                                               (22,583)
           Mosaic    Co/The                    Barclays     Bank
       27,211                                                23,674
           Mosaic    Co/The                    Goldman    Sachs
       6,183                                               (4,452)
           Mosaic    Co/The
       35,937                            HSBC                   (60,729)
           Mosaic    Co/The                    Morgan    Stanley
       23,541                                                20,481
           Motorcar     Parts   of  America    Inc
       11,949                            HSBC                   (13,024)
           Motorcar     Parts   of  America    Inc          Morgan    Stanley
       33,879                                                29,136
       2,691    Motorola     Solutions     Inc              Barclays     Bank                4,575
           Motorola     Solutions     Inc              Goldman    Sachs
       4,351                                               23,800
           Motorola     Solutions     Inc
        248                          HSBC                     642
           Motorola     Solutions     Inc              Morgan    Stanley
       9,024                                               15,341
           Movado    Group   Inc                 Barclays     Bank
       (8,201)                                                38,955
           Movado    Group   Inc                 Goldman    Sachs
       (4,568)                                                23,571
           Movado    Group   Inc
       (1,699)                            HSBC                    11,247
           Movado    Group   Inc                 Morgan    Stanley
      (16,690)                                                79,278
           Mr  Cooper    Group   Inc               Goldman    Sachs
       (8,219)                                                (7,017)
           Mr  Cooper    Group   Inc
       (3,266)                            HSBC                    (2,365)
           Mr  Cooper    Group   Inc               Morgan    Stanley
      (53,985)                                                (12,495)
           MRC  Global    Inc                  Barclays     Bank
       (2,160)                                                1,064
           MRC  Global    Inc
       (6,970)                            HSBC                    10,873
           MRC  Global    Inc                  Morgan    Stanley
      (45,938)                                                10,566
           MSA  Safety    Inc                  Barclays     Bank
       2,097                                                3,607
           MSA  Safety    Inc                  Barclays     Bank
       (4,723)                                                (8,123)
           MSA  Safety    Inc                  Goldman    Sachs
        776                                               (396)
           MSA  Safety    Inc                  Goldman    Sachs
       (1,721)                                                (1,741)
           MSA  Safety    Inc
       1,179                            HSBC                    (1,580)
           MSA  Safety    Inc
      (14,650)                             HSBC                    18,664
           MSA  Safety    Inc                  Morgan    Stanley
        268                                                461
           MSA  Safety    Inc                  Morgan    Stanley
      (15,497)                                                (26,015)
        937   MSC  Industrial      Direct    Co  Inc   ’A’        Bank   of  America    Merrill    Lynch         (928)
           MSC  Industrial      Direct    Co  Inc   ’A’        Barclays     Bank
       5,484                                                 -
           MSC  Industrial      Direct    Co  Inc   ’A’        Goldman    Sachs
       2,607                                               (2,208)
           MSC  Industrial      Direct    Co  Inc   ’A’
       23,555                            HSBC                   (20,107)
           MSC  Industrial      Direct    Co  Inc   ’A’        Morgan    Stanley
       11,870                                                  -
           MSCI   Inc                     Bank   of  America    Merrill    Lynch
       (1,981)                                               (15,254)
           MSCI   Inc                     Barclays     Bank
        (939)                                                254
           MSCI   Inc                     Goldman    Sachs
        (394)                                               (3,034)
           MSCI   Inc                     Morgan    Stanley
        (282)                                                 76
           MSG  Networks     Inc   ’A’              Goldman    Sachs
       20,831                                               (39,996)
           MTS  Systems    Corp                 Bank   of  America    Merrill    Lynch
      (16,528)                                                226,929
                                243/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           MTS  Systems    Corp                 Barclays     Bank
       (7,118)                                                89,117
           MTS  Systems    Corp                 Goldman    Sachs
       (9,765)                                               133,441
           MTS  Systems    Corp
       (6,082)                            HSBC                    86,754
           MTS  Systems    Corp                 Morgan    Stanley
      (18,362)                                                229,892
           Mueller    Industries      Inc              Barclays     Bank
       (2,478)                                                (1,016)
           Mueller    Industries      Inc              Goldman    Sachs
       (4,577)                                                  61
           Mueller    Industries      Inc
       (5,672)                            HSBC                    1,539
           Mueller    Industries      Inc              Morgan    Stanley
      (48,926)                                                (20,060)
           Mueller    Water   Products     Inc  'A’          Barclays     Bank
       19,233                                                7,693
           Mueller    Water   Products     Inc  'A’          Goldman    Sachs
       33,119                                                10,299
           Mueller    Water   Products     Inc  'A’
       6,795                            HSBC                    2,069
           Mueller    Water   Products     Inc  'A’          Morgan    Stanley
       16,107                                                6,443
       4,096    Murphy    Oil  Corp                  Barclays     Bank               (4,465)
           Murphy    Oil  Corp                  Morgan    Stanley
       11,907                                               (12,978)
           Murphy    USA  Inc                  Barclays     Bank
       (1,724)                                                 (373)
           Murphy    USA  Inc
        (601)                           HSBC                    (2,302)
           Murphy    USA  Inc                  Morgan    Stanley
      (10,729)                                                 4,721
           Mustang    Bio  Inc                 Goldman    Sachs
      (13,371)                                                 (936)
           MutualFirst      Financial     Inc
       (3,282)                            HSBC                    1,936
           MVB  Financial     Corp                Barclays     Bank
       (8,202)                                                 984
           MVB  Financial     Corp                Morgan    Stanley
       (2,368)                                                 284
           Myers   Industries      Inc               Bank   of  America    Merrill    Lynch
      (75,248)                                                (41,386)
           Myers   Industries      Inc               Goldman    Sachs
      (11,368)                                                (6,252)
           Myers   Industries      Inc
       (6,738)                            HSBC                    1,550
           Myers   Industries      Inc               Morgan    Stanley
      (15,186)                                                (3,341)
           Mylan   NV                    Bank   of  America    Merrill    Lynch
       2,865                                                3,152
           Mylan   NV                    Barclays     Bank
       26,051                                                38,035
           Mylan   NV                    Goldman    Sachs
       1,324                                                1,456
           Mylan   NV
       16,990                            HSBC                    20,483
           Mylan   NV                    Morgan    Stanley
       23,298                                                34,015
           MyoKardia     Inc                  Goldman    Sachs
       (1,954)                                               (15,895)
           MyoKardia     Inc
       (3,135)                            HSBC                   (15,602)
           MyoKardia     Inc                  Morgan    Stanley
       (8,915)                                               (32,896)
           MYR  Group   Inc                  Bank   of  America    Merrill    Lynch
       19,192                                               (10,076)
       9,678    MYR  Group   Inc                  Goldman    Sachs                (5,081)
           MYR  Group   Inc                  Morgan    Stanley
       15,188                                                7,062
           Myriad    Genetics     Inc               Bank   of  America    Merrill    Lynch
       (5,495)                                                (7,088)
           Myriad    Genetics     Inc               Barclays     Bank
       (7,317)                                                (6,366)
           Myriad    Genetics     Inc               Goldman    Sachs
       (5,985)                                                (7,721)
           Myriad    Genetics     Inc
      (17,935)                             HSBC                   (40,901)
           Myriad    Genetics     Inc               Morgan    Stanley
      (25,407)                                                (22,104)
           Nabors    Industries      Ltd              Bank   of  America    Merrill    Lynch
       73,625                                                6,258
           Nabors    Industries      Ltd              Barclays     Bank
      (61,745)                                                 (926)
           Nabors    Industries      Ltd              Goldman    Sachs
      (134,187)                                                (15,037)
           Nabors    Industries      Ltd
      (14,112)                             HSBC                     (941)
                                244/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Nabors    Industries      Ltd              Morgan    Stanley
      (81,803)                                                (1,227)
           NACCO   Industries      Inc   ’A’            Bank   of  America    Merrill    Lynch
       (6,265)                                                12,154
           NACCO   Industries      Inc   ’A’            Goldman    Sachs
       (1,890)                                                3,667
           NACCO   Industries      Inc   ’A’            Morgan    Stanley
       (3,531)                                                2,555
           NanoString      Technologies       Inc           Barclays     Bank
       3,427                                                6,100
           NanoString      Technologies       Inc
       3,179                            HSBC                    8,120
           NanoString      Technologies       Inc           Morgan    Stanley
       5,343                                                9,511
           Napco   Security     Technologies       Inc         Barclays     Bank
       (2,319)                                                (3,571)
           Napco   Security     Technologies       Inc         Goldman    Sachs
       (9,688)                                               (15,507)
           Napco   Security     Technologies       Inc
      (20,422)                             HSBC                   (67,393)
           Napco   Security     Technologies       Inc         Morgan    Stanley
       (1,065)                                                (1,640)
           Nasdaq    Inc                    Bank   of  America    Merrill    Lynch
        397                                                441
       1,267    Nasdaq    Inc                    Barclays     Bank                 559
           Nasdaq    Inc                    Goldman    Sachs
       1,299                                                (359)
           Nasdaq    Incπ
        414                          HSBC                      -
           Nasdaq    Inc                    Morgan    Stanley
       3,542                                                 884
           Natera    Inc                    Bank   of  America    Merrill    Lynch
       12,570                                               (26,397)
           Natera    Inc                    Barclays     Bank
       4,025                                               (5,434)
           Natera    Inc                    Goldman    Sachs
       11,613                                               (20,987)
           Natera    Inc
       11,947                            HSBC                    (6,021)
           Natera    Inc                    Morgan    Stanley
       5,679                                               (7,667)
           Nathan’s     Famous    Inc               Bank   of  America    Merrill    Lynch
        953                                              (1,782)
           Nathan’s     Famous    Inc               Barclays     Bank
        994                                              (1,879)
           Nathan’s     Famous    Inc               Goldman    Sachs
        400                                               (748)
           Nathan’s     Famous    Inc               Morgan    Stanley
       1,318                                               (2,491)
           National     Bank   Holdings     Corp   ’A’         Bank   of  America    Merrill    Lynch
        863                                                906
           National     Bank   Holdings     Corp   ’A’         Goldman    Sachs
       8,828                                                9,269
           National     Bank   Holdings     Corp   ’A’
       12,694                            HSBC                    1,016
           National     Bank   Holdings     Corp   ’A’         Morgan    Stanley
       23,901                                                15,058
           National     Bankshares      Inc             Barclays     Bank
        (729)                                               1,407
           National     Bankshares      Inc             Goldman    Sachs
       (1,171)                                                 (843)
           National     Bankshares      Inc             Morgan    Stanley
      (12,807)                                                24,718
           National     Beverage     Corp              Bank   of  America    Merrill    Lynch
       (4,964)                                               (29,288)
           National     Beverage     Corp              Bank   of  America    Merrill    Lynch
        993                                               5,859
       6,315    National     Beverage     Corp              Barclays     Bank               24,060
           National     Beverage     Corp              Goldman    Sachs
       5,756                                               30,394
           National     Beverage     Corp
       21,087                            HSBC                   168,301
           National     Beverage     Corp              Morgan    Stanley
       9,043                                               34,454
           National     CineMedia     Inc              Bank   of  America    Merrill    Lynch
       (6,310)                                                1,830
           National     CineMedia     Inc              Goldman    Sachs
      (44,695)                                                12,962
           National     CineMedia     Inc
       (7,016)                            HSBC                    3,366
           National     CineMedia     Inc              Morgan    Stanley
       (8,993)                                                (1,259)
           National     Energy    Services     Reunited     Corp      Bank   of  America    Merrill    Lynch
       14,230                                                20,491
           National     Energy    Services     Reunited     Corp      Goldman    Sachs
       12,516                                                18,023
           National     Energy    Services     Reunited     Corp      Morgan    Stanley
       24,365                                                25,583
                                245/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           National     Fuel   Gas  Co              Bank   of  America    Merrill    Lynch
       6,345                                               (1,405)
           National     Fuel   Gas  Co              Barclays     Bank
        (615)                                                (221)
           National     Fuel   Gas  Co              Barclays     Bank
       13,616                                                4,902
           National     Fuel   Gas  Co              Goldman    Sachs
       20,303                                                (5,685)
           National     Fuel   Gas  Co
       5,992                            HSBC                    (5,932)
           National     Fuel   Gas  Co              Morgan    Stanley
      (14,471)                                                (5,210)
           National     Fuel   Gas  Co              Morgan    Stanley
       1,336                                                 481
           National     General    Holdings     Corp          Barclays     Bank
       1,559                                                1,263
           National     General    Holdings     Corp          Goldman    Sachs
       16,807                                                2,898
           National     General    Holdings     Corp          Morgan    Stanley
       85,465                                                69,227
           National     Health    Investors     Inc  (Reit)        Bank   of  America    Merrill    Lynch
      (105,811)                                                (207,389)
           National     Health    Investors     Inc  (Reit)        Barclays     Bank
       1,984                                                5,297
       (3,211)    National     Health    Investors     Inc  (Reit)        Barclays     Bank               (8,573)
           National     Health    Investors     Inc  (Reit)        Goldman    Sachs
      (12,890)                                                (25,264)
           National     Health    Investors     Inc  (Reit)        Goldman    Sachs
        428                                                985
           National     Health    Investors     Inc  (Reit)
        808                          HSBC                     672
           National     Health    Investors     Inc  (Reit)
       (4,873)                            HSBC                   (11,585)
           National     Health    Investors     Inc  (Reit)        Morgan    Stanley
       3,219                                                7,659
           National     Health    Investors     Inc  (Reit)        Morgan    Stanley
      (11,962)                                                (31,939)
           National     HealthCare      Corp             Barclays     Bank
       (1,800)                                                3,175
           National     HealthCare      Corp
       (3,722)                            HSBC                    2,579
           National     Instruments      Corp             Bank   of  America    Merrill    Lynch
       12,201                                               (10,127)
           National     Instruments      Corp             Goldman    Sachs
       31,757                                               (26,358)
           National     Instruments      Corp             Morgan    Stanley
       63,002                                                34,021
           National     Oilwell    Varco   Inc            Barclays     Bank
       4,426                                                3,541
           National     Oilwell    Varco   Inc            Goldman    Sachs
       1,926                                                 616
           National     Oilwell    Varco   Inc
       6,412                            HSBC                    (5,001)
           National     Oilwell    Varco   Inc            Morgan    Stanley
       75,591                                                60,473
           National     Presto    Industries      Inc          Bank   of  America    Merrill    Lynch
       (7,006)                                                6,375
           National     Presto    Industries      Inc          Goldman    Sachs
       (3,864)                                                3,516
           National     Presto    Industries      Inc          Morgan    Stanley
       (1,688)                                                1,384
           National     Research     Corp
        653                          HSBC                    2,925
           National     Research     Corp              Morgan    Stanley
       9,057                                                8,061
           National     Retail    Properties      Inc  (Reit)        Bank   of  America    Merrill    Lynch
       62,656                                               (10,652)
       5,979    National     Retail    Properties      Inc  (Reit)        Barclays     Bank                7,055
           National     Retail    Properties      Inc  (Reit)        Goldman    Sachs
       7,504                                               (1,275)
           National     Retail    Properties      Inc  (Reit)
       9,101                            HSBC                    11,285
           National     Retail    Properties      Inc  (Reit)        Morgan    Stanley
       34,507                                                40,718
           National     Storage    Affiliates      Trust   (Reit)      Bank   of  America    Merrill    Lynch
       16,052                                                19,423
           National     Storage    Affiliates      Trust   (Reit)      Barclays     Bank
       86,149                                                97,348
           National     Storage    Affiliates      Trust   (Reit)      Goldman    Sachs
       22,712                                                27,481
           National     Storage    Affiliates      Trust   (Reit)
       58,826                            HSBC                    85,886
           National     Storage    Affiliates      Trust   (Reit)      Morgan    Stanley
       67,892                                                76,718
           National     Vision    Holdings     Inc           Barclays     Bank
       4,915                                                6,832
           National     Vision    Holdings     Inc
       6,586                            HSBC                    16,663
                                246/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           National     Vision    Holdings     Inc           Morgan    Stanley
       14,839                                                20,626
           National     Western    Life   Group   Inc   ’A’       Bank   of  America    Merrill    Lynch
        (788)                                               6,927
           National     Western    Life   Group   Inc   ’A’
         (3)                          HSBC                      95
           National     Western    Life   Group   Inc   ’A’       Morgan    Stanley
        (100)                                                (353)
           Natural    Gas  Services     Group   Inc          Bank   of  America    Merrill    Lynch
        767                                               (199)
           Natural    Gas  Services     Group   Inc          Barclays     Bank
       6,407                                               (1,162)
           Natural    Gas  Services     Group   Inc          Goldman    Sachs
       30,571                                                (6,728)
           Natural    Gas  Services     Group   Inc
       17,402                            HSBC                    (3,365)
           Natural    Gas  Services     Group   Inc          Morgan    Stanley
       47,538                                                (2,377)
           Natural    Grocers    by  Vitamin    Cottage    Inc
       2,785                            HSBC                     446
           Natural    Grocers    by  Vitamin    Cottage    Inc      Morgan    Stanley
       3,182                                                 986
           Natural    Health    Trends    Corp            Bank   of  America    Merrill    Lynch
       10,667                                               (15,467)
       33,540    Natural    Health    Trends    Corp            Goldman    Sachs               (48,633)
           Natural    Health    Trends    Corp            Morgan    Stanley
       35,782                                                (1,431)
           Nature’s     Sunshine     Products     Inc         Bank   of  America    Merrill    Lynch
      (35,016)                                                (8,054)
           Natus   Medical    Inc                Bank   of  America    Merrill    Lynch
       1,177                                                1,165
           Natus   Medical    Inc                Goldman    Sachs
       1,743                                                 809
           Natus   Medical    Inc
       1,393                            HSBC                    1,017
           Natus   Medical    Inc                Morgan    Stanley
       2,544                                                1,348
           Nautilus     Inc                   Goldman    Sachs
       50,692                                                (1,521)
           Navient    Corp                   Bank   of  America    Merrill    Lynch
      (36,962)                                                (3,696)
           Navient    Corp                   Goldman    Sachs
      (10,375)                                                (1,038)
           Navient    Corp
       (6,114)                            HSBC                     (367)
           Navient    Corp                   Morgan    Stanley
      (17,214)                                                  861
           Navigator     Holdings     Ltd              Bank   of  America    Merrill    Lynch
       3,213                                               (2,442)
           Navigator     Holdings     Ltd              Barclays     Bank
       8,115                                               (2,191)
           Navigator     Holdings     Ltd
       3,246                            HSBC                    3,019
           Navistar     International       Corp            Barclays     Bank
       (4,193)                                                (2,138)
           Navistar     International       Corp            Barclays     Bank
       1,804                                                 920
           Navistar     International       Corp            Goldman    Sachs
       1,101                                                (551)
           Navistar     International       Corp            Goldman    Sachs
       (1,972)                                                 986
           Navistar     International       Corp
       (1,533)                            HSBC                    1,579
           Navistar     International       Corp
       12,506                            HSBC                   (12,881)
           Navistar     International       Corp            Morgan    Stanley
      (13,515)                                                (6,893)
      (17,402)     NBT  Bancorp    Inc                 Barclays     Bank               (1,044)
           NBT  Bancorp    Inc                 Goldman    Sachs
      (55,197)                                                18,001
           NBT  Bancorp    Inc
      (47,536)                             HSBC                    26,101
           NBT  Bancorp    Inc                 Morgan    Stanley
      (41,865)                                                (1,392)
           NCR  Corp                     Barclays     Bank
       1,830                                                (384)
           NCR  Corp                     Goldman    Sachs
       7,951                                                (636)
           NCR  Corp
       14,023                            HSBC                    19,989
           NCR  Corp                     Morgan    Stanley
       14,273                                                (2,997)
           NCS  Multistage      Holdings     Inc           Bank   of  America    Merrill    Lynch
       4,525                                                (679)
           NCS  Multistage      Holdings     Inc           Goldman    Sachs
       54,454                                                (8,168)
           Neenah    Inc                    Goldman    Sachs
       1,202                                                3,071
                                247/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Neenah    Inc
       2,475                            HSBC                     238
           Neenah    Inc                    Morgan    Stanley
       7,466                                               30,685
           Nektar    Therapeutics                    Barclays     Bank
       (8,178)                                                5,152
           Nektar    Therapeutics
      (16,524)                             HSBC                    (6,609)
           Nektar    Therapeutics                    Morgan    Stanley
       (7,731)                                                4,871
           Nelnet    Inc   ’A’                 Goldman    Sachs
       (1,087)                                                1,250
           Nelnet    Inc   ’A’
       (4,108)                            HSBC                    (2,300)
           Nelnet    Inc   ’A’                 Morgan    Stanley
      (29,586)                                                (7,101)
           Neogen    Corp                    Bank   of  America    Merrill    Lynch
       (6,127)                                               (17,584)
           Neogen    Corp                    Barclays     Bank
       (3,082)                                                (6,383)
           Neogen    Corp                    Goldman    Sachs
      (17,394)                                                (49,921)
           Neogen    Corp
       (6,651)                            HSBC                   (19,511)
      (12,486)     Neogen    Corp                    Morgan    Stanley                (30,092)
           NeoGenomics      Inc
       (7,729)                            HSBC                   (23,573)
           NeoGenomics      Inc                 Morgan    Stanley
       (2,406)                                                (3,176)
           Neon   Therapeutics       Inc              Goldman    Sachs
       19,383                                                (6,203)
           Neon   Therapeutics       Inc
       41,122                            HSBC                   (33,720)
           Neon   Therapeutics       Inc              Morgan    Stanley
       27,489                                                (5,773)
           NeoPhotonics       Corp                 Barclays     Bank
       (9,690)                                                (1,744)
           NeoPhotonics       Corp                 Goldman    Sachs
       (5,406)                                                1,514
           NeoPhotonics       Corp                 Morgan    Stanley
       (8,317)                                                (1,497)
           Nesco   Holdings     Inc                Barclays     Bank
       5,917                                               (1,479)
           Nesco   Holdings     Inc                Goldman    Sachs
       6,823                                               (2,661)
           Nesco   Holdings     Inc
       15,701                            HSBC                   (27,477)
           Nesco   Holdings     Inc                Morgan    Stanley
       12,606                                                (3,152)
           NetApp    Inc                    Bank   of  America    Merrill    Lynch
        761                                              (1,667)
           NetApp    Inc                    Goldman    Sachs
       4,489                                               (9,831)
           NetApp    Inc
       4,161                            HSBC                    5,284
           NetApp    Inc                    Morgan    Stanley
       14,525                                                (7,989)
           Netflix    Inc                   Bank   of  America    Merrill    Lynch
        (216)                                               (1,017)
           Netflix    Inc                   Barclays     Bank
       (1,278)                                                (6,211)
           Netflix    Inc                   Goldman    Sachs
       (1,813)                                               (34,012)
           Netflix    Inc
       (7,284)                            HSBC                   (173,141)
           Netflix    Inc                   Morgan    Stanley
        (672)                                               (3,266)
       (2,741)    NETGEAR    Inc                   Bank   of  America    Merrill    Lynch        5,619
           NETGEAR    Inc                   Barclays     Bank
       (1,027)                                                 (62)
           NETGEAR    Inc                   Goldman    Sachs
       (4,702)                                                9,639
           NETGEAR    Inc
       (1,180)                            HSBC                    2,726
           NETGEAR    Inc                   Morgan    Stanley
       (2,848)                                                 (171)
           NetScout     Systems    Inc               Bank   of  America    Merrill    Lynch
      (41,416)                                                 6,420
           NetScout     Systems    Inc
      (35,696)                             HSBC                    7,746
           NetScout     Systems    Inc               Morgan    Stanley
      (24,600)                                                (11,562)
           Neurocrine      Biosciences      Inc            Bank   of  America    Merrill    Lynch
       1,031                                                4,413
           Neurocrine      Biosciences      Inc            Goldman    Sachs
        465                                               1,452
           Neurocrine      Biosciences      Inc
        838                          HSBC                    3,429
                                248/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Neurocrine      Biosciences      Inc            Morgan    Stanley
        (741)                                               (2,216)
           Neurocrine      Biosciences      Inc            Morgan    Stanley
        750                                               2,243
           Nevro   Corp                    Barclays     Bank
       1,250                                                4,775
           Nevro   Corp
        (250)                           HSBC                    (1,468)
           Nevro   Corp
       2,062                            HSBC                    8,124
           Nevro   Corp                    Morgan    Stanley
       (1,959)                                                (7,483)
           New  Age  Beverages     Corp              Goldman    Sachs
      (47,157)                                                 7,974
           New  Age  Beverages     Corp
      (15,632)                             HSBC                    4,373
           New  Fortress     Energy    LLC             Morgan    Stanley
      (20,600)                                                 8,034
           New  Jersey    Resources     Corp             Bank   of  America    Merrill    Lynch
       8,961                                               12,545
           New  Jersey    Resources     Corp             Barclays     Bank
       25,346                                                2,534
           New  Jersey    Resources     Corp             Goldman    Sachs
       62,530                                                87,175
       34,858    New  Jersey    Resources     Corp             HSBC                    64,086
           New  Jersey    Resources     Corp             Morgan    Stanley
       68,468                                                6,847
           New  Relic   Inc                  Barclays     Bank
       (4,016)                                                (6,225)
           New  Relic   Inc                  Goldman    Sachs
       (2,595)                                                (3,120)
           New  Relic   Inc
       (1,132)                            HSBC                    (3,215)
           New  Relic   Inc                  Morgan    Stanley
       (1,351)                                                (2,094)
           New  Residential      Investment      Corp   (Reit)       Bank   of  America    Merrill    Lynch
      (88,612)                                                (30,128)
           New  Residential      Investment      Corp   (Reit)       Barclays     Bank
      (18,886)                                                (3,588)
           New  Residential      Investment      Corp   (Reit)       Goldman    Sachs
      (44,150)                                                (15,011)
           New  Residential      Investment      Corp   (Reit)
      (76,480)                             HSBC                    51,242
           New  Residential      Investment      Corp   (Reit)       Morgan    Stanley
      (27,872)                                                (5,296)
           New  Senior    Investment      Group   Inc  (Reit)       Goldman    Sachs
       35,329                                                5,299
           New  York   Community     Bancorp    Inc          Bank   of  America    Merrill    Lynch
      (54,025)                                                11,616
           New  York   Community     Bancorp    Inc
       (7,272)                            HSBC                    1,127
           New  York   Mortgage     Trust   Inc  (Reit)         Bank   of  America    Merrill    Lynch
      (343,521)                                                 6,870
           New  York   Mortgage     Trust   Inc  (Reit)         Barclays     Bank
      (187,744)                                                (22,529)
           New  York   Mortgage     Trust   Inc  (Reit)         Goldman    Sachs
      (31,986)                                                  640
           New  York   Mortgage     Trust   Inc  (Reit)         Morgan    Stanley
      (85,049)                                                (10,206)
           New  York   Times   Co/The    ’A’            Bank   of  America    Merrill    Lynch
       (2,059)                                                (1,503)
           New  York   Times   Co/The    ’A’
       7,082                            HSBC                    9,561
           New  York   Times   Co/The    ’A’
       (5,138)                            HSBC                    (6,936)
           New  York   Times   Co/The    ’A’            Morgan    Stanley
       4,735                                                5,114
       (1,197)    New  York   Times   Co/The    ’A’            Morgan    Stanley                (1,293)
           Newell    Brands    Inc                Bank   of  America    Merrill    Lynch
       (8,930)                                                3,215
           Newell    Brands    Inc                Barclays     Bank
       (3,404)                                                (1,294)
           Newell    Brands    Inc                Goldman    Sachs
      (23,115)                                                 8,321
           Newell    Brands    Inc
      (20,048)                             HSBC                    19,848
           Newell    Brands    Inc                Morgan    Stanley
      (14,469)                                                (5,498)
           NewLink    Genetics     Corp               Bank   of  America    Merrill    Lynch
       73,488                                                2,940
           Newmark    Group   Inc   ’A’              Bank   of  America    Merrill    Lynch
      (47,172)                                                (25,173)
           Newmark    Group   Inc   ’A’              Goldman    Sachs
      (20,409)                                                (9,894)
           Newmark    Group   Inc   ’A’
       (4,634)                            HSBC                    (4,727)
           Newmark    Group   Inc   ’A’
       19,187                            HSBC                    19,571
                                249/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Newmark    Group   Inc   ’A’              Morgan    Stanley
       (7,480)                                                (2,319)
           Newmark    Group   Inc   ’A’              Morgan    Stanley
       32,090                                                9,948
           NewMarket     Corp                  Bank   of  America    Merrill    Lynch
         62                                               (543)
           NewMarket     Corp                  Bank   of  America    Merrill    Lynch
        (589)                                               5,157
           NewMarket     Corp                  Barclays     Bank
       (1,292)                                                (3,107)
           NewMarket     Corp                  Goldman    Sachs
        551                                              (4,824)
           NewMarket     Corp                  Goldman    Sachs
        (785)                                               6,873
           NewMarket     Corp
        326                          HSBC                     (781)
           NewMarket     Corp
        (538)                           HSBC                    1,289
           NewMarket     Corp                  Morgan    Stanley
        169                                                406
           NewMarket     Corp                  Morgan    Stanley
       (1,277)                                                (3,071)
           Newmont    Mining    Corp                Bank   of  America    Merrill    Lynch
      (10,130)                                                (6,179)
      (29,053)     Newmont    Mining    Corp                Barclays     Bank               (3,777)
           Newmont    Mining    Corp
      (83,153)                             HSBC                   (133,877)
           Newpark    Resources     Inc              Bank   of  America    Merrill    Lynch
      (32,865)                                                 7,559
           Newpark    Resources     Inc              Barclays     Bank
       (9,482)                                                1,233
           Newpark    Resources     Inc              Goldman    Sachs
       (6,608)                                                1,520
           Newpark    Resources     Inc
      (10,527)                             HSBC                    6,607
           Newpark    Resources     Inc              Morgan    Stanley
      (17,211)                                                 2,237
           News   Corp   ’A’                  Barclays     Bank
      (17,516)                                                (3,854)
           News   Corp   ’A’                  Goldman    Sachs
      (78,283)                                                 4,697
           News   Corp   ’A’
      (55,775)                             HSBC                    (1,673)
           News   Corp   ’A’                  Morgan    Stanley
      (294,064)                                                (64,694)
           News   Corp   ’B’                  Bank   of  America    Merrill    Lynch
      (111,377)                                                 6,683
           News   Corp   ’B’
      (14,670)                             HSBC                     (440)
           News   Corp   ’B’                  Morgan    Stanley
      (51,538)                                                (14,431)
           NexPoint     Residential      Trust   Inc  (Reit)        Bank   of  America    Merrill    Lynch
       2,402                                                 673
           NexPoint     Residential      Trust   Inc  (Reit)        Barclays     Bank
       40,906                                                12,338
           NexPoint     Residential      Trust   Inc  (Reit)        Goldman    Sachs
       39,451                                                13,092
           NexPoint     Residential      Trust     Inc  (Reit)
       36,285                            HSBC                    68,411
           NexPoint     Residential      Trust   Inc  (Reit)        Morgan    Stanley
       61,639                                                20,341
           Nexstar    Media   Group   Inc   ’A’           Bank   of  America    Merrill    Lynch
        210                                               1,434
           Nexstar    Media   Group   Inc   ’A’           Bank   of  America    Merrill    Lynch
       (1,138)                                                (7,378)
           Nexstar    Media   Group   Inc   ’A’           Barclays     Bank
        247                                                743
       (1,038)    Nexstar    Media   Group   Inc   ’A’           Barclays     Bank               (3,124)
           Nexstar    Media   Group   Inc   ’A’           Goldman    Sachs
       1,996                                               13,633
           Nexstar    Media   Group   Inc   ’A’
       1,350                            HSBC                    2,579
           Nexstar    Media   Group   Inc   ’A’           Morgan    Stanley
       2,719                                                8,184
           NextCure     Inc                   Barclays     Bank
       (2,417)                                               (18,055)
           NextCure     Inc                   Morgan    Stanley
       (6,372)                                               (47,599)
           NextDecade      Corp                  Morgan    Stanley
       (4,221)                                                 148
           NextEra    Energy    Inc                Bank   of  America    Merrill    Lynch
      (13,377)                                                (35,717)
           NextEra    Energy    Inc                Barclays     Bank
       (5,900)                                                (4,189)
           NextEra    Energy    Inc                Goldman    Sachs
       (3,186)                                                 (232)
           NextEra    Energy    Inc
        (591)                           HSBC                     (307)
                                250/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           NextEra    Energy    Inc                Morgan    Stanley
      (26,097)                                                (18,529)
           NextGen    Healthcare      Inc              Barclays     Bank
       8,791                                                6,627
           NextGen    Healthcare      Inc              Goldman    Sachs
       34,291                                                45,264
           NextGen    Healthcare      Inc
       9,174                            HSBC                    10,311
           NextGen    Healthcare      Inc              Morgan    Stanley
       2,098                                                1,741
           NexTier    Oilfield     Solutions     Inc
       (3,573)                            HSBC                    1,894
           NexTier    Oilfield     Solutions     Inc          Morgan    Stanley
      (35,029)                                                (6,305)
           NGM  Biopharmaceuticals          Inc            Barclays     Bank
       18,723                                                25,651
           NGM  Biopharmaceuticals          Inc            Goldman    Sachs
       12,968                                                23,861
           NGM  Biopharmaceuticals          Inc
       10,371                            HSBC                    38,580
           NGM  Biopharmaceuticals          Inc            Morgan    Stanley
       12,967                                                17,765
           NI  Holdings     Inc
       1,829                            HSBC                    (1,024)
       3,162    NI  Holdings     Inc                 Morgan    Stanley                 1,423
           NIC  Inc                     Barclays     Bank
      (20,681)                                                (9,513)
           NIC  Inc                     Goldman    Sachs
      (17,720)                                                 9,742
           NIC  Inc
       (2,421)                            HSBC                    (1,324)
           NIC  Inc                     Morgan    Stanley
      (21,319)                                                (9,807)
           Nicholas     Financial     Inc              Bank   of  America    Merrill    Lynch
       28,546                                               (10,847)
           Nicolet    Bankshares      Inc              Bank   of  America    Merrill    Lynch
       1,556                                                3,345
           Nicolet    Bankshares      Inc              Morgan    Stanley
       1,134                                                2,087
           Nielsen    Holdings     Plc               Bank   of  America    Merrill    Lynch
       12,302                                               (11,441)
           Nielsen    Holdings     Plc               Barclays     Bank
      (36,677)                                                (2,567)
           Nielsen    Holdings     Plc               Goldman    Sachs
      (39,976)                                                26,049
           Nielsen    Holdings     Plc               Goldman    Sachs
       39,659                                               (36,883)
           Nielsen    Holdings     Plc
      (22,427)                             HSBC                    14,408
           Nielsen    Holdings     Plc               Morgan    Stanley
      (13,189)                                                 (923)
           Nike   Inc   ’B’                  Bank   of  America    Merrill    Lynch
       16,042                                                14,758
           Nike   Inc   ’B’                  Barclays     Bank
       16,268                                                10,086
           Nike   Inc   ’B’                  Goldman    Sachs
       19,207                                                17,670
           Nike   Inc   ’B’
       45,600                            HSBC                   188,639
           Nike   Inc   ’B’                  Morgan    Stanley
       4,633                                                2,872
           Nine   Energy    Service    Inc             Bank   of  America    Merrill    Lynch
      (20,876)                                                 9,394
           Nine   Energy    Service    Inc             Goldman    Sachs
       (1,548)                                                 697
           Nine   Energy    Service    Inc             Morgan    Stanley
       (1,201)                                                 (456)
      (12,499)     NiSource     Inc                   Bank   of  America    Merrill    Lynch        (1,250)
           NiSource     Inc                   Goldman    Sachs
      (69,391)                                                (6,939)
           NiSource     Inc
      (91,521)                             HSBC                   (17,389)
           NiSource     Inc                   Morgan    Stanley
      (210,956)                                                (50,630)
           NL  Industries      Inc                Bank   of  America    Merrill    Lynch
      (25,535)                                                (1,787)
           NL  Industries      Inc                Goldman    Sachs
       (8,386)                                                 (587)
           nLight    Inc                    Barclays     Bank
      (15,646)                                                (1,565)
           nLight    Inc                    Goldman    Sachs
      (11,551)                                                  777
           nLight    Inc
       (5,814)                            HSBC                    1,839
           nLight    Inc                    Morgan    Stanley
      (54,813)                                                (5,481)
           NMI  Holdings     Inc   ’A’              Bank   of  America    Merrill    Lynch
       (1,476)                                                 280
                                251/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           NMI  Holdings     Inc   ’A’              Barclays     Bank
       (2,511)                                                (1,984)
           NMI  Holdings     Inc   ’A’              Goldman    Sachs
       (1,023)                                                 (334)
           NMI  Holdings     Inc   ’A’
       (4,190)                            HSBC                      69
           NMI  Holdings     Inc   ’A’              Morgan    Stanley
       (5,504)                                                (4,348)
           NN  Inc                      Bank   of  America    Merrill    Lynch
      (17,403)                                                18,795
           Noble   Corp   Plc                  Barclays     Bank
      (164,853)                                                 6,594
           Noble   Corp   Plc                  Goldman    Sachs
      (32,691)                                                 3,596
           Noble   Corp   Plc
      (174,685)                             HSBC                    43,671
           Noble   Corp   Plc                  Morgan    Stanley
      (57,254)                                                 2,290
           Noble   Energy    Inc                 Bank   of  America    Merrill    Lynch
      (23,414)                                                  702
           Noble   Energy    Inc
       (4,310)                            HSBC                    2,500
           Noble   Energy    Inc                 Morgan    Stanley
       (3,344)                                                 970
       2,360    Noble   Energy    Inc                 Morgan    Stanley                 (684)
           Noodles    & Co                  Bank   of  America    Merrill    Lynch
      (10,011)                                                (4,405)
           Noodles    & Co                  Barclays     Bank
      (19,479)                                                (8,960)
           Noodles    & Co                  Morgan    Stanley
       (4,482)                                                (2,062)
           Nordic    American     Tankers    Ltd           Bank   of  America    Merrill    Lynch
       10,018                                                 401
           Nordic    American     Tankers    Ltd           Morgan    Stanley
       80,837                                                (5,659)
           Nordson    Corp                   Bank   of  America    Merrill    Lynch
        (181)                                                (503)
           Nordson    Corp
       (4,334)                            HSBC                   (12,395)
           Nordson    Corp                   Morgan    Stanley
       (4,352)                                                (7,616)
           Nordstrom     Inc                  Bank   of  America    Merrill    Lynch
       11,783                                                 118
           Nordstrom     Inc                  Barclays     Bank
       2,491                                                 249
           Nordstrom     Inc                  Goldman    Sachs
       1,114                                                4,181
           Nordstrom     Inc                  Morgan    Stanley
       4,481                                                 448
           Norfolk    Southern     Corp               Bank   of  America    Merrill    Lynch
       (2,330)                                                4,238
           Norfolk    Southern     Corp               Barclays     Bank
       (8,902)                                                3,344
           Norfolk    Southern     Corp               Goldman    Sachs
       (9,464)                                               (22,051)
           Norfolk    Southern     Corp
       (3,612)                            HSBC                    7,664
           Norfolk    Southern     Corp               Morgan    Stanley
       (5,862)                                                (1,289)
           Northeast     Bank                  Bank   of  America    Merrill    Lynch
      (63,798)                                                36,046
           Northeast     Bank
       (4,984)                            HSBC                    5,906
           Northeast     Bank                  Morgan    Stanley
       (2,705)                                                 (41)
           Northern     Oil  and  Gas  Inc             Goldman    Sachs
       33,566                                                (6,378)
       2,518    Northern     Technologies       International       Corp     Bank   of  America    Merrill    Lynch         327
           Northern     Technologies       International       Corp     Goldman    Sachs
       4,868                                                 633
           Northern     Technologies       International       Corp     Morgan    Stanley
       7,528                                                1,731
           Northern     Trust   Corp                Bank   of  America    Merrill    Lynch
       (2,681)                                                (3,003)
           Northern     Trust   Corp
      (14,362)                             HSBC                    (4,494)
           Northern     Trust   Corp                Morgan    Stanley
       (4,399)                                                (2,376)
           Northfield      Bancorp    Inc              Bank   of  America    Merrill    Lynch
      (188,541)                                                 15,083
           Northfield      Bancorp    Inc              Morgan    Stanley
      (13,691)                                                (1,643)
           Northrim     BanCorp    Inc               Bank   of  America    Merrill    Lynch
       (1,386)                                                3,167
           Northrim     BanCorp    Inc
       (1,701)                            HSBC                    3,819
           Northrim     BanCorp    Inc               Morgan    Stanley
       (3,073)                                                3,088
                                252/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Northwest     Bancshares      Inc             Barclays     Bank
       (2,570)                                                  13
           Northwest     Natural    Holding    Co          Barclays     Bank
       6,872                                               13,041
           Northwest     Natural    Holding    Co          Goldman    Sachs
        925                                               3,349
           Northwest     Natural    Holding    Co
       16,385                            HSBC                    67,931
           Northwest     Natural    Holding    Co          Morgan    Stanley
       14,456                                                28,478
           Northwest     Pipe   Co                Goldman    Sachs
       21,924                                                12,058
           Northwest     Pipe   Co                Morgan    Stanley
       4,168                                                2,959
           NorthWestern       Corp                 Bank   of  America    Merrill    Lynch
       3,079                                                8,036
           NorthWestern       Corp                 Bank   of  America    Merrill    Lynch
       (2,973)                                                 (777)
           NorthWestern       Corp                 Barclays     Bank
       1,629                                                1,319
           NorthWestern       Corp                 Barclays     Bank
      (12,993)                                                (8,665)
           NorthWestern       Corp                 Goldman    Sachs
       2,728                                                7,120
      (30,609)     NorthWestern       Corp                 Goldman    Sachs               (70,761)
           NorthWestern       Corp
      (45,323)                             HSBC                   (118,617)
           NorthWestern       Corp                 Morgan    Stanley
       1,153                                                 934
           NorthWestern       Corp                 Morgan    Stanley
      (19,791)                                                (16,030)
           Norwegian     Cruise    Line   Holdings     Ltd        Barclays     Bank
       (2,318)                                                 (775)
           Norwegian     Cruise    Line   Holdings     Ltd        Barclays     Bank
       5,018                                                2,057
           Norwegian     Cruise    Line   Holdings     Ltd        Goldman    Sachs
        (458)                                                (575)
           Norwegian     Cruise    Line   Holdings     Ltd        Goldman    Sachs
       3,428                                                4,662
           Norwegian     Cruise    Line   Holdings     Ltd
      (11,922)                             HSBC                   (30,997)
           Norwegian     Cruise    Line   Holdings     Ltd
       4,932                            HSBC                    12,823
           Norwegian     Cruise    Line   Holdings     Ltd        Morgan    Stanley
       (1,197)                                                 (491)
           Norwegian     Cruise    Line   Holdings     Ltd        Morgan    Stanley
       6,051                                                2,481
           Norwood    Financial     Corp
        (210)                           HSBC                     (68)
           Norwood    Financial     Corp              Morgan    Stanley
       (1,383)                                                 (505)
           Novagold     Resources     Inc              Barclays     Bank
       19,563                                                3,913
           Novagold     Resources     Inc              Goldman    Sachs
       13,028                                                2,866
           Novagold     Resources     Inc
       89,512                            HSBC                    52,812
           Novagold     Resources     Inc              Morgan    Stanley
       52,933                                                10,587
           Novanta    Inc                   Bank   of  America    Merrill    Lynch
       (5,395)                                               (53,896)
           Novanta    Inc                   Barclays     Bank
       (5,843)                                               (37,632)
           Novanta    Inc                   Goldman    Sachs
       (2,044)                                               (12,309)
           Novanta    Inc
      (11,964)                             HSBC                   (153,137)
      (10,902)     Novanta    Inc                   Morgan    Stanley                (73,154)
           Novocure     Ltd                   Bank   of  America    Merrill    Lynch
        (647)                                               (5,312)
           Novocure     Ltd                   Barclays     Bank
        (598)                                                963
           Novocure     Ltd                   Barclays     Bank
       1,133                                               (1,824)
           Novocure     Ltd                   Morgan    Stanley
       6,205                                               (9,990)
           NOW  Inc                     Morgan    Stanley
      (24,617)                                                 5,908
           NRG  Energy    Inc                  Bank   of  America    Merrill    Lynch
       13,440                                                (9,240)
           NRG  Energy    Inc                  Barclays     Bank
       4,815                                               (1,156)
           NRG  Energy    Inc                  Goldman    Sachs
       16,360                                                (9,991)
           NRG  Energy    Inc
       1,293                            HSBC                     (324)
           NRG  Energy    Inc                  Morgan    Stanley
      (11,246)                                                 2,699
                                253/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           NRG  Energy    Inc                  Morgan    Stanley
       15,405                                                (3,697)
           Nu  Skin   Enterprises      Inc   ’A’           Barclays     Bank
       (3,206)                                                (1,250)
           Nu  Skin   Enterprises      Inc   ’A’
       (2,955)                            HSBC                    8,510
           Nu  Skin   Enterprises      Inc   ’A’           Morgan    Stanley
       (4,127)                                                (1,610)
           Nuance    Communications        Inc
       15,415                            HSBC                    20,194
           Nuance    Communications        Inc            Morgan    Stanley
       27,757                                                1,665
           Nucor   Corp                    Barclays     Bank
      (34,873)                                                (33,826)
           Nucor   Corp                    Goldman    Sachs
       (8,798)                                               (11,085)
           Nucor   Corp
      (49,310)                             HSBC                   (32,052)
           Nucor   Corp                    Morgan    Stanley
      (85,380)                                                (82,819)
           Nutanix    Inc   ’A’                 Bank   of  America    Merrill    Lynch
       1,915                                                4,346
           Nutanix    Inc   ’A’                 Barclays     Bank
       1,631                                               11,239
       8,942    Nutanix    Inc   ’A’                 Morgan    Stanley                58,034
           NuVasive     Inc                   Bank   of  America    Merrill    Lynch
        (900)                                                774
           NuVasive     Inc                   Barclays     Bank
       (2,176)                                                (2,290)
           NuVasive     Inc                   Goldman    Sachs
       (5,145)                                                2,376
           NuVasive     Inc
      (10,827)                             HSBC                    (3,790)
           NuVasive     Inc                   Morgan    Stanley
      (11,260)                                                (16,101)
           NV5  Global    Inc                  Barclays     Bank
       (3,609)                                                 (866)
           NV5  Global    Inc                  Goldman    Sachs
        (816)                                               2,880
           NV5  Global    Inc
       (8,571)                            HSBC                    40,300
           NV5  Global    Inc                  Morgan    Stanley
      (10,483)                                                 (996)
           NVE  Corp                     Bank   of  America    Merrill    Lynch
       (3,582)                                                2,794
           NVE  Corp                     Barclays     Bank
       (1,082)                                                (1,785)
           NVE  Corp
        (536)                           HSBC                    (1,150)
           nVent   Electric     Plc                Barclays     Bank
       6,534                                                 915
           nVent   Electric     Plc                Goldman    Sachs
       1,657                                                1,392
           nVent   Electric     Plc
       2,797                            HSBC                    2,461
           nVent   Electric     Plc                Morgan    Stanley
       2,258                                                 316
           NVIDIA    Corp                    Bank   of  America    Merrill    Lynch
       3,899                                               53,026
           NVIDIA    Corp                    Morgan    Stanley
       4,827                                               33,306
           NVR  Inc                     Barclays     Bank
        (142)                                               (9,393)
           NVR  Inc                     Goldman    Sachs
        (98)                                              (7,822)
           NVR  Inc
        (195)                           HSBC                   (73,455)
        (405)   NVR  Inc                     Morgan    Stanley                (44,712)
           NXP  Semiconductors        NV              Barclays     Bank
       1,248                                                1,273
           NXP  Semiconductors        NV
        876                          HSBC                    (1,209)
           NXP  Semiconductors        NV              Morgan    Stanley
       7,303                                                7,449
           Nymox   Pharmaceutical        Corp             Bank   of  America    Merrill    Lynch
      117,485                                                10,574
           Nymox   Pharmaceutical        Corp             Goldman    Sachs
       29,692                                                2,672
           Nymox   Pharmaceutical        Corp             Morgan    Stanley
       52,833                                                3,170
           Oak  Valley    Bancorp                  Bank   of  America    Merrill    Lynch
        705                                                479
           Oak  Valley    Bancorp                  Goldman    Sachs
       6,041                                                4,108
           Oak  Valley    Bancorp
       6,107                            HSBC                    10,504
           Oak  Valley    Bancorp                  Morgan    Stanley
       1,495                                                 254
                                254/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Oasis   Midstream     Partners     LP           Bank   of  America    Merrill    Lynch
       39,643                                               (56,293)
           Oasis   Midstream     Partners     LP           Goldman    Sachs
       14,516                                               (20,613)
           Oasis   Petroleum     Inc               Bank   of  America    Merrill    Lynch
       31,677                                               (11,562)
           Oasis   Petroleum     Inc
       78,800                            HSBC                   (53,978)
           Occidental      Petroleum     Corp             Barclays     Bank
      (11,294)                                                 7,962
           Occidental      Petroleum     Corp             Goldman    Sachs
      (42,852)                                                 3,759
           Occidental      Petroleum     Corp
      (14,406)                             HSBC                    15,760
           Occidental      Petroleum     Corp             Morgan    Stanley
      (18,508)                                                13,048
           Oceaneering      International       Inc          Barclays     Bank
       4,546                                                (690)
           Oceaneering      International       Inc          Goldman    Sachs
       46,972                                                (5,636)
           Oceaneering      International       Inc
       49,089                            HSBC                   (10,856)
           Oceaneering      International       Inc          Morgan    Stanley
       71,300                                                8,556
       42,204    OceanFirst      Financial     Corp             Barclays     Bank                8,441
           OceanFirst      Financial     Corp
       47,115                            HSBC                    2,356
           OceanFirst      Financial     Corp             Morgan    Stanley
       85,383                                                17,077
           Ocular    Therapeutix      Inc              Morgan    Stanley
       (9,163)                                                (5,498)
           Ocwen   Financial     Corp               Bank   of  America    Merrill    Lynch
      (79,447)                                                 7,150
           Ocwen   Financial     Corp               Morgan    Stanley
      (85,136)                                                (2,554)
           Odonate    Therapeutics       Inc             Barclays     Bank
       (2,051)                                                1,825
           Odonate    Therapeutics       Inc
        (703)                           HSBC                    (2,461)
           Odonate    Therapeutics       Inc             Morgan    Stanley
       (1,405)                                                1,250
           Office    Depot   Inc                 Goldman    Sachs
      (27,700)                                                 6,094
           Office    Depot   Inc
      (56,853)                             HSBC                    14,755
           Office    Depot   Inc                 Morgan    Stanley
      (107,760)                                                 (2,155)
           Office    Properties      Income    Trust   (Reit)        Bank   of  America    Merrill    Lynch
      (10,406)                                                (16,129)
           Office    Properties      Income    Trust   (Reit)        Barclays     Bank
       (4,659)                                                (6,523)
           Office    Properties      Income    Trust   (Reit)        Goldman    Sachs
      (20,148)                                                (31,229)
           Office    Properties      Income    Trust   (Reit)
       (8,475)                            HSBC                    (7,627)
           Office    Properties      Income    Trust   (Reit)        Morgan    Stanley
       (6,265)                                                (8,771)
           OFG  Bancorp
       (3,704)                            HSBC                     (333)
           OFG  Bancorp                     Morgan    Stanley
       (5,486)                                                (5,486)
           OGE  Energy    Corp                  Bank   of  America    Merrill    Lynch
       23,846                                               (27,423)
           OGE  Energy    Corp                  Barclays     Bank
       7,291                                                1,677
           OGE  Energy    Corp
       18,643                            HSBC                   (11,372)
      137,213     OGE  Energy    Corp                  Morgan    Stanley                31,559
           Ohio   Valley    Banc   Corp               Bank   of  America    Merrill    Lynch
       (6,765)                                                (8,017)
           Ohio   Valley    Banc   Corp               Goldman    Sachs
       (2,605)                                                (3,087)
           Ohio   Valley    Banc   Corp               Morgan    Stanley
      (15,152)                                                 (682)
           Oil  States    International       Inc           Barclays     Bank
       4,697                                                 517
           Oil  States    International       Inc
       27,202                            HSBC                   (15,505)
           Oil  States    International       Inc           Morgan    Stanley
       14,224                                                1,565
           Oil-Dri    Corp   of  America               Goldman    Sachs
       (1,447)                                                (1,302)
           Oil-Dri    Corp   of  America               Morgan    Stanley
       (2,968)                                                (2,315)
           Okta   Inc                     Bank   of  America    Merrill    Lynch
       (2,284)                                               (30,948)
           Okta   Inc                     Barclays     Bank
       (1,059)                                                (3,601)
                                255/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Okta   Inc                     Goldman    Sachs
        (212)                                               (2,873)
           Okta   Inc                     Morgan    Stanley
       (6,099)                                               (20,737)
           Old  Dominion     Freight    Line   Inc          Barclays     Bank
       4,418                                                5,075
           Old  Dominion     Freight    Line   Inc          Morgan    Stanley
       2,117                                                 (72)
           Old  National     Bancorp/IN                 Bank   of  America    Merrill    Lynch
      (48,716)                                                 7,307
           Old  National     Bancorp/IN                 Barclays     Bank
      (16,547)                                                  496
           Old  National     Bancorp/IN                 Goldman    Sachs
      (134,250)                                                 20,138
           Old  National     Bancorp/IN
       (2,220)                            HSBC                     821
           Old  National     Bancorp/IN                 Morgan    Stanley
      (93,821)                                                 2,814
           Old  Republic     International       Corp          Barclays     Bank
      (27,993)                                                (13,017)
           Old  Republic     International       Corp          Goldman    Sachs
      (12,878)                                                 1,481
           Old  Republic     International       Corp
      (16,144)                             HSBC                     566
      (31,874)     Old  Republic     International       Corp          Morgan    Stanley                (14,821)
           Old  Second    Bancorp    Inc              Bank   of  America    Merrill    Lynch
      (34,646)                                                 2,425
           Old  Second    Bancorp    Inc              Goldman    Sachs
       (1,638)                                                 115
           Olin   Corp
       (6,265)                            HSBC                    11,528
           Ollie’s     Bargain    Outlet    Holdings     Inc       Barclays     Bank
       (1,099)                                                (3,923)
           Ollie’s     Bargain    Outlet    Holdings     Inc       Goldman    Sachs
       (2,904)                                                (3,165)
           Ollie’s     Bargain    Outlet     Holdings     Inc
       (6,710)                            HSBC                    7,985
           Ollie’s     Bargain    Outlet    Holdings     Inc       Morgan    Stanley
      (12,630)                                                (45,089)
           Olympic    Steel   Inc                Barclays     Bank
       2,067                                                1,860
           Olympic    Steel   Inc                Goldman    Sachs
       2,404                                                2,885
           Olympic    Steel   Inc
       2,222                            HSBC                    4,311
           Olympic    Steel   Inc                Morgan    Stanley
       7,706                                                6,935
           Omega   Flex   Inc                  Bank   of  America    Merrill    Lynch
        236                                                378
           Omega   Flex   Inc                  Barclays     Bank
       1,448                                               (1,008)
           Omega   Flex   Inc                  Goldman    Sachs
       3,704                                                4,624
           Omega   Flex   Inc
       1,939                            HSBC                    4,030
           Omega   Flex   Inc                  Morgan    Stanley
       2,564                                                 231
           Omega   Healthcare      Investors     Inc  (Reit)        Goldman    Sachs
       (8,217)                                               (10,189)
           Omega   Healthcare      Investors     Inc  (Reit)
      (10,049)                             HSBC                   (13,566)
           Omega   Healthcare      Investors     Inc  (Reit)        Morgan    Stanley
      (66,662)                                               (103,327)
           Omeros    Corp                    Goldman    Sachs
       4,172                                                4,547
           Omeros    Corp
       7,135                            HSBC                    5,066
       6,789    Omeros    Corp                    Morgan    Stanley                (1,290)
           Omnicell     Inc                   Bank   of  America    Merrill    Lynch
        (666)                                               (3,317)
           Omnicell     Inc                   Bank   of  America    Merrill    Lynch
       15,640                                                77,887
           Omnicell     Inc                   Barclays     Bank
        (805)                                                (652)
           Omnicell     Inc                   Barclays     Bank
       3,196                                                2,589
           Omnicell     Inc                   Goldman    Sachs
       (1,086)                                                (5,408)
           Omnicell     Inc                   Goldman    Sachs
       2,070                                                9,965
           Omnicell     Inc
       11,883                            HSBC                    63,664
           Omnicell     Inc                   Morgan    Stanley
        (688)                                                (557)
           Omnicell     Inc                   Morgan    Stanley
       5,806                                                4,703
           Omnicom    Group   Inc                Barclays     Bank
       (8,583)                                               (16,050)
                                256/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Omnicom    Group   Inc
       (6,437)                            HSBC                    4,733
           Omnicom    Group   Inc                Morgan    Stanley
       (3,925)                                                (7,340)
           On  Deck   Capital    Inc
       80,879                            HSBC                   (32,352)
           On  Deck   Capital    Inc               Morgan    Stanley
       49,977                                                (6,997)
           ON  Semiconductor       Corp               Goldman    Sachs
       9,268                                               (1,019)
           ON  Semiconductor       Corp               Morgan    Stanley
      (39,862)                                                (34,680)
           Oncocyte     Corp                   Goldman    Sachs
      (14,193)                                                (1,135)
           Oncocyte     Corp
      (49,437)                             HSBC                    (3,461)
           Oncocyte     Corp                   Morgan    Stanley
      (46,133)                                                 2,307
           ONE  Gas  Inc                   Bank   of  America    Merrill    Lynch
       1,741                                                2,385
           ONE  Gas  Inc                   Barclays     Bank
       35,022                                                72,496
           ONE  Gas  Inc                   Barclays     Bank
      (17,660)                                                (35,366)
      (42,954)     ONE  Gas  Inc                   Goldman    Sachs               (64,166)
           ONE  Gas  Inc                   Goldman    Sachs
       1,373                                                1,881
           ONE  Gas  Inc
      (19,219)                             HSBC                   (63,610)
           ONE  Gas  Inc                   Morgan    Stanley
      (16,252)                                                (31,515)
           One  Liberty    Properties      Inc  (Reit)          Bank   of  America    Merrill    Lynch
       10,739                                                 (537)
           One  Liberty    Properties      Inc  (Reit)          Barclays     Bank
        700                                                77
           One  Liberty    Properties      Inc  (Reit)          Goldman    Sachs
       1,028                                                 (51)
           One  Liberty    Properties      Inc  (Reit)
       4,888                            HSBC                    3,373
           One  Liberty    Properties      Inc  (Reit)          Morgan    Stanley
       3,394                                                 373
           OneMain    Holdings     Inc               Goldman    Sachs
       3,707                                                5,894
           OneMain    Holdings     Inc               Morgan    Stanley
       25,723                                                (2,829)
           ONEOK   Inc                    Bank   of  America    Merrill    Lynch
       (8,666)                                                (1,820)
           ONEOK   Inc                    Barclays     Bank
      (13,421)                                                 2,445
           ONEOK   Inc                    Goldman    Sachs
      (17,310)                                                (4,426)
           ONEOK   Inc
       (6,108)                            HSBC                    (3,346)
           OneSpan    Inc                   Bank   of  America    Merrill    Lynch
      (38,139)                                                (17,163)
           OneSpan    Inc                   Goldman    Sachs
       (2,710)                                                (1,220)
           OneSpan    Inc
       (1,940)                            HSBC                    1,009
           OneSpan    Inc                   Morgan    Stanley
       (2,034)                                                (1,302)
           OneSpaWorld      Holdings     Ltd
       87,805                            HSBC                    39,512
           OneSpaWorld      Holdings     Ltd             Morgan    Stanley
       42,742                                                29,919
           Onto   Innovation      Inc               Bank   of  America    Merrill    Lynch
       (8,746)                                                17,485
       (6,137)    Onto   Innovation      Inc               Goldman    Sachs                4,081
           Onto   Innovation      Inc
       (3,236)                            HSBC                    (2,390)
           Onto   Innovation      Inc               Morgan    Stanley
      (30,653)                                                (19,388)
           Ooma   Inc                     Bank   of  America    Merrill    Lynch
       41,672                                                85,011
           Ooma   Inc                     Goldman    Sachs
       13,176                                                26,879
           Ooma   Inc
       2,817                            HSBC                    2,332
           OP  Bancorp
       (2,699)                            HSBC                     (297)
           OP  Bancorp                      Morgan    Stanley
       (1,337)                                                 (147)
           OPKO   Health    Inc                 Barclays     Bank
       74,636                                                 (168)
           OPKO   Health    Inc
      132,270                             HSBC                    13,352
           OPKO   Health    Inc                 Morgan    Stanley
      188,378                                                (2,114)
                                257/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Oportun    Financial     Corp              Bank   of  America    Merrill    Lynch
       3,158                                                2,847
           Oportun    Financial     Corp              Goldman    Sachs
       11,936                                                2,585
           Oportun    Financial     Corp
       7,757                            HSBC                    14,217
           Oportun    Financial     Corp              Morgan    Stanley
        500                                                630
           Oppenheimer      Holdings     Inc   ’A’          Bank   of  America    Merrill    Lynch
      (28,845)                                                (27,980)
           Oppenheimer      Holdings     Inc   ’A’          Barclays     Bank
       (2,447)                                                (1,419)
           Oppenheimer      Holdings     Inc   ’A’          Goldman    Sachs
      (10,613)                                                (10,295)
           Oppenheimer      Holdings     Inc   ’A’
       (1,753)                            HSBC                    (1,876)
           Oppenheimer      Holdings     Inc   ’A’          Morgan    Stanley
       (6,100)                                                (3,538)
           OptimizeRx      Corp                  Morgan    Stanley
      (19,231)                                                (6,154)
           Optinose     Inc                   Barclays     Bank
       3,227                                               (1,345)
           Optinose     Inc
       7,112                            HSBC                    (3,103)
      (12,118)     Option    Care   Health    Inc              Goldman    Sachs                2,484
           Option    Care   Health    Inc
      (66,105)                             HSBC                    29,417
           Option    Care   Health    Inc              Morgan    Stanley
      (75,429)                                                 7,920
           Opus   Bank                     Bank   of  America    Merrill    Lynch
       9,208                                               (4,696)
           Opus   Bank                     Goldman    Sachs
       14,315                                                (7,301)
           Opus   Bank
       35,154                            HSBC                    3,164
           Opus   Bank                     Morgan    Stanley
       69,333                                               (23,573)
           Oracle    Corp                    Barclays     Bank
        (31)                                                 ▶
           Oracle    Corp                    Goldman    Sachs
      (42,897)                                                 6,864
           Oracle    Corp
      (33,765)                             HSBC                    7,766
           Oracle    Corp                    Morgan    Stanley
       (6,666)                                                 867
           OraSure    Technologies       Inc             Barclays     Bank
      (36,906)                                                (12,548)
           OraSure    Technologies       Inc             Goldman    Sachs
       (9,615)                                                (1,635)
           OraSure    Technologies       Inc             Morgan    Stanley
       (9,298)                                                (3,161)
           ORBCOMM    Inc                   Bank   of  America    Merrill    Lynch
      (16,830)                                                 1,178
           ORBCOMM    Inc
      (14,007)                             HSBC                    8,684
           ORBCOMM    Inc                   Morgan    Stanley
      (18,780)                                                 3,568
           Orchid    Island    Capital    Inc  (Reit)          Goldman    Sachs
      (48,989)                                                (4,899)
           Orchid    Island    Capital    Inc  (Reit)          Morgan    Stanley
      (65,444)                                                  654
           O’Reilly     Automotive      Inc             Barclays     Bank
        (169)                                               (1,252)
           O’Reilly     Automotive      Inc             Goldman    Sachs
       (1,448)                                                 (637)
           O’Reilly     Automotive      Inc
        (382)                           HSBC                     (423)
       (1,809)    O’Reilly     Automotive      Inc             Morgan    Stanley                (13,405)
           Origin    Bancorp    Inc                Goldman    Sachs
      (12,838)                                                (9,885)
           Origin    Bancorp    Inc
       (3,672)                            HSBC                     (184)
           Origin    Bancorp    Inc                Morgan    Stanley
      (20,630)                                                (12,378)
           Orion   Engineered      Carbons    SA           Bank   of  America    Merrill    Lynch
       4,200                                               (1,218)
           Orion   Engineered      Carbons    SA           Barclays     Bank
       9,453                                                3,687
           Orion   Engineered      Carbons    SA           Goldman    Sachs
       5,314                                               (1,541)
           Orion   Engineered      Carbons    SA
       3,565                            HSBC                    (3,815)
           Oritani    Financial     Corp              Bank   of  America    Merrill    Lynch
      (201,634)                                                 72,588
           Oritani    Financial     Corp
       (9,301)                            HSBC                    4,046
           Oritani    Financial     Corp              Morgan    Stanley
      (82,075)                                                13,132
                                258/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Ormat   Technologies       Inc              Barclays     Bank
       6,280                                                4,836
           Ormat   Technologies       Inc              Goldman    Sachs
       1,440                                                1,222
           Ormat   Technologies       Inc
        490                          HSBC                    1,074
           Ormat   Technologies       Inc              Morgan    Stanley
       (2,705)                                                (2,083)
           Ormat   Technologies       Inc              Morgan    Stanley
       3,262                                                2,512
           Orrstown     Financial     Services     Inc         Goldman    Sachs
       5,435                                               (1,631)
           Orrstown     Financial     Services     Inc         Morgan    Stanley
       8,747                                               (2,187)
           Orthofix     Medical    Inc               Bank   of  America    Merrill    Lynch
       (1,390)                                                 (174)
           Orthofix     Medical    Inc               Barclays     Bank
       (2,502)                                                (2,439)
           Orthofix     Medical    Inc               Goldman    Sachs
       (1,835)                                                 (229)
           Orthofix     Medical    Inc
       (3,953)                            HSBC                    (1,838)
           Orthofix     Medical    Inc               Morgan    Stanley
       (3,931)                                                (3,833)
       (3,232)    OrthoPediatrics        Corp               Bank   of  America    Merrill    Lynch        (3,491)
           OrthoPediatrics        Corp               Barclays     Bank
       (1,701)                                                (2,500)
           OrthoPediatrics        Corp               Goldman    Sachs
       (3,406)                                                (3,678)
           OrthoPediatrics        Corp
        (900)                           HSBC                    (2,412)
           OrthoPediatrics        Corp               Morgan    Stanley
       (6,832)                                               (10,043)
           Oshkosh    Corp                   Barclays     Bank
       19,208                                                8,067
           Oshkosh    Corp                   Goldman    Sachs
       21,183                                                 212
           Oshkosh    Corp
       3,181                            HSBC                    3,276
           Oshkosh    Corp                   Morgan    Stanley
       28,844                                                12,115
           OSI  Systems    Inc                 Bank   of  America    Merrill    Lynch
       26,235                                                50,371
           OSI  Systems    Inc                 Barclays     Bank
       6,438                                               11,202
           OSI  Systems    Inc                 Goldman    Sachs
       13,924                                                26,679
           OSI  Systems    Inc
       6,826                            HSBC                    22,754
           OSI  Systems    Inc                 Morgan    Stanley
       12,180                                                21,194
           Osmotica     Pharmaceuticals        Plc
       31,496                            HSBC                    81,575
           Osmotica     Pharmaceuticals        Plc           Morgan    Stanley
       39,337                                                20,849
           Otonomy    Inc                   Bank   of  America    Merrill    Lynch
       67,343                                                6,061
           Otonomy    Inc                   Goldman    Sachs
       57,776                                                5,200
           Otonomy    Inc                   Morgan    Stanley
       17,252                                                 173
           Otter   Tail   Corp
      (21,179)                             HSBC                    6,777
           Otter   Tail   Corp                  Morgan    Stanley
       (7,147)                                                (1,572)
           Outfront     Media   Inc  (Reit)              Bank   of  America    Merrill    Lynch
       22,725                                                 682
       4,481    Outfront     Media   Inc  (Reit)              Goldman    Sachs                 134
           Outfront     Media   Inc  (Reit)
       53,582                            HSBC                    8,573
           Outfront     Media   Inc  (Reit)              Morgan    Stanley
       57,382                                                18,936
           Overseas     Shipholding      Group    ’A’         Bank   of  America    Merrill    Lynch
      (142,187)                                                 4,266
           Overseas     Shipholding      Group    ’A’         Goldman    Sachs
       (7,630)                                                 229
           Ovid   therapeutics       Inc              Goldman    Sachs
       21,680                                                27,100
           Ovid   therapeutics       Inc              Morgan    Stanley
       53,504                                                55,644
           Owens   & Minor   Inc                Goldman    Sachs
       11,158                                                 893
           Owens   Corning                    Bank   of  America    Merrill    Lynch
       3,791                                                7,295
           Owens   Corning                    Barclays     Bank
       2,127                                                (186)
           Owens   Corning                    Goldman    Sachs
       (1,229)                                                (1,574)
                                259/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Owens   Corning
       1,718                            HSBC                    8,831
           Owens   Corning                    Morgan    Stanley
       (5,071)                                                (2,383)
           Owens-Illinois        Inc                Bank   of  America    Merrill    Lynch
      (82,077)                                                (43,501)
           Owens-Illinois        Inc                Goldman    Sachs
      (11,674)                                                (6,187)
           Owens-Illinois        Inc                Morgan    Stanley
      (21,409)                                                (4,924)
           Oxford    Immunotec     Global    Plc           Bank   of  America    Merrill    Lynch
       1,365                                                 14
           Oxford    Immunotec     Global    Plc           Morgan    Stanley
       27,118                                                6,780
           Oxford    Industries      Inc              Bank   of  America    Merrill    Lynch
       11,606                                                22,632
           Oxford    Industries      Inc              Barclays     Bank
       9,659                                               31,390
           Oxford    Industries      Inc              Goldman    Sachs
       25,079                                                50,492
           Oxford    Industries      Inc
        473                          HSBC                     132
           Oxford    Industries      Inc              Morgan    Stanley
       15,774                                                53,316
       79,616    PACCAR    Inc                    Bank   of  America    Merrill    Lynch       120,336
           PACCAR    Inc                    Barclays     Bank
       1,145                                                1,454
           PACCAR    Inc                    Goldman    Sachs
       11,540                                                17,195
           PACCAR    Inc
       8,299                            HSBC                    13,844
           PACCAR    Inc                    Morgan    Stanley
       35,495                                                45,078
           Pacific    Biosciences      of  California      Inc      Bank   of  America    Merrill    Lynch
       7,855                                                3,142
           Pacific    Biosciences      of  California      Inc      Barclays     Bank
       19,363                                                (1,936)
           Pacific    Biosciences      of  California      Inc      Goldman    Sachs
       10,334                                                4,134
           Pacific    Biosciences      of  California      Inc      Morgan    Stanley
       19,089                                                (1,909)
           Pacific    Ethanol    Inc               Bank   of  America    Merrill    Lynch
      125,509                                                (2,636)
           Pacific    Ethanol    Inc               Goldman    Sachs
       24,155                                                 (507)
           Pacific    Mercantile      Bancorp              Bank   of  America    Merrill    Lynch
       34,011                                                 340
           Pacific    Mercantile      Bancorp              Barclays     Bank
       12,426                                                 497
           Pacific    Mercantile      Bancorp              Goldman    Sachs
       53,026                                                (1,193)
           Pacific    Mercantile      Bancorp
       23,856                            HSBC                     (896)
           Pacific    Mercantile      Bancorp              Morgan    Stanley
       23,935                                                 957
           Pacific    Premier    Bancorp    Inc
      (28,361)                             HSBC                    64,096
           Pacific    Premier    Bancorp    Inc           Morgan    Stanley
      (110,103)                                                 12,112
           Pacira    BioSciences      Inc              Barclays     Bank
       1,571                                                2,828
           Pacira    BioSciences      Inc              Goldman    Sachs
       1,005                                                1,861
           Pacira    BioSciences      Inc              Goldman    Sachs
       (1,066)                                                (3,315)
           Pacira    BioSciences      Inc
       14,615                            HSBC                    29,376
       4,070    Pacira    BioSciences      Inc              Morgan    Stanley                 7,326
           Packaging     Corp   of  America              Bank   of  America    Merrill    Lynch
       12,383                                               (10,030)
           Packaging     Corp   of  America              Bank   of  America    Merrill    Lynch
       (2,726)                                                2,208
           Packaging     Corp   of  America              Barclays     Bank
       3,281                                                3,183
           Packaging     Corp   of  America              Barclays     Bank
       (8,187)                                                (7,941)
           Packaging     Corp   of  America              Goldman    Sachs
       (6,547)                                                5,303
           Packaging     Corp   of  America
       2,151                            HSBC                    (3,369)
           Packaging     Corp   of  America
       (2,271)                            HSBC                    4,678
           Packaging     Corp   of  America              Morgan    Stanley
       (2,724)                                                (2,642)
           PacWest    Bancorp                   Barclays     Bank
       3,748                                               (1,049)
           PacWest    Bancorp                   Goldman    Sachs
       35,685                                               (43,533)
                                260/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           PacWest    Bancorp
       45,572                            HSBC                   (86,468)
           PacWest    Bancorp                   Morgan    Stanley
       47,141                                               (13,200)
           PagerDuty     Inc                  Bank   of  America    Merrill    Lynch
       (2,186)                                                (5,684)
           PagerDuty     Inc                  Goldman    Sachs
      (21,255)                                                (51,429)
           PagerDuty     Inc
       (3,937)                            HSBC                    (9,649)
           PagerDuty     Inc                  Morgan    Stanley
       (1,703)                                                1,294
           Pagseguro     Digital    Ltd   ’A’            Bank   of  America    Merrill    Lynch
       (1,736)                                                4,583
           Pagseguro     Digital    Ltd   ’A’            Goldman    Sachs
       (6,480)                                                17,107
           Pagseguro     Digital    Ltd   ’A’            Morgan    Stanley
       (9,215)                                               (10,413)
           Palatin    Technologies       Inc             Goldman    Sachs
      (79,383)                                                 (484)
           Palo   Alto   Networks     Inc              Bank   of  America    Merrill    Lynch
        752                                              (17,287)
           Palo   Alto   Networks     Inc              Barclays     Bank
        639                                              (13,790)
        366   Palo   Alto   Networks     Inc              Goldman    Sachs                1,522
           Palo   Alto   Networks     Inc
        491                          HSBC                   (10,652)
           Palo   Alto   Networks     Inc              Morgan    Stanley
       2,295                                               (49,526)
           Palomar    Holdings     Inc               Goldman    Sachs
       3,241                                               10,533
           Palomar    Holdings     Inc
       3,598                            HSBC                    15,390
           Palomar    Holdings     Inc               Morgan    Stanley
       1,230                                                3,627
           PAM  Transportation        Services     Inc         Morgan    Stanley
       (4,067)                                                16,837
           Pampa   Energia    SA  ADR               Goldman    Sachs
       (1,100)                                                 (847)
           Pampa   Energia    SA  ADR               Morgan    Stanley
      (15,234)                                                (4,723)
           Pan  American     Silver    Corp             Bank   of  America    Merrill    Lynch
       1,955                                                 821
           Pan  American     Silver    Corp*             Bank   of  America    Merrill    Lynch
       10,265                                                2,145
           Pan  American     Silver    Corp             Goldman    Sachs
       9,059                                               143,605
           Pan  American     Silver    Corp*             Goldman    Sachs
       46,959                                               (129,974)
           Pan  American     Silver    Corp             Morgan    Stanley
       3,896                                                1,675
           Pan  American     Silver    Corp*             Morgan    Stanley
       21,553                                                4,526
           Panhandle     Oil  and  Gas  Inc   ’A’          Bank   of  America    Merrill    Lynch
      (31,171)                                                54,238
           Panhandle     Oil  and  Gas  Inc   ’A’          Barclays     Bank
       (2,170)                                                1,845
           Panhandle     Oil  and  Gas  Inc   ’A’          Goldman    Sachs
      (11,531)                                                20,064
           Panhandle     Oil  and  Gas  Inc   ’A’
       (2,276)                            HSBC                    6,532
           Papa   John’s    International       Inc          Barclays     Bank
       (6,268)                                               (12,035)
           Papa   John’s    International       Inc          Barclays     Bank
       1,280                                                2,458
           Papa   John’s    International       Inc          Goldman    Sachs
       4,937                                               18,080
       1,507    Papa   John’s    International       Inc          HSBC                    2,805
           Papa   John’s    International       Inc          Morgan    Stanley
       1,153                                                2,214
           Par  Pacific    Holdings     Inc             Barclays     Bank
       22,309                                               (11,601)
           Par  Pacific    Holdings     Inc             Goldman    Sachs
       9,329                                               (3,615)
           Par  Pacific    Holdings     Inc
       4,715                            HSBC                    (2,799)
           Par  Pacific    Holdings     Inc             Morgan    Stanley
       2,879                                               (1,497)
           PAR  Technology      Corp                Goldman    Sachs
       (3,129)                                                1,769
           Paramount     Group   Inc  (Reit)             Bank   of  America    Merrill    Lynch
       1,697                                                 204
           Paramount     Group   Inc  (Reit)             Barclays     Bank
       90,169                                                18,034
           Paramount     Group   Inc  (Reit)             Goldman    Sachs
       67,742                                                8,129
           Paramount     Group   Inc  (Reit)
      332,234                             HSBC                    (3,323)
                                261/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Paramount     Group   Inc  (Reit)             Morgan    Stanley
      246,897                                                49,379
           Paratek    Pharmaceuticals        Inc           Goldman    Sachs
      (71,534)                                                25,037
           Paratek    Pharmaceuticals        Inc           Morgan    Stanley
      (16,858)                                                 1,011
           Park   Aerospace     Corp                Bank   of  America    Merrill    Lynch
       (9,523)                                                (2,762)
           Park   Aerospace     Corp                Barclays     Bank
       (3,884)                                                (1,359)
           Park   Aerospace     Corp                Goldman    Sachs
      (20,474)                                                (5,937)
           Park   Aerospace     Corp                Morgan    Stanley
       (1,893)                                                 (663)
           Park   Hotels    & Resorts    Inc  (Reit)          Bank   of  America    Merrill    Lynch
      125,901                                                151,081
           Park   Hotels    & Resorts    Inc  (Reit)          Barclays     Bank
       66,901                                                99,013
           Park   Hotels    & Resorts    Inc  (Reit)          Goldman    Sachs
       15,345                                                18,414
           Park   Hotels    & Resorts    Inc  (Reit)
       47,516                            HSBC                    38,013
           Park   Hotels    & Resorts    Inc  (Reit)          Morgan    Stanley
      115,716                                                171,260
       (5,178)    Park   National     Corp                Bank   of  America    Merrill    Lynch        (6,473)
           Park   National     Corp                Goldman    Sachs
      (16,832)                                                (20,574)
           Park   National     Corp
       (3,145)                            HSBC                    (1,823)
           Park   National     Corp                Morgan    Stanley
      (31,635)                                                (53,595)
           Parke   Bancorp    Inc                Bank   of  America    Merrill    Lynch
      (18,718)                                                (9,827)
           Parke   Bancorp    Inc                Barclays     Bank
      (11,745)                                                (1,938)
           Parke   Bancorp    Inc                Goldman    Sachs
       (8,254)                                                (4,333)
           Parke   Bancorp    Inc                Morgan    Stanley
       (5,515)                                                 (910)
           Parker    Drilling     Co
       14,142                            HSBC                   (19,799)
           Parker    Drilling     Co               Morgan    Stanley
       5,382                                               (1,130)
           Parker-Hannifin        Corp               Bank   of  America    Merrill    Lynch
       (2,987)                                                (7,438)
           Parker-Hannifin        Corp               Goldman    Sachs
      (12,629)                                                (31,446)
           Parker-Hannifin        Corp
        (643)                           HSBC                     257
           Parker-Hannifin        Corp               Morgan    Stanley
       5,200                                                6,396
           Parker-Hannifin        Corp               Morgan    Stanley
        (288)                                                (354)
           Park-Ohio     Holdings     Corp              Bank   of  America    Merrill    Lynch
       15,737                                               (42,962)
           Park-Ohio     Holdings     Corp              Goldman    Sachs
       19,490                                               (53,208)
           Park-Ohio     Holdings     Corp              Morgan    Stanley
       6,111                                               (4,950)
           Parsley    Energy    Inc   ’A’             Barclays     Bank
      (15,448)                                                 6,643
           Parsons    Corp                   Barclays     Bank
       (1,067)                                                (1,451)
           Parsons    Corp                   Barclays     Bank
       1,414                                                 262
           Parsons    Corp
       41,171                            HSBC                    70,815
       (1,247)    Parsons    Corp                   HSBC                    (2,145)
           Parsons    Corp                   Morgan    Stanley
       36,088                                                47,970
           Parsons    Corp                   Morgan    Stanley
       (4,222)                                                (5,742)
           Party   City   Holdco    Inc              Barclays     Bank
      (150,282)                                                 (4,508)
           Party   City   Holdco    Inc              Goldman    Sachs
      (363,767)                                                 (8,301)
           Patrick    Industries      Inc              Goldman    Sachs
      (12,760)                                                (2,572)
           Patrick    Industries      Inc
       (3,423)                            HSBC                    1,653
           Patrick    Industries      Inc              Morgan    Stanley
      (13,587)                                                (1,359)
           Pattern    Energy    Group   Inc   ’A’          Bank   of  America    Merrill    Lynch
      (26,564)                                                   -
           Pattern    Energy    Group   Inc   ’A’          Barclays     Bank
      (114,278)                                                (27,159)
           Pattern    Energy    Group   Inc   ’A’          Goldman    Sachs
      (38,316)                                                   -
                                262/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Pattern    Energy    Group   Inc   ’A’
      (26,276)                             HSBC                    (4,140)
           Patterson     Cos  Inc                Bank   of  America    Merrill    Lynch
       21,679                                                22,113
           Patterson     Cos  Inc                Barclays     Bank
       78,565                                                16,498
           Patterson     Cos  Inc                Goldman    Sachs
       60,804                                                58,371
           Patterson     Cos  Inc
       91,908                            HSBC                    86,603
           Patterson     Cos  Inc                Morgan    Stanley
      113,447                                                23,824
           Patterson-UTI       Energy    Inc
      114,256                             HSBC                   (18,281)
           Patterson-UTI       Energy    Inc             Morgan    Stanley
       28,916                                                 (867)
           Paychex    Inc                   Bank   of  America    Merrill    Lynch
       52,747                                                93,427
           Paychex    Inc                   Barclays     Bank
       7,336                                               14,158
           Paychex    Inc                   Goldman    Sachs
       32,725                                                57,058
           Paychex    Inc
       9,339                            HSBC                    13,222
       12,630    Paychex    Inc                   Morgan    Stanley                22,586
           Paycom    Software     Inc               Goldman    Sachs
        187                                               8,442
           Paycom    Software     Inc               Morgan    Stanley
       6,435                                               99,485
           Paylocity     Holding    Corp              Bank   of  America    Merrill    Lynch
       26,586                                               285,533
           Paylocity     Holding    Corp              Barclays     Bank
       10,934                                                85,504
           Paylocity     Holding    Corp              Goldman    Sachs
       7,769                                               83,439
           Paylocity     Holding    Corp
        374                          HSBC                    6,141
           Paylocity     Holding    Corp              Morgan    Stanley
       27,400                                               214,268
           PayPal    Holdings     Inc  - CDI            Bank   of  America    Merrill    Lynch
        (848)                                               (3,027)
           PayPal    Holdings     Inc  - CDI            Barclays     Bank
       (3,477)                                               (20,862)
           PayPal    Holdings     Inc  - CDI
        (218)                           HSBC                    (1,384)
           PayPal    Holdings     Inc  - CDI            Morgan    Stanley
      (24,248)                                               (145,488)
           PBF  Energy    Inc   ’A’               Bank   of  America    Merrill    Lynch
       (2,953)                                                6,644
           PBF  Energy    Inc   ’A’               Bank   of  America    Merrill    Lynch
       6,318                                               (7,508)
           PBF  Energy    Inc   ’A’               Barclays     Bank
       (2,266)                                                 952
           PBF  Energy    Inc   ’A’               Goldman    Sachs
       (2,304)                                                5,184
           PBF  Energy    Inc   ’A’               Goldman    Sachs
       5,026                                               (4,597)
           PBF  Energy    Inc   ’A’               Morgan    Stanley
       (2,535)                                                1,065
           PC  Connection      Inc                Bank   of  America    Merrill    Lynch
       41,510                                               (52,718)
           PC  Connection      Inc                Barclays     Bank
       1,983                                                2,292
           PC  Connection      Inc                Goldman    Sachs
       9,729                                               (7,745)
           PC  Connection      Inc
       9,317                            HSBC                    (1,640)
       15,582    PC  Connection      Inc                Morgan    Stanley                23,788
           PCB  Bancorp                     Goldman    Sachs
        101                                                (4)
           PCB  Bancorp                     Morgan    Stanley
       3,783                                                (359)
           PCSB   Financial     Corp                Bank   of  America    Merrill    Lynch
      (35,421)                                                (1,417)
           PCSB   Financial     Corp                Barclays     Bank
       (1,033)                                                 (10)
           PCSB   Financial     Corp                Goldman    Sachs
      (11,311)                                                 (452)
           PC-Tel    Inc                    Morgan    Stanley
       91,810                                                4,591
           PDC  Energy    Inc                  Barclays     Bank
       (1,829)                                                2,073
           PDC  Energy    Inc                  Goldman    Sachs
       (4,756)                                                8,133
           PDC  Energy    Inc                  Morgan    Stanley
      (10,315)                                                 5,467
           PDF  Solutions     Inc
      (13,169)                             HSBC                    4,346
                                263/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           PDF  Solutions     Inc                Morgan    Stanley
      (15,215)                                                (9,357)
           PDL  BioPharma     Inc                Bank   of  America    Merrill    Lynch
      (345,403)                                                (13,816)
           PDL  BioPharma     Inc
      (98,282)                             HSBC                   (12,777)
           PDL  BioPharma     Inc                Morgan    Stanley
      (141,740)                                                 (4,252)
           Peabody    Energy    Corp                Bank   of  America    Merrill    Lynch
       (5,148)                                                (1,236)
           Peabody    Energy    Corp                Barclays     Bank
       5,035                                                1,511
           Peabody    Energy    Corp                Barclays     Bank
       (6,705)                                                (2,012)
           Peabody    Energy    Corp                Goldman    Sachs
       (3,713)                                                 (891)
           Peabody    Energy    Corp                Morgan    Stanley
       4,514                                                1,354
           Peabody    Energy    Corp                Morgan    Stanley
       (8,091)                                                (2,427)
           Peapack    Gladstone     Financial     Corp         Bank   of  America    Merrill    Lynch
      (36,117)                                                 1,084
           Peapack    Gladstone     Financial     Corp         Barclays     Bank
       (2,220)                                                 222
       (9,620)    Peapack    Gladstone     Financial     Corp         Goldman    Sachs                 289
           Peapack    Gladstone     Financial     Corp
        (988)                           HSBC                     (12)
           Peapack    Gladstone     Financial     Corp         Morgan    Stanley
       (9,591)                                                1,374
           Pebblebrook      Hotel   Trust   (Reit)           Goldman    Sachs
       11,223                                                9,742
           Pebblebrook      Hotel   Trust   (Reit)
       35,823                            HSBC                    40,067
           Pebblebrook      Hotel   Trust   (Reit)           Morgan    Stanley
       44,534                                                45,870
           Pebblebrook      Hotel   Trust   (Reit)           Morgan    Stanley
       (3,351)                                                 114
           Pegasystems      Inc                 Barclays     Bank
        (660)                                                (469)
           Pegasystems      Inc                 Goldman    Sachs
        (523)                                               (1,987)
           Pegasystems      Inc                 Morgan    Stanley
      (42,732)                                                (30,340)
           Peloton    Interactive      Inc   ’A’           Bank   of  America    Merrill    Lynch
       (4,323)                                               (26,932)
           Peloton    Interactive      Inc   ’A’           Goldman    Sachs
      (66,429)                                               (411,921)
           Peloton    Interactive      Inc   ’A’
       (4,889)                            HSBC                   (48,597)
           Peloton    Interactive      Inc   ’A’           Morgan    Stanley
       (8,707)                                               (35,699)
           Penn   National     Gaming    Inc             Barclays     Bank
      (13,786)                                                (14,412)
           Penn   National     Gaming    Inc             Goldman    Sachs
       (8,139)                                               (10,041)
           Penn   National     Gaming    Inc             Goldman    Sachs
       1,225                                                1,703
           Penn   National     Gaming    Inc
       58,077                            HSBC                    52,850
           Penn   National     Gaming    Inc
       (7,807)                            HSBC                   (10,949)
           Penn   National     Gaming    Inc             Morgan    Stanley
       19,135                                                21,814
           Penn   National     Gaming    Inc             Morgan    Stanley
       (8,529)                                                (7,386)
           Penn   Virginia     Corp                Barclays     Bank
       2,051                                                 267
       1,937    Penn   Virginia     Corp                HSBC                    (6,547)
           Penn   Virginia     Corp                Morgan    Stanley
       2,242                                                 291
           Pennant    Group   Inc/The                Bank   of  America    Merrill    Lynch
       (3,598)                                               (11,622)
           Pennant    Group   Inc/The                Barclays     Bank
        (300)                                                 72
           Pennant    Group   Inc/The                Goldman    Sachs
       (5,207)                                                (4,047)
           Pennant    Group   Inc/The
        (790)                           HSBC                    (3,184)
           Pennant    Group   Inc/The                Morgan    Stanley
       (4,835)                                                1,160
           Penns   Woods   Bancorp    Inc             Bank   of  America    Merrill    Lynch
        943                                                226
           Penns   Woods   Bancorp    Inc             Barclays     Bank
       2,598                                                 364
           Penns   Woods   Bancorp    Inc             Goldman    Sachs
       2,295                                                 551
           Penns   Woods   Bancorp    Inc             Morgan    Stanley
       6,504                                                 911
                                264/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Pennsylvania       Real   Estate    Investment      Trust
                                   Goldman    Sachs
      (39,120)                                                 6,259
           (Reit)
           Pennsylvania       Real   Estate    Investment      Trust
      (23,345)                             HSBC                     (467)
           (Reit)
           PennyMac     Financial     Services     Inc         Goldman    Sachs
      (13,833)                                                (32,923)
           PennyMac     Financial     Services     Inc         Morgan    Stanley
      (16,005)                                                (17,606)
           Penske    Automotive      Group   Inc           Bank   of  America    Merrill    Lynch
       2,263                                               (1,946)
           Penske    Automotive      Group   Inc           Bank   of  America    Merrill    Lynch
       (2,354)                                                1,646
           Penske    Automotive      Group   Inc           Barclays     Bank
       (1,019)                                                 194
           Penske    Automotive      Group   Inc           Goldman    Sachs
        (703)                                                605
           Penske    Automotive      Group   Inc           Morgan    Stanley
       16,004                                                (3,041)
           Penske    Automotive      Group   Inc           Morgan    Stanley
       (2,412)                                                 458
           Pentair    Plc                   Barclays     Bank
      (16,622)                                                (10,305)
      (10,794)     Pentair    Plc                   Goldman    Sachs                (9,390)
           Pentair    Plc
      (14,113)                             HSBC                   (13,831)
           Pentair    Plc                   Morgan    Stanley
      (35,197)                                                (21,823)
           Penumbra     Inc                   Bank   of  America    Merrill    Lynch
        737                                               7,937
           Penumbra     Inc                   Goldman    Sachs
        321                                               3,302
           Penumbra     Inc                   Morgan    Stanley
       2,475                                               25,468
           Peoples    Bancorp    Inc/OH               Barclays     Bank
       (2,216)                                                 (332)
           Peoples    Bancorp    Inc/OH               Goldman    Sachs
      (16,325)                                                (1,374)
           Peoples    Bancorp    Inc/OH
      (15,906)                             HSBC                    2,945
           Peoples    Bancorp    Inc/OH               Morgan    Stanley
      (16,998)                                                (2,550)
           Peoples    Bancorp    of  North   Carolina     Inc      Bank   of  America    Merrill    Lynch
       2,826                                                5,807
           Peoples    Bancorp    of  North   Carolina     Inc      Barclays     Bank
       1,051                                                1,245
           Peoples    Bancorp    of  North   Carolina     Inc      Goldman    Sachs
       8,166                                               16,781
           Peoples    Bancorp    of  North   Carolina     Inc
       9,005                            HSBC                    17,064
           Peoples    Bancorp    of  North   Carolina     Inc      Morgan    Stanley
       13,409                                                15,890
           Peoples    Financial     Services     Corp          Bank   of  America    Merrill    Lynch
       3,415                                               (1,537)
           Peoples    Financial     Services     Corp          Goldman    Sachs
       2,013                                                (906)
           Peoples    Financial     Services     Corp          Morgan    Stanley
       2,283                                                (753)
           People’s     United    Financial     Inc          Barclays     Bank
      (11,617)                                                (1,859)
           People’s     United    Financial     Inc
       60,056                            HSBC                   (30,028)
           People’s     United    Financial     Inc
      (28,245)                             HSBC                    14,123
           People’s     United    Financial     Inc          Morgan    Stanley
       28,639                                                4,582
           People’s     United    Financial     Inc          Morgan    Stanley
      (26,280)                                                (4,205)
           People’s     Utah   Bancorp                Goldman    Sachs
       11,889                                                (3,210)
           PepsiCo    Inc                   Bank   of  America    Merrill    Lynch
       (8,827)                                               (22,156)
           PepsiCo    Inc                   Barclays     Bank
        (378)                                                (851)
           PepsiCo    Inc                   Goldman    Sachs
      (20,373)                                                (51,136)
           PepsiCo    Inc
       (9,241)                            HSBC                   (29,380)
           PepsiCo    Inc                   Morgan    Stanley
       (2,148)                                                (4,833)
           Perficient      Inc                  Bank   of  America    Merrill    Lynch
       2,486                                                4,251
           Perficient      Inc                  Barclays     Bank
       14,100                                                7,614
           Perficient      Inc                  Goldman    Sachs
       34,924                                                36,572
           Perficient      Inc
       2,246                            HSBC                    3,704
                                265/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Perficient      Inc                  Morgan    Stanley
       27,699                                                14,957
           Performance      Food   Group   Co            Bank   of  America    Merrill    Lynch
       3,466                                                4,402
           Performance      Food   Group   Co            Barclays     Bank
       4,535                                                9,115
           Performance      Food   Group   Co            Goldman    Sachs
       64,102                                                82,627
           Performance      Food   Group   Co
       31,183                            HSBC                    96,604
           Performance      Food   Group   Co            Morgan    Stanley
       78,258                                               157,298
           PerkinElmer      Inc                 Bank   of  America    Merrill    Lynch
       (6,964)                                               (16,853)
           PerkinElmer      Inc                 Barclays     Bank
       (3,554)                                                (6,575)
           PerkinElmer      Inc                 Goldman    Sachs
       (2,905)                                                (7,030)
           PerkinElmer      Inc
       (1,798)                            HSBC                    (9,670)
           PerkinElmer      Inc                 Morgan    Stanley
      (17,415)                                                (32,218)
           Perrigo    Co  Plc                  Barclays     Bank
       (3,373)                                                (7,657)
       (2,184)    Perrigo    Co  Plc                  Goldman    Sachs                (4,150)
           Perrigo    Co  Plc
      (23,007)                             HSBC                   (28,299)
           Perrigo    Co  Plc                  Morgan    Stanley
       (2,671)                                                (6,063)
           Personalis      Inc
       21,075                            HSBC                   (36,671)
           Personalis      Inc                  Morgan    Stanley
       3,460                                                (208)
           Perspecta     Inc                  Bank   of  America    Merrill    Lynch
       (1,522)                                                 228
           Perspecta     Inc                  Barclays     Bank
       (1,583)                                                (1,567)
           Perspecta     Inc                  Goldman    Sachs
       (1,704)                                                 256
           Perspecta     Inc
       50,533                            HSBC                    6,064
           Perspecta     Inc                  Morgan    Stanley
       (2,378)                                                (2,354)
           PetIQ   Inc
       5,397                            HSBC                    (1,835)
           PetIQ   Inc                    Morgan    Stanley
       6,171                                                (247)
           PetMed    Express    Inc                Goldman    Sachs
       (8,352)                                                 362
           PetMed    Express    Inc
      (15,749)                             HSBC                    3,307
           Petroleo     Brasileiro      SA  ADR            Goldman    Sachs
      (12,007)                                                 5,643
           Petroleo     Brasileiro      SA  ADR            Morgan    Stanley
      (105,448)                                                 45,343
           Pfenex    Inc                    Bank   of  America    Merrill    Lynch
      (49,990)                                                (58,488)
           Pfizer    Inc                    Bank   of  America    Merrill    Lynch
      (25,229)                                                (35,825)
           Pfizer    Inc                    Bank   of  America    Merrill    Lynch
       10,228                                                14,524
           Pfizer    Inc                    Barclays     Bank
       9,231                                                3,415
           Pfizer    Inc
       13,828                            HSBC                    24,073
           Pfizer    Inc                    Morgan    Stanley
       13,692                                                5,066
       (5,045)    PG&E   Corp                     Bank   of  America    Merrill    Lynch         (404)
           PGT  Innovations      Inc               Barclays     Bank
      (10,321)                                                 (513)
           PGT  Innovations      Inc               Goldman    Sachs
      (20,339)                                                 2,680
           PGT  Innovations      Inc
       (6,641)                            HSBC                    1,082
           PGT  Innovations      Inc               Morgan    Stanley
      (39,093)                                                (6,255)
           PH  Glatfelter      Co                Bank   of  America    Merrill    Lynch
       (4,872)                                                 (926)
           PH  Glatfelter      Co                Barclays     Bank
      (14,918)                                                (8,205)
           PH  Glatfelter      Co                Goldman    Sachs
      (18,560)                                                (3,526)
           PH  Glatfelter      Co
      (27,058)                             HSBC                    16,776
           PH  Glatfelter      Co                Morgan    Stanley
       (9,024)                                                (4,963)
           PhaseBio     Pharmaceuticals        Inc           Barclays     Bank
      (15,203)                                                 3,345
                                266/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Phibro    Animal    Health    Corp   ’A’
       (3,147)                            HSBC                    (4,028)
           Phibro    Animal    Health    Corp   ’A’          Morgan    Stanley
      (11,965)                                                (9,692)
           Philip    Morris    International       Inc         Barclays     Bank
      (17,072)                                                (3,585)
           Philip    Morris    International       Inc         Goldman    Sachs
      (11,268)                                                24,790
           Philip    Morris    International       Inc
       (7,751)                            HSBC                    8,441
           Philip    Morris    International       Inc         Morgan    Stanley
       (7,489)                                                (1,573)
           Phillips     66                   Bank   of  America    Merrill    Lynch
       1,455                                               (5,049)
           Phillips     66                   Barclays     Bank
       2,012                                               (3,501)
           Phillips     66                   Goldman    Sachs
       8,538                                               (29,627)
           Phillips     66
       11,176                            HSBC                   (53,130)
           Phillips     66                   Morgan    Stanley
       3,621                                               (6,300)
           Photronics      Inc                  Bank   of  America    Merrill    Lynch
       (9,498)                                                5,604
       (5,156)    Photronics      Inc                  HSBC                     619
           Photronics      Inc                  Morgan    Stanley
       (3,159)                                                (1,343)
           Phreesia     Inc                   Barclays     Bank
       7,725                                                 309
           Phreesia     Inc                   Goldman    Sachs
       27,940                                               (16,485)
           Phreesia     Inc
       37,436                            HSBC                   (22,663)
           Phreesia     Inc                   Morgan    Stanley
       7,476                                                 299
           Physicians      Realty    Trust   (Reit)           Bank   of  America    Merrill    Lynch
      (106,127)                                                (91,269)
           Physicians      Realty    Trust   (Reit)           Bank   of  America    Merrill    Lynch
       17,917                                                4,190
           Physicians      Realty    Trust   (Reit)           Barclays     Bank
       (6,927)                                                (5,472)
           Physicians      Realty    Trust   (Reit)           Barclays     Bank
      112,702                                                85,899
           Physicians      Realty    Trust   (Reit)           Goldman    Sachs
       (9,912)                                                (8,524)
           Physicians      Realty    Trust   (Reit)           Goldman    Sachs
       53,450                                                44,353
           Physicians      Realty    Trust   (Reit)
      (11,750)                             HSBC                   (13,043)
           Physicians      Realty    Trust   (Reit)
       57,057                            HSBC                    51,164
           Physicians      Realty    Trust   (Reit)           Morgan    Stanley
       (8,662)                                                (6,843)
           Physicians      Realty    Trust   (Reit)           Morgan    Stanley
       89,197                                                57,299
           PICO   Holdings     Inc                Bank   of  America    Merrill    Lynch
      (11,984)                                                (3,595)
           Piedmont     Office    Realty    Trust   Inc   ’A’
                                   Barclays     Bank
      (113,959)                                                (117,947)
           (Reit)
           Piedmont     Office    Realty    Trust   Inc   ’A’
                                   Goldman    Sachs
      (122,369)                                                (76,481)
           (Reit)
           Piedmont     Office    Realty    Trust   Inc   ’A’
      (142,389)                             HSBC                   (80,450)
           (Reit)
           Piedmont     Office    Realty    Trust   Inc   ’A’
                                   Morgan    Stanley
      (114,008)                                                (117,998)
           (Reit)
           Pieris    Pharmaceuticals        Inc            Bank   of  America    Merrill    Lynch
      (10,041)                                                 (904)
           Pieris    Pharmaceuticals        Inc            Barclays     Bank
       (8,795)                                                (2,990)
           Pieris    Pharmaceuticals        Inc            Goldman    Sachs
      (19,870)                                                (1,788)
           Pieris    Pharmaceuticals        Inc            Morgan    Stanley
      (18,428)                                                (6,266)
           Pilgrim’s      Pride   Corp               Barclays     Bank
       1,041                                                 984
           Pilgrim’s      Pride   Corp               Goldman    Sachs
       2,252                                               (1,734)
           Pilgrim’s      Pride   Corp               Goldman    Sachs
       (2,057)                                                1,584
           Pilgrim’s      Pride   Corp
       1,414                            HSBC                     382
           Pilgrim’s      Pride   Corp               Morgan    Stanley
       12,297                                                11,621
           Pinnacle     Financial     Partners     Inc         Bank   of  America    Merrill    Lynch
       30,129                                                39,921
                                267/379


                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Pinnacle     Financial     Partners     Inc
       5,172                            HSBC                    5,663
           Pinnacle     West   Capital    Corp            Bank   of  America    Merrill    Lynch
       46,761                                                10,339
           Pinnacle     West   Capital    Corp            Barclays     Bank
       4,659                                                2,935
           Pinnacle     West   Capital    Corp            Goldman    Sachs
       6,772                                                1,490
           Pinnacle     West   Capital    Corp
       9,166                            HSBC                    12,988
           Pinnacle     West   Capital    Corp            Morgan    Stanley
       2,655                                                1,978
           Pinterest     Inc   ’A’                Goldman    Sachs
      (17,219)                                                (1,808)
           Pinterest     Inc   ’A’                Morgan    Stanley
       26,840                                                26,706
           Pioneer    Bancorp    Inc/NY               Morgan    Stanley
      (104,756)                                                 6,285
           Pioneer    Natural    Resources     Co          Bank   of  America    Merrill    Lynch
       (1,820)                                                9,282
           Pioneer    Natural    Resources     Co
       (4,478)                            HSBC                    26,017
           Pioneer    Natural    Resources     Co          Morgan    Stanley
      (10,382)                                                 3,945
        515   Piper   Jaffray    Cos                Barclays     Bank                 963
           Piper   Jaffray    Cos                Goldman    Sachs
       1,355                                                6,382
           Piper   Jaffray    Cos                Morgan    Stanley
       4,973                                                9,300
           Pitney    Bowes   Inc                 Barclays     Bank
      (17,357)                                                (3,819)
           Pitney    Bowes   Inc                 Goldman    Sachs
      (71,518)                                                15,734
           Pitney    Bowes   Inc
       (7,603)                            HSBC                    2,661
           Pitney    Bowes   Inc                 Morgan    Stanley
      (115,939)                                                (25,507)
           Pixelworks      Inc
       7,605                            HSBC                    1,027
           Pixelworks      Inc                  Morgan    Stanley
       22,746                                                5,345
           PJT  Partners     Inc   ’A’
        (611)                           HSBC                     (360)
           PJT  Partners     Inc   ’A’              Morgan    Stanley
      (14,214)                                                 (569)
           Plains    GP  Holdings     LP  ’A’            Bank   of  America    Merrill    Lynch
       29,511                                                (5,312)
           Plains    GP  Holdings     LP  ’A’            Goldman    Sachs
       1,140                                                (205)
           Plains    GP  Holdings     LP  ’A’
       53,223                            HSBC                   (36,724)
           Plains    GP  Holdings     LP  ’A’            Morgan    Stanley
       17,299                                                (6,747)
           Planet    Fitness    Inc   ’A’             Bank   of  America    Merrill    Lynch
       (1,800)                                                (5,218)
           Planet    Fitness    Inc   ’A’
        (928)                           HSBC                    (3,026)
           Planet    Fitness    Inc   ’A’             Morgan    Stanley
       3,895                                               11,568
           Plantronics      Inc                 Bank   of  America    Merrill    Lynch
        (337)                                                300
           Plantronics      Inc                 Barclays     Bank
      (10,353)                                                (4,452)
           Plantronics      Inc                 Goldman    Sachs
      (15,217)                                                12,587
           Plantronics      Inc
      (18,193)                             HSBC                    1,911
      (20,369)     Plantronics      Inc                 Morgan    Stanley                (8,759)
           Playa   Hotels    & Resorts    NV            Barclays     Bank
       13,070                                                5,620
           Playa   Hotels    & Resorts    NV            Goldman    Sachs
       28,464                                                11,670
           Playa   Hotels    & Resorts    NV
       21,736                            HSBC                    1,956
           PlayAGS    Inc                   Barclays     Bank
       3,693                                                (259)
           PlayAGS    Inc
       19,772                            HSBC                   (10,677)
           PlayAGS    Inc                   Morgan    Stanley
       23,779                                                (1,665)
           Plexus    Corp                    Barclays     Bank
       3,710                                                2,189
           Plexus    Corp                    Goldman    Sachs
       7,440                                                1,339
           Plexus    Corp
       10,748                            HSBC                    10,183
           Plexus    Corp                    Morgan    Stanley
       3,816                                                2,252
                                268/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Plug   Power   Inc                  Goldman    Sachs
      (122,454)                                                (52,557)
           Plug   Power   Inc
      (24,220)                             HSBC                   (11,462)
           Pluralsight      Inc   ’A’               Barclays     Bank
       4,580                                               (5,862)
           Pluralsight      Inc   ’A’               Goldman    Sachs
       3,721                                               (5,321)
           Pluralsight      Inc   ’A’
       7,619                            HSBC                    (8,076)
           Pluralsight      Inc   ’A’               Morgan    Stanley
       3,366                                               (4,308)
           Plymouth     Industrial      Inc  (Reit)           Bank   of  America    Merrill    Lynch
       1,622                                                1,784
           Plymouth     Industrial      Inc  (Reit)           Barclays     Bank
       4,716                                                4,056
           Plymouth     Industrial      Inc  (Reit)           Goldman    Sachs
       11,824                                                9,300
           Plymouth     Industrial      Inc  (Reit)
       36,259                            HSBC                    42,561
           Plymouth     Industrial      Inc  (Reit)           Morgan    Stanley
       27,017                                                23,235
           PNM  Resources     Inc                Barclays     Bank
       15,287                                                2,971
       26,203    PNM  Resources     Inc                Goldman    Sachs                5,873
           PNM  Resources     Inc
       72,037                            HSBC                    52,267
           PNM  Resources     Inc                Morgan    Stanley
       38,055                                                8,361
           Polaris    Inc                   Goldman    Sachs
       (1,293)                                                4,926
           Polaris    Inc                   Morgan    Stanley
        (652)                                                (482)
           Polaris    Industries      Inc
        886                          HSBC                    (4,395)
           Polaris    Industries      Inc
        (929)                           HSBC                    4,608
           Polaris    Industries      Inc              Morgan    Stanley
       2,382                                                1,763
           PolarityTE      Inc                  Morgan    Stanley
      (77,395)                                                (3,870)
           PolyOne    Corp                   Bank   of  America    Merrill    Lynch
       22,675                                               (23,809)
           PolyOne    Corp                   Barclays     Bank
       25,543                                                (3,321)
           PolyOne    Corp                   Goldman    Sachs
       75,945                                               (78,559)
           PolyOne    Corp
       16,890                            HSBC                   (24,776)
           PolyOne    Corp                   Morgan    Stanley
       83,473                                               (11,416)
           Ponce   de  Leon   Federal    Bank            Goldman    Sachs
       (2,327)                                                 (465)
           Ponce   de  Leon   Federal    Bank
       (1,417)                            HSBC                     (652)
           Ponce   de  Leon   Federal    Bank            Morgan    Stanley
      (66,516)                                                (9,977)
           Pool   Corp                     Bank   of  America    Merrill    Lynch
        117                                                106
           Pool   Corp                     Barclays     Bank
       2,289                                                1,342
           Pool   Corp                     Goldman    Sachs
       2,012                                                1,545
           Pool   Corp
       1,625                            HSBC                    8,930
           Pool   Corp                     Morgan    Stanley
       2,752                                                2,147
      (18,088)     Popular    Inc                   Bank   of  America    Merrill    Lynch        (5,564)
           Popular    Inc                   Barclays     Bank
       (4,675)                                                (1,870)
           Popular    Inc                   Goldman    Sachs
        (747)                                                (224)
           Popular    Inc
       (1,450)                            HSBC                     (748)
           Popular    Inc                   Morgan    Stanley
       (2,106)                                                 (843)
           Portland     General    Electric     Co          Bank   of  America    Merrill    Lynch
       64,539                                                18,071
           Portland     General    Electric     Co          Bank   of  America    Merrill    Lynch
       (1,687)                                                 (302)
           Portland     General    Electric     Co
       23,548                            HSBC                    24,254
           Portland     General    Electric     Co          Morgan    Stanley
       9,609                                                2,787
           Portola    Pharmaceuticals        Inc           Barclays     Bank
       2,814                                                 760
           Portola    Pharmaceuticals        Inc
       (1,363)                            HSBC                     (354)
                                269/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Portola    Pharmaceuticals        Inc
       1,188                            HSBC                     290
           Portola    Pharmaceuticals        Inc           Morgan    Stanley
       (4,414)                                                (1,192)
           Portola    Pharmaceuticals        Inc           Morgan    Stanley
       2,553                                                 689
           Post   Holdings     Inc                Bank   of  America    Merrill    Lynch
      (14,723)                                                 2,945
           Post   Holdings     Inc                Bank   of  America    Merrill    Lynch
       1,599                                                8,353
           Post   Holdings     Inc                Barclays     Bank
       4,212                                               14,873
           Post   Holdings     Inc                Goldman    Sachs
        (865)                                                173
           Post   Holdings     Inc                Goldman    Sachs
       5,133                                               14,314
           Post   Holdings     Inc
       (4,172)                            HSBC                    1,836
           Post   Holdings     Inc                Morgan    Stanley
        (763)                                               (4,769)
           Post   Holdings     Inc                Morgan    Stanley
       1,814                                                1,552
           Potbelly     Corp                   Bank   of  America    Merrill    Lynch
      (135,752)                                                (47,513)
      (57,754)     Potbelly     Corp                   HSBC                     (578)
           Potbelly     Corp                   Morgan    Stanley
      (46,211)                                                (6,932)
           PotlatchDeltic        Corp   (Reit)             Barclays     Bank
      (35,180)                                                (46,789)
           PotlatchDeltic        Corp   (Reit)             Goldman    Sachs
       (2,802)                                                (2,882)
           PotlatchDeltic        Corp   (Reit)
      (75,608)                             HSBC                    (7,459)
           PotlatchDeltic        Corp   (Reit)             Morgan    Stanley
      (149,308)                                                (198,580)
           Powell    Industries      Inc              Bank   of  America    Merrill    Lynch
        813                                               1,780
           Powell    Industries      Inc              Barclays     Bank
       1,693                                                3,928
           Powell    Industries      Inc              Goldman    Sachs
        919                                               2,013
           Powell    Industries      Inc
       13,588                            HSBC                    23,915
           Powell    Industries      Inc              Morgan    Stanley
        933                                               2,165
           Power   Integrations       Inc              Bank   of  America    Merrill    Lynch
       1,945                                               (1,439)
           Power   Integrations       Inc              Barclays     Bank
       13,809                                                19,333
           Power   Integrations       Inc              Goldman    Sachs
       6,226                                               (3,674)
           Power   Integrations       Inc
       24,549                            HSBC                   (46,833)
           Power   Integrations       Inc              Morgan    Stanley
       15,031                                                21,044
           Powerfleet      Inc                  Goldman    Sachs
       2,553                                                 766
           PPG  Industries      Inc                Bank   of  America    Merrill    Lynch
       3,522                                                 32
           PPG  Industries      Inc                Barclays     Bank
       2,879                                               10,077
           PPG  Industries      Inc                Goldman    Sachs
       3,756                                                4,403
           PPG  Industries      Inc
       14,313                            HSBC                     887
           PPG  Industries      Inc                Morgan    Stanley
       21,475                                                74,377
       (3,695)    PPL  Corp                     Bank   of  America    Merrill    Lynch        (2,484)
           PPL  Corp                     Barclays     Bank
       (6,872)                                                (3,230)
           PPL  Corp                     Goldman    Sachs
      (12,299)                                                (6,697)
           PPL  Corp
       (9,764)                            HSBC                    (5,565)
           PPL  Corp                     Morgan    Stanley
      (39,574)                                                (18,600)
           PQ  Group   Holdings     Inc              Bank   of  America    Merrill    Lynch
       25,050                                               (14,529)
           PQ  Group   Holdings     Inc              Barclays     Bank
       28,642                                                8,593
           PQ  Group   Holdings     Inc              Goldman    Sachs
       20,771                                               (12,047)
           PQ  Group   Holdings     Inc
       29,219                            HSBC                   (30,680)
           PQ  Group   Holdings     Inc              Morgan    Stanley
       15,113                                                4,534
           PRA  Group   Inc                  Barclays     Bank
       1,830                                                (397)
                                270/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           PRA  Group   Inc                  Goldman    Sachs
        (914)                                                (174)
           PRA  Group   Inc                  Goldman    Sachs
       4,970                                                1,310
           PRA  Group   Inc
       12,197                            HSBC                    2,239
           PRA  Group   Inc                  Morgan    Stanley
        (745)                                                (149)
           PRA  Group   Inc                  Morgan    Stanley
       6,186                                                (694)
           PRA  Health    Sciences     Inc             Morgan    Stanley
       (7,454)                                               (31,084)
           Precision     BioSciences      Inc            Barclays     Bank
       6,437                                               29,578
           Precision     BioSciences      Inc            Morgan    Stanley
       32,634                                               149,953
           Precision     Drilling     Corp              Goldman    Sachs
      341,122                                                (7,182)
           Precision     Drilling     Corp
       10,990                            HSBC                     (237)
           Precision     Drilling     Corp              Morgan    Stanley
       29,656                                                 (466)
           Preferred     Bank/Los     Angeles    CA          Barclays     Bank
       5,854                                                6,030
       2,033    Preferred     Bank/Los     Angeles    CA          Goldman    Sachs                 447
           Preferred     Bank/Los     Angeles    CA
       2,496                            HSBC                     (399)
           Preferred     Bank/Los     Angeles    CA          Morgan    Stanley
       4,757                                                4,900
           Preformed     Line   Products     Co
       (1,163)                            HSBC                    (3,832)
           Preformed     Line   Products     Co           Morgan    Stanley
       (1,143)                                                 977
           Premier    Financial     Bancorp    Inc          Barclays     Bank
       7,435                                                4,052
           Premier    Financial     Bancorp    Inc
       6,452                            HSBC                    1,226
           Premier    Financial     Bancorp    Inc          Morgan    Stanley
       6,793                                                3,702
           Premier    Inc   ’A’                 Bank   of  America    Merrill    Lynch
       (5,048)                                                5,755
           Premier    Inc   ’A’                 Barclays     Bank
       4,934                                               (4,885)
           Premier    Inc   ’A’                 Goldman    Sachs
       4,243                                               (3,790)
           Premier    Inc   ’A’
       (4,890)                            HSBC                    8,802
           Premier    Inc   ’A’
       2,326                            HSBC                    (3,110)
           Premier    Inc   ’A’                 Morgan    Stanley
      (22,450)                                                22,226
           Prestige     Consumer     Healthcare      Inc         Bank   of  America    Merrill    Lynch
       4,414                                                2,781
           Prestige     Consumer     Healthcare      Inc         Goldman    Sachs
       4,262                                                2,685
           Prestige     Consumer     Healthcare      Inc
       2,291                            HSBC                      92
           Prestige     Consumer     Healthcare      Inc         Morgan    Stanley
       48,853                                                45,922
           Prevail    Therapeutics       Inc             Barclays     Bank
       (3,715)                                                (3,121)
           Prevail    Therapeutics       Inc             Morgan    Stanley
      (28,815)                                                (24,205)
           PRGX   Global    Inc                 Bank   of  America    Merrill    Lynch
      (12,814)                                                 3,204
           PRGX   Global    Inc                 Barclays     Bank
       (1,164)                                                  81
      (63,183)     PRGX   Global    Inc                 Goldman    Sachs                15,796
           PRGX   Global    Inc
      (36,169)                             HSBC                    13,744
           PRGX   Global    Inc                 Morgan    Stanley
      (48,161)                                                 3,371
           PriceSmart      Inc                  Bank   of  America    Merrill    Lynch
      (19,344)                                                (8,511)
           PriceSmart      Inc                  Barclays     Bank
       (2,833)                                                 (510)
           PriceSmart      Inc                  Goldman    Sachs
       (9,532)                                                (4,194)
           PriceSmart      Inc
       (4,694)                            HSBC                    8,261
           PriceSmart      Inc                  Morgan    Stanley
      (23,356)                                                (4,204)
           PrimeEnergy      Resources     Corp            Barclays     Bank
        (589)                                               (3,257)
           PrimeEnergy      Resources     Corp            Goldman    Sachs
        (176)                                               (2,543)
           PrimeEnergy      Resources     Corp
        (238)                           HSBC                     797
                                271/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           PrimeEnergy      Resources     Corp            Morgan    Stanley
        (543)                                               (3,003)
           Primerica     Inc                  Bank   of  America    Merrill    Lynch
       1,091                                                3,129
           Primerica     Inc
       (2,591)                            HSBC                   (10,986)
           Primerica     Inc
       6,614                            HSBC                    28,805
           Primerica     Inc                  Morgan    Stanley
       (5,969)                                               (19,817)
           Primerica     Inc                  Morgan    Stanley
       2,926                                                9,714
           Primo   Water   Corp                 Barclays     Bank
       15,093                                                5,886
           Primo   Water   Corp
       10,211                            HSBC                    (3,063)
           Primo   Water   Corp                 Morgan    Stanley
       19,885                                                7,755
           Primoris     Services     Corp              Bank   of  America    Merrill    Lynch
       2,196                                                 153
           Primoris     Services     Corp              Barclays     Bank
       10,227                                                6,443
           Primoris     Services     Corp              Goldman    Sachs
       33,200                                                (2,410)
       16,495    Primoris     Services     Corp              HSBC                    (1,965)
           Primoris     Services     Corp              Morgan    Stanley
       29,101                                                16,827
           Principal     Financial     Group   Inc          Bank   of  America    Merrill    Lynch
      (12,382)                                                (7,306)
           Principal     Financial     Group   Inc          Barclays     Bank
       (6,148)                                                (3,627)
           Principal     Financial     Group   Inc          Goldman    Sachs
      (13,370)                                                (7,888)
           Principal     Financial     Group   Inc
       (5,734)                            HSBC                     (15)
           Principal     Financial     Group   Inc          Morgan    Stanley
       (4,693)                                                (2,769)
           Principia     Biopharma     Inc             Bank   of  America    Merrill    Lynch
        320                                               1,584
           Principia     Biopharma     Inc             Goldman    Sachs
       9,215                                               45,614
           Principia     Biopharma     Inc
       1,548                            HSBC                    5,248
           Principia     Biopharma     Inc             Morgan    Stanley
       4,866                                               18,831
           Priority     Technology      Holdings     Inc
       3,840                            HSBC                     192
           ProAssurance       Corp                 Bank   of  America    Merrill    Lynch
      (86,354)                                                 5,181
           ProAssurance       Corp                 Barclays     Bank
      (13,673)                                                (3,899)
           ProAssurance       Corp                 Goldman    Sachs
       (6,956)                                                 418
           ProAssurance       Corp
      (15,233)                             HSBC                    13,412
           ProAssurance       Corp                 Morgan    Stanley
      (13,937)                                                (4,460)
           Procter    & Gamble    Co/The               Bank   of  America    Merrill    Lynch
       12,011                                                18,497
           Procter    & Gamble    Co/The               Barclays     Bank
       14,167                                                25,359
           Procter    & Gamble    Co/The               Goldman    Sachs
       10,592                                                16,312
           Procter    & Gamble    Co/The
       1,160                            HSBC                    2,761
           Procter    & Gamble    Co/The               Morgan    Stanley
       4,392                                                7,862
       9,377    Progress     Software     Corp              Bank   of  America    Merrill    Lynch        4,407
           Progress     Software     Corp              Barclays     Bank
       17,084                                                10,624
           Progress     Software     Corp              Goldman    Sachs
       26,924                                                11,472
           Progress     Software     Corp
       9,587                            HSBC                    2,109
           Progress     Software     Corp              Morgan    Stanley
       10,882                                                5,665
           Progressive      Corp/The                 Bank   of  America    Merrill    Lynch
       1,747                                                 472
           Progressive      Corp/The                 Barclays     Bank
       7,170                                               16,778
           Progressive      Corp/The                 Goldman    Sachs
       7,054                                               16,553
           Progressive      Corp/The
       (3,406)                            HSBC                    1,703
           Progressive      Corp/The
       10,191                            HSBC                    13,312
           Prologis     Inc  (Reit)                 Barclays     Bank
      (10,909)                                                (20,945)
                                272/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Prologis     Inc  (Reit)                 Goldman    Sachs
      (11,461)                                                (38,738)
           Prologis     Inc  (Reit)                 Morgan    Stanley
       13,346                                                25,624
           Prologis     Inc  (Reit)                 Morgan    Stanley
       (1,506)                                                (2,892)
           Proofpoint      Inc                  Barclays     Bank
       (1,390)                                                 (542)
           Proofpoint      Inc                  Barclays     Bank
       2,604                                                1,016
           Proofpoint      Inc                  Goldman    Sachs
       1,923                                                1,769
           Proofpoint      Inc
        200                          HSBC                     550
           Proofpoint      Inc                  Morgan    Stanley
        (732)                                                (285)
           ProPetro     Holding    Corp               Barclays     Bank
       (3,600)                                                 (828)
           ProPetro     Holding    Corp
       (7,853)                            HSBC                    (8,167)
           PROS   Holdings     Inc                Bank   of  America    Merrill    Lynch
       3,201                                               24,808
           PROS   Holdings     Inc                Goldman    Sachs
       2,062                                               15,981
       4,475    PROS   Holdings     Inc                HSBC                    44,974
           PROS   Holdings     Inc                Morgan    Stanley
       14,590                                                63,321
           ProSight     Global    Inc               Barclays     Bank
      (20,450)                                                (31,289)
           ProSight     Global    Inc               Morgan    Stanley
       (2,706)                                                (4,140)
           Prosperity      Bancshares      Inc            Bank   of  America    Merrill    Lynch
       13,878                                                7,910
           Prosperity      Bancshares      Inc            Barclays     Bank
       11,476                                                5,049
           Prosperity      Bancshares      Inc
       2,600                            HSBC                    (4,550)
           Prosperity      Bancshares      Inc            Morgan    Stanley
      (10,723)                                                (4,718)
           Prosperity      Bancshares      Inc            Morgan    Stanley
       8,304                                                3,654
           Protagonist      Therapeutics       Inc
      (13,532)                             HSBC                    23,004
           Protective      Insurance     Corp   ’B’          Bank   of  America    Merrill    Lynch
       80,294                                                51,388
           Protective      Insurance     Corp   ’B’          Goldman    Sachs
       7,370                                                4,717
           Proteostasis       Therapeutics       Inc          Morgan    Stanley
      (62,121)                                                (43,485)
           Prothena     Corp   Plc                Barclays     Bank
      (14,559)                                                (26,133)
           Prothena     Corp   Plc                Goldman    Sachs
       (7,588)                                               (15,480)
           Prothena     Corp   Plc
      (20,444)                             HSBC                   (64,642)
           Prothena     Corp   Plc                Morgan    Stanley
      (21,300)                                                (38,234)
           Proto   Labs   Inc                  Barclays     Bank
       (1,437)                                                (1,078)
           Proto   Labs   Inc                  Goldman    Sachs
        (552)                                                105
           Proto   Labs   Inc
       (7,911)                            HSBC                    52,687
           Proto   Labs   Inc                  Morgan    Stanley
      (10,596)                                                (7,947)
           Provention      Bio  Inc                Goldman    Sachs
       3,498                                                6,296
           Provention      Bio  Inc                Morgan    Stanley
       3,264                                                 457
           Providence      Service    Corp/The              Bank   of  America    Merrill    Lynch
      (45,191)                                                134,669
           Provident     Bancorp    Inc              Bank   of  America    Merrill    Lynch
      (67,924)                                                  679
           Provident     Bancorp    Inc              Barclays     Bank
       (2,471)                                                 (173)
      (10,603)     Provident     Bancorp    Inc              HSBC                    (2,757)
           Provident     Bancorp    Inc              Morgan    Stanley
       (1,164)                                                 (81)
           Provident     Financial     Services     Inc
       14,567                            HSBC                   (11,799)
           Provident     Financial     Services     Inc         Morgan    Stanley
       17,883                                                2,146
           Prudential      Financial     Inc             Barclays     Bank
       7,152                                               (5,650)
           Prudential      Financial     Inc             Goldman    Sachs
       4,804                                                2,402
           Prudential      Financial     Inc
       11,790                            HSBC                    14,855
                                273/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Prudential      Financial     Inc             Morgan    Stanley
       10,134                                                (8,006)
           PS  Business     Parks   Inc  (Reit)            Bank   of  America    Merrill    Lynch
       (1,059)                                                (3,350)
           PS  Business     Parks   Inc  (Reit)            Barclays     Bank
        (557)                                               (3,164)
           PS  Business     Parks   Inc  (Reit)            Goldman    Sachs
       (1,272)                                                (3,752)
           PS  Business     Parks   Inc  (Reit)
      (23,004)                             HSBC                   (67,632)
           PS  Business     Parks   Inc  (Reit)            Morgan    Stanley
      (15,124)                                                (85,904)
           PTC  Inc                     Bank   of  America    Merrill    Lynch
       (1,768)                                                (5,233)
           PTC  Inc                     Barclays     Bank
       (7,543)                                               (14,578)
           PTC  Inc                     Goldman    Sachs
       (7,580)                                               (22,437)
           PTC  Inc
       (2,041)                            HSBC                    (6,438)
           PTC  Therapeutics       Inc               Bank   of  America    Merrill    Lynch
       1,353                                                4,221
           PTC  Therapeutics       Inc               Goldman    Sachs
        (199)                                                (621)
       (4,658)    PTC  Therapeutics       Inc               HSBC                   (26,225)
           Public    Service    Enterprise      Group   Inc       Bank   of  America    Merrill    Lynch
      (52,936)                                                74,494
           Public    Service    Enterprise      Group   Inc       Barclays     Bank
      (12,389)                                                11,522
           Public    Service    Enterprise      Group   Inc       Goldman    Sachs
      (51,820)                                                73,584
           Public    Service    Enterprise      Group   Inc
      (27,971)                             HSBC                    54,824
           Public    Service    Enterprise      Group   Inc       Morgan    Stanley
      (20,105)                                                18,698
           Public    Storage    (Reit)                Bank   of  America    Merrill    Lynch
       (1,034)                                                (3,497)
           Public    Storage    (Reit)                Barclays     Bank
       (4,725)                                               (14,553)
           Public    Storage    (Reit)                Goldman    Sachs
       (8,455)                                                7,697
           Public    Storage    (Reit)                Morgan    Stanley
       (4,372)                                               (13,466)
           Pulse   Biosciences      Inc              Bank   of  America    Merrill    Lynch
       (1,462)                                                 (453)
           Pulse   Biosciences      Inc              Barclays     Bank
       (2,667)                                                (1,920)
           Pulse   Biosciences      Inc
      (16,822)                             HSBC                     (168)
           Pulse   Biosciences      Inc              Morgan    Stanley
       (8,017)                                                (5,772)
           PulteGroup      Inc                  Bank   of  America    Merrill    Lynch
       (7,294)                                                (7,002)
           PulteGroup      Inc                  Barclays     Bank
      (14,952)                                                (14,802)
           PulteGroup      Inc                  Goldman    Sachs
       (6,140)                                                (5,894)
           PulteGroup      Inc
       (5,222)                            HSBC                    (8,825)
           PulteGroup      Inc                  Morgan    Stanley
      (22,060)                                                (21,840)
           Puma   Biotechnology       Inc              Barclays     Bank
       25,106                                                9,791
           Puma   Biotechnology       Inc
       5,128                            HSBC                    3,436
           Pure   Cycle   Corp                  Barclays     Bank
       (9,654)                                                 (290)
      (18,667)     Pure   Cycle   Corp                  Goldman    Sachs                (6,720)
           Pure   Cycle   Corp
      (18,129)                             HSBC                   (15,591)
           Pure   Cycle   Corp                  Morgan    Stanley
       (7,792)                                                 (234)
           Pure   Storage    Inc   ’A’              Bank   of  America    Merrill    Lynch
       9,406                                               (35,273)
           Pure   Storage    Inc   ’A’              Morgan    Stanley
       17,218                                               (10,503)
           Pure   Storage    Inc   ’A’              Morgan    Stanley
       (7,024)                                                1,978
           PVH  Corp
       (4,026)                            HSBC                    5,717
           PVH  Corp                     Morgan    Stanley
      (10,875)                                                35,670
           Pyxus   International       Inc             Goldman    Sachs
      (26,381)                                                14,332
           Pyxus   International       Inc
      (13,696)                             HSBC                    17,343
           Pyxus   International       Inc             Morgan    Stanley
      (11,351)                                                 (795)
                                274/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Pzena   Investment      Management      Inc   ’A’       Bank   of  America    Merrill    Lynch
       2,825                                                 (28)
           Pzena   Investment      Management      Inc   ’A’
       21,755                            HSBC                    (3,046)
           Pzena   Investment      Management      Inc   ’A’       Morgan    Stanley
       28,945                                                13,604
           Q2  Holdings     Inc                 Bank   of  America    Merrill    Lynch
       3,264                                               17,299
           Q2  Holdings     Inc                 Barclays     Bank
        (480)                                                (710)
           Q2  Holdings     Inc                 Barclays     Bank
       2,700                                                3,996
           Q2  Holdings     Inc                 Goldman    Sachs
       9,978                                               52,883
           Q2  Holdings     Inc
        (340)                           HSBC                    (3,423)
           Q2  Holdings     Inc                 Morgan    Stanley
       (2,884)                                                (4,268)
           Q2  Holdings     Inc                 Morgan    Stanley
       15,268                                                22,596
           QAD  Inc   ’A’                   Morgan    Stanley
      (14,861)                                                (40,422)
           QCR  Holdings     Inc                 Barclays     Bank
       (4,302)                                                (2,538)
       (4,442)    QCR  Holdings     Inc                 Goldman    Sachs                (2,621)
           QCR  Holdings     Inc                 Morgan    Stanley
       (2,769)                                                (1,634)
           QEP  Resources     Inc                Barclays     Bank
       (2,438)                                                 (122)
           QEP  Resources     Inc
      (32,054)                             HSBC                    11,860
           QIAGEN    NV                    Barclays     Bank
        (421)                                                (472)
           QIAGEN    NV                    Goldman    Sachs
      (10,159)                                                (21,015)
           QIAGEN    NV
       (6,703)                            HSBC                   (74,470)
           QIAGEN    NV                    Morgan    Stanley
       (3,141)                                                (3,518)
           Qorvo   Inc                    Bank   of  America    Merrill    Lynch
       3,431                                                5,765
           Qorvo   Inc                    Barclays     Bank
        792                                               2,740
           Qorvo   Inc                    Goldman    Sachs
       4,403                                                6,296
           Qorvo   Inc
       1,188                            HSBC                    3,051
           Qorvo   Inc                    Morgan    Stanley
       5,422                                               18,760
           QTS  Realty    Trust   Inc   ’A’   (Reit)          Bank   of  America    Merrill    Lynch
       25,254                                                54,549
           QTS  Realty    Trust   Inc   ’A’   (Reit)          Barclays     Bank
       22,148                                                61,350
           QTS  Realty    Trust   Inc   ’A’   (Reit)          Goldman    Sachs
       45,713                                                98,740
           QTS  Realty    Trust   Inc   ’A’   (Reit)
       35,446                            HSBC                   100,682
           QTS  Realty    Trust   Inc   ’A’   (Reit)          Morgan    Stanley
      126,635                                                350,779
           Quad/Graphics       Inc                Barclays     Bank
      (23,286)                                                (13,433)
           Quad/Graphics       Inc
       (6,036)                            HSBC                    (1,207)
           Quad/Graphics       Inc                Morgan    Stanley
      (14,332)                                                (7,083)
           Quaker    Chemical     Corp               Bank   of  America    Merrill    Lynch
        611                                               1,370
       (5,280)    Quaker    Chemical     Corp               Barclays     Bank               (23,496)
           Quaker    Chemical     Corp               Goldman    Sachs
       (3,503)                                                (4,548)
           Quaker    Chemical     Corp
        578                          HSBC                    3,004
           Quaker    Chemical     Corp
        (656)                           HSBC                    5,615
           Quaker    Chemical     Corp               Morgan    Stanley
       (1,518)                                                (6,755)
           Qualcomm     Inc                   Barclays     Bank
        549                                               (306)
           Qualcomm     Inc                   Goldman    Sachs
        (586)                                               2,088
           Qualcomm     Inc                   Goldman    Sachs
       1,401                                                (112)
           Qualcomm     Inc                   Morgan    Stanley
       (5,229)                                                 784
           Qualys    Inc                    Bank   of  America    Merrill    Lynch
       (3,383)                                                (3,857)
           Qualys    Inc                    Barclays     Bank
       1,257                                                 666
                                275/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Qualys    Inc                    Barclays     Bank
        (658)                                                (349)
           Qualys    Inc
       1,459                            HSBC                    4,435
           Qualys    Inc
       (4,145)                            HSBC                   (12,601)
           Qualys    Inc                    Morgan    Stanley
       (4,318)                                                (2,289)
           Quanex    Building     Products     Corp           Barclays     Bank
       43,430                                                26,492
           Quanex    Building     Products     Corp           Goldman    Sachs
       5,474                                                1,763
           Quanex    Building     Products     Corp
       3,253                            HSBC                     390
           Quanex    Building     Products     Corp           Morgan    Stanley
       22,296                                                13,601
           Quanta    Services     Inc               Barclays     Bank
       (6,859)                                                1,303
           Quanta    Services     Inc               Goldman    Sachs
      (20,322)                                                15,038
           Quanta    Services     Inc
      (36,364)                             HSBC                    45,455
           Quanta    Services     Inc               Morgan    Stanley
      (34,820)                                                 6,616
       2,949    Quanterix     Corp                  Goldman    Sachs                7,712
           Quanterix     Corp
       5,409                            HSBC                    11,629
           Quest   Diagnostics      Inc              Bank   of  America    Merrill    Lynch
       (4,373)                                                (5,020)
           Quest   Diagnostics      Inc              Barclays     Bank
        (695)                                                251
           Quest   Diagnostics      Inc              Goldman    Sachs
        404                                                767
           Quest   Diagnostics      Inc              Goldman    Sachs
       (2,785)                                                (5,065)
           Quest   Diagnostics      Inc
        (378)                           HSBC                    (1,966)
           Quest   Diagnostics      Inc              Morgan    Stanley
       6,182                                                5,317
           Quidel    Corp                    Bank   of  America    Merrill    Lynch
        (726)                                               (3,289)
           Quidel    Corp                    Barclays     Bank
       (3,599)                                                (8,782)
           Quidel    Corp                    Goldman    Sachs
       (3,066)                                               (13,010)
           Quidel    Corp                    Morgan    Stanley
      (19,759)                                                (44,650)
           QuinStreet      Inc                  Barclays     Bank
       5,069                                                (659)
           QuinStreet      Inc
       6,394                            HSBC                    2,558
           QuinStreet      Inc                  Morgan    Stanley
       4,752                                                (618)
           Quotient     Technology      Inc             Bank   of  America    Merrill    Lynch
       15,098                                                (5,888)
           Quotient     Technology      Inc             Goldman    Sachs
       24,342                                                (9,493)
           Qurate    Retail    Inc   ’A’              Bank   of  America    Merrill    Lynch
       8,563                                               (7,878)
           Qurate    Retail    Inc   ’A’              Barclays     Bank
       7,624                                                1,220
           Qurate    Retail    Inc   ’A’              Goldman    Sachs
       19,979                                               (16,222)
           Qurate    Retail    Inc   ’A’
       23,319                            HSBC                     904
           Qurate    Retail    Inc   ’A’              Morgan    Stanley
       54,556                                                8,729
      (12,596)     R1  RCM  Inc                    Barclays     Bank               (1,637)
           R1  RCM  Inc                    Goldman    Sachs
       (9,367)                                                (3,051)
           R1  RCM  Inc
       (5,469)                            HSBC                    (5,742)
           R1  RCM  Inc                    Morgan    Stanley
      (70,145)                                                (9,119)
           Radian    Group   Inc                 Bank   of  America    Merrill    Lynch
       13,532                                                4,906
           Radian    Group   Inc                 Barclays     Bank
       19,012                                                10,647
           Radian    Group   Inc                 Goldman    Sachs
       35,318                                                13,421
           Radian    Group   Inc
       49,449                            HSBC                    37,423
           Radian    Group   Inc                 Morgan    Stanley
      (19,044)                                                (10,665)
           Radian    Group   Inc                 Morgan    Stanley
       24,073                                                13,481
           Radiant    Logistics     Inc              Bank   of  America    Merrill    Lynch
      109,664                                                 6,580
                                276/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Radiant    Logistics     Inc              Morgan    Stanley
       6,220                                                 684
           Radius    Health    Inc                Barclays     Bank
       12,502                                                (3,251)
           Radius    Health    Inc                Goldman    Sachs
       1,421                                               (1,027)
           Radius    Health    Inc
       9,072                            HSBC                   (11,516)
           Radius    Health    Inc                Morgan    Stanley
       6,528                                               (1,697)
           RadNet    Inc                    Bank   of  America    Merrill    Lynch
       (4,795)                                                (5,754)
           RadNet    Inc
      (25,370)                             HSBC                   (78,901)
           RadNet    Inc                    Morgan    Stanley
       (5,547)                                                (4,327)
           Rafael    Holdings     Inc   ’B’             Barclays     Bank
      (16,044)                                                44,602
           Rafael    Holdings     Inc   ’B’             Goldman    Sachs
       (1,895)                                                 (682)
           Rafael    Holdings     Inc   ’B’
       (7,802)                            HSBC                    (2,734)
           Rafael    Holdings     Inc   ’B’             Morgan    Stanley
      (14,550)                                                40,449
       6,408    Ralph   Lauren    Corp                 Barclays     Bank                (320)
           Ralph   Lauren    Corp                 Barclays     Bank
       (2,597)                                                 130
           Ralph   Lauren    Corp                 Goldman    Sachs
       3,759                                               (16,164)
           Ralph   Lauren    Corp                 Goldman    Sachs
       (1,162)                                                5,868
           Ralph   Lauren    Corp
       4,752                            HSBC                   (29,510)
           Ralph   Lauren    Corp                 Morgan    Stanley
       (2,182)                                                 109
           Ramaco    Resources     Inc               Bank   of  America    Merrill    Lynch
       (3,671)                                                (1,138)
           Ramaco    Resources     Inc               Goldman    Sachs
       (8,500)                                                (2,635)
           Rambus    Inc                    Barclays     Bank
       (5,124)                                                 307
           Rambus    Inc                    Goldman    Sachs
      (15,357)                                                10,750
           Rambus    Inc
       (4,445)                            HSBC                    3,512
           Rambus    Inc                    Morgan    Stanley
      (15,621)                                                  937
           Range   Resources     Corp               Barclays     Bank
       8,022                                               (2,326)
           Range   Resources     Corp
       34,047                            HSBC                   (38,133)
           Range   Resources     Corp               Morgan    Stanley
      121,761                                                (35,311)
           Ranger    Energy    Services     Inc            Bank   of  America    Merrill    Lynch
       18,065                                                16,800
           Ranger    Energy    Services     Inc            Goldman    Sachs
       9,630                                                8,956
           Ranger    Energy    Services     Inc            Morgan    Stanley
       11,753                                                3,878
           Ranpak    Holdings     Corp               Barclays     Bank
       5,033                                                 554
           Ranpak    Holdings     Corp
       10,494                            HSBC                     525
           Ranpak    Holdings     Corp               Morgan    Stanley
       2,114                                                 233
           Rapid7    Inc                    Bank   of  America    Merrill    Lynch
       2,860                                                7,007
       1,707    Rapid7    Inc                    Barclays     Bank                1,276
           Rapid7    Inc                    Goldman    Sachs
       18,394                                                39,166
           Rapid7    Inc
       6,632                            HSBC                    28,650
           Rapid7    Inc                    Morgan    Stanley
       17,230                                                30,325
           Raven   Industries      Inc               Goldman    Sachs
        (433)                                                (195)
           Raven   Industries      Inc
       (4,428)                            HSBC                    2,922
           Raven   Industries      Inc               Morgan    Stanley
       (9,451)                                                (6,899)
           Raymond    James   Financial     Inc           Morgan    Stanley
       2,718                                                3,425
           Rayonier     Advanced     Materials     Inc         Morgan    Stanley
      (46,460)                                                (15,796)
           Rayonier     Inc  (Reit)                 Bank   of  America    Merrill    Lynch
      (56,399)                                                (64,295)
           Rayonier     Inc  (Reit)                 Barclays     Bank
      (33,750)                                                (18,900)
                                277/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Rayonier     Inc  (Reit)                 Goldman    Sachs
      (26,431)                                                (30,131)
           Rayonier     Inc  (Reit)
      (134,189)                             HSBC                   (171,762)
           Rayonier     Inc  (Reit)                 Morgan    Stanley
      (113,497)                                                (63,559)
           Raytheon     Co                   Bank   of  America    Merrill    Lynch
       12,099                                               (10,768)
           Raytheon     Co
         21                          HSBC                      41
           RBB  Bancorp                     Bank   of  America    Merrill    Lynch
       9,534                                                2,288
           RBB  Bancorp                     Goldman    Sachs
       8,068                                                2,140
           RBB  Bancorp                     Morgan    Stanley
       20,128                                                6,441
           RBC  Bearings     Inc                 Bank   of  America    Merrill    Lynch
        194                                                528
           RBC  Bearings     Inc                 Barclays     Bank
       1,755                                                6,423
           RBC  Bearings     Inc                 Goldman    Sachs
        570                                               2,385
           RBC  Bearings     Inc
       4,838                            HSBC                    (8,515)
       3,694    RBC  Bearings     Inc                 Morgan    Stanley                13,520
           RCI  Hospitality      Holdings     Inc           Barclays     Bank
       (5,408)                                                 (270)
           RCI  Hospitality      Holdings     Inc           Goldman    Sachs
       (6,367)                                                3,311
           RCI  Hospitality      Holdings     Inc
       (2,423)                            HSBC                    2,375
           RCI  Hospitality      Holdings     Inc           Morgan    Stanley
       (8,808)                                                 (440)
           RE/MAX    Holdings     Inc   ’A’             Bank   of  America    Merrill    Lynch
       7,527                                                2,785
           RE/MAX    Holdings     Inc   ’A’
       21,584                            HSBC                    16,620
           RE/MAX    Holdings     Inc   ’A’             Morgan    Stanley
       40,393                                                37,969
           Reading    International       Inc   ’A’          Bank   of  America    Merrill    Lynch
      (231,972)                                                 85,830
           Reading    International       Inc   ’A’          Barclays     Bank
       (7,741)                                                 697
           Reading    International       Inc   ’A’
      (33,144)                             HSBC                    35,133
           Reading    International       Inc   ’A’          Morgan    Stanley
      (20,408)                                                 1,837
           Ready   Capital    Corp   (Reit)              Barclays     Bank
      (60,081)                                                (12,016)
           Ready   Capital    Corp   (Reit)              Goldman    Sachs
       (4,621)                                                 323
           Ready   Capital    Corp   (Reit)
       (2,579)                            HSBC                     567
           Ready   Capital    Corp   (Reit)              Morgan    Stanley
      (82,631)                                                (16,526)
           RealNetworks       Inc                 Bank   of  America    Merrill    Lynch
       32,607                                                (3,098)
           RealNetworks       Inc                 Goldman    Sachs
       11,507                                                (1,093)
           RealNetworks       Inc                 Morgan    Stanley
       2,026                                                 10
           Realogy    Holdings     Corp               Barclays     Bank
      (20,816)                                                (5,828)
           Realogy    Holdings     Corp               Goldman    Sachs
      (14,370)                                                (7,329)
           RealPage     Inc                   Barclays     Bank
       (5,229)                                                (3,190)
       (3,834)    RealPage     Inc                   Goldman    Sachs                (5,559)
           RealPage     Inc
       (8,939)                            HSBC                    (7,956)
           RealPage     Inc                   Morgan    Stanley
       (9,410)                                                (5,740)
           Realty    Income    Corp   (Reit)              Bank   of  America    Merrill    Lynch
       1,590                                                1,617
           Realty    Income    Corp   (Reit)              Barclays     Bank
       6,626                                                8,150
           Realty    Income    Corp   (Reit)              Goldman    Sachs
       7,305                                               (4,269)
           Realty    Income    Corp   (Reit)
       35,845                            HSBC                    35,490
           Realty    Income    Corp   (Reit)              Morgan    Stanley
       21,148                                                26,012
           Reata   Pharmaceuticals        Inc   ’A’          Bank   of  America    Merrill    Lynch
       1,150                                               (5,417)
           Reata   Pharmaceuticals        Inc   ’A’          Barclays     Bank
        (403)                                               6,347
           Reata   Pharmaceuticals        Inc   ’A’          Barclays     Bank
        611                                              (9,623)
                                278/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Reata   Pharmaceuticals        Inc   ’A’          Goldman    Sachs
        (253)                                               1,192
           Reata   Pharmaceuticals        Inc   ’A’          Goldman    Sachs
       1,310                                               (7,700)
           Reata   Pharmaceuticals        Inc   ’A’
        339                          HSBC                    (5,899)
           Reata   Pharmaceuticals        Inc   ’A’          Morgan    Stanley
        (203)                                               3,197
           Reata   Pharmaceuticals        Inc   ’A’          Morgan    Stanley
        581                                              (9,151)
           Recro   Pharma    Inc                 Goldman    Sachs
       9,144                                               (6,767)
           Red  Lion   Hotels    Corp               Bank   of  America    Merrill    Lynch
      (79,967)                                                (47,181)
           Red  Lion   Hotels    Corp               Barclays     Bank
      (25,851)                                                (3,361)
           Red  Lion   Hotels    Corp
      (19,712)                             HSBC                     (402)
           Red  Lion   Hotels    Corp               Morgan    Stanley
      (10,971)                                                (1,426)
           Red  River   Bancshares      Inc             Barclays     Bank
        (647)                                                (388)
           Red  River   Bancshares      Inc
        (122)                           HSBC                     (348)
      (15,512)     Red  Robin   Gourmet    Burgers    Inc          Bank   of  America    Merrill    Lynch       (10,858)
           Red  Robin   Gourmet    Burgers    Inc          Barclays     Bank
        (977)                                                (694)
           Red  Robin   Gourmet    Burgers    Inc          Goldman    Sachs
      (10,363)                                                (7,254)
           Red  Rock   Resorts    Inc   ’A’            Bank   of  America    Merrill    Lynch
       (6,759)                                                (6,319)
           Red  Rock   Resorts    Inc   ’A’            Barclays     Bank
       (7,233)                                                (7,522)
           Red  Rock   Resorts    Inc   ’A’            Goldman    Sachs
      (21,919)                                                (15,805)
           Red  Rock   Resorts    Inc   ’A’
      (21,061)                             HSBC                   (42,122)
           Red  Rock   Resorts    Inc   ’A’            Morgan    Stanley
      (31,346)                                                (32,599)
           Red  Violet    Inc                  Barclays     Bank
       (7,462)                                                 187
           Red  Violet    Inc                  Goldman    Sachs
       (2,200)                                                 (561)
           Redfin    Corp                    Bank   of  America    Merrill    Lynch
      (16,502)                                                12,707
           Redfin    Corp                    Barclays     Bank
      (18,907)                                                10,588
           Redfin    Corp                    Goldman    Sachs
      (35,332)                                                27,206
           Redfin    Corp
      (13,997)                             HSBC                    9,462
           Redfin    Corp                    Morgan    Stanley
      (11,327)                                                 6,343
           Redwood    Trust   Inc  (Reit)              Bank   of  America    Merrill    Lynch
       (4,456)                                                 (535)
           Redwood    Trust   Inc  (Reit)              Barclays     Bank
      (11,863)                                                (1,661)
           Redwood    Trust   Inc  (Reit)              Goldman    Sachs
      (19,801)                                                (2,376)
           Redwood    Trust   Inc  (Reit)
      (122,125)                             HSBC                    1,221
           Redwood    Trust   Inc  (Reit)              Morgan    Stanley
      (153,739)                                                (21,523)
           Regal   Beloit    Corp                 Bank   of  America    Merrill    Lynch
        (758)                                                (447)
           Regal   Beloit    Corp
       (9,154)                            HSBC                    10,619
       (8,820)    Regal   Beloit    Corp                 Morgan    Stanley                (7,144)
           Regency    Centers    Corp   (Reit)             Bank   of  America    Merrill    Lynch
      (13,659)                                                  410
           Regency    Centers    Corp   (Reit)             Barclays     Bank
       (6,761)                                                (8,113)
           Regency    Centers    Corp   (Reit)             Goldman    Sachs
       (3,637)                                                 109
           Regency    Centers    Corp   (Reit)
       50,390                            HSBC                    34,265
           Regency    Centers    Corp   (Reit)
        (942)                           HSBC                     (641)
           Regency    Centers    Corp   (Reit)             Morgan    Stanley
       27,912                                                33,494
           Regeneron     Pharmaceuticals        Inc          Barclays     Bank
        746                                               7,713
           Regeneron     Pharmaceuticals        Inc          Goldman    Sachs
       2,176                                               56,859
           Regeneron     Pharmaceuticals        Inc
       1,507                            HSBC                    41,217
           Regeneron     Pharmaceuticals        Inc          Morgan    Stanley
       1,796                                               18,571
                                279/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           REGENXBIO     Inc                  Barclays     Bank
       (3,836)                                               (13,924)
           REGENXBIO     Inc                  Goldman    Sachs
       (3,832)                                               (17,185)
           REGENXBIO     Inc
       (4,122)                            HSBC                   (17,652)
           REGENXBIO     Inc                  Morgan    Stanley
      (11,872)                                                (43,095)
           Regional     Management      Corp             Bank   of  America    Merrill    Lynch
       12,154                                                (1,458)
           Regional     Management      Corp             Goldman    Sachs
       12,239                                                (1,469)
           Regional     Management      Corp             Morgan    Stanley
       12,065                                                (3,861)
           Regions    Financial     Corp              Goldman    Sachs
       9,617                                                2,892
           Regions    Financial     Corp
       8,854                            HSBC                    1,592
           Regions    Financial     Corp              Morgan    Stanley
       53,508                                                4,013
           Regis   Corp                    Bank   of  America    Merrill    Lynch
      (31,552)                                                 8,519
           Regis   Corp                    Barclays     Bank
       (1,838)                                                 (62)
      (14,071)     Regis   Corp                    Goldman    Sachs                3,799
           Regis   Corp
       (2,010)                            HSBC                     (349)
           Regis   Corp                    Morgan    Stanley
      (30,769)                                                (13,231)
           Reinsurance      Group   of  America    Inc         Bank   of  America    Merrill    Lynch
       1,379                                                2,703
           Reinsurance      Group   of  America    Inc         Barclays     Bank
        363                                                730
           Reinsurance      Group   of  America    Inc         Goldman    Sachs
       (1,467)                                                (2,875)
           Reinsurance      Group   of  America    Inc         Goldman    Sachs
        765                                               2,274
           Reinsurance      Group   of  America    Inc
        (676)                           HSBC                     615
           Reinsurance      Group   of  America    Inc
       1,475                            HSBC                    (1,342)
           Reinsurance      Group   of  America    Inc         Morgan    Stanley
       (2,487)                                                (4,999)
           Reinsurance      Group   of  America    Inc         Morgan    Stanley
       2,203                                                4,428
           Reliance     Steel   & Aluminum     Co          Bank   of  America    Merrill    Lynch
       9,728                                               42,900
           Reliance     Steel   & Aluminum     Co          Barclays     Bank
       9,331                                               11,104
           Reliance     Steel   & Aluminum     Co          Goldman    Sachs
       7,267                                               25,675
           Reliance     Steel   & Aluminum     Co
       4,639                            HSBC                     (23)
           Reliance     Steel   & Aluminum     Co          Morgan    Stanley
       9,396                                               11,181
           Reliant    Bancorp    Inc               Goldman    Sachs
      (58,174)                                                 3,490
           RenaissanceRe       Holdings     Ltd            Bank   of  America    Merrill    Lynch
       (9,285)                                               (67,224)
           RenaissanceRe       Holdings     Ltd            Barclays     Bank
       (6,761)                                               (35,969)
           RenaissanceRe       Holdings     Ltd            Goldman    Sachs
       (2,472)                                               (17,897)
           RenaissanceRe       Holdings     Ltd
        (863)                           HSBC                    (5,103)
           RenaissanceRe       Holdings     Ltd            Morgan    Stanley
       (2,966)                                               (15,779)
       2,904    Renasant     Corp                   Barclays     Bank                2,265
           Renasant     Corp
       18,511                            HSBC                    (3,068)
           Renasant     Corp                   Morgan    Stanley
       17,947                                                13,214
           Renewable     Energy    Group   Inc            Barclays     Bank
       10,365                                                2,799
           Renewable     Energy    Group   Inc            Goldman    Sachs
       3,598                                                (756)
           Rent-A-Center       Inc/TX                Barclays     Bank
       (5,838)                                                (6,363)
           Rent-A-Center       Inc/TX
      (30,408)                             HSBC                   (109,934)
           Rent-A-Center       Inc/TX                Morgan    Stanley
      (23,724)                                                (25,859)
           Rentech    Inc*                   Morgan    Stanley
      (18,799)                                                   56
           Repay   Holdings     Corp                Bank   of  America    Merrill    Lynch
       2,546                                                 (96)
           Repay   Holdings     Corp                Goldman    Sachs
       2,649                                                (530)
                                280/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Repay   Holdings     Corp
       40,205                            HSBC                    47,072
           Repay   Holdings     Corp                Morgan    Stanley
       7,321                                                 146
           Repligen     Corp                   Bank   of  America    Merrill    Lynch
        811                                               2,944
           Repligen     Corp                   Bank   of  America    Merrill    Lynch
       (1,152)                                                (4,182)
           Repligen     Corp                   Barclays     Bank
       2,372                                               10,461
           Repligen     Corp                   Barclays     Bank
        (438)                                               (1,932)
           Repligen     Corp                   Goldman    Sachs
       (4,188)                                               (15,202)
           Repligen     Corp
      (17,423)                             HSBC                   (71,279)
           Repligen     Corp
       3,527                            HSBC                    14,849
           Repligen     Corp                   Morgan    Stanley
      (16,731)                                                (73,784)
           Repligen     Corp                   Morgan    Stanley
       2,395                                               10,562
           Replimune     Group   Inc               Bank   of  America    Merrill    Lynch
       5,135                                                7,086
       7,964    Replimune     Group   Inc               Goldman    Sachs                10,990
           Replimune     Group   Inc
       2,200                            HSBC                     (603)
           Replimune     Group   Inc               Morgan    Stanley
       12,160                                                2,067
           Republic     Bancorp    Inc/KY    ’A’           Bank   of  America    Merrill    Lynch
       67,623                                               (11,496)
           Republic     Bancorp    Inc/KY    ’A’           Morgan    Stanley
       7,237                                                4,270
           Republic     First   Bancorp    Inc            Bank   of  America    Merrill    Lynch
      363,793                                                (36,379)
           Republic     First   Bancorp    Inc            Goldman    Sachs
       76,678                                                (7,668)
           Republic     First   Bancorp    Inc
       66,020                            HSBC                    (7,262)
           Republic     First   Bancorp    Inc            Morgan    Stanley
      171,595                                                 1,716
           Republic     Services     Inc              Bank   of  America    Merrill    Lynch
       4,770                                                8,968
           Republic     Services     Inc              Bank   of  America    Merrill    Lynch
       (7,157)                                                (7,826)
           Republic     Services     Inc              Barclays     Bank
      (12,726)                                                (19,638)
           Republic     Services     Inc              Goldman    Sachs
       3,064                                                5,760
           Republic     Services     Inc              Goldman    Sachs
       (6,542)                                               (12,830)
           Republic     Services     Inc
       25,852                            HSBC                    67,474
           Republic     Services     Inc              Morgan    Stanley
       2,648                                                4,078
           Research     Frontiers     Inc              Morgan    Stanley
      (51,358)                                                 7,190
           Resideo    Technologies       Inc             Bank   of  America    Merrill    Lynch
       14,063                                                (7,172)
           Resideo    Technologies       Inc             Goldman    Sachs
       30,664                                               (15,639)
           Resideo    Technologies       Inc
       36,795                            HSBC                    6,623
           Resideo    Technologies       Inc             Morgan    Stanley
       12,670                                                 (761)
           ResMed    Inc                    Bank   of  America    Merrill    Lynch
        (627)                                               (2,050)
       (1,235)    ResMed    Inc                    Barclays     Bank               (6,323)
           ResMed    Inc                    Goldman    Sachs
       (2,785)                                                (9,107)
           ResMed    Inc
       (8,158)                            HSBC                   (51,642)
           ResMed    Inc                    Morgan    Stanley
       (4,427)                                               (22,666)
           Resources     Connection      Inc             Barclays     Bank
       (4,539)                                                (2,020)
           Resources     Connection      Inc             Goldman    Sachs
       (8,490)                                                (2,802)
           Resources     Connection      Inc
      (38,776)                             HSBC                   (22,878)
           Resources     Connection      Inc             Morgan    Stanley
      (36,306)                                                (16,156)
           Retail    Opportunity      Investments      Corp   (Reit)     Barclays     Bank
       8,350                                                4,426
           Retail    Opportunity      Investments      Corp   (Reit)     Barclays     Bank
      (94,584)                                                (50,130)
           Retail    Opportunity      Investments      Corp   (Reit)     Goldman    Sachs
      (75,813)                                                 3,791
                                281/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Retail    Opportunity      Investments      Corp   (Reit)     Goldman    Sachs
       5,470                                                (274)
           Retail    Opportunity      Investments      Corp   (Reit)
      (60,577)                             HSBC                   (10,208)
           Retail    Opportunity      Investments      Corp   (Reit)     Morgan    Stanley
       5,890                                                3,122
           Retail    Opportunity      Investments      Corp   (Reit)     Morgan    Stanley
      (18,758)                                                (9,942)
           Retail    Properties      of  America    Inc   ’A’
                                   Bank   of  America    Merrill    Lynch
      (268,548)                                                (72,508)
           (Reit)
           Retail    Properties      of  America    Inc   ’A’
                                   Barclays     Bank
       (3,602)                                                (2,197)
           (Reit)
           Retail    Properties      of  America    Inc   ’A’
                                   Goldman    Sachs
       (6,193)                                                (1,672)
           (Reit)
           Retail    Properties      of  America    Inc   ’A’
       (5,299)                            HSBC                    (2,582)
           (Reit)
           Retail    Properties      of  America    Inc   ’A’
                                   Morgan    Stanley
      (169,582)                                                (103,445)
           (Reit)
           Retrophin     Inc                  Barclays     Bank
       24,452                                                1,223
           Retrophin     Inc                  Goldman    Sachs
       27,729                                                10,100
           Retrophin     Inc
       11,044                            HSBC                    8,850
           Retrophin     Inc                  Morgan    Stanley
       31,719                                                (1,126)
           REV  Group   Inc                  Barclays     Bank
       (8,090)                                                (1,618)
           REV  Group   Inc                  Goldman    Sachs
      (13,368)                                                11,095
           REV  Group   Inc
       (2,519)                            HSBC                    3,073
           REV  Group   Inc                  Morgan    Stanley
       (2,845)                                                 (569)
           Revance    Therapeutics       Inc             Barclays     Bank
       (1,894)                                                (2,443)
           Revance    Therapeutics       Inc
      (16,831)                             HSBC                   (39,721)
           Revance    Therapeutics       Inc             Morgan    Stanley
      (42,235)                                                (54,483)
           REX  American     Resources     Corp            Barclays     Bank
       (9,242)                                                (8,041)
           REX  American     Resources     Corp            Goldman    Sachs
      (10,098)                                                (14,036)
           REX  American     Resources     Corp
       (2,558)                            HSBC                   (14,555)
           REX  American     Resources     Corp            Morgan    Stanley
       (5,820)                                                (5,063)
           Rexford    Industrial      Realty    Inc  (Reit)        Bank   of  America    Merrill    Lynch
       54,950                                                63,742
           Rexford    Industrial      Realty    Inc  (Reit)        Barclays     Bank
       11,046                                                21,982
           Rexford    Industrial      Realty    Inc  (Reit)        Goldman    Sachs
       8,120                                                9,419
       26,143    Rexford    Industrial      Realty    Inc  (Reit)        HSBC                    48,095
       55,016    Rexford    Industrial      Realty    Inc  (Reit)        Morgan    Stanley                109,482
           Rexnord    Corp                   Bank   of  America    Merrill    Lynch
       73,625                                                80,044
           Rexnord    Corp                   Barclays     Bank
       21,342                                                26,890
           Rexnord    Corp                   Goldman    Sachs
       32,308                                                38,803
           Rexnord    Corp
       18,093                            HSBC                    18,512
           Rexnord    Corp                   Morgan    Stanley
       72,526                                                91,383
           RGC  Resources     Inc                Barclays     Bank
       (1,439)                                                (1,460)
           RGC  Resources     Inc                Goldman    Sachs
      (12,304)                                                (7,367)
           RGC  Resources     Inc
       (4,016)                            HSBC                    (2,023)
           RGC  Resources     Inc                Morgan    Stanley
       (4,208)                                                (4,503)
                                   Barclays     Bank
       (1,311)    RH                                           (14,001)
       (2,098)    RH                        HSBC                   (55,346)
                                   Morgan    Stanley
       (7,350)    RH                                           (78,498)
           Rhythm    Pharmaceuticals        Inc
       2,084                            HSBC                    2,730
                                282/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Rhythm    Pharmaceuticals        Inc            Morgan    Stanley
       3,909                                                3,244
           Ribbon    Communications        Inc            Goldman    Sachs
       43,075                                                7,323
           Richmond     Mutual    Bancorporation        Inc        Bank   of  America    Merrill    Lynch
       8,465                                                5,756
           Richmond     Mutual    Bancorporation        Inc        Goldman    Sachs
       17,949                                                12,205
           Richmond     Mutual    Bancorporation        Inc        Morgan    Stanley
       8,057                                                1,853
           Rigel   Pharmaceuticals        Inc            Barclays     Bank
       16,687                                                 417
           Rigel   Pharmaceuticals        Inc
      155,392                             HSBC                    11,654
           Rigel   Pharmaceuticals        Inc            Morgan    Stanley
       91,774                                                2,294
           Rimini    Street    Inc
       25,526                            HSBC                    (4,339)
           Rimini    Street    Inc                Morgan    Stanley
       31,371                                                 314
           Ring   Energy    Inc                 Bank   of  America    Merrill    Lynch
       10,490                                                 420
           Ring   Energy    Inc                 Goldman    Sachs
       42,880                                                1,715
       23,431    Ring   Energy    Inc                 Morgan    Stanley                 1,874
           RingCentral      Inc   ’A’               Bank   of  America    Merrill    Lynch
       7,307                                                3,303
           RingCentral      Inc   ’A’               Barclays     Bank
        143                                                249
           RingCentral      Inc   ’A’               Goldman    Sachs
        294                                                22
           RingCentral      Inc   ’A’
       4,798                            HSBC                    1,776
           RingCentral      Inc   ’A’               Morgan    Stanley
       4,896                                                8,519
           Rite   Aid  Corp                   Barclays     Bank
      (13,140)                                                 5,650
           Riverview     Bancorp    Inc              Bank   of  America    Merrill    Lynch
      179,593                                                 3,592
           Riverview     Bancorp    Inc              Goldman    Sachs
       44,828                                                 897
           Riverview     Bancorp    Inc              Morgan    Stanley
      105,860                                                 1,059
           RLI  Corp                     Bank   of  America    Merrill    Lynch
       1,216                                               (5,557)
           RLI  Corp                     Barclays     Bank
       1,047                                               (4,523)
           RLI  Corp                     Goldman    Sachs
       2,137                                               (10,207)
           RLI  Corp
        882                          HSBC                    (2,620)
           RLI  Corp
       (3,098)                            HSBC                    9,201
           RLI  Corp                     Morgan    Stanley
        922                                              (3,983)
           RLI  Corp                     Morgan    Stanley
       (7,036)                                                30,396
           RLJ  Lodging    Trust   (Reit)              Bank   of  America    Merrill    Lynch
      340,810                                                165,926
           RLJ  Lodging    Trust   (Reit)              Barclays     Bank
       2,748                                                2,212
           RLJ  Lodging    Trust   (Reit)              Goldman    Sachs
      192,736                                                93,477
           RLJ  Lodging    Trust   (Reit)
       31,350                            HSBC                    9,248
           RLJ  Lodging    Trust   (Reit)              Morgan    Stanley
      277,322                                                223,243
           RMR  Group   Inc/The     ’A’              Bank   of  America    Merrill    Lynch
       3,756                                                 338
           RMR  Group   Inc/The     ’A’              Barclays     Bank
       5,769                                               (3,115)
           RMR  Group   Inc/The     ’A’              Goldman    Sachs
       5,862                                                (265)
       18,164    RMR  Group   Inc/The     ’A’              HSBC                    (1,532)
           RMR  Group   Inc/The     ’A’              Morgan    Stanley
       22,733                                               (11,354)
           Roadrunner      Transportation        Systems    Inc      Goldman    Sachs
       (2,349)                                                 (540)
           Roadrunner      Transportation        Systems    Inc
       (3,298)                            HSBC                     693
           Roadrunner      Transportation        Systems    Inc      Morgan    Stanley
       (6,788)                                                1,901
           Robert    Half   International       Inc          Bank   of  America    Merrill    Lynch
       11,790                                                 825
           Robert    Half   International       Inc
       14,181                            HSBC                    4,538
           Robert    Half   International       Inc          Morgan    Stanley
       27,326                                                12,570
                                283/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Rocket    Pharmaceuticals        Inc
       3,781                            HSBC                    5,180
           Rocket    Pharmaceuticals        Inc            Morgan    Stanley
        858                                                952
           Rockwell     Automation      Inc             Bank   of  America    Merrill    Lynch
       1,502                                                (257)
           Rockwell     Automation      Inc             Barclays     Bank
       6,629                                                4,626
           Rockwell     Automation      Inc             Goldman    Sachs
       3,165                                               (14,844)
           Rockwell     Automation      Inc
       2,759                            HSBC                    (2,141)
           Rockwell     Automation      Inc             Morgan    Stanley
       3,250                                                2,535
           Rockwell     Medical    Inc               Bank   of  America    Merrill    Lynch
      (21,057)                                                (5,896)
           Rockwell     Medical    Inc               Barclays     Bank
       (7,977)                                                (1,037)
           Rockwell     Medical    Inc               Goldman    Sachs
      (57,886)                                                (16,208)
           Rockwell     Medical    Inc               Morgan    Stanley
      (87,368)                                                (11,358)
           Rocky   Brands    Inc                 Bank   of  America    Merrill    Lynch
       5,765                                               (5,592)
       5,829    Rocky   Brands    Inc                 Morgan    Stanley                 2,915
           Rogers    Corp                    Bank   of  America    Merrill    Lynch
       (1,978)                                                (4,694)
           Rogers    Corp                    Barclays     Bank
       (2,943)                                                (4,650)
           Rogers    Corp                    Goldman    Sachs
       (5,715)                                               (13,548)
           Rogers    Corp
       (3,549)                            HSBC                    21,755
           Rogers    Corp                    Morgan    Stanley
       (7,361)                                               (11,102)
           Roku   Inc                     Bank   of  America    Merrill    Lynch
       (3,925)                                               (21,509)
           Roku   Inc                     Barclays     Bank
        (134)                                                (540)
           Roku   Inc                     Goldman    Sachs
       (1,006)                                                (5,513)
           Roku   Inc
       (1,969)                            HSBC                   (76,194)
           Roku   Inc                     Morgan    Stanley
       (4,594)                                               (18,514)
           Rollins    Inc                   Bank   of  America    Merrill    Lynch
       9,951                                               (3,416)
           Rollins    Inc                   Barclays     Bank
       5,523                                                 791
           Rollins    Inc                   Goldman    Sachs
       5,265                                               (3,896)
           Rollins    Inc
       14,329                            HSBC                   (14,767)
           Rollins    Inc                   Morgan    Stanley
       4,431                                                2,038
           Roper   Technologies       Inc              Bank   of  America    Merrill    Lynch
        679                                               9,676
           Roper   Technologies       Inc              Goldman    Sachs
       2,673                                               38,090
           Roper   Technologies       Inc
       3,002                            HSBC                    67,104
           Roper   Technologies       Inc              Morgan    Stanley
       2,467                                               10,213
           Rosehill     Resources     Inc              Goldman    Sachs
       (5,684)                                                1,364
           Rosehill     Resources     Inc
      (24,651)                             HSBC                    16,270
      (12,336)     Rosetta    Stone   Inc                Barclays     Bank               (6,415)
           Rosetta    Stone   Inc                Goldman    Sachs
       (9,609)                                                (5,283)
           Rosetta    Stone   Inc
       (7,965)                            HSBC                    (4,267)
           Rosetta    Stone   Inc                Morgan    Stanley
       (2,104)                                                 (182)
           Ross   Stores    Inc
       7,115                            HSBC                    36,713
           Ross   Stores    Inc                 Morgan    Stanley
       11,861                                                60,194
           Royal   Caribbean     Cruises    Ltd           Bank   of  America    Merrill    Lynch
        632                                                922
           Royal   Caribbean     Cruises    Ltd           Barclays     Bank
       (4,590)                                                (6,610)
           Royal   Caribbean     Cruises    Ltd           Barclays     Bank
       7,737                                               11,141
           Royal   Caribbean     Cruises    Ltd           Goldman    Sachs
       (6,350)                                               (16,812)
           Royal   Caribbean     Cruises    Ltd
        (833)                           HSBC                    (4,446)
                                284/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Royal   Caribbean     Cruises    Ltd           Morgan    Stanley
        (963)                                               (1,387)
           Royal   Gold   Inc                  Bank   of  America    Merrill    Lynch
       1,833                                                3,281
           Royal   Gold   Inc                  Bank   of  America    Merrill    Lynch
        (807)                                               (1,445)
           Royal   Gold   Inc                  Barclays     Bank
       3,350                                                (268)
           Royal   Gold   Inc                  Barclays     Bank
       (1,102)                                                  88
           Royal   Gold   Inc                  Goldman    Sachs
       1,580                                                2,828
           Royal   Gold   Inc                  Goldman    Sachs
       (3,142)                                                (3,814)
           Royal   Gold   Inc
       1,042                            HSBC                     304
           Royal   Gold   Inc
        (594)                           HSBC                     600
           Royal   Gold   Inc                  Morgan    Stanley
       2,236                                                (179)
           Royal   Gold   Inc                  Morgan    Stanley
       (1,941)                                                 155
           RPC  Inc                     Barclays     Bank
      (32,683)                                                (9,151)
      (17,911)     RPC  Inc                     Goldman    Sachs                5,911
           RPM  International       Inc              Bank   of  America    Merrill    Lynch
       (6,521)                                                1,695
           RPM  International       Inc              Bank   of  America    Merrill    Lynch
       1,110                                                (142)
           RPM  International       Inc              Barclays     Bank
        (248)                                                (590)
           RPM  International       Inc
      (11,695)                             HSBC                    10,993
           RPM  International       Inc
       3,001                            HSBC                    6,959
           RPM  International       Inc              Morgan    Stanley
      (10,395)                                                (24,740)
           RPM  International       Inc              Morgan    Stanley
       4,785                                                3,880
           RPT  Realty    (Reit)                  Barclays     Bank
       24,607                                                12,796
           RPT  Realty    (Reit)                  Goldman    Sachs
       36,189                                                16,386
           RPT  Realty    (Reit)                  Morgan    Stanley
       70,870                                                33,030
           RR  Donnelley     & Sons   Co             Barclays     Bank
      (20,063)                                                (10,834)
           RR  Donnelley     & Sons   Co             Goldman    Sachs
      (25,757)                                                (4,894)
           RR  Donnelley     & Sons   Co
      (11,817)                             HSBC                     (118)
           RR  Donnelley     & Sons   Co             Morgan    Stanley
      (16,087)                                                (8,687)
           RTI  Surgical     Inc                 Bank   of  America    Merrill    Lynch
       46,041                                                (5,525)
           RTI  Surgical     Inc                 Goldman    Sachs
       88,744                                               (10,649)
           RTI  Surgical     Inc                 Morgan    Stanley
       89,388                                                (3,576)
           RTW  RetailWinds      Inc               Bank   of  America    Merrill    Lynch
      (231,358)                                                 25,449
           Rubicon    Project    Inc/The               Goldman    Sachs
       (3,580)                                                 (644)
           Rubicon    Project    Inc/The
       (3,643)                            HSBC                     (720)
           Rubicon    Technology      Inc              Morgan    Stanley
      (15,110)                                                (2,191)
       3,600    Rubius    Therapeutics       Inc             Bank   of  America    Merrill    Lynch         (180)
           Rubius    Therapeutics       Inc             Barclays     Bank
       1,926                                               (2,022)
           Rubius    Therapeutics       Inc             Goldman    Sachs
       15,944                                                 (797)
           Rubius    Therapeutics       Inc
       5,423                            HSBC                   (20,282)
           Rubius    Therapeutics       Inc             Morgan    Stanley
       11,298                                               (11,863)
           Rush   Enterprises      Inc   ’A’            Barclays     Bank
       4,584                                                7,334
           Rush   Enterprises      Inc   ’A’            Goldman    Sachs
        671                                                651
           Rush   Enterprises      Inc   ’A’
       12,966                            HSBC                    10,550
           Rush   Enterprises      Inc   ’A’            Morgan    Stanley
       44,960                                                71,936
           Rush   Enterprises      Inc   ’B’            Barclays     Bank
       2,157                                                3,904
           Rush   Enterprises      Inc   ’B’            Goldman    Sachs
        623                                               1,050
                                285/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Rush   Enterprises      Inc   ’B’
        968                          HSBC                    2,352
           Rush   Enterprises      Inc   ’B’            Morgan    Stanley
        400                                                724
           Ruth’s    Hospitality      Group   Inc          Bank   of  America    Merrill    Lynch
       31,644                                                7,278
           Ruth’s    Hospitality      Group   Inc          Barclays     Bank
       3,645                                                1,385
           Ruth’s    Hospitality      Group   Inc          Goldman    Sachs
       7,154                                                1,645
           Ruth’s    Hospitality      Group   Inc          Morgan    Stanley
       10,156                                                3,859
           Ryder   System    Inc                 Barclays     Bank
       7,220                                                8,231
           Ryder   System    Inc                 Goldman    Sachs
       20,052                                                 802
           Ryder   System    Inc
        361                          HSBC                     (401)
           Ryder   System    Inc                 Morgan    Stanley
       4,933                                                5,624
           Ryerson    Holding    Corp               Bank   of  America    Merrill    Lynch
       25,606                                                20,229
           Ryerson    Holding    Corp               Barclays     Bank
       5,184                                                4,510
       44,671    Ryerson    Holding    Corp               Goldman    Sachs                35,290
           Ryman   Hospitality      Properties      Inc  (Reit)       Bank   of  America    Merrill    Lynch
       17,046                                                38,522
           Ryman   Hospitality      Properties      Inc  (Reit)       Barclays     Bank
       9,667                                               22,186
           Ryman   Hospitality      Properties      Inc  (Reit)       Goldman    Sachs
       39,616                                                83,001
           Ryman   Hospitality      Properties      Inc  (Reit)
       9,064                            HSBC                    17,251
           Ryman   Hospitality      Properties      Inc  (Reit)       Morgan    Stanley
       9,163                                               21,900
           S&P  Global    Inc                  Bank   of  America    Merrill    Lynch
       1,936                                                4,027
           S&P  Global    Inc                  Barclays     Bank
       8,136                                               (1,952)
           S&P  Global    Inc                  Goldman    Sachs
       2,110                                                4,035
           S&P  Global    Inc
       1,542                            HSBC                    14,911
           S&P  Global    Inc                  Morgan    Stanley
       11,895                                                (2,855)
           Sabra   Health    Care   REIT   Inc            Bank   of  America    Merrill    Lynch
       24,078                                                15,857
           Sabra   Health    Care   REIT   Inc            Barclays     Bank
       81,658                                                56,571
           Sabra   Health    Care   REIT   Inc            Goldman    Sachs
       27,817                                                17,462
           Sabra   Health    Care   REIT   Inc            Morgan    Stanley
      (33,082)                                                (25,142)
           Sabra   Health    Care   REIT   Inc            Morgan    Stanley
      284,488                                                211,862
           Sabre   Corp                    Bank   of  America    Merrill    Lynch
      (21,949)                                                  988
           Sabre   Corp
       (8,126)                            HSBC                    1,341
           Sabre   Corp                    Morgan    Stanley
      (151,821)                                                (82,742)
           Safeguard     Scientifics      Inc            Bank   of  America    Merrill    Lynch
      (220,933)                                                 33,140
           Safety    Insurance     Group   Inc            Barclays     Bank
       (1,275)                                                (2,652)
           Safety    Insurance     Group   Inc            Goldman    Sachs
      (20,078)                                                (11,043)
       (2,341)    Safety    Insurance     Group   Inc            HSBC                    1,288
           Safety    Insurance     Group   Inc            Morgan    Stanley
       (6,124)                                               (12,738)
           Saga   Communications        Inc   ’A’           Morgan    Stanley
      (23,022)                                                (3,338)
           Sage   Therapeutics       Inc              Bank   of  America    Merrill    Lynch
       (5,190)                                               (32,282)
           Sage   Therapeutics       Inc              Goldman    Sachs
       (1,319)                                                (8,204)
           Sage   Therapeutics       Inc
       (3,487)                            HSBC                   (21,363)
           Sage   Therapeutics       Inc              Morgan    Stanley
       (5,357)                                               (18,964)
           Saia   Inc                     Bank   of  America    Merrill    Lynch
       3,165                                               (7,849)
           Saia   Inc                     Barclays     Bank
       2,030                                                3,207
           Saia   Inc                     Goldman    Sachs
        310                                                223
           Saia   Inc
       4,966                            HSBC                   (17,962)
                                286/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Saia   Inc                     Morgan    Stanley
       7,586                                               11,986
           SailPoint     Technologies       Holding    Inc        Bank   of  America    Merrill    Lynch
       (4,018)                                                (4,902)
           SailPoint     Technologies       Holding    Inc        Barclays     Bank
       (8,095)                                                (2,484)
           SailPoint     Technologies       Holding    Inc        Goldman    Sachs
      (15,120)                                                (16,245)
           SailPoint     Technologies       Holding    Inc
      (10,318)                             HSBC                   (14,851)
           SailPoint     Technologies       Holding    Inc        Morgan    Stanley
      (19,670)                                                (7,671)
           salesforce.com        Inc                Bank   of  America    Merrill    Lynch
       3,591                                               (2,428)
           salesforce.com        Inc                Barclays     Bank
       19,892                                               (13,112)
           salesforce.com        Inc                Goldman    Sachs
       14,459                                               (14,585)
           salesforce.com        Inc
        715                          HSBC                     114
           salesforce.com        Inc                Morgan    Stanley
       12,963                                                (7,441)
           Sally   Beauty    Holdings     Inc            Bank   of  America    Merrill    Lynch
       (2,696)                                                 485
      (29,489)     Sally   Beauty    Holdings     Inc            Goldman    Sachs                2,427
           Sally   Beauty    Holdings     Inc            Morgan    Stanley
       (4,465)                                                (2,813)
           Sanderson     Farms   Inc               Bank   of  America    Merrill    Lynch
       (3,019)                                                (4,227)
           Sanderson     Farms   Inc               Goldman    Sachs
       (5,652)                                                (7,913)
           Sanderson     Farms   Inc
      (11,476)                             HSBC                   (105,694)
           Sanderson     Farms   Inc               Morgan    Stanley
      (16,713)                                               (126,684)
           SandRidge     Energy    Inc               Bank   of  America    Merrill    Lynch
      (114,732)                                                 30,978
           SandRidge     Energy    Inc               Goldman    Sachs
      (10,314)                                                 2,785
           SandRidge     Energy    Inc
      (21,156)                             HSBC                    38,081
           SandRidge     Energy    Inc               Morgan    Stanley
      (29,204)                                                 9,053
           Sandy   Spring    Bancorp    Inc             Bank   of  America    Merrill    Lynch
       68,606                                                19,210
           Sandy   Spring    Bancorp    Inc             Barclays     Bank
       43,124                                                8,312
           Sandy   Spring    Bancorp    Inc             Goldman    Sachs
       30,288                                                8,481
           Sandy   Spring    Bancorp    Inc
       24,088                            HSBC                    1,420
           Sandy   Spring    Bancorp    Inc             Morgan    Stanley
       58,810                                                13,526
           Sangamo    Therapeutics       Inc             Goldman    Sachs
       7,735                                               10,597
           Sangamo    Therapeutics       Inc
       4,765                            HSBC                    4,431
           Sanmina    Corp                   Goldman    Sachs
       36,771                                               (17,282)
           Sanmina    Corp                   Morgan    Stanley
       71,610                                                46,547
           Santander     Consumer     USA  Holdings     Inc       Bank   of  America    Merrill    Lynch
       (4,148)                                                2,323
           Santander     Consumer     USA  Holdings     Inc
       (1,095)                            HSBC                    1,248
           Santander     Consumer     USA  Holdings     Inc       Morgan    Stanley
      (18,115)                                                (2,717)
        (426)   Sarepta    Therapeutics       Inc             Bank   of  America    Merrill    Lynch        (6,049)
           Sarepta    Therapeutics       Inc             Goldman    Sachs
       (1,421)                                               (20,178)
           Sarepta    Therapeutics       Inc
       (4,849)                            HSBC                   (74,578)
           Sarepta    Therapeutics       Inc             Morgan    Stanley
       (1,103)                                                (5,118)
           Saul   Centers    Inc  (Reit)
       13,785                            HSBC                    6,755
           Saul   Centers    Inc  (Reit)               Morgan    Stanley
       14,702                                                37,343
           SB  One  Bancorp                    Bank   of  America    Merrill    Lynch
       (3,978)                                                (1,909)
           SB  One  Bancorp                    Barclays     Bank
       (2,674)                                                 (722)
           SB  One  Bancorp                    Morgan    Stanley
      (21,709)                                                (5,861)
           SBA  Communications        Corp   (Reit)           Bank   of  America    Merrill    Lynch
       (5,064)                                                (5,824)
           SBA  Communications        Corp   (Reit)           Barclays     Bank
        179                                               1,085
                                287/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           SBA  Communications        Corp   (Reit)           Barclays     Bank
       (4,057)                                               (24,585)
           SBA  Communications        Corp   (Reit)           Goldman    Sachs
        482                                                (53)
           SBA  Communications        Corp   (Reit)           Goldman    Sachs
       (2,918)                                                (3,356)
           SBA  Communications        Corp   (Reit)
       2,248                            HSBC                    22,368
           SBA  Communications        Corp   (Reit)
       (3,251)                            HSBC                   (28,282)
           SBA  Communications        Corp   (Reit)           Morgan    Stanley
       1,110                                                6,727
           SBA  Communications        Corp   (Reit)           Morgan    Stanley
       (2,330)                                               (14,120)
           ScanSource      Inc                  Bank   of  America    Merrill    Lynch
       77,721                                                18,653
           ScanSource      Inc                  Barclays     Bank
       4,583                                                1,467
           ScanSource      Inc                  Morgan    Stanley
       4,223                                                1,351
           Schlumberger       Ltd                 Bank   of  America    Merrill    Lynch
       (7,233)                                                (6,437)
           Schlumberger       Ltd                 Barclays     Bank
       (3,854)                                                1,387
      (21,212)     Schlumberger       Ltd                 HSBC                    1,909
           Schlumberger       Ltd                 Morgan    Stanley
      (73,671)                                                26,521
           Schneider     National     Inc   ’B’           Bank   of  America    Merrill    Lynch
       13,875                                                (6,521)
           Schneider     National     Inc   ’B’
       6,045                            HSBC                    (6,408)
           Schneider     National     Inc   ’B’           Morgan    Stanley
       7,514                                                1,127
           Schnitzer     Steel   Industries      Inc   ’A’       Bank   of  America    Merrill    Lynch
      (14,908)                                                (4,025)
           Schnitzer     Steel   Industries      Inc   ’A’       Barclays     Bank
       (2,426)                                                 (267)
           Schnitzer     Steel   Industries      Inc   ’A’       Morgan    Stanley
       (2,450)                                                 (270)
           Scholastic      Corp                  Bank   of  America    Merrill    Lynch
       (6,914)                                                (3,872)
           Scholastic      Corp                  Goldman    Sachs
       (5,568)                                                (3,118)
           Scholastic      Corp
       (9,378)                            HSBC                    10,878
           Scholastic      Corp                  Morgan    Stanley
      (29,997)                                                (43,196)
           Schweitzer-Mauduit          International       Inc       Barclays     Bank
       (9,229)                                               (16,058)
           Schweitzer-Mauduit          International       Inc       Goldman    Sachs
       (4,682)                                                (2,572)
           Schweitzer-Mauduit          International       Inc
       (5,481)                            HSBC                    1,956
           Schweitzer-Mauduit          International       Inc       Morgan    Stanley
       (4,572)                                                (4,546)
           Science    Applications       International       Corp      Bank   of  America    Merrill    Lynch
       1,392                                                (517)
           Science    Applications       International       Corp      Barclays     Bank
       (6,291)                                               (17,301)
           Science    Applications       International       Corp      Goldman    Sachs
       (4,960)                                               (13,540)
           Science    Applications       International       Corp
       (5,912)                            HSBC                   (17,333)
           Science    Applications       International       Corp      Morgan    Stanley
       (2,401)                                                (6,603)
           Scientific      Games   Corp/DE     ’A’          Bank   of  America    Merrill    Lynch
      (13,177)                                                33,206
       (2,317)    Scientific      Games   Corp/DE     ’A’          Barclays     Bank                1,321
           Scientific      Games   Corp/DE     ’A’          Goldman    Sachs
       (2,017)                                                5,083
           Scientific      Games   Corp/DE     ’A’
       (3,691)                            HSBC                    15,318
           Scientific      Games   Corp/DE     ’A’          Morgan    Stanley
       (4,157)                                                2,369
           Scorpio    Bulkers    Inc               Morgan    Stanley
      (22,014)                                                (7,705)
           Scorpio    Tankers    Inc               Barclays     Bank
       3,670                                                1,211
           Scorpio    Tankers    Inc               Goldman    Sachs
       3,617                                                7,925
           Scorpio    Tankers    Inc
       1,612                            HSBC                    6,190
           Scorpio    Tankers    Inc               Morgan    Stanley
       28,980                                                9,563
           Scotts    Miracle-Gro      Co/The              Bank   of  America    Merrill    Lynch
       3,136                                               (15,523)
           Scotts    Miracle-Gro      Co/The              Goldman    Sachs
       7,954                                               (39,372)
                                288/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Scotts    Miracle-Gro      Co/The              Morgan    Stanley
       21,118                                                31,044
           Sculptor     Capital    Management      Inc         Barclays     Bank
       (7,123)                                               (12,038)
           Sculptor     Capital    Management      Inc
       (4,465)                            HSBC                   (10,180)
           Sculptor     Capital    Management      Inc         Morgan    Stanley
      (10,433)                                                (17,632)
           Seaboard     Corp                   Bank   of  America    Merrill    Lynch
        (285)                                               9,137
           Seaboard     Corp                   Barclays     Bank
        (25)                                               (574)
           Seaboard     Corp                   Goldman    Sachs
        (34)                                               1,090
           Seaboard     Corp
         (5)                          HSBC                     624
           Seaboard     Corp                   Morgan    Stanley
        (28)                                               (642)
           Seacoast     Banking    Corp   of  Florida
       (5,947)                            HSBC                    (2,141)
           Seacoast     Banking    Corp   of  Florida           Morgan    Stanley
      (29,694)                                                (11,581)
           SEACOR    Holdings     Inc               Bank   of  America    Merrill    Lynch
       (1,426)                                                 627
       (1,600)    SEACOR    Holdings     Inc               Barclays     Bank               (1,664)
           SEACOR    Holdings     Inc               Goldman    Sachs
      (20,787)                                                 9,146
           SEACOR    Holdings     Inc
       (3,481)                            HSBC                     940
           SEACOR    Holdings     Inc               Morgan    Stanley
       (5,564)                                                (5,787)
           SEACOR    Marine    Holdings     Inc            Bank   of  America    Merrill    Lynch
      (10,189)                                                 6,113
           SEACOR    Marine    Holdings     Inc            Goldman    Sachs
       (6,503)                                                3,902
           SEACOR    Marine    Holdings     Inc            Morgan    Stanley
       (1,846)                                                 (314)
           Seadrill     Ltd                   Barclays     Bank
       18,750                                                1,313
           Seadrill     Ltd                   Goldman    Sachs
       8,473                                               (2,034)
           Seadrill     Ltd
       99,587                            HSBC                   (53,777)
           Seadrill     Ltd                   Morgan    Stanley
       7,219                                                 505
           Seagate    Technology      Plc              Barclays     Bank
        (37)                                                (30)
           Seagate    Technology      Plc              Goldman    Sachs
      (12,327)                                                (12,327)
           Seagate    Technology      Plc
       (1,747)                            HSBC                    (2,254)
           Seagate    Technology      Plc              Morgan    Stanley
       (7,534)                                                (6,027)
           Sealed    Air  Corp                  Barclays     Bank
       1,000                                                1,040
           Sealed    Air  Corp                  Goldman    Sachs
        (912)                                                201
           Sealed    Air  Corp                  Morgan    Stanley
       (1,260)                                                (1,310)
           Sealed    Air  Corp                  Morgan    Stanley
       4,521                                                4,702
           SeaSpine     Holdings     Corp              Bank   of  America    Merrill    Lynch
       14,407                                                (2,305)
           SeaSpine     Holdings     Corp              Barclays     Bank
       8,719                                                 262
           SeaSpine     Holdings     Corp              Goldman    Sachs
       15,072                                                (2,412)
       20,006    SeaSpine     Holdings     Corp              HSBC                   (14,804)
           SeaSpine     Holdings     Corp              Morgan    Stanley
       16,496                                                 495
           Seattle    Genetics     Inc               Bank   of  America    Merrill    Lynch
        289                                                90
           Seattle    Genetics     Inc               Barclays     Bank
        432                                                920
           Seattle    Genetics     Inc               Goldman    Sachs
        587                                               3,639
           Seattle    Genetics     Inc
       1,008                            HSBC                     459
           Seattle    Genetics     Inc               Morgan    Stanley
        (807)                                               (1,719)
           Seattle    Genetics     Inc               Morgan    Stanley
        434                                                924
           SeaWorld     Entertainment       Inc            Barclays     Bank
      (31,043)                                                32,906
           SeaWorld     Entertainment       Inc            Goldman    Sachs
       (7,689)                                                (6,305)
           SeaWorld     Entertainment       Inc
       (5,634)                            HSBC                    (1,127)
                                289/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           SeaWorld     Entertainment       Inc            Morgan    Stanley
      (24,378)                                                25,841
           SecureWorks      Corp   ’A’              Bank   of  America    Merrill    Lynch
       (1,692)                                                 102
           SecureWorks      Corp   ’A’
       (5,755)                            HSBC                    5,985
           SecureWorks      Corp   ’A’              Morgan    Stanley
      (37,301)                                                 4,476
           SEI  Investments      Co               Bank   of  America    Merrill    Lynch
       1,855                                                3,413
           SEI  Investments      Co               Barclays     Bank
       6,946                                               10,437
           SEI  Investments      Co               Goldman    Sachs
       7,919                                               13,684
           SEI  Investments      Co
       10,626                            HSBC                    21,056
           SEI  Investments      Co               Morgan    Stanley
       19,376                                                30,517
           Select    Bancorp    Inc                Bank   of  America    Merrill    Lynch
       6,982                                                (768)
           Select    Energy    Services     Inc   ’A’         Barclays     Bank
      (14,286)                                                (3,000)
           Select    Energy    Services     Inc   ’A’         Goldman    Sachs
      (33,986)                                                (4,418)
      (13,503)     Select    Energy    Services     Inc   ’A’         HSBC                    2,836
           Select    Energy    Services     Inc   ’A’         Morgan    Stanley
      (26,212)                                                (5,505)
           Select    Interior     Concepts     Inc   ’A’        Bank   of  America    Merrill    Lynch
       4,758                                                 666
           Select    Interior     Concepts     Inc   ’A’        Goldman    Sachs
       5,948                                                 833
           Select    Interior     Concepts     Inc   ’A’
       11,771                            HSBC                    4,708
           Select    Interior     Concepts     Inc   ’A’        Morgan    Stanley
       11,788                                                2,122
           Select    Medical    Holdings     Corp           Bank   of  America    Merrill    Lynch
       99,605                                               181,281
           Select    Medical    Holdings     Corp           Barclays     Bank
       3,014                                                2,140
           Select    Medical    Holdings     Corp           Goldman    Sachs
       9,583                                               12,539
           Select    Medical    Holdings     Corp
       8,191                            HSBC                    18,675
           Select    Medical    Holdings     Corp           Morgan    Stanley
       19,694                                                13,983
           Selecta    Biosciences      Inc             Bank   of  America    Merrill    Lynch
       27,921                                                4,188
           Selecta    Biosciences      Inc             Goldman    Sachs
       16,168                                                2,425
           Selecta    Biosciences      Inc             Morgan    Stanley
       13,429                                                2,149
           Selective     Insurance     Group   Inc          Barclays     Bank
       9,417                                               20,906
           Selective     Insurance     Group   Inc          Goldman    Sachs
       8,475                                               (1,356)
           Selective     Insurance     Group   Inc
       3,123                            HSBC                    (5,840)
           Selective     Insurance     Group   Inc          Morgan    Stanley
       3,236                                                7,184
           Selective     Insurance     Group   Inc          Morgan    Stanley
       (7,441)                                               (16,519)
           SemGroup     Corp   ’A’
       18,955                            HSBC                   (11,752)
           Sempra    Energy                    Barclays     Bank
       (3,235)                                                (4,108)
           Sempra    Energy                    Barclays     Bank
       1,895                                                2,407
      (12,826)     Sempra    Energy                    Goldman    Sachs               (17,312)
           Sempra    Energy
        (857)                           HSBC                    (3,155)
           Sempra    Energy
       10,995                            HSBC                    63,221
           Semtech    Corp                   Bank   of  America    Merrill    Lynch
       (4,879)                                                16,637
           Semtech    Corp                   Barclays     Bank
      (10,315)                                                 (723)
           Semtech    Corp                   Goldman    Sachs
       (5,915)                                                16,145
           Semtech    Corp
      (12,536)                             HSBC                    51,098
           Semtech    Corp                   Morgan    Stanley
      (19,581)                                                (1,234)
           Seneca    Foods   Corp   ’A’              Bank   of  America    Merrill    Lynch
       3,403                                                8,933
           Seneca    Foods   Corp   ’A’              Goldman    Sachs
       3,962                                               10,400
           Seneca    Foods   Corp   ’A’              Morgan    Stanley
       13,459                                                31,427
                                290/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Senior    Housing    Properties      Trust   (Reit)       Bank   of  America    Merrill    Lynch
       (6,912)                                                 968
           Senior    Housing    Properties      Trust   (Reit)       Goldman    Sachs
      (50,442)                                                 5,113
           Senior    Housing    Properties      Trust   (Reit)
      (47,718)                             HSBC                    27,213
           Senior    Housing    Properties      Trust   (Reit)       Morgan    Stanley
      (69,808)                                                (6,981)
           Sensata    Technologies       Holding    Plc         Bank   of  America    Merrill    Lynch
       (4,900)                                                1,127
           Sensata    Technologies       Holding    Plc         Barclays     Bank
       (1,034)                                                (1,075)
           Sensata    Technologies       Holding    Plc         Goldman    Sachs
      (22,794)                                                 5,242
           Sensata    Technologies       Holding    Plc
      (11,947)                             HSBC                    9,916
           Sensata    Technologies       Holding    Plc         Morgan    Stanley
      (24,850)                                                (25,844)
           Senseonics      Holdings     Inc             Bank   of  America    Merrill    Lynch
      (105,087)                                                (15,238)
           Sensient     Technologies       Corp            Bank   of  America    Merrill    Lynch
      (16,950)                                                (6,780)
           Sensient     Technologies       Corp            Barclays     Bank
       (8,911)                                                (1,332)
      (22,433)     Sensient     Technologies       Corp            Goldman    Sachs               (11,905)
           Sensient     Technologies       Corp
      (39,379)                             HSBC                    39,616
           Sensient     Technologies       Corp            Morgan    Stanley
      (62,664)                                                (41,968)
           Seres   Therapeutics       Inc              Goldman    Sachs
       43,282                                                2,164
           Seres   Therapeutics       Inc              Morgan    Stanley
       59,994                                                 (600)
           Seritage     Growth    Properties      ’A’   (Reit)       Barclays     Bank
      (12,251)                                                (3,798)
           Seritage     Growth    Properties      ’A’   (Reit)       Goldman    Sachs
      (53,775)                                                 8,604
           Seritage     Growth    Properties      ’A’   (Reit)
      (18,610)                             HSBC                    12,432
           Service    Corp   International/US                 Bank   of  America    Merrill    Lynch
      (10,886)                                                (9,144)
           Service    Corp   International/US                 Barclays     Bank
       (1,150)                                                (1,173)
           Service    Corp   International/US                 Goldman    Sachs
       (1,081)                                                 (908)
           Service    Corp   International/US
        (951)                           HSBC                     (606)
           Service    Corp   International/US                 Morgan    Stanley
      (24,353)                                                (24,840)
           Service    Corp   International/US                 Morgan    Stanley
       5,285                                                5,391
           Service    Properties      Trust   (Reit)           Bank   of  America    Merrill    Lynch
      (170,033)                                                 42,967
           Service    Properties      Trust   (Reit)           Barclays     Bank
      (52,335)                                                (45,531)
           Service    Properties      Trust   (Reit)           Goldman    Sachs
      (73,982)                                                20,715
           Service    Properties      Trust   (Reit)
      (64,573)                             HSBC                    39,389
           Service    Properties      Trust   (Reit)           Morgan    Stanley
      (90,070)                                                (78,360)
           ServiceMaster       Global    Holdings     Inc        Bank   of  America    Merrill    Lynch
       (4,555)                                               (21,682)
           ServiceMaster       Global    Holdings     Inc        Goldman    Sachs
       (7,849)                                               (37,361)
           ServiceMaster       Global    Holdings     Inc
      (17,681)                             HSBC                   (83,005)
      (21,671)     ServiceMaster       Global    Holdings     Inc        Morgan    Stanley                (34,457)
           ServiceNow      Inc                  Barclays     Bank
       3,765                                                3,991
           ServiceNow      Inc                  Goldman    Sachs
       4,483                                               94,502
           ServiceNow      Inc
       1,502                            HSBC                    48,950
           ServisFirst      Bancshares      Inc            Barclays     Bank
      (32,472)                                                 3,668
           ServisFirst      Bancshares      Inc            Goldman    Sachs
      (29,978)                                                (10,647)
           ServisFirst      Bancshares      Inc
      (23,137)                             HSBC                    4,392
           ServisFirst      Bancshares      Inc            Morgan    Stanley
      (24,106)                                                  744
           SFL  Corp   Ltd                   Bank   of  America    Merrill    Lynch
       2,173                                                 183
           SFL  Corp   Ltd                   Barclays     Bank
       18,470                                                2,955
           SFL  Corp   Ltd                   Goldman    Sachs
       75,179                                               (15,443)
                                291/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           SFL  Corp   Ltd
       15,407                            HSBC                    (1,332)
           SFL  Corp   Ltd                   Morgan    Stanley
       29,406                                                4,705
           Shake   Shack   Inc   ’A’               Bank   of  America    Merrill    Lynch
       (7,166)                                                5,733
           Shake   Shack   Inc   ’A’               Barclays     Bank
      (18,388)                                                (36,276)
           Shake   Shack   Inc   ’A’               Goldman    Sachs
      (18,132)                                                 7,818
           Shake   Shack   Inc   ’A’
      (20,314)                             HSBC                    (6,342)
           Shake   Shack   Inc   ’A’               Morgan    Stanley
      (11,942)                                                (25,556)
           SharpSpring      Inc                 Morgan    Stanley
      (12,393)                                                (14,004)
           Shenandoah      Telecommunications          Co        Barclays     Bank
       (5,163)                                                (4,911)
           Shenandoah      Telecommunications          Co        Goldman    Sachs
      (12,590)                                                (13,807)
           Shenandoah      Telecommunications          Co
      (11,673)                             HSBC                   (11,600)
           Shenandoah      Telecommunications          Co        Morgan    Stanley
      (16,529)                                                (19,670)
       2,189    Sherwin-Williams         Co/The               Bank   of  America    Merrill    Lynch       (19,186)
           Sherwin-Williams         Co/The               Barclays     Bank
       3,133                                               24,256
           Sherwin-Williams         Co/The               Goldman    Sachs
       1,918                                               (7,411)
           Sherwin-Williams         Co/The
       4,608                            HSBC                    8,365
           Sherwin-Williams         Co/The               Morgan    Stanley
        823                                               6,609
           Shiloh    Industries      Inc              Bank   of  America    Merrill    Lynch
      (42,591)                                                (5,111)
           Shiloh    Industries      Inc              Goldman    Sachs
        (350)                                                (42)
           Shockwave     Medical    Inc              Barclays     Bank
        (845)                                               (1,360)
           Shockwave     Medical    Inc
       (5,699)                            HSBC                   (31,572)
           Shoe   Carnival     Inc                Goldman    Sachs
       14,688                                               (16,480)
           Shoe   Carnival     Inc                Morgan    Stanley
       1,883                                               (2,907)
           Shopify    Inc   ’A’                 Goldman    Sachs
        (551)                                                (314)
           Shopify    Inc   ’A’
        (278)                           HSBC                   (11,773)
           Shopify    Inc   ’A’                 Morgan    Stanley
        (117)                                               (2,980)
           Shore   Bancshares      Inc               Bank   of  America    Merrill    Lynch
       8,587                                                6,183
           Shore   Bancshares      Inc               Goldman    Sachs
       16,215                                                11,675
           Shore   Bancshares      Inc               Morgan    Stanley
       6,608                                                5,419
           ShotSpotter      Inc                 Morgan    Stanley
       (2,792)                                                (3,434)
           Shutterstock       Inc                 Bank   of  America    Merrill    Lynch
      (10,044)                                                 3,315
           Shutterstock       Inc                 Barclays     Bank
       (4,443)                                                (3,156)
           Shutterstock       Inc                 Goldman    Sachs
       (3,796)                                                (2,772)
           Shutterstock       Inc
      (13,905)                             HSBC                    1,305
      (19,018)     Shutterstock       Inc                 Morgan    Stanley                (17,687)
           SI-BONE    Inc                   Bank   of  America    Merrill    Lynch
       14,987                                                 150
           SI-BONE    Inc                   Barclays     Bank
       5,485                                                1,755
           SI-BONE    Inc                   Goldman    Sachs
       11,976                                                 120
           SI-BONE    Inc
       5,715                            HSBC                    (4,743)
           SI-BONE    Inc                   Morgan    Stanley
       11,280                                                3,610
           Siebert    Financial     Corp              Morgan    Stanley
        (659)                                                303
           Sienna    Biopharmaceuticals          Inc          Goldman    Sachs
        777                                                (32)
           Sientra    Inc                   Morgan    Stanley
      (26,431)                                                (5,815)
           Sierra    Bancorp                    Bank   of  America    Merrill    Lynch
       47,533                                                (8,103)
           Sierra    Bancorp                    Goldman    Sachs
       2,183                                                 277
                                292/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Sierra    Bancorp
       1,696                            HSBC                     (660)
           Sierra    Bancorp                    Morgan    Stanley
       59,202                                                4,736
           SIGA   Technologies       Inc              Barclays     Bank
      (11,462)                                                 (115)
           SIGA   Technologies       Inc              Goldman    Sachs
      (64,442)                                                 1,933
           SIGA   Technologies       Inc
      (26,087)                             HSBC                    16,304
           SIGA   Technologies       Inc              Morgan    Stanley
      (74,641)                                                 (746)
           Signature     Bank/New     York   NY           Bank   of  America    Merrill    Lynch
       (1,696)                                                 (128)
           Signature     Bank/New     York   NY           Barclays     Bank
       (3,068)                                                (2,976)
           Signature     Bank/New     York   NY           Goldman    Sachs
      (13,832)                                                (8,538)
           Signature     Bank/New     York   NY
       (2,567)                            HSBC                     968
           Signature     Bank/New     York   NY           Morgan    Stanley
       (3,891)                                                (3,774)
           Signet    Jewelers     Ltd               Barclays     Bank
       6,075                                               12,029
       20,396    Signet    Jewelers     Ltd               Goldman    Sachs                24,907
           Signet    Jewelers     Ltd
       4,486                            HSBC                    2,064
           Signet    Jewelers     Ltd               Morgan    Stanley
       9,775                                               19,355
           Silgan    Holdings     Inc               Barclays     Bank
      (13,529)                                                 (676)
           Silgan    Holdings     Inc               Goldman    Sachs
       (5,552)                                                1,416
           Silgan    Holdings     Inc
       (2,017)                            HSBC                     585
           Silgan    Holdings     Inc               Morgan    Stanley
      (11,245)                                                 (562)
           Silicon    Laboratories       Inc             Bank   of  America    Merrill    Lynch
       2,575                                               (5,639)
           Silicon    Laboratories       Inc             Barclays     Bank
       15,829                                                59,201
           Silicon    Laboratories       Inc             Goldman    Sachs
       13,024                                               (25,249)
           Silicon    Laboratories       Inc
       13,074                            HSBC                   (22,618)
           Silicon    Laboratories       Inc             Morgan    Stanley
       9,084                                               32,399
           Silk   Road   Medical    Inc              Goldman    Sachs
       3,767                                               (4,294)
           Silk   Road   Medical    Inc
       4,855                            HSBC                     713
           Silk   Road   Medical    Inc              Morgan    Stanley
       1,855                                                (409)
           SilverBow     Resources     Inc             Bank   of  America    Merrill    Lynch
      (14,477)                                                17,807
           SilverBow     Resources     Inc             Goldman    Sachs
       (5,417)                                                6,663
           SilverBow     Resources     Inc
       (2,184)                            HSBC                    8,976
           SilverBow     Resources     Inc             Morgan    Stanley
       (5,049)                                                 757
           Silvercrest      Asset   Management      Group   Inc   ’A’   Bank   of  America    Merrill    Lynch
       10,922                                                1,256
           Silvercrest      Asset   Management      Group   Inc   ’A’   Goldman    Sachs
       6,232                                                 717
           Silvercrest      Asset   Management      Group   Inc   ’A’
       9,710                            HSBC                    1,845
       13,653    Silvercrest      Asset   Management      Group   Inc   ’A’   Morgan    Stanley                 3,004
           Simmons    First   National     Corp   ’A’         Bank   of  America    Merrill    Lynch
       (5,761)                                                (8,930)
           Simmons    First   National     Corp   ’A’         Barclays     Bank
       (6,142)                                                (7,616)
           Simmons    First   National     Corp   ’A’         Goldman    Sachs
      (36,079)                                                (47,488)
           Simmons    First   National     Corp   ’A’
      (10,293)                             HSBC                    (5,394)
           Simmons    First   National     Corp   ’A’         Morgan    Stanley
       (7,291)                                                (9,041)
           Simon   Property     Group   Inc  (Reit)           Bank   of  America    Merrill    Lynch
       24,422                                               (73,754)
           Simon   Property     Group   Inc  (Reit)           Barclays     Bank
       10,811                                                35,460
           Simon   Property     Group   Inc  (Reit)
       16,852                            HSBC                   (59,151)
                                293/379




                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Simon   Property     Group   Inc  (Reit)           Morgan    Stanley
       11,662                                                38,251
           Simply    Good   Foods   Co/The              Bank   of  America    Merrill    Lynch
       51,921                                                86,708
           Simply    Good   Foods   Co/The              Barclays     Bank
       6,563                                                7,876
           Simply    Good   Foods   Co/The              Goldman    Sachs
       3,690                                                6,163
           Simply    Good   Foods   Co/The
       15,967                            HSBC                    46,190
           Simply    Good   Foods   Co/The              Morgan    Stanley
       9,621                                               11,545
           Simpson    Manufacturing       Co  Inc           Barclays     Bank
       (4,381)                                                (6,309)
           Simpson    Manufacturing       Co  Inc           Goldman    Sachs
       (3,266)                                                (1,078)
           Simpson    Manufacturing       Co  Inc
      (43,167)                             HSBC                    91,513
           Simpson    Manufacturing       Co  Inc           Morgan    Stanley
      (27,515)                                                (38,242)
           Simulations      Plus   Inc               Bank   of  America    Merrill    Lynch
      (12,157)                                                 4,984
           Simulations      Plus   Inc               Barclays     Bank
        (816)                                                 41
      (11,089)     Simulations      Plus   Inc               Morgan    Stanley                  554
           SINA   Corp/China                     Barclays     Bank
       (1,145)                                                (1,489)
           SINA   Corp/China                     Goldman    Sachs
       (1,506)                                                (2,721)
           Sinclair     Broadcast     Group   Inc   ’A’        Bank   of  America    Merrill    Lynch
       23,337                                               (71,644)
           Sinclair     Broadcast     Group   Inc   ’A’        Barclays     Bank
       3,873                                               (3,757)
           Sinclair     Broadcast     Group   Inc   ’A’        Goldman    Sachs
       12,442                                               (38,197)
           Sinclair     Broadcast     Group   Inc   ’A’
       4,423                            HSBC                   (20,257)
           Sinclair     Broadcast     Group   Inc   ’A’        Morgan    Stanley
       5,291                                               (5,132)
           Sirius    XM  Holdings     Inc              Bank   of  America    Merrill    Lynch
      294,102                                                (2,941)
           Sirius    XM  Holdings     Inc              Barclays     Bank
      239,191                                                25,115
           Sirius    XM  Holdings     Inc              Goldman    Sachs
      426,932                                                (4,269)
           Sirius    XM  Holdings     Inc
       19,015                            HSBC                     (980)
           Sirius    XM  Holdings     Inc              Morgan    Stanley
      312,867                                                32,851
           SITE   Centers    Corp   (Reit)              Bank   of  America    Merrill    Lynch
      (83,516)                                                30,066
           SITE   Centers    Corp   (Reit)              Barclays     Bank
      (30,084)                                                (3,309)
           SITE   Centers    Corp   (Reit)              Goldman    Sachs
      (72,357)                                                26,049
           SITE   Centers    Corp   (Reit)
      (35,763)                             HSBC                    8,225
           SITE   Centers    Corp   (Reit)              Morgan    Stanley
      (39,544)                                                (4,350)
           SiteOne    Landscape     Supply    Inc           Barclays     Bank
       5,698                                               12,877
           SiteOne    Landscape     Supply    Inc           Goldman    Sachs
       4,518                                               (3,953)
           SiteOne    Landscape     Supply    Inc
       (1,912)                            HSBC                    3,346
           SiteOne    Landscape     Supply    Inc
       8,896                            HSBC                    (7,444)
        (901)   SiteOne    Landscape     Supply    Inc           Morgan    Stanley                (2,036)
           SiteOne    Landscape     Supply    Inc           Morgan    Stanley
       8,345                                               16,742
           SITO   Mobile    Ltd                 Bank   of  America    Merrill    Lynch
      (14,402)                                                 1,773
           SITO   Mobile    Ltd                 Goldman    Sachs
      (66,470)                                                 8,182
           Six  Flags   Entertainment       Corp           Barclays     Bank
        (246)                                                470
           Six  Flags   Entertainment       Corp           Goldman    Sachs
       (4,312)                                                5,583
           Six  Flags   Entertainment       Corp           Morgan    Stanley
       (5,506)                                                10,516
           SJW  Group                     Bank   of  America    Merrill    Lynch
       2,688                                                (426)
           Skechers     U.S.A.    Inc   ’A’             Bank   of  America    Merrill    Lynch
       (1,331)                                                  80
           Skechers     U.S.A.    Inc   ’A’             Barclays     Bank
       (1,922)                                                 (999)
           Skechers     U.S.A.    Inc   ’A’             Goldman    Sachs
       (6,262)                                                 376
                                294/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Skechers     U.S.A.    Inc   ’A’             Morgan    Stanley
       (5,205)                                                (2,707)
           Skyline    Champion     Corp               Bank   of  America    Merrill    Lynch
      (33,052)                                                (70,732)
           Skyline    Champion     Corp               Barclays     Bank
       (6,967)                                                (8,430)
           Skyline    Champion     Corp               Goldman    Sachs
      (11,544)                                                (24,198)
           Skyline    Champion     Corp
      (24,445)                             HSBC                   (64,004)
           Skyline    Champion     Corp               Morgan    Stanley
      (34,987)                                                (37,353)
           SkyWest    Inc                   Barclays     Bank
       7,007                                               14,014
           SkyWest    Inc                   Goldman    Sachs
       9,178                                               12,488
           SkyWest    Inc
       29,606                            HSBC                    19,691
           SkyWest    Inc                   Morgan    Stanley
       15,602                                                31,204
           Skyworks     Solutions     Inc              Bank   of  America    Merrill    Lynch
       2,020                                                2,493
           Skyworks     Solutions     Inc
       7,387                            HSBC                    (3,836)
       9,293    Skyworks     Solutions     Inc              Morgan    Stanley                11,245
           SL  Green   Realty    Corp   (Reit)             Barclays     Bank
       20,504                                                36,292
           SL  Green   Realty    Corp   (Reit)
       31,555                            HSBC                    (8,836)
           SL  Green   Realty    Corp   (Reit)             Morgan    Stanley
       41,569                                                73,577
           Slack   Technologies       Inc   ’A’           Barclays     Bank
      (46,442)                                                (73,379)
           Slack   Technologies       Inc   ’A’           Goldman    Sachs
      (10,829)                                                 1,192
           Slack   Technologies       Inc   ’A’
      (59,045)                             HSBC                   (132,851)
           Sleep   Number    Corp                 Barclays     Bank
       (5,257)                                                4,007
           Sleep   Number    Corp                 Goldman    Sachs
       (5,309)                                                1,807
           Sleep   Number    Corp
       (3,495)                            HSBC                    1,957
           Sleep   Number    Corp                 Morgan    Stanley
       (3,969)                                                1,786
           SLM  Corp                     Bank   of  America    Merrill    Lynch
      (116,759)                                                 15,179
           SLM  Corp                     Barclays     Bank
      (16,374)                                                 3,111
           SLM  Corp
      (18,842)                             HSBC                    5,276
           SLM  Corp                     Morgan    Stanley
      (104,499)                                                 19,855
           SM  Energy    Co                  Bank   of  America    Merrill    Lynch
       17,301                                                (9,862)
           SM  Energy    Co                  Goldman    Sachs
       39,138                                               (22,309)
           SM  Energy    Co                  Goldman    Sachs
       (3,568)                                                2,034
           SM  Energy    Co
       (7,371)                            HSBC                    5,635
           SM  Energy    Co                  Morgan    Stanley
       3,616                                                 36
           SMART   Global    Holdings     Inc            Barclays     Bank
       (3,309)                                                3,408
           SMART   Global    Holdings     Inc            Goldman    Sachs
       (5,033)                                                10,393
       (8,913)    SMART   Global    Holdings     Inc            HSBC                    8,260
           SMART   Global    Holdings     Inc            Morgan    Stanley
      (28,998)                                                29,868
           Smart   Sand   Inc                  Goldman    Sachs
      (41,089)                                                 3,287
           Smart   Sand   Inc                  Morgan    Stanley
      (25,121)                                                  502
           SmartFinancial        Inc                Bank   of  America    Merrill    Lynch
       5,863                                                4,045
           SmartFinancial        Inc                Barclays     Bank
       3,315                                                1,989
           SmartFinancial        Inc                Goldman    Sachs
       14,836                                                10,237
           SmartFinancial        Inc
       4,062                            HSBC                    1,798
           SmartFinancial        Inc                Morgan    Stanley
       12,003                                                7,202
           Smartsheet      Inc   ’A’               Bank   of  America    Merrill    Lynch
       (2,532)                                               (11,776)
           Smartsheet      Inc   ’A’               Goldman    Sachs
        (477)                                               (2,852)
                                295/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Smartsheet      Inc   ’A’
      (11,293)                             HSBC                   (84,472)
           Smartsheet      Inc   ’A’               Morgan    Stanley
       (8,835)                                               (21,911)
           SmileDirectClub        Inc               Morgan    Stanley
       13,892                                                13,892
           Smith   Micro   Software     Inc             Barclays     Bank
      (30,622)                                                (3,062)
           Smith   Micro   Software     Inc             Morgan    Stanley
      (12,679)                                                (1,268)
           Snap   Inc   ’A’                  Bank   of  America    Merrill    Lynch
       20,784                                                29,098
           Snap   Inc   ’A’                  Morgan    Stanley
       13,465                                                1,077
           Snap-on    Inc                   Bank   of  America    Merrill    Lynch
       12,563                                               (24,832)
           Snap-on    Inc                   Barclays     Bank
       1,167                                                3,233
           Snap-on    Inc                   Goldman    Sachs
       6,311                                               (8,454)
           Snap-on    Inc
       2,858                            HSBC                    (3,364)
           Snap-on    Inc                   Morgan    Stanley
       9,092                                               25,185
       (9,899)    Sociedad     Quimica    y Minera    de  Chile   SA  ADR    Goldman    Sachs                 395
           Sociedad     Quimica    y Minera    de  Chile   SA  ADR    Morgan    Stanley
      (65,093)                                                (50,122)
           SolarEdge     Technologies       Inc            Barclays     Bank
       (3,213)                                               (13,655)
           SolarEdge     Technologies       Inc
       (2,982)                            HSBC                    (7,962)
           Solaris    Oilfield     Infrastructure        Inc   ’A’    Barclays     Bank
       (2,064)                                                 (124)
           Solaris    Oilfield     Infrastructure        Inc   ’A’
      (29,635)                             HSBC                    24,893
           SolarWinds      Corp                  Barclays     Bank
      (10,044)                                                (1,808)
           SolarWinds      Corp                  Goldman    Sachs
       (8,226)                                                 247
           SolarWinds      Corp
      (11,470)                             HSBC                    1,902
           SolarWinds      Corp                  Morgan    Stanley
      (38,647)                                                (6,956)
           Solid   Biosciences      Inc              Goldman    Sachs
       7,624                                                3,355
           Solid   Biosciences      Inc              Morgan    Stanley
       11,848                                                (4,147)
           Sonic   Automotive      Inc   ’A’            Barclays     Bank
       7,293                                                2,145
           Sonic   Automotive      Inc   ’A’            Goldman    Sachs
       29,540                                               (29,245)
           Sonic   Automotive      Inc   ’A’
       3,635                            HSBC                    (3,735)
           Sonoco    Products     Co               Barclays     Bank
        (823)                                               (1,786)
           Sonoco    Products     Co               Goldman    Sachs
       (2,275)                                                (4,050)
           Sonoco    Products     Co
       (3,120)                            HSBC                    (6,022)
           Sonoco    Products     Co
       4,821                            HSBC                    10,509
           Sonoco    Products     Co               Morgan    Stanley
       (5,243)                                               (11,377)
           Sonoco    Products     Co               Morgan    Stanley
       1,161                                                 817
           Sonos   Inc                    Barclays     Bank
      (10,353)                                                12,424
       (3,512)    Sonos   Inc                    HSBC                    3,758
           Sonos   Inc                    Morgan    Stanley
       (9,138)                                                10,966
           Sorrento     Therapeutics       Inc
      (20,655)                             HSBC                   (25,199)
           South   Jersey    Industries      Inc           Bank   of  America    Merrill    Lynch
      (34,155)                                                (35,627)
           South   Jersey    Industries      Inc           Barclays     Bank
      (53,467)                                                (39,082)
           South   Jersey    Industries      Inc           Goldman    Sachs
      (64,653)                                                (60,573)
           South   Jersey    Industries      Inc
      (16,975)                             HSBC                   (18,028)
           South   Jersey    Industries      Inc           Morgan    Stanley
      (68,231)                                                (45,002)
           South   Plains    Financial     Inc            Barclays     Bank
       61,577                                                1,232
           South   Plains    Financial     Inc
       11,320                            HSBC                    16,789
           South   Plains    Financial     Inc            Morgan    Stanley
       23,476                                                 470
                                296/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           South   State   Corp                 Bank   of  America    Merrill    Lynch
       5,267                                               13,747
           South   State   Corp                 Barclays     Bank
       23,138                                                33,550
           South   State   Corp                 Goldman    Sachs
       40,465                                               102,407
           South   State   Corp
       33,400                            HSBC                    72,080
           South   State   Corp                 Morgan    Stanley
       9,500                                               13,775
           Southern     Co/The                   Bank   of  America    Merrill    Lynch
      (69,880)                                                (9,210)
           Southern     Co/The                   Barclays     Bank
      (13,997)                                                 7,768
           Southern     Co/The                   Goldman    Sachs
       (5,882)                                                 (794)
           Southern     Co/The
      (27,988)                             HSBC                   (30,087)
           Southern     Co/The                   Morgan    Stanley
      (76,125)                                                42,249
           Southern     Copper    Corp               Bank   of  America    Merrill    Lynch
       1,235                                                 741
           Southern     Copper    Corp               Goldman    Sachs
       (2,849)                                                (1,773)
        (926)   Southern     Copper    Corp               HSBC                     (491)
           Southern     Copper    Corp               Morgan    Stanley
      (18,933)                                                (7,952)
           Southern     First   Bancshares      Inc          Bank   of  America    Merrill    Lynch
       12,211                                                8,853
           Southern     First   Bancshares      Inc          Barclays     Bank
        100                                                51
           Southern     First   Bancshares      Inc          Goldman    Sachs
       19,513                                                13,824
           Southern     First   Bancshares      Inc
       2,063                            HSBC                    1,039
           Southern     First   Bancshares      Inc          Morgan    Stanley
       13,348                                                6,741
           Southern     Missouri     Bancorp    Inc          Bank   of  America    Merrill    Lynch
      (22,963)                                                (18,600)
           Southern     Missouri     Bancorp    Inc          Goldman    Sachs
      (18,716)                                                (15,160)
           Southern     Missouri     Bancorp    Inc          Morgan    Stanley
      (12,706)                                                  762
           Southern     National     Bancorp    of  Virginia     Inc
       (2,523)                            HSBC                     (50)
           Southern     National     Bancorp    of  Virginia     Inc    Morgan    Stanley
      (23,839)                                                (5,245)
           Southside     Bancshares      Inc             Bank   of  America    Merrill    Lynch
      (63,339)                                                38,003
           Southside     Bancshares      Inc             Morgan    Stanley
      (33,915)                                                (3,731)
           Southwest     Airlines     Co              Bank   of  America    Merrill    Lynch
       (6,143)                                                 (553)
           Southwest     Airlines     Co              Barclays     Bank
       (7,946)                                                (6,913)
           Southwest     Airlines     Co              Goldman    Sachs
       (9,207)                                                 (829)
           Southwest     Airlines     Co
      (15,802)                             HSBC                    4,741
           Southwest     Airlines     Co              Morgan    Stanley
      (26,467)                                                (23,026)
           Southwest     Gas  Holdings     Inc            Bank   of  America    Merrill    Lynch
        906                                               (100)
           Southwest     Gas  Holdings     Inc            Barclays     Bank
       25,252                                                17,677
           Southwest     Gas  Holdings     Inc            Goldman    Sachs
       49,423                                                (4,424)
       26,604    Southwest     Gas  Holdings     Inc            HSBC                   (36,376)
           Southwest     Gas  Holdings     Inc            Morgan    Stanley
       59,059                                                41,341
           Southwestern       Energy    Co             Goldman    Sachs
      (77,194)                                                19,299
           Southwestern       Energy    Co             Morgan    Stanley
      (145,849)                                                 7,292
           SP  Plus   Corp                   Goldman    Sachs
       35,749                                                 (147)
           SP  Plus   Corp
       1,986                            HSBC                     (108)
           SP  Plus   Corp                   Morgan    Stanley
       47,875                                                33,991
           Spark   Energy    Inc   ’A’              Barclays     Bank
       (7,348)                                                 (441)
           Spark   Energy    Inc   ’A’              Goldman    Sachs
       (9,508)                                                (4,659)
           Spark   Energy    Inc   ’A’
      (31,578)                             HSBC                   (44,525)
           Spark   Energy    Inc   ’A’              Morgan    Stanley
      (10,953)                                                 (657)
                                297/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Spartan    Motors    Inc                Barclays     Bank
       (4,745)                                                (4,555)
           Spartan    Motors    Inc
       (4,886)                            HSBC                     (928)
           Spartan    Motors    Inc                Morgan    Stanley
      (12,640)                                                (12,134)
           SpartanNash      Co                 Goldman    Sachs
      (28,304)                                                (39,626)
           SpartanNash      Co                 Morgan    Stanley
      (31,748)                                                (23,811)
           Spectrum     Brands    Holdings     Inc           Bank   of  America    Merrill    Lynch
        153                                                174
           Spectrum     Brands    Holdings     Inc
       1,498                            HSBC                    1,358
           Spectrum     Brands    Holdings     Inc           Morgan    Stanley
       4,985                                                6,232
           Spectrum     Pharmaceuticals        Inc           Bank   of  America    Merrill    Lynch
       23,417                                                14,050
           Spectrum     Pharmaceuticals        Inc           Goldman    Sachs
       26,229                                                15,737
           Spectrum     Pharmaceuticals        Inc           Morgan    Stanley
       10,078                                                4,535
           Spero   Therapeutics       Inc              Bank   of  America    Merrill    Lynch
       4,499                                                8,008
       11,109    Spero   Therapeutics       Inc              Goldman    Sachs                19,774
           Spire   Inc                    Bank   of  America    Merrill    Lynch
      (28,187)                                                78,078
           Spire   Inc                    Bank   of  America    Merrill    Lynch
       2,672                                               (1,777)
           Spire   Inc                    Barclays     Bank
       5,567                                                4,175
           Spire   Inc                    Goldman    Sachs
      (12,217)                                                33,841
           Spire   Inc                    Goldman    Sachs
       20,016                                                5,588
           Spire   Inc
       8,729                            HSBC                     (732)
           Spire   Inc                    Morgan    Stanley
       34,043                                                23,215
           Spirit    AeroSystems      Holdings     Inc   ’A’       Goldman    Sachs
       (3,590)                                                14,667
           Spirit    AeroSystems      Holdings     Inc   ’A’       Morgan    Stanley
      (10,970)                                                25,560
           Spirit    Airlines     Inc               Barclays     Bank
       13,764                                                3,834
           Spirit    Airlines     Inc               Goldman    Sachs
       8,486                                                6,325
           Spirit    Airlines     Inc
       12,651                            HSBC                    2,657
           Spirit    Airlines     Inc               Morgan    Stanley
       3,271                                                2,355
           Spirit    MTA  REIT   (Reit)               Barclays     Bank
       25,192                                                 (252)
           Spirit    MTA  REIT   (Reit)               Goldman    Sachs
       63,725                                                (1,912)
           Spirit    MTA  REIT   (Reit)               Morgan    Stanley
       41,059                                                 (411)
           Spirit    of  Texas   Bancshares      Inc          Goldman    Sachs
      (12,497)                                                (7,004)
           Spirit    of  Texas   Bancshares      Inc
       (9,870)                            HSBC                    (9,080)
           Spirit    of  Texas   Bancshares      Inc          Morgan    Stanley
      (26,339)                                                (7,375)
           Spirit    Realty    Capital    Inc  (Reit)          Barclays     Bank
       (7,946)                                               (18,832)
           Spirit    Realty    Capital    Inc  (Reit)          Goldman    Sachs
      (23,039)                                                (44,235)
       (2,163)    Spirit    Realty    Capital    Inc  (Reit)          HSBC                    (7,246)
           Spirit    Realty    Capital    Inc  (Reit)          Morgan    Stanley
      (36,402)                                                (86,273)
           Splunk    Inc                    Goldman    Sachs
       (4,969)                                               (156,872)
           Splunk    Inc
        (949)                           HSBC                   (24,427)
           Splunk    Inc                    Morgan    Stanley
       (5,845)                                               (56,253)
           Spok   Holdings     Inc                Morgan    Stanley
       (1,806)                                                 126
           Sportsman’s       Warehouse     Holdings     Inc       Goldman    Sachs
      (23,763)                                                (3,327)
           Spotify    Technology      SA              Barclays     Bank
       (1,870)                                                (2,749)
           Spotify    Technology      SA              Morgan    Stanley
       5,215                                                7,666
           Spring    Bank   Pharmaceuticals                 Goldman    Sachs
       2,938                                                1,381
           SpringWorks      Therapeutics       Inc           Barclays     Bank
       (3,749)                                                (6,936)
                                298/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Sprint    Corp                    Bank   of  America    Merrill    Lynch
      229,241                                                14,901
           Sprint    Corp                    Barclays     Bank
       9,096                                                1,410
           Sprint    Corp                    Goldman    Sachs
      121,138                                                 7,874
           Sprint    Corp
       59,614                            HSBC                   (12,817)
           Sprint    Corp                    Morgan    Stanley
       76,583                                                11,870
           Sprouts    Farmers    Market    Inc            Barclays     Bank
       (3,168)                                                 (253)
           Sprouts    Farmers    Market    Inc            Goldman    Sachs
       (2,591)                                                 311
           Sprouts    Farmers    Market    Inc
       9,002                            HSBC                     (810)
           Sprouts    Farmers    Market    Inc
       (2,371)                            HSBC                     213
           Sprouts    Farmers    Market    Inc            Morgan    Stanley
       14,624                                                1,170
           Sprouts    Farmers    Market    Inc            Morgan    Stanley
      (11,828)                                                 (946)
           SPS  Commerce     Inc                 Bank   of  America    Merrill    Lynch
       2,143                                                4,415
       7,003    SPS  Commerce     Inc                 Barclays     Bank                2,717
           SPS  Commerce     Inc                 Goldman    Sachs
       2,537                                                4,705
           SPS  Commerce     Inc
       24,376                            HSBC                    64,213
           SPS  Commerce     Inc                 Morgan    Stanley
       29,431                                                21,303
           SPX  Corp                     Bank   of  America    Merrill    Lynch
       3,907                                                 369
           SPX  Corp                     Barclays     Bank
       11,590                                                 566
           SPX  Corp                     Goldman    Sachs
       9,796                                                3,711
           SPX  Corp
       4,691                            HSBC                    4,910
           SPX  Corp                     Morgan    Stanley
       32,083                                                10,266
           SPX  FLOW   Inc                   Bank   of  America    Merrill    Lynch
      (10,573)                                                (13,428)
           SPX  FLOW   Inc                   Goldman    Sachs
       (4,912)                                                (6,238)
           SPX  FLOW   Inc
      (39,766)                             HSBC                   (48,912)
           SPX  FLOW   Inc                   Morgan    Stanley
      (20,764)                                                22,010
           Square    Inc   ’A’                 Morgan    Stanley
       9,172                                               14,492
           SRC  Energy    Inc
      (57,046)                             HSBC                    22,248
           SRC  Energy    Inc                  Morgan    Stanley
      (98,832)                                                 5,930
           SS&C   Technologies       Holdings     Inc          Bank   of  America    Merrill    Lynch
       1,223                                                1,228
           SS&C   Technologies       Holdings     Inc          Barclays     Bank
       4,646                                                2,509
           SS&C   Technologies       Holdings     Inc          Barclays     Bank
       (2,230)                                                (1,204)
           SS&C   Technologies       Holdings     Inc          Goldman    Sachs
       1,911                                                1,887
           SS&C   Technologies       Holdings     Inc
       (1,658)                            HSBC                    (4,146)
           SS&C   Technologies       Holdings     Inc          Morgan    Stanley
       2,554                                                1,379
       (4,659)    SS&C   Technologies       Holdings     Inc          Morgan    Stanley                (2,516)
           St  Joe  Co/The                    Barclays     Bank
       (2,592)                                                (6,260)
           St  Joe  Co/The                    Goldman    Sachs
      (12,579)                                                (19,616)
           St  Joe  Co/The
       (4,516)                            HSBC                    (8,057)
           St  Joe  Co/The                    Morgan    Stanley
       (2,908)                                                (7,023)
           STAAR   Surgical     Co                Bank   of  America    Merrill    Lynch
       (2,374)                                                (3,751)
           STAAR   Surgical     Co                Barclays     Bank
       (3,890)                                                2,334
           STAAR   Surgical     Co                Goldman    Sachs
      (22,553)                                                (36,025)
           STAAR   Surgical     Co
       (6,266)                            HSBC                    (8,114)
           STAAR   Surgical     Co                Morgan    Stanley
      (18,940)                                                11,364
           STAG   Industrial      Inc  (Reit)             Bank   of  America    Merrill    Lynch
       43,594                                                15,258
                                299/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           STAG   Industrial      Inc  (Reit)             Barclays     Bank
      118,822                                                108,128
           STAG   Industrial      Inc  (Reit)             Goldman    Sachs
      175,649                                                64,206
           STAG   Industrial      Inc  (Reit)
      154,668                             HSBC                   199,479
           STAG   Industrial      Inc  (Reit)             Morgan    Stanley
      174,829                                                156,538
           Stamps.com      Inc                  Goldman    Sachs
       (1,022)                                                 274
           Stamps.com      Inc
       (1,224)                            HSBC                    3,342
           Standard     Motor   Products     Inc           Goldman    Sachs
       14,167                                               (30,601)
           Standard     Motor   Products     Inc           Morgan    Stanley
       10,319                                                1,341
           Standex    International       Corp            Barclays     Bank
       (1,540)                                                (3,835)
           Standex    International       Corp            Goldman    Sachs
       (2,256)                                                (6,114)
           Standex    International       Corp
       (1,504)                            HSBC                    3,444
           Standex    International       Corp            Morgan    Stanley
       (1,155)                                                (2,876)
       (7,218)    Stanley    Black   & Decker    Inc            Bank   of  America    Merrill    Lynch        2,093
           Stanley    Black   & Decker    Inc            Goldman    Sachs
       (6,610)                                                1,917
           Stanley    Black   & Decker    Inc
       (2,455)                            HSBC                     (250)
           Stanley    Black   & Decker    Inc            Morgan    Stanley
       (3,249)                                                 (195)
           Starbucks     Corp                  Bank   of  America    Merrill    Lynch
       (2,528)                                                (4,475)
           Starbucks     Corp                  Barclays     Bank
       5,828                                               17,251
           Starbucks     Corp                  Goldman    Sachs
       1,951                                                4,849
           Starbucks     Corp
       10,485                            HSBC                    42,686
           Starbucks     Corp                  Morgan    Stanley
      (10,299)                                                (30,485)
           Starbucks     Corp                  Morgan    Stanley
       1,570                                                4,647
           StarTek    Inc                   Bank   of  America    Merrill    Lynch
       14,771                                                9,158
           StarTek    Inc                   Goldman    Sachs
       6,513                                                4,038
           StarTek    Inc                   Morgan    Stanley
       4,338                                                 (87)
           Starwood     Property     Trust   Inc  (Reit)         Bank   of  America    Merrill    Lynch
      (143,585)                                                (67,485)
           Starwood     Property     Trust   Inc  (Reit)         Bank   of  America    Merrill    Lynch
       12,501                                                5,875
           Starwood     Property     Trust   Inc  (Reit)
       9,233                            HSBC                    1,847
           Starwood     Property     Trust   Inc  (Reit)         Morgan    Stanley
      (34,733)                                                (11,462)
           State   Auto   Financial     Corp             Bank   of  America    Merrill    Lynch
      (99,282)                                                (56,591)
           State   Auto   Financial     Corp             Barclays     Bank
        (983)                                               (1,258)
           State   Auto   Financial     Corp             Goldman    Sachs
       (9,735)                                                (6,643)
           State   Auto   Financial     Corp
       (4,722)                            HSBC                    (1,600)
           State   Auto   Financial     Corp             Morgan    Stanley
       (6,240)                                                (6,862)
        (387)   State   Street    Corp                 Barclays     Bank                (418)
           State   Street    Corp                 Goldman    Sachs
       (2,579)                                                (6,344)
           State   Street    Corp
       (2,107)                            HSBC                    (3,474)
           State   Street    Corp                 Morgan    Stanley
       (6,296)                                                (6,799)
           Steel   Dynamics     Inc                Bank   of  America    Merrill    Lynch
       42,313                                                92,665
           Steel   Dynamics     Inc                Barclays     Bank
       4,070                                                5,739
           Steel   Dynamics     Inc                Goldman    Sachs
       29,820                                                65,306
           Steel   Dynamics     Inc
       16,890                            HSBC                    40,368
           Steel   Dynamics     Inc                Morgan    Stanley
       37,576                                                52,982
           Steelcase     Inc   ’A’                Bank   of  America    Merrill    Lynch
       10,348                                                1,311
           Steelcase     Inc   ’A’                Barclays     Bank
       51,329                                                15,515
                                300/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Steelcase     Inc   ’A’                Goldman    Sachs
       89,570                                                9,521
           Steelcase     Inc   ’A’
       36,403                            HSBC                    9,356
           Steelcase     Inc   ’A’                Morgan    Stanley
       67,065                                                21,461
           Stemline     Therapeutics       Inc            Goldman    Sachs
       5,411                                                3,788
           Stemline     Therapeutics       Inc
       8,655                            HSBC                    11,771
           Stemline     Therapeutics       Inc            Morgan    Stanley
       8,241                                                 -
           Stepan    Co                    Bank   of  America    Merrill    Lynch
       1,428                                                 714
           Stepan    Co                    Barclays     Bank
       4,403                                               10,127
           Stepan    Co                    Goldman    Sachs
       2,095                                                1,048
           Stepan    Co
       6,709                            HSBC                    (3,019)
           Stepan    Co                    Morgan    Stanley
       4,789                                               11,015
           Stericycle      Inc                  Goldman    Sachs
       (3,328)                                                (5,891)
      (52,226)     Stericycle      Inc                  HSBC                   (50,659)
           Stericycle      Inc                  Morgan    Stanley
      (22,720)                                                16,586
           STERIS    Plc                    Bank   of  America    Merrill    Lynch
       (3,713)                                                (6,945)
           STERIS    Plc                    Barclays     Bank
       (4,174)                                                 407
           STERIS    Plc                    Goldman    Sachs
       12,693                                                38,587
           STERIS    Plc                    Goldman    Sachs
       (4,939)                                               (11,548)
           STERIS    Plc
       2,211                            HSBC                    13,155
           STERIS    Plc                    Morgan    Stanley
        874                                                (87)
           Sterling     Bancorp    Inc/MI               Bank   of  America    Merrill    Lynch
      (18,459)                                                 5,722
           Sterling     Bancorp    Inc/MI               Barclays     Bank
      (23,473)                                                 6,807
           Sterling     Bancorp    Inc/MI               Goldman    Sachs
      (40,412)                                                12,528
           Sterling     Bancorp    Inc/MI
      (10,178)                             HSBC                    4,071
           Sterling     Bancorp    Inc/MI               Morgan    Stanley
      (38,554)                                                11,181
           Sterling     Bancorp/DE                   Bank   of  America    Merrill    Lynch
      (71,026)                                                 9,233
           Sterling     Bancorp/DE                   Morgan    Stanley
      (67,019)                                                 1,340
           Sterling     Construction       Co  Inc           Barclays     Bank
       (2,353)                                                 (729)
           Sterling     Construction       Co  Inc           Goldman    Sachs
      (12,032)                                                 6,497
           Sterling     Construction       Co  Inc
      (16,531)                             HSBC                    14,051
           Steven    Madden    Ltd                Goldman    Sachs
       (4,426)                                                7,126
           Steven    Madden    Ltd
       6,686                            HSBC                    (3,677)
           Steven    Madden    Ltd
       (2,985)                            HSBC                    1,882
           Steven    Madden    Ltd                Morgan    Stanley
       (4,444)                                                 (89)
       42,395    Steven    Madden    Ltd                Morgan    Stanley                  848
           Stewart    Information      Services     Corp         Barclays     Bank
       (3,538)                                                1,097
           Stewart    Information      Services     Corp         Goldman    Sachs
       (4,967)                                                2,061
           Stewart    Information      Services     Corp
       (2,762)                            HSBC                     214
           Stewart    Information      Services     Corp         Morgan    Stanley
       (3,388)                                                1,050
           Stifel    Financial     Corp               Bank   of  America    Merrill    Lynch
       5,841                                               12,967
           Stifel    Financial     Corp               Barclays     Bank
       8,154                                                7,991
           Stifel    Financial     Corp               Goldman    Sachs
       15,817                                                35,114
           Stifel    Financial     Corp
       24,191                            HSBC                    45,963
           Stifel    Financial     Corp               Morgan    Stanley
       69,522                                                68,132
           Stitch    Fix  Inc   ’A’               Goldman    Sachs
       4,631                                                9,878
                                301/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Stitch    Fix  Inc   ’A’
       (2,561)                            HSBC                    (5,455)
           Stock   Yards   Bancorp    Inc             Barclays     Bank
        (959)                                                (201)
           Stock   Yards   Bancorp    Inc
       (6,050)                            HSBC                    (2,299)
           Stoke   Therapeutics       Inc              Barclays     Bank
       (3,970)                                                (9,488)
           Stoke   Therapeutics       Inc              Goldman    Sachs
       (2,603)                                                (4,061)
           StoneCo    Ltd   ’A’                 Bank   of  America    Merrill    Lynch
       (2,378)                                                (7,277)
           StoneCo    Ltd   ’A’                 Barclays     Bank
       (1,634)                                                 703
           StoneCo    Ltd   ’A’                 Goldman    Sachs
       (1,174)                                                (3,592)
           StoneCo    Ltd   ’A’                 Morgan    Stanley
       (1,222)                                                 525
           Stoneridge      Inc                  Bank   of  America    Merrill    Lynch
      (34,875)                                                (2,441)
           Stoneridge      Inc                  Barclays     Bank
       (2,549)                                                (3,747)
           Stoneridge      Inc                  Goldman    Sachs
      (23,721)                                                (8,240)
       (5,550)    Stoneridge      Inc                  HSBC                    (2,478)
           Stoneridge      Inc                  Morgan    Stanley
      (21,263)                                                (31,257)
           STORE   Capital    Corp   (Reit)              Bank   of  America    Merrill    Lynch
       38,260                                                15,687
           STORE   Capital    Corp   (Reit)              Barclays     Bank
       49,962                                                32,475
           STORE   Capital    Corp   (Reit)              Goldman    Sachs
       11,555                                                4,738
           STORE   Capital    Corp   (Reit)              Morgan    Stanley
       32,389                                                21,053
           Stratasys     Ltd                  Goldman    Sachs
      (12,546)                                                10,539
           Stratasys     Ltd
      (14,016)                             HSBC                    38,824
           Stratasys     Ltd                  Morgan    Stanley
      (51,228)                                                21,516
           Strategic     Education     Inc             Bank   of  America    Merrill    Lynch
        543                                               1,743
           Strategic     Education     Inc             Barclays     Bank
       8,959                                               32,860
           Strategic     Education     Inc             Goldman    Sachs
       3,506                                               11,255
           Strategic     Education     Inc
       7,096                            HSBC                    43,480
           Strategic     Education     Inc             Morgan    Stanley
       10,957                                                42,842
           Stratus    Properties      Inc              Bank   of  America    Merrill    Lynch
      (30,695)                                                (20,259)
           Stratus    Properties      Inc              Goldman    Sachs
       (6,172)                                                (4,074)
           Stratus    Properties      Inc              Morgan    Stanley
       (7,225)                                                4,841
           Strongbridge       Biopharma     Plc
       (6,529)                            HSBC                     (196)
           Strongbridge       Biopharma     Plc            Morgan    Stanley
      (19,831)                                                (4,165)
           Stryker    Corp                   Bank   of  America    Merrill    Lynch
       7,130                                               (12,335)
           Stryker    Corp                   Barclays     Bank
       4,259                                               12,479
           Stryker    Corp                   Goldman    Sachs
       11,559                                               (19,997)
       13,812    Stryker    Corp                   HSBC                    65,469
           Stryker    Corp                   Morgan    Stanley
       13,126                                                38,459
           Summit    Hotel   Properties      Inc  (Reit)         Barclays     Bank
       27,562                                                11,852
           Summit    Hotel   Properties      Inc  (Reit)         Goldman    Sachs
       54,964                                                9,894
           Summit    Hotel   Properties      Inc  (Reit)
       65,675                            HSBC                    9,851
           Summit    Hotel   Properties      Inc  (Reit)         Morgan    Stanley
      110,050                                                47,322
           Summit    Materials     Inc   ’A’            Barclays     Bank
       (7,002)                                                (2,031)
           Summit    Materials     Inc   ’A’            Barclays     Bank
       14,372                                                4,168
           Summit    Materials     Inc   ’A’            Goldman    Sachs
       39,979                                                25,202
           Summit    Materials     Inc   ’A’
       (5,076)                            HSBC                    (9,695)
           Summit    Materials     Inc   ’A’
       29,428                            HSBC                    48,701
                                302/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Summit    Materials     Inc   ’A’            Morgan    Stanley
       (5,789)                                                (1,679)
           Summit    Materials     Inc   ’A’            Morgan    Stanley
       30,111                                                7,684
           Sun  Communities      Inc  (Reit)             Bank   of  America    Merrill    Lynch
       9,726                                               54,660
           Sun  Communities      Inc  (Reit)             Bank   of  America    Merrill    Lynch
       (1,726)                                                (9,700)
           Sun  Communities      Inc  (Reit)             Barclays     Bank
       (4,126)                                               (26,283)
           Sun  Communities      Inc  (Reit)             Morgan    Stanley
       (1,313)                                                (8,364)
           SunCoke    Energy    Inc                Morgan    Stanley
       25,798                                                 (645)
           Sunnova    Energy    International       Inc         Morgan    Stanley
      (26,921)                                                (5,115)
           SunPower     Corp                   Bank   of  America    Merrill    Lynch
      (11,859)                                                 9,487
           SunPower     Corp
      (17,913)                             HSBC                    15,584
           SunPower     Corp                   Morgan    Stanley
       21,728                                                6,518
           Sunrun    Inc                    Bank   of  America    Merrill    Lynch
       (2,667)                                                1,907
       1,412    Sunrun    Inc                    Bank   of  America    Merrill    Lynch        (1,010)
           Sunrun    Inc                    Barclays     Bank
       8,026                                                4,053
           Sunrun    Inc                    Goldman    Sachs
       (2,361)                                                1,688
           Sunrun    Inc
       (2,741)                            HSBC                    2,042
           Sunrun    Inc                    Morgan    Stanley
      (13,039)                                                (6,585)
           Sunrun    Inc                    Morgan    Stanley
       20,970                                                10,590
           Sunstone     Hotel   Investors     Inc  (Reit)         Bank   of  America    Merrill    Lynch
      201,515                                                 8,060
           Sunstone     Hotel   Investors     Inc  (Reit)         Barclays     Bank
       39,416                                                14,584
           Sunstone     Hotel   Investors     Inc  (Reit)         Goldman    Sachs
       68,988                                                2,759
           Sunstone     Hotel   Investors     Inc  (Reit)
       82,967                            HSBC                    8,297
           Sunstone     Hotel   Investors     Inc  (Reit)         Morgan    Stanley
       73,625                                                27,242
           Superior     Energy    Services     Inc           Goldman    Sachs
      193,829                                                (15,526)
           Supernus     Pharmaceuticals        Inc           Barclays     Bank
       (1,802)                                                (2,955)
           Supernus     Pharmaceuticals        Inc           Barclays     Bank
       22,088                                                36,224
           Supernus     Pharmaceuticals        Inc           Goldman    Sachs
       17,890                                                24,364
           Supernus     Pharmaceuticals        Inc
       6,381                            HSBC                    10,720
           Supernus     Pharmaceuticals        Inc           Morgan    Stanley
       9,346                                               14,097
           Surface    Oncology     Inc               Bank   of  America    Merrill    Lynch
       65,671                                                11,164
           Surface    Oncology     Inc               Barclays     Bank
       20,121                                                (6,640)
           Surface    Oncology     Inc               Goldman    Sachs
       16,844                                                2,863
           Surface    Oncology     Inc               Morgan    Stanley
       11,868                                                (3,916)
           Surgery    Partners     Inc               Bank   of  America    Merrill    Lynch
       15,828                                                32,131
           Surgery    Partners     Inc               Goldman    Sachs
       9,090                                               18,453
           Surgery    Partners     Inc
       14,980                            HSBC                    30,559
           Surgery    Partners     Inc               Morgan    Stanley
       20,851                                                19,183
           Surmodics     Inc                  Bank   of  America    Merrill    Lynch
      (15,838)                                                (12,512)
           Surmodics     Inc                  Barclays     Bank
        (774)                                                (209)
           Surmodics     Inc                  Goldman    Sachs
       (5,066)                                                 (956)
           Surmodics     Inc                  Morgan    Stanley
        (715)                                                (193)
           Sutro   Biopharma     Inc               Bank   of  America    Merrill    Lynch
       10,794                                                5,073
           Sutro   Biopharma     Inc               Barclays     Bank
       7,334                                                5,794
           Sutro   Biopharma     Inc               Goldman    Sachs
       7,257                                                3,411
           Sutro   Biopharma     Inc
       8,980                            HSBC                    2,425
                                303/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Sutro   Biopharma     Inc               Morgan    Stanley
       17,367                                                13,720
           SVB  Financial     Group                Bank   of  America    Merrill    Lynch
       2,053                                                2,963
           SVB  Financial     Group                Barclays     Bank
       1,274                                                2,765
           SVB  Financial     Group                Goldman    Sachs
        382                                               (332)
           SVB  Financial     Group
        927                          HSBC                    1,818
           SVB  Financial     Group                Morgan    Stanley
       1,830                                                3,971
           SVMK   Inc                     Barclays     Bank
       7,605                                                2,129
           SVMK   Inc                     Goldman    Sachs
       17,077                                                3,586
           SVMK   Inc
       12,308                            HSBC                    16,370
           SVMK   Inc                     Morgan    Stanley
       23,942                                                6,704
           Switch    Inc   ’A’
      (20,559)                             HSBC                   (30,221)
           Switch    Inc   ’A’                 Morgan    Stanley
      (24,267)                                                 7,523
      (63,906)     Sykes   Enterprises      Inc              Bank   of  America    Merrill    Lynch       (16,616)
           Sykes   Enterprises      Inc              Goldman    Sachs
      (15,663)                                                (4,072)
           Sykes   Enterprises      Inc
       (3,172)                            HSBC                    8,723
           Sykes   Enterprises      Inc              Morgan    Stanley
      (31,909)                                                (27,761)
           Synaptics     Inc                  Bank   of  America    Merrill    Lynch
       (2,116)                                                2,895
           Synaptics     Inc                  Barclays     Bank
      (12,716)                                                (11,063)
           Synaptics     Inc                  Goldman    Sachs
       (3,506)                                                9,326
           Synaptics     Inc
        (559)                           HSBC                    1,505
           Synaptics     Inc                  Morgan    Stanley
       (6,067)                                                (5,278)
           Synchronoss      Technologies       Inc           Barclays     Bank
      (17,665)                                                (1,767)
           Synchrony     Financial                  Barclays     Bank
       (8,032)                                                (4,659)
           Synchrony     Financial                  Goldman    Sachs
       (8,482)                                                (3,647)
           Synchrony     Financial
       (3,851)                            HSBC                    (1,866)
           Synchrony     Financial                  Morgan    Stanley
       (9,249)                                                (5,364)
           Syndax    Pharmaceuticals        Inc            Bank   of  America    Merrill    Lynch
       19,749                                                5,332
           Syneos    Health    Inc                Bank   of  America    Merrill    Lynch
       (2,089)                                                (7,830)
           Syneos    Health    Inc                Goldman    Sachs
        (902)                                               (2,477)
           Syneos    Health    Inc
      (14,083)                             HSBC                   (96,891)
           Syneos    Health    Inc
       9,751                            HSBC                    63,022
           Syneos    Health    Inc                Morgan    Stanley
       (3,762)                                                (7,561)
           Syneos    Health    Inc                Morgan    Stanley
       7,244                                               14,560
           Synlogic     Inc
      (31,575)                             HSBC                    5,999
        611   Synnex    Corp                    Goldman    Sachs                 729
           Synnex    Corp                    Morgan    Stanley
       4,128                                               12,838
           Synopsys     Inc                   Bank   of  America    Merrill    Lynch
       1,580                                                3,713
           Synopsys     Inc                   Barclays     Bank
       3,671                                               19,949
           Synopsys     Inc                   Goldman    Sachs
       4,791                                               10,542
           Synopsys     Inc
       3,803                            HSBC                    11,558
           Synopsys     Inc                   Morgan    Stanley
       5,789                                               38,671
           Synovus    Financial     Corp              Bank   of  America    Merrill    Lynch
       77,372                                                7,737
           Synovus    Financial     Corp              Barclays     Bank
       1,442                                                 303
           Synovus    Financial     Corp              Goldman    Sachs
       1,062                                                 106
           Synovus    Financial     Corp
       16,027                            HSBC                    15,547
                                304/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Synovus    Financial     Corp              Morgan    Stanley
       41,147                                                8,641
           Syros   Pharmaceuticals        Inc            Bank   of  America    Merrill    Lynch
       (6,559)                                                 525
           Syros   Pharmaceuticals        Inc            Barclays     Bank
      (14,775)                                                (3,251)
           Syros   Pharmaceuticals        Inc            Goldman    Sachs
       (6,653)                                                 532
           Syros   Pharmaceuticals        Inc
       (4,362)                            HSBC                    1,309
           Syros   Pharmaceuticals        Inc            Morgan    Stanley
       (6,104)                                                (1,343)
           Sysco   Corp                    Bank   of  America    Merrill    Lynch
      (27,889)                                                 5,299
           Sysco   Corp                    Barclays     Bank
      (14,285)                                                (29,158)
           Sysco   Corp                    Goldman    Sachs
       (1,352)                                                (1,235)
           Sysco   Corp
       (9,177)                            HSBC                    (8,305)
           Sysco   Corp                    Morgan    Stanley
      (15,146)                                                (35,744)
           Systemax     Inc                   Goldman    Sachs
       5,208                                                4,114
       12,574    Systemax     Inc                   Morgan    Stanley                10,688
           T Rowe   Price   Group   Inc              Bank   of  America    Merrill    Lynch
       (1,000)                                                (2,227)
           T Rowe   Price   Group   Inc              Goldman    Sachs
       (1,110)                                                (1,697)
           T Rowe   Price   Group   Inc
        (928)                           HSBC                    (3,526)
           T Rowe   Price   Group   Inc              Morgan    Stanley
       (5,591)                                               (13,195)
           Tabula    Rasa   HealthCare      Inc
       4,316                            HSBC                    (6,992)
           Tactile    Systems    Technology      Inc          Barclays     Bank
       1,250                                                4,969
           Tactile    Systems    Technology      Inc          Goldman    Sachs
       2,617                                               19,791
           Tactile    Systems    Technology      Inc
       2,320                            HSBC                    20,519
           Tactile    Systems    Technology      Inc          Morgan    Stanley
        727                                               2,890
           Tailored     Brands    Inc               Goldman    Sachs
      (43,480)                                                (1,739)
           Tailored     Brands    Inc               Morgan    Stanley
      (21,247)                                                (7,012)
           Take-Two     Interactive      Software     Inc        Bank   of  America    Merrill    Lynch
       1,390                                               (1,404)
           Take-Two     Interactive      Software     Inc        Barclays     Bank
        (723)                                               (2,408)
           Take-Two     Interactive      Software     Inc        Goldman    Sachs
       3,564                                               (3,600)
           Take-Two     Interactive      Software     Inc
       4,277                            HSBC                    23,623
           Take-Two     Interactive      Software     Inc        Morgan    Stanley
       2,703                                                9,001
           Take-Two     Interactive      Software     Inc        Morgan    Stanley
       (1,882)                                                (5,686)
           Tallgrass     Energy    LP  ’A’             Goldman    Sachs
      (26,619)                                                 5,516
           Talos   Energy    Inc                 Morgan    Stanley
       11,742                                                 (587)
           Tandem    Diabetes     Care   Inc             Barclays     Bank
       (3,341)                                                (2,740)
           Tandem    Diabetes     Care   Inc
       (1,192)                            HSBC                   (14,173)
       2,648    Tandem    Diabetes     Care   Inc             HSBC                    31,485
           Tandem    Diabetes     Care   Inc             Morgan    Stanley
       (2,413)                                                (1,978)
           Tandem    Diabetes     Care   Inc             Morgan    Stanley
        830                                                681
           Tanger    Factory    Outlet    Centers    Inc  (Reit)      Bank   of  America    Merrill    Lynch
       (2,844)                                                2,872
           Tanger    Factory    Outlet    Centers    Inc  (Reit)      Barclays     Bank
       53,593                                                4,823
           Tanger    Factory    Outlet    Centers    Inc  (Reit)      Goldman    Sachs
       2,029                                               (2,049)
           Tanger    Factory    Outlet    Centers    Inc  (Reit)
       18,885                            HSBC                   (11,331)
           Tapestry     Inc                   Bank   of  America    Merrill    Lynch
       (9,740)                                                (5,971)
           Tapestry     Inc                   Barclays     Bank
       (8,218)                                                (3,123)
           Tapestry     Inc                   Goldman    Sachs
      (14,086)                                                  423
           Tapestry     Inc
      (16,703)                             HSBC                    7,941
                                305/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Tapestry     Inc                   Morgan    Stanley
      (43,848)                                                (16,663)
           Targa   Resources     Corp               Bank   of  America    Merrill    Lynch
      (19,786)                                                50,454
           Targa   Resources     Corp               Bank   of  America    Merrill    Lynch
       9,736                                               (24,827)
           Targa   Resources     Corp               Barclays     Bank
       (1,270)                                                1,041
           Targa   Resources     Corp               Goldman    Sachs
       (2,423)                                                3,823
           Targa   Resources     Corp
       (2,967)                            HSBC                    8,140
           Targa   Resources     Corp
       2,836                            HSBC                    (9,047)
           Targa   Resources     Corp               Morgan    Stanley
       (1,111)                                                 911
           Targa   Resources     Corp               Morgan    Stanley
       1,180                                                (968)
           Target    Corp                    Bank   of  America    Merrill    Lynch
       2,644                                               34,478
           Target    Corp                    Barclays     Bank
        284                                               (219)
           Target    Corp                    Goldman    Sachs
       1,576                                               20,551
       1,096    Target    Corp                    HSBC                    17,646
           Target    Corp                    Morgan    Stanley
       3,301                                               (2,542)
           Target    Hospitality      Corp
       36,407                            HSBC                   (28,762)
           Target    Hospitality      Corp              Morgan    Stanley
       85,923                                                26,636
           Taubman    Centers    Inc  (Reit)             Bank   of  America    Merrill    Lynch
      (12,531)                                                33,332
           Taubman    Centers    Inc  (Reit)             Bank   of  America    Merrill    Lynch
       7,092                                               (18,865)
           Taubman    Centers    Inc  (Reit)             Barclays     Bank
       7,409                                                (222)
           Taubman    Centers    Inc  (Reit)
       (1,378)                            HSBC                    3,790
           Taubman    Centers    Inc  (Reit)
       13,380                            HSBC                   (36,795)
           Taubman    Centers    Inc  (Reit)             Morgan    Stanley
       (1,872)                                                  56
           Taubman    Centers    Inc  (Reit)             Morgan    Stanley
       13,314                                                 (399)
           Taylor    Morrison     Home   Corp   ’A’          Barclays     Bank
      (12,298)                                                (6,903)
           Taylor    Morrison     Home   Corp   ’A’          Goldman    Sachs
      (10,443)                                                (6,153)
           Taylor    Morrison     Home   Corp   ’A’          Goldman    Sachs
       10,489                                                5,979
           Taylor    Morrison     Home   Corp   ’A’
      (41,189)                             HSBC                   (62,968)
           Taylor    Morrison     Home   Corp   ’A’          Morgan    Stanley
      (65,263)                                                (42,060)
           TCF  Financial     Corp                Bank   of  America    Merrill    Lynch
       10,191                                                11,374
           TCF  Financial     Corp                Barclays     Bank
       13,625                                                16,350
           TCF  Financial     Corp                Goldman    Sachs
       14,027                                                12,344
           TCF  Financial     Corp
       15,546                            HSBC                     (352)
           TCF  Financial     Corp                Morgan    Stanley
       91,957                                               110,348
           TCR2   Therapeutics       Inc              Bank   of  America    Merrill    Lynch
       (3,162)                                                (5,249)
       (6,147)    TCR2   Therapeutics       Inc              Morgan    Stanley                (3,196)
           TD  Ameritrade      Holding    Corp            Bank   of  America    Merrill    Lynch
       7,448                                               86,099
           TD  Ameritrade      Holding    Corp            Morgan    Stanley
       8,618                                               35,592
           TE  Connectivity       Ltd               Bank   of  America    Merrill    Lynch
       (1,104)                                                  88
           TE  Connectivity       Ltd               Barclays     Bank
       (4,586)                                               (11,144)
           TE  Connectivity       Ltd               Goldman    Sachs
       (3,917)                                                (2,695)
           TE  Connectivity       Ltd
      (10,267)                             HSBC                    7,342
           TE  Connectivity       Ltd               Morgan    Stanley
      (12,468)                                                (30,297)
           Team   Inc                     Barclays     Bank
       (1,891)                                                 432
           Team   Inc                     Goldman    Sachs
      (46,708)                                                16,348
           Team   Inc                     Morgan    Stanley
       (6,426)                                                (1,285)
                                306/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Tech   Data   Corp                  Goldman    Sachs
        325                                               4,631
           TechnipFMC      Plc                  Bank   of  America    Merrill    Lynch
       3,671                                               (2,908)
           TechnipFMC      Plc                  Barclays     Bank
       2,762                                                (829)
           TechnipFMC      Plc                  Goldman    Sachs
       11,898                                               (10,185)
           TechnipFMC      Plc
       14,562                            HSBC                   (15,223)
           TechnipFMC      Plc                  Morgan    Stanley
       20,319                                                (6,096)
           TechTarget      Inc                  Goldman    Sachs
       14,080                                               (24,688)
           TechTarget      Inc
       1,163                            HSBC                    (2,158)
           TechTarget      Inc                  Morgan    Stanley
       6,229                                               (11,274)
           Teekay    Corp                    Bank   of  America    Merrill    Lynch
       29,309                                               (16,120)
           Teekay    Corp                    Goldman    Sachs
       24,027                                               (13,215)
           Teekay    Corp                    Morgan    Stanley
       39,189                                                (7,446)
       (6,034)    TEGNA   Inc                    Goldman    Sachs                 (845)
           TEGNA   Inc
      (88,286)                             HSBC                   (26,486)
           TEGNA   Inc                    Morgan    Stanley
      (12,224)                                                (2,567)
           Tejon   Ranch   Co                 Bank   of  America    Merrill    Lynch
       (9,480)                                                (2,180)
           Tejon   Ranch   Co                 Barclays     Bank
      (18,061)                                                (4,154)
           Tejon   Ranch   Co                 Goldman    Sachs
      (46,382)                                                (10,668)
           Tejon   Ranch   Co
       (5,392)                            HSBC                    1,294
           Tejon   Ranch   Co                 Morgan    Stanley
      (69,904)                                                (16,078)
           Teladoc    Health    Inc                Barclays     Bank
       (1,704)                                                (6,918)
           Teladoc    Health    Inc                Barclays     Bank
       4,818                                               19,561
           Teladoc    Health    Inc
       3,390                            HSBC                    17,239
           Teladoc    Health    Inc                Morgan    Stanley
       4,210                                               14,909
           Telaria    Inc                   Barclays     Bank
      (11,334)                                                 (680)
           Telaria    Inc                   Goldman    Sachs
      (15,460)                                                (10,667)
           Telaria    Inc
       (4,869)                            HSBC                    (4,019)
           Telaria    Inc                   Morgan    Stanley
       (9,766)                                                 (586)
           Teledyne     Technologies       Inc            Barclays     Bank
        937                                              (3,579)
           Teledyne     Technologies       Inc            Goldman    Sachs
       9,229                                               13,327
           Teledyne     Technologies       Inc
       2,222                            HSBC                    10,023
           Teledyne     Technologies       Inc            Morgan    Stanley
       20,532                                               (78,432)
           Teleflex     Inc                   Bank   of  America    Merrill    Lynch
       (1,033)                                                (7,097)
           Teleflex     Inc                   Barclays     Bank
        (646)                                               (4,522)
       (1,816)    Teleflex     Inc                   Goldman    Sachs                (7,336)
           Teleflex     Inc
        (280)                           HSBC                    (4,476)
           Teleflex     Inc                   Morgan    Stanley
       (1,102)                                                (5,496)
           Telefonica      Brasil    SA  ADR             Goldman    Sachs
       4,935                                                (197)
           Telefonica      Brasil    SA  ADR
       32,387                            HSBC                    11,335
           Telefonica      Brasil    SA  ADR             Morgan    Stanley
       75,562                                                10,579
           Telenav    Inc                   Barclays     Bank
       (6,146)                                                (1,475)
           Telenav    Inc                   Goldman    Sachs
      (33,657)                                                (25,916)
           Telenav    Inc                   Morgan    Stanley
       (9,077)                                                (2,178)
           Telephone     & Data   Systems    Inc           Bank   of  America    Merrill    Lynch
       41,365                                                6,619
           Telephone     & Data   Systems    Inc           Barclays     Bank
       19,097                                                6,875
                                307/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Telephone     & Data   Systems    Inc           Goldman    Sachs
       39,817                                                6,370
           Telephone     & Data   Systems    Inc
       53,205                            HSBC                    1,064
           Telephone     & Data   Systems    Inc           Morgan    Stanley
       54,486                                                19,615
           Tempur    Sealy   International       Inc          Barclays     Bank
       2,174                                                1,131
           Tempur    Sealy   International       Inc          Goldman    Sachs
       1,169                                               (1,722)
           Tempur    Sealy   International       Inc
       1,208                            HSBC                     (846)
           Tempur    Sealy   International       Inc          Morgan    Stanley
       10,471                                                5,445
           Tenable    Holdings     Inc               Bank   of  America    Merrill    Lynch
       2,345                                                 797
           Tenable    Holdings     Inc               Barclays     Bank
       (2,152)                                                 732
           Tenable    Holdings     Inc               Barclays     Bank
       1,563                                                (531)
           Tenable    Holdings     Inc               Goldman    Sachs
       2,754                                                 936
           Tenable    Holdings     Inc               Goldman    Sachs
       (2,583)                                                 (93)
       5,900    Tenable    Holdings     Inc               HSBC                    7,316
           Tenable    Holdings     Inc               Morgan    Stanley
       (4,237)                                                1,441
           Tenable    Holdings     Inc               Morgan    Stanley
       1,095                                                (372)
           Tenet   Healthcare      Corp               Barclays     Bank
       (3,279)                                                (3,968)
           Tenet   Healthcare      Corp               Goldman    Sachs
       (1,624)                                                (3,394)
           Tenet   Healthcare      Corp
      (15,464)                             HSBC                   (45,464)
           Tenet   Healthcare      Corp               Morgan    Stanley
       (7,814)                                                (9,455)
           Tennant    Co                   Bank   of  America    Merrill    Lynch
       (4,794)                                                2,493
           Tennant    Co                   Barclays     Bank
      (10,257)                                                (6,574)
           Tennant    Co                   Goldman    Sachs
       (7,453)                                                 520
           Tennant    Co
       (4,646)                            HSBC                    15,518
           Tennant    Co                   Morgan    Stanley
      (10,904)                                                (11,449)
           Tenneco    Inc   ’A’                 Barclays     Bank
       4,275                                                5,002
           Tenneco    Inc   ’A’                 Goldman    Sachs
       6,728                                                 556
           Tenneco    Inc   ’A’
       18,529                            HSBC                   (10,931)
           Tenneco    Inc   ’A’                 Morgan    Stanley
       35,244                                                41,235
           Teradata     Corp                   Bank   of  America    Merrill    Lynch
       2,479                                                 (99)
           Teradata     Corp                   Barclays     Bank
       4,351                                                (435)
           Teradata     Corp                   Goldman    Sachs
       3,060                                                (122)
           Teradata     Corp
       2,785                            HSBC                    1,899
           Teradata     Corp                   Morgan    Stanley
      (14,503)                                                 1,450
           Teradata     Corp                   Morgan    Stanley
       1,750                                                (175)
       1,776    Teradyne     Inc                   Bank   of  America    Merrill    Lynch        (5,594)
           Teradyne     Inc                   Barclays     Bank
       (1,464)                                                (2,430)
           Teradyne     Inc                   Barclays     Bank
       1,404                                                2,331
           Teradyne     Inc                   Goldman    Sachs
       (3,749)                                                11,809
           Teradyne     Inc                   Goldman    Sachs
       4,221                                               (7,755)
           Teradyne     Inc
       (2,025)                            HSBC                     (223)
           Teradyne     Inc
       1,730                            HSBC                     190
           Teradyne     Inc                   Morgan    Stanley
       (2,803)                                                (4,653)
           Teradyne     Inc                   Morgan    Stanley
       2,269                                                3,767
           Terex   Corp                    Barclays     Bank
       (5,339)                                                 137
           Terex   Corp                    Goldman    Sachs
      (22,757)                                                22,757
                                308/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Terex   Corp
       (7,883)                            HSBC                    2,630
           Terex   Corp                    Morgan    Stanley
       (7,279)                                                 307
           TerraForm     Power   Inc   ’A’             Bank   of  America    Merrill    Lynch
       8,804                                                (528)
           TerraForm     Power   Inc   ’A’             Barclays     Bank
       69,411                                                  -
           TerraForm     Power   Inc   ’A’             Goldman    Sachs
      113,513                                                (6,811)
           TerraForm     Power   Inc   ’A’
       41,795                            HSBC                   (21,843)
           TerraForm     Power   Inc   ’A’             Morgan    Stanley
       61,834                                                  -
           Terreno    Realty    Corp   (Reit)             Bank   of  America    Merrill    Lynch
       5,607                                                8,467
           Terreno    Realty    Corp   (Reit)             Barclays     Bank
       35,375                                                52,709
           Terreno    Realty    Corp   (Reit)             Goldman    Sachs
       35,730                                                53,997
           Terreno    Realty    Corp   (Reit)
       60,384                            HSBC                   130,385
           Terreno    Realty    Corp   (Reit)             Morgan    Stanley
      117,547                                                174,484
        881   Territorial      Bancorp    Inc             Barclays     Bank                 661
           Territorial      Bancorp    Inc
       3,519                            HSBC                    3,519
           Territorial      Bancorp    Inc             Morgan    Stanley
       2,795                                                2,096
           Tesla   Inc                    Bank   of  America    Merrill    Lynch
        (598)                                               14,494
           Tesla   Inc                    Barclays     Bank
         50                                               (240)
           Tesla   Inc                    Barclays     Bank
        (672)                                               3,226
           Tesla   Inc                    Morgan    Stanley
        628                                              (3,014)
           TESSCO    Technologies       Inc             Bank   of  America    Merrill    Lynch
       5,495                                                (495)
           TESSCO    Technologies       Inc             Barclays     Bank
       14,683                                                 (587)
           TESSCO    Technologies       Inc             Goldman    Sachs
       16,368                                                (1,473)
           TESSCO    Technologies       Inc
       6,417                            HSBC                    (5,647)
           TESSCO    Technologies       Inc             Morgan    Stanley
       32,182                                                (1,287)
           Tetra   Tech   Inc                  Bank   of  America    Merrill    Lynch
       8,389                                               19,528
           Tetra   Tech   Inc                  Barclays     Bank
       12,901                                                36,737
           Tetra   Tech   Inc                  Goldman    Sachs
       13,899                                                26,920
           Tetra   Tech   Inc
       12,374                            HSBC                    15,510
           Tetra   Tech   Inc                  Morgan    Stanley
       12,223                                                35,325
           TETRA   Technologies       Inc              Goldman    Sachs
      (105,080)                                                 6,830
           Tetraphase      Pharmaceuticals        Inc          Bank   of  America    Merrill    Lynch
       5,453                                                 -
           Tetraphase      Pharmaceuticals        Inc          Goldman    Sachs
       2,482                                                 -
           Texas   Capital    Bancshares      Inc           Bank   of  America    Merrill    Lynch
       (1,217)                                                 (947)
           Texas   Capital    Bancshares      Inc           Barclays     Bank
       (1,289)                                                 (748)
       (6,964)    Texas   Capital    Bancshares      Inc           Goldman    Sachs                 696
           Texas   Capital    Bancshares      Inc
       (1,182)                            HSBC                    1,761
           Texas   Capital    Bancshares      Inc           Morgan    Stanley
       2,183                                                1,266
           Texas   Capital    Bancshares      Inc           Morgan    Stanley
       (4,248)                                                (2,464)
           Texas   Instruments      Inc              Barclays     Bank
       (8,313)                                               (36,494)
           Texas   Instruments      Inc              Goldman    Sachs
        559                                               3,174
           Texas   Instruments      Inc              Goldman    Sachs
       (1,727)                                                (5,872)
           Texas   Instruments      Inc
        887                          HSBC                    3,155
           Texas   Instruments      Inc
       (1,615)                            HSBC                    (2,083)
           Texas   Instruments      Inc              Morgan    Stanley
       8,849                                               38,847
           Texas   Instruments      Inc              Morgan    Stanley
       (2,737)                                               (12,015)
                                309/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Texas   Roadhouse     Inc               Bank   of  America    Merrill    Lynch
       58,238                                                39,019
           Texas   Roadhouse     Inc               Goldman    Sachs
       1,729                                                1,158
           Texas   Roadhouse     Inc
       32,055                            HSBC                   (11,840)
           Texas   Roadhouse     Inc               Morgan    Stanley
       13,212                                                6,342
           Textainer     Group   Holdings     Ltd           Bank   of  America    Merrill    Lynch
      (17,589)                                                 2,287
           Textainer     Group   Holdings     Ltd           Goldman    Sachs
      (17,459)                                                 2,270
           Textainer     Group   Holdings     Ltd           Morgan    Stanley
       (6,629)                                                (1,193)
           TFS  Financial     Corp                Bank   of  America    Merrill    Lynch
      (99,952)                                                (62,970)
           TFS  Financial     Corp                Barclays     Bank
      (12,168)                                                (6,692)
           TFS  Financial     Corp                Goldman    Sachs
      (125,851)                                                (79,286)
           TFS  Financial     Corp
      (30,686)                             HSBC                   (19,332)
           TFS  Financial     Corp                Morgan    Stanley
      (128,651)                                                (70,758)
      (36,366)     TG  Therapeutics       Inc               Barclays     Bank               (20,729)
           TG  Therapeutics       Inc               Goldman    Sachs
       (7,976)                                                (2,559)
           TG  Therapeutics       Inc
      (10,766)                             HSBC                     (538)
           TG  Therapeutics       Inc               Morgan    Stanley
       (9,743)                                                (5,554)
           TherapeuticsMD        Inc                Barclays     Bank
       12,562                                                (3,266)
           TherapeuticsMD        Inc
       14,380                            HSBC                    (3,398)
           Theravance      Biopharma     Inc             Barclays     Bank
       1,539                                                4,986
           Theravance      Biopharma     Inc
       1,672                            HSBC                    6,287
           Theravance      Biopharma     Inc             Morgan    Stanley
       12,187                                                39,486
           Thermo    Fisher    Scientific      Inc           Barclays     Bank
        (85)                                               (516)
           Thermo    Fisher    Scientific      Inc           Goldman    Sachs
        (87)                                               (612)
           Thermo    Fisher    Scientific      Inc
       (1,178)                            HSBC                   (22,606)
           Thermo    Fisher    Scientific      Inc           Morgan    Stanley
        (478)                                               (2,901)
           Thermon    Group   Holdings     Inc            Barclays     Bank
       29,103                                                12,805
           Thermon    Group   Holdings     Inc            Morgan    Stanley
       3,329                                                1,465
           Third   Point   Reinsurance      Ltd           Goldman    Sachs
       36,672                                                 (733)
           Third   Point   Reinsurance      Ltd           Morgan    Stanley
       64,701                                                6,470
           Thor   Industries      Inc               Bank   of  America    Merrill    Lynch
       4,348                                               (4,031)
           Thor   Industries      Inc               Barclays     Bank
       1,691                                                 203
           Thor   Industries      Inc               Goldman    Sachs
       3,048                                               (2,834)
           Thor   Industries      Inc
        414                          HSBC                    (1,473)
           Thor   Industries      Inc               Morgan    Stanley
       7,524                                                 903
      (16,700)     Tidewater     Inc                  Morgan    Stanley                (20,207)
           Tile   Shop   Holdings     Inc              Goldman    Sachs
      (88,880)                                                (23,109)
           Tile   Shop   Holdings     Inc              Morgan    Stanley
      (77,762)                                                (5,443)
           Tilly’s     Inc   ’A’                Bank   of  America    Merrill    Lynch
       22,420                                                4,820
           Tilly’s     Inc   ’A’                Barclays     Bank
       3,151                                                 867
           Tilly’s     Inc   ’A’                Goldman    Sachs
       31,958                                                6,871
           Tilly’s     Inc   ’A’
       3,399                            HSBC                     (663)
           Tilly’s     Inc   ’A’                Morgan    Stanley
       23,374                                                6,428
           TIM  Participacoes       SA  ADR             Goldman    Sachs
       15,431                                                3,549
           TIM  Participacoes       SA  ADR
       24,664                            HSBC                    20,224
           TIM  Participacoes       SA  ADR             Morgan    Stanley
       11,882                                                 119
                                310/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Timberland      Bancorp    Inc/WA              Bank   of  America    Merrill    Lynch
       11,679                                                15,416
           Timberland      Bancorp    Inc/WA              Barclays     Bank
       3,672                                                6,646
           Timberland      Bancorp    Inc/WA              Goldman    Sachs
       23,407                                                30,897
           Timberland      Bancorp    Inc/WA
         52                          HSBC                      68
           Timberland      Bancorp    Inc/WA              Morgan    Stanley
       6,620                                               11,982
           Timken    Co/The                    Barclays     Bank
       (9,281)                                                (3,712)
           Timken    Co/The                    Goldman    Sachs
       (5,578)                                                6,973
           Timken    Co/The
       (8,935)                            HSBC                    7,773
           Timken    Co/The                    Morgan    Stanley
       7,418                                                2,967
           Timken    Co/The                    Morgan    Stanley
       (5,105)                                                (2,042)
           TimkenSteel      Corp                 Bank   of  America    Merrill    Lynch
       6,776                                                2,304
           TimkenSteel      Corp                 Barclays     Bank
       36,418                                                18,209
       23,027    TimkenSteel      Corp                 Goldman    Sachs                7,829
           TimkenSteel      Corp
       63,613                            HSBC                   (96,056)
           TimkenSteel      Corp                 Morgan    Stanley
       48,203                                                24,102
           Tiptree    Inc                   Barclays     Bank
       10,314                                                3,507
           Tiptree    Inc                   Goldman    Sachs
       5,627                                                1,125
           Tiptree    Inc
       33,886                            HSBC                    4,744
           Tiptree    Inc                   Morgan    Stanley
       7,422                                                2,523
           Titan   International       Inc             Bank   of  America    Merrill    Lynch
       (5,981)                                                 897
           Titan   International       Inc             Barclays     Bank
      (10,434)                                                 (313)
           Titan   International       Inc             Goldman    Sachs
      (155,524)                                                 23,329
           Titan   International       Inc
      (36,970)                             HSBC                    (7,394)
           Titan   International       Inc             Morgan    Stanley
      (97,183)                                                (2,915)
           Titan   Machinery     Inc               Bank   of  America    Merrill    Lynch
       12,258                                               (52,709)
           Titan   Machinery     Inc               Goldman    Sachs
       12,123                                               (52,129)
           Titan   Machinery     Inc               Morgan    Stanley
       1,751                                               (7,459)
           Tivity    Health    Inc                Barclays     Bank
       5,100                                                2,652
           Tivity    Health    Inc                Goldman    Sachs
       3,000                                                2,902
           Tivity    Health    Inc                Morgan    Stanley
       17,374                                                9,034
           TiVo   Corp                     Bank   of  America    Merrill    Lynch
      (14,995)                                                (6,748)
           TiVo   Corp
      (10,710)                             HSBC                    (2,356)
           TiVo   Corp                     Morgan    Stanley
      (22,385)                                                (8,282)
           TJX  Cos  Inc/The                   Goldman    Sachs
      (11,246)                                                (17,590)
      (27,274)     TJX  Cos  Inc/The                   HSBC                   (57,002)
           TJX  Cos  Inc/The                   Morgan    Stanley
      (27,800)                                                (59,492)
           T-Mobile     US  Inc                 Bank   of  America    Merrill    Lynch
      (52,011)                                                (50,451)
           T-Mobile     US  Inc                 Barclays     Bank
      (20,172)                                                (9,077)
           T-Mobile     US  Inc                 Goldman    Sachs
      (47,839)                                                (46,404)
           T-Mobile     US  Inc
       (7,458)                            HSBC                    14,171
           T-Mobile     US  Inc                 Morgan    Stanley
      (25,771)                                                (11,597)
           Toll   Brothers     Inc                Bank   of  America    Merrill    Lynch
       (9,977)                                                (5,088)
           Toll   Brothers     Inc                Barclays     Bank
      (38,214)                                                (45,856)
           Toll   Brothers     Inc                Goldman    Sachs
      (35,563)                                                (18,137)
           Toll   Brothers     Inc
      (22,269)                             HSBC                   (19,374)
                                311/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Toll   Brothers     Inc                Morgan    Stanley
      (34,094)                                                (40,913)
           Tompkins     Financial     Corp              Barclays     Bank
      (14,183)                                                (8,864)
           Tompkins     Financial     Corp              Goldman    Sachs
      (11,443)                                                 1,074
           Tompkins     Financial     Corp
      (12,703)                             HSBC                    19,611
           Tompkins     Financial     Corp              Morgan    Stanley
       (7,187)                                                (2,632)
           Tootsie    Roll   Industries      Inc           Barclays     Bank
      (13,508)                                                  405
           Tootsie    Roll   Industries      Inc
      (24,076)                             HSBC                   (20,946)
           TopBuild     Corp                   Bank   of  America    Merrill    Lynch
       (1,451)                                                (6,254)
           TopBuild     Corp                   Barclays     Bank
        (549)                                               (1,340)
           TopBuild     Corp                   Goldman    Sachs
        439                                               1,892
           TopBuild     Corp
        562                          HSBC                    3,496
           TopBuild     Corp
        (348)                           HSBC                     (816)
       2,267    TopBuild     Corp                   Morgan    Stanley                 5,531
           Toro   Co/The                     Bank   of  America    Merrill    Lynch
      (12,284)                                                (23,708)
           Toro   Co/The                     Barclays     Bank
        (887)                                                (958)
           Toro   Co/The                     Goldman    Sachs
      (17,247)                                                (33,287)
           Toro   Co/The
       (7,785)                            HSBC                    (4,671)
           Toro   Co/The                     Morgan    Stanley
      (28,327)                                                (30,593)
           Tower   Semiconductor       Ltd             Barclays     Bank
       (2,243)                                                 (224)
           Tower   Semiconductor       Ltd
       (2,022)                            HSBC                    1,072
           Towne   Bank/Portsmouth        VA            Barclays     Bank
       5,689                                                1,096
           Towne   Bank/Portsmouth        VA            Goldman    Sachs
       12,043                                                1,301
           Towne   Bank/Portsmouth        VA
       22,139                            HSBC                    (3,977)
           Towne   Bank/Portsmouth        VA            Morgan    Stanley
       29,592                                                8,286
           Townsquare      Media   Inc   ’A’            Bank   of  America    Merrill    Lynch
       42,206                                                24,057
           Townsquare      Media   Inc   ’A’            Barclays     Bank
       15,389                                                8,156
           Townsquare      Media   Inc   ’A’            Goldman    Sachs
       34,668                                                19,761
           Townsquare      Media   Inc   ’A’            Morgan    Stanley
       5,910                                                3,132
           TPG  RE  Finance    Trust   Inc  (Reit)           Bank   of  America    Merrill    Lynch
      165,161                                                11,561
           TPG  RE  Finance    Trust   Inc  (Reit)           Barclays     Bank
       2,431                                                 340
           TPI  Composites      Inc                Bank   of  America    Merrill    Lynch
       (6,882)                                                (4,955)
           TPI  Composites      Inc
       (5,771)                            HSBC                    (7,156)
           TPI  Composites      Inc                Morgan    Stanley
      (12,023)                                                (6,613)
           Tractor    Supply    Co                Bank   of  America    Merrill    Lynch
        (645)                                               1,716
       (3,329)    Tractor    Supply    Co                Barclays     Bank                9,022
           Tractor    Supply    Co                Goldman    Sachs
       (2,109)                                                5,123
           Tractor    Supply    Co                Morgan    Stanley
       8,780                                               (23,794)
           Tractor    Supply    Co                Morgan    Stanley
       (5,857)                                                15,872
           Trade   Desk   Inc/The     ’A’             Barclays     Bank
        511                                              11,773
           Trade   Desk   Inc/The     ’A’             Goldman    Sachs
        (93)                                              (3,497)
           Trade   Desk   Inc/The     ’A’
       (1,839)                            HSBC                   (130,974)
           Trade   Desk   Inc/The     ’A’             Morgan    Stanley
        389                                               8,963
           Trade   Desk   Inc/The     ’A’             Morgan    Stanley
       (6,613)                                               (152,363)
           Tradeweb     Markets    Inc   ’A’            Bank   of  America    Merrill    Lynch
       (8,364)                                               (10,081)
           Tradeweb     Markets    Inc   ’A’            Barclays     Bank
        (580)                                                110
                                312/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Tradeweb     Markets    Inc   ’A’
       (3,869)                            HSBC                    (6,616)
           Transcat     Inc                   Morgan    Stanley
      (10,900)                                                 1,853
           Translate     Bio  Inc                Barclays     Bank
       (3,392)                                                 (407)
           TransMedics      Group   Inc              Barclays     Bank
      (27,362)                                                (24,626)
           TransMedics      Group   Inc              Goldman    Sachs
       (2,423)                                                (1,430)
           Transocean      Ltd                  Bank   of  America    Merrill    Lynch
      171,688                                                24,036
           Transocean      Ltd                  Barclays     Bank
      107,572                                                27,969
           Transocean      Ltd                  Goldman    Sachs
       54,164                                                7,583
           Transocean      Ltd
      174,423                             HSBC                   (68,025)
           Transocean      Ltd                  Morgan    Stanley
      215,989                                                56,158
           Transportadora        de  Gas  del  Sur  SA  ’B’   ADR   Goldman    Sachs
       (5,178)                                                  -
                                   Bank   of  America    Merrill    Lynch
       7,113    TransUnion                                            7,201
       30,030    TransUnion                        Barclays     Bank               94,295
                                   Goldman    Sachs
       8,015    TransUnion                                            9,240
       5,335    TransUnion                        HSBC                    24,891
                                   Morgan    Stanley
       1,270    TransUnion                                            2,407
           TravelCenters       of  America    Inc           Goldman    Sachs
       (5,845)                                                2,747
           Travelers     Cos  Inc/The                Bank   of  America    Merrill    Lynch
       (4,283)                                               (13,663)
           Travelers     Cos  Inc/The                Barclays     Bank
       2,191                                                3,571
           Travelers     Cos  Inc/The                Barclays     Bank
       (6,069)                                                (9,892)
           Travelers     Cos  Inc/The                Goldman    Sachs
       (5,799)                                               (16,356)
           Travelers     Cos  Inc/The
       (2,316)                            HSBC                    (8,037)
           Travelers     Cos  Inc/The                Morgan    Stanley
       1,465                                                2,388
           Travelers     Cos  Inc/The                Morgan    Stanley
       (8,787)                                               (14,323)
       (2,505)    Travelzoo                        HSBC                    (1,528)
           Trecora    Resources                   Bank   of  America    Merrill    Lynch
      (20,561)                                                10,486
           Tredegar     Corp                   Barclays     Bank
       3,364                                                 774
           TreeHouse     Foods   Inc               Bank   of  America    Merrill    Lynch
       (1,519)                                                 820
           TreeHouse     Foods   Inc               Barclays     Bank
       (1,309)                                                (1,676)
           TreeHouse     Foods   Inc               Goldman    Sachs
       (5,087)                                                2,747
           TreeHouse     Foods   Inc
       (9,879)                            HSBC                    (1,485)
           TreeHouse     Foods   Inc               Morgan    Stanley
      (12,025)                                                (15,392)
           Trex   Co  Inc                   Bank   of  America    Merrill    Lynch
         86                                                20
           Trex   Co  Inc                   Barclays     Bank
       (3,712)                                                (7,572)
           Trex   Co  Inc
       2,717                            HSBC                    (2,635)
           Trex   Co  Inc
       (2,030)                            HSBC                    (5,954)
           Trex   Co  Inc                   Morgan    Stanley
       3,042                                                6,206
           Trex   Co  Inc                   Morgan    Stanley
       (2,133)                                                (3,781)
           TRI  Pointe    Group   Inc               Barclays     Bank
       4,992                                                 309
           TRI  Pointe    Group   Inc               Goldman    Sachs
       19,310                                                5,284
           TRI  Pointe    Group   Inc
       73,299                            HSBC                    41,047
           Tribune    Publishing      Co              Bank   of  America    Merrill    Lynch
      (42,537)                                               (122,507)
           Tribune    Publishing      Co              Goldman    Sachs
       (2,387)                                                (6,875)
           Tricida    Inc                   Bank   of  America    Merrill    Lynch
        974                                               6,350
           Tricida    Inc                   Barclays     Bank
       3,457                                               (5,013)
                                313/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Tricida    Inc                   Goldman    Sachs
       4,347                                               19,569
           Tricida    Inc
       5,346                            HSBC                    9,774
           Tricida    Inc                   Morgan    Stanley
       7,156                                               (10,376)
           TriCo   Bancshares                    Barclays     Bank
       (6,886)                                                (3,168)
           TriCo   Bancshares                    Goldman    Sachs
      (14,966)                                                (2,544)
           TriMas    Corp                    Goldman    Sachs
      (25,567)                                                (10,200)
           TriMas    Corp
      (33,001)                             HSBC                   (15,067)
           TriMas    Corp                    Morgan    Stanley
      (41,620)                                                (36,626)
           Trimble    Inc                   Bank   of  America    Merrill    Lynch
      (48,939)                                                (52,604)
           Trimble    Inc                   Barclays     Bank
      (10,572)                                                (14,378)
           Trimble    Inc                   Goldman    Sachs
       (4,863)                                                (6,316)
           Trimble    Inc                   Morgan    Stanley
       (6,427)                                                (8,741)
       1,048    TriNet    Group   Inc                 Bank   of  America    Merrill    Lynch         272
           TriNet    Group   Inc                 Barclays     Bank
       (1,077)                                                 (668)
           TriNet    Group   Inc                 Goldman    Sachs
       (9,213)                                                (4,197)
           TriNet    Group   Inc                 Goldman    Sachs
       11,725                                                3,049
           TriNet    Group   Inc
       12,265                            HSBC                    11,652
           TriNet    Group   Inc                 Morgan    Stanley
       (2,319)                                                (1,438)
           Trinity    Industries      Inc              Barclays     Bank
       (5,958)                                                1,192
           Trinity    Industries      Inc              Goldman    Sachs
       3,928                                                (393)
           Trinity    Industries      Inc
       (3,681)                            HSBC                     589
           Trinity    Industries      Inc              Morgan    Stanley
       (4,403)                                                 881
           Trinity    Place   Holdings     Inc            Bank   of  America    Merrill    Lynch
      (50,634)                                                41,520
           Trinity    Place   Holdings     Inc            Barclays     Bank
       (2,631)                                                1,342
           Trinity    Place   Holdings     Inc            Goldman    Sachs
      (16,263)                                                13,336
           Trinseo    SA                   Goldman    Sachs
       (1,510)                                                6,735
           Trinseo    SA
      (28,641)                             HSBC                   221,395
           Trinseo    SA                   Morgan    Stanley
       (9,715)                                                10,104
           TripAdvisor      Inc                 Bank   of  America    Merrill    Lynch
       7,475                                               (19,061)
           TripAdvisor      Inc                 Barclays     Bank
       17,343                                                10,579
           TripAdvisor      Inc                 Goldman    Sachs
       22,304                                               (56,875)
           TripAdvisor      Inc
       9,263                            HSBC                   (23,681)
           TripAdvisor      Inc                 Morgan    Stanley
       26,939                                                16,433
           Triple-S     Management      Corp   ’B’          Bank   of  America    Merrill    Lynch
       (7,109)                                                2,701
      (11,052)     Triple-S     Management      Corp   ’B’          Goldman    Sachs                4,200
           Triple-S     Management      Corp   ’B’          Morgan    Stanley
       (4,849)                                                (7,370)
           TriState     Capital    Holdings     Inc          Bank   of  America    Merrill    Lynch
      168,492                                                15,164
           TriState     Capital    Holdings     Inc          Barclays     Bank
       8,267                                                2,067
           TriState     Capital    Holdings     Inc          Goldman    Sachs
       22,784                                                1,854
           Triton    International       Ltd/Bermuda             Barclays     Bank
      (51,869)                                                (43,467)
           Triton    International       Ltd/Bermuda             Goldman    Sachs
      (74,448)                                                (42,503)
           Triton    International       Ltd/Bermuda
      (60,214)                             HSBC                   (31,428)
           Triton    International       Ltd/Bermuda             Morgan    Stanley
      (98,232)                                                (84,480)
           Triumph    Bancorp    Inc               Barclays     Bank
       (3,360)                                                (2,453)
           Triumph    Bancorp    Inc               Goldman    Sachs
       (7,923)                                               (19,642)
                                314/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Triumph    Bancorp    Inc
       (2,278)                            HSBC                    (4,647)
           Triumph    Bancorp    Inc               Morgan    Stanley
       (6,460)                                                (4,285)
           Triumph    Group   Inc                Barclays     Bank
       (3,935)                                                3,620
           Triumph    Group   Inc
       (3,196)                            HSBC                    2,883
           Triumph    Group   Inc                Morgan    Stanley
      (11,308)                                                10,403
           Tronox    Holdings     Plc   ’A’             Barclays     Bank
       (2,585)                                                (1,034)
           Tronox    Holdings     Plc   ’A’             Goldman    Sachs
      (50,090)                                                (8,618)
           Tronox    Holdings     Plc   ’A’
      (11,710)                             HSBC                    (7,901)
           Tronox    Holdings     Plc   ’A’             Morgan    Stanley
      (98,338)                                                (39,335)
           TrueBlue     Inc                   Bank   of  America    Merrill    Lynch
       5,168                                                1,602
           TrueBlue     Inc                   Barclays     Bank
       25,639                                                11,538
           TrueBlue     Inc                   Goldman    Sachs
       17,341                                                5,376
       23,151    TrueBlue     Inc                   HSBC                    4,167
           TrueBlue     Inc                   Morgan    Stanley
       14,613                                                6,576
           TrueCar    Inc                   Bank   of  America    Merrill    Lynch
      131,439                                                71,634
           TrueCar    Inc                   Goldman    Sachs
      121,115                                                66,008
           TrueCar    Inc                   Morgan    Stanley
       67,600                                                19,266
           Trupanion     Inc                  Goldman    Sachs
       (4,942)                                                 (747)
           TrustCo    Bank   Corp   NY              Barclays     Bank
      (118,497)                                                 (8,295)
           TrustCo    Bank   Corp   NY              Goldman    Sachs
      (109,740)                                                 (4,090)
           TrustCo    Bank   Corp   NY
      (99,453)                             HSBC                    (2,460)
           TrustCo    Bank   Corp   NY              Morgan    Stanley
      (41,214)                                                (2,885)
           Trustmark     Corp                  Bank   of  America    Merrill    Lynch
      (39,676)                                                12,696
           Trustmark     Corp                  Barclays     Bank
      (13,123)                                                (3,150)
           Trustmark     Corp                  Goldman    Sachs
      (25,213)                                                 7,402
           Trustmark     Corp
       (3,011)                            HSBC                    2,018
           Trustmark     Corp                  Morgan    Stanley
      (14,453)                                                (3,469)
           TTEC   Holdings     Inc                Barclays     Bank
       9,608                                               13,163
           TTEC   Holdings     Inc                Goldman    Sachs
       9,622                                               13,856
           TTEC   Holdings     Inc
       10,242                            HSBC                    5,838
           TTEC   Holdings     Inc                Morgan    Stanley
       10,277                                                14,079
           TTM  Technologies       Inc               Barclays     Bank
       (9,696)                                                (5,527)
           TTM  Technologies       Inc               Goldman    Sachs
      (13,795)                                                (8,415)
           TTM  Technologies       Inc
      (17,793)                             HSBC                   (11,675)
      (63,010)     TTM  Technologies       Inc               Morgan    Stanley                (35,916)
           Tucows    Inc   ’A’                 Barclays     Bank
       (4,638)                                               (11,131)
           Tucows    Inc   ’A’
      (11,592)                             HSBC                    23,164
           Tucows    Inc   ’A’                 Morgan    Stanley
       (1,134)                                                (2,722)
           Tupperware      Brands    Corp              Bank   of  America    Merrill    Lynch
      (39,541)                                                 6,327
           Tupperware      Brands    Corp              Goldman    Sachs
      (23,640)                                                 3,782
           Tupperware      Brands    Corp
      (22,031)                             HSBC                    19,167
           Tupperware      Brands    Corp              Morgan    Stanley
      (16,071)                                                 1,286
           Turning    Point   Brands    Inc             Barclays     Bank
      (10,163)                                                (8,639)
           Turning    Point   Brands    Inc
       (2,206)                            HSBC                    (1,888)
           Turning    Point   Therapeutics       Inc          Bank   of  America    Merrill    Lynch
        (720)                                               (2,915)
                                315/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Turning    Point   Therapeutics       Inc          Barclays     Bank
        804                                               3,111
           Turning    Point   Therapeutics       Inc
       2,110                            HSBC                    18,621
           Turning    Point   Therapeutics       Inc          Morgan    Stanley
       2,316                                                8,963
           Turtle    Beach   Corp                 Goldman    Sachs
       (7,240)                                                 680
           Turtle    Beach   Corp
       (7,298)                            HSBC                     847
           Tutor   Perini    Corp                 Goldman    Sachs
       (7,600)                                                11,248
           Tutor   Perini    Corp
       (6,678)                            HSBC                    15,493
           Tutor   Perini    Corp                 Morgan    Stanley
      (21,387)                                                (18,179)
           Twilio    Inc   ’A’                 Barclays     Bank
       (5,891)                                                11,193
           Twilio    Inc   ’A’                 Goldman    Sachs
        (464)                                               (1,322)
           Twilio    Inc   ’A’
        (427)                           HSBC                    (3,911)
           Twilio    Inc   ’A’                 Morgan    Stanley
       (2,155)                                                4,095
       (1,211)    Twin   Disc   Inc                  Bank   of  America    Merrill    Lynch         714
           Twin   Disc   Inc                  Goldman    Sachs
       (7,646)                                                4,511
           Twin   Disc   Inc
      (31,027)                             HSBC                    70,742
           Twin   Disc   Inc                  Morgan    Stanley
      (20,557)                                                  617
           Twin   River   Worldwide     Holdings     Inc        Barclays     Bank
      (25,047)                                                (17,282)
           Twin   River   Worldwide     Holdings     Inc
      (28,282)                             HSBC                    28,848
           Twin   River   Worldwide     Holdings     Inc        Morgan    Stanley
       (1,281)                                                 (884)
           Twist   Bioscience      Corp               Barclays     Bank
       (1,255)                                                 (289)
           Twitter    Inc                   Bank   of  America    Merrill    Lynch
       3,559                                                6,015
           Twitter    Inc                   Bank   of  America    Merrill    Lynch
      (10,917)                                                (18,450)
           Twitter    Inc                   Barclays     Bank
       2,676                                                2,435
           Twitter    Inc                   Goldman    Sachs
       6,715                                               11,348
           Twitter    Inc
       3,141                            HSBC                    5,434
           Twitter    Inc
       (1,653)                            HSBC                    (2,860)
           Twitter    Inc                   Morgan    Stanley
       2,920                                                2,657
           Two  Harbors    Investment      Corp   (Reit)         Bank   of  America    Merrill    Lynch
      (18,693)                                                (3,178)
           Two  Harbors    Investment      Corp   (Reit)         Barclays     Bank
       (3,598)                                                 (432)
           Two  Harbors    Investment      Corp   (Reit)         Goldman    Sachs
       (7,559)                                                (1,285)
           Two  Harbors    Investment      Corp   (Reit)
      (59,329)                             HSBC                    (5,339)
           Two  Harbors    Investment      Corp   (Reit)         Morgan    Stanley
      (45,750)                                                (5,490)
           Two  River   Bancorp                  Goldman    Sachs
      (21,252)                                                (1,944)
           Tyler   Technologies       Inc              Bank   of  America    Merrill    Lynch
       (4,915)                                               (24,968)
       (2,965)    Tyler   Technologies       Inc              Barclays     Bank               (8,302)
           Tyler   Technologies       Inc              Goldman    Sachs
       (4,051)                                               (20,579)
           Tyler   Technologies       Inc
       (4,427)                            HSBC                   (52,707)
           Tyler   Technologies       Inc              Morgan    Stanley
       (3,196)                                                (8,949)
           Tyson   Foods   Inc   ’A’               Bank   of  America    Merrill    Lynch
       (1,689)                                                (1,610)
           Tyson   Foods   Inc   ’A’               Barclays     Bank
      (10,102)                                                (35,256)
           Tyson   Foods   Inc   ’A’
       (6,195)                            HSBC                   (39,911)
           Tyson   Foods   Inc   ’A’               Morgan    Stanley
      (10,964)                                                (38,264)
           Uber   Technologies       Inc              Bank   of  America    Merrill    Lynch
      (17,932)                                                (47,422)
           Uber   Technologies       Inc              Barclays     Bank
      (20,593)                                                (5,560)
           Uber   Technologies       Inc              Goldman    Sachs
      (38,515)                                               (119,218)
                                316/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Uber   Technologies       Inc
       (5,882)                            HSBC                   (17,589)
           Uber   Technologies       Inc              Morgan    Stanley
      (18,570)                                                (5,014)
           Ubiquiti     Inc                   Bank   of  America    Merrill    Lynch
        (281)                                               (2,287)
           Ubiquiti     Inc                   Barclays     Bank
       (6,384)                                               (17,365)
           Ubiquiti     Inc
       (4,210)                            HSBC                   (82,979)
           UBS  Group   AG                  Goldman    Sachs
       10,025                                                 (752)
           UDR  Inc  (Reit)                   Barclays     Bank
       26,821                                                19,043
           UDR  Inc  (Reit)                   Goldman    Sachs
       10,332                                                (1,653)
           UDR  Inc  (Reit)
       88,321                            HSBC                    80,372
           UDR  Inc  (Reit)                   Morgan    Stanley
       91,611                                                65,044
           UFP  Technologies       Inc               Goldman    Sachs
       (2,025)                                                (8,900)
           UGI  Corp                     Barclays     Bank
       (8,586)                                                1,202
       34,694    UGI  Corp                     Barclays     Bank               (4,857)
           UGI  Corp                     Goldman    Sachs
      (20,991)                                                (14,064)
           UGI  Corp
       (2,048)                            HSBC                    5,489
           UGI  Corp                     Morgan    Stanley
       14,604                                                (2,045)
           Ulta   Salon   Cosmetics     & Fragrance     Inc       Bank   of  America    Merrill    Lynch
        292                                               1,681
           Ulta   Salon   Cosmetics     & Fragrance     Inc       Barclays     Bank
        945                                               5,481
           Ulta   Salon   Cosmetics     & Fragrance     Inc       Goldman    Sachs
        318                                               1,489
           Ulta   Salon   Cosmetics     & Fragrance     Inc
        603                          HSBC                    (3,197)
           Ulta   Salon   Cosmetics     & Fragrance     Inc       Morgan    Stanley
        (523)                                               (3,033)
           Ultra   Clean   Holdings     Inc             Barclays     Bank
       (3,244)                                                (5,385)
           Ultra   Clean   Holdings     Inc             Goldman    Sachs
       (7,098)                                                1,384
           Ultra   Clean   Holdings     Inc
       (1,631)                            HSBC                     881
           Ultra   Clean   Holdings     Inc             Morgan    Stanley
       (3,404)                                                (5,651)
           Ultragenyx      Pharmaceutical        Inc          Bank   of  America    Merrill    Lynch
       1,459                                                4,742
           Ultragenyx      Pharmaceutical        Inc          Barclays     Bank
       1,018                                                 652
           Ultragenyx      Pharmaceutical        Inc          Goldman    Sachs
       4,506                                               11,658
           Ultragenyx      Pharmaceutical        Inc
       17,977                            HSBC                    11,795
           Ultragenyx      Pharmaceutical        Inc          Morgan    Stanley
       (6,579)                                                (4,211)
           Ultragenyx      Pharmaceutical        Inc          Morgan    Stanley
       3,429                                                2,195
           Ultralife     Corp
      (11,099)                             HSBC                    3,330
           Ultralife     Corp                  Morgan    Stanley
      (43,354)                                                (9,971)
           Ultrapar     Participacoes       SA  ADR          Morgan    Stanley
      (164,202)                                                 32,840
       9,772    UMB  Financial     Corp                Barclays     Bank               14,072
           UMB  Financial     Corp                Goldman    Sachs
       (2,336)                                                (4,065)
           UMB  Financial     Corp                Morgan    Stanley
       12,631                                                 834
           UMH  Properties      Inc  (Reit)              Barclays     Bank
      (38,424)                                                (39,192)
           UMH  Properties      Inc  (Reit)              Goldman    Sachs
      (119,127)                                                (101,449)
           UMH  Properties      Inc  (Reit)
      (19,304)                             HSBC                   (13,933)
           UMH  Properties      Inc  (Reit)              Morgan    Stanley
      (75,069)                                                (76,570)
           Umpqua    Holdings     Corp               Bank   of  America    Merrill    Lynch
       6,195                                                1,004
           Umpqua    Holdings     Corp               Goldman    Sachs
      274,979                                                39,872
           Umpqua    Holdings     Corp
       12,023                            HSBC                    1,731
           Umpqua    Holdings     Corp               Morgan    Stanley
       7,218                                                 180
                                317/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Under   Armour    Inc   ’A’              Bank   of  America    Merrill    Lynch
       1,072                                                1,394
           Under   Armour    Inc   ’A’              Barclays     Bank
       (5,415)                                                (8,989)
           Under   Armour    Inc   ’A’              Goldman    Sachs
       4,765                                                6,195
           Under   Armour    Inc   ’A’              Morgan    Stanley
       (8,268)                                               (13,725)
           Unifi   Inc                    Morgan    Stanley
      (78,017)                                                (46,810)
           UniFirst     Corp/MA                   Bank   of  America    Merrill    Lynch
        261                                                34
           UniFirst     Corp/MA                   Barclays     Bank
       1,445                                                 982
           UniFirst     Corp/MA                   Goldman    Sachs
       4,574                                                4,426
           UniFirst     Corp/MA
       4,549                            HSBC                    (4,913)
           UniFirst     Corp/MA                   Morgan    Stanley
       2,861                                                1,451
           Union   Bankshares      Inc/Morrisville        VT       Bank   of  America    Merrill    Lynch
       (1,986)                                                5,660
           Union   Pacific    Corp                Bank   of  America    Merrill    Lynch
      (20,475)                                                 4,914
       (2,120)    Union   Pacific    Corp                Barclays     Bank                (191)
           Union   Pacific    Corp                Goldman    Sachs
       (7,106)                                                1,705
           Union   Pacific    Corp                Morgan    Stanley
        (669)                                                (60)
           uniQure    NV                   Goldman    Sachs
        (671)                                                203
           Unisys    Corp                    Barclays     Bank
      (17,115)                                                (8,900)
           Unisys    Corp                    Goldman    Sachs
       (7,704)                                                (5,162)
           Unisys    Corp
       (7,708)                            HSBC                     (986)
           Unisys    Corp                    Morgan    Stanley
       (9,575)                                                (4,979)
           Unit   Corp                     Barclays     Bank
      (21,341)                                                (1,748)
           Unit   Corp                     Goldman    Sachs
       (9,462)                                                 621
           Unit   Corp
       (8,937)                            HSBC                    2,127
           Unit   Corp                     Morgan    Stanley
      (13,561)                                                (1,111)
           United    Airlines     Holdings     Inc           Bank   of  America    Merrill    Lynch
       5,422                                                2,548
           United    Airlines     Holdings     Inc           Goldman    Sachs
        738                                                347
           United    Airlines     Holdings     Inc           Morgan    Stanley
        772                                                926
           United    Bankshares      Inc/WV              Bank   of  America    Merrill    Lynch
      (167,595)                                                271,504
           United    Bankshares      Inc/WV              Goldman    Sachs
      (96,777)                                                156,779
           United    Bankshares      Inc/WV
      (25,879)                             HSBC                    53,127
           United    Bankshares      Inc/WV              Morgan    Stanley
      (67,079)                                                   -
           United    Community     Banks   Inc/GA            Bank   of  America    Merrill    Lynch
      194,626                                                (83,689)
           United    Community     Banks   Inc/GA            Goldman    Sachs
       36,942                                               (15,885)
           United    Community     Financial     Corp/OH          Bank   of  America    Merrill    Lynch
      272,175                                                (21,774)
       10,533    United    Community     Financial     Corp/OH          Goldman    Sachs                 (843)
           United    Community     Financial     Corp/OH
       27,028                            HSBC                    (7,568)
           United    Community     Financial     Corp/OH          Morgan    Stanley
       38,021                                                (1,901)
           United    Continental      Holdings     Inc         Bank   of  America    Merrill    Lynch
       2,172                                                1,021
           United    Continental      Holdings     Inc         Barclays     Bank
       7,492                                                8,990
           United    Continental      Holdings     Inc         Goldman    Sachs
       2,720                                                1,278
           United    Continental      Holdings     Inc
       21,341                            HSBC                    (6,213)
           United    Continental      Holdings     Inc         Morgan    Stanley
       18,896                                                22,675
           United    Fire   Group   Inc              Goldman    Sachs
       10,264                                                (1,232)
           United    Fire   Group   Inc              Morgan    Stanley
       13,444                                                4,302
           United    Insurance     Holdings     Corp          Bank   of  America    Merrill    Lynch
       4,737                                                 237
                                318/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           United    Insurance     Holdings     Corp          Barclays     Bank
       10,387                                                1,974
           United    Insurance     Holdings     Corp
       19,849                            HSBC                   (11,512)
           United    Insurance     Holdings     Corp          Morgan    Stanley
       29,506                                                5,606
           United    Natural    Foods   Inc             Goldman    Sachs
      (10,861)                                                (12,056)
           United    Natural    Foods   Inc
      (25,629)                             HSBC                   (17,171)
           United    Natural    Foods   Inc             Morgan    Stanley
      (41,778)                                                (17,129)
           United    Parcel    Service    Inc   ’B’          Bank   of  America    Merrill    Lynch
       1,302                                                (112)
           United    Parcel    Service    Inc   ’B’          Goldman    Sachs
       2,463                                               (9,113)
           United    Parcel    Service    Inc   ’B’
       (4,450)                            HSBC                    19,002
           United    Parcel    Service    Inc   ’B’
       1,608                            HSBC                    1,136
           United    Parcel    Service    Inc   ’B’          Morgan    Stanley
       (3,645)                                                (2,588)
           United    Parcel    Service    Inc   ’B’          Morgan    Stanley
        501                                               (579)
       2,136    United    Rentals    Inc                Bank   of  America    Merrill    Lynch        1,260
           United    Rentals    Inc                Barclays     Bank
        614                                                258
           United    Rentals    Inc                Goldman    Sachs
       2,976                                                1,756
           United    Rentals    Inc
       2,953                            HSBC                     (298)
           United    Rentals    Inc                Morgan    Stanley
       1,938                                                 814
           United    Security     Bancshares/Fresno         CA      Barclays     Bank
       15,334                                                 103
           United    Security     Bancshares/Fresno         CA      Goldman    Sachs
        539                                                116
           United    Security     Bancshares/Fresno         CA
       13,253                            HSBC                    2,303
           United    Security     Bancshares/Fresno         CA      Morgan    Stanley
       16,840                                                 253
           United    States    Cellular     Corp            Bank   of  America    Merrill    Lynch
       5,855                                               (1,698)
           United    States    Cellular     Corp            Barclays     Bank
       1,160                                                 441
           United    States    Cellular     Corp            Goldman    Sachs
       30,237                                                (8,768)
           United    States    Cellular     Corp
       1,164                            HSBC                    (1,432)
           United    States    Cellular     Corp            Morgan    Stanley
       28,765                                                10,931
           United    States    Lime   & Minerals     Inc        Bank   of  America    Merrill    Lynch
       (5,542)                                               (41,981)
           United    States    Lime   & Minerals     Inc        Morgan    Stanley
        (482)                                               (3,723)
           United    States    Steel   Corp             Barclays     Bank
      (10,681)                                                 5,661
           United    States    Steel   Corp             Goldman    Sachs
       (7,597)                                                1,140
           United    States    Steel   Corp
       32,553                            HSBC                   (20,834)
           United    States    Steel   Corp             Morgan    Stanley
       16,990                                                (9,005)
           United    Technologies       Corp             Bank   of  America    Merrill    Lynch
      (12,403)                                                13,023
           United    Technologies       Corp             Barclays     Bank
       3,168                                                1,932
       (1,000)    United    Technologies       Corp             Goldman    Sachs                 418
           United    Technologies       Corp             Goldman    Sachs
       1,956                                                1,682
           United    Technologies       Corp
       (3,021)                            HSBC                    1,544
           United    Technologies       Corp
       5,867                            HSBC                    (1,137)
           United    Technologies       Corp             Morgan    Stanley
       (1,689)                                                (1,030)
           United    Technologies       Corp             Morgan    Stanley
       9,541                                                5,820
           United    Therapeutics       Corp             Bank   of  America    Merrill    Lynch
       5,671                                               13,383
           United    Therapeutics       Corp             Goldman    Sachs
       4,062                                                9,587
           United    Therapeutics       Corp
       10,922                            HSBC                    12,888
           United    Therapeutics       Corp             Morgan    Stanley
       9,479                                               (2,085)
           UnitedHealth       Group   Inc              Barclays     Bank
       (2,592)                                                (6,895)
                                319/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           UnitedHealth       Group   Inc              Goldman    Sachs
       (8,744)                                               (88,314)
           Uniti   Group   Inc  (Reit)               Bank   of  America    Merrill    Lynch
      (106,647)                                                 59,189
           Uniti   Group   Inc  (Reit)               Barclays     Bank
      (52,526)                                                (22,061)
           Uniti   Group   Inc  (Reit)               Goldman    Sachs
      (51,215)                                                21,095
           Uniti   Group   Inc  (Reit)
      (52,445)                             HSBC                   (27,238)
           Uniti   Group   Inc  (Reit)               Morgan    Stanley
      (57,893)                                                (24,315)
           Unitil    Corp                    Barclays     Bank
       (1,611)                                                 (217)
           Unitil    Corp                    Goldman    Sachs
      (15,056)                                                (13,462)
           Unitil    Corp
      (12,949)                             HSBC                   (24,113)
           Unitil    Corp                    Morgan    Stanley
       (8,250)                                                (1,650)
           Unity   Bancorp    Inc                Bank   of  America    Merrill    Lynch
       5,009                                               (1,578)
           Unity   Bancorp    Inc                Goldman    Sachs
       10,788                                                (3,398)
       4,892    Unity   Bancorp    Inc                Morgan    Stanley                 (905)
           UNITY   Biotechnology       Inc             Bank   of  America    Merrill    Lynch
       15,701                                                15,387
           UNITY   Biotechnology       Inc             Goldman    Sachs
       26,263                                                25,738
           UNITY   Biotechnology       Inc
       9,579                            HSBC                     (862)
           UNITY   Biotechnology       Inc             Morgan    Stanley
       11,059                                                7,410
           Univar    Inc                    Barclays     Bank
       4,914                                                1,671
           Univar    Inc                    Goldman    Sachs
       13,299                                                 (133)
           Univar    Inc
      (17,937)                             HSBC                    6,457
           Univar    Inc
       4,933                            HSBC                    (1,776)
           Univar    Solutions     Inc               Bank   of  America    Merrill    Lynch
      (20,597)                                                  206
           Univar    Solutions     Inc               Goldman    Sachs
      (15,185)                                                  152
           Univar    Solutions     Inc               Morgan    Stanley
      (30,742)                                                (10,452)
           Univar    Solutions     Inc               Morgan    Stanley
       2,347                                                 798
           Universal     Corp/VA                  Barclays     Bank
      (17,379)                                                (13,903)
           Universal     Corp/VA                  Goldman    Sachs
      (29,712)                                                (20,501)
           Universal     Corp/VA
       (8,650)                            HSBC                    35,379
           Universal     Corp/VA                  Morgan    Stanley
      (20,522)                                                (16,418)
           Universal     Display    Corp              Bank   of  America    Merrill    Lynch
        (278)                                               1,440
           Universal     Display    Corp              Goldman    Sachs
       1,719                                               (8,417)
           Universal     Display    Corp              Morgan    Stanley
        268                                               1,128
           Universal     Display    Corp              Morgan    Stanley
        (505)                                               (2,126)
           Universal     Electronics      Inc            Bank   of  America    Merrill    Lynch
        (620)                                                719
       (5,265)    Universal     Electronics      Inc            HSBC                    19,112
           Universal     Electronics      Inc            Morgan    Stanley
       (9,291)                                                (2,323)
           Universal     Forest    Products     Inc          Bank   of  America    Merrill    Lynch
       3,435                                                 103
           Universal     Forest    Products     Inc          Goldman    Sachs
       1,846                                                 55
           Universal     Forest    Products     Inc
       12,864                            HSBC                    (5,017)
           Universal     Forest    Products     Inc          Morgan    Stanley
       14,499                                                9,497
           Universal     Health    Realty    Income    Trust   (Reit)    Bank   of  America    Merrill    Lynch
      (25,770)                                                (61,590)
           Universal     Health    Realty    Income    Trust   (Reit)    Barclays     Bank
       (5,717)                                               (38,469)
           Universal     Health    Realty    Income    Trust   (Reit)    Goldman    Sachs
       (4,234)                                               (10,119)
           Universal     Health    Realty    Income    Trust   (Reit)
       (6,113)                            HSBC                   (24,263)
           Universal     Health    Realty    Income    Trust   (Reit)    Morgan    Stanley
       (3,605)                                               (23,192)
                                320/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Universal     Health    Services     Inc   ’B’        Morgan    Stanley
      (11,123)                                                 2,225
           Universal     Insurance     Holdings     Inc         Goldman    Sachs
       14,231                                               (10,673)
           Universal     Insurance     Holdings     Inc
       10,305                            HSBC                   (10,305)
           Universal     Insurance     Holdings     Inc         Morgan    Stanley
       14,018                                                 (140)
           Universal     Logistics     Holdings     Inc         Bank   of  America    Merrill    Lynch
       41,333                                               (50,013)
           Universal     Logistics     Holdings     Inc         Barclays     Bank
       4,643                                                (696)
           Universal     Logistics     Holdings     Inc         Morgan    Stanley
       3,273                                                (491)
           Universal     Stainless     & Alloy   Products     Inc
       (4,006)                            HSBC                    3,665
           Univest    Corp   of  Pennsylvania               Bank   of  America    Merrill    Lynch
      111,682                                                40,634
           Univest    Corp   of  Pennsylvania               Barclays     Bank
       9,532                                                7,435
           Univest    Corp   of  Pennsylvania               Goldman    Sachs
       50,449                                                21,274
           Univest    Corp   of  Pennsylvania
       4,780                            HSBC                    2,938
       2,200    Univest    Corp   of  Pennsylvania               Morgan    Stanley                 1,716
           Unum   Group                     Bank   of  America    Merrill    Lynch
       53,918                                                65,780
           Unum   Group
       3,301                            HSBC                    3,037
           Unum   Group                     Morgan    Stanley
       45,739                                                32,475
           Unum   Therapeutics       Inc              Bank   of  America    Merrill    Lynch
       96,188                                                (5,261)
           Unum   Therapeutics       Inc              Barclays     Bank
       25,156                                                3,781
           Unum   Therapeutics       Inc              Goldman    Sachs
       45,979                                                (2,515)
           Unum   Therapeutics       Inc              Morgan    Stanley
       9,907                                                1,489
           Upland    Software     Inc               Bank   of  America    Merrill    Lynch
       5,263                                                7,473
           Upland    Software     Inc               Barclays     Bank
        880                                                -
           Upland    Software     Inc               Goldman    Sachs
       9,606                                               13,641
           Upland    Software     Inc
       1,685                            HSBC                    3,919
           Upland    Software     Inc               Morgan    Stanley
       2,382                                                 -
           Upwork    Inc                    Bank   of  America    Merrill    Lynch
      (18,566)                                                 5,941
           Upwork    Inc                    Barclays     Bank
      (32,800)                                                (9,512)
           Upwork    Inc                    Goldman    Sachs
      (34,130)                                                 9,700
           Upwork    Inc
      (17,443)                             HSBC                    6,927
           Upwork    Inc                    Morgan    Stanley
      (68,950)                                                (19,996)
           Urban   Edge   Properties      (Reit)            Bank   of  America    Merrill    Lynch
      (11,954)                                                (1,554)
           Urban   Edge   Properties      (Reit)            Barclays     Bank
      (17,717)                                                (10,630)
           Urban   Edge   Properties      (Reit)            Goldman    Sachs
      (143,138)                                                (18,608)
           Urban   Edge   Properties      (Reit)
      (54,610)                             HSBC                   (11,468)
      (37,065)     Urban   Edge   Properties      (Reit)            Morgan    Stanley                (22,239)
           Urban   One  Inc                  Goldman    Sachs
       7,863                                                (236)
           Urban   One  Inc                  Morgan    Stanley
       40,253                                                1,610
           Urban   Outfitters      Inc               Bank   of  America    Merrill    Lynch
       (1,211)                                                6,661
           Urban   Outfitters      Inc               Barclays     Bank
      (15,116)                                                 (454)
           Urban   Outfitters      Inc               Goldman    Sachs
      (20,128)                                                110,704
           Urban   Outfitters      Inc
       (4,879)                            HSBC                    21,370
           Urban   Outfitters      Inc               Morgan    Stanley
      (11,526)                                                 (346)
           UroGen    Pharma    Ltd                Barclays     Bank
       (3,158)                                                (5,716)
           Urstadt    Biddle    Properties      Inc   ’A’   (Reit)     Bank   of  America    Merrill    Lynch
      (10,765)                                                (2,368)
           Urstadt    Biddle    Properties      Inc   ’A’   (Reit)     Barclays     Bank
      (33,646)                                                (27,590)
                                321/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Urstadt    Biddle    Properties      Inc   ’A’   (Reit)     Goldman    Sachs
      (77,181)                                                (17,047)
           Urstadt    Biddle    Properties      Inc   ’A’   (Reit)
      (30,352)                             HSBC                   (20,336)
           Urstadt    Biddle    Properties      Inc   ’A’   (Reit)     Morgan    Stanley
      (52,425)                                                (41,771)
           US  Bancorp                      Barclays     Bank
       (4,349)                                                 (718)
           US  Bancorp                      Goldman    Sachs
       (2,454)                                                (1,599)
           US  Bancorp
      (13,906)                             HSBC                   (18,286)
           US  Bancorp                      Morgan    Stanley
      (42,522)                                                (7,016)
           US  Concrete     Inc
       (6,777)                            HSBC                    20,670
           US  Concrete     Inc                 Morgan    Stanley
       (3,846)                                                (3,269)
           US  Ecology    Inc                  Barclays     Bank
        (778)                                                (630)
           US  Ecology    Inc                  Goldman    Sachs
        (630)                                                (347)
           US  Ecology    Inc
      (11,616)                             HSBC                    70,509
      (20,688)     US  Foods   Holding    Corp               Bank   of  America    Merrill    Lynch       (14,890)
           US  Foods   Holding    Corp               Barclays     Bank
      (27,799)                                                (38,641)
           US  Foods   Holding    Corp               Goldman    Sachs
      (20,262)                                                (14,180)
           US  Foods   Holding    Corp
      (10,982)                             HSBC                   (10,937)
           US  Foods   Holding    Corp               Morgan    Stanley
      (12,692)                                                (17,641)
           US  Physical     Therapy    Inc             Bank   of  America    Merrill    Lynch
       (1,833)                                                (1,997)
           US  Physical     Therapy    Inc             Barclays     Bank
       (3,121)                                               (10,487)
           US  Physical     Therapy    Inc             Goldman    Sachs
       4,759                                               13,135
           US  Physical     Therapy    Inc             Goldman    Sachs
       (3,908)                                                (4,591)
           US  Physical     Therapy    Inc
       (2,550)                            HSBC                    (9,141)
           US  Physical     Therapy    Inc             Morgan    Stanley
       (1,324)                                                (4,449)
           US  Physical     Therapy    Inc             Morgan    Stanley
       5,743                                               19,296
           US  Silica    Holdings     Inc              Bank   of  America    Merrill    Lynch
       7,208                                                1,730
           US  Silica    Holdings     Inc              Goldman    Sachs
       17,119                                                4,109
           US  Well   Services     Inc
       15,038                            HSBC                     (827)
           US  Well   Services     Inc               Morgan    Stanley
       21,320                                                (2,239)
           US  Xpress    Enterprises      Inc   ’A’          Bank   of  America    Merrill    Lynch
       31,409                                                (4,711)
           US  Xpress    Enterprises      Inc   ’A’          Goldman    Sachs
       10,534                                                (1,580)
           US  Xpress    Enterprises      Inc   ’A’
       32,857                            HSBC                    (2,957)
           US  Xpress    Enterprises      Inc   ’A’          Morgan    Stanley
       19,943                                                2,792
           USA  Technologies       Inc               Barclays     Bank
      (14,573)                                                (6,995)
           USA  Technologies       Inc               Goldman    Sachs
      (10,764)                                                  861
        646   USANA   Health    Sciences     Inc            Bank   of  America    Merrill    Lynch         105
           USANA   Health    Sciences     Inc            Barclays     Bank
       2,663                                                2,746
           USANA   Health    Sciences     Inc            Goldman    Sachs
       4,543                                                7,549
           USANA   Health    Sciences     Inc
       8,128                            HSBC                    (6,420)
           USANA   Health    Sciences     Inc            Morgan    Stanley
       (2,967)                                                (4,688)
           USANA   Health    Sciences     Inc            Morgan    Stanley
       1,072                                                1,694
           Utah   Medical    Products     Inc            Barclays     Bank
        (812)                                               (4,247)
           Utah   Medical    Products     Inc            Goldman    Sachs
       (2,108)                                               (14,651)
           Utah   Medical    Products     Inc
       (2,988)                            HSBC                   (10,309)
           Utah   Medical    Products     Inc            Morgan    Stanley
       (3,502)                                               (18,315)
           Vail   Resorts    Inc                 Bank   of  America    Merrill    Lynch
        987                                               5,665
                                322/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Vail   Resorts    Inc                 Barclays     Bank
       2,971                                               35,492
           Vail   Resorts    Inc                 Goldman    Sachs
        133                                                763
           Vail   Resorts    Inc
       1,946                            HSBC                    17,998
           Vail   Resorts    Inc                 Morgan    Stanley
       4,896                                               59,780
           Vale   SA  ADR
       24,556                            HSBC                     (149)
           Valero    Energy    Corp                Bank   of  America    Merrill    Lynch
       6,838                                               (12,817)
           Valero    Energy    Corp                Barclays     Bank
       8,030                                               (9,074)
           Valero    Energy    Corp                Morgan    Stanley
       14,595                                               (16,493)
           Valhi   Inc                    Bank   of  America    Merrill    Lynch
      (49,029)                                                12,257
           Valhi   Inc                    Goldman    Sachs
       (8,003)                                                2,001
           Valhi   Inc
       (6,950)                            HSBC                     695
           Valhi   Inc                    Morgan    Stanley
       (9,435)                                                  94
      (526,985)      Valley    National     Bancorp               Bank   of  America    Merrill    Lynch       108,032
           Valley    National     Bancorp               Barclays     Bank
       (9,006)                                                1,126
           Valley    National     Bancorp               Goldman    Sachs
      (214,926)                                                 44,061
           Valley    National     Bancorp
      (30,659)                             HSBC                    7,722
           Valley    National     Bancorp               Morgan    Stanley
      (245,385)                                                 31,107
           Valmont    Industries      Inc              Bank   of  America    Merrill    Lynch
      (19,724)                                                (11,055)
           Valmont    Industries      Inc              Barclays     Bank
       (2,826)                                                (6,726)
           Valmont    Industries      Inc              Goldman    Sachs
       (7,178)                                                (3,876)
           Valmont    Industries      Inc
       (4,580)                            HSBC                    1,099
           Valmont    Industries      Inc              Morgan    Stanley
       (1,412)                                                (3,360)
           Valvoline     Inc                  Bank   of  America    Merrill    Lynch
       13,805                                                (2,361)
           Valvoline     Inc                  Goldman    Sachs
       9,093                                               (1,348)
           Valvoline     Inc
       15,898                            HSBC                    (5,087)
           Valvoline     Inc                  Morgan    Stanley
       33,371                                                (5,339)
           Vanda   Pharmaceuticals        Inc            Goldman    Sachs
       (5,147)                                                (7,154)
           Vanda   Pharmaceuticals        Inc            Morgan    Stanley
       (5,955)                                                (3,573)
           Vapotherm     Inc                  Bank   of  America    Merrill    Lynch
      (17,436)                                                (3,836)
           Vapotherm     Inc                  Barclays     Bank
       (2,842)                                                (1,506)
           Vapotherm     Inc                  Goldman    Sachs
      (15,555)                                                (3,422)
           Vapotherm     Inc
       (3,665)                            HSBC                    (8,979)
           Vapotherm     Inc                  Morgan    Stanley
       (6,214)                                                (3,293)
           Varex   Imaging    Corp                Barclays     Bank
       2,299                                                1,195
       2,455    Varex   Imaging    Corp                HSBC                    (5,769)
           Varex   Imaging    Corp                Morgan    Stanley
       12,032                                                6,257
           Varian    Medical    Systems    Inc            Barclays     Bank
        428                                                933
           Varian    Medical    Systems    Inc            Morgan    Stanley
       9,966                                               21,726
           Varonis    Systems    Inc               Bank   of  America    Merrill    Lynch
       (1,265)                                                (3,985)
           Varonis    Systems    Inc               Barclays     Bank
       (6,760)                                                (8,801)
           Varonis    Systems    Inc               Goldman    Sachs
       (5,367)                                               (14,664)
           Varonis    Systems    Inc
       (4,284)                            HSBC                   (21,145)
           Varonis    Systems    Inc               Morgan    Stanley
       (2,807)                                                (3,902)
           Vector    Group   Ltd                 Bank   of  America    Merrill    Lynch
       8,869                                               11,884
           Vector    Group   Ltd                 Goldman    Sachs
       3,594                                                4,816
                                323/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Vector    Group   Ltd                 Morgan    Stanley
       96,097                                                73,033
           Vectrus    Inc                   Barclays     Bank
        105                                                58
           Vectrus    Inc                   Goldman    Sachs
       6,134                                               (7,729)
           Veeco   Instruments      Inc              Bank   of  America    Merrill    Lynch
      (37,935)                                                59,558
           Veeco   Instruments      Inc              Barclays     Bank
       (8,094)                                                (1,133)
           Veeco   Instruments      Inc              Goldman    Sachs
       (6,196)                                                8,600
           Veeco   Instruments      Inc
       (3,984)                            HSBC                    3,288
           Veeco   Instruments      Inc              Morgan    Stanley
      (13,261)                                                (1,857)
           Veeva   Systems    Inc   ’A’              Bank   of  America    Merrill    Lynch
       6,959                                               (20,668)
           Veeva   Systems    Inc   ’A’              Barclays     Bank
       1,200                                               (3,696)
           Veeva   Systems    Inc   ’A’              Goldman    Sachs
       5,509                                               (16,362)
           Veeva   Systems    Inc   ’A’              Morgan    Stanley
       15,144                                               (46,644)
       11,848    Ventas    Inc  (Reit)                  Bank   of  America    Merrill    Lynch        8,501
           Ventas    Inc  (Reit)                  Goldman    Sachs
       4,714                                                 813
           Ventas    Inc  (Reit)
       3,767                            HSBC                    (2,486)
           Ventas    Inc  (Reit)                  Morgan    Stanley
       4,810                                                5,047
           Vera   Bradley    Inc                 Barclays     Bank
      (11,706)                                                 3,278
           Vera   Bradley    Inc                 Goldman    Sachs
       (6,930)                                                2,564
           Vera   Bradley    Inc
      (33,665)                             HSBC                    14,813
           Veracyte     Inc                   Bank   of  America    Merrill    Lynch
       16,992                                                57,433
           VEREIT    Inc  (Reit)                  Bank   of  America    Merrill    Lynch
      (472,639)                                                (108,707)
           VEREIT    Inc  (Reit)                  Morgan    Stanley
      (464,970)                                                (79,045)
           Vericel    Corp                   Goldman    Sachs
       (1,311)                                                 (92)
           Vericel    Corp
      (12,367)                             HSBC                     989
           Vericel    Corp                   Morgan    Stanley
       (6,439)                                                (1,095)
           Verint    Systems    Inc                Barclays     Bank
      (23,712)                                                (25,846)
           Verint    Systems    Inc                Goldman    Sachs
      (22,634)                                                 5,322
           Verint    Systems    Inc
      (33,344)                             HSBC                   (21,403)
           Verint    Systems    Inc                Morgan    Stanley
      (19,124)                                                (18,190)
           VeriSign     Inc                   Bank   of  America    Merrill    Lynch
        120                                                (94)
           VeriSign     Inc                   Barclays     Bank
       3,116                                                7,977
           VeriSign     Inc                   Goldman    Sachs
       6,849                                               14,049
           VeriSign     Inc                   Goldman    Sachs
       (2,049)                                                (8,585)
           VeriSign     Inc
       2,294                            HSBC                    4,505
       1,929    VeriSign     Inc                   Morgan    Stanley                 4,938
           Verisk    Analytics     Inc
       14,739                            HSBC                   170,972
           Verisk    Analytics     Inc               Morgan    Stanley
       10,529                                                24,954
           Veritex    Holdings     Inc
      (16,191)                             HSBC                   (18,782)
           Veritex    Holdings     Inc               Morgan    Stanley
      (18,633)                                                (15,279)
           Veritiv    Corp
       13,873                            HSBC                   (26,081)
           Veritiv    Corp                   Morgan    Stanley
       8,980                                                3,592
           Verizon    Communications        Inc            Bank   of  America    Merrill    Lynch
       16,138                                                14,769
           Verizon    Communications        Inc            Barclays     Bank
       69,011                                                45,547
           Verizon    Communications        Inc            Goldman    Sachs
       29,178                                                26,215
           Verizon    Communications        Inc
       18,238                            HSBC                    19,271
                                324/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Verizon    Communications        Inc            Morgan    Stanley
       15,256                                                10,069
           Verra   Mobility     Corp                Barclays     Bank
       34,775                                                15,649
           Verra   Mobility     Corp                Goldman    Sachs
       68,434                                                25,352
           Verra   Mobility     Corp
       52,184                            HSBC                    11,034
           Verra   Mobility     Corp                Morgan    Stanley
       21,783                                                7,282
           Verso   Corp   ’A’
       10,207                            HSBC                    36,847
           Vertex    Pharmaceuticals        Inc            Bank   of  America    Merrill    Lynch
        702                                               7,701
           Vertex    Pharmaceuticals        Inc            Goldman    Sachs
        889                                               6,611
           Vertex    Pharmaceuticals        Inc
       3,021                            HSBC                    53,479
           Vertex    Pharmaceuticals        Inc            Morgan    Stanley
       13,526                                                37,467
           VF  Corp                      Bank   of  America    Merrill    Lynch
       3,481                                                6,335
           VF  Corp                      Barclays     Bank
        (260)                                                (569)
       (5,859)    VF  Corp                      Morgan    Stanley                (12,831)
           Viacom    Inc   ’A’                 Bank   of  America    Merrill    Lynch
       25,979                                               (14,288)
           Viacom    Inc   ’A’                 Goldman    Sachs
       6,939                                               (3,816)
           Viacom    Inc   ’A’
       23,421                            HSBC                    11,711
           Viacom    Inc   ’A’                 Morgan    Stanley
       17,693                                                  -
           Viacom    Inc   ’B’                 Bank   of  America    Merrill    Lynch
       14,968                                                15,417
           Viacom    Inc   ’B’                 Goldman    Sachs
       21,097                                                21,730
           Viacom    Inc   ’B’
       37,442                            HSBC                    50,173
           Viacom    Inc   ’B’                 Morgan    Stanley
       90,359                                                39,758
           Viad   Corp                     Barclays     Bank
       8,899                                                6,407
           Viad   Corp                     Goldman    Sachs
       22,536                                                18,480
           Viad   Corp
        474                          HSBC                     332
           Viad   Corp                     Morgan    Stanley
       14,255                                                10,264
           ViaSat    Inc                    Goldman    Sachs
       6,065                                               10,128
           ViaSat    Inc
       1,593                            HSBC                    4,444
           ViaSat    Inc                    Morgan    Stanley
       17,352                                                2,430
           Viavi   Solutions     Inc               Barclays     Bank
      (78,312)                                                (14,879)
           Viavi   Solutions     Inc
      (67,248)                             HSBC                    51,781
           Viavi   Solutions     Inc               Morgan    Stanley
      (86,961)                                                (16,523)
           VICI   Properties      Inc  (Reit)             Bank   of  America    Merrill    Lynch
       35,135                                                7,027
           VICI   Properties      Inc  (Reit)
       39,962                            HSBC                    22,379
           VICI   Properties      Inc  (Reit)             Morgan    Stanley
       51,468                                                26,763
       (9,043)    Vicor   Corp                    Bank   of  America    Merrill    Lynch       (20,075)
           Vicor   Corp                    Goldman    Sachs
       (4,519)                                                (9,965)
           Vicor   Corp
       (6,537)                            HSBC                   (19,309)
           Vicor   Corp                    Morgan    Stanley
      (15,671)                                                (20,999)
           ViewRay    Inc                   Bank   of  America    Merrill    Lynch
      (24,326)                                                (13,623)
           ViewRay    Inc                   Barclays     Bank
      (63,264)                                                (13,285)
           ViewRay    Inc                   Goldman    Sachs
      (97,186)                                                (46,951)
           ViewRay    Inc
      (180,217)                             HSBC                   (117,083)
           ViewRay    Inc                   Morgan    Stanley
       (5,276)                                                (1,108)
           Viking    Therapeutics       Inc             Goldman    Sachs
      (54,258)                                                33,640
           Viking    Therapeutics       Inc
      (27,696)                             HSBC                    13,017
                                325/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Village    Super   Market    Inc   ’A’          Bank   of  America    Merrill    Lynch
      (23,482)                                                (18,316)
           Village    Super   Market    Inc   ’A’          Goldman    Sachs
       (5,279)                                                (4,118)
           Vince   Holding    Corp                Morgan    Stanley
      (13,891)                                                (13,335)
           VirnetX    Holding    Corp               Bank   of  America    Merrill    Lynch
      (12,173)                                                26,415
           VirnetX    Holding    Corp               Barclays     Bank
      (29,414)                                                10,589
           VirnetX    Holding    Corp               Goldman    Sachs
       (6,408)                                                15,197
           VirnetX    Holding    Corp
      (66,188)                             HSBC                   163,575
           VirnetX    Holding    Corp               Morgan    Stanley
       (9,174)                                                3,303
           Virtu   Financial     Inc   ’A’
      (19,024)                             HSBC                    1,902
           Virtu   Financial     Inc   ’A’             Morgan    Stanley
      (39,674)                                                21,424
           Virtus    Investment      Partners     Inc          Bank   of  America    Merrill    Lynch
        339                                                96
           Virtus    Investment      Partners     Inc          Barclays     Bank
       1,225                                                1,188
       6,416    Virtus    Investment      Partners     Inc          Goldman    Sachs                2,132
           Virtus    Investment      Partners     Inc
       4,104                            HSBC                    8,426
           Virtus    Investment      Partners     Inc          Morgan    Stanley
       7,178                                                6,963
           Virtusa    Corp                   Barclays     Bank
       13,147                                                3,681
           Virtusa    Corp                   Goldman    Sachs
       6,682                                                9,622
           Virtusa    Corp
       14,219                            HSBC                    24,741
           Virtusa    Corp                   Morgan    Stanley
       2,865                                                 802
           Visa   Inc   ’A’                  Barclays     Bank
       13,730                                                60,137
           Visa   Inc   ’A’                  Morgan    Stanley
       18,484                                                80,960
           Vishay    Intertechnology        Inc            Bank   of  America    Merrill    Lynch
      (69,544)                                                (25,731)
           Vishay    Intertechnology        Inc            Barclays     Bank
      (17,230)                                                (13,645)
           Vishay    Intertechnology        Inc            Goldman    Sachs
      (96,959)                                                (35,876)
           Vishay    Intertechnology        Inc
      (125,634)                             HSBC                   (41,225)
           Vishay    Intertechnology        Inc            Morgan    Stanley
      (263,954)                                                (221,721)
           Vishay    Precision     Group   Inc            Bank   of  America    Merrill    Lynch
       (6,827)                                                 956
           Vishay    Precision     Group   Inc            Goldman    Sachs
       (4,870)                                                 682
           Vishay    Precision     Group   Inc
      (24,600)                             HSBC                    (1,968)
           Vishay    Precision     Group   Inc            Morgan    Stanley
      (24,343)                                                (40,896)
           Visteon    Corp                   Barclays     Bank
        432                                               (138)
           Visteon    Corp                   Goldman    Sachs
       1,368                                                1,481
           Visteon    Corp                   Goldman    Sachs
        (879)                                                 97
           Visteon    Corp
        (601)                           HSBC                     817
        618   Visteon    Corp                   HSBC                     (962)
           Visteon    Corp                   Morgan    Stanley
       (1,523)                                                 487
           Visteon    Corp                   Morgan    Stanley
       2,020                                                (646)
           Vistra    Energy    Corp                Bank   of  America    Merrill    Lynch
       (7,178)                                                 (646)
           Vistra    Energy    Corp                Barclays     Bank
       7,389                                               (1,773)
           Vistra    Energy    Corp
       (6,019)                            HSBC                    (1,746)
           Vistra    Energy    Corp
       14,517                            HSBC                    (5,496)
           Vistra    Energy    Corp                Morgan    Stanley
      (29,773)                                                 7,146
           Vitamin    Shoppe    Inc                Barclays     Bank
       (5,009)                                                 (25)
           Vitamin    Shoppe    Inc                Morgan    Stanley
      (37,348)                                                 (187)
           Vivint    Solar   Inc
      (52,413)                             HSBC                   (11,007)
                                326/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           VMware    Inc   ’A’                 Bank   of  America    Merrill    Lynch
        875                                              (9,914)
           VMware    Inc   ’A’                 Barclays     Bank
        (444)                                               3,916
           VMware    Inc   ’A’                 Goldman    Sachs
        (368)                                               4,169
           VMware    Inc   ’A’
       (8,949)                            HSBC                    70,787
           VMware    Inc   ’A’
        440                          HSBC                    (3,974)
           VMware    Inc   ’A’                 Morgan    Stanley
        734                                              (7,566)
           Vocera    Communications        Inc            Bank   of  America    Merrill    Lynch
       1,529                                                (337)
           Vocera    Communications        Inc            Goldman    Sachs
       1,490                                                 652
           Vocera    Communications        Inc
       8,890                            HSBC                     (889)
           Vocera    Communications        Inc            Morgan    Stanley
       18,629                                                5,402
           Vonage    Holdings     Corp               Barclays     Bank
       41,820                                                13,383
           Vonage    Holdings     Corp               Goldman    Sachs
       13,138                                                1,839
       23,989    Vonage    Holdings     Corp               HSBC                    2,428
           Vonage    Holdings     Corp               Morgan    Stanley
       32,008                                                10,242
           Vornado    Realty    Trust   (Reit)             Bank   of  America    Merrill    Lynch
      (22,417)                                                14,298
           Vornado    Realty    Trust   (Reit)             Barclays     Bank
      (32,174)                                                (48,262)
           Vornado    Realty    Trust   (Reit)             Goldman    Sachs
      (36,389)                                                27,527
           Vornado    Realty    Trust   (Reit)
       (8,952)                            HSBC                    8,983
           Vornado    Realty    Trust   (Reit)             Morgan    Stanley
        (829)                                               (1,244)
           VOXX   International       Corp              Bank   of  America    Merrill    Lynch
       23,885                                                (9,315)
           VOXX   International       Corp              Goldman    Sachs
       8,927                                               (3,482)
           VOXX   International       Corp              Morgan    Stanley
       10,739                                                 (537)
           Voya   Financial     Inc                Barclays     Bank
       5,069                                                2,129
           Voya   Financial     Inc                Goldman    Sachs
       8,182                                                2,863
           Voya   Financial     Inc
       15,983                            HSBC                    11,645
           Voya   Financial     Inc                Morgan    Stanley
       2,690                                                1,130
           Voyager    Therapeutics       Inc             Barclays     Bank
       (4,159)                                                2,579
           Voyager    Therapeutics       Inc
       (5,208)                            HSBC                    6,354
           VSE  Corp                     Bank   of  America    Merrill    Lynch
      (27,671)                                                (45,242)
           Vulcan    Materials     Co               Bank   of  America    Merrill    Lynch
       14,263                                                30,665
           Vulcan    Materials     Co               Barclays     Bank
       4,612                                               19,371
           Vulcan    Materials     Co               Goldman    Sachs
       2,004                                                4,309
           Vulcan    Materials     Co
       12,776                            HSBC                    79,594
           Vulcan    Materials     Co               Morgan    Stanley
       17,149                                                72,026
        128   W&T  Offshore     Inc                 Goldman    Sachs                 (12)
           W&T  Offshore     Inc                 Morgan    Stanley
       40,903                                                3,068
           Wabash    National     Corp               Bank   of  America    Merrill    Lynch
       43,577                                                24,061
           Wabash    National     Corp               Barclays     Bank
       8,860                                                (755)
           Wabash    National     Corp               Goldman    Sachs
       60,314                                                34,867
           Wabash    National     Corp
       11,881                            HSBC                    6,416
           Wabash    National     Corp               Morgan    Stanley
       19,208                                                1,152
           Wabtec    Corp                    Bank   of  America    Merrill    Lynch
       3,473                                               (7,189)
           Wabtec    Corp
       (3,934)                            HSBC                    4,367
           Wabtec    Corp                    Morgan    Stanley
       (9,470)                                                19,887
           Waddell    & Reed   Financial     Inc   ’A’
      (47,098)                             HSBC                    42,859
                                327/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Waddell    & Reed   Financial     Inc   ’A’        Morgan    Stanley
      (13,177)                                                (2,504)
           Walgreens     Boots   Alliance     Inc           Bank   of  America    Merrill    Lynch
       (2,234)                                                5,027
           Walgreens     Boots   Alliance     Inc           Goldman    Sachs
       (9,535)                                                21,454
           Walgreens     Boots   Alliance     Inc
      (22,260)                             HSBC                    (7,298)
           Walgreens     Boots   Alliance     Inc           Morgan    Stanley
      (15,469)                                                10,983
           Walker    & Dunlop    Inc               Barclays     Bank
       7,423                                                6,045
           Walker    & Dunlop    Inc               Goldman    Sachs
       13,211                                                (5,070)
           Walker    & Dunlop    Inc
       5,310                            HSBC                    2,373
           Walker    & Dunlop    Inc               Morgan    Stanley
       9,657                                                8,051
           Walmart    Inc                   Bank   of  America    Merrill    Lynch
       (5,426)                                                (1,492)
           Walmart    Inc                   Barclays     Bank
      (21,218)                                                (9,124)
           Walmart    Inc                   Goldman    Sachs
       (3,725)                                                (3,243)
       (1,985)    Walmart    Inc                   HSBC                     (695)
           Walt   Disney    Co/The    - CDI             Bank   of  America    Merrill    Lynch
       (1,836)                                                (2,511)
           Walt   Disney    Co/The    - CDI             Barclays     Bank
        (920)                                               (1,847)
           Walt   Disney    Co/The    - CDI             Goldman    Sachs
       (3,573)                                               (24,296)
           Walt   Disney    Co/The    - CDI
       (9,868)                            HSBC                   (75,691)
           Walt   Disney    Co/The    - CDI             Morgan    Stanley
       (8,832)                                               (28,086)
           Warrior    Met  Coal   Inc
       (7,688)                            HSBC                    (7,996)
           Warrior    Met  Coal   Inc               Morgan    Stanley
       (7,811)                                                (9,764)
           Washington      Federal    Inc              Bank   of  America    Merrill    Lynch
      (16,636)                                                (3,993)
           Washington      Federal    Inc              Bank   of  America    Merrill    Lynch
       71,929                                                17,263
           Washington      Federal    Inc              Barclays     Bank
       (6,104)                                                (2,991)
           Washington      Federal    Inc              Goldman    Sachs
       2,454                                                1,121
           Washington      Federal    Inc              Goldman    Sachs
      (18,826)                                                (4,518)
           Washington      Federal    Inc
       (7,099)                            HSBC                     (781)
           Washington      Federal    Inc
       2,051                            HSBC                     102
           Washington      Federal    Inc              Morgan    Stanley
       (2,340)                                                (1,147)
           Washington      Federal    Inc              Morgan    Stanley
       3,812                                                 207
           Washington      Prime   Group   Inc  (Reit)          Barclays     Bank
      (126,395)                                                 (2,528)
           Washington      Prime   Group   Inc  (Reit)
      (135,431)                             HSBC                    24,378
           Washington      Real   Estate    Investment      Trust
                                   Bank   of  America    Merrill    Lynch
      (21,091)                                                (11,389)
           (Reit)
           Washington      Real   Estate    Investment      Trust
                                   Barclays     Bank
      (77,343)                                                (51,046)
           (Reit)
           Washington      Real   Estate    Investment      Trust
                                   Goldman    Sachs
      (14,014)                                                (6,232)
           (Reit)
           Washington      Real   Estate    Investment      Trust
      (107,508)                             HSBC                   (23,930)
           (Reit)
           Washington      Real   Estate    Investment      Trust
      (85,958)                             Morgan    Stanley                (56,733)
           (Reit)
           Washington      Trust   Bancorp    Inc           Barclays     Bank
       7,792                                                3,351
           Washington      Trust   Bancorp    Inc           Goldman    Sachs
       4,649                                               (2,464)
           Washington      Trust   Bancorp    Inc
       10,326                            HSBC                    (7,538)
           Washington      Trust   Bancorp    Inc           Morgan    Stanley
       16,856                                                7,248
           Waste   Connections      Inc              Barclays     Bank
       (1,395)                                                (2,288)
           Waste   Connections      Inc              Barclays     Bank
       5,937                                                9,737
                                328/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Waste   Connections      Inc              Goldman    Sachs
       (2,761)                                                (4,942)
           Waste   Connections      Inc              Goldman    Sachs
        572                                               1,024
           Waste   Connections      Inc
       (3,286)                            HSBC                    (7,163)
           Waste   Connections      Inc
       2,149                            HSBC                    4,685
           Waste   Connections      Inc              Morgan    Stanley
       6,838                                               11,214
           Waste   Management      Inc               Bank   of  America    Merrill    Lynch
       (8,406)                                                (7,061)
           Waste   Management      Inc               Barclays     Bank
      (24,833)                                                (55,377)
           Waste   Management      Inc               Goldman    Sachs
      (57,453)                                                (48,261)
           Waste   Management      Inc
      (11,083)                             HSBC                   (21,719)
           Waste   Management      Inc               Morgan    Stanley
       (3,025)                                                (6,746)
           Waters    Corp                    Bank   of  America    Merrill    Lynch
       (2,886)                                               (14,353)
           Waters    Corp                    Barclays     Bank
       (1,804)                                                (6,525)
       (6,308)    Waters    Corp                    Goldman    Sachs               (36,052)
           Waters    Corp
       (1,007)                            HSBC                   (11,632)
           Waterstone      Financial     Inc             Bank   of  America    Merrill    Lynch
      (43,248)                                                   -
           Waterstone      Financial     Inc             Barclays     Bank
      (46,208)                                                (9,011)
           Waterstone      Financial     Inc             Goldman    Sachs
      (54,679)                                                   -
           Waterstone      Financial     Inc
      (25,725)                             HSBC                    (1,801)
           Waterstone      Financial     Inc             Morgan    Stanley
      (46,746)                                                (9,115)
           Watford    Holdings     Ltd               Barclays     Bank
       4,373                                                2,536
           Watford    Holdings     Ltd               Morgan    Stanley
       1,870                                                1,085
           Watsco    Inc                    Bank   of  America    Merrill    Lynch
        230                                                83
           Watsco    Inc                    Barclays     Bank
       1,846                                                4,246
           Watsco    Inc                    Goldman    Sachs
       14,594                                                5,253
           Watsco    Inc
       2,211                            HSBC                    5,156
           Watsco    Inc                    Morgan    Stanley
       1,885                                                4,336
           Watts   Water   Technologies       Inc   ’A’        Bank   of  America    Merrill    Lynch
        699                                               1,440
           Watts   Water   Technologies       Inc   ’A’
       1,010                            HSBC                    2,252
           Watts   Water   Technologies       Inc   ’A’        Morgan    Stanley
       35,653                                                72,019
           WaVe   Life   Sciences     Ltd              Barclays     Bank
       (3,504)                                                (3,749)
           WaVe   Life   Sciences     Ltd
        (191)                           HSBC                     (720)
           WaVe   Life   Sciences     Ltd              Morgan    Stanley
      (14,779)                                                (15,814)
           Wayfair    Inc   ’A’                 Barclays     Bank
        (473)                                                (719)
           Wayfair    Inc   ’A’                 Goldman    Sachs
       (3,085)                                                (7,774)
       1,175    Wayfair    Inc   ’A’                 HSBC                    2,362
           WD-40   Co                    Bank   of  America    Merrill    Lynch
        983                                               6,832
           WD-40   Co                    Barclays     Bank
       (2,063)                                                (6,996)
           WD-40   Co                    Goldman    Sachs
       (3,125)                                               (21,719)
           WD-40   Co
        631                          HSBC                    3,885
           WD-40   Co
       (3,592)                            HSBC                   (32,508)
           WD-40   Co                    Morgan    Stanley
        484                                               1,868
           WD-40   Co                    Morgan    Stanley
       (7,396)                                               (27,556)
           Webster    Financial     Corp              Barclays     Bank
        538                                                549
           Webster    Financial     Corp              Goldman    Sachs
       1,188                                                 618
           Webster    Financial     Corp
       9,321                            HSBC                    1,585
                                329/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Webster    Financial     Corp              Morgan    Stanley
       57,744                                                58,899
           WEC  Energy    Group   Inc
        (619)                           HSBC                     (953)
           WEC  Energy    Group   Inc               Morgan    Stanley
      (49,237)                                                (41,359)
           Weingarten      Realty    Investors     (Reit)         Bank   of  America    Merrill    Lynch
       30,019                                                17,711
           Weingarten      Realty    Investors     (Reit)         Bank   of  America    Merrill    Lynch
       (2,137)                                                (1,261)
           Weingarten      Realty    Investors     (Reit)         Barclays     Bank
      (23,417)                                                (28,335)
           Weingarten      Realty    Investors     (Reit)         Goldman    Sachs
      (23,258)                                                (13,722)
           Weingarten      Realty    Investors     (Reit)
       (4,701)                            HSBC                    (4,466)
           Weingarten      Realty    Investors     (Reit)         Morgan    Stanley
       (5,710)                                                (6,909)
           Weis   Markets    Inc                 Bank   of  America    Merrill    Lynch
       6,714                                               (8,594)
           Weis   Markets    Inc                 Barclays     Bank
       4,763                                                 714
           Weis   Markets    Inc                 Goldman    Sachs
       17,308                                               (22,154)
       14,996    Weis   Markets    Inc                 HSBC                    (2,849)
           Weis   Markets    Inc                 Morgan    Stanley
       26,550                                                3,290
           Welbilt    Inc                   Bank   of  America    Merrill    Lynch
      (83,595)                                                64,170
           Welbilt    Inc                   Barclays     Bank
      (20,771)                                                  623
           Welbilt    Inc                   Goldman    Sachs
      (46,494)                                                36,731
           Welbilt    Inc
      (19,843)                             HSBC                    26,126
           Welbilt    Inc                   Morgan    Stanley
      (19,706)                                                  591
           Wells   Fargo   & Co                Bank   of  America    Merrill    Lynch
       1,947                                                1,071
           Wells   Fargo   & Co                Barclays     Bank
       7,549                                                 528
           Wells   Fargo   & Co                Goldman    Sachs
       (2,637)                                                (1,780)
           Wells   Fargo   & Co
      (17,586)                             HSBC                    (4,397)
           Wells   Fargo   & Co
       1,735                            HSBC                     822
           Wells   Fargo   & Co                Morgan    Stanley
       (9,463)                                                 (662)
           Wells   Fargo   & Co                Morgan    Stanley
       1,342                                                 94
           Welltower     Inc  (Reit)                Bank   of  America    Merrill    Lynch
       13,298                                                20,796
           Welltower     Inc  (Reit)                Barclays     Bank
       11,955                                                23,910
           Welltower     Inc  (Reit)                Goldman    Sachs
       19,762                                                32,805
           Welltower     Inc  (Reit)                Morgan    Stanley
       22,168                                                44,336
           Wendy’s     Co/The                   Goldman    Sachs
      (14,566)                                                (15,586)
           Wendy’s     Co/The                   Morgan    Stanley
      (46,907)                                                (35,181)
           Werner    Enterprises      Inc              Barclays     Bank
       2,049                                                 840
           Werner    Enterprises      Inc              Barclays     Bank
       (5,470)                                                (2,243)
      (30,549)     Werner    Enterprises      Inc              Goldman    Sachs                29,022
           Werner    Enterprises      Inc              Goldman    Sachs
       1,164                                               (1,106)
           Werner    Enterprises      Inc              Morgan    Stanley
       (4,893)                                                (2,006)
           WesBanco     Inc                   Bank   of  America    Merrill    Lynch
       3,845                                               (2,871)
           WesBanco     Inc                   Barclays     Bank
       18,378                                                (2,940)
           WesBanco     Inc                   Goldman    Sachs
       31,001                                               (22,907)
           WesBanco     Inc
       42,088                            HSBC                   (49,664)
           WesBanco     Inc                   Morgan    Stanley
       11,625                                                (1,860)
           Wesco   Aircraft     Holdings     Inc
       4,770                            HSBC                     (286)
           Wesco   Aircraft     Holdings     Inc           Morgan    Stanley
       6,078                                                 (61)
           WESCO   International       Inc             Bank   of  America    Merrill    Lynch
       31,720                                               (38,382)
                                330/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           WESCO   International       Inc             Barclays     Bank
       8,308                                               (2,409)
           WESCO   International       Inc             Goldman    Sachs
       8,220                                               (9,946)
           WESCO   International       Inc
       28,869                            HSBC                   (33,200)
           WESCO   International       Inc             Morgan    Stanley
       1,985                                                (576)
           West   Bancorporation        Inc             Bank   of  America    Merrill    Lynch
       30,153                                                8,443
           West   Bancorporation        Inc             Goldman    Sachs
       21,896                                                6,131
           West   Bancorporation        Inc             Morgan    Stanley
       35,669                                                9,274
           West   Pharmaceutical        Services     Inc         Barclays     Bank
       1,137                                                3,252
           West   Pharmaceutical        Services     Inc         Goldman    Sachs
       2,706                                               (2,409)
           West   Pharmaceutical        Services     Inc
        797                          HSBC                    1,153
           West   Pharmaceutical        Services     Inc         Morgan    Stanley
       6,780                                               19,391
           Westamerica      Bancorporation                 Goldman    Sachs
      (31,510)                                                 8,193
       (3,447)    Westamerica      Bancorporation                 HSBC                    5,481
           Western    Alliance     Bancorp               Barclays     Bank
       (1,349)                                                 (431)
           Western    Alliance     Bancorp               Goldman    Sachs
       (2,224)                                                 (810)
           Western    Alliance     Bancorp
       (9,424)                            HSBC                   (12,539)
           Western    Alliance     Bancorp               Morgan    Stanley
      (12,268)                                                (10,284)
           Western    Asset   Mortgage     Capital    Corp   (Reit)     Bank   of  America    Merrill    Lynch
       18,969                                                 948
           Western    Asset   Mortgage     Capital    Corp   (Reit)     Barclays     Bank
       48,257                                                4,826
           Western    Asset   Mortgage     Capital    Corp   (Reit)     Goldman    Sachs
       37,719                                                1,886
           Western    Asset   Mortgage     Capital    Corp   (Reit)
       36,340                            HSBC                    (4,361)
           Western    Asset   Mortgage     Capital    Corp   (Reit)     Morgan    Stanley
       47,773                                                4,777
           Western    Digital    Corp               Bank   of  America    Merrill    Lynch
       5,288                                                2,113
           Western    Digital    Corp               Barclays     Bank
       1,510                                                2,658
           Western    Digital    Corp               Goldman    Sachs
       4,413                                                3,704
           Western    Digital    Corp
       5,278                            HSBC                    (2,552)
           Western    Digital    Corp               Morgan    Stanley
        427                                                752
           Western    Midstream     Partners     LP          Barclays     Bank
      (19,662)                                                 3,539
           Western    Midstream     Partners     LP
      (18,043)                             HSBC                    38,612
           Western    New  England    Bancorp    Inc         Bank   of  America    Merrill    Lynch
      (98,360)                                                 1,475
           Western    Union   Co/The                Bank   of  America    Merrill    Lynch
      (16,314)                                                (4,079)
           Western    Union   Co/The
      (87,792)                             HSBC                    71,989
           Western    Union   Co/The                Morgan    Stanley
      (51,061)                                                (2,553)
           Westinghouse       Air  Brake   Technologies       Corp     Goldman    Sachs
       (3,568)                                                7,386
        344   Westinghouse       Air  Brake   Technologies       Corp     Goldman    Sachs                 (712)
           Westlake     Chemical     Corp              Bank   of  America    Merrill    Lynch
       (2,521)                                                5,067
           Westlake     Chemical     Corp              Barclays     Bank
        444                                                213
           Westlake     Chemical     Corp              Barclays     Bank
        (597)                                                (287)
           Westlake     Chemical     Corp              Goldman    Sachs
       2,037                                               (2,894)
           Westlake     Chemical     Corp              Goldman    Sachs
       (1,528)                                                3,071
           Westlake     Chemical     Corp
       1,198                            HSBC                     902
           Westlake     Chemical     Corp              Morgan    Stanley
       2,477                                                1,189
           Westlake     Chemical     Corp              Morgan    Stanley
       (3,997)                                                (1,919)
           Westrock     Co                   Bank   of  America    Merrill    Lynch
       15,642                                                5,944
           Westrock     Co                   Barclays     Bank
       19,699                                                30,139
                                331/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Westrock     Co
       41,954                            HSBC                    24,752
           Westrock     Co                   Morgan    Stanley
       35,230                                                53,902
           Westwood     Holdings     Group   Inc           Bank   of  America    Merrill    Lynch
       20,427                                                (3,268)
           Westwood     Holdings     Group   Inc           Goldman    Sachs
       20,946                                                (3,351)
           Westwood     Holdings     Group   Inc           Morgan    Stanley
       7,655                                                7,961
           WEX  Inc                     Bank   of  America    Merrill    Lynch
      (12,092)                                                (33,494)
           WEX  Inc                     Barclays     Bank
       (1,186)                                                (7,496)
           WEX  Inc                     Goldman    Sachs
       (1,885)                                                (5,714)
           WEX  Inc
       (5,921)                            HSBC                   (41,357)
           WEX  Inc                     Morgan    Stanley
       (3,333)                                               (21,065)
           Weyco   Group   Inc                 Bank   of  America    Merrill    Lynch
       (8,322)                                                  83
           Weyerhaeuser       Co  (Reit)               Barclays     Bank
      (126,519)                                                (84,768)
           Weyerhaeuser       Co  (Reit)
      (76,011)                             HSBC                    (2,280)
           Weyerhaeuser       Co  (Reit)               Morgan    Stanley
      (114,793)                                                (76,912)
           Whirlpool     Corp                  Bank   of  America    Merrill    Lynch
       4,457                                               (2,079)
           Whirlpool     Corp                  Barclays     Bank
       1,155                                                (369)
        668   Whirlpool     Corp                  Goldman    Sachs                 (407)
           Whirlpool     Corp
       2,208                            HSBC                   (10,513)
           Whirlpool     Corp                  Morgan    Stanley
       2,950                                               (2,424)
           White   Mountains     Insurance     Group   Ltd       Bank   of  America    Merrill    Lynch
       (1,837)                                               (28,846)
           White   Mountains     Insurance     Group   Ltd       Barclays     Bank
       (1,064)                                               (21,323)
           White   Mountains     Insurance     Group   Ltd       Goldman    Sachs
       (1,738)                                               (25,787)
           White   Mountains     Insurance     Group   Ltd
        (84)                          HSBC                     (322)
           White   Mountains     Insurance     Group   Ltd       Morgan    Stanley
        (672)                                              (13,466)
           Whitestone      REIT   (Reit)               Bank   of  America    Merrill    Lynch
       14,987                                                1,049
           Whitestone      REIT   (Reit)               Barclays     Bank
       7,737                                                1,702
           Whitestone      REIT   (Reit)               Goldman    Sachs
       7,519                                                 526
           Whitestone      REIT   (Reit)               Morgan    Stanley
       38,426                                                8,454
           Whiting    Petroleum     Corp              Bank   of  America    Merrill    Lynch
        490                                               (725)
           Whiting    Petroleum     Corp              Barclays     Bank
      (15,580)                                                 7,634
           Whiting    Petroleum     Corp              Goldman    Sachs
      (20,595)                                                20,345
           Whiting    Petroleum     Corp
       (5,564)                            HSBC                    8,996
           Whiting    Petroleum     Corp              Morgan    Stanley
       7,827                                               (3,835)
           WideOpenWest       Inc                 Morgan    Stanley
       (4,047)                                                 648
           Willdan    Group   Inc                Bank   of  America    Merrill    Lynch
       (7,283)                                                (4,443)
       (2,252)    Willdan    Group   Inc                Barclays     Bank               (1,576)
           Willdan    Group   Inc
       (7,093)                            HSBC                    3,830
           Willdan    Group   Inc                Morgan    Stanley
      (12,858)                                                (9,001)
           Williams     Cos  Inc/The                 Bank   of  America    Merrill    Lynch
       27,814                                                10,291
           Williams     Cos  Inc/The                 Bank   of  America    Merrill    Lynch
      (28,893)                                                (13,065)
           Williams     Cos  Inc/The                 Goldman    Sachs
      (22,327)                                                (7,890)
           Williams     Cos  Inc/The
       18,320                            HSBC                    11,725
           Williams     Cos  Inc/The                 Morgan    Stanley
       41,476                                               (15,346)
           Williams     Cos  Inc/The                 Morgan    Stanley
       (2,855)                                                1,056
           Williams-Sonoma        Inc               Barclays     Bank
       3,169                                               11,123
                                332/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Williams-Sonoma        Inc               Goldman    Sachs
       1,052                                               (2,030)
           Williams-Sonoma        Inc
       6,241                            HSBC                    10,998
           Williams-Sonoma        Inc               Morgan    Stanley
       5,421                                               19,027
           Willis    Lease   Finance    Corp             Goldman    Sachs
       (3,965)                                                 (159)
           Willis    Lease   Finance    Corp
       (2,918)                            HSBC                    4,814
           Willis    Lease   Finance    Corp             Morgan    Stanley
       (5,722)                                                3,548
           WillScot     Corp                   Barclays     Bank
       15,064                                                6,779
           WillScot     Corp                   Goldman    Sachs
       24,781                                                11,638
           WillScot     Corp
       44,914                            HSBC                    57,079
           WillScot     Corp                   Morgan    Stanley
       23,051                                                8,099
           Wingstop     Inc                   Bank   of  America    Merrill    Lynch
       1,028                                                6,346
           Wingstop     Inc                   Barclays     Bank
       13,437                                                77,935
           Wingstop     Inc                   Goldman    Sachs
       10,919                                                54,462
           Wingstop     Inc
       10,416                            HSBC                    50,422
           Wingstop     Inc                   Morgan    Stanley
       7,607                                               44,120
           Winmark    Corp                   Bank   of  America    Merrill    Lynch
       (6,024)                                                10,000
        (425)   Winmark    Corp                   Goldman    Sachs                 706
           Winmark    Corp
       (1,719)                            HSBC                    3,696
           Winmark    Corp                   Morgan    Stanley
       (2,158)                                                3,302
           Winnebago     Industries      Inc             Morgan    Stanley
       (2,770)                                                1,496
           Winthrop     Realty    Trust   (Reit)*            Bank   of  America    Merrill    Lynch
       10,347                                               (42,940)
           Wintrust     Financial     Corp              Bank   of  America    Merrill    Lynch
       39,706                                                72,237
           Wintrust     Financial     Corp              Barclays     Bank
       12,946                                                11,263
           Wintrust     Financial     Corp              Goldman    Sachs
       5,226                                                9,564
           Wintrust     Financial     Corp
       14,119                            HSBC                    6,636
           Wintrust     Financial     Corp              Morgan    Stanley
       12,873                                                11,200
           WisdomTree      Investments      Inc            Goldman    Sachs
       5,322                                               (1,171)
           WisdomTree      Investments      Inc
       22,601                            HSBC                   (10,848)
           WisdomTree      Investments      Inc            Morgan    Stanley
       11,708                                                 (468)
           Wix.com    Ltd                   Barclays     Bank
        (94)                                                (33)
           Wix.com    Ltd                   Goldman    Sachs
       (3,023)                                                27,555
           Wix.com    Ltd
        (828)                           HSBC                    5,668
           Wolverine     World   Wide   Inc             Barclays     Bank
       (1,326)                                                  80
           Wolverine     World   Wide   Inc             Barclays     Bank
       11,250                                                 (675)
           Wolverine     World   Wide   Inc             Goldman    Sachs
       (2,700)                                                2,403
       29,328    Wolverine     World   Wide   Inc             Goldman    Sachs               (21,427)
           Wolverine     World   Wide   Inc
       (1,136)                            HSBC                    1,227
           Wolverine     World   Wide   Inc
       11,564                            HSBC                    (7,255)
           Wolverine     World   Wide   Inc             Morgan    Stanley
      (15,161)                                                  910
           Wolverine     World   Wide   Inc             Morgan    Stanley
       42,070                                                (2,524)
           Woodward     Inc                   Bank   of  America    Merrill    Lynch
       1,340                                                6,402
           Woodward     Inc                   Barclays     Bank
       3,736                                               22,789
           Woodward     Inc                   Goldman    Sachs
       24,952                                                83,838
           Woodward     Inc
       3,654                            HSBC                    25,344
           Woodward     Inc                   Morgan    Stanley
       13,243                                                80,782
                                333/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Workday    Inc   ’A’                 Bank   of  America    Merrill    Lynch
       2,900                                               36,156
           Workday    Inc   ’A’                 Barclays     Bank
       1,718                                               11,390
           Workday    Inc   ’A’                 Goldman    Sachs
       4,663                                               62,421
           Workday    Inc   ’A’
        286                          HSBC                    3,742
           Workday    Inc   ’A’                 Morgan    Stanley
       21,377                                               141,729
           Workiva    Inc                   Bank   of  America    Merrill    Lynch
       (1,727)                                                (1,416)
           Workiva    Inc                   Barclays     Bank
        (676)                                                (554)
           Workiva    Inc                   Goldman    Sachs
       (2,420)                                                (1,523)
           Workiva    Inc
       (9,972)                            HSBC                   (22,338)
           Workiva    Inc                   Morgan    Stanley
       (8,479)                                                (6,953)
           World   Acceptance      Corp               Morgan    Stanley
        (901)                                                 36
           World   Fuel   Services     Corp             Barclays     Bank
       (3,115)                                                 588
           World   Fuel   Services     Corp             Goldman    Sachs
       (1,246)                                                  87
           World   Fuel   Services     Corp
        (672)                           HSBC                     331
           World   Fuel   Services     Corp             Morgan    Stanley
       (1,405)                                                 225
           World   Wrestling     Entertainment       Inc   ’A’      Barclays     Bank
      (10,243)                                                (14,545)
       (9,898)    World   Wrestling     Entertainment       Inc   ’A’      HSBC                   (68,792)
           World   Wrestling     Entertainment       Inc   ’A’      Morgan    Stanley
       (1,671)                                                (2,373)
           Worthington      Industries      Inc            Bank   of  America    Merrill    Lynch
       (1,735)                                                (3,106)
           Worthington      Industries      Inc            Barclays     Bank
       (3,106)                                                (3,759)
           Worthington      Industries      Inc            Goldman    Sachs
       (2,377)                                                (4,255)
           Worthington      Industries      Inc
      (22,667)                             HSBC                    11,334
           Worthington      Industries      Inc            Morgan    Stanley
      (27,189)                                                (32,898)
           WP  Carey   Inc  (Reit)                 Bank   of  America    Merrill    Lynch
      (76,541)                                                58,937
           WP  Carey   Inc  (Reit)                 Goldman    Sachs
       (5,557)                                                4,279
           WP  Carey   Inc  (Reit)
       (1,364)                            HSBC                     (164)
           WP  Carey   Inc  (Reit)                 Morgan    Stanley
      (66,584)                                               (102,539)
           WPX  Energy    Inc                  Bank   of  America    Merrill    Lynch
      (84,890)                                                22,921
           WPX  Energy    Inc                  Barclays     Bank
      (42,351)                                                (2,541)
           WPX  Energy    Inc                  Goldman    Sachs
      (13,075)                                                 3,531
           WPX  Energy    Inc
      (51,974)                             HSBC                    37,941
           WPX  Energy    Inc                  Morgan    Stanley
      (87,739)                                                (5,265)
           WR  Berkley    Corp
       16,633                            HSBC                    8,649
           WR  Berkley    Corp                  Morgan    Stanley
       7,926                                                3,487
           WR  Grace   & Co                  Barclays     Bank
       (2,084)                                                1,063
       (3,733)    WR  Grace   & Co                  Goldman    Sachs                2,710
           WR  Grace   & Co                  Goldman    Sachs
       2,315                                               (1,551)
           WR  Grace   & Co
       (2,001)                            HSBC                    2,731
           WR  Grace   & Co                  Morgan    Stanley
       (1,136)                                                 579
           WSFS   Financial     Corp                Barclays     Bank
       (1,997)                                                (1,677)
           WSFS   Financial     Corp                Goldman    Sachs
       3,771                                                3,967
           WSFS   Financial     Corp                Goldman    Sachs
       (2,262)                                                (2,579)
           WSFS   Financial     Corp
       (1,339)                            HSBC                     (348)
           WSFS   Financial     Corp
       5,143                            HSBC                    5,347
           WSFS   Financial     Corp                Morgan    Stanley
       (3,787)                                                (3,181)
                                334/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           WSFS   Financial     Corp                Morgan    Stanley
       28,577                                                24,005
           WW  Grainger     Inc                 Bank   of  America    Merrill    Lynch
       (2,216)                                                8,186
           WW  Grainger     Inc                 Barclays     Bank
        (885)                                                239
           WW  Grainger     Inc                 Goldman    Sachs
        (795)                                               3,768
           WW  Grainger     Inc
          ▶                         HSBC                     (25)
           WW  Grainger     Inc                 Morgan    Stanley
       2,098                                                (566)
           WW  Grainger     Inc                 Morgan    Stanley
       (2,040)                                                 551
           WW  International       Inc               Bank   of  America    Merrill    Lynch
       (6,552)                                               (49,730)
           WW  International       Inc               Barclays     Bank
       (1,936)                                                (3,059)
           WW  International       Inc               Goldman    Sachs
       (6,255)                                               (43,140)
           WW  International       Inc
       (4,283)                            HSBC                   (27,019)
           WW  International       Inc               Morgan    Stanley
      (30,296)                                                (47,613)
           Wyndham    Destinations       Inc             Bank   of  America    Merrill    Lynch
       3,384                                                2,337
           Wyndham    Destinations       Inc             Barclays     Bank
       13,685                                                18,748
           Wyndham    Destinations       Inc             Goldman    Sachs
       12,029                                                11,212
           Wyndham    Destinations       Inc
       9,946                            HSBC                    12,173
       15,879    Wyndham    Destinations       Inc             Morgan    Stanley                21,755
           Wyndham    Hotels    & Resorts    Inc           Bank   of  America    Merrill    Lynch
       (4,343)                                                (9,294)
           Wyndham    Hotels    & Resorts    Inc           Barclays     Bank
       (2,575)                                                (2,570)
           Wyndham    Hotels    & Resorts    Inc           Goldman    Sachs
        (683)                                                (889)
           Wyndham    Hotels    & Resorts    Inc
       (2,605)                            HSBC                    (5,669)
           Wyndham    Hotels    & Resorts    Inc           Morgan    Stanley
      (16,785)                                                (17,456)
           Wynn   Resorts    Ltd                 Goldman    Sachs
        189                                                240
           Wynn   Resorts    Ltd
       2,989                            HSBC                   (13,616)
           Wynn   Resorts    Ltd                 Morgan    Stanley
        900                                               1,944
           Wynn   Resorts    Ltd                 Morgan    Stanley
       (3,253)                                                (7,026)
           X4  Pharmaceuticals        Inc              Bank   of  America    Merrill    Lynch
       1,370                                               (3,507)
           X4  Pharmaceuticals        Inc              Goldman    Sachs
       2,733                                               (6,996)
           XBiotech     Inc                   Barclays     Bank
       1,216                                               (1,094)
           XBiotech     Inc                   Goldman    Sachs
       8,737                                               (5,067)
           Xcel   Energy    Inc                 Bank   of  America    Merrill    Lynch
      110,119                                                98,590
           Xcel   Energy    Inc                 Barclays     Bank
       13,776                                                8,485
           Xcel   Energy    Inc                 Goldman    Sachs
       7,358                                                6,120
           Xcel   Energy    Inc
       63,510                            HSBC                    75,635
           Xcel   Energy    Inc                 Morgan    Stanley
       12,540                                                10,934
       (6,670)    Xencor    Inc                    Goldman    Sachs               (19,510)
           Xencor    Inc
       (1,007)                            HSBC                     (372)
           Xencor    Inc                    Morgan    Stanley
       (1,103)                                                (1,009)
           Xenia   Hotels    & Resorts    Inc  (Reit)          Bank   of  America    Merrill    Lynch
       (3,190)                                                 (510)
           Xenia   Hotels    & Resorts    Inc  (Reit)          Barclays     Bank
      (18,277)                                                (10,616)
           Xenia   Hotels    & Resorts    Inc  (Reit)          Goldman    Sachs
      (14,570)                                                (2,386)
           Xenia   Hotels    & Resorts    Inc  (Reit)
      (22,940)                             HSBC                    (3,212)
           Xenia   Hotels    & Resorts    Inc  (Reit)          Morgan    Stanley
       (6,480)                                                (4,342)
           Xeris   Pharmaceuticals        Inc            Goldman    Sachs
       (9,959)                                                (9,262)
           Xeris   Pharmaceuticals        Inc
       (3,289)                            HSBC                    (3,749)
                                335/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Xeris   Pharmaceuticals        Inc            Morgan    Stanley
       (6,500)                                                (6,825)
           Xerox   Holdings     Corp                Goldman    Sachs
        (982)                                                 88
           Xerox   Holdings     Corp
      (31,959)                             HSBC                      -
           Xerox   Holdings     Corp                Morgan    Stanley
      (50,643)                                                10,635
           Xilinx    Inc                    Bank   of  America    Merrill    Lynch
       (2,947)                                                (1,440)
           Xilinx    Inc                    Barclays     Bank
       (1,039)                                                (3,003)
           Xilinx    Inc                    Goldman    Sachs
      (11,540)                                                 (243)
           Xilinx    Inc
       (3,267)                            HSBC                    1,444
           Xilinx    Inc                    Morgan    Stanley
       (1,831)                                                (4,742)
           XOMA   Corp                     Morgan    Stanley
       (8,997)                                                4,229
           XPEL   Inc                     Morgan    Stanley
       2,383                                                (381)
           Xperi   Corp                    Goldman    Sachs
       7,437                                               (7,586)
           Xperi   Corp
       4,237                            HSBC                    (6,906)
           Xperi   Corp                    Morgan    Stanley
       13,895                                                10,838
           XPO  Logistics     Inc                Bank   of  America    Merrill    Lynch
       (2,463)                                                (1,158)
           XPO  Logistics     Inc                Morgan    Stanley
        (523)                                                (424)
       6,312    Xylem   Inc/NY                    Bank   of  America    Merrill    Lynch         (304)
           Xylem   Inc/NY                    Barclays     Bank
        502                                                251
           Xylem   Inc/NY                    Goldman    Sachs
        699                                               (112)
           Xylem   Inc/NY
       3,398                            HSBC                    1,207
           Xylem   Inc/NY                    Morgan    Stanley
        577                                                289
           Yandex    NV  ’A’                  Barclays     Bank
       (4,264)                                                (4,711)
           Yandex    NV  ’A’                  Goldman    Sachs
       (4,057)                                               (23,429)
           Yandex    NV  ’A’
       (3,152)                            HSBC                   (23,341)
           Yandex    NV  ’A’                  Morgan    Stanley
       (2,724)                                                (3,010)
           Yelp   Inc                     Barclays     Bank
         63                                               (29)
           Yelp   Inc                     Goldman    Sachs
       4,932                                                 937
           Yelp   Inc
       15,341                            HSBC                     460
           Yelp   Inc                     Morgan    Stanley
       48,512                                               (22,315)
           YETI   Holdings     Inc                Bank   of  America    Merrill    Lynch
       (3,541)                                                (7,401)
           YETI   Holdings     Inc                Barclays     Bank
       (3,067)                                                (8,342)
           YETI   Holdings     Inc
       (2,706)                            HSBC                    (6,640)
           Yext   Inc                     Bank   of  America    Merrill    Lynch
       2,023                                                1,355
           Yext   Inc                     Barclays     Bank
       6,244                                                4,808
           Yext   Inc                     Goldman    Sachs
       13,912                                                9,321
       8,054    Yext   Inc                     HSBC                    10,068
           Yext   Inc                     Morgan    Stanley
       30,808                                                23,722
           Y-mAbs    Therapeutics       Inc             Bank   of  America    Merrill    Lynch
       1,196                                                5,322
           Y-mAbs    Therapeutics       Inc             Barclays     Bank
       4,113                                               17,192
           Y-mAbs    Therapeutics       Inc             Goldman    Sachs
       1,630                                                7,254
           Y-mAbs    Therapeutics       Inc             Morgan    Stanley
       10,246                                                42,828
           York   Water   Co/The                  Bank   of  America    Merrill    Lynch
       14,200                                                25,986
           York   Water   Co/The                  Goldman    Sachs
       8,014                                               14,666
           York   Water   Co/The                  Morgan    Stanley
       4,247                                                4,459
           Youngevity      International       Inc           Barclays     Bank
       (1,702)                                                  51
                                336/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           YPF  SA  ADR                    Goldman    Sachs
      (10,478)                                                (4,093)
           YPF  SA  ADR                    Morgan    Stanley
      (72,536)                                                (9,117)
           YRC  Worldwide     Inc                Bank   of  America    Merrill    Lynch
      (38,588)                                                 2,701
           YRC  Worldwide     Inc                Barclays     Bank
      (16,993)                                                (4,758)
           YRC  Worldwide     Inc                Goldman    Sachs
      (25,527)                                                 1,787
           YRC  Worldwide     Inc
      (17,727)                             HSBC                    12,586
           YRC  Worldwide     Inc                Morgan    Stanley
       (3,906)                                                (1,094)
           Yum  China   Holdings     Inc              Bank   of  America    Merrill    Lynch
       2,022                                                2,831
           Yum  China   Holdings     Inc              Barclays     Bank
       2,553                                                4,876
           Yum  China   Holdings     Inc              Goldman    Sachs
       3,992                                                5,589
           Yum  China   Holdings     Inc              Morgan    Stanley
      (16,619)                                                (31,742)
           Yum!   Brands    Inc                 Bank   of  America    Merrill    Lynch
       (8,630)                                               (19,849)
           Yum!   Brands    Inc                 Barclays     Bank
      (24,036)                                                (71,147)
           Yum!   Brands    Inc                 Goldman    Sachs
      (17,076)                                                (39,657)
           Yum!   Brands    Inc
       (6,690)                            HSBC                   (12,946)
           Yum!   Brands    Inc                 Morgan    Stanley
       (9,601)                                               (28,419)
       10,996    Zafgen    Inc                    Bank   of  America    Merrill    Lynch         550
           Zafgen    Inc                    Goldman    Sachs
       11,768                                                 588
           Zafgen    Inc                    Morgan    Stanley
       9,720                                                 (83)
           ZAGG   Inc                     Goldman    Sachs
      (17,276)                                                 8,811
           Zayo   Group   Holdings     Inc             Barclays     Bank
      (29,101)                                                 1,639
           Zayo   Group   Holdings     Inc             Goldman    Sachs
      (35,534)                                                 1,819
           Zayo   Group   Holdings     Inc
      (24,254)                             HSBC                     196
           Zayo   Group   Holdings     Inc             Morgan    Stanley
      (11,757)                                                  705
           Zebra   Technologies       Corp   ’A’           Bank   of  America    Merrill    Lynch
       1,270                                               19,126
           Zebra   Technologies       Corp   ’A’           Bank   of  America    Merrill    Lynch
        (335)                                               (1,826)
           Zebra   Technologies       Corp   ’A’           Goldman    Sachs
        756                                              11,385
           Zebra   Technologies       Corp   ’A’
        148                          HSBC                    1,618
           Zebra   Technologies       Corp   ’A’           Morgan    Stanley
        132                                               1,217
           Zendesk    Inc                   Bank   of  America    Merrill    Lynch
       4,377                                               16,764
           Zendesk    Inc                   Goldman    Sachs
       2,460                                                9,422
           Zendesk    Inc                   Morgan    Stanley
      (10,327)                                                (3,821)
           Zillow    Group   Inc   ’C’              Barclays     Bank
        (532)                                               1,005
           Zillow    Group   Inc   ’C’              Goldman    Sachs
        (976)                                                459
           Zillow    Group   Inc   ’C’
       (8,604)                            HSBC                   (14,283)
      (11,184)     Zimmer    Biomet    Holdings     Inc            Bank   of  America    Merrill    Lynch        10,401
           Zimmer    Biomet    Holdings     Inc            Barclays     Bank
        (597)                                               (1,212)
           Zimmer    Biomet    Holdings     Inc            Goldman    Sachs
       (1,213)                                                  26
           Zimmer    Biomet    Holdings     Inc            Morgan    Stanley
       (2,649)                                                (5,377)
           Zions   Bancorp    NA                Bank   of  America    Merrill    Lynch
       (2,376)                                                 (90)
           Zions   Bancorp    NA                Barclays     Bank
       (4,631)                                                  46
           Zions   Bancorp    NA
       (1,001)                            HSBC                    1,121
           Zions   Bancorp    NA                Morgan    Stanley
       20,182                                                 (202)
           Zions   Bancorp    NA                Morgan    Stanley
        (764)                                                 8
           Zix  Corp
      (13,572)                             HSBC                    (6,650)
                                337/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                   未実現評価益/
                                                     (損)
      保有高                銘柄                   取引相手
                                                    (米ドル)
           米国(続き)
           Zix  Corp                     Morgan    Stanley
       (5,600)                                                 (560)
           Zoetis    Inc
       9,407                            HSBC                    30,573
           Zoetis    Inc                    Morgan    Stanley
       21,351                                                27,756
           Zogenix    Inc                   Bank   of  America    Merrill    Lynch
       (4,075)                                                (9,780)
           Zogenix    Inc                   Barclays     Bank
       (2,561)                                                 (442)
           Zogenix    Inc                   Goldman    Sachs
      (18,666)                                                (44,248)
           Zogenix    Inc
       (9,737)                            HSBC                   (37,413)
           Zogenix    Inc                   Morgan    Stanley
      (16,432)                                                (9,202)
           Zoom   Video   Communications        Inc   ’A’
       (6,257)                            HSBC                   (26,279)
           Zoom   Video   Communications        Inc   ’A’        Morgan    Stanley
        783                                                697
           Zoom   Video   Communications        Inc   ’A’        Morgan    Stanley
      (12,268)                                                (10,919)
           Zscaler    Inc                   Bank   of  America    Merrill    Lynch
       3,886                                               22,616
           Zscaler    Inc
       (1,742)                            HSBC                   (14,110)
           Zscaler    Inc
       1,074                            HSBC                    7,937
           Zscaler    Inc                   Morgan    Stanley
       (1,431)                                                (8,128)
           Zscaler    Inc                   Morgan    Stanley
       1,170                                                6,646
       6,912    Zumiez    Inc                    Bank   of  America    Merrill    Lynch        (1,175)
           Zumiez    Inc                    Barclays     Bank
       5,426                                                8,085
           Zumiez    Inc                    Goldman    Sachs
       8,230                                               (1,399)
           Zumiez    Inc
       10,605                            HSBC                    3,068
           Zumiez    Inc                    Morgan    Stanley
       17,867                                                26,622
           Zuora   Inc   ’A’                  Barclays     Bank
      (26,972)                                                (7,552)
           Zuora   Inc   ’A’                  Goldman    Sachs
       (2,197)                                                (1,164)
           Zuora   Inc   ’A’
      (19,628)                             HSBC                   (21,787)
           Zynerba    Pharmaceuticals        Inc           Barclays     Bank
       (3,622)                                                 (362)
           Zynerba    Pharmaceuticals        Inc           Goldman    Sachs
       (4,067)                                                 (122)
           Zynerba    Pharmaceuticals        Inc
      (11,987)                             HSBC                     240
           Zynex   Inc
       5,554                            HSBC                    8,609
           Zynex   Inc                    Morgan    Stanley
       2,989                                                4,872
           Zynga   Inc   ’A’                  Bank   of  America    Merrill    Lynch
      113,467                                                (2,837)
           Zynga   Inc   ’A’                  Barclays     Bank
       31,197                                                5,148
           Zynga   Inc   ’A’                  Goldman    Sachs
      136,342                                                (3,408)
           Zynga   Inc   ’A’
      212,991                             HSBC                    (5,325)
           Zynga   Inc   ’A’                  Morgan    Stanley                11,177
       67,737
                                                     1,391,174
    合計                                                 1,244,656
    *   当証券は投資運用会社と協議の上で評価されている。注記2(a)に詳述のとおり、当証券は会計期間末現在で公正価
      値評価、または算定が中止されている。
    π  0.5米ドル未満の金額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。

                                338/379





                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
    スワップ 2019年11月30日現在
                                              未実現評価益        時価
    種類    想定金額               摘要            取引相手      満期日
                                               (米ドル)      (米ドル)
    TRS     USD  24,813    ファンドは3ヶ月LIBORを受け取り、                     Morgan
               MSCI   Chile   USD  Net  Returns    Indexを支      Stanley     17/12/2019       1,848,172      1,848,172
               払う
    TRS     USD  9,113    ファンドは3ヶ月LIBORを受け取り、                     Morgan
                                         13/3/2020       680,121      680,121
               MSCI   Chile   USD  Net  Returns    Indexを支      Stanley
               払う
    合計                                            2,528,293      2,528,293
    未決済先渡為替予約 2019年11月30日現在

                                                 未実現評価益/(損)
    通貨      買予約       通貨      売予約           取引相手          期日
                                                   (米ドル)
     ヘッジを使用したスイス・フラン建投資証券クラス
                                State   Street    Bank
    CHF       4,069,130      USD        4,098,529                  13/12/2019            (30,475)
                                  &  Trust   Company
                                State   Street    Bank
                                                         448
    USD         41,512    CHF         41,076                13/12/2019
                                  &  Trust   Company
                                                       (30,027)
     ヘッジを使用したユーロ建投資証券クラス
                                State   Street    Bank
    EUR      500,527,739       USD       552,919,527                   13/12/2019           (1,886,942)
                                 & Trust   Company
                                State   Street    Bank
                                                        75,549
    USD       45,349,662      EUR       41,124,515                  13/12/2019
                                 & Trust   Company
                                                      (1,811,393)
     ヘッジを使用した英ポンド建投資証券クラス
                                State   Street    Bank
    GBP        204,973     USD         263,244                 13/12/2019             1,396
                                 & Trust   Company
                                State   Street    Bank
                                                          (2)
    USD          1,152    GBP           893               13/12/2019
                                 & Trust   Company
                                                        1,394
     ヘッジを使用した日本円建投資証券クラス
                                State   Street    Bank
    JPY     28,698,411,771        USD       263,816,915                   13/12/2019           (1,699,685)
                                 & Trust   Company
                                State   Street    Bank
                                                        38,624
    USD       6,017,493      JPY       654,607,795                   13/12/2019
                                 & Trust   Company
                                                      (1,661,061)
     ヘッジを使用したスウェーデン・クローネ建投資証券クラス
                                State   Street    Bank
    SEK     1,345,826,195        USD       138,716,110                   13/12/2019           2,355,598
                                 & Trust   Company
                                State   Street    Bank
                                                       (653,822)
    USD       36,699,313      SEK       356,349,457                   13/12/2019
                                 & Trust   Company
                                                      1,701,776
    合計                                                 (1,799,311)
    添付の注記は、これらの財務書類の不可分の一部である。

                                339/379






                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
    業種別内訳 2019年11月30日現在
                                    純資産比率
                                     (%)
    金融                                     73.22
    政府                                     24.74
    消費財、循環型                                      1.24
    資産担保証券                                      1.22
    消費財、非循環型                                      0.59
    技術                                      0.12
                                          0.02
    通信
    投資有価証券-時価
                                         101.15
                                         (1.15)
    その他の純負債
                                         100.00
    添付の注記は、これらの財務書類の不可分の一部である。

                                340/379















                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
    ブラックロック・ICS・USトレジャリー・ファンド
    損益計算書
    2019年9月30日に終了した会計年度
                                        2019年           2018年
                                 注記      千米ドル           千米ドル

    営業収益                              5

                                           272,710           156,737
                                             367           121
    金融商品に係る純利益                              7
    投資収益合計                                       273,077           156,858
    営業費用                              6         (18,810)           (13,973)

    純営業利益/(費用)                                       254,267           142,885
    財務費用:
                                          (238,800)           (140,739)
    償還可能投資証券保有者への分配金                              8
    財務費用合計                                      (238,800)           (140,739)
    純利益                                       15,467            2,146
    償還可能投資証券保有者に帰属する純資産の増加                                       15,467            2,146

    本損益計算書に計上された損益以外で当会計年度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

    償還可能投資証券保有者に帰属する純資産変動計算書
    2019年9月30日に終了した会計年度
                                        2019年           2018年
                                        千米ドル           千米ドル

    期首純資産

                                         11,308,849            8,000,953
    償還可能投資証券保有者に帰属する純資産の増加                                       15,467            2,146
    投資証券取引:
     償還可能投資証券の発行                                     83,809,795           53,241,104
     償還可能投資証券の買戻                                     (81,072,165)           (49,970,976)

                                           84,194           35,622
     分配金再投資額
    投資証券取引による純資産の増加                                      2,821,824           3,305,750

    期末純資産                                     14,146,140           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。

                                341/379





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

    流動資産

    現金                                       377,875           496,966

    未収金                              10         11,789           334,767
                                         13,842,168           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                                     14,231,832           11,327,277
    流動負債
                                           85,692           18,428
    未払金                              11
    流動負債合計                                       85,692           18,428
    償還可能投資証券保有者に帰属する純資産                                     14,146,140           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。

                                342/379













                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
    ブラックロック・ICS・USトレジャリー・ファンド
    投資有価証券明細表 2019年9月30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%)
                  US  Treasury,     1.50%,    31/10/2019
       37,810,000       USD                                 37,780        0.27
                  US  Treasury,     1.00%,    15/11/2019
       56,025,000       USD                                 55,921        0.40
                  US  Treasury,     3.38%,    15/11/2019
       71,715,000       USD                                 71,807        0.51
                  US  Treasury,     1.25%,    31/01/2020
        9,235,000       USD                                  9,215       0.06
                  US  Treasury,     3.63%,    15/02/2020
       100,000,000        USD                                 100,560        0.71
                  US  Treasury,     1.38%,    29/02/2020
       11,755,000       USD                                 11,729        0.08
                  US  Treasury,     1.63%,    15/03/2020
       250,000,000        USD                                 249,147        1.76
                  US  Treasury,     1.38%,    31/03/2020
       16,950,000       USD                                 16,894        0.12
                  US  Treasury,     2.38%,    30/04/2020
       50,115,000       USD                                 50,264        0.36
       45,810,000       USD   US  Treasury,     1.50%,    15/05/2020                    45,659        0.32
                  US  Treasury,     3.50%,    15/05/2020
       116,005,000        USD                                 117,165        0.83
                  US  Treasury,     1.50%,    31/05/2020
       23,500,000       USD                                 23,446        0.17
                  US  Treasury,     1.63%,    30/06/2020
        3,030,000       USD                                  3,025       0.02
                  US  Treasury,     FRN,   1.96%,    31/10/2019
       589,740,000        USD                                 589,763        4.17
                  US  Treasury,     FRN,   1.91%,    31/01/2020
       300,000,000        USD                                 299,934        2.12
                  US  Treasury,     FRN,   1.95%,    30/04/2020
       467,075,000        USD                                 466,770        3.30
                  US  Treasury,     FRN,   1.96%,    31/07/2020
       588,610,000        USD                                 588,083        4.16
                  US  Treasury     Bill,   0.00%,    31/10/2019
       213,165,000        USD                                 212,741        1.50
                  US  Treasury     Bill,   0.00%,    14/11/2019
       348,320,000        USD                                 347,319        2.46
                  US  Treasury     Bill,   0.00%,    21/11/2019
        7,165,000       USD                                  7,146       0.05
                  US  Treasury     Bill,   0.00%,    29/11/2019
       85,210,000       USD                                 84,895        0.60
                  US  Treasury     Bill,   0.00%,    05/12/2019
       25,345,000       USD                                 25,242        0.18
                  US  Treasury     Bill,   0.00%,    19/12/2019
       177,205,000        USD                                 176,377        1.25
                  US  Treasury     Bill,   0.00%,    02/01/2020
       160,605,000        USD                                 159,796        1.13
                  US  Treasury     Bill,   0.00%,    09/01/2020
       20,320,000       USD                                 20,203        0.14
                  US  Treasury     Bill,   0.00%,    23/01/2020
       108,500,000        USD                                 107,803        0.76
                  US  Treasury     Bill,   0.00%,    30/01/2020
       314,710,000        USD                                 312,432        2.21
                  US  Treasury     Bill,   0.00%,    13/02/2020
       200,000,000        USD                                 198,582        1.40
       207,280,000        USD   US  Treasury     Bill,   0.00%,    20/02/2020                205,775        1.45
                  US  Treasury     Bill,   0.00%,    27/02/2020
       613,445,000        USD                                 608,691        4.30
                  US  Treasury     Bill,   0.00%,    19/03/2020
       100,000,000        USD                                 99,117        0.70
                  US  Treasury     Bill,   0.00%,    23/04/2020
       156,330,000        USD                                 154,229        1.09
                  US  Treasury     Bill,   0.00%,    10/09/2020                 27,858        0.20
       28,330,000       USD
                  米国合計                            5,485,368         38.78
     国債に対する投資合計                                         5,485,368         38.78
     債券に対する投資合計                                         5,485,368         38.78
                                343/379





                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                              公正価値      純資産比率
       保有高      通貨          取引相手             金利      期日
                                             (千米ドル)        (%)
             1
     リバースレポ取引         (2018年9月30日:49.58%)
     フランス(2018年9月30日:0.97%)
                                                110,000        0.78
      110,000,000       USD   Natixis                   2.35%     31/12/2019
     フランス合計                                           110,000        0.78
     米国(2018年9月30日:48.61%)

                Bank   of  Nova   Scotia
      713,000,000       USD                      2.35%     01/10/2019        713,000        5.04
     1,960,000,000        USD   Barclays                   2.30%     01/10/2019       1,960,000        13.86
                BNP  Paribas
     1,690,000,000        USD                      2.35%     01/10/2019       1,690,000        11.95
                BofA   Securities
      327,000,000       USD                      2.30%     01/10/2019        327,000        2.31
                BofA   Securities
      190,000,000       USD                      2.30%     01/10/2019        190,000        1.34
      50,000,000       USD   Citigroup                   2.35%     01/10/2019        50,000       0.35
                Credit    Agricole
      140,000,000       USD                      2.35%     01/10/2019        140,000        0.99
      19,000,000       USD   HSBC                   2.35%     01/10/2019        19,000       0.13
                Societe    Generale
      748,000,000       USD                      2.32%     01/10/2019        748,000        5.29
     1,047,000,000        USD   TD  Securities      (USA)            2.35%     01/10/2019       1,047,000         7.40
                Wells   Fargo
     1,362,800,000        USD                      2.38%     01/10/2019       1,362,800         9.63
     米国合計                                          8,246,800        58.29
     リバースレポ取引に対する投資合計                                          8,356,800        59.07
     損益を通じて公正価値で測定する金融資産合計                                         13,842,168         97.85

     現金                                           377,875        2.67
                                                (73,903)       (0.52)
     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                                         14,146,140        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                                                  38.54
     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                                                  58.72
                                                       2.74
     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8,497,972,000米ドルであった。
                                344/379








                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
    2【ファンドの現況】
     【純資産額計算書】(2020年6月末現在)
     「ブラックロック・アメリカ大陸ロング・ショート・ファンド(ダイワ投資一任専用)」
     Ⅰ 資産総額                                              959,663,426円

     Ⅱ 負債総額                                               6,839,479円

     Ⅲ 純資産総額(Ⅰ-Ⅱ)                                              952,823,947円

     Ⅳ 発行済数量                                              919,172,441口

     Ⅴ 1単位当たり純資産額(Ⅲ/Ⅳ)                                                1.0366円

     (参考情報)

     「アメリカズ・ロングショート・マザーファンド」
     Ⅰ 資産総額                                             1,477,653,782円

     Ⅱ 負債総額                                               7,892,699円

     Ⅲ 純資産総額(Ⅰ-Ⅱ)                                             1,469,761,083円

     Ⅳ 発行済数量                                             1,127,454,328口

     Ⅴ 1単位当たり純資産額(Ⅲ/Ⅳ)                                                1.3036円

                                345/379












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

      該当事項はありません。
    2 受益者名簿の閉鎖の時期

      受益者名簿は作成していません。
    3 投資者に対する特典

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

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

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

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

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

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

      償還金は、償還日において振替機関等の振替口座簿に記載または記録されている投資者(償還日以前において換金
     が行なわれた受益権に係る投資者を除きます。また、当該償還日以前に設定された受益権で購入代金支払前のため販
     売会社の名義で記載または記録されている受益権については原則として投資者とします。)に支払います。なお、当
     該投資者は、その口座が開設されている振替機関等に対して委託会社がこの信託の償還をするのと引き換えに、当該
     償還に係る受益権の口数と同口数の抹消の申請を行なうものとし、社振法の規定にしたがい当該振替機関等の口座に
     おいて当該口数の減少の記載または記録が行なわれます。また、受益証券を保有している投資者に対しては、償還金
     は、信託終了日後1ヵ月以内の委託会社の指定する日から受益証券と引き換えに当該投資者に支払います。
    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
                                346/379

                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
     り扱われます。
                                347/379




















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

    1【委託会社等の概況】

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

      ③  発行済株式の総数   15,000株

      ④  直近5ヵ年における主な資本金の額の増減

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

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

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

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

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

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

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

        ・委託会社ではリスク管理を重視しており、独自開発のシステムを用いてリスク管理を行なっております。具体
         的には、運用担当部門とは異なる部門においてファンドの投資リスクの計測・分析、投資制限のモニタリング
         などを行なうことにより、ファンドの投資リスクが運用方針に合致していることを確認し、その結果を運用担
         当部門にフィードバックするほか、社内の関係者で共有しております。また、委託会社の業務に関するリスク
         について社内規程を定めて管理を行なっております。
                                348/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
    2【事業の内容及び営業の概況】
      投信法に定める投資信託委託会社である委託会社は、証券投資信託の設定を行なうとともに金融商品取引法に定め
     る金融商品取引業者としてその運用(投資運用業)を行なっています。また、金融商品取引法に定める投資助言業
     務、第一種金融商品取引業務および第二種金融商品取引業務等を行なっています。
      委託会社の運用する証券投資信託は2020年6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                        163              8,427,535

             単位型株式投資信託                         26               235,889

                合計                     189              8,663,424

                                349/379

















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

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

        当社は、金融商品取引法第193条の2第1項の規定に基づき、第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。

                                350/379
















                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
     (1)【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
                                351/379









                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                    (単位:百万円)
                                       第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
                                352/379





                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
     (2)【損益計算書】
                                                    (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
                                353/379





                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                                                    (単位:百万円)
                                       第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
                                354/379













                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
     (3)【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
                                355/379










                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
    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。
                                356/379




                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
      (3)   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。
                                357/379








                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
    (貸借対照表関係)
     ※1 有形固定資産の減価償却累計額
                            前事業年度                  当事業年度
                           (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
                                358/379









                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
    (株主資本等変動計算書関係)
    前事業年度 (自 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
                                359/379









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

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

      貸借対照表計上額、時価及びこれらの差額については、次のとおりであります。なお、金額的重要性が低いものに
      ついては含めておりません。
    前事業年度 (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             -
                                360/379




                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
    (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
                                361/379







                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
    (有価証券関係)
    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
                                362/379














                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
    (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
                                363/379








                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
      (3)   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%
                                364/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
    3.  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
                                365/379







                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
      (3)   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%
                                366/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
    3.  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   %
                                367/379






                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
    (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。
                                368/379




                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
    (セグメント情報等)
    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。
                                369/379







                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
    当事業年度 (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。
                                370/379








                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
    (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。
                                371/379








                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
      (3)   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。

                                372/379





                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
    4【利害関係人との取引制限】
      委託会社は、金融商品取引法の定めるところにより、利害関係人との取引について、次に掲げる行為が禁止されて
     います。
     (1)  自己又はその取締役若しくは執行役との間における取引を行なうことを内容とした運用を行なうこと(投資者の保
      護に欠け、若しくは取引の公正を害し、又は金融商品取引業の信用を失墜させるおそれがないものとして内閣府令
      で定めるものを除きます。)。
     (2)  運用財産相互間において取引を行なうことを内容とした運用を行なうこと(投資者の保護に欠け、若しくは取引の
      公正を害し、又は金融商品取引業の信用を失墜させるおそれがないものとして金融商品取引業等に関する内閣府令
      で定めるものを除きます。)。
     (3)  通常の取引の条件と異なる条件であって取引の公正を害するおそれのある条件で、委託会社の親法人等(委託会社
      の総株主等の議決権の過半数を保有していることその他の委託会社と密接な関係を有する法人その他の団体として
      金融商品取引法施行令で定める要件に該当する者をいいます。以下(4)(5)において同じ。)又は子法人等(委託会社
      が総株主等の議決権の過半数を保有していることその他の委託会社と密接な関係を有する法人その他の団体として
      政令で定める要件に該当する者をいいます。以下同じ。)と有価証券の売買その他の取引又は金融デリバティブ取引
      を行なうこと。
     (4)  委託会社の親法人等又は子法人等の利益を図るため、その行なう投資運用業に関して運用の方針、運用財産の額
      若しくは市場の状況に照らして不必要な取引を行なうことを内容とした運用を行なうこと。
     (5)  上記に掲げるもののほか、投資者の保護に欠け、若しくは取引の公正を害し、又は金融商品取引業の信用を失墜
      させるおそれのあるものとして金融商品取引業等に関する内閣府令で定める行為。
                                373/379













                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
    5【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。
                                374/379












                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
    第2【その他の関係法人の概況】
    1【名称、資本金の額及び事業の内容】

     (1)  受託会社
      ・名称         みずほ信託銀行株式会社
      ・資本金の額         247,369百万円(2020年3月末)
      ・事業の内容         銀行法に基づき、銀行業を営むとともに、金融機関の信託業務の兼営等に関する法律(兼営
               法)に基づき信託業務を営んでいます。
     <再信託受託会社の概要>

      ・名称         株式会社日本カストディ銀行
      ・資本金         51,000百万円(2020年7月末)
      ・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(株式会社日本カストディ銀行)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
                            (2020年3月末)
                                      「金融商品取引法」に定める第一種金融
     大和証券株式会社                           100,000
                                      商品取引業を営んでいます。
    2【関係業務の概要】

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

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

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

       該当事項はありません。
                                375/379






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

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

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

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

                                376/379







                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                        独立監査人の監査報告書
                                                     2020年2月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。
                                377/379


                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
                 独 立 監 査 人 の 監 査 報 告 書
                                                    2020年7月29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

                              東京事務所
                           指定有限責任社員
                                       公認会計士 和田 渉
                           業務執行社員
    監査意見

     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・アメリカ大陸ロング・ショート・ファンド(ダイワ投資一任専用)の2019年6月18日か
    ら2020年6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。
     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・アメリカ大陸ロング・ショート・ファンド(ダイワ投資一任専用)の2020年6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。
    監査意見の根拠

     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。監査の基準におけ
    る当監査法人の責任は、「財務諸表監査における監査人の責任」に記載されている。当監査法人は、我が国における職
    業倫理に関する規定に従って、ブラックロック・ジャパン株式会社及びファンドから独立しており、また、監査人とし
    てのその他の倫理上の責任を果たしている。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。
    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。
     財務諸表を作成するに当たり、経営者は、継続企業の前提に基づき財務諸表を作成することが適切であるかどうかを
    評価し、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基づいて継続企業に関する事項を開示する必要
    がある場合には当該事項を開示する責任がある。
    財務諸表監査における監査人の責任

     監査人の責任は、監査人が実施した監査に基づいて、全体としての財務諸表に不正又は誤謬による重要な虚偽表示が
    ないかどうかについて合理的な保証を得て、監査報告書にお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。虚偽表示は、不正又は誤謬により発生する可能性があり、個別に又は集計すると、財務諸表の利用者の意思決
    定に影響を与えると合理的に見込まれる場合に、重要性があると判断される。
     監査人は、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従って、監査の過程を通じて、職業的専門家と
    しての判断を行い、職業的懐疑心を保持して以下を実施する。
    ・ 不正又は誤謬による重要な虚偽表示リスクを識別し、評価する。また、重要な虚偽表示リスクに対応した監査手続
     を立案し、実施する。監査手続の選択及び適用は監査人の判断による。さらに、意見表明の基礎となる十分かつ適切
     な監査証拠を入手する。
    ・ 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、監査人は、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、監査に関連する内部統制を検討する。
    ・ 経営者が採用した会計方針及びその適用方法の適切性、並びに経営者によって行われた会計上の見積りの合理性及
     び関連する注記事項の妥当性を評価する。
                                378/379



                                                           EDINET提出書類
                                                ブラックロック・ジャパン株式会社(E09096)
                                                 有価証券届出書(内国投資信託受益証券)
    ・ 経営者が継続企業を前提として財務諸表を作成することが適切であるかどうか、また、入手した監査証拠に基づ
     き、継続企業の前提に重要な疑義を生じさせるような事象又は状況に関して重要な不確実性が認められるかどうか結
     論付ける。継続企業の前提に関する重要な不確実性が認められる場合は、監査報告書において財務諸表の注記事項に
     注意を喚起すること、又は重要な不確実性に関する財務諸表の注記事項が適切でない場合は、財務諸表に対して除外
     事項付意見を表明することが求められている。監査人の結論は、監査報告書日までに入手した監査証拠に基づいてい
     るが、将来の事象や状況により、ファンドは継続企業として存続できなくなる可能性がある。
    ・ 財務諸表の表示及び注記事項が、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いるかど
     うかとともに、関連する注記事項を含めた財務諸表の表示、構成及び内容、並びに財務諸表が基礎となる取引や会計
     事象を適正に表示しているかどうかを評価する。
     監査人は、経営者に対して、計画した監査の範囲とその実施時期、監査の実施過程で識別した内部統制の重要な不備
    を含む監査上の重要な発見事項、及び監査の基準で求められているその他の事項について報告を行う。
    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。
                                379/379













PDFをダウンロード

関連コンテンツ

このエントリーをはてなブックマークに追加

書類提出日で検索

今日注目の企業・投資家

お知らせ

2023年2月15日

2023年1月より一部報告書の通知、表示が旧社名で通知、表示される現象が発生しておりました。対応を行い現在は解消しております。

2023年2月15日

メール通知設定可能件数を15件から25件に変更しました。

2023年1月7日

2023年分の情報が更新されない問題、解消しました。

2023年1月6日

2023年分より情報が更新されない状態となっております。原因調査中です。

2022年4月25日

社名の変更履歴が表示されるようになりました

2020年12月21日

新規上場の通知機能を追加しました。Myページにて通知の設定が行えます。

2020年9月22日

企業・投資家の個別ページに掲載情報を追加しました。また、併せて細かい改修を行いました。

2019年3月22日

2019年4月より、5年より前の報告書については登録会員さまのみへのご提供と変更させていただきます。

2017年10月31日

キーワードに関する報告書の検出処理を改善いたしました。これまで表示されていなかった一部の報告書にも「増加」「減少」が表示されるようになっりました。

2017年2月12日

キーワードに関する報告書のRSS配信を開始いたしました。

2017年1月23日

キーワードに関する報告書が一覧で閲覧できるようになりました。