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） 有価証券報告書（内国投資信託受益証券） 第5期(令和2年6月16日－令和3年6月15日)

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

    【提出先】                   関東財務局長

    【提出日】                   2021年９月８日

    【計算期間】                   第５期(自　2020年６月16日　至　2021年６月15日)

    【ファンド名】                   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）
    【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】                   代表取締役社長　有田　浩之

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

    【事務連絡者氏名】                   猪浦　純子

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

    【電話番号】                   03-6703-7940

    【縦覧に供する場所】                   該当事項はありません。

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

        て表示された数字はかかる数値の総和と必ずしも一致するとは限りません。
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                                                有価証券報告書（内国投資信託受益証券）
    第一部【ファンド情報】
    第１【ファンドの状況】

    １【ファンドの性格】

     (1)【ファンドの目的及び基本的性格】
      ①　「ブラックロック・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
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                                                有価証券報告書（内国投資信託受益証券）
     ＜各分類および区分の定義＞
      Ⅰ．商品分類
      単位型投信・追加型          追加型投信          一度設定されたファンドであってもその後追加設定が行なわれ従来
      投信の区分                     の信託財産とともに運用されるファンドをいう。
      投資対象地域による          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投資収
      区分                     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投資収
      区分                     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喚起す
                 （ロング・ショート          ることが必要と思われる特殊な仕組みあるいは運用手法（ロング・
                 型）          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に投資
      属性区分          託証券）          する旨の記載があるものをいう。
      決算頻度による属性          年１回          目論見書又は投資信託約款において、年１回決算する旨の記載があ
      区分                     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益が北
      属性区分          中南米          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（ファンド・オ
      区分                     ブ・ファンズにのみ投資されるものを除く。）を投資対象として投
                           資するものをいう。
      為替ヘッジによる属          為替ヘッジあり          目論見書又は投資信託約款において、為替のフルヘッジ又は一部の
      性区分          （フルヘッジ）          資産に為替のヘッジを行なう旨の記載があるものをいう。なお、
                           「為替ヘッジ」とは、対円での為替リスクに対するヘッジの有無を
                           いう。
      特殊型による属性区          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・ショート戦略により
      分                     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。
       ※当ファンドの運用戦略に適した運用規模・運用効率を勘案し、市場環境や資金流入の動向に応じて信託金の限
        度額を下回る段階で購入申込の受付を停止する場合があります。
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      ④　ファンドの特色　(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。
        ※当ファンドの購入の申込みを行なう投資者は、販売会社と投資一任契約の資産を管理する口座に関する契約

         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。
        ※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。
       ■ 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。

        ※買い建て額と売り建て額の合計であるグロスポジションは、実質的な主要投資対象ファンドの純資産総額の
         200～800％の範囲内とします。
        ※実質的な主要投資対象ファンドの投資手法およびグロスポジションの割合は将来変更になる場合がありま
         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。
        ※計量モデルとは、市場や株価の動きを計量的な数式で捉えようとするものです。大量の投資情報を活用し、

         リターン獲得を図るためのツールです。
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                                                有価証券報告書（内国投資信託受益証券）
       ＜実質的な主要投資対象ファンドの運用プロセス＞
       ｂ．ファンドは、アメリカズ・ロングショート・マザーファンドをマザーファンドとするファミリーファンド方







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

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

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




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                                                有価証券報告書（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。
         ※　当ファンドは、マザーファンドが投資する米ドル建て投資信託証券等（実質外貨建資産）に対して対円
           の為替ヘッジを行ないます。
           また、実質的な主要投資対象ファンドは現地通貨建てで投資を行なう場合があり、通常は現地通貨にか
           かる為替変動リスクは、ロングショート戦略において相殺されますが、ロングポジションとショートポ
           ジションの割合が一致しない等の場合には米ドルに対する現地通貨の為替レートの変動が、間接的に当
           ファンドの運用成果に影響を与えます。
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    （追加的記載事項）
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                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
     (2)【ファンドの沿革】
      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。
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                                                有価証券報告書（内国投資信託受益証券）
      ＜委託会社の概況＞
       2021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
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    ２【投資方針】
     (1)【投資方針】
      ①　アメリカズ・ロングショート・マザーファンド受益証券への投資を通じて、主として米国、カナダおよびラテ
       ンアメリカ諸国の株式および株式関連の派生商品等に投資し、ロングショート（売建および買建）ポジションを
       構築することにより市場動向に左右されない投資収益を追求する投資信託証券に投資を行ないます。副次的な投
       資対象として、短期債券等に投資する投資信託証券にも投資を行ないます。投資対象とする投資信託証券は、別
       に定めるブラックロック・グループの運用会社が運用するものとします。
      ②　実質外貨建資産については、為替ヘッジにより為替変動リスクの低減を図ることを基本とします。

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

      ※　委託会社は、自己又は第三者の利益を図るために投資者の利益を害することとなる潜在的なおそれのある取引

        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。
                                 10/368















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     ＜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。
                                 11/368








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

        委託会社は、信託金を、主としてアメリカズ・ロングショート・マザーファンド受益証券のほか、次の有価証
       券（金融商品取引法第２条第２項の規定により有価証券とみなされる同項各号に掲げる権利を除きます。）に投
       資することを指図します。
       ａ．国債証券
       ｂ．地方債証券
       ｃ．特別の法律により法人の発行する債券および社債券（新株引受権証券と社債券とが一体となった新株引受権
         付社債券の新株引受権証券および短期社債券を除きます。）
       ｄ．短期社債等(社債、株式等の振替に関する法律第66条第１号に規定する短期社債、保険業法第61条の10第１項
         に規定する短期社債、資産の流動化に関する法律第２条第８項に関する特定短期社債、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
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    マザーファンドの投資対象ファンドの概要
     (a)  ＢＳＦ　ブラックロック・アメリカズ・ダイバーシファイド・エクイティ・アブソルート・リターン・ファンド
     形態        ルクセンブルグ籍（オープン・エンド型）会社型外国投資証券（米ドル建て）
              ファンドは株式等に投資するロングショート（買い建ておよび売り建て）ポジションを構築する
              ことにより、市場動向に係わらずプラスのアブソルート・リターンの追求を目指します。
     投資目的および        ファンドの純資産の少なくとも70％を米国、カナダおよびラテンアメリカ諸国の株式もしくは株
     投資態度        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に
     その他費用
              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。
                                 13/368









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     (b)  ＩＣＳ　ブラックロック・ＩＣＳ・ＵＳトレジャリー・ファンド
     形態        アイルランド籍（オープン・エンド型）会社型外国投資証券（米ドル建て）
              ファンドは、流動性と元本の安定性を確保しつつ、安定的なインカム水準を追求します。
     投資目的および
              ファンドは、米国短中期国債、米国政府によって発行されるその他債務権および現先取引に投資
     投資態度
              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取
     主な投資対象
              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産
     主な投資制限
               総額の10％以下とします。
     管理報酬
              管理報酬、保管報酬および事務の処理に要する諸費用がファンドから差し引かれます。
     その他費用
     決算日        年１回（原則として９月30日）に決算を行ないます。

     収益分配方針        原則として、分配を行ないません。

     申込手数料        ありません。

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

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

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

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

        ※　運用体制等は、変更となる場合があります。










       ブラックロック・グループ

                                   ＊
        ブラックロック・グループは、運用資産残高約9.49兆ドル                            （約1,054兆円）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。
       ＊　2021年６月末現在。(円換算レートは１ドル＝110.99円を使用)
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     (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。
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     (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。
                                 17/368



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                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
      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。
                                 18/368




















                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
    ３【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。
                                 19/368





                                                          EDINET提出書類
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                                                有価証券報告書（内国投資信託受益証券）
        （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。
                                 20/368






                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
       ｄ．流動性リスクに関する事項
         当ファンドが保有する資産の市場環境等の状況により、保有有価証券の流動性が低下し、投資者からの換金
        請求に制約がかかる等のリスク（流動性リスク）があります。当ファンドにおいて流動性リスクが顕在化する
        と考えられる状況は以下の通りです。
         ・経済全体または個別企業の業績の影響により、株価変動が大きくなるまたは取引量が著しく少なくなる
          等、株式市場動向が不安定になった場合
         ・デリバティブ市場において価格変動が大きくなるまたは取引量が著しく少なくなる等、デリバティブ市場
          動向が不安定になった場合
         ・主要投資対象とするファンドの購入・換金に制限がかかった場合
        ※金融商品取引所等における取引の停止時、決済機能の停止時または大口の換金請求については、換金請求に
         制限がかかる場合があります。
       ｅ．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、運用担当部門から独立したリスク管理担当部門においてファンドの投資リスクおよび流動性リスクの計測・
      分析、投資・流動性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（流動性リスクを含む）
      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。

                                 21/368








                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
    （参考情報）
                                 22/368




















                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
    ４【手数料等及び税金】
     (1)【申込手数料】
      ①　購入時の申込手数料（以下「購入時手数料」といいます。）は、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、運用報告書等各種書
         委託会社
                    (税抜1.60)          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管
         販売会社
                    (税抜0.10％)          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。
                                 23/368





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                                                有価証券報告書（内国投資信託受益証券）
     (4)【その他の手数料等】
      ①　信託財産において換金代金等の支払資金に不足が生じるときに資金借入れの指図を行なった場合はその都度、
       当該借入金の利息は信託財産中より支弁します。
      ②　信託財産に関する租税、信託事務の処理に要する諸費用および受託会社の立替えた立替金の利息（以下「諸経

       費」といいます。）は、投資者の負担とし、その都度、信託財産中から支弁します。
      ③　下記の諸費用（以下「諸費用」といいます。）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。
                                 24/368









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                                                有価証券報告書（内国投資信託受益証券）
     (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。
       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。
                                 25/368




                                                          EDINET提出書類
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                                                有価証券報告書（内国投資信託受益証券）
        (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。

       ※上記は2021年６月末現在のものですので、税法が改正された場合等には、税率等が変更される場合がありま

        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。
                                 26/368












                                                          EDINET提出書類
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                                                有価証券報告書（内国投資信託受益証券）
    ５【運用状況】
      以下の運用状況は2021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(％)

                                   1,200,500,436                 100.08

    親投資信託受益証券
                  内　日本                 1,200,500,436                 100.08

    コール・ローン、その他の資産(負債控除後)                                 △977,782               △0.08

    純資産総額                               1,199,522,654                 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        939,358,714      1.2695    1,192,576,244       1.2780    1,200,500,436       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。
                                 27/368









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                                                有価証券報告書（内国投資信託受益証券）
     (3)【運用実績】
      ①【純資産の推移】
        2021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)
    第５期(2021年６月15日)                1,179,883,249          (同左)            0.9902       (同左)
    2020年６月末現在                 952,823,947          ―           1.0366        ―
    2020年７月末現在                 994,271,815          ―           1.0319        ―
    2020年８月末現在                1,038,123,291            ―           1.0418        ―
    2020年９月末現在                1,017,347,291            ―           1.0132        ―
    2020年10月末現在                 992,424,300          ―           0.9807        ―
    2020年11月末現在                1,006,053,247            ―           0.9766        ―
    2020年12月末現在                1,025,886,548            ―           0.9744        ―
    2021年１月末現在                1,032,400,681            ―           0.9779        ―
    2021年２月末現在                1,033,754,723            ―           0.9623        ―
    2021年３月末現在                1,072,365,766            ―           0.9865        ―
    2021年４月末現在                1,124,786,993            ―           0.9897        ―
    2021年５月末現在                1,178,572,428            ―           0.9960        ―
    2021年６月末現在                1,199,522,654            ―           0.9959        ―
      ②【分配の推移】

                                      １口当たりの分配金(円)

               第１期                            ―
               第２期                            ―
               第３期                            ―
               第４期                            ―
               第５期                            ―
      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
               第５期                           △4.7
     (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。
                                 28/368



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                                                有価証券報告書（内国投資信託受益証券）
     (4)【設定及び解約の実績】
                     設定数量(口)             解約数量(口)             発行済数量(口)

         第１期               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

         第５期               459,466,778             165,886,805            1,191,601,105

                                 29/368

















                                                          EDINET提出書類
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                                                有価証券報告書（内国投資信託受益証券）
     (参考情報)
     「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(％)

                                    1,627,769,283                 99.23

    投資証券
                  内　ルクセンブルグ                   1,481,575,405                 90.32

                  内　アイルランド                    146,193,878                 8.91

    コール・ローン、その他の資産(負債控除後)                                  12,633,559                0.77

    純資産総額                                1,640,402,842                 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     83,043   17,597.70     1,461,372,940      17,840.97     1,481,575,405      90.32
      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     12,460   11,733.00      146,193,335     11,733.04      146,193,878      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                       99.23

         (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。
                                 30/368






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    （参考情報）運用実績
                                 31/368




















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    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。
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                                                有価証券報告書（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。
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                                                          EDINET提出書類
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                                                有価証券報告書（内国投資信託受益証券）
    ２【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。
                                 34/368







                                                          EDINET提出書類
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                                                有価証券報告書（内国投資信託受益証券）
    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。
                                 35/368




                                                          EDINET提出書類
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                                                有価証券報告書（内国投資信託受益証券）
       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。
                                 36/368



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

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

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

        き、この信託約款に係るすべての投資者が書面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。
                                 37/368






                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
    ４【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。
                                 38/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
    第３【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５期計算期間(2020年６月16日から2021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。
                                 39/368
















                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
    １【財務諸表】
    【ブラックロック・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４期              第５期
                               (2020年６月15日現在)              (2021年６月15日現在)
     資産の部
      流動資産
                                     941,631,546             1,190,661,085
        親投資信託受益証券
      流動資産合計                               941,631,546             1,190,661,085
     資産合計                                941,631,546             1,190,661,085
     負債の部
      流動負債
        未払受託者報酬                               129,589              165,041
        未払委託者報酬                              7,870,801              10,023,251
                                       462,936              589,544
        その他未払費用
      流動負債合計                                8,463,326              10,777,836
     負債合計                                 8,463,326              10,777,836
     純資産の部
     元本等
      元本                               898,021,132             1,191,601,105
      剰余金
        期末剰余金又は期末欠損金（△）                              35,147,088             △ 11,717,856
                                      8,810,570              7,491,997
        （分配準備積立金）
      元本等合計                               933,168,220             1,179,883,249
     純資産合計                                933,168,220             1,179,883,249
     負債純資産合計                                941,631,546             1,190,661,085
                                 40/368











                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
     (2)【損益及び剰余金計算書】
                                                    (単位：円)
                                  第４期              第５期
                               (自 2019年６月18日              (自 2020年６月16日
                               　至 2020年６月15日)              　至 2021年６月15日)
     営業収益
      有価証券売買等損益                               20,175,146             △ 27,458,148
                                         420               －
      その他収益
      営業収益合計                               20,175,566             △ 27,458,148
     営業費用
      受託者報酬                                 229,973              319,046
      委託者報酬                               13,968,717              19,376,030
                                       825,205             1,139,645
      その他費用
      営業費用合計                               15,023,895              20,834,721
     営業利益又は営業損失（△）                                 5,151,671             △ 48,292,869
     経常利益又は経常損失（△）                                 5,151,671             △ 48,292,869
     当期純利益又は当期純損失（△）                                 5,151,671             △ 48,292,869
     一部解約に伴う当期純利益金額の分配額又は一部解
                                     △ 2,730,982             △ 6,958,794
     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（△）                                 23,845,886              35,147,088
     剰余金増加額又は欠損金減少額                                 9,675,197               213,646
      当期追加信託に伴う剰余金増加額又は欠損金減
                                      9,675,197               213,646
      少額
     剰余金減少額又は欠損金増加額                                 6,256,648              5,744,515
      当期一部解約に伴う剰余金減少額又は欠損金増
                                      6,256,648              5,744,515
      加額
                                          －              －
     分配金
     期末剰余金又は期末欠損金（△）                                 35,147,088             △ 11,717,856
                                 41/368












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

      有価証券売買等損益の計上基準
      約定日基準で計上しております。
    (重要な会計上の見積りに関する注記）

    当計算期間の財務諸表の作成にあたって行った会計上の見積りが当計算期間の翌計算期間の財務諸表に重要な影響を及
    ぼすリスクは識別していないため、注記を省略しております。
                                 42/368
















                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
    (貸借対照表に関する注記)
                                              第５期
                             第４期
            項目
                         (2020年６月15日現在)
                                          (2021年６月15日現在)
     １　当該計算期間の末日における
       受益権総数                         898,021,132口                1,191,601,105口
     ２　投資信託財産の計算に関する

       規則第55条の６第10号に規定               元本の欠損                 元本の欠損
       する額                             －円             11,717,856円
     ３　１口当たり純資産額                             1.0391円                 0.9902円

    (損益及び剰余金計算書に関する注記)

                                            第５期
                       第４期
        項目            (自　2019年６月18日                     (自　2020年６月16日
                   　至　2020年６月15日)
                                        　至　2021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（45,450円）、費用控除及び繰越欠損                     収益（0円）、費用控除及び繰越欠損金補
               金補填後の有価証券売買等損益(0円）、収                     填後の有価証券売買等損益(0円）、収益
               益調整金（有価証券売買等損益相当額）
                                    調整金（有価証券売買等損益相当額）(0
               (4,835,267円）、収益調整金（その他収益
                                    円）、収益調整金（その他収益調整金）
               調整金）（23,923,167円）、分配準備積立
                                    （35,943,110円）、分配準備積立金
               金(8,765,120円）により、分配対象収益は
                                    (7,491,997円）により、分配対象収益は
               37,569,004円となりましたが、委託会社が
                                    43,435,107円となりましたが、委託会社が
               基準価額水準・市況動向等を勘案し、当期
                                    基準価額水準・市況動向等を勘案し、当期
               は分配を見合わせました。
                                    は分配を見合わせました。
                                 43/368











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

    当ファンドが保有する金融商品の種類は、有価証券、コール・ローン等の金銭債権及び金銭債務であります。当ファン
    ドが保有する有価証券は親投資信託受益証券であります。
    当ファンドの主な投資リスクとして、「ロングショ－ト戦略によるリスク」、「株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。

                                 44/368









                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
    Ⅱ　金融商品の時価等に関する事項
                                          第５期
               第４期
            (2020年６月15日現在)
                                       (2021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。
                                 45/368










                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
    (その他の注記)
    １　期中元本変動額
                                              第５期
                           第４期
          項目
                       (2020年６月15日現在)
                                          (2021年６月15日現在)
     期首元本額                          592,447,045円                   898,021,132円
     期中追加設定元本額                          483,900,041円                   459,466,778円
     期中一部解約元本額                          178,325,954円                   165,886,805円
    ２　有価証券関係

    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

    第５期(2021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                            △21,610,796
                合計                         △21,610,796

    ３　デリバティブ取引関係

      該当事項はありません。
                                 46/368










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

                                    券面総額          評価額
       種　類               銘　柄                                備考
                                    （円）          （円）
               アメリカズ・ロングショート・マザー
    親投資信託受益証券                                937,823,791         1,190,661,085
               ファンド
    親投資信託受益証券　合計                                937,823,791         1,190,661,085
    合計                                937,823,791         1,190,661,085

    (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。
                                 47/368













                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
    (参考情報)
     当ファンドは、「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
    2021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

                                    (2021年６月15日現在)
                  項目
                                       金額(円)
         資産の部

         　流動資産
         　　金銭信託                                     21,038,880
         　　投資証券                                    1,626,565,546
         　流動資産合計                                    1,647,604,426
         資産合計                                    1,647,604,426
         負債の部
         　流動負債
         　　派生商品評価勘定                                      6,700,346
         　　未払解約金                                      2,239,175
         　流動負債合計                                      8,939,521
         負債合計                                      8,939,521
         純資産の部
         元本等
         　元本                                    1,290,727,867
         　剰余金
         　　剰余金又は欠損金（△）                                     347,937,038
         　元本等合計                                    1,638,664,905
         純資産合計                                    1,638,664,905
         負債純資産合計                                    1,647,604,426
        (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。
                                 48/368






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

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

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

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

    本報告書における開示対象ファンドの当計算期間の財務諸表の作成にあたって行った会計上の見積りが本報告書に
    おける開示対象ファンドの             当計算期間の翌計算期間の財務諸表に重要な影響を及ぼすリスクは識別していないため、
    注記を省略しております。
     (貸借対照表に関する注記)

           項目                  (2021年６月15日現在)
    １　当該計算日における
                                        1,290,727,867口
      受益権総数
    ２　１口当たり純資産額                                       1.2696円
                                 49/368





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

    当ファンドが保有する金融商品の種類は、有価証券、デリバティブ取引、コール・ローン等の金銭債権及び金銭債務で
    あります。当ファンドが保有する有価証券は投資証券であります。
    当ファンドの主な投資リスクとして、「ロングショ－ト戦略によるリスク」、「株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。

                                 50/368








                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
    Ⅱ　金融商品の時価等に関する事項
                         (2021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。
                                 51/368











                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
    (その他の注記)
    １　本報告書における開示対象ファンドの当該計算期間における当該親投資信託の元本額の変動及び計算日における元
      本の内訳
                    （2021年６月15日現在）
    同計算期間の期首元本額                                   1,123,040,349円

    同計算期間中の追加設定元本額                                    371,679,745円
    同計算期間中の一部解約元本額                                    203,992,227円
    同計算期間末日の元本額※                                   1,290,727,867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                                    352,904,076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
                                        937,823,791円
    （ダイワ投資一任専用）
    合計                                   1,290,727,867円
    ２　有価証券関係

    売買目的有価証券
                                 （2021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                          △35,092,996

           合計                         △35,092,996

    （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。
                                 52/368









                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
    ３　デリバティブ取引関係
    取引の時価等に関する事項
    通貨関連
                                   （2021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           1,619,914,114              －    1,626,614,460         △6,700,346
             合計             1,619,914,114              －    1,626,614,460         △6,700,346

     (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。
                                 53/368











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

     種　類        通貨             銘　柄            券面総額         評価額        備考
                  ブラックロック・ストラテジック・
                  ファンズ　ブラックロック・アメリ
                  カズ・ダイバーシファイド・エクイ                    83,782.750       13,416,131.750
                  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
                                      12,780.450        1,356,055.580
                  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
                                              14,772,187.330
          アメリカドル　小計                             96,563.200
                                             (1,626,565,546)
                                              1,626,565,546
    投資証券　合計
                                             (1,626,565,546)
                                              1,626,565,546
    合計
                                             (1,626,565,546)
     (注1)投資証券における券面総額欄の数値は、口数を表示しております。
     (注2)   １　各種通貨毎の小計の欄における(　)内の金額は、邦貨換算額であります。
        ２　合計欄における(　)内の金額は、外貨建有価証券の邦貨換算額の合計額であり、内数で表示しておりま
          す。
        ３　外貨建有価証券の内訳
         通貨             銘柄数          組入投資証券時価比率             合計金額に対する比率
      アメリカドル           投資証券　２銘柄                      100.0％             100.0％

     第２　信用取引契約残高明細表

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

        当該事項はデリバティブ取引関係の注記事項として記載しております。
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                                                有価証券報告書（内国投資信託受益証券）
    （参考情報）
     当ファンドは、「ブラックロック・ストラテジック・ファンズ                             ブラックロック・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、2020年11月
    30日に終了する中間計算期間(2020年６月１日から2020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2020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、2020年９月30日に終了する計算期間
    (2019年10月１日から2020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2020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。
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                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
    純資産計算書　2020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                                                 892,934,527

                                                       490,852
    未実現評価益
    投資有価証券－時価                                    ２(a)

                                                     893,425,379
    銀行預金                                    ２(a)              39,143,930
    ブローカーに対する債権                                    14             10,660,550
                                     ２(a)   、２(d)
    未収利息および未収配当金                                                   79,951
                                     ２(a)   、２(d)
    売却投資有価証券未収金                                                 494,543,655
    販売投資証券未収金                                    ２(a)               413,974
    以下に係る未実現純評価益：

     未決済先渡為替予約                                   ２(d)              3,882,131
                                                     103,059,730
     差金決済契約                                   ２(d)
    資産合計                                                1,545,209,300
    負債
    ブローカーに対する債務                                    14               104,475

                                     ２(a)   、２(d)
    未払利息および未払配当金                                                  6,261,202
                                     ２(a)   、２(d)
    購入投資有価証券未払金                                                 544,018,492
    買戻し投資証券未払金                                    ２(a)              1,823,732

    以下に係る未実現純評価損：
     未決済先渡為替予約                                   ２(d)               405,571
     差金決済契約                                  ２(d)             107,040,503

                                     ２(a)   、４、
                                                      2,476,508
    未払費用およびその他の負債
                                     ５、６、７、８
    負債合計                                                 662,130,483
    純資産合計                                                 883,078,817
    添付の注記は、これらの財務書類の不可分の一部である。

                                 56/368






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                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
    ３会計年度末における純資産価額の概要　2020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
                              2020年        2020年        2019年        2018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      883,078,817        937,142,511       1,240,896,160         934,604,752
    以下の１口当たり純資産価額：

     クラスＡ無分配投資証券（豪ドル）                  豪ドル         174.55        207.03        193.21        178.46

     クラスＡ無分配投資証券（ユーロ）                  ユーロ         90.19       103.78        100.78          －

     クラスＡスウェーデン・クローネ・                 スウェーデ
                                117.41        125.53        125.05        129.93
     ヘッジ無分配投資証券                 ン・クローネ
     クラスＡ無分配英国報告型投資証券                  米ドル         127.88        136.43        132.72        134.30
     クラスＡユーロ・ヘッジ無分配英国
                       ユーロ         115.32        123.55        123.33        128.43
     報告型投資証券
     クラスＡ無分配英国報告型投資証券
                       英ポンド         151.69        175.23        167.39        160.17
     （英ポンド）
     クラスＤ無分配投資証券                  米ドル         109.89        116.95        113.21        113.90
     クラスＤスイス・フラン・ヘッジ無                 スイス・フラ
                                96.54       103.32        102.97        107.08
     分配投資証券                   ン
     クラスＤユーロ・ヘッジ無分配英国
                       ユーロ         119.26        127.47        126.74        131.30
     報告型投資証券
     クラスＤ英ポンド・ヘッジ無分配英
                       英ポンド         105.91        112.83        110.81        113.49
     国報告型投資証券
     クラスＥユーロ・ヘッジ無分配投資
                       ユーロ         92.57        99.43        99.76       104.40
     証券
     クラスＩユーロ・ヘッジ無分配投資
                       ユーロ         97.47       104.03        103.04        106.44
     証券
     クラスＩ日本円・ヘッジ無分配投資
                       日本円        9,393.33       10,001.49        9,901.72       10,209.24
     証券
     クラスＩスウェーデン・クローネ・                 スウェーデ
                                90.37        96.24        95.14         －
     ヘッジ無分配投資証券                 ン・クローネ
     クラスＩ無分配英国報告型投資証券                  米ドル         104.40        110.94        107.08        107.42
                       米ドル         155.37        164.27        156.99        155.83

     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。

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                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
    損益および純資産変動計算書　2020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
                                                   937,142,511
    収益
    預金利息                                ２(c)                 403,865
    債券利息                                ２(c)                1,634,678
    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)                 23,281,918
                                                      1,983
    その他の収益
    収益合計                                               25,322,444
    費用
    銀行利息                                ２(c)                  9,381
    差金決済契約に係る支払利息                              ２(c)、２(d)                  7,595,389
    スワップに係る支払利息および支払配当金                                ２(c)                  3,322
    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)                 31,521,303
    管理事務代行報酬                                 ５                869,356
    預託報酬                               ２(i)、６                  991,702
    税金                                 ８                146,668
    パフォーマンス・フィー                                 ７                  128
    販売報酬                                 ４                 26,488
                                                    5,730,131
    投資運用報酬および投資運用再委託報酬                                 ４
    費用合計                                               46,893,868
    投資純損失
                                                   (21,571,424)
    以下に係る実現純利益／（損失）：
    　投資有価証券                              ２(a)、２(b)                  1,352,425
    　差金決済契約                                ２(d)               (34,886,486)
                                   ２(d)、
    　外貨および先渡為替予約                                               48,368,058
                                  ２(e)、２(j)
                                                   (1,931,327)
    　スワップ取引                                ２(d)
    当期実現純利益                                               12,902,670
    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)                 430,850
    　差金決済契約                                ２(d)               (5,647,341)
                                   ２(d)、
    　外貨および先渡為替予約                                                (7,317,825)
                                  ２(e)、２(j)
                                                    1,353,800
    　スワップ取引                                ２(d)
    当期未実現評価益／（損）の純変動                                               (11,180,516)
    運用成績による純資産の減少                                               (19,849,270)
    資本の変動
    投資証券発行による正味受取額                                               202,412,813
                                                  (236,627,237)
    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減少                                               (34,214,424)
    期末純資産                                               883,078,817
    添付の注記は、これらの財務書類の不可分の一部である。
                                 58/368




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                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
    発行済投資証券口数変動表　2020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）

                                149         －        －        149
     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・ヘッジ無分
                             1,881,101        1,074,608        1,478,383        1,477,326
     配投資証券
     クラスＡ無分配英国報告型投資証券                         353,261         48,450        111,354        290,357
     クラスＡユーロ・ヘッジ無分配英国報告型投資
                             1,968,095         409,610        420,303       1,957,402
     証券
     クラスＡ無分配英国報告型投資証券（英ポン
                               9,256         229        151       9,334
     ド）
     クラスＤ無分配投資証券                         428,222        116,732        142,566        402,388
     クラスＤスイス・フラン・ヘッジ無分配投資証
                              19,529          287       7,418        12,398
     券
     クラスＤユーロ・ヘッジ無分配英国報告型投資
                              473,060        135,513         91,917        516,656
     証券
     クラスＤ英ポンド・ヘッジ無分配英国報告型投
                                865         －        －        865
     資証券
     クラスＥユーロ・ヘッジ無分配投資証券                         109,970          842       34,471        76,341
     クラスＩユーロ・ヘッジ無分配投資証券                         356,609        176,683        257,412        275,880

     クラスＩ日本円・ヘッジ無分配投資証券                        2,557,822         414,382        332,617       2,639,587

     クラスＩスウェーデン・クローネ・ヘッジ無分
                             1,047,661         283,654         5,195      1,326,120
     配投資証券
     クラスＩ無分配英国報告型投資証券                        1,395,570         231,340        438,044       1,188,866
                              94,160        15,273         3,669       105,764

     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。

                                 59/368









                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
    ブラックロック・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　2020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
             Bill.com     Holdings     Inc                          206,531
         1,742                                                0.02
             Lyft   Inc  ’A’                               184,751
         4,769                                                0.02
             Pinterest     Inc  ’A’
         3,375                                        232,301        0.03
             Sumo   Logic   Inc                              325,676
        12,478                                                0.04
                                                455,945
             ZoomInfo     Technologies       Inc  ’A’
                                                        0.05
         9,239
                                               1,405,204
                                                        0.16
                                               1,405,204
    普通株式合計                                                    0.16
    債券

             米国
             United    States    Cash   Management      Bill   2/3/2021     (Zero   Coupon)         2,999,249
    USD   3,000,000                                                  0.34
             United    States    Cash   Management      Bill   9/3/2021     (Zero   Coupon)        19,994,501
    USD  20,000,000                                                  2.26
             United    States    Cash   Management      Bill   23/3/2021     (Zero   Coupon)        9,996,998
    USD  10,000,000                                                  1.13
             United    States    Treasury     Bill   1/12/2020     (Zero   Coupon)           19,000,000
    USD  19,000,000                                                  2.15
             United    States    Treasury     Bill   3/12/2020     (Zero   Coupon)            6,999,941
    USD   7,000,000                                                  0.79
             United    States    Treasury     Bill   10/12/2020      (Zero   Coupon)           19,999,070
    USD  20,000,000                                                  2.27
             United    States    Treasury     Bill   29/12/2020      (Zero   Coupon)           14,999,031
    USD  15,000,000                                                  1.70
             United    States    Treasury     Bill   7/1/2021     (Zero   Coupon)            32,294,970
    USD  32,300,000                                                  3.66
             United    States    Treasury     Bill   11/2/2021     (Zero   Coupon)           14,996,325
    USD  15,000,000                                                  1.70
             United    States    Treasury     Bill   25/2/2021     (Zero   Coupon)           11,997,148
    USD  12,000,000                                                  1.36
             United    States    Treasury     Bill   25/3/2021     (Zero   Coupon)           14,994,965
    USD  15,000,000                                                  1.70
             United    States    Treasury     Bill   1/4/2021     (Zero   Coupon)            25,991,315
    USD  26,000,000                                                  2.94
                                               14,994,267
             United    States    Treasury     Bill   8/4/2021     (Zero   Coupon)                     1.70
    USD  15,000,000
                                              209,257,780
                                                        23.70
                                              209,257,780
    債券合計                                                    23.70
    譲渡性預金証書

             オーストラリア
                                               10,700,000
             Westpac    Banking    Corp   0.39%   9/6/2021
                                                        1.21
    USD  10,700,000
                                               10,700,000
                                                        1.21
             米国
             Bank   of  Montreal     0.20%   3/2/2021                      5,000,000
    USD   5,000,000                                                  0.57
             Bank   of  Montreal     0.27%   12/8/2021                      10,000,000
    USD  10,000,000                                                  1.13
             Bank   of  Nova   Scotia    0.28%   24/11/2021                    10,000,000
    USD  10,000,000                                                  1.13
             Commonwealth       Bank   of  Australia     0.19%   17/3/2021               8,000,000
    USD   8,000,000                                                  0.91
             Credit    Industriel      Et  Commercial      SA  0.35%   4/1/2021             5,370,759
    USD   5,370,000                                                  0.61
             Credit    Industriel      Et  Commercial      SA  0.39%   7/4/2021             10,000,000
    USD  10,000,000                                                  1.13
             DZ  Bank   AG  Deutsche     Zentral    Genoss    0.18%   8/1/2021
    USD  15,000,000                                         15,000,000          1.70
             Landesbank      Hessen    Thueringen      Giroz   0.17%   4/1/2021
    USD  10,000,000                                         10,000,000          1.13
                                 60/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（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）
             Mizuho    Bank   Ltd  0.38%   2/2/2021
    USD  10,000,000                                         10,000,000          1.13
             Mizuho    Bank   Ltd  0.28%   10/5/2021
    USD   9,000,000                                         8,999,999         1.02
             MUFG   Bank   Ltd  0.24%   4/3/2021
    USD   9,750,000                                         9,750,000         1.10
             Oversea-Chinese        Banking    Corp   0.20%   23/2/2021
    USD   6,150,000                                         6,149,903         0.70
             Oversea-Chinese        Banking    Corp   0.29%   18/6/2021
    USD  10,000,000                                         10,000,000          1.13
             Skandinaviska       Enskilda     Banken    AB  0.22%   21/5/2021
    USD   4,000,000                                         3,999,619         0.45
             Standard     Chartered     Bank   0.30%   12/2/2021
    USD  10,000,000                                         10,000,000          1.13
             Sumitomo     Mitsui    Banking    Corp   0.25%   8/4/2021
    USD   8,000,000                                         8,000,000         0.91
             Sumitomo     Mitsui    Trust   Bank   Ltd  0.20%   1/12/2020
    USD  10,000,000                                         10,000,000          1.13
             Sumitomo     Mitsui    Trust   Bank   Ltd  0.20%   4/1/2021
    USD  15,000,000                                         15,000,000          1.70
             Toronto-Dominion         Bank   0.23%   9/3/2021                   15,000,000          1.70
    USD  15,000,000
                                              180,270,280          20.41
    譲渡性預金証書合計                                          190,970,280          21.62
    コマーシャル・ペーパー

             オーストラリア
             Toyota    Finance    Australia     Ltd  8/3/2021     (Zero   Coupon)
                                               14,990,300          1.70
    USD  15,000,000
                                               14,990,300          1.70
             カナダ
             Omers   Finance    Trust   1/3/2021     (Zero   Coupon)
    USD  14,500,000                                         14,493,113          1.64
             Toronto-Dominion         Bank   2/12/2020     (Zero   Coupon)
                                               7,999,971         0.91
    USD   8,000,000
                                               22,493,084          2.55
             フランス
             BPCE   SA  1/7/2021     (Zero   Coupon)
    USD  15,000,000                                         14,958,483          1.69
             Credit    Industriel      Et  Commercial      1/12/2020     (Zero   Coupon)
                                               20,000,000          2.27
    USD  20,000,000
                                               34,958,483          3.96
             アイルランド
             Matchpoint      Finance    Plc  8/12/2020     (Zero   Coupon)
    USD   4,000,000                                         3,999,837         0.45
             Matchpoint      Finance    Plc  10/12/2020      (Zero   Coupon)
                                               6,999,632         0.79
    USD   7,000,000
                                               10,999,469          1.24
             日本
             Mitsubishi      Ufj  Trust   and  Banking    Corp   22/2/2021     (Zero   Coupon)       2,498,213         0.28
    USD   2,500,000
                                               2,498,213         0.28
             ルクセンブルグ
             European     Investment      Bank   16/12/2020      (Zero   Coupon)
    USD   6,500,000                                         6,499,634         0.73
      15,000,000
             European     Investment      Bank   9/2/2021     (Zero   Coupon)
    USD                                           14,994,750          1.70
                                               14,993,625
             European     Investment      Bank   1/3/2021     (Zero   Coupon)
                                                        1.70
    USD  15,000,000
                                               36,488,009
                                                        4.13
             ニュージーランド
                                               4,998,028
             ASB  Finance    Ltd  10/2/2021     (Zero   Coupon)                           0.57
    USD   5,000,000
                                               4,998,028
                                                        0.57
             ノルウェー
                                               4,998,575
             DNB  Bank   ASA  8/1/2021     (Zero   Coupon)                             0.57
    USD   5,000,000
                                               4,998,575
                                                        0.57
                                 61/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（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
             DBS  Bank   Ltd  26/1/2021     (Zero   Coupon)                   4,498,740
    USD   4,500,000                                                  0.51
             DBS  Bank   Ltd  2/3/2021     (Zero   Coupon)
    USD   3,000,000                                         2,998,445         0.34
             DBS  Bank   Ltd  1/4/2021     (Zero   Coupon)                    9,986,556
    USD  10,000,000                                                  1.13
                                               7,990,945
             DBS  Bank   Ltd  13/5/2021     (Zero   Coupon)                            0.90
    USD   8,000,000
                                               25,474,686
                                                        2.88
             スウェーデン
                                               1,498,180
             Swedbank     AB  1/6/2021     (Zero   Coupon)                             0.17
    USD   1,500,000
                                               1,498,180
                                                        0.17
             米国
             Albion    Capital    Corp   SA  3/12/2020     (Zero   Coupon)
    USD   3,000,000                                         2,999,977         0.34
             Atlantic     Asset   Securitization        LLC  2/12/2020     (Zero   Coupon)         8,999,928
    USD   9,000,000                                                  1.02
             Barton    Capital    SA  1/12/2020     (Zero   Coupon)                 1,000,000
    USD   1,000,000                                                  0.11
             Chariot    Funding    LLC  4/1/2021     (Zero   Coupon)                2,999,348
    USD   3,000,000                                                  0.34
             Charta    LLC  14/1/2021     (Zero   Coupon)
    USD  10,000,000                                         9,997,800         1.13
             Charta    LLC  3/5/2021     (Zero   Coupon)                     4,495,793
    USD   4,500,000                                                  0.51
             Ciesco    LLC  3/5/2021     (Zero   Coupon)                     2,497,663
    USD   2,500,000                                                  0.28
             Collat    CP  Flex   Co  LLC  4/1/2021     (Zero   Coupon)               8,247,195
    USD   8,250,000                                                  0.93
             Federation      Des  Caisses    Desjardins      23/12/2020      (Zero   Coupon)        1,999,792
    USD   2,000,000                                                  0.23
             Federation      Des  Caisses    Desjardins      1/3/2021     (Zero   Coupon)         7,996,200
    USD   8,000,000                                                  0.91
             Goldman    Sachs   International       22/3/2021     (Zero   Coupon)            9,992,908
    USD  10,000,000                                                  1.13
             JP  Morgan    Securities      LLC  5/4/2021     (Zero   Coupon)             19,986,111
    USD  20,000,000                                                  2.26
             JP  Morgan    Securities      LLC  3/5/2021     (Zero   Coupon)             11,489,247
    USD  11,500,000                                                  1.30
             Koch   Industries      Inc  7/1/2021     (Zero   Coupon)                2,999,507
    USD   3,000,000                                                  0.34
             Koch   Industries      Inc  8/1/2021     (Zero   Coupon)                30,094,883
    USD  30,100,000                                                  3.41
             LMA  Americas     LLC  6/4/2021     (Zero   Coupon)                 11,989,920
    USD  12,000,000                                                  1.36
             Macquarie     Bank   Ltd  10/2/2021     (Zero   Coupon)                7,996,844
    USD   8,000,000                                                  0.91
             Macquarie     Bank   Ltd  19/2/2021     (Zero   Coupon)                9,994,556
    USD  10,000,000                                                  1.13
             Manhattan     Asset   Funding    Co  LLC  7/12/2020     (Zero   Coupon)
    USD  15,000,000                                         14,999,200          1.70
             Manhattan     Asset   Funding    Co  LLC  7/12/2020     (Zero   Coupon)
    USD  15,000,000                                         15,000,000          1.70
             Manhattan     Asset   Funding    Co  LLC  3/2/2021     (Zero   Coupon)
    USD  15,000,000                                         14,994,667          1.70
             Metlife    Short   Term   Fund   22/2/2021     (Zero   Coupon)
    USD  16,700,000                                         16,692,684          1.89
             Mont   Blanc   Capital    Corp   4/12/2020     (Zero   Coupon)
    USD   9,112,000                                         9,111,833         1.03
             Mont   Blanc   Capital    Corp   14/12/2020      (Zero   Coupon)
    USD   4,465,000                                         4,464,645         0.51
             Nederlandse      Waterschapsbank        NV  14/12/2020      (Zero   Coupon)
    USD  10,000,000                                         9,999,494         1.13
             Novartis     Finance    Corp   4/1/2021     (Zero   Coupon)
    USD   5,400,000                                         5,398,725         0.61
             Novartis     Finance    Corp   11/1/2021     (Zero   Coupon)
    USD  14,000,000                                         13,996,014          1.59
             Novartis     Finance    Corp   8/3/2021     (Zero   Coupon)
    USD  10,000,000                                         9,993,264         1.13
             NRW.Bank     4/2/2021     (Zero   Coupon)
    USD   4,000,000                                         3,998,700         0.45
             NRW.Bank     16/3/2021     (Zero   Coupon)
    USD  23,000,000                                         22,985,912          2.60
             Ridgefield      Funding    Company    LLC  6/4/2021     (Zero   Coupon)
    USD  10,000,000                                         9,991,250         1.13
             Starbird     Funding    Corp   14/12/2020      (Zero   Coupon)
    USD  10,000,000                                         9,999,278         1.13
             Suncorp    Metway    Ltd  1/3/2021     (Zero   Coupon)                14,991,750          1.70
    USD  15,000,000
                                              332,395,088          37.64
    コマーシャル・ペーパー合計                                          491,792,115          55.69
                                 62/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（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）        （％）
    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
                                              893,425,379         101.17
    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
                                              893,425,379         101.17
                                              (10,346,562)          (1.17)
    その他の純負債
    純資産合計（米ドル）                                          883,078,817         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。

                                 63/368

















                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
    差金決済契約　2020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）
           バハマ
           Nymox   Pharmaceutical        Corp              Bank   of  America    Merrill    Lynch        1,419
      23,651
           Nymox   Pharmaceutical        Corp              Goldman    Sachs                1,314
      21,901
           Nymox   Pharmaceutical        Corp              Morgan    Stanley                6,566
      50,506
           OneSpaWorld      Holdings     Ltd                                 (19,675)
      (67,081)                              HSBC
                                                       (10,376)
           バミューダ
           Alpha   & Omega   Semiconductor       Ltd          Goldman    Sachs
      (25,611)                                                (100,139)
           Alpha   & Omega   Semiconductor       Ltd
      (10,568)                              HSBC                   (26,367)
           Alpha   & Omega   Semiconductor       Ltd          Morgan    Stanley                1,723
      (10,137)
       8,229    Arch   Capital    Group   Ltd               Bank   of  America    Merrill    Lynch
                                                       (21,642)
           Arch   Capital    Group   Ltd               Barclays     Bank               12,424
      (9,412)
      28,888     Arch   Capital    Group   Ltd               Barclays     Bank
                                                       (38,132)
           Arch   Capital    Group   Ltd               Goldman    Sachs                9,379
      (3,566)
      10,521     Arch   Capital    Group   Ltd               Goldman    Sachs
                                                       (27,670)
           Arch   Capital    Group   Ltd                                  16,273
      (9,194)                             HSBC
      14,003     Arch   Capital    Group   Ltd
                                    HSBC                   (24,785)
           Arch   Capital    Group   Ltd               Morgan    Stanley                17,965
      (13,610)
           Argo   Group   International       Holdings     Ltd       Goldman    Sachs               31,272
      (30,448)
           Argo   Group   International       Holdings     Ltd
      (12,572)                              HSBC                    (6,181)
           Argo   Group   International       Holdings     Ltd       Morgan    Stanley
      (9,953)                                                 (4,479)
           Assured    Guaranty     Ltd                Bank   of  America    Merrill    Lynch        8,381
      (6,276)
           Assured    Guaranty     Ltd                Barclays     Bank               13,660
      (12,707)
           Assured    Guaranty     Ltd                Goldman    Sachs                1,439
      (1,491)
           Assured    Guaranty     Ltd
      (7,114)                             HSBC                    (5,798)
           Assured    Guaranty     Ltd                Morgan    Stanley                5,488
      (5,105)
           Athene    Holding    Ltd  ’A’               Goldman    Sachs                 639
       (473)
       9,841    Athene    Holding    Ltd  ’A’               Goldman    Sachs               23,422
           Athene    Holding    Ltd  ’A’
      (5,314)                             HSBC                   (25,295)
           Athene    Holding    Ltd  ’A’               Morgan    Stanley
      (6,933)                                                 (4,298)
      11,117     Axalta    Coating    Systems    Ltd             Bank   of  America    Merrill    Lynch        4,113
      24,969     Axalta    Coating    Systems    Ltd             Barclays     Bank               4,494
       9,889    Axalta    Coating    Systems    Ltd             Goldman    Sachs                3,659
       2,942    Axalta    Coating    Systems    Ltd                                 2,324
                                    HSBC
           Axalta    Coating    Systems    Ltd             Morgan    Stanley
      (6,547)                                                 (1,178)
       7,846    Axalta    Coating    Systems    Ltd             Morgan    Stanley                1,412
           Axis   Capital    Holdings     Ltd             Bank   of  America    Merrill    Lynch
      (7,200)                                                 (3,672)
           Axis   Capital    Holdings     Ltd             Barclays     Bank               1,863
      (2,166)
           Axis   Capital    Holdings     Ltd             Goldman    Sachs
      (15,608)                                                 (7,960)
           Axis   Capital    Holdings     Ltd
      (6,791)                             HSBC                   (26,349)
           Axis   Capital    Holdings     Ltd             Morgan    Stanley                28,513
      (33,155)
       2,319    Brookfield      Property     Partners     LP          Goldman    Sachs                2,320
        523   Brookfield      Renewable     Partners     LP         Bank   of  America    Merrill    Lynch        2,920
           Bunge   Ltdπ                     Barclays     Bank
        (1)                                                 －
           Bunge   Ltd
      (3,356)                             HSBC                   (10,840)
                                 64/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           バミューダ（続き）
           Bunge   Ltd                     Morgan    Stanley
      (7,490)                                                 (1,124)
           Credicorp     Ltd                   Bank   of  America    Merrill    Lynch
      (6,379)                                                (164,799)
           Credicorp     Ltd                   Barclays     Bank
      (1,007)                                                (13,338)
           Credicorp     Ltd                   Goldman    Sachs
      (1,736)                                                (45,761)
           Credicorp     Ltd                   Morgan    Stanley
      (1,082)                                                (18,967)
           Enstar    Group   Ltd                  Goldman    Sachs               11,820
      (1,844)
           Enstar    Group   Ltd                                      2,219
      (2,493)                             HSBC
           Enstar    Group   Ltd                  Morgan    Stanley                3,897
      (4,379)
       3,598    Essent    Group   Ltd                  Bank   of  America    Merrill    Lynch
                                                       (3,778)
      10,147     Essent    Group   Ltd                  Barclays     Bank
                                                       (2,537)
       6,794    Essent    Group   Ltd                  Goldman    Sachs
                                                       (7,133)
           Essent    Group   Ltd                  Goldman    Sachs                2,290
      (2,181)
      13,206     Essent    Group   Ltd                                      7,269
                                    HSBC
           Essent    Group   Ltd
      (13,833)                              HSBC                    (7,961)
       7,301    Essent    Group   Ltd                  Morgan    Stanley
                                                       (4,657)
           Essent    Group   Ltd                  Morgan    Stanley                 808
      (3,232)
           Everest    Re  Group   Ltd                Bank   of  America    Merrill    Lynch       18,125
      (2,738)
           Everest    Re  Group   Ltd                Barclays     Bank               6,366
      (3,685)
           Everest    Re  Group   Ltd                Goldman    Sachs               20,264
      (3,061)
           Everest    Re  Group   Ltd
       (517)                            HSBC                     (253)
           Everest    Re  Group   Ltd                Morgan    Stanley                2,630
      (1,697)
       8,542    Frontline     Ltd                   Bank   of  America    Merrill    Lynch
                                                       (2,392)
      11,810     Frontline     Ltd
                                    HSBC                     (675)
      11,607     Frontline     Ltd                   Morgan    Stanley
                                                       (8,821)
       1,332    GAN  Ltd                      Goldman    Sachs
                                                       (3,037)
      15,031     GAN  Ltd
                                    HSBC                   (22,546)
       7,180    GAN  Ltd                      Morgan    Stanley
                                                       (10,914)
           GasLog    Ltd                     Goldman    Sachs
      (20,216)                                                 (5,660)
           Genpact    Ltd                    Barclays     Bank                 60
      (1,008)
      20,625     Genpact    Ltd                    Barclays     Bank
                                                       (1,238)
           Genpact    Ltd                    Goldman    Sachs
      (14,146)                                                 (4,244)
           Genpact    Ltd
      (12,481)                              HSBC                   (12,231)
       2,749    Genpact    Ltd                                        2,694
                                    HSBC
           Genpact    Ltd                    Morgan    Stanley                1,046
      (17,435)
      11,099     Genpact    Ltd                    Morgan    Stanley
                                                        (666)
      15,887     Golar   LNG  Ltd                                       2,423
                                    HSBC
      31,541     Golar   LNG  Ltd                   Morgan    Stanley
                                                       (7,254)
           Helen   of  Troy   Ltd                 Bank   of  America    Merrill    Lynch
       (239)                                                (1,087)
       2,643    Helen   of  Troy   Ltd                 Bank   of  America    Merrill    Lynch       12,026
        707   Helen   of  Troy   Ltd                 Barclays     Bank
                                                       (1,145)
           Helen   of  Troy   Ltd                 Barclays     Bank               2,166
      (1,337)
       2,184    Helen   of  Troy   Ltd                 Goldman    Sachs                9,937
           Helen   of  Troy   Ltd                 Goldman    Sachs
       (734)                                                (3,340)
       4,636    Helen   of  Troy   Ltd                                     28,671
                                    HSBC
       5,763    Helen   of  Troy   Ltd                 Morgan    Stanley
                                                       (9,336)
                                 65/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
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                                                     （損）
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                                                    （米ドル）
           バミューダ（続き）
           Hudson    Ltd  ’A’                   Goldman    Sachs
      (7,883)                                                  (236)
           Hudson    Ltd  ’A’
      (36,555)                              HSBC                     (731)
           Hudson    Ltd  ’A’                   Morgan    Stanley
      (27,488)                                                  (275)
       4,793    IBEX   Holdings     Ltd                 Bank   of  America    Merrill    Lynch       19,316
       8,230    IBEX   Holdings     Ltd                 Goldman    Sachs               33,167
      24,884     IBEX   Holdings     Ltd                                     53,742
                                    HSBC
       5,132    IBEX   Holdings     Ltd                 Morgan    Stanley                6,723
       1,631    IHS  Markit    Ltd                   Bank   of  America    Merrill    Lynch       11,792
           IHS  Markit    Ltd                   Bank   of  America    Merrill    Lynch
      (2,122)                                                (14,150)
       4,835    IHS  Markit    Ltd                   Barclays     Bank               29,119
           IHS  Markit    Ltd                   Barclays     Bank
      (3,996)                                                (23,616)
       9,981    IHS  Markit    Ltd                   Goldman    Sachs               72,163
      11,422     IHS  Markit    Ltd                                      92,979
                                    HSBC
           IHS  Markit    Ltd
      (1,382)                             HSBC                   (11,636)
      15,059     IHS  Markit    Ltd                   Morgan    Stanley                88,999
           IHS  Markit    Ltd                   Morgan    Stanley
      (7,789)                                                (46,033)
           Invesco    Ltd                    Bank   of  America    Merrill    Lynch
      (6,068)                                                 (4,521)
           Invesco    Ltd                    Barclays     Bank
      (4,671)                                                 (1,892)
       2,753    Invesco    Ltd                    Goldman    Sachs                2,051
           Invesco    Ltd                    Goldman    Sachs
      (16,949)                                                 (12,627)
      82,870     Invesco    Ltd                    Morgan    Stanley                33,562
           Invesco    Ltd                    Morgan    Stanley
      (11,021)                                                 (4,464)
           James   River   Group   Holdings     Ltd
      (25,531)                              HSBC                   (18,061)
           James   River   Group   Holdings     Ltd           Morgan    Stanley
      (30,063)                                                 (20,743)
       3,156    Kiniksa    Pharmaceuticals        Ltd  ’A’          Bank   of  America    Merrill    Lynch        8,058
       4,880    Kiniksa    Pharmaceuticals        Ltd  ’A’          Goldman    Sachs               10,638
      23,773     Kiniksa    Pharmaceuticals        Ltd  ’A’                              62,358
                                    HSBC
       2,704    Kiniksa    Pharmaceuticals        Ltd  ’A’          Morgan    Stanley                7,030
           Lazard    Ltd  ’A’                   Bank   of  America    Merrill    Lynch
      (4,139)                                                  (786)
           Lazard    Ltd  ’A’                   Barclays     Bank
      (10,285)                                                 (5,348)
           Lazard    Ltd  ’A’                   Goldman    Sachs
      (1,285)                                                  (244)
           Lazard    Ltd  ’A’
       (659)                            HSBC                     (738)
           Lazard    Ltd  ’A’                   Morgan    Stanley
      (9,631)                                                 (5,008)
           Liberty    Latin   America    Ltd  ’A’           Goldman    Sachs
      (41,113)                                                 (1,645)
           Liberty    Latin   America    Ltd  ’A’                               2,279
      (6,330)                             HSBC
           Liberty    Latin   America    Ltd  ’A’           Morgan    Stanley                9,861
      (27,392)
      80,152     Liberty    Latin   America    Ltd  ’C’           Goldman    Sachs
                                                       (9,618)
      25,450     Liberty    Latin   America    Ltd  ’C’
                                    HSBC                   (10,944)
           Marvell    Technology      Group   Ltd            Barclays     Bank
      (6,754)                                                 (7,902)
           Marvell    Technology      Group   Ltd            Morgan    Stanley
      (19,376)                                                 (22,670)
           Nabors    Industries      Ltd               Bank   of  America    Merrill    Lynch
       (128)                                                (1,697)
           Nabors    Industries      Ltd
      (7,145)                             HSBC                   (38,154)
      30,878     Nordic    American     Tankers    Ltd            Morgan    Stanley
                                                       (1,853)
           Norwegian     Cruise    Line   Holdings     Ltd         Barclays     Bank
      (28,190)                                                 (65,965)
           RenaissanceRe       Holdings     Ltd             Bank   of  America    Merrill    Lynch       31,804
      (2,040)
                                 66/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           バミューダ（続き）
           RenaissanceRe       Holdings     Ltd             Barclays     Bank               11,776
      (3,200)
           RenaissanceRe       Holdings     Ltd             Goldman    Sachs               83,469
      (5,354)
           RenaissanceRe       Holdings     Ltd                                 6,744
      (6,187)                             HSBC
           RenaissanceRe       Holdings     Ltd             Morgan    Stanley                29,572
      (8,036)
      22,957     SFL  Corp   Ltd                    Bank   of  America    Merrill    Lynch
                                                       (7,117)
      95,314     SFL  Corp   Ltd                    Goldman    Sachs
                                                       (29,547)
      35,094     SFL  Corp   Ltd
                                    HSBC                    (4,562)
      73,290     SFL  Corp   Ltd                    Morgan    Stanley
                                                       (9,528)
           Signet    Jewelers     Ltd                Bank   of  America    Merrill    Lynch
      (31,738)                                                (138,060)
           Signet    Jewelers     Ltd                Goldman    Sachs
      (1,025)                                                 (4,459)
           Textainer     Group   Holdings     Ltd            Goldman    Sachs
      (14,576)                                                 (15,451)
           Textainer     Group   Holdings     Ltd
      (8,476)                             HSBC                   (11,102)
           Textainer     Group   Holdings     Ltd            Morgan    Stanley                2,755
      (18,369)
           Third   Point   Reinsurance      Ltd
     (188,779)                              HSBC                   (72,117)
           Third   Point   Reinsurance      Ltd            Morgan    Stanley
     (105,346)                                                 (22,123)
           Triton    International       Ltd              Goldman    Sachs
      (5,491)                                                (13,227)
           Triton    International       Ltd
      (1,496)                             HSBC                    (9,679)
           Triton    International       Ltd              Morgan    Stanley                17,041
      (19,815)
           White   Mountains     Insurance     Group   Ltd        Bank   of  America    Merrill    Lynch
       (794)                                               (14,744)
           White   Mountains     Insurance     Group   Ltd        Barclays     Bank
       (264)                                                (1,259)
           White   Mountains     Insurance     Group   Ltd        Goldman    Sachs
       (666)                                                (7,338)
           White   Mountains     Insurance     Group   Ltd
       (130)                            HSBC                    (4,442)
           White   Mountains     Insurance     Group   Ltd        Morgan    Stanley                (1,870)
       (392)
                                                      (342,469)
           ブラジル
      13,100     Agrenco    Ltd*                    Morgan    Stanley
                                                        (387)
           Banco   ABC  Brasil    SA  (Pref)              Goldman    Sachs
        (17)                                                 (4)
           Banco   ABC  Brasil    SA  (Pref)              Morgan    Stanley
       (150)                                                 (52)
           Banco   BTG  Pactual    SA               Goldman    Sachs
      (1,929)                                                 (7,285)
           Banco   BTG  Pactual    SA               Morgan    Stanley
      (2,944)                                                (11,141)
           Banco   BTG  Pactual    SA  (Pref)              Goldman    Sachs                5,144
      (3,858)
           Banco   BTG  Pactual    SA  (Pref)              Morgan    Stanley                7,840
      (5,880)
       1,929    Banco   BTG  Pactual    SA  (Unit)              Goldman    Sachs                3,578
       2,944    Banco   BTG  Pactual    SA  (Unit)              Morgan    Stanley                4,867
           Banco   Inter   SA                  Goldman    Sachs                 577
        (83)
         3  Banco   Inter   SA  (Pref)                 Goldman    Sachs                  4
        83   Banco   Inter   SA  (Unit)                 Goldman    Sachs                 326
      192,177     International       Meal   Co  Alimentacao      SA  ’A’      Goldman    Sachs               31,089
        207   International       Meal   Co  Alimentacao      SA  ’A’                           34
                                    HSBC
      13,700     Laep   Investments      Ltd*                Goldman    Sachs
                                                        (707)
      24,300     Laep   Investments      Ltd*                Morgan    Stanley
                                                       (1,210)
      65,120     Minerva    SA                    Morgan    Stanley                2,981
           Taurus    Armas   SA  (Pref)                                   (14,572)
      (12,606)                              HSBC
                                                       21,082
                                 67/368



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                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
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                                                     （損）
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                                                    （米ドル）
           イギリス領バージン諸島
           Biohaven     Pharmaceutical        Holding    Co  Ltd       Barclays     Bank
      (1,506)                                                  (873)
           Biohaven     Pharmaceutical        Holding    Co  Ltd       Goldman    Sachs               22,360
      (3,136)
       3,938    Biohaven     Pharmaceutical        Holding    Co  Ltd       Goldman    Sachs
                                                       (23,434)
       1,740    Biohaven     Pharmaceutical        Holding    Co  Ltd                           9,939
                                    HSBC
           Biohaven     Pharmaceutical        Holding    Co  Ltd
      (8,029)                             HSBC                   (13,984)
           Biohaven     Pharmaceutical        Holding    Co  Ltd       Morgan    Stanley
      (2,229)                                                 (1,293)
           Capri   Holdings     Ltd                 Morgan    Stanley                7,888
      (16,098)
       9,508    National     Energy    Services     Reunited     Corp       Goldman    Sachs               10,744
       3,780    National     Energy    Services     Reunited     Corp                           4,442
                                    HSBC
      24,365     National     Energy    Services     Reunited     Corp       Morgan    Stanley
                                                       (8,284)
                                                        7,505
           カナダ
        744   Advanz    Pharma    Corp   Ltd               Morgan    Stanley                  43
      138,940     Atlantic     Power   Corp                 Bank   of  America    Merrill    Lynch
                                                       (1,389)
      131,250     Atlantic     Power   Corp                 Goldman    Sachs
                                                       (1,313)
      145,978     Atlantic     Power   Corp                                    10,062
                                    HSBC
      109,333     Atlantic     Power   Corp                 Morgan    Stanley                5,467
       6,620    Bausch    Health    Cos  Inc               Goldman    Sachs
                                                       (5,693)
      29,145     Bausch    Health    Cos  Inc               Morgan    Stanley
                                                       (7,286)
       1,858    Bellatrix     Exploration      Ltd*             Morgan    Stanley
                                                        (539)
       3,721    Brookfield      Infrastructure        Corp   ’A’         Goldman    Sachs                2,307
      15,590     Brookfield      Infrastructure        Corp   ’A’                             2,027
                                    HSBC
           Brookfield      Renewable     Corp   ’A’           Barclays     Bank
      (10,465)                                                 (59,127)
           Brookfield      Renewable     Corp   ’A’           Goldman    Sachs
      (14,688)                                                (120,148)
      46,356     Brookfield      Renewable     Corp   ’A’                              311,049
                                    HSBC
           Brookfield      Renewable     Corp   ’A’           Morgan    Stanley
      (5,757)                                                (32,527)
      12,693     Brookfield      Renewable     Corp   ’A’           Morgan    Stanley                71,715
           Civeo   Corp                     Bank   of  America    Merrill    Lynch
      (9,804)                                                (25,387)
           Civeo   Corp                     Goldman    Sachs
       (954)                                                (2,461)
           Civeo   Corp                     Morgan    Stanley
      (1,318)                                                  (540)
           Enbridge     Inc                    Bank   of  America    Merrill    Lynch
      (2,382)                                                 (7,503)
      38,556     Energy    Fuels   Inc                  Goldman    Sachs                6,555
      49,453     Energy    Fuels   Inc                                      8,961
                                    HSBC
      64,312     Energy    Fuels   Inc                  Morgan    Stanley                5,145
       8,915    Fennec    Pharmaceuticals        Inc             Bank   of  America    Merrill    Lynch
                                                       (3,120)
      22,836     Fennec    Pharmaceuticals        Inc             Goldman    Sachs
                                                       (7,993)
       6,534    Fennec    Pharmaceuticals        Inc
                                    HSBC                    (1,307)
      40,865     Fennec    Pharmaceuticals        Inc             Morgan    Stanley                9,136
      10,441     IMAX   Corp                      Bank   of  America    Merrill    Lynch
                                                        (626)
       8,142    IMAX   Corp                                          6,921
                                    HSBC
      29,149     IMAX   Corp                      Morgan    Stanley
                                                       (18,072)
       7,455    Lions   Gate   Entertainment       Corp   ’A’         Bank   of  America    Merrill    Lynch        4,697
      18,816     Lions   Gate   Entertainment       Corp   ’A’         Barclays     Bank               6,961
      47,508     Lions   Gate   Entertainment       Corp   ’A’         Goldman    Sachs               29,930
       7,622    Lions   Gate   Entertainment       Corp   ’A’                             13,796
                                    HSBC
                                 68/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           カナダ（続き）
       9,328    Lions   Gate   Entertainment       Corp   ’A’         Morgan    Stanley                3,451
      12,693     Lions   Gate   Entertainment       Corp   ’B’         Bank   of  America    Merrill    Lynch        7,108
      36,359     Lions   Gate   Entertainment       Corp   ’B’         Goldman    Sachs               20,361
      17,115     Lions   Gate   Entertainment       Corp   ’B’         Morgan    Stanley                4,279
           Masonite     International       Corp             Bank   of  America    Merrill    Lynch
       (888)                                                (7,948)
           Masonite     International       Corp
       (958)                            HSBC                    (1,408)
           Masonite     International       Corp             Morgan    Stanley
      (8,510)                                                (12,510)
      16,499     MDC  Partners     Inc  ’A’                Bank   of  America    Merrill    Lynch
                                                       (1,155)
      51,499     MDC  Partners     Inc  ’A’                Morgan    Stanley
                                                        (515)
      26,506     Nicholas     Financial     Inc               Bank   of  America    Merrill    Lynch         265
       5,229    Novagold     Resources     Inc               Bank   of  America    Merrill    Lynch
                                                       (5,543)
      91,315     Novagold     Resources     Inc
                                    HSBC                   (56,184)
      12,446     Novagold     Resources     Inc               Morgan    Stanley
                                                       (1,245)
           Novanta    Inc                    Bank   of  America    Merrill    Lynch
       (320)                                                 (755)
           Novanta    Inc                                        2,846
      (1,001)                             HSBC
           Novanta    Inc                    Morgan    Stanley
      (12,880)                                                 (27,434)
        748   Pan  American     Silver    Corp              Bank   of  America    Merrill    Lynch
                                                       (2,715)
       9,059    Pan  American     Silver    Corp              Goldman    Sachs
                                                       (32,884)
       3,896    Pan  American     Silver    Corp              Morgan    Stanley
                                                        (191)
      10,265     Pan  American     Silver    Corp   (Rights)            Bank   of  America    Merrill    Lynch         595
      46,959     Pan  American     Silver    Corp   (Rights)            Goldman    Sachs                2,724
      21,553     Pan  American     Silver    Corp   (Rights)            Morgan    Stanley                 216
           Poseidon     Concepts     Corp*               Morgan    Stanley                5,372
      (26,058)
      28,199     Primo   Water   Corp                  Bank   of  America    Merrill    Lynch
                                                       (1,692)
      18,317     Primo   Water   Corp                                      6,401
                                    HSBC
      74,358     Primo   Water   Corp                  Morgan    Stanley                19,786
      12,100     Sears   Canada    Inc*                  Morgan    Stanley
                                                       (5,700)
           VBI  Vaccines     Inc                  Bank   of  America    Merrill    Lynch
      (25,809)                                                 (12,646)
           VBI  Vaccines     Inc
      (98,792)                              HSBC                   (45,286)
       8,221    Viemed    Healthcare      Inc               Bank   of  America    Merrill    Lynch        6,823
      36,611     Viemed    Healthcare      Inc               Goldman    Sachs               30,387
      14,020     Viemed    Healthcare      Inc                                   5,187
                                    HSBC
      19,647     Viemed    Healthcare      Inc               Morgan    Stanley                7,235
       2,368    Waste   Connections      Inc               Bank   of  America    Merrill    Lynch
                                                       (5,499)
           Waste   Connections      Inc               Goldman    Sachs               37,979
      (12,371)
      11,917     Waste   Connections      Inc               Goldman    Sachs
                                                       (34,465)
           Waste   Connections      Inc                                   24,473
      (14,065)                              HSBC
       9,888    Waste   Connections      Inc
                                    HSBC                   (19,510)
       5,519    Waste   Connections      Inc               Morgan    Stanley
                                                       (7,616)
           XBiotech     Inc
      (20,773)                              HSBC                   (19,245)
       3,913    Zymeworks     Inc*                   Goldman    Sachs               105,183
           Zymeworks     Inc                   Goldman    Sachs
      (3,913)                                                (20,434)
        205   Zymeworks     Inc*                                       5,529
                                    HSBC
           Zymeworks     Inc
       (205)                            HSBC                    (1,101)
      11,400     Zymeworks     Inc*                   Morgan    Stanley               135,120
                                 69/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           カナダ（続き）
           Zymeworks     Inc                   Morgan    Stanley               (59,614)
      (11,400)
                                                       247,766
           ケイマン諸島
       9,755    Ambarella     Inc                   Bank   of  America    Merrill    Lynch       166,567
       6,202    Ambarella     Inc                                       70,889
                                    HSBC
       5,312    Ambarella     Inc                   Morgan    Stanley                60,716
        11   Atlas   Financial     Holdings     Incπ            Bank   of  America    Merrill    Lynch
                                                         －
       7,659    Beyondspring       Inc                  Goldman    Sachs
                                                       (36,993)
      13,832     Beyondspring       Inc
                                    HSBC                   (32,982)
      15,938     Beyondspring       Inc                  Morgan    Stanley                11,954
           Cambium    Networks     Corp                Goldman    Sachs
      (2,607)                                                (12,748)
           Cambium    Networks     Corp
      (2,887)                             HSBC                    (9,325)
           Cambium    Networks     Corp                Morgan    Stanley
      (8,068)                                                (26,060)
       2,498    CHC  Group   Ltd*                   Morgan    Stanley
                                                       (1,124)
       8,039    Consolidated       Water   Co  Ltd             Bank   of  America    Merrill    Lynch
                                                       (4,100)
      26,823     Consolidated       Water   Co  Ltd                                 12,409
                                    HSBC
      29,412     Consolidated       Water   Co  Ltd             Morgan    Stanley                7,941
                                    Goldman    Sachs                6,425
      (2,818)     Fabrinet
      (10,455)     Fabrinet                         HSBC                   (17,669)
                                    Morgan    Stanley                41,675
      (26,715)     Fabrinet
           Fresh   Del  Monte   Produce    Inc            Bank   of  America    Merrill    Lynch
      (3,567)                                                  (499)
           Fresh   Del  Monte   Produce    Inc            Goldman    Sachs
      (6,749)                                                  (945)
           Fresh   Del  Monte   Produce    Inc
      (24,080)                              HSBC                   (51,056)
           Fresh   Del  Monte   Produce    Inc            Morgan    Stanley
      (28,308)                                                  (283)
      19,920     Greenlight      Capital    Re  Ltd  ’A’           Bank   of  America    Merrill    Lynch
                                                       (1,793)
      44,643     Greenlight      Capital    Re  Ltd  ’A’           Goldman    Sachs
                                                        (359)
      128,544     Greenlight      Capital    Re  Ltd  ’A’                               21,809
                                    HSBC
      32,967     Greenlight      Capital    Re  Ltd  ’A’           Morgan    Stanley                5,934
           Herbalife     Nutrition     Ltd              Bank   of  America    Merrill    Lynch         90
       (727)
       3,061    Herbalife     Nutrition     Ltd              Bank   of  America    Merrill    Lynch        4,898
           Herbalife     Nutrition     Ltd              Barclays     Bank                 14
       (578)
           Herbalife     Nutrition     Ltd
      (6,346)                             HSBC                   (28,176)
           Herbalife     Nutrition     Ltd              Morgan    Stanley
      (12,100)                                                   －
      44,501     Ichor   Holdings     Ltd                 Bank   of  America    Merrill    Lynch       197,584
      30,710     Ichor   Holdings     Ltd                 Goldman    Sachs               136,352
       9,992    Ichor   Holdings     Ltd                                    12,890
                                    HSBC
       3,781    MeiraGTx     Holdings     Plc               Bank   of  America    Merrill    Lynch
                                                       (6,276)
       4,333    MeiraGTx     Holdings     Plc               Goldman    Sachs
                                                       (7,193)
      18,258     MeiraGTx     Holdings     Plc                                   9,734
                                    HSBC
       5,421    MeiraGTx     Holdings     Plc               Morgan    Stanley                6,397
        275   Sapiens    International       Corp   NV           Bank   of  America    Merrill    Lynch         48
      17,103     Sapiens    International       Corp   NV                               8,738
                                    HSBC
      11,983     Sapiens    International       Corp   NV           Morgan    Stanley                7,489
           SMART   Global    Holdings     Inc
      (3,485)                             HSBC                    (1,289)
           SMART   Global    Holdings     Inc             Morgan    Stanley
      (42,800)                                                 (23,112)
                                 70/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           ケイマン諸島（続き）
           StoneCo    Ltd  ’A’                  Bank   of  America    Merrill    Lynch
      (2,210)                                                (15,669)
           StoneCo    Ltd  ’A’                  Barclays     Bank                345
      (5,757)
           StoneCo    Ltd  ’A’                  Goldman    Sachs
      (4,866)                                                (33,652)
       9,320    Theravance      Biopharma     Inc              Bank   of  America    Merrill    Lynch
                                                       (13,794)
       4,594    Theravance      Biopharma     Inc              Goldman    Sachs
                                                       (6,799)
      19,962     Theravance      Biopharma     Inc
                                    HSBC                   (14,442)
                                                        4,564
      16,905     Theravance      Biopharma     Inc              Morgan    Stanley
                                                       449,124
           キュラソー島
      32,321     Schlumberger       NV                  Bank   of  America    Merrill    Lynch       56,885
       2,371    Schlumberger       NV                  Barclays     Bank
                                                        (737)
           Schlumberger       NV                  Morgan    Stanley
      (34,721)                                                 (6,597)
                                                        2,640
      13,897     Schlumberger       NV                  Morgan    Stanley
                                                       52,191
           ドイツ
       1,524    BioNTech     SE  ADR                                      21,367
                                    HSBC
                                                       20,488
       1,663    BioNTech     SE  ADR                  Morgan    Stanley
                                                       41,855
           ガーンジー島
       9,461    Amdocs    Ltd                     Bank   of  America    Merrill    Lynch       20,909
      11,570     Amdocs    Ltd                     Goldman    Sachs               25,569
       1,178    Amdocs    Ltd                                         7,021
                                    HSBC
                                                       16,431
      14,413     Amdocs    Ltd                     Morgan    Stanley
                                                       69,930
           アイルランド
       9,709    Accenture     Plc  ’A’                 Bank   of  America    Merrill    Lynch       37,028
       1,613    Accenture     Plc  ’A’                 Goldman    Sachs                4,639
           Accenture     Plc  ’A’
      (2,353)                             HSBC                   (20,330)
           Accenture     Plc  ’A’                 Morgan    Stanley
      (2,144)                                                 (5,703)
        388   Accenture     Plc  ’A’                 Morgan    Stanley
                                                        (250)
           Adient    Plc                     Goldman    Sachs
      (11,016)                                                 (27,320)
           Adient    Plc
      (14,287)                              HSBC                   (71,149)
           Adient    Plc                     Morgan    Stanley
      (5,349)                                                (10,484)
      16,921     Alkermes     Plc                    Bank   of  America    Merrill    Lynch        5,076
       3,727    Alkermes     Plc                    Barclays     Bank
                                                        (335)
      29,958     Alkermes     Plc                    Goldman    Sachs                8,987
       4,228    Alkermes     Plc                                         972
                                    HSBC
      17,588     Alkermes     Plc                    Morgan    Stanley
                                                       (1,583)
       2,282    Allegion     Plc                    Bank   of  America    Merrill    Lynch
                                                       (8,732)
        309   Allegion     Plc                    Barclays     Bank
                                                        (136)
      21,478     Allegion     Plc                    Goldman    Sachs
                                                       (93,708)
       5,150    Allegion     Plc                                        2,321
                                    HSBC
       2,864    Allegion     Plc                    Morgan    Stanley
                                                       (3,310)
       4,346    Aon  Plc  ’A’                    Barclays     Bank               11,169
       5,131    Aon  Plc  ’A’                    Goldman    Sachs
                                                       (9,504)
                                 71/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           アイルランド（続き）
       4,142    Aon  Plc  ’A’                                        53,183
                                    HSBC
       6,163    Cimpress     Plc                    Goldman    Sachs               60,028
       2,751    Eaton   Corp   Plc                   Bank   of  America    Merrill    Lynch
                                                         (43)
      11,939     Eaton   Corp   Plc                   Barclays     Bank               5,831
       7,524    Eaton   Corp   Plc                   Goldman    Sachs               25,205
       5,453    Eaton   Corp   Plc                                      39,710
                                    HSBC
      29,136     Eaton   Corp   Plc                   Morgan    Stanley                17,191
           Endo   International       Plc               Goldman    Sachs
      (33,444)                                                 (8,528)
           Endo   International       Plc
      (51,134)                              HSBC                   (24,088)
           Horizon    Therapeutics       Plc              Barclays     Bank
      (1,672)                                                 (2,809)
           Horizon    Therapeutics       Plc
      (7,525)                             HSBC                    (3,085)
           Horizon    Therapeutics       Plc              Morgan    Stanley
      (11,623)                                                 (19,526)
        722   Jazz   Pharmaceuticals        Plc              Bank   of  America    Merrill    Lynch
                                                        (176)
        331   Jazz   Pharmaceuticals        Plc              Barclays     Bank
                                                        (334)
       1,754    Jazz   Pharmaceuticals        Plc              Goldman    Sachs
                                                       (3,352)
        458   Jazz   Pharmaceuticals        Plc
                                    HSBC                     (288)
       5,003    Jazz   Pharmaceuticals        Plc              Morgan    Stanley
                                                       (5,053)
           Jazz   Pharmaceuticals        Plc              Morgan    Stanley                 632
       (626)
           Johnson    Controls     International       Plc         Bank   of  America    Merrill    Lynch
      (7,479)                                                 (6,142)
           Johnson    Controls     International       Plc         Barclays     Bank
       (704)                                                 (408)
           Johnson    Controls     International       Plc         Goldman    Sachs                 896
      (6,476)
           Johnson    Controls     International       Plc
      (9,639)                             HSBC                   (17,447)
           Johnson    Controls     International       Plc         Morgan    Stanley
     (126,166)                                                 (73,177)
           Linde   Plc                     Barclays     Bank
      (1,699)                                                (13,524)
           Linde   Plc                     Goldman    Sachs
       (456)                                                (2,116)
           Linde   Plc
      (4,552)                             HSBC                   (11,152)
           Linde   Plc                     Morgan    Stanley
      (15,016)                                                (119,527)
      15,677     Medtronic     Plc                   Barclays     Bank               46,737
       1,546    Medtronic     Plc                   Goldman    Sachs                5,355
       2,882    Medtronic     Plc                                       6,900
                                    HSBC
      14,532     Medtronic     Plc                   Morgan    Stanley                43,599
           nVent   Electric     Plc                 Barclays     Bank
      (35,567)                                                 (12,513)
           nVent   Electric     Plc                 Goldman    Sachs
      (35,737)                                                 (62,042)
      15,175     nVent   Electric     Plc                 Goldman    Sachs               28,074
           nVent   Electric     Plc
      (2,221)                             HSBC                    (6,663)
           nVent   Electric     Plc                 Morgan    Stanley
      (9,688)                                                 (4,456)
      35,951     nVent   Electric     Plc                 Morgan    Stanley                16,537
      39,128     Osmotica     Pharmaceuticals        Plc            Morgan    Stanley                14,869
           Pentair    Plc                    Barclays     Bank               11,001
      (8,528)
           Pentair    Plc                    Goldman    Sachs               33,812
      (23,980)
           Pentair    Plc                                        6,956
      (8,184)                             HSBC
           Pentair    Plc                    Morgan    Stanley                51,604
      (40,003)
           Perrigo    Co  Plc                   Bank   of  America    Merrill    Lynch        2,225
      (2,713)
           Perrigo    Co  Plc                   Barclays     Bank
      (17,046)                                                 (10,568)
           Perrigo    Co  Plc                   Goldman    Sachs                7,661
      (9,342)
                                 72/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           アイルランド（続き）
           Perrigo    Co  Plc
      (7,102)                             HSBC                   (16,619)
           Perrigo    Co  Plc                   Morgan    Stanley
      (4,123)                                                 (2,556)
           Prothena     Corp   Plc                 Goldman    Sachs                9,485
      (7,588)
           Prothena     Corp   Plc                                     24,656
      (30,141)                              HSBC
           Prothena     Corp   Plc                 Morgan    Stanley                7,455
      (21,300)
           Seagate    Technology      Plc               Barclays     Bank
      (9,143)                                                (16,275)
           Seagate    Technology      Plc               Goldman    Sachs
      (10,444)                                                 (23,644)
           Seagate    Technology      Plc
      (4,782)                             HSBC                   (21,758)
           Seagate    Technology      Plc               Morgan    Stanley
      (27,655)                                                 (49,226)
           STERIS    Plc                     Barclays     Bank
       (317)                                                 (735)
       7,175    STERIS    Plc                     Goldman    Sachs
                                                       (29,920)
           STERIS    Plc                     Goldman    Sachs                4,449
      (1,067)
           STERIS    Plc
      (1,581)                             HSBC                    (2,150)
       1,638    STERIS    Plc                     Morgan    Stanley                3,800
           STERIS    Plc                     Morgan    Stanley
      (4,564)                                                (10,588)
           Strongbridge       Biopharma     Plc             Goldman    Sachs
      (42,116)                                                 (6,739)
           Strongbridge       Biopharma     Plc
      (87,394)                              HSBC                   (13,479)
           Strongbridge       Biopharma     Plc             Morgan    Stanley
      (28,522)                                                   －
       3,410    Trane   Technologies       Plc               Bank   of  America    Merrill    Lynch
                                                       (30,813)
           Trane   Technologies       Plc               Bank   of  America    Merrill    Lynch        1,621
       (543)
       1,815    Trane   Technologies       Plc               Barclays     Bank
                                                       (7,150)
           Trane   Technologies       Plc               Goldman    Sachs               41,327
      (4,243)
       6,941    Trane   Technologies       Plc
                                    HSBC                   (21,091)
           Trane   Technologies       Plc                                   6,385
      (2,150)                             HSBC
       5,318    Trane   Technologies       Plc               Morgan    Stanley
                                                       (17,124)
           Trane   Technologies       Plc               Morgan    Stanley                6,199
      (1,925)
           Willis    Towers    Watson    Plc              Barclays     Bank
       (523)                                                (2,369)
           Willis    Towers    Watson    Plc              Goldman    Sachs                 393
       (182)
           Willis    Towers    Watson    Plc              Morgan    Stanley                (3,216)
       (710)
                                                      (281,045)
           マン島
       9,702    Eros   International       Plc               Bank   of  America    Merrill    Lynch
                                                        (970)
      18,312     Eros   International       Plc
                                    HSBC                    (1,269)
      70,538     Eros   International       Plc               Morgan    Stanley
                                                       (2,822)
      37,521     Eros   STX  Global    Corp                Goldman    Sachs               (3,752)
                                                       (8,813)
           イスラエル
      17,763     Caesarstone      Ltd                  Goldman    Sachs
                                                        (178)
      38,884     Caesarstone      Ltd
                                    HSBC                    (2,101)
      28,651     Caesarstone      Ltd                  Morgan    Stanley
                                                       (6,017)
      11,251     Check   Point   Software     Technologies       Ltd       Barclays     Bank
                                                       (14,619)
           Check   Point   Software     Technologies       Ltd       Morgan    Stanley                35,858
      (25,613)
        871   Check   Point   Software     Technologies       Ltd       Morgan    Stanley
                                                        (720)
       3,038    UroGen    Pharma    Ltd                 Bank   of  America    Merrill    Lynch
                                                       (8,962)
       6,853    UroGen    Pharma    Ltd                 Goldman    Sachs
                                                       (20,216)
                                 73/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           イスラエル（続き）
       5,501    UroGen    Pharma    Ltd
                                    HSBC                    (8,263)
      12,688     UroGen    Pharma    Ltd                 Morgan    Stanley
                                                       (5,202)
       1,037    Wix.com    Ltd                    Barclays     Bank               10,256
        494   Wix.com    Ltd                    Goldman    Sachs                6,940
                                                        9,514
       1,836    Wix.com    Ltd
                                    HSBC
                                                       (3,710)
           ジャージー島
           Amcor   Plc                     Morgan    Stanley                20,603
     (158,480)
       8,548    Aptiv   Plc                     Goldman    Sachs               58,126
      11,307     Aptiv   Plc                                        164,856
                                    HSBC
       3,853    Aptiv   Plc                     Morgan    Stanley                17,994
       5,809    Caledonia     Mining    Corp   Plc             Bank   of  America    Merrill    Lynch
                                                       (4,763)
       8,475    Caledonia     Mining    Corp   Plc             Goldman    Sachs
                                                       (6,950)
      14,036     Caledonia     Mining    Corp   Plc
                                    HSBC                   (10,405)
       4,581    Caledonia     Mining    Corp   Plc             Morgan    Stanley
                                                        (321)
           Janus   Henderson     Group   Plc             Goldman    Sachs
      (12,241)                                                 (22,401)
           Janus   Henderson     Group   Plc
      (2,481)                             HSBC                    (6,351)
           Janus   Henderson     Group   Plc             Morgan    Stanley
      (19,842)                                                 (17,461)
           Mimecast     Ltd                    Goldman    Sachs
      (28,380)                                                 (3,239)
           Mimecast     Ltd
      (22,496)                              HSBC                   (47,333)
           Mimecast     Ltd                    Morgan    Stanley
      (2,218)                                                 (5,989)
           Novocure     Ltd                    Barclays     Bank               31,605
      (2,734)
           Novocure     Ltd                    Goldman    Sachs
      (1,498)                                                 (5,288)
           Novocure     Ltd                    Morgan    Stanley                6,589
       (570)
       4,958    Novocure     Ltd                    Morgan    Stanley
                                                       (57,314)
      16,908     Quotient     Ltd                                       21,473
                                    HSBC
                                                       16,949
      22,598     Quotient     Ltd                    Morgan    Stanley
                                                       150,380
           リベリア
       1,044    Royal   Caribbean     Cruises    Ltd            Barclays     Bank               4,625
       5,294    Royal   Caribbean     Cruises    Ltd            Goldman    Sachs               24,935
                                                        8,005
       1,807    Royal   Caribbean     Cruises    Ltd            Morgan    Stanley
                                                       37,565
           ルクセンブルグ
       4,700    Akazoo    SA*                     Bank   of  America    Merrill    Lynch
                                                       (5,405)
      11,200     Akazoo    SA*                     Goldman    Sachs
                                                       (12,880)
       5,417    Akazoo    SA*
                                    HSBC                    (6,230)
       7,099    Akazoo    SA*                     Morgan    Stanley
                                                       (8,185)
           Altisource      Portfolio     Solutions     SA         Bank   of  America    Merrill    Lynch
      (33,034)                                                 (10,571)
       6,627    Ardagh    Group   SA                  Goldman    Sachs                1,060
      36,549     Ardagh    Group   SA                  Morgan    Stanley                8,406
       1,684    Globant    SA                    Bank   of  America    Merrill    Lynch
                                                       (1,764)
        474   Globant    SA                    Barclays     Bank
                                                       (2,934)
        356   Globant    SA                    Goldman    Sachs
                                                        (662)
       1,455    Globant    SA
                                    HSBC                   (22,804)
                                 74/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           ルクセンブルク（続き）
        639   Globant    SA                    Morgan    Stanley
                                                       (3,955)
       8,545    Orion   Engineered      Carbons    SA            Goldman    Sachs                5,982
      28,468     Orion   Engineered      Carbons    SA                               14,420
                                    HSBC
      21,777     Orion   Engineered      Carbons    SA            Morgan    Stanley
                                                       (5,009)
       2,921    Spotify    Technology      SA               Goldman    Sachs               95,663
        316   Spotify    Technology      SA                                   1,656
                                    HSBC
       1,139    Spotify    Technology      SA               Morgan    Stanley                12,051
      11,928     Trinseo    SA                    Goldman    Sachs                1,193
      11,607     Trinseo    SA                                        9,049
                                    HSBC
       9,137    Trinseo    SA                    Morgan    Stanley
                                                       (1,645)
                                                       67,436
           マーシャル諸島
      24,159     Ardmore    Shipping     Corp                Bank   of  America    Merrill    Lynch       11,355
      80,662     Ardmore    Shipping     Corp                Goldman    Sachs               37,911
      32,831     Ardmore    Shipping     Corp                                    1,807
                                    HSBC
      17,599     Ardmore    Shipping     Corp                Morgan    Stanley
                                                         －
      15,017     Costamare     Inc                   Bank   of  America    Merrill    Lynch        8,410
      10,476     Costamare     Inc                   Goldman    Sachs                5,867
      121,147     Costamare     Inc                                       32,710
                                    HSBC
      35,618     DHT  Holdings     Inc                  Bank   of  America    Merrill    Lynch
                                                       (11,932)
      12,998     DHT  Holdings     Inc
                                    HSBC                    (1,625)
      66,566     DHT  Holdings     Inc                  Morgan    Stanley
                                                       (8,321)
           Diamond    S Shipping     Inc               Goldman    Sachs
      (20,862)                                                 (19,819)
           Diamond    S Shipping     Inc
      (30,134)                              HSBC                    (7,270)
           Diamond    S Shipping     Inc               Morgan    Stanley                 437
      (8,730)
       3,530    Dorian    LPG  Ltd                   Goldman    Sachs                5,577
      34,205     Dorian    LPG  Ltd                                      25,587
                                    HSBC
           Eagle   Bulk   Shipping     Inc              Goldman    Sachs
      (11,339)                                                 (33,563)
           Eagle   Bulk   Shipping     Inc
      (12,275)                              HSBC                   (14,607)
           Eagle   Bulk   Shipping     Inc              Morgan    Stanley
      (4,627)                                                 (5,506)
           Genco   Shipping     & Trading    Ltd            Goldman    Sachs
      (23,411)                                                 (4,520)
           Genco   Shipping     & Trading    Ltd
      (19,742)                              HSBC                    (4,641)
           Genco   Shipping     & Trading    Ltd            Morgan    Stanley                20,162
      (43,831)
           International       Seaways    Inc             Goldman    Sachs
      (20,118)                                                 (8,651)
           International       Seaways    Inc
      (20,966)                              HSBC                    (8,997)
       7,288    Navigator     Holdings     Ltd               Bank   of  America    Merrill    Lynch         364
       7,527    Navigator     Holdings     Ltd               Goldman    Sachs                 376
      35,909     Navigator     Holdings     Ltd                                  12,538
                                    HSBC
        200   Navigator     Holdings     Ltd               Morgan    Stanley                  26
           Scorpio    Bulkers    Inc                Goldman    Sachs
      (4,222)                                                (11,939)
           Scorpio    Bulkers    Inc
      (6,470)                             HSBC                   (13,192)
           Scorpio    Bulkers    Inc                Morgan    Stanley
      (1,433)                                                 (2,092)
       5,295    Scorpio    Tankers    Inc                Goldman    Sachs                4,713
       5,384    Scorpio    Tankers    Inc
                                    HSBC                     (269)
      28,513     Scorpio    Tankers    Inc                Morgan    Stanley
                                                       (1,426)
                                 75/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           マーシャル諸島（続き）
      22,751     Teekay    Corp                     Bank   of  America    Merrill    Lynch        6,370
      14,310     Teekay    Corp                     Goldman    Sachs                4,007
      37,702     Teekay    Corp                     Morgan    Stanley                (1,885)
                                                       17,962
           オランダ
           AerCap    Holdings     NV                Goldman    Sachs                 82
       (217)
           AerCap    Holdings     NV                Morgan    Stanley                27,617
      (17,933)
      24,889     Affimed    NV                    Bank   of  America    Merrill    Lynch       23,396
      33,200     Affimed    NV                    Goldman    Sachs               31,208
      65,104     Affimed    NV                                        11,719
                                    HSBC
       4,658    Centogene     NV                   Goldman    Sachs                3,959
      16,048     Centogene     NV                                       15,406
                                    HSBC
       5,388    Centogene     NV                   Morgan    Stanley                5,172
           Elastic    NV                    Bank   of  America    Merrill    Lynch
       (450)                                                (3,457)
           Elastic    NV                    Goldman    Sachs
      (4,018)                                                (87,633)
           Elastic    NV                    Morgan    Stanley
      (6,606)                                                (48,355)
      13,331     Frank's    International       NV             Goldman    Sachs                 533
      67,074     Frank's    International       NV             Morgan    Stanley
                                                       (6,037)
           LyondellBasell        Industries      NV  ’A’          Barclays     Bank
      (20,078)                                                 (26,704)
           LyondellBasell        Industries      NV  ’A’          Morgan    Stanley
      (8,408)                                                (11,183)
       1,187    NXP  Semiconductors        NV                                  17,401
                                    HSBC
       6,784    NXP  Semiconductors        NV               Morgan    Stanley                24,491
      80,174     Playa   Hotels    & Resorts    NV                                27,259
                                    HSBC
      36,759     QIAGEN    NV                     Bank   of  America    Merrill    Lynch       106,376
       2,643    QIAGEN    NV                     Barclays     Bank               6,093
        924   QIAGEN    NV                     Goldman    Sachs                2,680
       6,780    QIAGEN    NV                     Morgan    Stanley                16,055
           Yandex    NV  ’A’
      (4,763)                             HSBC                   (22,196)
           Yandex    NV  ’A’                   Morgan    Stanley               (103,210)
      (12,556)
                                                       10,672
           パナマ
           Carnival     Corp                    Barclays     Bank
      (16,259)                                                 (40,973)
           Carnival     Corp                    Goldman    Sachs
      (14,944)                                                 (26,450)
           Carnival     Corp                    Morgan    Stanley
      (38,568)                                                 (97,191)
       6,492    Copa   Holdings     SA  ’A’                Bank   of  America    Merrill    Lynch       43,691
      50,195     Copa   Holdings     SA  ’A’                Goldman    Sachs               337,812
        990   Copa   Holdings     SA  ’A’                                   13,197
                                    HSBC
                                                       25,204
      28,004     Copa   Holdings     SA  ’A’                Morgan    Stanley
                                                       255,290
           パラグアイ
           EVERTEC    Inc                    Goldman    Sachs
       (531)                                                 (398)
           EVERTEC    Inc
      (29,293)                              HSBC                   (50,677)
                                                       23,367
           EVERTEC    Inc                    Morgan    Stanley
      (43,273)
                                                       (27,708)
                                 76/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           ペルー
       7,452    Tahoe   Resources     Inc                Morgan    Stanley                 (477)
                                                        (477)
           プエルトリコ
           First   BanCorp                     Bank   of  America    Merrill    Lynch        3,958
      (27,004)
           First   BanCorp                     Goldman    Sachs               13,240
      (66,201)
           First   BanCorp                                         1,460
      (77,463)                              HSBC
           First   BanCorp                     Morgan    Stanley
      (22,104)                                                  (442)
           OFG  Bancorp                      Bank   of  America    Merrill    Lynch       13,686
      (31,827)
           OFG  Bancorp                      Goldman    Sachs                8,997
      (20,924)
           OFG  Bancorp
      (48,578)                              HSBC                   (17,488)
           OFG  Bancorp                      Morgan    Stanley
      (34,256)                                                 (12,332)
           Popular    Inc                    Bank   of  America    Merrill    Lynch       33,284
      (14,859)
           Popular    Inc                    Barclays     Bank               1,164
      (5,821)
           Popular    Inc                    Goldman    Sachs                9,739
      (4,348)
           Popular    Inc                                        1,204
      (3,088)                             HSBC
           Popular    Inc                    Morgan    Stanley                 921
      (4,604)
           Triple-S     Management      Corp   ’B’            Bank   of  America    Merrill    Lynch        4,146
      (4,507)
           Triple-S     Management      Corp   ’B’            Goldman    Sachs               10,700
      (11,630)
           Triple-S     Management      Corp   ’B’                                3,677
      (14,341)                              HSBC
                                                        2,989
           Triple-S     Management      Corp   ’B’            Morgan    Stanley
      (11,496)
                                                       78,903
           シンガポール
           Flex   Ltd                      Barclays     Bank
      (8,534)                                                  (512)
           Flex   Ltd                      Morgan    Stanley
      (38,739)                                                 (2,325)
      45,571     Maxeon    Solar   Technologies       Ltd                              298,490
                                    HSBC
      14,563     Maxeon    Solar   Technologies       Ltd           Morgan    Stanley                95,388
           WaVe   Life   Sciences     Ltd                                   (466)
      (9,327)                             HSBC
                                                       390,575
           スイス
           ADC  Therapeutics       SA                Barclays     Bank               3,061
      (1,913)
           Chubb   Ltd                     Barclays     Bank
      (3,273)                                                 (4,288)
           Chubb   Ltd                     Goldman    Sachs                1,840
      (1,804)
           Chubb   Ltd
      (4,268)                             HSBC                   (14,341)
       4,983    Garmin    Ltd                     Barclays     Bank               7,485
       6,965    Garmin    Ltd                     Goldman    Sachs
                                                       (8,776)
      13,916     Garmin    Ltd                                        14,274
                                    HSBC
      13,508     Garmin    Ltd                     Morgan    Stanley                21,478
       8,435    TE  Connectivity       Ltd                Goldman    Sachs               25,191
           TE  Connectivity       Ltd
      (2,877)                             HSBC                   (24,311)
           TE  Connectivity       Ltd                Morgan    Stanley
      (12,874)                                                 (17,251)
       2,334    TE  Connectivity       Ltd                Morgan    Stanley                1,958
           Transocean      Ltd                   Goldman    Sachs
     (296,881)                                                 (238,989)
           Transocean      Ltd
      (76,318)                              HSBC                   (29,609)
                                                       11,800
      63,782     Transocean      Ltd                   Morgan    Stanley
                                                      (250,478)
                                 77/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           英国
       1,208    Atlassian     Corp   Plc  ’A’               Barclays     Bank               18,277
       2,567    Atlassian     Corp   Plc  ’A’               Morgan    Stanley                38,839
           Cardtronics      Plc  ’A’                Goldman    Sachs
      (14,080)                                                 (34,778)
           Cardtronics      Plc  ’A’
      (4,487)                             HSBC                    (3,186)
           Cardtronics      Plc  ’A’                Morgan    Stanley
      (5,661)                                                 (4,019)
      10,513     Coca-Cola     European     Partners     Plc          Barclays     Bank               23,654
       9,708    Coca-Cola     European     Partners     Plc          Goldman    Sachs               33,978
      14,751     Coca-Cola     European     Partners     Plc                              80,983
                                    HSBC
      16,570     Coca-Cola     European     Partners     Plc          Morgan    Stanley                37,283
      54,953     Cushman    & Wakefield     Plc              Goldman    Sachs               22,531
      10,527     Cushman    & Wakefield     Plc                                  7,369
                                    HSBC
      49,733     Cushman    & Wakefield     Plc              Morgan    Stanley                15,417
           Gates   Industrial      Corp   Plc             Barclays     Bank
      (3,192)                                                 (1,213)
       3,123    Gates   Industrial      Corp   Plc             Barclays     Bank               1,187
           Gates   Industrial      Corp   Plc             Goldman    Sachs
      (9,415)                                                 (3,766)
       8,606    Gates   Industrial      Corp   Plc             Goldman    Sachs                3,284
           Gates   Industrial      Corp   Plc
      (10,610)                              HSBC                    (8,912)
       3,431    Gates   Industrial      Corp   Plc                                 2,882
                                    HSBC
           Gates   Industrial      Corp   Plc             Morgan    Stanley
      (9,929)                                                 (3,773)
      28,457     International       Game   Technology      Plc         Barclays     Bank
                                                       (9,391)
      80,058     International       Game   Technology      Plc         Goldman    Sachs               121,688
      53,593     International       Game   Technology      Plc                             53,101
                                    HSBC
      14,245     Liberty    Global    Plc  ’A’               Barclays     Bank
                                                       (5,413)
      11,450     Liberty    Global    Plc  ’A’               Goldman    Sachs
                                                       (1,718)
      22,095     Liberty    Global    Plc  ’A’                                  54,354
                                    HSBC
      25,647     Liberty    Global    Plc  ’A’               Morgan    Stanley
                                                       (9,746)
        160   LivaNova     Plc                    Goldman    Sachs                 187
      22,116     LivaNova     Plc                                       49,267
                                    HSBC
       3,959    LivaNova     Plc                    Morgan    Stanley                12,313
           Luxfer    Holdings     Plc                Goldman    Sachs
      (18,811)                                                 (21,633)
           Luxfer    Holdings     Plc
      (18,947)                              HSBC                   (19,220)
           Luxfer    Holdings     Plc                Morgan    Stanley
      (15,921)                                                 (5,254)
       5,783    Nielsen    Holdings     Plc                Bank   of  America    Merrill    Lynch
                                                       (1,966)
           Nielsen    Holdings     Plc                Barclays     Bank
      (23,027)                                                 (4,145)
      20,111     Nielsen    Holdings     Plc                Barclays     Bank               3,620
           Nielsen    Holdings     Plc
      (22,427)                              HSBC                   (15,475)
        508   Nielsen    Holdings     Plc                                     351
                                    HSBC
           Nielsen    Holdings     Plc                Morgan    Stanley
      (15,253)                                                 (2,745)
       1,365    Oxford    Immunotec     Global    Plc            Bank   of  America    Merrill    Lynch
                                                        (628)
      27,118     Oxford    Immunotec     Global    Plc            Morgan    Stanley                2,712
      15,653     Royalty    Pharma    Plc  ’A’               Bank   of  America    Merrill    Lynch
                                                       (11,270)
       1,671    Royalty    Pharma    Plc  ’A’               Barclays     Bank                237
       6,626    Royalty    Pharma    Plc  ’A’               Goldman    Sachs
                                                       (4,771)
      10,905     Royalty    Pharma    Plc  ’A’                                   4,551
                                    HSBC
       3,225    Royalty    Pharma    Plc  ’A’               Morgan    Stanley                2,935
                                 78/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           英国（続き）
       5,515    Sensata    Technologies       Holding    Plc          Bank   of  America    Merrill    Lynch       14,503
       6,942    Sensata    Technologies       Holding    Plc          Goldman    Sachs               19,211
           Sensata    Technologies       Holding    Plc
      (11,488)                              HSBC                   (33,660)
       1,878    Sensata    Technologies       Holding    Plc                              5,503
                                    HSBC
           Sensata    Technologies       Holding    Plc          Morgan    Stanley
      (27,313)                                                 (13,930)
      18,185     Sensata    Technologies       Holding    Plc          Morgan    Stanley                9,274
      37,145     TechnipFMC      Plc                   Bank   of  America    Merrill    Lynch       23,773
      23,753     TechnipFMC      Plc                   Barclays     Bank
                                                        (475)
      29,936     TechnipFMC      Plc                   Goldman    Sachs               19,159
      36,312     TechnipFMC      Plc                                      57,736
                                    HSBC
      88,093     TechnipFMC      Plc                   Morgan    Stanley
                                                       (1,762)
           Tronox    Holdings     Plc  ’A’              Goldman    Sachs
      (19,008)                                                 (20,529)
           Tronox    Holdings     Plc  ’A’
      (11,710)                              HSBC                   (12,647)
           Tronox    Holdings     Plc  ’A’              Morgan    Stanley
                                                       (36,616)
      (89,307)
                                                       447,518
           米国
       2,485    10X  Genomics     Inc  ’A’                Barclays     Bank               40,456
           10X  Genomics     Inc  ’A’
       (757)                            HSBC                   (14,883)
           10X  Genomics     Inc  ’A’                Morgan    Stanley
      (3,175)                                                (51,689)
        788   10X  Genomics     Inc  ’A’                Morgan    Stanley                12,829
      58,036     1-800-Flowers.com         Inc  ’A’             Morgan    Stanley                73,125
       7,268    1Life   Healthcare      Inc                Bank   of  America    Merrill    Lynch        5,814
       8,930    1Life   Healthcare      Inc                Goldman    Sachs                6,217
           1Life   Healthcare      Inc                Goldman    Sachs
      (1,055)                                                  (844)
       1,790    1Life   Healthcare      Inc                                     644
                                    HSBC
           1Life   Healthcare      Inc                Morgan    Stanley
      (2,809)                                                 (1,011)
      16,718     1Life   Healthcare      Inc                Morgan    Stanley                6,482
       5,723    1st  Constitution       Bancorp                Bank   of  America    Merrill    Lynch        3,736
       3,665    1st  Constitution       Bancorp                Goldman    Sachs                1,948
      27,953     1st  Constitution       Bancorp                                   22,552
                                    HSBC
      22,449     1st  Constitution       Bancorp                Morgan    Stanley                11,786
           1st  Source    Corp                   Bank   of  America    Merrill    Lynch
      (21,204)                                                 (6,813)
           1st  Source    Corp                   Goldman    Sachs
      (41,709)                                                 (2,615)
           1st  Source    Corp
      (46,443)                              HSBC                   (30,038)
           1st  Source    Corp                   Morgan    Stanley                  82
      (8,168)
           2U  Inc                       Bank   of  America    Merrill    Lynch
      (2,034)                                                  (997)
           2U  Inc                       Barclays     Bank               8,871
      (7,582)
           2U  Inc                       Goldman    Sachs
      (2,992)                                                 (1,466)
           3D  Systems    Corp
      (41,958)                              HSBC                   (63,776)
           3D  Systems    Corp                   Morgan    Stanley
      (3,182)                                                 (4,837)
           3M  Co                       Bank   of  America    Merrill    Lynch
       (221)                                                 (301)
       1,251    3M  Co                       Bank   of  America    Merrill    Lynch        1,701
           3M  Co                       Barclays     Bank
      (1,501)                                                 (1,621)
                                 79/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
       4,080    3M  Co                       Barclays     Bank               4,406
           3M  Co                       Goldman    Sachs
      (1,496)                                                 (2,035)
       5,228    3M  Co                       Goldman    Sachs                6,489
           3M  Co
      (3,666)                             HSBC                   (43,222)
           3M  Co                       Morgan    Stanley
      (17,785)                                                 (19,208)
           89bio   Inc                                         12,650
      (13,356)                              HSBC
      61,696     8x8  Inc                                         106,992
                                    HSBC
      33,360     8x8  Inc                      Morgan    Stanley                25,020
      73,736     A10  Networks     Inc                  Bank   of  America    Merrill    Lynch       25,070
      30,970     A10  Networks     Inc                  Goldman    Sachs               10,530
      12,117     A10  Networks     Inc
                                    HSBC                    (1,575)
           AAON   Inc                      Bank   of  America    Merrill    Lynch       10,393
      (5,355)
           AAON   Inc                      Goldman    Sachs                9,196
      (4,075)
           AAON   Inc                                          5,403
      (12,752)                              HSBC
           AAON   Inc                      Morgan    Stanley                10,108
      (6,521)
      17,474     AAR  Corp                      Goldman    Sachs               40,015
      23,255     AAR  Corp                                          34,707
                                    HSBC
      16,760     AAR  Corp                      Morgan    Stanley
                                                       (5,028)
           Aaron's    Holdings     Co  Inc              Bank   of  America    Merrill    Lynch
      (4,720)                                                (13,105)
           Aaron’s     Holdings     Co  Inc              Goldman    Sachs
      (14,407)                                                 (38,853)
           Aaron’s     Holdings     Co  Inc
      (4,038)                             HSBC                   (22,507)
           Aaron’s     Holdings     Co  Inc              Morgan    Stanley                12,083
      (18,308)
       2,360    Abbott    Laboratories       - CDI             Barclays     Bank
                                                       (2,030)
        707   Abbott    Laboratories       - CDI             Goldman    Sachs
                                                       (1,986)
       1,508    Abbott    Laboratories       - CDI                                 3,225
                                    HSBC
      11,238     Abbott    Laboratories       - CDI             Morgan    Stanley
                                                       (9,665)
      14,547     AbbVie    Inc                     Barclays     Bank               39,277
       5,939    AbbVie    Inc                     Goldman    Sachs               30,840
       5,302    AbbVie    Inc                     Morgan    Stanley                14,315
           Abeona    Therapeutics       Inc              Goldman    Sachs
      (13,274)                                                 (4,513)
           Abeona    Therapeutics       Inc
      (31,440)                              HSBC                   (17,606)
           Abeona    Therapeutics       Inc              Morgan    Stanley
     (109,590)                                                 (27,398)
      25,492     Abercrombie      & Fitch   Co  ’A’                                78,260
                                    HSBC
        359   ABIOMED    Inc                    Bank   of  America    Merrill    Lynch         712
        385   ABIOMED    Inc                    Barclays     Bank               2,029
           ABIOMED    Inc                    Goldman    Sachs                 958
       (912)
        297   ABIOMED    Inc                    Goldman    Sachs
                                                        (312)
           ABIOMED    Inc                                        8,559
      (1,082)                             HSBC
           ABIOMED    Inc                    Morgan    Stanley
       (840)                                                (4,427)
        613   ABIOMED    Inc                    Morgan    Stanley                3,231
           ABM  Industries      Inc                 Bank   of  America    Merrill    Lynch        2,598
      (8,960)
           ABM  Industries      Inc                 Goldman    Sachs                1,116
      (3,847)
           ABM  Industries      Inc                                     1,372
      (3,118)                             HSBC
           ABM  Industries      Inc                 Morgan    Stanley
      (27,671)                                                 (5,534)
           Acacia    Research     Corp                Bank   of  America    Merrill    Lynch        3,372
      (24,084)
                                 80/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           Acacia    Research     Corp                Goldman    Sachs               17,428
     (124,485)
           Acacia    Research     Corp
      (61,888)                              HSBC                     (21)
           Acacia    Research     Corp                Morgan    Stanley                2,215
      (44,308)
       3,533    Acadia    Healthcare      Co  Inc              Barclays     Bank
                                                       (4,346)
           Acadia    Healthcare      Co  Inc              Morgan    Stanley                21,135
      (17,183)
       4,115    ACADIA    Pharmaceuticals        Inc             Barclays     Bank               7,201
       4,683    ACADIA    Pharmaceuticals        Inc             Goldman    Sachs                4,495
           ACADIA    Pharmaceuticals        Inc             Goldman    Sachs
        (4)                                                 (4)
      10,244     ACADIA    Pharmaceuticals        Inc                                56,957
                                    HSBC
           ACADIA    Pharmaceuticals        Inc
      (3,051)                             HSBC                   (16,964)
      17,897     ACADIA    Pharmaceuticals        Inc             Morgan    Stanley                31,320
      43,772     Acadia    Realty    Trust   (REIT)                                  32,355
                                    HSBC
      213,358     Acadia    Realty    Trust   (REIT)              Morgan    Stanley
                                                      (119,480)
      37,055     Accel   Entertainment       Inc              Bank   of  America    Merrill    Lynch
                                                       (27,050)
      15,550     Accel   Entertainment       Inc              Goldman    Sachs
                                                       (11,352)
      30,387     Accel   Entertainment       Inc
                                    HSBC                   (19,011)
           Accelerate      Diagnostics      Inc             Goldman    Sachs                 167
       (245)
           Accelerate      Diagnostics      Inc                                  300
      (5,000)                             HSBC
           Acceleron     Pharma    Inc                Bank   of  America    Merrill    Lynch
       (144)                                                 (395)
           Acceleron     Pharma    Inc                Barclays     Bank
       (529)                                                (2,544)
           Acceleron     Pharma    Inc                Goldman    Sachs
      (2,261)                                                 (6,195)
           Acceleron     Pharma    Inc
       (875)                            HSBC                    (3,544)
       1,482    Acceleron     Pharma    Inc                                    6,179
                                    HSBC
           Acceleron     Pharma    Inc                Morgan    Stanley
      (5,366)                                                (25,811)
      75,728     ACCO   Brands    Corp                  Goldman    Sachs
                                                       (1,515)
      120,909     ACCO   Brands    Corp                                      89,595
                                    HSBC
      33,502     ACCO   Brands    Corp                  Morgan    Stanley
                                                       (4,020)
      20,094     Accolade     Inc                    Goldman    Sachs               267,250
       4,080    Accolade     Inc                                        5,263
                                    HSBC
      26,570     Accuray    Inc                    Bank   of  America    Merrill    Lynch       15,145
      74,281     Accuray    Inc                    Goldman    Sachs               42,340
      32,686     Accuray    Inc                                        12,930
                                    HSBC
      76,307     Accuray    Inc                    Morgan    Stanley                8,394
           AcelRx    Pharmaceuticals        Inc             Goldman    Sachs
      (18,887)                                                   －
           AcelRx    Pharmaceuticals        Inc
     (156,728)                              HSBC                    (8,291)
      55,602     Acer   Therapeutics       Inc
                                    HSBC                    (6,672)
           ACI  Worldwide     Inc                 Barclays     Bank
        (59)                                                 (46)
      18,358     ACI  Worldwide     Inc                 Goldman    Sachs                9,546
           ACI  Worldwide     Inc                 Goldman    Sachs
      (30,892)                                                 (16,064)
       9,893    ACI  Worldwide     Inc
                                    HSBC                   (11,377)
           ACI  Worldwide     Inc
      (22,662)                              HSBC                    (3,111)
      15,782     ACI  Worldwide     Inc                 Morgan    Stanley                12,310
           ACI  Worldwide     Inc                 Morgan    Stanley
      (18,169)                                                 (14,171)
           Aclaris    Therapeutics       Inc              Bank   of  America    Merrill    Lynch
      (29,751)                                                 (2,083)
           Aclaris    Therapeutics       Inc                                 22,833
      (31,278)                              HSBC
                                 81/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           ACM  Research     Inc  ’A’                                    1,596
      (4,253)                             HSBC
       3,017    ACNB   Corp                      Bank   of  America    Merrill    Lynch        3,077
       4,971    ACNB   Corp                      Goldman    Sachs                5,070
      20,893     ACNB   Corp                                         63,058
                                    HSBC
      14,745     ACNB   Corp                      Morgan    Stanley                13,565
       1,403    Activision      Blizzard     Inc              Bank   of  America    Merrill    Lynch        1,810
       5,803    Activision      Blizzard     Inc              Barclays     Bank               13,521
       1,415    Activision      Blizzard     Inc              Goldman    Sachs                1,146
       6,936    Activision      Blizzard     Inc                                  19,698
                                    HSBC
       8,367    Activision      Blizzard     Inc              Morgan    Stanley                19,495
       1,323    Actua   Corp*                     Bank   of  America    Merrill    Lynch
                                                       (1,191)
           Acuity    Brands    Inc                 Bank   of  America    Merrill    Lynch
      (1,350)                                                (18,104)
           Acuity    Brands    Inc                 Barclays     Bank
      (5,000)                                                (33,750)
           Acuity    Brands    Inc                 Goldman    Sachs
      (2,948)                                                (39,533)
           Acuity    Brands    Inc
      (1,738)                             HSBC                   (30,850)
           Acuity    Brands    Inc                 Morgan    Stanley
      (8,165)                                                (55,114)
       9,768    Acushnet     Holdings     Corp               Goldman    Sachs                3,028
       6,718    Acushnet     Holdings     Corp                                   1,881
                                    HSBC
       5,347    Acushnet     Holdings     Corp               Morgan    Stanley
                                                       (1,230)
           Acutus    Medical    Inc                 Goldman    Sachs
      (23,254)                                                 (94,179)
           Acutus    Medical    Inc                                     1,126
      (4,895)                             HSBC
           Adamas    Pharmaceuticals        Inc             Goldman    Sachs
      (32,813)                                                 (10,172)
           Adamas    Pharmaceuticals        Inc
      (50,371)                              HSBC                   (14,955)
       6,687    Adams   Resources     & Energy    Inc                               16,389
                                    HSBC
       3,128    Adams   Resources     & Energy    Inc            Morgan    Stanley                2,471
       3,080    AdaptHealth      Corp                  Bank   of  America    Merrill    Lynch         147
       4,773    AdaptHealth      Corp                                       680
                                    HSBC
      13,060     AdaptHealth      Corp                  Morgan    Stanley                5,485
       2,976    Adaptive     Biotechnologies        Corp            Barclays     Bank               3,452
        803   Adaptive     Biotechnologies        Corp            Morgan    Stanley                  931
           Adaptive     Biotechnologies        Corp            Morgan    Stanley
      (1,954)                                                 (2,267)
           Addus   HomeCare     Corp                 Goldman    Sachs               28,335
      (8,665)
           Addus   HomeCare     Corp                                    23,179
      (4,974)                             HSBC
           Addus   HomeCare     Corp                 Morgan    Stanley                1,238
      (3,536)
           Adicet    Bio  Inc                   Bank   of  America    Merrill    Lynch         631
      (1,855)
           Adicet    Bio  Inc                                       1,006
      (2,339)                             HSBC
           ADMA   Biologics     Inc                 Bank   of  America    Merrill    Lynch
      (19,040)                                                  (857)
           ADMA   Biologics     Inc                 Goldman    Sachs
      (38,942)                                                 (1,752)
           ADMA   Biologics     Inc
      (56,397)                              HSBC                    (7,313)
       2,967    Adobe   Inc                     Bank   of  America    Merrill    Lynch       43,763
           Adobe   Inc                     Barclays     Bank
       (939)                                               (14,170)
        499   Adobe   Inc                                         7,168
                                    HSBC
           Adobe   Inc
       (553)                            HSBC                    (2,522)
      12,054     Adobe   Inc                     Morgan    Stanley               177,100
      32,488     ADT  Inc                      Goldman    Sachs               11,696
                                 82/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
      29,707     ADT  Inc                      Morgan    Stanley
                                                       (2,674)
           Adtalem    Global    Education     Inc            Bank   of  America    Merrill    Lynch
      (28,574)                                                 (23,716)
           Adtalem    Global    Education     Inc            Goldman    Sachs
      (6,651)                                                 (6,685)
           Adtalem    Global    Education     Inc
      (33,454)                              HSBC                   (90,704)
           Adtalem    Global    Education     Inc            Morgan    Stanley
      (17,337)                                                 (21,844)
       2,261    ADTRAN    Inc                     Goldman    Sachs                1,007
      24,581     ADTRAN    Inc                                        29,251
                                    HSBC
           Advance    Auto   Parts   Inc               Goldman    Sachs                1,344
       (572)
           Advance    Auto   Parts   Inc                                  27,696
      (3,497)                             HSBC
           Advance    Auto   Parts   Inc               Morgan    Stanley
      (20,943)                                                 (65,971)
       1,321    Advanced     Drainage     Systems    Inc           Bank   of  America    Merrill    Lynch        7,503
       2,121    Advanced     Drainage     Systems    Inc           Barclays     Bank               2,482
      16,377     Advanced     Drainage     Systems    Inc                              111,159
                                    HSBC
      41,461     Advanced     Drainage     Systems    Inc           Morgan    Stanley                48,510
           Advanced     Emissions     Solutions     Inc          Bank   of  America    Merrill    Lynch
      (16,383)                                                 (10,157)
           Advanced     Emissions     Solutions     Inc          Goldman    Sachs
      (2,280)                                                 (1,414)
           Advanced     Emissions     Solutions     Inc
      (61,186)                              HSBC                   (21,358)
           Advanced     Emissions     Solutions     Inc          Morgan    Stanley
      (69,868)                                                 (6,288)
       7,081    Advanced     Energy    Industries      Inc                              33,087
                                    HSBC
      15,836     Advanced     Energy    Industries      Inc           Morgan    Stanley                43,866
           Advanced     Micro   Devices    Inc             Goldman    Sachs
        (14)                                                 (83)
           Advanced     Micro   Devices    Inc
      (3,018)                             HSBC                   (19,798)
           Advanced     Micro   Devices    Inc             Morgan    Stanley
      (7,497)                                                (32,762)
           AdvanSix     Inc
      (32,395)                              HSBC                   (55,071)
           AdvanSix     Inc                    Morgan    Stanley
      (6,646)                                                  (465)
           Advantage     Solutions     Inc
      (49,447)                              HSBC                    (9,889)
           Adverum    Biotechnologies        Inc            Bank   of  America    Merrill    Lynch
      (6,641)                                                (12,751)
           Adverum    Biotechnologies        Inc            Goldman    Sachs
       (190)                                                 (365)
           Adverum    Biotechnologies        Inc
      (33,361)                              HSBC                   (15,015)
           Adverum    Biotechnologies        Inc            Morgan    Stanley                  169
      (1,879)
       3,147                             Bank   of  America    Merrill    Lynch        5,161
           AECOM
        566                            Barclays     Bank                260
           AECOM
      12,089                             Morgan    Stanley                5,561
           AECOM
                                    Morgan    Stanley
      (11,931)     AECOM                                            (5,488)
           Aegion    Corp                     Bank   of  America    Merrill    Lynch
      (72,519)                                                 (27,557)
           Aegion    Corp
      (10,918)                              HSBC                   (25,111)
           Aegion    Corp                     Morgan    Stanley                  386
      (9,647)
       3,220    Aeglea    BioTherapeutics        Inc             Bank   of  America    Merrill    Lynch
                                                       (3,800)
      15,955     Aeglea    BioTherapeutics        Inc             Goldman    Sachs
                                                       (18,827)
       5,024    Aeglea    BioTherapeutics        Inc
                                    HSBC                     (50)
      19,844     Aeglea    BioTherapeutics        Inc             Morgan    Stanley
                                                       (4,167)
       2,720    Aerie   Pharmaceuticals        Inc             Bank   of  America    Merrill    Lynch
                                                        (272)
       7,248    Aerie   Pharmaceuticals        Inc             Goldman    Sachs
                                                        (725)
      37,485     Aerie   Pharmaceuticals        Inc                                 20,274
                                    HSBC
       7,208    Aerie   Pharmaceuticals        Inc             Morgan    Stanley                4,253
                                 83/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
       5,063    AeroVironment       Inc                 Bank   of  America    Merrill    Lynch       17,265
       1,823    AeroVironment       Inc                 Goldman    Sachs                6,216
       5,749    AeroVironment       Inc                                     51,971
                                    HSBC
       5,750    AeroVironment       Inc                 Morgan    Stanley                6,613
           AES  Corp                      Bank   of  America    Merrill    Lynch       13,012
      (40,663)
           AES  Corp                      Barclays     Bank
      (13,011)                                                 (7,156)
           AES  Corp                      Goldman    Sachs                1,840
      (5,369)
           AES  Corp
      (50,144)                              HSBC                    (2,006)
           AES  Corp                      Morgan    Stanley
      (45,912)                                                 (25,252)
       1,683    Affiliated      Managers     Group   Inc           Bank   of  America    Merrill    Lynch        3,957
           Affiliated      Managers     Group   Inc           Bank   of  America    Merrill    Lynch
       (680)                                                 (180)
       2,530    Affiliated      Managers     Group   Inc           Barclays     Bank               10,221
       3,490    Affiliated      Managers     Group   Inc           Goldman    Sachs                7,713
       5,073    Affiliated      Managers     Group   Inc                               34,619
                                    HSBC
       5,501    Affiliated      Managers     Group   Inc           Morgan    Stanley                22,224
           Affiliated      Managers     Group   Inc           Morgan    Stanley
      (3,700)                                                (14,948)
           Aflac   Inc                     Bank   of  America    Merrill    Lynch
      (14,734)                                                 (22,248)
       7,938    Aflac   Inc                     Bank   of  America    Merrill    Lynch       11,986
           Aflac   Inc                     Barclays     Bank
      (13,270)                                                 (3,848)
           Aflac   Inc                     Goldman    Sachs
      (28,904)                                                 (43,645)
      11,508     Aflac   Inc                     Goldman    Sachs               17,377
           Aflac   Inc
      (22,635)                              HSBC                   (73,564)
           Aflac   Inc                     Morgan    Stanley
      (4,850)                                                 (1,407)
      14,380     Aflac   Inc                     Morgan    Stanley                4,170
        754   AGCO   Corp                      Barclays     Bank
                                                        (596)
      12,950     AGCO   Corp                      Goldman    Sachs
                                                       (43,512)
       3,480    AGCO   Corp                                         12,702
                                    HSBC
      18,095     AGCO   Corp                      Morgan    Stanley
                                                       (17,991)
      43,785     Agenus    Inc                     Goldman    Sachs
                                                       (4,379)
      95,743     Agenus    Inc                     Morgan    Stanley                19,149
           Agile   Therapeutics       Inc               Bank   of  America    Merrill    Lynch        4,292
      (25,249)
           Agile   Therapeutics       Inc
     (162,431)                              HSBC                    (5,088)
      10,017     Agilent    Technologies       Inc              Barclays     Bank               24,842
      10,605     Agilent    Technologies       Inc              Goldman    Sachs               46,874
       5,790    Agilent    Technologies       Inc                                 12,680
                                    HSBC
      45,125     Agilent    Technologies       Inc              Morgan    Stanley               111,910
           Agilysys     Inc
      (7,141)                             HSBC                   (45,524)
           Agilysys     Inc                    Morgan    Stanley                10,830
      (19,871)
        478   Agios   Pharmaceuticals        Inc             Bank   of  America    Merrill    Lynch        1,455
       4,503    Agios   Pharmaceuticals        Inc             Barclays     Bank               2,116
           Agios   Pharmaceuticals        Inc             Barclays     Bank
       (525)                                                 (247)
       4,372    Agios   Pharmaceuticals        Inc             Goldman    Sachs               20,024
       2,264    Agios   Pharmaceuticals        Inc             Morgan    Stanley                1,064
           Agios   Pharmaceuticals        Inc             Morgan    Stanley
      (3,228)                                                 (1,517)
           AGNC   Investment      Corp   (REIT)              Bank   of  America    Merrill    Lynch
      (57,432)                                                 (21,859)
                                 84/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           AGNC   Investment      Corp   (REIT)              Barclays     Bank                458
      (45,847)
           AGNC   Investment      Corp   (REIT)              Goldman    Sachs
      (23,539)                                                 (8,945)
           AGNC   Investment      Corp   (REIT)
      (20,142)                              HSBC                   (25,983)
           AGNC   Investment      Corp   (REIT)              Morgan    Stanley                  160
      (15,963)
           Agree   Realty    Corp   (REIT)               Bank   of  America    Merrill    Lynch       26,508
      (8,836)
       3,025    Agree   Realty    Corp   (REIT)               Bank   of  America    Merrill    Lynch
                                                       (9,075)
           Agree   Realty    Corp   (REIT)               Barclays     Bank
      (4,395)                                                 (5,230)
       5,747    Agree   Realty    Corp   (REIT)               Barclays     Bank               6,839
           Agree   Realty    Corp   (REIT)               Goldman    Sachs               25,431
      (8,477)
      36,453     Agree   Realty    Corp   (REIT)               Goldman    Sachs
                                                      (109,359)
           Agree   Realty    Corp   (REIT)
      (4,066)                             HSBC                    (8,620)
      40,077     Agree   Realty    Corp   (REIT)                                   74,921
                                    HSBC
           Agree   Realty    Corp   (REIT)               Morgan    Stanley
      (15,011)                                                 (17,863)
      41,704     Agree   Realty    Corp   (REIT)               Morgan    Stanley                49,628
       5,652    AH  Belo   Corp   ’A’                  Bank   of  America    Merrill    Lynch         396
           Air  Lease   Corp                   Morgan    Stanley                58,107
      (42,259)
       2,476    Air  Products     and  Chemicals     Inc           Bank   of  America    Merrill    Lynch       27,781
       1,106    Air  Products     and  Chemicals     Inc           Goldman    Sachs               12,409
       3,924    Air  Products     and  Chemicals     Inc
                                    HSBC                   (137,379)
       6,854    Air  Products     and  Chemicals     Inc           Morgan    Stanley                16,449
           Air  Transport     Services     Group   Inc          Bank   of  America    Merrill    Lynch
      (21,780)                                                 (18,077)
           Air  Transport     Services     Group   Inc          Goldman    Sachs
      (10,948)                                                 (9,087)
           Air  Transport     Services     Group   Inc
      (43,068)                              HSBC                   (108,148)
           Air  Transport     Services     Group   Inc          Morgan    Stanley
      (9,052)                                                (10,862)
           Airgain    Inc                    Bank   of  America    Merrill    Lynch
       (513)                                                 (174)
           Airgain    Inc                    Goldman    Sachs
      (23,343)                                                 (7,937)
           Airgain    Inc
       (689)                            HSBC                      (7)
           Akamai    Technologies       Inc              Bank   of  America    Merrill    Lynch
       (523)                                                (1,177)
           Akamai    Technologies       Inc              Barclays     Bank
      (9,703)                                                (10,944)
           Akamai    Technologies       Inc              Goldman    Sachs
      (3,789)                                                 (7,059)
           Akamai    Technologies       Inc
      (6,872)                             HSBC                   (32,024)
           Akamai    Technologies       Inc              Morgan    Stanley
      (6,963)                                                 (7,799)
           Akebia    Therapeutics       Inc
     (212,034)                              HSBC                   (53,008)
           Akero   Therapeutics       Inc               Goldman    Sachs
      (6,330)                                                (10,634)
           Akero   Therapeutics       Inc
      (3,099)                             HSBC                     (694)
           Akero   Therapeutics       Inc               Morgan    Stanley
      (2,437)                                                 (2,632)
       8,695    Akouos    Inc                     Bank   of  America    Merrill    Lynch        7,739
      14,241     Akouos    Inc                                        22,054
                                    HSBC
       1,742    Akouos    Inc                     Morgan    Stanley                2,648
           Akoustis     Technologies       Inc
      (46,644)                              HSBC                    (2,291)
           Alamo   Group   Inc                  Bank   of  America    Merrill    Lynch
      (1,642)                                                 (4,651)
           Alamo   Group   Inc                  Goldman    Sachs
      (7,077)                                                (16,662)
           Alamo   Group   Inc
      (6,531)                             HSBC                   (17,116)
           Alamo   Group   Inc                  Morgan    Stanley                5,071
      (7,801)
           Alarm.com     Holdings     Inc               Bank   of  America    Merrill    Lynch
      (7,264)                                                (35,012)
                                 85/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
       1,872    Alarm.com     Holdings     Inc               Bank   of  America    Merrill    Lynch        9,023
           Alarm.com     Holdings     Inc               Barclays     Bank
      (4,966)                                                (33,918)
           Alarm.com     Holdings     Inc               Goldman    Sachs
      (9,091)                                                (42,712)
      10,278     Alarm.com     Holdings     Inc               Goldman    Sachs               49,540
       3,998    Alarm.com     Holdings     Inc                                  27,306
                                    HSBC
           Alarm.com     Holdings     Inc               Morgan    Stanley
       (573)                                                (3,914)
      25,761     Alaska    Air  Group   Inc                Bank   of  America    Merrill    Lynch       103,817
        450   Alaska    Air  Group   Inc                Barclays     Bank                662
      25,136     Alaska    Air  Group   Inc                Goldman    Sachs               101,298
       5,804    Alaska    Air  Group   Inc                Morgan    Stanley                8,532
           Albany    International       Corp   ’A’           Goldman    Sachs
      (7,573)                                                (30,974)
           Albany    International       Corp   ’A’
      (8,321)                             HSBC                   (90,616)
           Albany    International       Corp   ’A’           Morgan    Stanley
      (13,718)                                                  (549)
           Albemarle     Corp                   Barclays     Bank
       (898)                                                 (922)
           Albemarle     Corp
      (4,744)                             HSBC                   (93,362)
           Albemarle     Corp                   Morgan    Stanley
      (4,977)                                                (11,696)
       3,828    Albemarle     Corp                   Morgan    Stanley                8,996
      21,075     Albertsons      Cos  Inc  ’A’               Bank   of  America    Merrill    Lynch        4,215
       3,826    Albertsons      Cos  Inc  ’A’               Barclays     Bank
                                                        (421)
           Albertsons      Cos  Inc  ’A’               Barclays     Bank               3,449
      (31,355)
      13,790     Albertsons      Cos  Inc  ’A’               Goldman    Sachs                2,758
      13,201     Albertsons      Cos  Inc  ’A’                                  13,333
                                    HSBC
      17,697     Albertsons      Cos  Inc  ’A’               Morgan    Stanley
                                                       (1,947)
           Albireo    Pharma    Inc                 Goldman    Sachs
      (8,453)                                                (14,032)
           Albireo    Pharma    Inc
      (6,606)                             HSBC                   (21,703)
           Albireo    Pharma    Inc                 Morgan    Stanley
      (5,351)                                                (12,200)
           Alcoa   Corp                     Goldman    Sachs
      (14,357)                                                 (35,749)
       2,649    Alcoa   Corp                     Goldman    Sachs                6,596
      13,853     Alcoa   Corp                                         61,230
                                    HSBC
           Alcoa   Corp
      (62,944)                              HSBC                   (21,401)
      17,771     Alcoa   Corp                     Morgan    Stanley                6,042
           Alcoa   Corp                     Morgan    Stanley
      (53,880)                                                 (18,319)
           Aldeyra    Therapeutics       Inc              Bank   of  America    Merrill    Lynch
      (25,555)                                                 (8,178)
           Aldeyra    Therapeutics       Inc              Goldman    Sachs
      (7,095)                                                 (2,270)
           Aldeyra    Therapeutics       Inc
      (41,935)                              HSBC                   (11,208)
           Aldeyra    Therapeutics       Inc              Morgan    Stanley
      (12,597)                                                 (3,023)
      11,816     Alector    Inc                    Goldman    Sachs                6,262
      19,385     Alector    Inc                                        13,417
                                    HSBC
      11,889     Alector    Inc                    Morgan    Stanley                2,259
       8,500    Alerus    Financial     Corp                Bank   of  America    Merrill    Lynch
                                                       (2,550)
      13,568     Alerus    Financial     Corp                Goldman    Sachs
                                                       (4,070)
      38,457     Alerus    Financial     Corp                                   59,119
                                    HSBC
      16,376     Alerus    Financial     Corp                Morgan    Stanley                17,686
           Alexander     & Baldwin    Inc
      (18,077)                              HSBC                   (19,523)
           Alexander     & Baldwin    Inc              Morgan    Stanley                11,167
     (101,515)
                                 86/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           Alexander’s       Inc  (REIT)                Bank   of  America    Merrill    Lynch       41,630
      (2,895)
           Alexander’s       Inc  (REIT)                Goldman    Sachs               39,487
      (2,746)
           Alexander’s       Inc  (REIT)                                    1,428
      (3,660)                             HSBC
           Alexander’s       Inc  (REIT)                Morgan    Stanley                16,665
      (2,246)
       1,173    Alexandria      Real   Estate    Equities     Inc  (REIT)      Bank   of  America    Merrill    Lynch
                                                       (3,155)
       9,949    Alexandria      Real   Estate    Equities     Inc  (REIT)      Barclays     Bank
                                                       (13,232)
      14,975     Alexandria      Real   Estate    Equities     Inc  (REIT)      Goldman    Sachs
                                                       (40,283)
       1,142    Alexandria      Real   Estate    Equities     Inc  (REIT)
                                    HSBC                     (898)
       5,332    Alexandria      Real   Estate    Equities     Inc  (REIT)      Morgan    Stanley
                                                       (7,092)
           Alexion    Pharmaceuticals        Inc            Bank   of  America    Merrill    Lynch         694
       (684)
       1,346    Alexion    Pharmaceuticals        Inc
                                    HSBC                    (2,490)
           Alexion    Pharmaceuticals        Inc                                4,320
      (2,335)                             HSBC
      11,896     Alexion    Pharmaceuticals        Inc            Morgan    Stanley                4,996
           Alexion    Pharmaceuticals        Inc            Morgan    Stanley
      (3,193)                                                 (1,341)
           Alico   Inc                     Bank   of  America    Merrill    Lynch        1,733
      (7,879)
           Alico   Inc                     Goldman    Sachs                 460
      (15,283)
           Alico   Inc
      (12,324)                              HSBC                   (17,780)
           Alico   Inc                     Morgan    Stanley
      (7,603)                                                 (8,515)
           Align   Technology      Inc                Bank   of  America    Merrill    Lynch
        (60)                                               (2,314)
        924   Align   Technology      Inc                Barclays     Bank               3,530
           Align   Technology      Inc                Goldman    Sachs
       (140)                                                (3,252)
        350   Align   Technology      Inc                Goldman    Sachs               12,053
           Align   Technology      Inc
       (770)                            HSBC                    (2,626)
        178   Align   Technology      Inc                Morgan    Stanley                  680
           Allakos    Inc                    Bank   of  America    Merrill    Lynch
       (752)                                                (2,114)
           Allakos    Inc                    Barclays     Bank
       (611)                                                 (550)
           Allakos    Inc                    Goldman    Sachs
      (3,379)                                                (15,207)
           Allakos    Inc
      (6,370)                             HSBC                    (3,837)
           Alleghany     Corp                   Bank   of  America    Merrill    Lynch       26,483
       (678)
           Alleghany     Corp                   Barclays     Bank               31,395
      (2,471)
           Alleghany     Corp                   Goldman    Sachs               47,969
      (1,231)
           Alleghany     Corp                                       10,083
       (272)                            HSBC
           Alleghany     Corp                   Morgan    Stanley                12,776
      (1,055)
           Allegheny     Technologies       Inc             Barclays     Bank               2,532
      (5,504)
           Allegheny     Technologies       Inc             Goldman    Sachs
      (17,469)                                                 (10,481)
           Allegheny     Technologies       Inc
      (21,998)                              HSBC                   (49,935)
           Allegheny     Technologies       Inc             Morgan    Stanley                24,007
      (52,188)
           Allegiance      Bancshares      Inc             Bank   of  America    Merrill    Lynch
      (18,378)                                                  (274)
           Allegiance      Bancshares      Inc             Goldman    Sachs
      (21,253)                                                 (2,156)
           Allegiance      Bancshares      Inc
      (31,057)                              HSBC                   (31,705)
           Allegiance      Bancshares      Inc             Morgan    Stanley
      (15,761)                                                 (8,196)
       2,295    Allegiant     Travel    Co                Goldman    Sachs               22,204
       7,484    Allegiant     Travel    Co                                   139,464
                                    HSBC
       4,519    Allegiant     Travel    Co                Morgan    Stanley                30,300
       9,550    ALLETE    Inc                     Bank   of  America    Merrill    Lynch
                                                       (15,089)
                                 87/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           ALLETE    Inc                     Bank   of  America    Merrill    Lynch        9,215
      (5,832)
        606   ALLETE    Inc                     Barclays     Bank
                                                        (182)
           ALLETE    Inc                                        28,029
      (52,181)                              HSBC
      14,261     ALLETE    Inc                     Morgan    Stanley
                                                       (4,278)
           ALLETE    Inc                     Morgan    Stanley                18,441
      (61,470)
           Alliance     Data   Systems    Corp             Bank   of  America    Merrill    Lynch
      (2,539)                                                (10,029)
           Alliance     Data   Systems    Corp             Barclays     Bank
      (2,366)                                                 (6,601)
           Alliance     Data   Systems    Corp             Goldman    Sachs
      (5,615)                                                (15,160)
           Alliance     Data   Systems    Corp             Morgan    Stanley
      (5,299)                                                (14,784)
      14,847     Alliant    Energy    Corp                 Barclays     Bank                297
      75,665     Alliant    Energy    Corp                 Goldman    Sachs
                                                      (277,691)
        209   Alliant    Energy    Corp
                                    HSBC                     (807)
           Alliant    Energy    Corp                                    49,366
      (12,789)                              HSBC
      74,338     Alliant    Energy    Corp                 Morgan    Stanley                1,487
           Allied    Motion    Technologies       Inc           Bank   of  America    Merrill    Lynch
      (1,771)                                                  (988)
           Allied    Motion    Technologies       Inc           Goldman    Sachs
      (10,809)                                                 (7,767)
           Allied    Motion    Technologies       Inc                               2,783
      (7,308)                             HSBC
           Allied    Motion    Technologies       Inc           Morgan    Stanley
      (14,504)                                                 (10,370)
       5,918    Allison    Transmission       Holdings     Inc         Bank   of  America    Merrill    Lynch        1,716
       7,500    Allison    Transmission       Holdings     Inc                             13,425
                                    HSBC
      61,573     Allison    Transmission       Holdings     Inc         Morgan    Stanley
                                                       (9,236)
           Allogene     Therapeutics       Inc             Barclays     Bank
      (11,528)                                                 (10,721)
           Allogene     Therapeutics       Inc             Goldman    Sachs
      (1,036)                                                  (384)
      17,885     Allogene     Therapeutics       Inc             Goldman    Sachs
                                                       (26,469)
       5,018    Allogene     Therapeutics       Inc                                 18,315
                                    HSBC
       7,187    Allogene     Therapeutics       Inc             Morgan    Stanley                6,684
       5,055    Allovir    Inc                    Goldman    Sachs               24,315
       9,230    Allovir    Inc                                        17,137
                                    HSBC
       2,400    Allscripts      Healthcare      Solutions     Inc                             888
                                    HSBC
      55,404     Allscripts      Healthcare      Solutions     Inc        Morgan    Stanley                20,499
       2,779    Allstate     Corp                    Goldman    Sachs               13,940
       5,265    Allstate     Corp                                       50,807
                                    HSBC
      19,017     Allstate     Corp                    Morgan    Stanley                42,408
      31,677     Ally   Financial     Inc                 Bank   of  America    Merrill    Lynch
                                                       (3,484)
      27,209     Ally   Financial     Inc                 Barclays     Bank               20,135
      17,759     Ally   Financial     Inc                 Goldman    Sachs
                                                       (1,953)
      41,380     Ally   Financial     Inc                                    30,207
                                    HSBC
       7,239    Ally   Financial     Inc                 Morgan    Stanley                5,357
           Alnylam    Pharmaceuticals        Inc            Bank   of  America    Merrill    Lynch
       (893)                                                 (98)
           Alnylam    Pharmaceuticals        Inc            Barclays     Bank
      (2,824)                                                (22,987)
           Alnylam    Pharmaceuticals        Inc            Goldman    Sachs
       (326)                                                (2,263)
           Alnylam    Pharmaceuticals        Inc            Morgan    Stanley
      (8,357)                                                (68,026)
           Alpha   Pro  Tech   Ltd                                     3,604
      (18,019)                              HSBC
           Alphabet     Inc  ’A’                  Bank   of  America    Merrill    Lynch         315
        (44)
           Alphabet     Inc  ’A’                  Barclays     Bank
        (59)                                               (2,320)
                                 88/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
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                                                    （米ドル）
           米国（続き）
           Alphabet     Inc  ’A’                  Goldman    Sachs                 367
        (92)
           Alphabet     Inc  ’A’                  Morgan    Stanley
      (1,104)                                                (43,410)
           Alphatec     Holdings     Inc               Goldman    Sachs
      (4,453)                                                 (1,648)
           Alphatec     Holdings     Inc                                   1,158
      (5,515)                             HSBC
           Alphatec     Holdings     Inc               Morgan    Stanley                9,488
      (45,179)
       2,687    Alpine    Immune    Sciences     Inc             Goldman    Sachs                4,138
       5,393    Alpine    Immune    Sciences     Inc                                11,068
                                    HSBC
           Alta   Equipment     Group   Inc              Bank   of  America    Merrill    Lynch
      (55,234)                                                 (47,501)
       3,379                             Bank   of  America    Merrill    Lynch
           Altabancorp                                             (567)
      18,263                             Goldman    Sachs
           Altabancorp                                            (3,835)
       8,856                                                 2,581
           Altabancorp                        HSBC
       4,303                             Morgan    Stanley
           Altabancorp                                             (258)
       3,416    Altair    Engineering      Inc  ’A’             Bank   of  America    Merrill    Lynch       15,030
      11,797     Altair    Engineering      Inc  ’A’             Goldman    Sachs               52,733
      17,068     Altair    Engineering      Inc  ’A’                                54,740
                                    HSBC
       2,587    Altair    Engineering      Inc  ’A’             Morgan    Stanley                6,286
        515   Alteryx    Inc  ’A’                  Barclays     Bank               3,188
        989   Alteryx    Inc  ’A’                                      1,508
                                    HSBC
           Alteryx    Inc  ’A’                  Morgan    Stanley
      (3,704)                                                (22,928)
      32,535     Altice    USA  Inc  ’A’                 Bank   of  America    Merrill    Lynch       99,882
           Altice    USA  Inc  ’A’                 Bank   of  America    Merrill    Lynch
      (7,749)                                                 (8,301)
           Altice    USA  Inc  ’A’                 Barclays     Bank               30,634
      (36,787)
       7,022    Altice    USA  Inc  ’A’                 Morgan    Stanley
                                                       (6,390)
           Altice    USA  Inc  ’A’                 Morgan    Stanley                5,101
      (5,606)
           Altimmune     Inc                   Goldman    Sachs
      (42,885)                                                 (60,468)
           Altimmune     Inc
      (4,038)                             HSBC                    (6,420)
       5,209    Altra   Industrial      Motion    Corp            Goldman    Sachs                3,959
      16,651     Altra   Industrial      Motion    Corp                                47,129
                                    HSBC
      16,194     Altra   Industrial      Motion    Corp            Morgan    Stanley                30,364
           Altria    Group   Inc                  Bank   of  America    Merrill    Lynch       21,012
      (14,102)
           Altria    Group   Inc                  Barclays     Bank               6,552
      (31,202)
           Altria    Group   Inc                  Goldman    Sachs               78,168
      (52,462)
           Altria    Group   Inc
      (19,831)                              HSBC                   (36,093)
           Altria    Group   Inc                  Morgan    Stanley                7,589
      (36,140)
       2,302    Altus   Midstream     Co  ’A’                                  14,618
                                    HSBC
        615   Altus   Midstream     Co  ’A’               Morgan    Stanley                  763
       7,308    ALX  Oncology     Holdings     Inc             Bank   of  America    Merrill    Lynch       113,347
       2,254    ALX  Oncology     Holdings     Inc             Goldman    Sachs               34,960
        990   ALX  Oncology     Holdings     Inc                                 22,018
                                    HSBC
       1,651    ALX  Oncology     Holdings     Inc             Morgan    Stanley
                                                       (22,206)
        118   Amalgamated      Bank   ’A’                Bank   of  America    Merrill    Lynch          8
      36,591     Amalgamated      Bank   ’A’                Goldman    Sachs                2,561
      27,269     Amalgamated      Bank   ’A’                                    9,747
                                    HSBC
      16,872     Amalgamated      Bank   ’A’                Morgan    Stanley                4,218
       4,218    A-Mark    Precious     Metals    Inc             Bank   of  America    Merrill    Lynch
                                                       (4,188)
                                 89/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
       2,627    A-Mark    Precious     Metals    Inc             Goldman    Sachs
                                                       (2,391)
       3,535    A-Mark    Precious     Metals    Inc
                                    HSBC                    (2,400)
       1,497    A-Mark    Precious     Metals    Inc             Morgan    Stanley                  269
        50   Amazon.com      Inc  - CDI                Barclays     Bank               3,533
        133   Amazon.com      Inc  - CDI                Goldman    Sachs                4,077
        197   Amazon.com      Inc  - CDI                                    6,552
                                    HSBC
        402   Amazon.com      Inc  - CDI                Morgan    Stanley                31,601
           Ambac   Financial     Group   Inc             Goldman    Sachs
      (27,235)                                                 (5,175)
           Ambac   Financial     Group   Inc
      (32,151)                              HSBC                   (10,821)
           Ambac   Financial     Group   Inc             Morgan    Stanley                3,006
      (42,944)
      19,982     AMC  Entertainment       Holdings     Inc  ’A’         Bank   of  America    Merrill    Lynch       21,181
       7,697    AMC  Entertainment       Holdings     Inc  ’A’                             9,089
                                    HSBC
       3,106    AMC  Networks     Inc  ’A’                Bank   of  America    Merrill    Lynch       13,878
      15,469     AMC  Networks     Inc  ’A’                                   156,803
                                    HSBC
      13,956     AMC  Networks     Inc  ’A’                Morgan    Stanley                40,891
       1,776    Amedisys     Inc                    Goldman    Sachs
                                                       (6,163)
           Amedisys     Inc                    Morgan    Stanley
      (10,743)                                                 (18,907)
        990   Amedisys     Inc                    Morgan    Stanley                1,742
           Amerant    Bancorp    Inc                Goldman    Sachs
      (13,398)                                                 (22,777)
           Amerant    Bancorp    Inc
      (18,610)                              HSBC                   (37,371)
           Amerant    Bancorp    Inc                Morgan    Stanley
      (9,768)                                                (14,359)
                                    Bank   of  America    Merrill    Lynch         891
       (448)    AMERCO
                                    Barclays     Bank
       (757)    AMERCO                                            (1,650)
                                    Goldman    Sachs                2,284
      (2,239)     AMERCO
       3,882                                                77,756
           AMERCO                        HSBC
       1,071                             Morgan    Stanley                2,335
           AMERCO
      13,286     Ameren    Corp                     Bank   of  America    Merrill    Lynch
                                                       (47,209)
      15,528     Ameren    Corp                     Barclays     Bank
                                                       (11,025)
       8,718    Ameren    Corp                     Goldman    Sachs
                                                       (24,977)
      12,369     Ameren    Corp
                                    HSBC                   (55,042)
      69,038     Ameren    Corp                     Morgan    Stanley
                                                       (54,134)
           Ameresco     Inc  ’A’
       (885)                            HSBC                     (35)
           Ameresco     Inc  ’A’                  Morgan    Stanley                39,226
      (22,674)
           American     Airlines     Group   Inc            Barclays     Bank
      (27,591)                                                 (23,452)
      59,153     American     Airlines     Group   Inc            Goldman    Sachs               95,828
      23,470     American     Assets    Trust   Inc  (REIT)           Bank   of  America    Merrill    Lynch       38,491
      17,843     American     Assets    Trust   Inc  (REIT)           Goldman    Sachs               27,746
      64,172     American     Assets    Trust   Inc  (REIT)                              181,656
                                    HSBC
      44,256     American     Assets    Trust   Inc  (REIT)           Morgan    Stanley
                                                       (17,260)
           American     Axle   & Manufacturing       Holdings     Inc     Goldman    Sachs
      (29,046)                                                 (1,452)
           American     Axle   & Manufacturing       Holdings     Inc
      (50,442)                              HSBC                   (21,688)
           American     Axle   & Manufacturing       Holdings     Inc     Morgan    Stanley                2,967
      (26,975)
       6,733    American     Campus    Communities      Inc  (REIT)        Bank   of  America    Merrill    Lynch
                                                       (6,935)
      28,236     American     Campus    Communities      Inc  (REIT)        Barclays     Bank
                                                       (9,318)
      10,757     American     Campus    Communities      Inc  (REIT)        Goldman    Sachs
                                                       (11,080)
                                 90/368



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                                                有価証券報告書（内国投資信託受益証券）
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       7,194    American     Campus    Communities      Inc  (REIT)                            3,309
                                    HSBC
           American     Campus    Communities      Inc  (REIT)
      (6,820)                             HSBC                    (3,137)
       7,985    American     Campus    Communities      Inc  (REIT)        Morgan    Stanley
                                                       (2,635)
           American     Campus    Communities      Inc  (REIT)        Morgan    Stanley                1,299
      (3,937)
           American     Eagle   Outfitters      Inc           Bank   of  America    Merrill    Lynch
      (4,495)                                                 (9,844)
           American     Eagle   Outfitters      Inc           Goldman    Sachs
      (95,921)                                                (210,067)
           American     Eagle   Outfitters      Inc
      (9,354)                             HSBC                     (748)
           American     Electric     Power   Co  Inc           Barclays     Bank
      (11,367)                                                 (18,074)
           American     Electric     Power   Co  Inc           Goldman    Sachs               29,352
      (8,924)
           American     Electric     Power   Co  Inc                              72,593
      (13,987)                              HSBC
           American     Electric     Power   Co  Inc           Morgan    Stanley
      (20,593)                                                 (32,743)
           American     Equity    Investment      Life   Holding    Co
      (11,699)                              HSBC                    (3,978)
           American     Equity    Investment      Life   Holding    Co    Morgan    Stanley                28,426
      (22,208)
       2,774    American     Express    Co                Barclays     Bank               13,371
      11,207     American     Express    Co                Goldman    Sachs               23,265
       1,421    American     Express    Co                                    5,030
                                    HSBC
      16,965     American     Express    Co                Morgan    Stanley                81,772
           American     Finance    Trust   Inc  (REIT)           Bank   of  America    Merrill    Lynch         883
      (5,623)
           American     Finance    Trust   Inc  (REIT)           Goldman    Sachs
      (12,467)                                                 (1,873)
           American     Finance    Trust   Inc  (REIT)
      (80,334)                              HSBC                   (13,840)
           American     Finance    Trust   Inc  (REIT)           Morgan    Stanley
      (22,171)                                                 (2,217)
           American     Financial     Group   Inc            Bank   of  America    Merrill    Lynch
       (126)                                                 (490)
           American     Financial     Group   Inc            Goldman    Sachs
      (2,796)                                                 (9,340)
        904   American     Financial     Group   Inc            Goldman    Sachs                3,065
           American     Financial     Group   Inc
      (12,437)                              HSBC                   (106,336)
        779   American     Financial     Group   Inc                                6,660
                                    HSBC
           American     Financial     Group   Inc            Morgan    Stanley
      (5,123)                                                 (4,406)
       6,223    American     Financial     Group   Inc            Morgan    Stanley                5,352
           American     Homes   4 Rent   ’A’   (REIT)          Barclays     Bank
      (36,559)                                                 (18,280)
           American     Homes   4 Rent   ’A’   (REIT)          Goldman    Sachs                9,816
      (9,915)
           American     Homes   4 Rent   ’A’   (REIT)                              23,663
      (62,270)                              HSBC
           American     Homes   4 Rent   ’A’   (REIT)          Morgan    Stanley
      (24,840)                                                 (12,420)
           American     International       Group   Inc          Bank   of  America    Merrill    Lynch
      (5,541)                                                 (4,322)
           American     International       Group   Inc          Barclays     Bank               1,963
      (3,925)
           American     International       Group   Inc          Goldman    Sachs
      (10,343)                                                 (2,742)
           American     International       Group   Inc
      (7,422)                             HSBC                   (12,989)
           American     International       Group   Inc          Morgan    Stanley                12,015
      (24,029)
      27,639     American     National     Bankshares      Inc          Bank   of  America    Merrill    Lynch
                                                       (44,775)
      13,434     American     National     Bankshares      Inc          Goldman    Sachs
                                                       (21,763)
      12,581     American     National     Bankshares      Inc                             23,237
                                    HSBC
      10,295     American     National     Bankshares      Inc          Morgan    Stanley                1,853
       9,381    American     National     Group   Inc            Bank   of  America    Merrill    Lynch       23,171
       1,185    American     National     Group   Inc            Barclays     Bank
                                                        (841)
       3,795    American     National     Group   Inc            Goldman    Sachs                9,373
           American     National     Group   Inc            Goldman    Sachs
      (1,125)                                                 (2,779)
                                 91/368



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                                                有価証券報告書（内国投資信託受益証券）
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                                                     （損）
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                                                    （米ドル）
           米国（続き）
       5,610    American     National     Group   Inc                                41,009
                                    HSBC
      15,924     American     National     Group   Inc            Morgan    Stanley
                                                       (11,306)
           American     Outdoor    Brands    Inc            Bank   of  America    Merrill    Lynch
      (11,498)                                                 (1,380)
           American     Outdoor    Brands    Inc            Goldman    Sachs
      (2,897)                                                  (348)
           American     Outdoor    Brands    Inc                                3,886
      (18,503)                              HSBC
           American     Outdoor    Brands    Inc            Morgan    Stanley                  752
      (3,581)
       1,315    American     Public    Education     Inc           Goldman    Sachs                 395
      10,263     American     Public    Education     Inc                               7,675
                                    HSBC
       4,235    American     Public    Education     Inc           Morgan    Stanley
                                                       (3,727)
           American     Realty    Investors     Inc
      (2,026)                             HSBC                     (41)
       2,331    American     Renal   Associates      Holdings     Inc       Goldman    Sachs                  23
       7,562    American     Renal   Associates      Holdings     Inc       Morgan    Stanley                  227
      51,175     American     Software     Inc  ’A’             Bank   of  America    Merrill    Lynch
                                                       (12,794)
       6,073    American     Software     Inc  ’A’
                                    HSBC                    (3,705)
       2,210    American     States    Water   Co             Bank   of  America    Merrill    Lynch
                                                       (5,228)
           American     States    Water   Co             Bank   of  America    Merrill    Lynch       21,505
      (5,258)
       4,879    American     States    Water   Co             Barclays     Bank
                                                       (3,513)
           American     States    Water   Co             Barclays     Bank               3,887
      (5,398)
       9,620    American     States    Water   Co             Goldman    Sachs
                                                       (39,345)
      37,244     American     States    Water   Co
                                    HSBC                   (14,970)
           American     States    Water   Co             Morgan    Stanley                2,384
      (3,311)
           American     Superconductor        Corp
      (16,542)                              HSBC                   (101,607)
           American     Superconductor        Corp            Morgan    Stanley
      (47,730)                                                (116,938)
           American     Tower   Corp   (REIT)              Bank   of  America    Merrill    Lynch        9,356
      (1,409)
           American     Tower   Corp   (REIT)              Barclays     Bank
       (333)                                                (1,159)
       1,725    American     Tower   Corp   (REIT)              Barclays     Bank               6,107
           American     Tower   Corp   (REIT)              Goldman    Sachs               15,546
      (2,330)
        279   American     Tower   Corp   (REIT)              Goldman    Sachs
                                                       (1,934)
           American     Tower   Corp   (REIT)                                  6,459
      (1,168)                             HSBC
        471   American     Tower   Corp   (REIT)                                  1,402
                                    HSBC
        523   American     Tower   Corp   (REIT)              Morgan    Stanley                2,027
           American     Vanguard     Corp               Bank   of  America    Merrill    Lynch
      (11,771)                                                 (2,688)
           American     Vanguard     Corp               Goldman    Sachs
      (24,405)                                                 (8,786)
           American     Vanguard     Corp
      (34,671)                              HSBC                   (28,789)
           American     Vanguard     Corp               Morgan    Stanley
      (16,139)                                                 (3,389)
       3,551    American     Water   Works   Co  Inc            Barclays     Bank
                                                       (2,344)
       5,613    American     Water   Works   Co  Inc
                                    HSBC                   (43,613)
      21,509     American     Water   Works   Co  Inc            Morgan    Stanley
                                                       (14,196)
           American     Well   Corp   ’A’               Bank   of  America    Merrill    Lynch
      (4,914)                                                (20,934)
           American     Well   Corp   ’A’               Barclays     Bank
      (5,726)                                                (20,556)
       4,685    American     Well   Corp   ’A’               Barclays     Bank               16,819
       1,521    American     Woodmark     Corp               Bank   of  America    Merrill    Lynch
                                                       (4,669)
       7,341    American     Woodmark     Corp
                                    HSBC                   (22,239)
        394   American     Woodmark     Corp               Morgan    Stanley
                                                       (4,527)
       6,354    America’s      Car-Mart     Inc              Goldman    Sachs               19,634
                                 92/368



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        564   America’s      Car-Mart     Inc                                   643
                                    HSBC
           Americold     Realty    Trust   (REIT)             Goldman    Sachs
       (561)                                                 (133)
       7,706    Americold     Realty    Trust   (REIT)
                                    HSBC                    (7,321)
           Americold     Realty    Trust   (REIT)             Morgan    Stanley                3,261
      (29,647)
           Ameriprise      Financial     Inc              Bank   of  America    Merrill    Lynch
      (3,049)                                                 (7,839)
       1,338    Ameriprise      Financial     Inc              Bank   of  America    Merrill    Lynch         591
           Ameriprise      Financial     Inc              Barclays     Bank
      (3,502)                                                (15,134)
           Ameriprise      Financial     Inc              Goldman    Sachs
      (2,483)                                                 (6,183)
        388   Ameriprise      Financial     Inc              Goldman    Sachs                2,101
           Ameriprise      Financial     Inc
      (3,642)                             HSBC                   (20,104)
        618   Ameriprise      Financial     Inc
                                    HSBC                    (2,300)
           Ameriprise      Financial     Inc              Morgan    Stanley
       (809)                                                (3,802)
       6,164    Ameriprise      Financial     Inc              Morgan    Stanley                28,971
           Ameris    Bancorp                     Bank   of  America    Merrill    Lynch        4,217
      (6,111)
           Ameris    Bancorp                     Goldman    Sachs               24,911
      (36,103)
           Ameris    Bancorp
      (30,483)                              HSBC                    (5,604)
           Ameris    Bancorp                     Morgan    Stanley                  543
      (18,100)
           AMERISAFE     Inc                   Bank   of  America    Merrill    Lynch        7,705
      (2,300)
           AMERISAFE     Inc                   Goldman    Sachs               45,480
      (13,576)
           AMERISAFE     Inc                                       19,847
      (14,487)                              HSBC
           AMERISAFE     Inc                   Morgan    Stanley                8,548
      (9,605)
       5,477    AmerisourceBergen         Corp               Bank   of  America    Merrill    Lynch
                                                       (20,514)
        263   AmerisourceBergen         Corp               Barclays     Bank               1,036
       8,214    AmerisourceBergen         Corp               Goldman    Sachs
                                                       (36,374)
       3,005    AmerisourceBergen         Corp
                                    HSBC                    (3,381)
       8,599    AmerisourceBergen         Corp               Morgan    Stanley                33,880
           Ames   National     Corp                 Bank   of  America    Merrill    Lynch
      (18,026)                                                 (11,784)
           Ames   National     Corp                 Goldman    Sachs
      (14,455)                                                 (11,179)
           Ames   National     Corp
      (7,238)                             HSBC                    (5,789)
           Ames   National     Corp                 Morgan    Stanley
      (4,150)                                                 (1,702)
        435   AMETEK    Inc                     Bank   of  America    Merrill    Lynch
                                                         (48)
       6,632    AMETEK    Inc                     Barclays     Bank               12,004
       2,425    AMETEK    Inc                     Goldman    Sachs
                                                       (1,164)
       3,546    AMETEK    Inc                                        19,609
                                    HSBC
      40,636     AMETEK    Inc                     Morgan    Stanley                73,552
       1,155    Amgen   Inc                     Bank   of  America    Merrill    Lynch
                                                       (11,153)
           Amgen   Inc                     Goldman    Sachs                6,905
       (613)
        302   Amgen   Inc
                                    HSBC                    (2,090)
       8,673    Amgen   Inc                     Morgan    Stanley
                                                       (5,117)
           Amgen   Inc                     Morgan    Stanley                1,697
      (2,877)
           Amicus    Therapeutics       Inc              Bank   of  America    Merrill    Lynch
      (3,629)                                                 (1,164)
           Amicus    Therapeutics       Inc              Barclays     Bank
      (8,621)                                                 (4,620)
           Amicus    Therapeutics       Inc              Goldman    Sachs
      (7,015)                                                 (2,890)
       2,001    Amicus    Therapeutics       Inc              Goldman    Sachs                 620
           Amicus    Therapeutics       Inc
      (8,985)                             HSBC                   (16,083)
                                 93/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
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                                                    （米ドル）
           米国（続き）
       5,093    Amicus    Therapeutics       Inc                                  2,852
                                    HSBC
           Amicus    Therapeutics       Inc              Morgan    Stanley
      (7,509)                                                 (4,205)
      15,474     Amicus    Therapeutics       Inc              Morgan    Stanley                8,665
           Amkor   Technology      Inc                Bank   of  America    Merrill    Lynch
      (33,844)                                                 (34,182)
           Amkor   Technology      Inc                Goldman    Sachs
      (40,917)                                                 (41,326)
           Amkor   Technology      Inc
     (138,181)                              HSBC                   (102,254)
           Amkor   Technology      Inc                Morgan    Stanley
      (46,389)                                                 (34,328)
       1,832    AMN  Healthcare      Services     Inc            Goldman    Sachs               10,992
           AMN  Healthcare      Services     Inc
        (30)                            HSBC                     (149)
      16,653     AMN  Healthcare      Services     Inc            Morgan    Stanley                86,572
           AMN  Healthcare      Services     Inc            Morgan    Stanley
      (1,278)                                                 (6,761)
           Amneal    Pharmaceuticals        Inc             Bank   of  America    Merrill    Lynch         994
      (7,645)
           Amneal    Pharmaceuticals        Inc             Goldman    Sachs                7,592
      (58,401)
           Amneal    Pharmaceuticals        Inc                                 1,440
      (10,283)                              HSBC
      38,692     Amphastar     Pharmaceuticals        Inc           Bank   of  America    Merrill    Lynch
                                                       (60,166)
      21,476     Amphastar     Pharmaceuticals        Inc           Goldman    Sachs
                                                       (33,395)
      50,720     Amphastar     Pharmaceuticals        Inc
                                    HSBC                   (23,966)
      73,260     Amphastar     Pharmaceuticals        Inc           Morgan    Stanley                3,663
           Amphenol     Corp   ’A’                 Barclays     Bank
      (16,249)                                                 (43,061)
           Amphenol     Corp   ’A’                 Goldman    Sachs
      (8,741)                                                (24,262)
           Amphenol     Corp   ’A’
      (3,272)                             HSBC                   (32,098)
           Amphenol     Corp   ’A’                 Morgan    Stanley
      (21,618)                                                 (71,988)
           Amplify    Energy    Corp                 Bank   of  America    Merrill    Lynch
      (20,862)                                                 (3,446)
           Amplify    Energy    Corp
      (11,909)                              HSBC                    (2,644)
           Amplify    Energy    Corp                 Morgan    Stanley
      (25,786)                                                 (2,256)
           Amyris    Inc                     Goldman    Sachs
      (33,482)                                                 (15,402)
           Amyris    Inc
      (20,569)                              HSBC                    (7,405)
       5,831    Analog    Devices    Inc                 Barclays     Bank               10,904
       9,544    Analog    Devices    Inc                 Goldman    Sachs                8,876
      43,404     Analog    Devices    Inc                 Morgan    Stanley                81,802
           Anaplan    Inc                    Bank   of  America    Merrill    Lynch
       (140)                                                 (760)
           Anaplan    Inc
      (11,162)                              HSBC                   (84,831)
       3,430    Anaplan    Inc                    Morgan    Stanley                23,221
       5,226    AnaptysBio      Inc                   Goldman    Sachs
                                                       (8,466)
           Anavex    Life   Sciences     Corp              Goldman    Sachs
      (64,138)                                                 (8,979)
           Anavex    Life   Sciences     Corp
      (36,055)                              HSBC                    (6,850)
           Anavex    Life   Sciences     Corp              Morgan    Stanley
      (6,055)                                                 (1,150)
       1,460    Andersons     Inc                                       1,022
                                    HSBC
      12,946     Andersons     Inc                   Morgan    Stanley                9,062
           ANGI   Homeservices       Inc  ’A’             Bank   of  America    Merrill    Lynch
      (24,800)                                                 (32,594)
           ANGI   Homeservices       Inc  ’A’             Barclays     Bank
      (6,035)                                                 (2,535)
       5,619    ANGI   Homeservices       Inc  ’A’             Barclays     Bank               2,360
       4,712    ANGI   Homeservices       Inc  ’A’             Morgan    Stanley                1,979
      10,898     AngioDynamics       Inc                 Bank   of  America    Merrill    Lynch       15,693
      17,062     AngioDynamics       Inc                 Goldman    Sachs               24,569
                                 94/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
      30,557     AngioDynamics       Inc                                     49,296
                                    HSBC
      26,360     AngioDynamics       Inc                 Morgan    Stanley                37,695
           ANI  Pharmaceuticals        Inc              Bank   of  America    Merrill    Lynch
      (10,652)                                                 (7,012)
           ANI  Pharmaceuticals        Inc              Goldman    Sachs
      (15,348)                                                 (8,988)
           ANI  Pharmaceuticals        Inc
      (10,403)                              HSBC                   (19,261)
           ANI  Pharmaceuticals        Inc              Morgan    Stanley
      (3,745)                                                 (4,082)
       5,139    Anika   Therapeutics       Inc               Bank   of  America    Merrill    Lynch
                                                        (565)
      13,582     Anika   Therapeutics       Inc               Goldman    Sachs
                                                       (1,494)
      13,672     Anika   Therapeutics       Inc                                  20,925
                                    HSBC
       3,593    Anika   Therapeutics       Inc               Morgan    Stanley                2,838
           Annaly    Capital    Management      Inc  (REIT)         Barclays     Bank
      (59,126)                                                 (5,321)
           Annaly    Capital    Management      Inc  (REIT)         Goldman    Sachs
      (97,434)                                                 (36,051)
           Annaly    Capital    Management      Inc  (REIT)
      (93,770)                              HSBC                   (80,642)
           Annaly    Capital    Management      Inc  (REIT)         Morgan    Stanley
     (141,051)                                                 (12,695)
           Annexon    Inc                    Bank   of  America    Merrill    Lynch
      (11,355)                                                 (29,637)
           Annexon    Inc                    Goldman    Sachs
      (11,095)                                                 (28,958)
           ANSYS   Inc                     Bank   of  America    Merrill    Lynch
       (133)                                                (1,547)
           ANSYS   Inc                     Barclays     Bank
      (3,631)                                                (75,815)
           ANSYS   Inc                     Goldman    Sachs
       (470)                                                (5,466)
           ANSYS   Inc
      (2,581)                             HSBC                   (15,047)
           ANSYS   Inc                     Morgan    Stanley
      (3,773)                                                (78,780)
           Antares    Pharma    Inc                 Bank   of  America    Merrill    Lynch
     (143,456)                                                 (38,016)
           Antares    Pharma    Inc                 Goldman    Sachs
      (17,870)                                                 (4,736)
           Antares    Pharma    Inc
      (37,635)                              HSBC                   (12,397)
           Antares    Pharma    Inc                 Morgan    Stanley
      (9,830)                                                 (3,490)
           Anterix    Inc                    Bank   of  America    Merrill    Lynch       68,158
      (22,347)
           Anterix    Inc                    Goldman    Sachs                7,611
      (6,469)
           Anterix    Inc                                        4,753
      (4,316)                             HSBC
           Anterix    Inc                    Morgan    Stanley
      (6,466)                                                 (5,043)
           Antero    Midstream     Corp                Bank   of  America    Merrill    Lynch
      (36,405)                                                 (25,666)
           Antero    Midstream     Corp                Barclays     Bank
      (50,826)                                                 (12,960)
        807   Antero    Resources     Corp                Goldman    Sachs                 254
      108,289     Antero    Resources     Corp                Morgan    Stanley                2,707
       2,628    Anthem    Inc                     Morgan    Stanley                11,721
      58,609     Anworth    Mortgage     Asset   Corp   (REIT)          Bank   of  America    Merrill    Lynch       11,722
      32,102     Anworth    Mortgage     Asset   Corp   (REIT)          Goldman    Sachs                6,420
      94,757     Anworth    Mortgage     Asset   Corp   (REIT)                              29,240
                                    HSBC
      95,027     Anworth    Mortgage     Asset   Corp   (REIT)          Morgan    Stanley
                                                       (2,851)
       1,138    AO  Smith   Corp                    Bank   of  America    Merrill    Lynch         148
       9,938    AO  Smith   Corp                    Barclays     Bank
                                                       (9,541)
      12,112     AO  Smith   Corp                    Goldman    Sachs                1,575
       4,561    AO  Smith   Corp                                       15,507
                                    HSBC
           Apache    Corp                     Bank   of  America    Merrill    Lynch
      (2,071)                                                 (4,991)
           Apache    Corp                     Barclays     Bank
      (3,909)                                                 (2,697)
           Apache    Corp                     Goldman    Sachs
      (24,154)                                                 (58,211)
                                 95/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           Apache    Corp
      (2,964)                             HSBC                   (11,263)
           Apache    Corp                     Morgan    Stanley
      (16,188)                                                 (11,170)
           Apartment     Investment      and  Management      Co
                                    Bank   of  America    Merrill    Lynch        1,866
      (1,261)
            ’A’    (REIT)
           Apartment     Investment      and  Management      Co
                                    Barclays     Bank               3,949
      (17,170)
            ’A’    (REIT)
           Apartment     Investment      and  Management      Co
                                    Goldman    Sachs                9,364
      (6,327)
            ’A’    (REIT)
           Apartment     Investment      and  Management      Co
      (15,114)                              HSBC                   (29,321)
            ’A’    (REIT)
           Apartment     Investment      and  Management      Co
                                    Morgan    Stanley                4,235
      (18,413)
            ’A’    (REIT)
           Apellis    Pharmaceuticals        Inc            Bank   of  America    Merrill    Lynch
      (5,259)                                                (51,486)
           Apellis    Pharmaceuticals        Inc            Goldman    Sachs
      (8,298)                                                (81,237)
           Apellis    Pharmaceuticals        Inc
      (6,483)                             HSBC                   (40,165)
           Apellis    Pharmaceuticals        Inc            Morgan    Stanley
      (1,764)                                                  (653)
           API  Group   Corp                   Bank   of  America    Merrill    Lynch        8,447
      (25,596)
           API  Group   Corp                   Goldman    Sachs                4,016
      (12,170)
           API  Group   Corp                                        621
      (7,757)                             HSBC
       9,313    Apogee    Enterprises      Inc               Bank   of  America    Merrill    Lynch       12,014
      18,211     Apogee    Enterprises      Inc               Goldman    Sachs               23,492
       3,257    Apogee    Enterprises      Inc
                                    HSBC                    (2,410)
       9,674    Apogee    Enterprises      Inc               Morgan    Stanley
                                                       (7,159)
           Apollo    Commercial      Real   Estate    Finance    Inc
                                    Goldman    Sachs
      (13,426)                                                 (4,699)
           (REIT)
           Apollo    Commercial      Real   Estate    Finance    Inc
      (77,525)                              HSBC                   (54,982)
           (REIT)
           Apollo    Commercial      Real   Estate    Finance    Inc
                                    Morgan    Stanley
     (112,598)                                                  (1,126)
           (REIT)
        702   Apollo    Global    Management      Inc            Bank   of  America    Merrill    Lynch
                                                        (100)
           Apollo    Global    Management      Inc            Barclays     Bank               10,564
      (20,316)
           Apollo    Global    Management      Inc            Morgan    Stanley                2,616
      (5,031)
       1,214    Apollo    Global    Management      Inc            Morgan    Stanley
                                                        (631)
           Apollo    Medical    Holdings     Inc            Bank   of  America    Merrill    Lynch        5,242
      (11,396)
           Apollo    Medical    Holdings     Inc                                12,772
      (45,081)                              HSBC
           Apollo    Medical    Holdings     Inc            Morgan    Stanley                2,138
      (4,192)
           Appfolio     Inc  ’A’                  Bank   of  America    Merrill    Lynch
      (1,545)                                                (19,596)
           Appfolio     Inc  ’A’                  Barclays     Bank
      (1,159)                                                (14,418)
       1,058    Appfolio     Inc  ’A’                  Barclays     Bank               13,162
           Appfolio     Inc  ’A’                  Goldman    Sachs
      (3,976)                                                (50,856)
       1,961    Appfolio     Inc  ’A’                  Goldman    Sachs               25,317
       2,456    Appfolio     Inc  ’A’                                     30,553
                                    HSBC
       6,757    Appfolio     Inc  ’A’                  Morgan    Stanley                84,057
           Appian    Corp                     Barclays     Bank
      (1,508)                                                (46,763)
        92   Appian    Corp                     Goldman    Sachs                1,413
           Appian    Corp
      (3,789)                             HSBC                   (270,649)
        879   Appian    Corp                                        27,258
                                    HSBC
           Apple   Hospitality      Inc  (REIT)             Bank   of  America    Merrill    Lynch
      (5,652)                                                 (2,374)
                                 96/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
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                                                    （米ドル）
           米国（続き）
           Apple   Hospitality      Inc  (REIT)             Barclays     Bank
      (6,261)                                                 (3,631)
      62,599     Apple   Hospitality      Inc  (REIT)             Goldman    Sachs               26,292
           Apple   Hospitality      Inc  (REIT)             Goldman    Sachs
      (19,470)                                                 (8,177)
       4,165    Apple   Hospitality      Inc  (REIT)                                 5,373
                                    HSBC
           Apple   Inc                     Bank   of  America    Merrill    Lynch        4,925
      (4,849)
           Apple   Inc                     Goldman    Sachs                8,382
      (6,617)
           Apple   Inc
      (17,019)                              HSBC                   (45,611)
           Apple   Inc                     Morgan    Stanley
      (1,411)                                                 (7,267)
           Applied    Genetic    Technologies       Corp          Goldman    Sachs               21,363
      (33,909)
           Applied    Genetic    Technologies       Corp
      (24,878)                              HSBC                     (498)
      20,952     Applied    Industrial      Technologies       Inc        Bank   of  America    Merrill    Lynch       74,380
      13,323     Applied    Industrial      Technologies       Inc        Goldman    Sachs               47,297
      18,413     Applied    Industrial      Technologies       Inc                           172,316
                                    HSBC
       2,790    Applied    Industrial      Technologies       Inc        Morgan    Stanley                2,762
      23,026     Applied    Materials     Inc               Bank   of  America    Merrill    Lynch       172,695
           Applied    Materials     Inc               Bank   of  America    Merrill    Lynch
      (3,989)                                                (14,393)
           Applied    Materials     Inc               Barclays     Bank
      (3,113)                                                 (4,607)
      13,778     Applied    Materials     Inc               Goldman    Sachs               103,335
           Applied    Materials     Inc               Goldman    Sachs
      (12,281)                                                 (89,808)
       5,663    Applied    Materials     Inc                                   60,481
                                    HSBC
      28,555     Applied    Materials     Inc               Morgan    Stanley                42,261
           Applied    Materials     Inc               Morgan    Stanley
      (5,245)                                                 (7,763)
           Applied    Molecular     Transport     Inc          Bank   of  America    Merrill    Lynch
      (14,899)                                                 (30,543)
      10,204     Applied    Optoelectronics        Inc            Bank   of  America    Merrill    Lynch        8,265
      24,587     Applied    Optoelectronics        Inc            Goldman    Sachs               19,915
      31,356     Applied    Optoelectronics        Inc                                17,185
                                    HSBC
      20,252     Applied    Optoelectronics        Inc            Morgan    Stanley                9,721
           Applied    Therapeutics       Inc              Bank   of  America    Merrill    Lynch
      (1,477)                                                 (9,482)
           Applied    Therapeutics       Inc              Goldman    Sachs
      (4,966)                                                (31,882)
           Applied    Therapeutics       Inc
      (2,643)                             HSBC                   (11,775)
           Applied    Therapeutics       Inc              Morgan    Stanley
       (535)                                                (1,525)
           Aprea   Therapeutics       Inc               Goldman    Sachs
      (6,819)                                                (39,073)
           Aprea   Therapeutics       Inc
      (2,411)                             HSBC                    (6,569)
           Aprea   Therapeutics       Inc               Morgan    Stanley
       (786)                                                (1,769)
       4,760    AptarGroup      Inc                   Bank   of  America    Merrill    Lynch
                                                       (3,205)
       9,569    AptarGroup      Inc                   Barclays     Bank
                                                       (6,125)
      10,747     AptarGroup      Inc                   Goldman    Sachs
                                                       (6,703)
      10,994     AptarGroup      Inc                                      30,744
                                    HSBC
      16,139     AptarGroup      Inc                   Morgan    Stanley
                                                       (10,329)
       6,729    Aptevo    Therapeutics       Inc              Bank   of  America    Merrill    Lynch       12,642
      25,021     Aptinyx    Inc                    Goldman    Sachs               16,514
      56,779     Aptinyx    Inc                                        34,774
                                    HSBC
      74,531     Aptinyx    Inc                    Morgan    Stanley                26,831
           Apyx   Medical    Corp                  Bank   of  America    Merrill    Lynch
      (12,833)                                                 (7,828)
           Apyx   Medical    Corp                  Goldman    Sachs
      (30,004)                                                 (18,302)
                                 97/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           Apyx   Medical    Corp
      (11,673)                              HSBC                    (8,638)
           Apyx   Medical    Corp                  Morgan    Stanley
      (9,175)                                                 (6,790)
           Aqua   Metals    Inc                  Goldman    Sachs
      (49,096)                                                 (12,765)
           Aqua   Metals    Inc                  Morgan    Stanley
     (139,354)                                                 (47,227)
           AquaBounty      Technologies       Inc
      (7,213)                             HSBC                    (8,944)
           Aquestive     Therapeutics       Inc
      (18,405)                              HSBC                    (6,762)
           Aquestive     Therapeutics       Inc             Morgan    Stanley
      (4,170)                                                  (146)
                                    Goldman    Sachs
      (3,589)     Aramark                                            (1,795)
                                    Morgan    Stanley                7,751
      (38,755)     Aramark
           Aravive    Inc                    Bank   of  America    Merrill    Lynch        4,079
      (5,036)
           Aravive    Inc                    Goldman    Sachs                5,485
      (6,772)
           Aravive    Inc
      (1,683)                             HSBC                    (1,128)
           Aravive    Inc                    Morgan    Stanley
      (2,756)                                                  (331)
      25,616     Arbor   Realty    Trust   Inc  (REIT)             Bank   of  America    Merrill    Lynch       12,296
      57,508     Arbor   Realty    Trust   Inc  (REIT)             Goldman    Sachs               27,604
      12,658     Arbor   Realty    Trust   Inc  (REIT)                                  759
                                    HSBC
      26,162     Arbor   Realty    Trust   Inc  (REIT)             Morgan    Stanley                1,570
      102,404     ARC  Document     Solutions     Inc             Bank   of  America    Merrill    Lynch
                                                         －
       8,901    ArcBest    Corp                                        62,841
                                    HSBC
      16,633     ArcBest    Corp                    Morgan    Stanley                71,855
      33,787     Archer-Daniels-Midland            Co             Goldman    Sachs
                                                       (11,825)
           Archer-Daniels-Midland            Co
      (15,893)                              HSBC                   (12,238)
           Archer-Daniels-Midland            Co             Morgan    Stanley
      (58,209)                                                 (72,761)
       7,908    Archrock     Inc                    Bank   of  America    Merrill    Lynch        3,400
       8,699    Archrock     Inc
                                    HSBC                     (609)
      110,810     Archrock     Inc                    Morgan    Stanley
                                                       (7,757)
           Arcimoto     Inc                                       34,758
      (10,828)                              HSBC
           Arconic    Corp                    Morgan    Stanley                29,750
      (84,997)
           Arcosa    Inc
      (13,564)                              HSBC                   (30,926)
           Arcosa    Inc                     Morgan    Stanley                87,817
      (48,251)
           Arcturus     Therapeutics       Holdings     Inc         Bank   of  America    Merrill    Lynch
       (143)                                                (4,476)
           Arcturus     Therapeutics       Holdings     Inc         Goldman    Sachs
      (3,286)                                                (102,852)
           Arcturus     Therapeutics       Holdings     Inc
      (3,972)                             HSBC                   (104,648)
      12,665     Arcus   Biosciences      Inc               Goldman    Sachs               41,035
       3,788    Arcus   Biosciences      Inc                                    606
                                    HSBC
       7,346    Arcus   Biosciences      Inc               Morgan    Stanley                1,175
       1,548    Arcutis    Biotherapeutics        Inc            Bank   of  America    Merrill    Lynch        7,183
       8,701    Arcutis    Biotherapeutics        Inc            Goldman    Sachs               40,373
       8,963    Arcutis    Biotherapeutics        Inc                                41,959
                                    HSBC
       2,200    Arcutis    Biotherapeutics        Inc            Morgan    Stanley                1,914
           Ardelyx    Inc                    Bank   of  America    Merrill    Lynch
      (23,004)                                                 (9,432)
           Ardelyx    Inc                    Goldman    Sachs
      (53,767)                                                 (22,044)
           Ardelyx    Inc
      (22,376)                              HSBC                    (7,842)
           Ardelyx    Inc                    Morgan    Stanley
      (17,672)                                                 (5,478)
           Arena   Pharmaceuticals        Inc             Bank   of  America    Merrill    Lynch
      (3,072)                                                 (2,978)
                                 98/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           Arena   Pharmaceuticals        Inc             Barclays     Bank
      (4,034)                                                 (4,962)
           Arena   Pharmaceuticals        Inc             Goldman    Sachs                1,352
      (5,635)
           Arena   Pharmaceuticals        Inc                                  329
      (1,784)                             HSBC
           Arena   Pharmaceuticals        Inc             Morgan    Stanley
      (11,661)                                                 (14,343)
      70,120     Ares   Commercial      Real   Estate    Corp   (REIT)        Bank   of  America    Merrill    Lynch        6,311
      18,809     Ares   Management      Corp   ’A’              Bank   of  America    Merrill    Lynch        8,327
           Ares   Management      Corp   ’A’              Barclays     Bank
       (621)                                                 (205)
       1,793    Ares   Management      Corp   ’A’              Barclays     Bank                592
           Ares   Management      Corp   ’A’              Goldman    Sachs
      (7,248)                                                 (3,624)
       2,925    Ares   Management      Corp   ’A’              Goldman    Sachs                1,463
           Ares   Management      Corp   ’A’
      (6,392)                             HSBC                    (4,986)
      22,405     Ares   Management      Corp   ’A’                                 11,186
                                    HSBC
           Ares   Management      Corp   ’A’              Morgan    Stanley
      (1,951)                                                  (644)
       1,620    Ares   Management      Corp   ’A’              Morgan    Stanley                  535
           Argan   Inc                     Bank   of  America    Merrill    Lynch       24,244
      (19,090)
           Argan   Inc
      (9,997)                             HSBC                   (23,509)
           Argan   Inc                     Morgan    Stanley
      (7,728)                                                 (1,005)
           Arista    Networks     Inc                Bank   of  America    Merrill    Lynch        7,630
      (2,143)
           Arista    Networks     Inc
      (2,098)                             HSBC                   (16,071)
           Arista    Networks     Inc                Morgan    Stanley
      (3,017)                                                 (2,655)
           Arlington     Asset   Investment      Corp   ’A’   (REIT)     Bank   of  America    Merrill    Lynch
      (38,005)                                                 (13,682)
           Arlington     Asset   Investment      Corp   ’A’   (REIT)     Goldman    Sachs
     (182,113)                                                 (65,561)
           Arlington     Asset   Investment      Corp   ’A’   (REIT)
      (74,648)                              HSBC                   (39,563)
           Arlington     Asset   Investment      Corp   ’A’   (REIT)     Morgan    Stanley
      (18,161)                                                 (2,361)
      10,045     Arlo   Technologies       Inc               Bank   of  America    Merrill    Lynch        2,873
       7,113    Arlo   Technologies       Inc               Goldman    Sachs                3,557
      10,985     Arlo   Technologies       Inc                                    439
                                    HSBC
      16,726     Arlo   Technologies       Inc               Morgan    Stanley                  669
      39,831     Armada    Hoffler    Properties      Inc  (REIT)         Goldman    Sachs
                                                       (1,593)
      79,696     Armada    Hoffler    Properties      Inc  (REIT)                             50,208
                                    HSBC
      110,147     Armada    Hoffler    Properties      Inc  (REIT)         Morgan    Stanley
                                                       (15,421)
           ARMOUR    Residential      Inc  (REIT)             Bank   of  America    Merrill    Lynch
      (11,465)                                                 (3,898)
           ARMOUR    Residential      Inc  (REIT)
      (65,630)                              HSBC                   (45,334)
           ARMOUR    Residential      Inc  (REIT)             Morgan    Stanley
      (68,144)                                                 (2,044)
           Armstrong     World   Industries      Inc           Bank   of  America    Merrill    Lynch
      (10,188)                                                 (17,320)
           Armstrong     World   Industries      Inc           Goldman    Sachs
      (2,226)                                                 (3,784)
           Armstrong     World   Industries      Inc
      (4,911)                             HSBC                   (21,756)
       4,903    Armstrong     World   Industries      Inc                              21,720
                                    HSBC
           Armstrong     World   Industries      Inc           Morgan    Stanley                1,809
      (4,890)
           Array   Technologies       Inc               Bank   of  America    Merrill    Lynch
      (21,776)                                                (132,229)
           Arrow   Electronics      Inc               Barclays     Bank
      (1,152)                                                 (3,018)
           Arrow   Electronics      Inc               Goldman    Sachs
      (4,267)                                                (19,372)
           Arrow   Electronics      Inc
      (10,118)                              HSBC                   (69,814)
                                 99/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           Arrow   Electronics      Inc               Morgan    Stanley
      (30,253)                                                 (79,263)
       9,940    Arrow   Financial     Corp                Bank   of  America    Merrill    Lynch
                                                       (4,722)
      10,813     Arrow   Financial     Corp                Goldman    Sachs
                                                       (5,136)
      42,822     Arrow   Financial     Corp                                    73,007
                                    HSBC
      15,390     Arrow   Financial     Corp                Morgan    Stanley                15,929
           Arrowhead     Pharmaceuticals        Inc           Bank   of  America    Merrill    Lynch       91,738
      (16,904)
           Arrowhead     Pharmaceuticals        Inc           Barclays     Bank
       (912)                                                (3,423)
           Arrowhead     Pharmaceuticals        Inc           Goldman    Sachs                1,798
       (354)
           Arrowhead     Pharmaceuticals        Inc                               15,097
      (3,654)                             HSBC
           Arrowhead     Pharmaceuticals        Inc           Morgan    Stanley                31,293
      (7,433)
       2,707    Artesian     Resources     Corp   ’A’            Bank   of  America    Merrill    Lynch
                                                       (3,627)
       9,544    Artesian     Resources     Corp   ’A’            Goldman    Sachs
                                                       (8,033)
       7,262    Artesian     Resources     Corp   ’A’                                6,613
                                    HSBC
      12,818     Artesian     Resources     Corp   ’A’            Morgan    Stanley                12,690
       4,180    Arthur    J Gallagher     & Co              Bank   of  America    Merrill    Lynch
                                                       (6,540)
           Arthur    J Gallagher     & Co              Bank   of  America    Merrill    Lynch        2,145
      (1,292)
      10,523     Arthur    J Gallagher     & Co              Barclays     Bank               3,628
           Arthur    J Gallagher     & Co              Barclays     Bank
      (12,027)                                                 (4,330)
       1,208    Arthur    J Gallagher     & Co              Goldman    Sachs
                                                       (1,932)
       6,114    Arthur    J Gallagher     & Co              Morgan    Stanley                2,201
      12,195     Artisan    Partners     Asset   Management      Inc  ’A’                         11,707
                                    HSBC
      23,458     Artisan    Partners     Asset   Management      Inc  ’A’     Morgan    Stanley                14,075
      13,963     Arvinas    Inc                    Bank   of  America    Merrill    Lynch
                                                       (17,876)
       7,640    Arvinas    Inc                    Goldman    Sachs
                                                       (8,130)
       9,697    Arvinas    Inc                                        6,771
                                    HSBC
       9,467    Arvinas    Inc                    Morgan    Stanley                6,816
       2,875    Asana   Inc  ’A’                   Bank   of  America    Merrill    Lynch       17,020
       2,816    Asana   Inc  ’A’                   Barclays     Bank               19,036
      28,444     Asana   Inc  ’A’                   Goldman    Sachs               171,967
       7,467    Asana   Inc  ’A’                                       43,533
                                    HSBC
      25,763     Asana   Inc  ’A’                   Morgan    Stanley               174,158
       3,274    Asbury    Automotive      Group   Inc            Bank   of  America    Merrill    Lynch
                                                       (29,199)
       3,251    Asbury    Automotive      Group   Inc
                                    HSBC                   (17,458)
        929   Asbury    Automotive      Group   Inc            Morgan    Stanley
                                                       (4,989)
           Ascent    Global    Logistics     Inc            Bank   of  America    Merrill    Lynch       11,680
      (11,680)
                                                         －
           Ascent    Global    Logistics     Incπ            Goldman    Sachs
      (16,747)
                                                         －
           Ascent    Global    Logistics     Inc
      (3,298)                             HSBC
                                                         －
           Ascent    Global    Logistics     Incπ            Morgan    Stanley
      (9,988)
           ASGN   Inc                      Bank   of  America    Merrill    Lynch       32,219
      (7,128)
       2,999    ASGN   Inc                      Bank   of  America    Merrill    Lynch
                                                       (13,555)
           ASGN   Inc                      Barclays     Bank               5,433
      (3,253)
           ASGN   Inc                      Goldman    Sachs               31,880
      (7,053)
        309   ASGN   Inc                      Goldman    Sachs
                                                       (1,397)
           ASGN   Inc
      (6,100)                             HSBC                    (9,455)
      13,160     ASGN   Inc
                                    HSBC                   (29,941)
                                100/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           ASGN   Inc                      Morgan    Stanley                10,286
      (6,159)
      27,440     ASGN   Inc                      Morgan    Stanley
                                                       (45,825)
           Ashford    Inc                    Bank   of  America    Merrill    Lynch         534
       (905)
           Ashford    Inc                                         154
       (141)                            HSBC
           Ashford    Inc                    Morgan    Stanley                1,734
      (8,670)
           Ashland    Global    Holdings     Inc            Bank   of  America    Merrill    Lynch       11,033
      (2,829)
           Ashland    Global    Holdings     Inc            Barclays     Bank               11,939
      (6,982)
           Ashland    Global    Holdings     Inc            Goldman    Sachs               50,306
      (12,899)
           Ashland    Global    Holdings     Inc                                15,737
      (4,887)                             HSBC
           Ashland    Global    Holdings     Inc            Morgan    Stanley                43,427
      (25,396)
       7,208    Aspen   Aerogels     Inc                 Bank   of  America    Merrill    Lynch       20,519
       4,667    Aspen   Aerogels     Inc                 Goldman    Sachs               16,745
       9,660    Aspen   Aerogels     Inc                                    29,946
                                    HSBC
      38,147     Aspen   Aerogels     Inc                 Morgan    Stanley               118,256
           Aspen   Group   Inc                  Bank   of  America    Merrill    Lynch
      (19,232)                                                 (26,925)
           Aspen   Group   Inc                  Goldman    Sachs
      (6,305)                                                 (8,827)
           Aspen   Group   Inc
      (19,979)                              HSBC                   (18,580)
           Aspen   Group   Inc                  Morgan    Stanley
      (16,808)                                                 (15,631)
       1,010    Aspen   Technology      Inc                Bank   of  America    Merrill    Lynch        8,252
        939   Aspen   Technology      Inc                Goldman    Sachs                7,672
           Aspen   Technology      Inc
      (2,643)                             HSBC                   (41,918)
           Aspen   Technology      Inc                Morgan    Stanley
      (8,569)                                                 (5,913)
       1,774    Aspen   Technology      Inc                Morgan    Stanley                1,224
           Aspira    Women’s     Health    Inc             Bank   of  America    Merrill    Lynch       23,524
      (45,238)
           Aspira    Women’s     Health    Inc                                 6,065
      (51,290)                              HSBC
           Aspira    Women’s     Health    Inc             Morgan    Stanley                4,366
      (21,828)
           Assembly     Biosciences      Inc              Bank   of  America    Merrill    Lynch
      (11,169)                                                 (4,244)
           Assembly     Biosciences      Inc              Goldman    Sachs
      (29,616)                                                 (11,254)
           Assembly     Biosciences      Inc
      (26,621)                              HSBC                   (13,478)
           Assembly     Biosciences      Inc              Morgan    Stanley
      (3,519)                                                 (1,795)
           Assetmark     Financial     Holdings     Inc          Bank   of  America    Merrill    Lynch        5,469
      (11,448)
           Assetmark     Financial     Holdings     Inc          Goldman    Sachs                3,739
      (10,686)
           Assetmark     Financial     Holdings     Inc
      (11,471)                              HSBC                    (1,950)
           Assetmark     Financial     Holdings     Inc          Morgan    Stanley
      (5,107)                                                  (868)
      45,540     Associated      Banc-Corp                   Bank   of  America    Merrill    Lynch
                                                       (7,286)
      34,116     Associated      Banc-Corp                   Barclays     Bank
                                                       (4,094)
      20,580     Associated      Banc-Corp                   Goldman    Sachs
                                                       (3,293)
      21,778     Associated      Banc-Corp                                       7,187
                                    HSBC
       6,328    Associated      Banc-Corp                   Morgan    Stanley
                                                        (759)
           Associated      Capital    Group   Inc  ’A’          Bank   of  America    Merrill    Lynch
      (7,706)                                                (11,636)
           Associated      Capital    Group   Inc  ’A’          Goldman    Sachs
       (430)                                                 (649)
           Associated      Capital    Group   Inc  ’A’
      (5,233)                             HSBC                    (6,235)
           Associated      Capital    Group   Inc  ’A’          Morgan    Stanley
      (2,262)                                                 (2,963)
           Assurant     Inc                    Goldman    Sachs               10,123
      (2,285)
           Assurant     Inc
      (3,072)                             HSBC                    (2,703)
                                101/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           Assurant     Inc                    Morgan    Stanley                66,708
      (25,173)
           Astec   Industries      Inc                Bank   of  America    Merrill    Lynch
      (17,338)                                                 (40,918)
           Astec   Industries      Inc
      (2,117)                             HSBC                    (8,828)
           Astec   Industries      Inc                Morgan    Stanley
      (16,226)                                                 (25,962)
           Astronics     Corp
       (288)                            HSBC                     (950)
           Astronics     Corp                   Morgan    Stanley                10,470
      (10,265)
       2,580    AstroNova     Inc                   Bank   of  America    Merrill    Lynch        2,580
       6,273    AstroNova     Inc                                       9,033
                                    HSBC
       3,483    Asure   Software     Inc                 Bank   of  America    Merrill    Lynch        2,891
       3,294    Asure   Software     Inc                 Goldman    Sachs                2,734
       4,100    Asure   Software     Inc                                     3,198
                                    HSBC
       4,170    At  Home   Group   Inc                 Bank   of  America    Merrill    Lynch       19,682
       4,344    At  Home   Group   Inc                 Goldman    Sachs               20,504
       7,038    At  Home   Group   Inc                                     14,428
                                    HSBC
           AT&T   Inc                      Bank   of  America    Merrill    Lynch       10,582
      (66,139)
       4,130    AT&T   Inc                      Bank   of  America    Merrill    Lynch
                                                        (630)
      86,198     AT&T   Inc                      Barclays     Bank
                                                       (38,221)
           AT&T   Inc                      Goldman    Sachs               10,668
      (62,463)
           AT&T   Inc
      (35,240)                              HSBC                   (17,972)
           AT&T   Inc                      Morgan    Stanley
      (5,596)                                                 (1,063)
       8,983    Atara   Biotherapeutics        Inc
                                    HSBC                    (4,042)
       8,221    Atara   Biotherapeutics        Inc             Morgan    Stanley
                                                       (3,699)
           Athenex    Inc                    Bank   of  America    Merrill    Lynch         922
      (7,011)
           Athenex    Inc                    Goldman    Sachs
      (2,798)                                                 (1,287)
           Athenex    Inc                                        4,008
      (8,179)                             HSBC
           Athenex    Inc                    Morgan    Stanley                6,396
      (13,054)
      41,943     Athersys     Inc                    Bank   of  America    Merrill    Lynch        1,678
      80,080     Athersys     Inc                    Goldman    Sachs                3,203
      74,178     Athersys     Inc                                        1,164
                                    HSBC
      44,484     Athersys     Inc                    Morgan    Stanley                11,121
       1,061    Athira    Pharma    Inc                 Goldman    Sachs                1,396
      23,362     Athira    Pharma    Inc                                     38,941
                                    HSBC
       3,663    Athira    Pharma    Inc                 Morgan    Stanley                5,018
      25,320     Atkore    International       Group   Inc                              146,409
                                    HSBC
      33,222     Atlantic     Capital    Bancshares      Inc          Bank   of  America    Merrill    Lynch
                                                       (19,141)
      35,832     Atlantic     Capital    Bancshares      Inc          Goldman    Sachs
                                                       (21,109)
      36,857     Atlantic     Capital    Bancshares      Inc
                                    HSBC                   (16,583)
      10,120     Atlantic     Capital    Bancshares      Inc          Morgan    Stanley
                                                       (6,578)
           Atlantic     Union   Bankshares      Corp           Goldman    Sachs                4,489
      (23,628)
           Atlantic     Union   Bankshares      Corp
      (83,783)                              HSBC                   (102,032)
           Atlantic     Union   Bankshares      Corp           Morgan    Stanley
     (129,491)                                                 (50,501)
       1,100    Atlanticus      Holdings     Corp              Bank   of  America    Merrill    Lynch
                                                        (484)
       1,729    Atlanticus      Holdings     Corp                                  1,764
                                    HSBC
           Atlas   Air  Worldwide     Holdings     Inc          Bank   of  America    Merrill    Lynch
       (253)                                                 (344)
           Atlas   Air  Worldwide     Holdings     Inc
      (1,458)                             HSBC                    (3,528)
                                102/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           Atlas   Air  Worldwide     Holdings     Inc          Morgan    Stanley
      (14,982)                                                 (36,256)
      14,917     Atmos   Energy    Corp                  Barclays     Bank
                                                       (2,107)
      38,481     Atmos   Energy    Corp                  Goldman    Sachs
                                                      (170,630)
       4,216    Atmos   Energy    Corp
                                    HSBC                    (3,571)
      19,895     Atmos   Energy    Corp                  Morgan    Stanley
                                                       (8,602)
       5,556    ATN  International       Inc               Bank   of  America    Merrill    Lynch
                                                       (5,167)
       3,487    ATN  International       Inc               Goldman    Sachs
                                                       (3,243)
      15,873     ATN  International       Inc                                   16,745
                                    HSBC
       3,014    ATN  International       Inc               Morgan    Stanley                3,255
           Atomera    Inc
      (47,826)                              HSBC                    (9,799)
       2,640    Atreca    Inc  ’A’                   Bank   of  America    Merrill    Lynch         370
       3,884    Atreca    Inc  ’A’                                       4,723
                                    HSBC
       6,476    Atreca    Inc  ’A’                   Morgan    Stanley                6,800
           AtriCure     Inc
      (11,335)                              HSBC                   (32,637)
           AtriCure     Inc                    Morgan    Stanley
      (14,277)                                                 (14,634)
        413   Atrion    Corp                     Bank   of  America    Merrill    Lynch        2,451
        168   Atrion    Corp
                                    HSBC                     (866)
       2,164    Atrion    Corp                     Morgan    Stanley                36,074
        763   Auburn    National     BanCorp    Inc            Bank   of  America    Merrill    Lynch        1,000
        693   Auburn    National     BanCorp    Inc            Goldman    Sachs                 908
        369   Auburn    National     BanCorp    Inc            Morgan    Stanley                  897
           AudioEye     Inc                    Bank   of  America    Merrill    Lynch       31,688
      (16,334)
           AudioEye     Inc                    Goldman    Sachs               12,626
      (6,508)
           AudioEye     Inc                                        1,672
      (3,155)                             HSBC
           Autodesk     Inc                    Bank   of  America    Merrill    Lynch
       (257)                                                (7,461)
           Autodesk     Inc                    Barclays     Bank
      (2,309)                                                (47,496)
           Autodesk     Inc                    Goldman    Sachs
      (2,775)                                                (80,558)
           Autodesk     Inc
      (1,897)                             HSBC                   (28,853)
           Autodesk     Inc                    Morgan    Stanley
      (2,708)                                                (55,704)
       1,778    Autoliv    Inc                    Bank   of  America    Merrill    Lynch        2,178
        681   Autoliv    Inc                    Barclays     Bank                725
       4,155    Autoliv    Inc                    Goldman    Sachs                5,090
           Autoliv    Inc                    Morgan    Stanley
      (18,330)                                                 (19,521)
        754   Autoliv    Inc                    Morgan    Stanley                  803
           Automatic     Data   Processing      Inc           Bank   of  America    Merrill    Lynch        1,449
      (2,122)
           Automatic     Data   Processing      Inc           Barclays     Bank
      (1,180)                                                  (708)
           Automatic     Data   Processing      Inc           Goldman    Sachs               29,905
      (7,262)
           AutoNation      Inc                   Bank   of  America    Merrill    Lynch        1,878
      (2,004)
           AutoNation      Inc                   Barclays     Bank               1,750
      (13,462)
           AutoNation      Inc                   Goldman    Sachs                2,010
      (4,182)
           AutoZone     Inc                    Bank   of  America    Merrill    Lynch        1,273
       (151)
           AutoZone     Inc                    Barclays     Bank               1,168
       (220)
           AutoZone     Inc                    Goldman    Sachs                8,023
       (276)
           AutoZone     Inc                                       24,069
       (556)                            HSBC
           AutoZone     Inc                    Morgan    Stanley                23,003
      (4,332)
                                103/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
       1,518    Avalara    Inc                    Goldman    Sachs               28,569
           Avalara    Inc
       (269)                            HSBC                    (4,401)
           Avalara    Inc                    Morgan    Stanley                16,068
      (6,695)
           AvalonBay     Communities      Inc  (REIT)           Bank   of  America    Merrill    Lynch       14,949
      (2,817)
           AvalonBay     Communities      Inc  (REIT)           Barclays     Bank               29,679
      (7,257)
           AvalonBay     Communities      Inc  (REIT)           Goldman    Sachs               25,642
      (4,244)
           AvalonBay     Communities      Inc  (REIT)
      (4,420)                             HSBC                   (11,138)
           AvalonBay     Communities      Inc  (REIT)           Morgan    Stanley                10,291
      (2,680)
       2,041    Avangrid     Inc                    Bank   of  America    Merrill    Lynch
                                                       (7,001)
      10,564     Avangrid     Inc                    Barclays     Bank               8,134
       1,440    Avangrid     Inc                    Goldman    Sachs                  52
      11,587     Avangrid     Inc
                                    HSBC                   (37,613)
           Avangrid     Inc                    Morgan    Stanley
      (19,537)                                                 (15,043)
       8,979    Avangrid     Inc                    Morgan    Stanley                6,914
           Avanos    Medical    Inc                 Bank   of  America    Merrill    Lynch
      (10,665)                                                 (9,502)
           Avanos    Medical    Inc
      (1,279)                             HSBC                     (742)
           Avanos    Medical    Inc                 Morgan    Stanley
      (45,798)                                                 (26,563)
           Avantor    Inc                    Bank   of  America    Merrill    Lynch         886
      (4,665)
           Avantor    Inc                    Barclays     Bank
      (3,971)                                                 (3,892)
      17,669     Avantor    Inc                    Barclays     Bank               17,316
           Avantor    Inc                    Morgan    Stanley
      (2,357)                                                 (2,310)
           Avaya   Holdings     Corp                 Goldman    Sachs
      (4,968)                                                 (1,490)
           Avaya   Holdings     Corp
      (6,125)                             HSBC                    (8,605)
           Avaya   Holdings     Corp                 Morgan    Stanley
      (16,744)                                                 (24,111)
           Avenue    Therapeutics       Inc              Bank   of  America    Merrill    Lynch
      (44,928)                                                 (2,246)
           Avenue    Therapeutics       Inc              Goldman    Sachs
      (32,086)                                                 (1,604)
           Avenue    Therapeutics       Inc
      (18,642)                              HSBC                    (3,339)
           Avenue    Therapeutics       Inc              Morgan    Stanley
      (4,046)                                                  (526)
      26,643     AVEO   Pharmaceuticals        Inc
                                    HSBC                   (13,583)
       3,835    AVEO   Pharmaceuticals        Inc              Morgan    Stanley
                                                       (1,457)
           Avery   Dennison     Corp                 Bank   of  America    Merrill    Lynch        2,943
      (1,825)
           Avery   Dennison     Corp                 Barclays     Bank
       (631)                                                 (956)
           Avery   Dennison     Corp                 Goldman    Sachs                4,495
      (2,665)
           Avery   Dennison     Corp                                     2,009
      (1,168)                             HSBC
           Avery   Dennison     Corp                 Morgan    Stanley
      (8,848)                                                (27,871)
           Avid   Bioservices      Inc                Bank   of  America    Merrill    Lynch        5,014
      (17,907)
           Avid   Bioservices      Inc                Goldman    Sachs               18,824
      (67,230)
           Avid   Bioservices      Inc
      (3,219)                             HSBC                    (2,640)
           Avid   Bioservices      Inc                Morgan    Stanley                  258
      (3,679)
           Avid   Technology      Inc                Bank   of  America    Merrill    Lynch
      (16,776)                                                 (10,401)
           Avid   Technology      Inc
      (8,987)                             HSBC                    (8,975)
           Avid   Technology      Inc                Morgan    Stanley
      (17,212)                                                  (861)
       2,856    Avidity    Biosciences      Inc              Bank   of  America    Merrill    Lynch        6,826
       9,380    Avidity    Biosciences      Inc              Goldman    Sachs               22,418
       6,172    Avidity    Biosciences      Inc                                  1,975
                                    HSBC
                                104/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
      12,145     Avidity    Biosciences      Inc              Morgan    Stanley                3,886
      30,506     Avient    Corp                     Goldman    Sachs               16,168
       9,994    Avient    Corp                                        15,712
                                    HSBC
      47,442     Avient    Corp                     Morgan    Stanley                17,079
           Avis   Budget    Group   Inc               Goldman    Sachs               18,730
      (15,479)
           Avis   Budget    Group   Inc                                   3,479
      (3,313)                             HSBC
      61,702     Avista    Corp                     Bank   of  America    Merrill    Lynch
                                                       (56,149)
      23,483     Avista    Corp                     Goldman    Sachs
                                                       (21,370)
      14,324     Avista    Corp
                                    HSBC                    (2,435)
      40,525     Avista    Corp                     Morgan    Stanley
                                                       (6,890)
           Avita   Therapeutics       Inc               Goldman    Sachs
      (2,404)                                                  (120)
           Avita   Therapeutics       Inc
      (14,584)                              HSBC                    (6,125)
      21,654     Avnet   Inc                     Barclays     Bank               21,871
      10,112     Avnet   Inc                     Goldman    Sachs                8,292
      35,190     Avnet   Inc                                         86,567
                                    HSBC
      41,030     Avnet   Inc                     Morgan    Stanley                41,441
       3,933    Avrobio    Inc                    Bank   of  America    Merrill    Lynch
                                                       (9,321)
       5,918    Avrobio    Inc                    Goldman    Sachs
                                                       (14,026)
       9,120    Avrobio    Inc
                                    HSBC                    (9,483)
      11,618     Avrobio    Inc                    Morgan    Stanley                1,510
           Axcelis    Technologies       Inc              Bank   of  America    Merrill    Lynch
      (11,165)                                                 (9,267)
           Axcelis    Technologies       Inc              Goldman    Sachs
      (5,157)                                                 (4,280)
           Axcelis    Technologies       Inc
      (24,956)                              HSBC                   (63,330)
           Axcelis    Technologies       Inc              Morgan    Stanley
      (17,774)                                                 (3,199)
       4,885    Axcella    Health    Inc                 Bank   of  America    Merrill    Lynch        2,296
       4,287    Axogen    Inc                     Goldman    Sachs
                                                       (3,987)
      33,135     Axogen    Inc
                                    HSBC                    (5,397)
      11,647     Axogen    Inc                     Morgan    Stanley
                                                       (2,213)
           Axon   Enterprise      Inc                Barclays     Bank               3,385
      (3,936)
           Axon   Enterprise      Inc                Goldman    Sachs
      (4,107)                                                (25,915)
       1,757    Axon   Enterprise      Inc
                                    HSBC                    (1,511)
       5,669    Axon   Enterprise      Inc                Morgan    Stanley
                                                       (4,875)
           Axonics    Modulation      Technologies       Inc        Bank   of  America    Merrill    Lynch         166
       (132)
           Axonics    Modulation      Technologies       Inc        Goldman    Sachs                9,053
      (8,562)
           Axonics    Modulation      Technologies       Inc                            4,383
      (2,138)                             HSBC
           Axos   Financial     Inc                 Goldman    Sachs
      (20,285)                                                 (6,491)
           Axos   Financial     Inc
      (58,606)                              HSBC                   (42,109)
           Axos   Financial     Inc                 Morgan    Stanley
      (32,448)                                                 (20,767)
           Axsome    Therapeutics       Inc              Bank   of  America    Merrill    Lynch         369
      (1,651)
           Axsome    Therapeutics       Inc              Barclays     Bank
      (2,424)                                                 (4,727)
           Axsome    Therapeutics       Inc              Goldman    Sachs                 950
       (669)
           Axsome    Therapeutics       Inc
      (2,639)                             HSBC                    (9,680)
           Axsome    Therapeutics       Inc              Morgan    Stanley
      (11,266)                                                 (21,968)
           AXT  Inc                      Morgan    Stanley                17,000
      (73,915)
      17,119     AYRO   Inc                      Goldman    Sachs
                                                       (17,734)
                                105/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           AZEK   Co  Inc                    Barclays     Bank
      (2,575)                                                  (979)
       3,300    AZEK   Co  Inc                    Goldman    Sachs                 264
      24,620     AZZ  Inc                                         150,445
                                    HSBC
      16,636     AZZ  Inc                      Morgan    Stanley                27,782
           B Riley   Financial     Inc               Bank   of  America    Merrill    Lynch
      (20,693)                                                (109,052)
           B Riley   Financial     Inc
      (7,198)                             HSBC                   (28,955)
           B Riley   Financial     Inc               Morgan    Stanley
      (25,358)                                                 (69,481)
           B&G  Foods   Inc                   Bank   of  America    Merrill    Lynch
      (36,006)                                                 (11,162)
           B&G  Foods   Inc
      (11,470)                              HSBC                   (10,438)
           Babcock    & Wilcox    Enterprises      Inc          Goldman    Sachs
      (29,651)                                                 (38,546)
        389   Badger    Meter   Inc                  Bank   of  America    Merrill    Lynch         642
       5,087    Badger    Meter   Inc                  Goldman    Sachs                7,234
      13,779     Badger    Meter   Inc                                     26,062
                                    HSBC
      14,945     Badger    Meter   Inc                  Morgan    Stanley                11,235
       7,273    Baker   Hughes    Co                  Bank   of  America    Merrill    Lynch        6,328
      13,183     Baker   Hughes    Co                  Goldman    Sachs               11,469
      28,668     Baker   Hughes    Co                  Morgan    Stanley                11,467
       4,933    Balchem    Corp                    Bank   of  America    Merrill    Lynch
                                                       (11,099)
       1,397    Balchem    Corp                    Goldman    Sachs                1,371
       3,455    Balchem    Corp                                        9,295
                                    HSBC
      13,096     Balchem    Corp                    Morgan    Stanley                22,263
           Ball   Corp                      Bank   of  America    Merrill    Lynch
      (1,544)                                                  (97)
           Ball   Corp                      Barclays     Bank
      (7,429)                                                 (9,435)
           Ball   Corp                      Goldman    Sachs                1,445
      (2,794)
           Ball   Corp
      (6,532)                             HSBC                   (24,365)
           Ball   Corp                      Morgan    Stanley
      (21,791)                                                 (27,675)
           Bally’s     Corp
      (19,207)                              HSBC                   (335,354)
           Banc   of  California      Inc                                    791
      (79,080)                              HSBC
           Banc   of  California      Inc               Morgan    Stanley                  895
      (44,729)
           BancFirst     Corp                   Bank   of  America    Merrill    Lynch
      (31,716)                                                 (19,188)
           BancFirst     Corp                   Goldman    Sachs
      (4,755)                                                 (1,556)
           BancFirst     Corp
      (6,191)                             HSBC                   (11,608)
           BancFirst     Corp                   Morgan    Stanley
      (3,667)                                                 (6,876)
       3,844    Bancorp    Inc                    Goldman    Sachs                1,653
      34,824     Bancorp    Inc                                        29,252
                                    HSBC
      39,526     Bancorp    Inc                    Morgan    Stanley                15,810
       8,908    BancorpSouth       Bank                  Bank   of  America    Merrill    Lynch
                                                       (8,730)
      29,081     BancorpSouth       Bank                  Goldman    Sachs
                                                       (28,499)
      68,755     BancorpSouth       Bank
                                    HSBC                   (16,276)
           BancorpSouth       Bank                  Morgan    Stanley                4,112
      (34,269)
      30,785     BancorpSouth       Bank                  Morgan    Stanley
                                                       (3,694)
       4,928    Bandwidth     Inc  ’A’                 Bank   of  America    Merrill    Lynch       43,765
       2,044    Bandwidth     Inc  ’A’                 Barclays     Bank
                                                       (4,415)
       2,108    Bandwidth     Inc  ’A’                 Goldman    Sachs               19,710
       5,558    Bandwidth     Inc  ’A’                                     41,908
                                    HSBC
                                106/368



                                                          EDINET提出書類
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                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
       5,135    Bandwidth     Inc  ’A’                 Morgan    Stanley
                                                       (11,092)
           Bank   First   Corp                   Goldman    Sachs
      (7,776)                                                (11,508)
           Bank   First   Corp
      (19,926)                              HSBC                   (43,111)
           Bank   First   Corp                   Morgan    Stanley
      (4,349)                                                 (9,350)
           Bank   of  America    Corp                Barclays     Bank
      (42,847)                                                 (59,557)
           Bank   of  America    Corp                Goldman    Sachs
      (15,092)                                                 (18,110)
           Bank   of  America    Corp
      (40,187)                              HSBC                   (40,991)
           Bank   of  America    Corp                Morgan    Stanley
      (44,339)                                                 (61,631)
      118,807     Bank   of  Commerce     Holdings                Bank   of  America    Merrill    Lynch       15,445
      34,594     Bank   of  Commerce     Holdings                Goldman    Sachs                4,497
       4,015    Bank   of  Commerce     Holdings                                    2,931
                                    HSBC
      35,663     Bank   of  Commerce     Holdings                Morgan    Stanley                12,839
       9,283    Bank   of  Hawaii    Corp                 Bank   of  America    Merrill    Lynch       16,617
       6,141    Bank   of  Hawaii    Corp                 Barclays     Bank               14,370
      14,215     Bank   of  Hawaii    Corp                 Goldman    Sachs               25,445
       9,630    Bank   of  Hawaii    Corp                                    52,965
                                    HSBC
      12,321     Bank   of  Hawaii    Corp                 Morgan    Stanley                28,831
       8,834    Bank   of  Marin   Bancorp                 Bank   of  America    Merrill    Lynch         353
      23,720     Bank   of  Marin   Bancorp                 Goldman    Sachs                 949
      40,930     Bank   of  Marin   Bancorp                                     39,918
                                    HSBC
      17,990     Bank   of  Marin   Bancorp                 Morgan    Stanley                  180
       6,253    Bank   of  New  York   Mellon    Corp            Bank   of  America    Merrill    Lynch        1,820
       8,010    Bank   of  New  York   Mellon    Corp            Barclays     Bank               9,612
       5,082    Bank   of  New  York   Mellon    Corp            Goldman    Sachs                 203
           Bank   of  New  York   Mellon    Corp            Goldman    Sachs
      (4,981)                                                  (199)
      13,754     Bank   of  New  York   Mellon    Corp                                10,375
                                    HSBC
      19,193     Bank   of  New  York   Mellon    Corp            Morgan    Stanley                23,032
           Bank   of  New  York   Mellon    Corp            Morgan    Stanley
      (12,519)                                                 (15,023)
           Bank   of  Princeton                    Bank   of  America    Merrill    Lynch        6,532
      (6,145)
           Bank   of  Princeton                    Goldman    Sachs                 210
       (200)
           Bank   of  Princeton
      (4,192)                             HSBC                    (1,269)
           Bank   of  Princeton                    Morgan    Stanley
      (8,614)                                                  (172)
       4,438    Bank   OZK                      Bank   of  America    Merrill    Lynch
                                                       (1,864)
           Bank   OZK                      Bank   of  America    Merrill    Lynch        2,027
      (4,826)
       7,937    Bank   OZK                      Barclays     Bank               3,572
       1,483    Bank   OZK                      Goldman    Sachs
                                                        (623)
      21,778     Bank   OZK                                         21,778
                                    HSBC
       8,663    Bank   OZK                      Morgan    Stanley                3,898
           Bank   OZK                      Morgan    Stanley
      (5,573)                                                 (2,508)
        463   Bank7   Corp                     Bank   of  America    Merrill    Lynch         130
       3,117    Bank7   Corp                     Goldman    Sachs                 873
      13,302     Bank7   Corp                                         3,249
                                    HSBC
        816   Bank7   Corp                     Morgan    Stanley                  294
      49,261     BankFinancial       Corp                 Bank   of  America    Merrill    Lynch
                                                        (493)
      67,926     BankFinancial       Corp                 Goldman    Sachs
                                                        (395)
                                107/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
      10,303     BankFinancial       Corp                                     4,254
                                    HSBC
      44,225     BankFinancial       Corp                 Morgan    Stanley                5,749
           BankUnited      Inc                   Bank   of  America    Merrill    Lynch        4,146
      (22,070)
           BankUnited      Inc                   Barclays     Bank
      (13,529)                                                 (1,353)
           BankUnited      Inc                   Goldman    Sachs                3,602
      (18,954)
           BankUnited      Inc
      (62,971)                              HSBC                   (64,978)
           BankUnited      Inc                   Morgan    Stanley
      (69,223)                                                 (6,922)
           Bankwell     Financial     Group   Inc            Bank   of  America    Merrill    Lynch
      (47,567)                                                 (11,654)
           Bankwell     Financial     Group   Inc            Morgan    Stanley                  129
      (2,343)
      58,292     Banner    Corp                     Bank   of  America    Merrill    Lynch
                                                      (142,815)
           Bar  Harbor    Bankshares                   Bank   of  America    Merrill    Lynch       18,207
      (12,822)
           Bar  Harbor    Bankshares                   Goldman    Sachs               24,731
      (17,513)
           Bar  Harbor    Bankshares
      (22,962)                              HSBC                     (928)
           Bar  Harbor    Bankshares                   Morgan    Stanley                2,417
      (9,298)
           Barnes    Group   Inc                  Goldman    Sachs
      (12,725)                                                 (21,124)
           Barnes    Group   Inc
      (18,914)                              HSBC                   (33,100)
           Barnes    Group   Inc                  Morgan    Stanley
      (32,353)                                                 (9,382)
           Barrett    Business     Services     Inc           Bank   of  America    Merrill    Lynch       44,530
      (17,126)
           Barrett    Business     Services     Inc           Goldman    Sachs                4,141
      (1,545)
           Barrett    Business     Services     Inc
      (9,882)                             HSBC                    (4,867)
           Barrett    Business     Services     Inc           Morgan    Stanley
      (5,300)                                                 (6,943)
      31,013     Bassett    Furniture     Industries      Inc                             52,722
                                    HSBC
      24,693     Bassett    Furniture     Industries      Inc          Morgan    Stanley
                                                       (28,397)
           Baxter    International       Inc              Bank   of  America    Merrill    Lynch       16,562
      (3,577)
           Baxter    International       Inc              Barclays     Bank
      (2,525)                                                 (1,465)
           Baxter    International       Inc              Goldman    Sachs               64,236
      (13,912)
           Baxter    International       Inc                                 17,722
      (3,836)                             HSBC
           Baxter    International       Inc              Morgan    Stanley
      (22,169)                                                 (12,859)
           BayCom    Corp                     Bank   of  America    Merrill    Lynch
      (4,871)                                                 (3,458)
           BayCom    Corp                     Goldman    Sachs
      (3,721)                                                 (2,642)
           BayCom    Corp
      (35,241)                              HSBC                   (72,619)
           BayCom    Corp                     Morgan    Stanley
      (2,263)                                                  (928)
      21,277     BBX  Capital    Inc                                      12,611
                                    HSBC
      15,835     BCB  Bancorp    Inc                  Bank   of  America    Merrill    Lynch
                                                        (950)
      24,896     BCB  Bancorp    Inc                  Goldman    Sachs
                                                       (1,494)
      12,502     BCB  Bancorp    Inc                                      6,279
                                    HSBC
      23,869     BCB  Bancorp    Inc                  Morgan    Stanley                4,058
           Beacon    Roofing    Supply    Inc             Bank   of  America    Merrill    Lynch       11,443
      (10,038)
           Beacon    Roofing    Supply    Inc             Goldman    Sachs               18,133
      (15,906)
           Beacon    Roofing    Supply    Inc
      (16,067)                              HSBC                   (16,631)
           Beacon    Roofing    Supply    Inc             Morgan    Stanley                2,196
      (10,456)
           Beam   Therapeutics       Inc               Goldman    Sachs
      (12,721)                                                (119,577)
        150   Beasley    Broadcast     Group   Inc  ’A’          Goldman    Sachs                  17
       6,338    Beazer    Homes   USA  Inc                Bank   of  America    Merrill    Lynch        7,162
      51,626     Beazer    Homes   USA  Inc                                   130,614
                                    HSBC
                                108/368



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                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
       4,902    Beazer    Homes   USA  Inc                Morgan    Stanley                2,941
           Becton    Dickinson     and  Co              Bank   of  America    Merrill    Lynch        8,434
       (869)
        887   Becton    Dickinson     and  Co              Bank   of  America    Merrill    Lynch
                                                       (8,559)
           Becton    Dickinson     and  Co              Goldman    Sachs                5,542
       (571)
       1,667    Becton    Dickinson     and  Co              Goldman    Sachs                4,979
           Becton    Dickinson     and  Co                                 24,658
      (3,312)                             HSBC
       1,139    Becton    Dickinson     and  Co                                  4,360
                                    HSBC
           Becton    Dickinson     and  Co              Morgan    Stanley
      (1,809)                                                 (7,932)
       3,455    Becton    Dickinson     and  Co              Morgan    Stanley                15,150
      23,016     Bed  Bath   & Beyond    Inc                                   50,175
                                    HSBC
           Bel  Fuse   Inc  ’B’                  Bank   of  America    Merrill    Lynch
      (9,726)                                                 (5,058)
           Bel  Fuse   Inc  ’B’                  Goldman    Sachs
      (1,608)                                                 (1,109)
           Bel  Fuse   Inc  ’B’
      (3,745)                             HSBC                    (3,183)
           Bel  Fuse   Inc  ’B’                  Morgan    Stanley
      (2,237)                                                 (1,901)
       6,699    Belden    Inc                     Goldman    Sachs               15,542
      14,760     Belden    Inc                                        36,813
                                    HSBC
      19,200     Belden    Inc                     Morgan    Stanley                21,888
           Bellerophon      Therapeutics       Inc                                1,385
      (3,462)                             HSBC
       5,914    BellRing     Brands    Inc  ’A’              Bank   of  America    Merrill    Lynch
                                                       (1,006)
      28,542     BellRing     Brands    Inc  ’A’              Goldman    Sachs
                                                        (369)
       6,658    BellRing     Brands    Inc  ’A’
                                    HSBC                    (1,303)
       3,371    BellRing     Brands    Inc  ’A’              Morgan    Stanley
                                                        (843)
      11,966     Benchmark     Electronics      Inc             Bank   of  America    Merrill    Lynch       10,769
      44,022     Benchmark     Electronics      Inc             Goldman    Sachs               39,620
      58,225     Benchmark     Electronics      Inc                                 53,440
                                    HSBC
       4,396    Benchmark     Electronics      Inc             Morgan    Stanley                  879
       5,632    Benefitfocus       Inc                                     13,235
                                    HSBC
      45,518     Benefitfocus       Inc                  Morgan    Stanley               106,967
       1,644    Berkeley     Lights    Inc                Bank   of  America    Merrill    Lynch
                                                       (15,881)
       1,136    Berkeley     Lights    Inc                Barclays     Bank
                                                       (3,238)
       1,052    Berkeley     Lights    Inc                Goldman    Sachs
                                                       (10,163)
        594   Berkeley     Lights    Inc
                                    HSBC                    (4,289)
        265   Berkeley     Lights    Inc                Morgan    Stanley
                                                        (755)
           Berkshire     Hathaway     Inc  ’B’             Bank   of  America    Merrill    Lynch       35,060
      (11,533)
           Berkshire     Hathaway     Inc  ’B’             Barclays     Bank
      (11,261)                                                 (5,430)
           Berkshire     Hathaway     Inc  ’B’             Goldman    Sachs               26,154
      (8,097)
           Berkshire     Hathaway     Inc  ’B’
      (2,241)                             HSBC                   (19,183)
           Berkshire     Hathaway     Inc  ’B’             Morgan    Stanley
      (4,631)                                                 (2,408)
       1,266    Berkshire     Hathaway     Inc  ’B’             Morgan    Stanley                  658
           Berkshire     Hills   Bancorp    Inc            Bank   of  America    Merrill    Lynch
      (16,489)                                                 (9,469)
           Berkshire     Hills   Bancorp    Inc            Goldman    Sachs
      (17,699)                                                 (10,796)
      24,647     Berry   Corp                     Bank   of  America    Merrill    Lynch       17,598
      58,076     Berry   Corp                     Goldman    Sachs               37,832
      27,256     Berry   Corp                                         12,265
                                    HSBC
      23,561     Berry   Corp                     Morgan    Stanley                10,602
                                109/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           Berry   Global    Group   Inc               Bank   of  America    Merrill    Lynch        4,420
      (4,333)
           Berry   Global    Group   Inc               Barclays     Bank               9,111
      (8,135)
           Berry   Global    Group   Inc               Goldman    Sachs                8,824
      (8,670)
           Berry   Global    Group   Inc
      (2,044)                             HSBC                    (4,722)
           Berry   Global    Group   Inc               Morgan    Stanley                22,572
      (20,154)
        166   Best   Buy  Co  Inc                  Bank   of  America    Merrill    Lynch
                                                       (1,403)
           Best   Buy  Co  Inc                  Bank   of  America    Merrill    Lynch        3,634
       (430)
           Best   Buy  Co  Inc                  Barclays     Bank               19,429
      (1,641)
       9,356    Best   Buy  Co  Inc                  Goldman    Sachs
                                                       (79,058)
           Best   Buy  Co  Inc                  Goldman    Sachs               52,128
      (6,169)
           Best   Buy  Co  Inc                  Morgan    Stanley                49,894
      (4,214)
       3,333    Beyond    Air  Inc                   Bank   of  America    Merrill    Lynch
                                                        (300)
       4,870    Beyond    Air  Inc                   Goldman    Sachs
                                                        (438)
       3,283    Beyond    Air  Inc
                                    HSBC                     (164)
           Beyond    Meat   Inc                  Bank   of  America    Merrill    Lynch
      (2,355)                                                (29,579)
           Beyond    Meat   Inc                  Goldman    Sachs
      (1,592)                                                (19,996)
           Beyond    Meat   Inc                  Morgan    Stanley                1,107
       (885)
           BG  Staffing     Inc                  Bank   of  America    Merrill    Lynch
      (44,216)                                                 (94,488)
           BG  Staffing     Inc
      (7,648)                             HSBC                    (7,189)
           BG  Staffing     Inc                  Morgan    Stanley
      (4,584)                                                 (4,309)
           BGC  Partners     Inc  ’A’                Bank   of  America    Merrill    Lynch
      (89,980)                                                 (32,393)
           BGC  Partners     Inc  ’A’                Goldman    Sachs
     (127,169)                                                 (45,781)
           BGC  Partners     Inc  ’A’
     (260,976)                              HSBC                   (106,843)
           BGC  Partners     Inc  ’A’                Morgan    Stanley
     (115,897)                                                 (39,405)
        390   Big  5 Sporting     Goods   Corp              Goldman    Sachs                 605
       5,118    Big  5 Sporting     Goods   Corp              Morgan    Stanley
                                                       (3,634)
        494   Big  Lots   Inc                    Bank   of  America    Merrill    Lynch         66
       8,858    Big  Lots   Inc                                        8,548
                                    HSBC
       8,285    Big  Lots   Inc                    Morgan    Stanley                3,811
       4,007    BigCommerce      Holdings     Inc              Bank   of  America    Merrill    Lynch       55,671
        745   BigCommerce      Holdings     Inc              Barclays     Bank               3,263
        837   BigCommerce      Holdings     Inc                                  4,589
                                    HSBC
        92   Biglari    Holdings     Inc  ’A’              Bank   of  America    Merrill    Lynch        2,169
        85   Biglari    Holdings     Inc  ’A’              Goldman    Sachs                2,004
        56   Biglari    Holdings     Inc  ’A’              Morgan    Stanley                  299
       1,076    Biglari    Holdings     Inc  ’B’              Bank   of  America    Merrill    Lynch        6,822
        445   Biglari    Holdings     Inc  ’B’              Goldman    Sachs                2,821
       6,421    Biglari    Holdings     Inc  ’B’                                 34,890
                                    HSBC
        730   Biglari    Holdings     Inc  ’B’              Morgan    Stanley                2,073
           Bill.com     Holdings     Inc               Goldman    Sachs
      (2,584)                                                (57,106)
           Bill.com     Holdings     Inc
       (653)                            HSBC                   (13,850)
           Bill.com     Holdings     Inc               Morgan    Stanley
      (1,902)                                                 (6,828)
      23,561     BioCryst     Pharmaceuticals        Inc            Bank   of  America    Merrill    Lynch       10,367
      48,311     BioCryst     Pharmaceuticals        Inc                               48,794
                                    HSBC
      27,854     BioDelivery      Sciences     International       Inc       Bank   of  America    Merrill    Lynch
                                                       (4,178)
                                110/368



                                                          EDINET提出書類
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                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
      40,341     BioDelivery      Sciences     International       Inc       Goldman    Sachs
                                                       (6,051)
      152,610     BioDelivery      Sciences     International       Inc
                                    HSBC                    (3,045)
      31,303     BioDelivery      Sciences     International       Inc       Morgan    Stanley
                                                       (2,191)
       1,805    Biodesix     Inc                    Bank   of  America    Merrill    Lynch
                                                       (1,079)
      16,096     Biodesix     Inc                    Goldman    Sachs               22,437
       8,727    Biodesix     Inc                                         880
                                    HSBC
        137   Biogen    Inc                     Barclays     Bank
                                                        (362)
       1,228    Biogen    Inc                     Goldman    Sachs
                                                       (12,550)
       1,609    Biogen    Inc                                         7,208
                                    HSBC
           BioLife    Solutions     Inc               Bank   of  America    Merrill    Lynch
      (1,211)                                                 (5,236)
           BioLife    Solutions     Inc               Goldman    Sachs
      (9,020)                                                (35,719)
           BioLife    Solutions     Inc
      (7,924)                             HSBC                   (30,190)
           BioLife    Solutions     Inc               Morgan    Stanley
      (2,278)                                                 (6,173)
           BioMarin     Pharmaceutical        Inc            Bank   of  America    Merrill    Lynch
      (14,948)                                                 (41,555)
           BioMarin     Pharmaceutical        Inc            Morgan    Stanley
      (6,881)                                                (19,611)
      10,541     Biomerica     Inc                   Goldman    Sachs
                                                       (2,108)
        165   Bio-Rad    Laboratories       Inc  ’A’            Bank   of  America    Merrill    Lynch
                                                       (9,219)
        248   Bio-Rad    Laboratories       Inc  ’A’            Barclays     Bank               1,575
        609   Bio-Rad    Laboratories       Inc  ’A’            Goldman    Sachs
                                                       (35,115)
        203   Bio-Rad    Laboratories       Inc  ’A’
                                    HSBC                    (8,048)
           Bio-Rad    Laboratories       Inc  ’A’                                7,678
       (190)                            HSBC
       1,926    Bio-Rad    Laboratories       Inc  ’A’            Morgan    Stanley
                                                       (29,718)
           Bio-Rad    Laboratories       Inc  ’A’            Morgan    Stanley                15,476
      (1,003)
       5,939    BioSig    Technologies       Inc              Bank   of  America    Merrill    Lynch        3,504
       3,263    BioSig    Technologies       Inc                                   750
                                    HSBC
       2,768    BioSig    Technologies       Inc              Morgan    Stanley                  637
           Bio-Techne      Corp                   Bank   of  America    Merrill    Lynch         231
        (62)
           Bio-Techne      Corp                   Goldman    Sachs                3,210
       (838)
           Bio-Techne      Corp                                       7,007
      (1,358)                             HSBC
           Bio-Techne      Corp                   Morgan    Stanley                10,702
      (2,277)
       9,908    BioTelemetry       Inc                                     26,752
                                    HSBC
      31,352     BioTelemetry       Inc                  Morgan    Stanley                84,650
           Bioxcel    Therapeutics       Inc              Bank   of  America    Merrill    Lynch       15,566
      (2,232)
           Bioxcel    Therapeutics       Inc              Goldman    Sachs               39,387
      (4,427)
           Bioxcel    Therapeutics       Inc              Morgan    Stanley                  804
       (766)
        985   BJ’s   Restaurants      Inc               Bank   of  America    Merrill    Lynch
                                                       (4,649)
       1,036    BJ’s   Restaurants      Inc               Goldman    Sachs
                                                       (4,890)
       1,690    BJ’s   Restaurants      Inc
                                    HSBC                    (5,788)
       4,636    BJ’s   Restaurants      Inc               Morgan    Stanley
                                                       (12,285)
           BJ’s   Wholesale     Club   Holdings     Inc         Bank   of  America    Merrill    Lynch        2,053
      (2,290)
           BJ’s   Wholesale     Club   Holdings     Inc         Barclays     Bank               5,799
      (3,297)
           BJ’s   Wholesale     Club   Holdings     Inc         Goldman    Sachs                6,700
      (12,749)
           BJ’s   Wholesale     Club   Holdings     Inc
      (19,184)                              HSBC                   (60,526)
           BJ’s   Wholesale     Club   Holdings     Inc         Morgan    Stanley                10,739
      (5,213)
      10,111     Black   Diamond    Therapeutics       Inc           Bank   of  America    Merrill    Lynch        2,629
                                111/368



                                                          EDINET提出書類
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                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
       5,507    Black   Diamond    Therapeutics       Inc           Goldman    Sachs                1,432
       8,999    Black   Diamond    Therapeutics       Inc                               3,292
                                    HSBC
      26,104     Black   Hills   Corp                  Bank   of  America    Merrill    Lynch
                                                       (60,561)
           Black   Hills   Corp                  Bank   of  America    Merrill    Lynch       23,339
      (10,060)
       7,635    Black   Hills   Corp                  Barclays     Bank               2,138
      20,354     Black   Hills   Corp                  Goldman    Sachs
                                                       (47,221)
           Black   Hills   Corp                  Goldman    Sachs               46,859
      (20,198)
       5,985    Black   Hills   Corp                                      12,269
                                    HSBC
           Black   Hills   Corp
      (21,982)                              HSBC                   (45,063)
       7,369    Black   Hills   Corp                  Morgan    Stanley                2,063
           Black   Hills   Corp                  Morgan    Stanley
      (9,458)                                                 (2,648)
           Black   Knight    Inc                  Barclays     Bank
      (8,276)                                                 (6,207)
           Black   Knight    Inc                  Goldman    Sachs                2,414
       (768)
           Black   Knight    Inc
      (14,958)                              HSBC                   (75,538)
           Black   Knight    Inc                  Morgan    Stanley
      (22,415)                                                 (16,811)
           Blackbaud     Inc                   Bank   of  America    Merrill    Lynch
      (1,793)                                                 (5,791)
       4,679    Blackbaud     Inc                   Bank   of  America    Merrill    Lynch       15,113
           Blackbaud     Inc                   Goldman    Sachs
      (4,077)                                                (13,169)
       1,176    Blackbaud     Inc                   Goldman    Sachs
                                                        (765)
           Blackbaud     Inc
      (4,898)                             HSBC                   (18,221)
      13,796     Blackbaud     Inc                                       31,956
                                    HSBC
       4,941    Blackbaud     Inc                   Morgan    Stanley                1,828
           Blackline     Inc                   Bank   of  America    Merrill    Lynch
       (583)                                                (9,275)
        584   Blackline     Inc                   Barclays     Bank               5,408
           Blackline     Inc                   Goldman    Sachs
       (145)                                                (2,400)
        841   Blackline     Inc                                       15,029
                                    HSBC
           Blackline     Inc
      (13,867)                              HSBC                   (237,200)
       3,650    Blackline     Inc                   Morgan    Stanley                33,799
           Blackline     Inc                   Morgan    Stanley
      (11,692)                                                (108,267)
           Blackstone      Group   Inc  ’A’              Bank   of  America    Merrill    Lynch
      (5,110)                                                (15,126)
        613   Blackstone      Group   Inc  ’A’              Bank   of  America    Merrill    Lynch        1,814
           Blackstone      Group   Inc  ’A’              Barclays     Bank
      (2,320)                                                 (2,181)
       1,600    Blackstone      Group   Inc  ’A’              Barclays     Bank               1,504
           Blackstone      Group   Inc  ’A’
      (9,741)                             HSBC                   (39,061)
       7,281    Blackstone      Group   Inc  ’A’                                 29,197
                                    HSBC
           Blackstone      Group   Inc  ’A’              Morgan    Stanley
      (10,036)                                                 (9,434)
       8,066    Blackstone      Group   Inc  ’A’              Morgan    Stanley                7,582
      26,191     Blackstone      Mortgage     Trust   Inc  ’A’   (REIT)      Bank   of  America    Merrill    Lynch        6,548
       5,186    Blackstone      Mortgage     Trust   Inc  ’A’   (REIT)      Barclays     Bank                104
      20,942     Blackstone      Mortgage     Trust   Inc  ’A’   (REIT)      Goldman    Sachs                5,236
      36,075     Blackstone      Mortgage     Trust   Inc  ’A’   (REIT)                          36,595
                                    HSBC
      49,240     Blackstone      Mortgage     Trust   Inc  ’A’   (REIT)      Morgan    Stanley                  985
           Bloom   Energy    Corp   ’A’
      (19,519)                              HSBC                   (68,902)
           Bloomin’     Brands    Inc                Bank   of  America    Merrill    Lynch        1,204
      (2,170)
           Bloomin’     Brands    Inc                Goldman    Sachs
      (21,600)                                                 (15,660)
                                112/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           Bloomin’     Brands    Inc
      (23,753)                              HSBC                   (28,266)
           Bloomin’     Brands    Inc                Morgan    Stanley
      (35,648)                                                 (2,139)
           Blucora    Inc                    Bank   of  America    Merrill    Lynch
      (13,156)                                                 (13,814)
           Blucora    Inc                    Goldman    Sachs
      (16,743)                                                 (17,580)
           Blucora    Inc
      (27,840)                              HSBC                   (13,337)
           Blucora    Inc                    Morgan    Stanley
      (6,703)                                                 (2,413)
      23,909     Blue   Bird   Corp                   Goldman    Sachs               31,082
      33,355     Blue   Bird   Corp                                       3,002
                                    HSBC
      13,656     Blue   Bird   Corp                   Morgan    Stanley                1,229
       4,926    Bluebird     Bio  Inc                  Bank   of  America    Merrill    Lynch
                                                       (11,133)
           Bluebird     Bio  Inc                  Bank   of  America    Merrill    Lynch        8,493
      (3,758)
       4,337    Bluebird     Bio  Inc                  Barclays     Bank               6,115
       2,570    Bluebird     Bio  Inc
                                    HSBC                    (5,962)
           Bluegreen     Vacations     Corp              Bank   of  America    Merrill    Lynch
      (9,892)                                                 (1,168)
      21,277     Bluegreen     Vacations     Holding    Corp                              21,977
                                    HSBC
           BlueLinx     Holdings     Inc
      (19,555)                              HSBC                    (3,129)
           Blueprint     Medicines     Corp              Goldman    Sachs
      (5,948)                                                (49,942)
           Blueprint     Medicines     Corp
      (2,751)                             HSBC                   (21,430)
           Blueprint     Medicines     Corp              Morgan    Stanley
      (13,299)                                                (108,653)
       8,836    Bluerock     Residential      Growth    Inc  (REIT)        Bank   of  America    Merrill    Lynch        1,060
      18,348     Bluerock     Residential      Growth    Inc  (REIT)        Goldman    Sachs                2,202
       3,406    Bluerock     Residential      Growth    Inc  (REIT)                            1,805
                                    HSBC
      63,028     Bluerock     Residential      Growth    Inc  (REIT)        Morgan    Stanley                20,799
        344   Boeing    Co                     Bank   of  America    Merrill    Lynch
                                                        (938)
           Boeing    Co                     Goldman    Sachs                2,860
       (827)
       1,025    Boeing    Co                     Goldman    Sachs               13,448
           Boeing    Co
      (2,657)                             HSBC                   (96,077)
           Boeing    Co                     Morgan    Stanley
      (2,842)                                                (11,340)
       5,823    Bogota    Financial     Corp                Bank   of  America    Merrill    Lynch         926
       1,200    Bogota    Financial     Corp                                     157
                                    HSBC
      10,105     Bogota    Financial     Corp                Morgan    Stanley                1,364
           Boingo    Wireless     Inc                Bank   of  America    Merrill    Lynch
      (10,686)                                                 (2,351)
           Boingo    Wireless     Inc                Goldman    Sachs
      (19,402)                                                 (4,268)
           Boingo    Wireless     Inc
      (16,545)                              HSBC                   (10,230)
           Boingo    Wireless     Inc                Morgan    Stanley                3,167
      (20,435)
      46,788     Boise   Cascade    Co                                    148,654
                                    HSBC
      31,070     Boise   Cascade    Co                 Morgan    Stanley
                                                       (9,632)
           BOK  Financial     Corp                 Bank   of  America    Merrill    Lynch         908
       (857)
           BOK  Financial     Corp                 Barclays     Bank                540
      (7,713)
       1,693    BOK  Financial     Corp                 Barclays     Bank
                                                        (119)
           BOK  Financial     Corp                 Goldman    Sachs                2,907
      (2,742)
       1,523    BOK  Financial     Corp                 Goldman    Sachs
                                                       (1,614)
           BOK  Financial     Corp
       (578)                            HSBC                     (688)
       8,884    BOK  Financial     Corp                                     10,572
                                    HSBC
           BOK  Financial     Corp                 Morgan    Stanley                  120
      (1,711)
                                113/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
       8,812    BOK  Financial     Corp                 Morgan    Stanley
                                                        (617)
           Bonanza    Creek   Energy    Inc              Bank   of  America    Merrill    Lynch        5,611
      (14,387)
           Bonanza    Creek   Energy    Inc              Goldman    Sachs                1,971
      (5,055)
           Bonanza    Creek   Energy    Inc
      (12,634)                              HSBC                   (51,547)
           Bonanza    Creek   Energy    Inc              Morgan    Stanley                12,478
      (12,864)
           Booking    Holdings     Inc                Bank   of  America    Merrill    Lynch        2,000
        (30)
           Booking    Holdings     Inc                                   44,257
       (498)                            HSBC
           Booking    Holdings     Inc                Morgan    Stanley
       (329)                                                (3,135)
           Boot   Barn   Holdings     Inc               Bank   of  America    Merrill    Lynch
      (3,993)                                                 (6,668)
           Boot   Barn   Holdings     Inc               Goldman    Sachs
      (4,937)                                                 (8,245)
           Boot   Barn   Holdings     Inc                                  21,460
      (21,045)                              HSBC
           Booz   Allen   Hamilton     Holding    Corp          Bank   of  America    Merrill    Lynch        1,022
       (527)
           Booz   Allen   Hamilton     Holding    Corp          Barclays     Bank                975
      (2,322)
           Booz   Allen   Hamilton     Holding    Corp          Goldman    Sachs                6,334
      (3,977)
           Booz   Allen   Hamilton     Holding    Corp
      (1,056)                             HSBC                    (1,035)
           Booz   Allen   Hamilton     Holding    Corp          Morgan    Stanley                9,989
      (23,784)
      14,246     BorgWarner      Inc                   Bank   of  America    Merrill    Lynch        3,871
      22,037     BorgWarner      Inc                   Barclays     Bank
                                                       (2,424)
       1,301    BorgWarner      Inc                   Goldman    Sachs                 297
      10,039     BorgWarner      Inc                                      11,893
                                    HSBC
      29,655     BorgWarner      Inc                   Morgan    Stanley
                                                       (3,430)
        70   Boston    Beer   Co  Inc  ’A’               Barclays     Bank
                                                       (3,016)
           Boston    Beer   Co  Inc  ’A’               Barclays     Bank               2,129
       (127)
        860   Boston    Beer   Co  Inc  ’A’
                                    HSBC                   (37,049)
        261   Boston    Beer   Co  Inc  ’A’               Morgan    Stanley
                                                       (11,244)
           Boston    Beer   Co  Inc  ’A’               Morgan    Stanley                5,170
       (120)
           Boston    Omaha   Corp   ’A’               Bank   of  America    Merrill    Lynch
      (5,354)                                                (15,687)
           Boston    Omaha   Corp   ’A’               Goldman    Sachs
      (1,717)                                                 (5,031)
           Boston    Omaha   Corp   ’A’
      (28,034)                              HSBC                    (4,661)
           Boston    Omaha   Corp   ’A’               Morgan    Stanley
      (12,645)                                                 (1,265)
      29,671     Boston    Private    Financial     Holdings     Inc       Morgan    Stanley                4,154
       1,717    Boston    Properties      Inc  (REIT)             Bank   of  America    Merrill    Lynch        9,134
       1,812    Boston    Properties      Inc  (REIT)             Barclays     Bank               1,265
      11,530     Boston    Properties      Inc  (REIT)             Goldman    Sachs               55,397
      12,794     Boston    Properties      Inc  (REIT)                                162,136
                                    HSBC
      19,950     Boston    Properties      Inc  (REIT)             Morgan    Stanley                30,524
       4,462    Boston    Scientific      Corp               Barclays     Bank
                                                        (491)
       7,135    Boston    Scientific      Corp               Goldman    Sachs
                                                       (34,319)
           Boston    Scientific      Corp                                  132,235
      (26,500)                              HSBC
      22,282     Boston    Scientific      Corp
                                    HSBC                   (111,187)
           Boston    Scientific      Corp               Morgan    Stanley                1,707
      (15,517)
      24,480     Boston    Scientific      Corp               Morgan    Stanley
                                                       (2,693)
       5,221    Bottomline      Technologies       DE  Inc           Bank   of  America    Merrill    Lynch       10,390
       9,317    Bottomline      Technologies       DE  Inc           Goldman    Sachs               18,541
       6,773    Bottomline      Technologies       DE  Inc                              11,988
                                    HSBC
                                114/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
      28,798     Bottomline      Technologies       DE  Inc           Morgan    Stanley                31,966
      10,135     Box  Inc  ’A’                    Bank   of  America    Merrill    Lynch       17,230
      22,765     Box  Inc  ’A’                    Goldman    Sachs               38,701
      35,504     Box  Inc  ’A’                                        67,458
                                    HSBC
           Box  Inc  ’A’                    Morgan    Stanley
      (10,314)                                                 (14,336)
      35,478     Box  Inc  ’A’                    Morgan    Stanley                49,314
       3,739    Boyd   Gaming    Corp                  Bank   of  America    Merrill    Lynch       12,264
       6,233    Boyd   Gaming    Corp                  Barclays     Bank               5,111
       3,687    Boyd   Gaming    Corp                  Goldman    Sachs                 404
       3,278    Boyd   Gaming    Corp                                      13,765
                                    HSBC
      17,284     Boyd   Gaming    Corp                  Morgan    Stanley                14,173
           Boyd   Gaming    Corp                  Morgan    Stanley
      (31,073)                                                 (25,480)
           Brady   Corp   ’A’                   Goldman    Sachs               26,427
      (16,726)
           Brady   Corp   ’A’
      (11,094)                              HSBC                   (27,957)
           Brady   Corp   ’A’                   Morgan    Stanley                29,151
      (40,487)
      15,433     Braemar    Hotels    & Resorts    Inc  (REIT)          Goldman    Sachs               12,964
      51,705     Braemar    Hotels    & Resorts    Inc  (REIT)                             41,186
                                    HSBC
      19,948     Braemar    Hotels    & Resorts    Inc  (REIT)          Morgan    Stanley                5,984
           BrainStorm      Cell   Therapeutics       Inc          Goldman    Sachs
      (23,237)                                                 (22,012)
           BrainStorm      Cell   Therapeutics       Inc
      (20,704)                              HSBC                    (7,660)
      268,344     Brandywine      Realty    Trust   (REIT)            Bank   of  America    Merrill    Lynch       83,187
      11,460     Brandywine      Realty    Trust   (REIT)            Barclays     Bank               2,177
       4,178    Brandywine      Realty    Trust   (REIT)            Goldman    Sachs                1,295
      34,886     Brandywine      Realty    Trust   (REIT)                                52,014
                                    HSBC
       9,284    Brandywine      Realty    Trust   (REIT)            Morgan    Stanley                1,764
           Bridge    Bancorp    Inc                 Bank   of  America    Merrill    Lynch
      (34,553)                                                 (64,269)
           Bridge    Bancorp    Inc                 Goldman    Sachs
      (11,925)                                                 (22,181)
           Bridge    Bancorp    Inc
      (20,007)                              HSBC                   (27,002)
           Bridge    Bancorp    Inc                 Morgan    Stanley
      (12,178)                                                 (14,248)
       7,889    Bridgebio     Pharma    Inc                Bank   of  America    Merrill    Lynch       37,551
       4,698    Bridgebio     Pharma    Inc                Barclays     Bank               12,450
      11,857     Bridgebio     Pharma    Inc                Goldman    Sachs               56,440
      10,889     Bridgebio     Pharma    Inc                                   67,966
                                    HSBC
       1,798    Bridgebio     Pharma    Inc                Morgan    Stanley                4,765
      86,543     Bridgewater      Bancshares      Inc             Bank   of  America    Merrill    Lynch
                                                       (2,858)
      42,274     Bridgewater      Bancshares      Inc             Goldman    Sachs                2,458
       5,576    Bridgewater      Bancshares      Inc
                                    HSBC                     (231)
      49,238     Bridgewater      Bancshares      Inc             Morgan    Stanley                24,127
           Bridgford     Foods   Corp                Bank   of  America    Merrill    Lynch          5
       (125)
           Bridgford     Foods   Corp                Goldman    Sachs                  75
      (1,867)
           Bridgford     Foods   Corp                                     673
      (5,477)                             HSBC
      32,162     Briggs    & Stratton     Corp               Goldman    Sachs
                                                       (1,126)
                                                         －
       3,518    Briggs    & Stratton     Corp
                                    HSBC
                                                         －
      25,727     Briggs    & Stratton     Corpπ               Morgan    Stanley
      16,043     Brigham    Minerals     Inc  ’A’              Bank   of  America    Merrill    Lynch
                                                       (5,294)
                                115/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
      14,918     Brigham    Minerals     Inc  ’A’              Goldman    Sachs
                                                       (4,923)
      81,817     Brigham    Minerals     Inc  ’A’
                                    HSBC                   (12,424)
      16,538     Brigham    Minerals     Inc  ’A’              Morgan    Stanley
                                                       (9,096)
           Bright    Horizons     Family    Solutions     Inc        Barclays     Bank
       (359)                                                (1,271)
       2,115    Bright    Horizons     Family    Solutions     Inc        Goldman    Sachs                2,348
       3,080    Bright    Horizons     Family    Solutions     Inc
                                    HSBC                    (5,174)
       4,006    Bright    Horizons     Family    Solutions     Inc        Morgan    Stanley                14,181
           Bright    Horizons     Family    Solutions     Inc        Morgan    Stanley
      (1,062)                                                 (3,759)
           Brightcove      Inc                   Bank   of  America    Merrill    Lynch
      (4,017)                                                (12,774)
           Brightcove      Inc                   Goldman    Sachs
      (11,078)                                                 (35,228)
           Brightcove      Inc
      (19,102)                              HSBC                   (57,320)
           Brightcove      Inc                   Morgan    Stanley
      (34,348)                                                 (77,970)
       1,723    Brighthouse      Financial     Inc             Bank   of  America    Merrill    Lynch        3,687
      10,074     Brighthouse      Financial     Inc             Goldman    Sachs               21,559
      13,728     Brighthouse      Financial     Inc                                 8,051
                                    HSBC
      40,879     Brighthouse      Financial     Inc             Morgan    Stanley
                                                       (3,679)
       5,304    Brightsphere       Investment      Group   Inc         Goldman    Sachs                 318
      13,174     Brightsphere       Investment      Group   Inc
                                    HSBC                    (1,976)
           BrightView      Holdings     Inc              Bank   of  America    Merrill    Lynch       11,909
      (23,732)
           BrightView      Holdings     Inc              Goldman    Sachs                6,072
      (9,114)
           BrightView      Holdings     Inc                                  4,635
      (9,089)                             HSBC
           BrightView      Holdings     Inc              Morgan    Stanley                5,978
      (11,722)
           Brinker    International       Inc             Bank   of  America    Merrill    Lynch
      (2,166)                                                 (2,967)
           Brinker    International       Inc
      (12,895)                              HSBC                   (15,523)
           Brinker    International       Inc             Morgan    Stanley
      (5,695)                                                 (9,966)
           Brink’s     Co
      (6,169)                             HSBC                   (90,438)
           Brink’s     Co                    Morgan    Stanley                7,477
      (7,629)
       1,283    Brink’s     Co                    Morgan    Stanley
                                                       (1,257)
           Bristol-Myers       Squibb    Co              Bank   of  America    Merrill    Lynch
      (1,356)                                                 (1,609)
       8,867    Bristol-Myers       Squibb    Co              Barclays     Bank               9,842
           Bristol-Myers       Squibb    Co              Goldman    Sachs                2,764
      (5,042)
      19,203     Bristol-Myers       Squibb    Co              Goldman    Sachs
                                                       (28,228)
           Bristol-Myers       Squibb    Co                                  2,036
      (1,939)                             HSBC
           Bristol-Myers       Squibb    Co              Morgan    Stanley
      (19,287)                                                 (21,409)
        825   Bristol-Myers       Squibb    Co              Morgan    Stanley                  355
           Bristow    Group   Inc                 Bank   of  America    Merrill    Lynch
      (8,331)                                                 (5,082)
           Bristow    Group   Inc                 Goldman    Sachs
      (6,861)                                                 (4,185)
           Bristow    Group   Inc                                     1,965
      (3,275)                             HSBC
           Bristow    Group   Inc                 Morgan    Stanley                2,386
      (3,976)
      31,376     Brixmor    Property     Group   Inc  (REIT)           Bank   of  America    Merrill    Lynch
                                                       (19,767)
      18,569     Brixmor    Property     Group   Inc  (REIT)           Barclays     Bank
                                                       (24,140)
           Brixmor    Property     Group   Inc  (REIT)           Barclays     Bank               2,389
      (2,041)
      44,128     Brixmor    Property     Group   Inc  (REIT)           Goldman    Sachs
                                                       (27,801)
      21,734     Brixmor    Property     Group   Inc  (REIT)                              34,557
                                    HSBC
           Brixmor    Property     Group   Inc  (REIT)           Morgan    Stanley                18,847
      (14,498)
                                116/368



                                                          EDINET提出書類
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                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           Broadcom     Inc                    Bank   of  America    Merrill    Lynch
       (245)                                                (3,491)
           Broadcom     Inc                    Barclays     Bank
      (5,687)                                                (45,837)
           Broadcom     Inc                    Goldman    Sachs
       (753)                                                (8,166)
           Broadcom     Inc
      (1,856)                             HSBC                   (36,229)
           Broadcom     Inc                    Morgan    Stanley
      (4,926)                                                (39,704)
      11,514     Broadmark     Realty    Capital    Inc  (REIT)          Bank   of  America    Merrill    Lynch
                                                        (911)
       3,496    Broadmark     Realty    Capital    Inc  (REIT)          Goldman    Sachs                 345
      46,926     Broadmark     Realty    Capital    Inc  (REIT)                              5,506
                                    HSBC
       7,239    Broadmark     Realty    Capital    Inc  (REIT)          Morgan    Stanley                  869
        396   Broadridge      Financial     Solutions     Inc         Barclays     Bank                112
           Broadridge      Financial     Solutions     Inc         Goldman    Sachs                5,674
      (4,024)
        129   Broadridge      Financial     Solutions     Inc                              68
                                    HSBC
       7,064    Broadridge      Financial     Solutions     Inc         Morgan    Stanley
                                                       (3,391)
           Brookdale     Senior    Living    Inc
      (25,865)                              HSBC                   (13,191)
           Brookdale     Senior    Living    Inc            Morgan    Stanley
     (146,244)                                                 (33,636)
       1,250    Brookfield      Property     Inc  ’A’   (Reit)
                                    HSBC                    (1,355)
       2,700    Brookfield      Property     Inc  ’A’   (Reit)         Morgan    Stanley
                                                       (2,535)
           Brookline     Bancorp    Inc               Bank   of  America    Merrill    Lynch       16,989
      (53,933)
           Brookline     Bancorp    Inc
      (50,715)                              HSBC                    (6,978)
           Brookline     Bancorp    Inc               Morgan    Stanley                11,658
      (93,265)
           Brooks    Automation      Inc               Barclays     Bank
      (4,541)                                                (18,119)
           Brooks    Automation      Inc               Goldman    Sachs
      (10,060)                                                 (22,937)
      13,416     Brooks    Automation      Inc               Goldman    Sachs               30,588
           Brooks    Automation      Inc
      (8,842)                             HSBC                   (104,601)
       1,821    Brooks    Automation      Inc                                   7,266
                                    HSBC
           Brooks    Automation      Inc               Morgan    Stanley
      (10,299)                                                 (41,093)
      19,145     Brown   & Brown   Inc                 Barclays     Bank
                                                       (24,697)
      26,556     Brown   & Brown   Inc                 Goldman    Sachs
                                                       (64,797)
      45,500     Brown   & Brown   Inc
                                    HSBC                   (31,744)
      29,703     Brown   & Brown   Inc                 Morgan    Stanley
                                                       (38,317)
       6,803    Brown-Forman       Corp   ’A’               Bank   of  America    Merrill    Lynch        1,361
       9,119    Brown-Forman       Corp   ’A’               Barclays     Bank               11,034
       8,457    Brown-Forman       Corp   ’A’               Goldman    Sachs                1,692
      10,856     Brown-Forman       Corp   ’A’                                   34,956
                                    HSBC
      14,797     Brown-Forman       Corp   ’A’               Morgan    Stanley                17,904
       9,734    Brown-Forman       Corp   ’B’               Bank   of  America    Merrill    Lynch        2,434
       9,630    Brown-Forman       Corp   ’B’               Goldman    Sachs                2,408
      13,708     Brown-Forman       Corp   ’B’                                   61,275
                                    HSBC
      37,923     Brown-Forman       Corp   ’B’               Morgan    Stanley                51,197
       1,329    BRP  Group   Inc  ’A’                 Bank   of  America    Merrill    Lynch
                                                       (3,376)
       4,412    BRP  Group   Inc  ’A’                 Goldman    Sachs
                                                       (9,308)
      21,687     BRP  Group   Inc  ’A’
                                    HSBC                   (29,582)
       5,298    BRP  Group   Inc  ’A’                 Morgan    Stanley
                                                       (8,159)
       7,678    BRT  Apartments      Corp   (REIT)              Bank   of  America    Merrill    Lynch
                                                       (2,918)
      27,912     BRT  Apartments      Corp   (REIT)              Goldman    Sachs
                                                       (10,607)
                                117/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
      25,734     BRT  Apartments      Corp   (REIT)                                  9,478
                                    HSBC
      19,952     BRT  Apartments      Corp   (REIT)              Morgan    Stanley                4,190
           Bruker    Corp                     Bank   of  America    Merrill    Lynch
      (1,943)                                                  (933)
       3,265    Bruker    Corp                     Bank   of  America    Merrill    Lynch        1,567
       6,778    Bruker    Corp                     Barclays     Bank
                                                       (10,913)
           Bruker    Corp
      (9,334)                             HSBC                   (19,321)
           Bruker    Corp                     Morgan    Stanley                11,502
      (7,144)
           Brunswick     Corp                   Bank   of  America    Merrill    Lynch
      (2,860)                                                (10,296)
           Brunswick     Corp                   Barclays     Bank               16,059
      (6,776)
           Brunswick     Corp                   Morgan    Stanley                53,436
      (22,547)
      13,100     Bryn   Mawr   Bank   Corp                 Bank   of  America    Merrill    Lynch
                                                       (3,254)
      26,284     Bryn   Mawr   Bank   Corp                 Goldman    Sachs
                                                       (5,964)
      51,147     Bryn   Mawr   Bank   Corp                                    18,829
                                    HSBC
      19,994     Bryn   Mawr   Bank   Corp                 Morgan    Stanley
                                                       (2,199)
      22,455     Buckle    Inc                     Morgan    Stanley
                                                       (16,617)
       4,739    Builders     FirstSource      Inc              Bank   of  America    Merrill    Lynch        8,501
       8,685    Builders     FirstSource      Inc              Barclays     Bank               8,946
      11,335     Builders     FirstSource      Inc              Goldman    Sachs               22,103
       8,487    Builders     FirstSource      Inc                                 16,725
                                    HSBC
           Builders     FirstSource      Inc
      (9,842)                             HSBC                   (55,115)
           Builders     FirstSource      Inc              Morgan    Stanley
      (4,253)                                                 (4,381)
      36,007     Builders     FirstSource      Inc              Morgan    Stanley                37,087
           Burlington      Stores    Inc               Barclays     Bank              141,037
      (14,510)
           Burlington      Stores    Inc               Goldman    Sachs                1,412
       (224)
           Burlington      Stores    Inc               Morgan    Stanley                35,031
      (3,604)
           Business     First   Bancshares      Inc           Bank   of  America    Merrill    Lynch
      (6,930)                                                  (693)
           Business     First   Bancshares      Inc           Goldman    Sachs
      (1,300)                                                  (130)
           Business     First   Bancshares      Inc
      (6,929)                             HSBC                    (7,137)
           Business     First   Bancshares      Inc           Morgan    Stanley
      (3,364)                                                 (2,691)
       2,248    BWX  Technologies       Inc                Bank   of  America    Merrill    Lynch        3,170
       7,920    BWX  Technologies       Inc                Goldman    Sachs               11,134
       4,471    BWX  Technologies       Inc                                   11,124
                                    HSBC
           BWX  Technologies       Inc                Morgan    Stanley
      (9,667)                                                 (8,604)
       2,907    BWX  Technologies       Inc                Morgan    Stanley                2,587
           Byline    Bancorp    Inc                 Goldman    Sachs
      (33,618)                                                 (10,758)
           Byline    Bancorp    Inc
      (21,518)                              HSBC                    (3,658)
           Byline    Bancorp    Inc                 Morgan    Stanley
      (49,496)                                                 (31,182)
           C&F  Financial     Corp                 Bank   of  America    Merrill    Lynch
      (3,044)                                                 (5,997)
           C&F  Financial     Corp                 Goldman    Sachs
      (1,063)                                                  (881)
           C&F  Financial     Corp                                     2,154
      (4,652)                             HSBC
           C&F  Financial     Corp                 Morgan    Stanley                4,216
      (1,961)
           Cabaletta     Bio  Inc                 Bank   of  America    Merrill    Lynch
      (6,612)                                                 (7,604)
           Cabaletta     Bio  Inc
      (1,927)                             HSBC                    (4,027)
           Cabaletta     Bio  Inc                 Morgan    Stanley
      (1,646)                                                 (1,350)
        531   Cable   One  Inc                   Bank   of  America    Merrill    Lynch
                                                       (29,141)
                                118/368



                                                          EDINET提出書類
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                                                有価証券報告書（内国投資信託受益証券）
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                                                     （損）
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                                                    （米ドル）
           米国（続き）
        165   Cable   One  Inc                                       12,273
                                    HSBC
        251   Cable   One  Inc                   Morgan    Stanley                2,098
           Cabot   Corp                     Bank   of  America    Merrill    Lynch
      (5,799)                                                 (4,639)
           Cabot   Corp                     Barclays     Bank               5,937
      (5,709)
       7,660    Cabot   Corp                     Barclays     Bank
                                                       (7,966)
           Cabot   Corp                     Goldman    Sachs
      (2,564)                                                 (2,051)
           Cabot   Corp
      (8,639)                             HSBC                    (1,469)
       9,128    Cabot   Corp                                         1,552
                                    HSBC
           Cabot   Corp                     Morgan    Stanley                12,892
      (12,396)
      11,133     Cabot   Corp                     Morgan    Stanley
                                                       (10,515)
           Cabot   Oil  & Gas  Corp                Barclays     Bank
      (7,341)                                                 (1,101)
       7,991    Cabot   Oil  & Gas  Corp                Barclays     Bank               1,199
           Cabot   Oil  & Gas  Corp                Goldman    Sachs
      (8,361)                                                 (6,104)
       1,779    Cabot   Oil  & Gas  Corp                Goldman    Sachs                1,189
           Cabot   Oil  & Gas  Corp
      (9,761)                             HSBC                   (11,030)
       1,817    Cabot   Oil  & Gas  Corp                                    2,053
                                    HSBC
           Cabot   Oil  & Gas  Corp                Morgan    Stanley
      (8,135)                                                 (1,220)
       2,817    CACI   International       Inc  ’A’             Bank   of  America    Merrill    Lynch
                                                       (3,183)
       1,217    CACI   International       Inc  ’A’             Barclays     Bank
                                                        (974)
       2,368    CACI   International       Inc  ’A’             Goldman    Sachs
                                                       (2,676)
       1,230    CACI   International       Inc  ’A’                                 5,474
                                    HSBC
       3,565    CACI   International       Inc  ’A’             Morgan    Stanley
                                                       (2,852)
           Cactus    Inc  ’A’                   Bank   of  America    Merrill    Lynch         429
      (4,293)
           Cactus    Inc  ’A’
      (25,608)                              HSBC                   (29,193)
           Cactus    Inc  ’A’                   Morgan    Stanley
      (15,469)                                                 (2,475)
           Cadence    BanCorp                    Goldman    Sachs                3,389
      (24,210)
           Cadence    BanCorp
      (11,284)                              HSBC                    (5,102)
           Cadence    BanCorp                    Morgan    Stanley
      (20,086)                                                   －
        489   Cadence    Design    Systems    Inc             Bank   of  America    Merrill    Lynch        1,280
        363   Cadence    Design    Systems    Inc             Barclays     Bank               2,073
           Cadence    Design    Systems    Inc             Barclays     Bank
      (3,486)                                                (19,905)
       5,280    Cadence    Design    Systems    Inc             Goldman    Sachs               29,732
      35,804     Cadence    Design    Systems    Inc             Morgan    Stanley               204,441
           Cadiz   Inc
     (171,258)                              HSBC                   (19,594)
       7,847    Caesars    Entertainment       Inc             Barclays     Bank               14,849
      16,699     Caesars    Entertainment       Inc             Goldman    Sachs               98,024
           CAI  International       Inc
      (9,459)                             HSBC                   (19,864)
           CAI  International       Inc               Morgan    Stanley                4,762
      (26,454)
           CalAmp    Corp                     Bank   of  America    Merrill    Lynch
      (3,084)                                                 (1,604)
           CalAmp    Corp                     Goldman    Sachs
      (5,243)                                                 (2,726)
           CalAmp    Corp
      (18,875)                              HSBC                   (13,264)
           CalAmp    Corp                     Morgan    Stanley
      (37,821)                                                 (1,891)
       6,144    Calavo    Growers    Inc                 Bank   of  America    Merrill    Lynch
                                                       (1,222)
       9,267    Calavo    Growers    Inc                 Goldman    Sachs
                                                       (1,390)
       2,916    Calavo    Growers    Inc                                      671
                                    HSBC
                                119/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
      10,681     Calavo    Growers    Inc                 Morgan    Stanley                2,457
           Caleres    Inc                    Bank   of  America    Merrill    Lynch         689
      (2,754)
           Caleres    Inc                    Goldman    Sachs                7,434
      (29,737)
           Caleres    Inc
      (4,206)                             HSBC                    (5,173)
           Caleres    Inc                    Morgan    Stanley                12,938
      (16,803)
       2,018    California      BanCorp                   Bank   of  America    Merrill    Lynch
                                                       (1,292)
       3,495    California      BanCorp                   Goldman    Sachs
                                                       (1,632)
      10,436     California      BanCorp                                       4,612
                                    HSBC
        237   California      BanCorp                   Morgan    Stanley                  50
           California      Resources     Corp              Bank   of  America    Merrill    Lynch
      (16,379)                                                 (93,210)
           California      Water   Service    Group            Goldman    Sachs               15,446
      (4,413)
           California      Water   Service    Group                                5,976
      (9,797)                             HSBC
           California      Water   Service    Group            Morgan    Stanley                24,757
      (48,544)
      16,444     Calithera     Biosciences      Inc             Bank   of  America    Merrill    Lynch        3,289
      25,605     Calithera     Biosciences      Inc             Goldman    Sachs                5,121
       8,858    Calithera     Biosciences      Inc                                 3,518
                                    HSBC
       4,594    Calithera     Biosciences      Inc             Morgan    Stanley
                                                        (827)
       6,457    Calix   Inc                     Bank   of  America    Merrill    Lynch
                                                       (10,848)
      32,706     Calix   Inc                     Goldman    Sachs
                                                       (54,946)
       2,462    Calix   Inc                                         1,083
                                    HSBC
       3,174    Calix   Inc                     Morgan    Stanley                1,397
           Callaway     Golf   Co                 Morgan    Stanley
      (30,551)                                                 (43,382)
      47,090     Callon    Petroleum     Co                Morgan    Stanley                3,296
           Cal-Maine     Foods   Inc                Bank   of  America    Merrill    Lynch       35,352
      (21,043)
           Cal-Maine     Foods   Inc                Goldman    Sachs                8,578
      (6,338)
           Cal-Maine     Foods   Inc
      (19,932)                              HSBC                    (1,773)
           Cal-Maine     Foods   Inc                Morgan    Stanley
      (1,999)                                                  (160)
           Calyxt    Inc
      (26,477)                              HSBC                     (554)
           Cambridge     Bancorp                   Bank   of  America    Merrill    Lynch        2,663
      (8,878)
           Cambridge     Bancorp                   Goldman    Sachs                2,375
      (7,915)
           Cambridge     Bancorp
      (13,071)                              HSBC                   (44,223)
           Cambridge     Bancorp                   Morgan    Stanley
      (3,918)                                                 (7,836)
      24,264     Camden    National     Corp                Bank   of  America    Merrill    Lynch
                                                       (30,087)
      17,970     Camden    National     Corp                Goldman    Sachs
                                                       (22,283)
      38,221     Camden    National     Corp
                                    HSBC                    (7,525)
      20,120     Camden    National     Corp                Morgan    Stanley
                                                       (9,859)
       4,922    Camden    Property     Trust   (REIT)             Barclays     Bank
                                                       (1,427)
       9,466    Camden    Property     Trust   (REIT)             Goldman    Sachs
                                                       (32,279)
      17,194     Camden    Property     Trust   (REIT)
                                    HSBC                    (8,143)
      27,241     Camden    Property     Trust   (REIT)             Morgan    Stanley
                                                       (7,900)
           Campbell     Soup   Co                 Bank   of  America    Merrill    Lynch        4,895
      (12,370)
           Campbell     Soup   Co                 Barclays     Bank
      (1,594)                                                  (112)
        792   Campbell     Soup   Co                 Barclays     Bank                 55
           Campbell     Soup   Co                 Goldman    Sachs                1,132
      (2,618)
       4,128    Campbell     Soup   Co                 Goldman    Sachs
                                                       (2,972)
                                120/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
       3,592    Campbell     Soup   Co                                     3,200
                                    HSBC
           Campbell     Soup   Co                 Morgan    Stanley
      (14,813)                                                 (1,037)
      13,226     Campbell     Soup   Co                 Morgan    Stanley                  926
       3,086    Camping    World   Holdings     Inc  ’A’           Barclays     Bank
                                                       (2,469)
       9,042    Camping    World   Holdings     Inc  ’A’           Goldman    Sachs               16,457
       8,525    Camping    World   Holdings     Inc  ’A’                              52,429
                                    HSBC
      10,586     Camping    World   Holdings     Inc  ’A’           Morgan    Stanley
                                                       (8,469)
           Cannae    Holdings     Inc                Bank   of  America    Merrill    Lynch
      (7,466)                                                 (3,733)
           Cannae    Holdings     Inc                Goldman    Sachs
      (22,944)                                                 (11,472)
           Cannae    Holdings     Inc
      (25,438)                              HSBC                   (14,497)
           Cannae    Holdings     Inc                Morgan    Stanley
      (21,989)                                                 (16,052)
       4,576    Cantel    Medical    Corp                 Bank   of  America    Merrill    Lynch       10,936
       5,725    Cantel    Medical    Corp                 Goldman    Sachs               13,683
       6,273    Cantel    Medical    Corp                                     5,897
                                    HSBC
       4,178    Cantel    Medical    Corp                 Morgan    Stanley                3,927
           Capital    Bancorp    Inc                Bank   of  America    Merrill    Lynch        1,332
      (3,506)
           Capital    Bancorp    Inc                Goldman    Sachs                 380
      (1,000)
           Capital    Bancorp    Inc                                    1,852
      (5,447)                             HSBC
           Capital    Bancorp    Inc                Morgan    Stanley                1,896
      (5,576)
      46,204     Capital    City   Bank   Group   Inc            Bank   of  America    Merrill    Lynch       38,301
      48,744     Capital    City   Bank   Group   Inc            Goldman    Sachs               40,555
      44,811     Capital    City   Bank   Group   Inc                                65,473
                                    HSBC
      60,154     Capital    City   Bank   Group   Inc            Morgan    Stanley                65,568
       8,917    Capital    One  Financial     Corp             Bank   of  America    Merrill    Lynch        6,444
       5,478    Capital    One  Financial     Corp             Barclays     Bank               4,985
       8,628    Capital    One  Financial     Corp             Morgan    Stanley                7,851
           Capital    Senior    Living    Corp             Bank   of  America    Merrill    Lynch
     (144,561)                                                 (36,863)
      25,295     Capitol    Federal    Financial     Inc           Goldman    Sachs
                                                       (13,659)
      78,007     Capitol    Federal    Financial     Inc                               37,763
                                    HSBC
      49,239     Capitol    Federal    Financial     Inc           Morgan    Stanley
                                                       (6,893)
      28,209     Capstar    Financial     Holdings     Inc           Bank   of  America    Merrill    Lynch
                                                       (4,231)
      31,368     Capstar    Financial     Holdings     Inc           Goldman    Sachs
                                                       (4,705)
      48,565     Capstar    Financial     Holdings     Inc                              20,450
                                    HSBC
      50,452     Capstar    Financial     Holdings     Inc           Morgan    Stanley
                                                       (7,568)
           Capstead     Mortgage     Corp   (REIT)             Bank   of  America    Merrill    Lynch        4,323
     (125,446)
           Capstead     Mortgage     Corp   (REIT)             Goldman    Sachs                 311
      (10,365)
           Capstead     Mortgage     Corp   (REIT)
      (60,751)                              HSBC                   (29,084)
           Capstead     Mortgage     Corp   (REIT)             Morgan    Stanley                3,082
      (34,244)
      13,860     Cara   Therapeutics       Inc               Bank   of  America    Merrill    Lynch
                                                       (12,751)
       8,229    Cara   Therapeutics       Inc               Goldman    Sachs
                                                       (7,571)
      11,988     Cara   Therapeutics       Inc                                   1,719
                                    HSBC
      21,440     Cara   Therapeutics       Inc               Morgan    Stanley
                                                       (4,502)
           Cardiff    Oncology     Inc                Bank   of  America    Merrill    Lynch
      (7,053)                                                (44,011)
           Cardiff    Oncology     Inc                Goldman    Sachs
      (13,851)                                                 (86,430)
       5,741    Cardinal     Health    Inc                Bank   of  America    Merrill    Lynch
                                                       (22,505)
                                121/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
       7,251    Cardinal     Health    Inc                Barclays     Bank               16,387
           Cardinal     Health    Inc                Barclays     Bank
      (2,079)                                                 (4,699)
           Cardinal     Health    Inc                Goldman    Sachs               24,169
      (7,875)
       8,916    Cardinal     Health    Inc
                                    HSBC                    (7,668)
           Cardinal     Health    Inc                                    5,863
      (6,818)                             HSBC
      12,986     Cardinal     Health    Inc                Morgan    Stanley                29,348
      20,065     Cardiovascular        Systems    Inc             Goldman    Sachs
                                                       (20,868)
      16,908     Cardiovascular        Systems    Inc
                                    HSBC                    (1,014)
      12,721     Cardiovascular        Systems    Inc             Morgan    Stanley
                                                        (763)
       2,502    Cardlytics      Inc                   Bank   of  America    Merrill    Lynch        9,182
       2,107    Cardlytics      Inc                   Goldman    Sachs                7,733
           CareDx    Inc                     Goldman    Sachs
      (2,062)                                                 (3,340)
           CareDx    Inc
      (8,302)                             HSBC                   (35,577)
           CareDx    Inc                     Morgan    Stanley                21,366
      (7,393)
           CareTrust     Inc  (REIT)                 Bank   of  America    Merrill    Lynch
      (12,365)                                                 (1,532)
           CareTrust     Inc  (REIT)                 Goldman    Sachs
      (8,810)                                                 (1,816)
           CareTrust     Inc  (REIT)
      (35,530)                              HSBC                   (29,653)
           Cargurus     Inc                    Bank   of  America    Merrill    Lynch
      (47,195)                                                (126,483)
           Cargurus     Inc                    Goldman    Sachs
      (50,600)                                                (135,608)
      17,566     Cargurus     Inc                                       34,516
                                    HSBC
       3,245    Carlisle     Cos  Inc                  Barclays     Bank
                                                       (1,623)
       3,424    Carlisle     Cos  Inc                  Goldman    Sachs               14,963
       4,587    Carlisle     Cos  Inc                                     25,320
                                    HSBC
       2,124    Carlisle     Cos  Inc                  Morgan    Stanley
                                                       (1,062)
           Carlyle    Group   Inc                 Bank   of  America    Merrill    Lynch
      (10,031)                                                 (1,505)
           Carlyle    Group   Inc                 Barclays     Bank
      (43,082)                                                 (36,189)
       7,601    Carlyle    Group   Inc                 Barclays     Bank               6,385
       1,286    Carlyle    Group   Inc                                     1,209
                                    HSBC
           Carlyle    Group   Inc                 Morgan    Stanley
      (1,002)                                                  (842)
       3,150    Carlyle    Group   Inc                 Morgan    Stanley                2,646
       3,432    CarMax    Inc                     Bank   of  America    Merrill    Lynch
                                                       (11,566)
        811   CarMax    Inc                     Barclays     Bank
                                                       (1,800)
        846   CarMax    Inc                     Goldman    Sachs
                                                        (965)
        88   CarMax    Inc
                                    HSBC                     (154)
      37,175     CarMax    Inc                     Morgan    Stanley
                                                       (81,890)
           CarParts.com       Inc
      (39,972)                              HSBC                   (49,166)
      25,371     Carpenter     Technology      Corp              Goldman    Sachs
                                                       (3,298)
      18,137     Carpenter     Technology      Corp                                 32,049
                                    HSBC
       9,942    Carpenter     Technology      Corp              Morgan    Stanley
                                                       (14,416)
      29,717     Carriage     Services     Inc               Goldman    Sachs
                                                       (29,717)
           Carrier    Global    Corp                 Barclays     Bank               1,842
      (2,791)
           Carrier    Global    Corp                                     1,876
      (2,719)                             HSBC
           Carrier    Global    Corp                 Morgan    Stanley                11,662
      (17,670)
           Carrols    Restaurant      Group   Inc            Bank   of  America    Merrill    Lynch
      (15,763)                                                 (21,595)
           Carrols    Restaurant      Group   Inc
      (57,270)                              HSBC                   (58,988)
                                122/368



                                                          EDINET提出書類
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                                                有価証券報告書（内国投資信託受益証券）
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                                                    （米ドル）
           米国（続き）
           Carrols    Restaurant      Group   Inc            Morgan    Stanley
      (36,850)                                                 (25,795)
           Cars.com     Inc                    Bank   of  America    Merrill    Lynch
      (11,768)                                                 (22,712)
           Cars.com     Inc
      (43,319)                              HSBC                    (8,231)
           Carter    Bankshares      Inc
      (3,445)                             HSBC                    (5,753)
           Carter    Bankshares      Inc               Morgan    Stanley
      (54,486)                                                (137,305)
        213   Carter’s     Inc                   Bank   of  America    Merrill    Lynch         887
           Carter’s     Inc                   Bank   of  America    Merrill    Lynch
      (2,700)                                                (17,901)
           Carter’s     Inc                   Barclays     Bank
      (1,408)                                                 (1,211)
           Carter’s     Inc                   Goldman    Sachs
      (1,013)                                                 (6,716)
      15,740     Carter’s     Inc                   Morgan    Stanley                13,536
           Carvana    Co                    Bank   of  America    Merrill    Lynch
       (152)                                                (5,285)
           Carvana    Co                    Barclays     Bank
      (2,511)                                                (12,164)
           Carvana    Co                    Goldman    Sachs
       (640)                                               (22,252)
           Carvana    Co                    Morgan    Stanley
       (548)                                                (2,576)
      20,187     Casa   Systems    Inc                  Bank   of  America    Merrill    Lynch       10,094
      56,552     Casa   Systems    Inc                  Goldman    Sachs               28,276
      63,743     Casa   Systems    Inc                                      2,668
                                    HSBC
      35,945     Casa   Systems    Inc                  Morgan    Stanley
                                                       (4,673)
           Casella    Waste   Systems    Inc  ’A’           Bank   of  America    Merrill    Lynch        2,033
      (1,295)
           Casella    Waste   Systems    Inc  ’A’           Goldman    Sachs               20,203
      (12,868)
           Casella    Waste   Systems    Inc  ’A’                               7,554
      (43,237)                              HSBC
           Casella    Waste   Systems    Inc  ’A’           Morgan    Stanley                50,378
      (36,772)
        83   Casey’s     General    Stores    Inc            Bank   of  America    Merrill    Lynch
                                                        (348)
       2,016    Casey’s     General    Stores    Inc            Barclays     Bank
                                                       (5,826)
       2,360    Casey’s     General    Stores    Inc            Goldman    Sachs
                                                       (26,406)
      12,165     Casey’s     General    Stores    Inc
                                    HSBC                   (145,980)
           CASI   Pharmaceuticals        Inc
      (38,487)                              HSBC                    (6,543)
           CASI   Pharmaceuticals        Inc              Morgan    Stanley
      (82,335)                                                 (13,997)
      15,179     Casper    Sleep   Inc                  Bank   of  America    Merrill    Lynch
                                                       (2,580)
      17,497     Casper    Sleep   Inc                  Goldman    Sachs
                                                       (2,974)
       9,362    Casper    Sleep   Inc                                      1,966
                                    HSBC
           Cass   Information      Systems    Inc            Bank   of  America    Merrill    Lynch
      (6,391)                                                 (1,214)
           Cass   Information      Systems    Inc            Goldman    Sachs
      (15,448)                                                 (2,935)
           Cass   Information      Systems    Inc
      (35,899)                              HSBC                   (26,825)
           Cass   Information      Systems    Inc            Morgan    Stanley
      (23,716)                                                 (6,403)
           Cassava    Sciences     Inc                                   12,579
      (27,914)                              HSBC
           Castle    Biosciences      Inc               Goldman    Sachs               51,432
      (9,741)
           Castle    Biosciences      Inc               Morgan    Stanley                16,276
      (7,466)
      174,269     Castlight     Health    Inc  ’B’              Bank   of  America    Merrill    Lynch        6,971
      54,165     Castlight     Health    Inc  ’B’              Goldman    Sachs                2,167
      94,454     Castlight     Health    Inc  ’B’                                 18,891
                                    HSBC
      187,668     Castlight     Health    Inc  ’B’              Morgan    Stanley
                                                       (18,767)
       2,833    Catalent     Inc                                       10,844
                                    HSBC
       5,499    Catalent     Inc                    Morgan    Stanley
                                                       (9,568)
      20,581     Catalyst     Biosciences      Inc              Bank   of  America    Merrill    Lynch
                                                        (617)
                                123/368



                                                          EDINET提出書類
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                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
      43,689     Catalyst     Biosciences      Inc                                 14,837
                                    HSBC
       8,548    Catalyst     Biosciences      Inc              Morgan    Stanley                2,137
           Catalyst     Pharmaceuticals        Inc            Bank   of  America    Merrill    Lynch
      (45,725)                                                 (14,175)
           Catalyst     Pharmaceuticals        Inc            Goldman    Sachs
      (29,942)                                                 (9,282)
           Catalyst     Pharmaceuticals        Inc
     (122,159)                              HSBC                   (33,263)
           Catalyst     Pharmaceuticals        Inc            Morgan    Stanley
      (29,461)                                                 (6,776)
           CatchMark     Timber    Trust   Inc  ’A’   (REIT)        Bank   of  America    Merrill    Lynch         339
      (11,303)
           CatchMark     Timber    Trust   Inc  ’A’   (REIT)        Goldman    Sachs                5,050
     (168,321)
           CatchMark     Timber    Trust   Inc  ’A’   (REIT)
      (31,351)                              HSBC                    (9,043)
           CatchMark     Timber    Trust   Inc  ’A’   (REIT)        Morgan    Stanley                12,888
      (49,571)
           Caterpillar      Inc                  Bank   of  America    Merrill    Lynch
       (385)                                                 (856)
           Caterpillar      Inc                  Barclays     Bank                 55
       (307)
           Caterpillar      Inc                  Goldman    Sachs
      (4,718)                                                 (2,351)
           Caterpillar      Inc                  Morgan    Stanley                8,535
      (16,104)
       8,971    Cathay    General    Bancorp                 Bank   of  America    Merrill    Lynch         404
      17,843     Cathay    General    Bancorp                 Goldman    Sachs                 803
      106,286     Cathay    General    Bancorp                                    60,434
                                    HSBC
      54,116     Cathay    General    Bancorp                 Morgan    Stanley                9,200
      32,551     Cato   Corp   ’A’                   Bank   of  America    Merrill    Lynch       10,742
           Cavco   Industries      Inc                Bank   of  America    Merrill    Lynch        3,775
       (316)
           Cavco   Industries      Inc                Goldman    Sachs               24,594
      (1,932)
           Cavco   Industries      Inc                                   36,933
      (4,603)                             HSBC
           Cavco   Industries      Inc                Morgan    Stanley                52,649
      (3,734)
       4,252    CB  Financial     Services     Inc             Goldman    Sachs
                                                       (4,039)
       5,929    CB  Financial     Services     Inc
                                    HSBC                     (296)
       6,510    CB  Financial     Services     Inc             Morgan    Stanley
                                                        (326)
       1,092    CBIZ   Inc                      Bank   of  America    Merrill    Lynch         350
      21,537     CBIZ   Inc                      Goldman    Sachs
                                                       (15,507)
      31,767     CBIZ   Inc
                                    HSBC                     (307)
      18,748     CBIZ   Inc                      Morgan    Stanley
                                                       (1,312)
           Cboe   Global    Markets    Inc              Barclays     Bank               7,341
      (3,337)
           Cboe   Global    Markets    Inc              Goldman    Sachs
      (2,572)                                                 (5,555)
           Cboe   Global    Markets    Inc
      (1,437)                             HSBC                    (4,584)
           Cboe   Global    Markets    Inc              Morgan    Stanley                19,243
      (8,747)
           CBRE   Group   Inc  ’A’                 Bank   of  America    Merrill    Lynch
      (2,490)                                                 (6,891)
           CBRE   Group   Inc  ’A’                 Barclays     Bank
      (7,796)                                                (10,369)
           CBRE   Group   Inc  ’A’                 Goldman    Sachs
      (2,691)                                                 (1,772)
           CBRE   Group   Inc  ’A’                 Morgan    Stanley
      (18,176)                                                 (24,174)
      11,459     CBTX   Inc                      Bank   of  America    Merrill    Lynch
                                                       (1,948)
      25,729     CBTX   Inc                      Goldman    Sachs
                                                       (4,374)
      30,065     CBTX   Inc                                         15,446
                                    HSBC
      11,903     CBTX   Inc                      Morgan    Stanley
                                                       (1,309)
       2,680    CDK  Global    Inc                   Goldman    Sachs                1,528
      26,952     CDK  Global    Inc                   Morgan    Stanley                18,058
        616   CDW  Corp                      Bank   of  America    Merrill    Lynch
                                                        (341)
                                124/368



                                                          EDINET提出書類
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                                                有価証券報告書（内国投資信託受益証券）
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                                                     （損）
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                                                    （米ドル）
           米国（続き）
        451   CDW  Corp
                                    HSBC                    (2,438)
       6,989    CDW  Corp                      Morgan    Stanley
                                                       (4,285)
           CDW  Corp                      Morgan    Stanley                3,049
      (5,646)
      82,643     CECO   Environmental       Corp               Bank   of  America    Merrill    Lynch       18,181
      16,078     CECO   Environmental       Corp               Goldman    Sachs                3,537
      20,359     CECO   Environmental       Corp                                  10,455
                                    HSBC
      23,309     Cedar   Realty    Trust   Inc  (REIT)                                11,838
                                    HSBC
      26,294     Cedar   Realty    Trust   Inc  (REIT)             Morgan    Stanley                1,207
           Celanese     Corp                    Barclays     Bank                941
       (355)
           Celanese     Corp
      (12,628)                              HSBC                   (69,328)
           Celanese     Corp                    Morgan    Stanley                64,040
      (24,166)
           Celldex    Therapeutics       Inc              Goldman    Sachs
      (4,201)                                                (11,133)
           Celldex    Therapeutics       Inc
      (16,373)                              HSBC                   (12,607)
           Cellular     Biomedicine      Group   Inc           Bank   of  America    Merrill    Lynch
      (1,425)                                                  (14)
           Cellular     Biomedicine      Group   Inc
      (28,965)                              HSBC                    (9,848)
       1,954    CEL-SCI    Corp                                         915
                                    HSBC
       2,275    CEL-SCI    Corp                    Morgan    Stanley                  910
           Celsius    Holdings     Inc                Bank   of  America    Merrill    Lynch        2,108
      (1,293)
           Celsius    Holdings     Inc                                    6,354
      (14,331)                              HSBC
      13,513     Centene    Corp                    Bank   of  America    Merrill    Lynch
                                                       (56,623)
       1,168    Centene    Corp                    Barclays     Bank
                                                        (923)
       1,302    Centene    Corp                    Goldman    Sachs
                                                       (5,911)
           Centene    Corp                                        13,793
      (2,424)                             HSBC
       4,153    Centene    Corp
                                    HSBC                    (7,338)
           Centene    Corp                    Morgan    Stanley                1,192
      (1,509)
       2,060    Centene    Corp                    Morgan    Stanley
                                                       (1,627)
           CenterPoint      Energy    Inc               Bank   of  America    Merrill    Lynch        9,370
      (8,757)
           CenterPoint      Energy    Inc               Barclays     Bank
      (41,017)                                                 (1,641)
      16,056     CenterPoint      Energy    Inc               Barclays     Bank                642
           CenterPoint      Energy    Inc               Goldman    Sachs               32,543
      (30,414)
           CenterPoint      Energy    Inc               Morgan    Stanley
      (2,608)                                                  (104)
      14,363     Central    Garden    & Pet  Co  ’A’            Bank   of  America    Merrill    Lynch
                                                       (4,524)
      28,221     Central    Garden    & Pet  Co  ’A’            Goldman    Sachs
                                                       (9,484)
      18,809     Central    Garden    & Pet  Co  ’A’                                10,739
                                    HSBC
      11,183     Central    Garden    & Pet  Co  ’A’            Morgan    Stanley
                                                       (2,069)
      49,491     Central    Pacific    Financial     Corp           Bank   of  America    Merrill    Lynch
                                                       (3,959)
      107,108     Central    Pacific    Financial     Corp           Morgan    Stanley                48,199
           Central    Valley    Community     Bancorp            Bank   of  America    Merrill    Lynch        3,274
      (7,441)
           Central    Valley    Community     Bancorp            Goldman    Sachs                1,771
      (4,250)
           Central    Valley    Community     Bancorp
      (11,252)                              HSBC                   (11,818)
           Central    Valley    Community     Bancorp            Morgan    Stanley
      (1,300)                                                  (143)
           Centrus    Energy    Corp   ’A’              Goldman    Sachs
      (23,243)                                                 (70,659)
           Centrus    Energy    Corp   ’A’
      (18,143)                              HSBC                   (43,906)
           Century    Aluminum     Co                Bank   of  America    Merrill    Lynch
      (9,360)                                                (10,202)
           Century    Aluminum     Co                Goldman    Sachs
      (7,045)                                                 (7,679)
                                125/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           Century    Aluminum     Co
      (65,907)                              HSBC                   (166,086)
           Century    Aluminum     Co                Morgan    Stanley                  374
      (37,393)
           Century    Bancorp    Inc  ’A’              Bank   of  America    Merrill    Lynch       42,830
      (6,460)
           Century    Bancorp    Inc  ’A’              Goldman    Sachs               35,066
      (5,289)
           Century    Bancorp    Inc  ’A’                                  15,239
      (5,810)                             HSBC
           Century    Bancorp    Inc  ’A’              Morgan    Stanley                18,379
      (4,397)
       6,873    Century    Casinos    Inc                Bank   of  America    Merrill    Lynch        2,887
      12,284     Century    Casinos    Inc                Goldman    Sachs                5,159
      58,489     Century    Casinos    Inc                                    5,264
                                    HSBC
      31,815     Century    Casinos    Inc                Morgan    Stanley                2,863
       2,963    Century    Communities      Inc              Bank   of  America    Merrill    Lynch        3,104
       2,875    Century    Communities      Inc              Goldman    Sachs                 100
      22,368     Century    Communities      Inc                                 110,142
                                    HSBC
       2,117    Century    Communities      Inc              Morgan    Stanley
                                                       (3,535)
           CenturyLink      Inc                  Bank   of  America    Merrill    Lynch
      (77,603)                                                 (35,697)
           CenturyLink      Inc                  Barclays     Bank                985
      (4,523)
      142,307     CenturyLink      Inc                  Morgan    Stanley                8,538
           Cerecor    Inc                    Bank   of  America    Merrill    Lynch
      (49,534)                                                 (11,145)
           Cerecor    Inc                    Goldman    Sachs
      (10,916)                                                 (2,456)
           Cerecor    Inc
      (65,588)                              HSBC                   (13,629)
           Cerence    Inc                    Goldman    Sachs
       (405)                                                (2,310)
           Cerence    Inc                    Morgan    Stanley
      (2,916)                                                (24,465)
      29,419     Cerevel    Therapeutics       Holdings     Inc                             22,811
                                    HSBC
      10,327     Cerevel    Therapeutics       Holdings     Inc         Morgan    Stanley
                                                        (516)
           Ceridian     HCM  Holding    Inc              Barclays     Bank
      (5,802)                                                (11,546)
           Ceridian     HCM  Holding    Inc
      (6,909)                             HSBC                   (28,741)
       3,706    Ceridian     HCM  Holding    Inc                                 14,458
                                    HSBC
       1,485    Cerner    Corp                     Bank   of  America    Merrill    Lynch         627
           Cerner    Corp
      (5,030)                             HSBC                     (905)
           Cerner    Corp                     Morgan    Stanley
      (19,401)                                                 (8,536)
      15,004     Cerner    Corp                     Morgan    Stanley                6,602
      21,632     Cerus   Corp                     Goldman    Sachs               13,412
      117,772     Cerus   Corp                                         88,973
                                    HSBC
      46,216     Cerus   Corp                     Morgan    Stanley                19,180
       2,108    CEVA   Inc                      Bank   of  America    Merrill    Lynch
                                                        (128)
       9,055    CEVA   Inc                      Goldman    Sachs
                                                       (2,951)
      17,389     CEVA   Inc                                          7,052
                                    HSBC
       7,351    CEVA   Inc                      Morgan    Stanley                4,558
       3,612    CF  Industries      Holdings     Inc             Bank   of  America    Merrill    Lynch       19,830
       7,005    CF  Industries      Holdings     Inc             Barclays     Bank               14,500
       4,234    CF  Industries      Holdings     Inc             Goldman    Sachs               23,245
       6,166    CF  Industries      Holdings     Inc                                55,062
                                    HSBC
      23,956     CF  Industries      Holdings     Inc             Morgan    Stanley                49,589
       2,888    CH  Robinson     Worldwide     Inc             Bank   of  America    Merrill    Lynch         520
       7,060    CH  Robinson     Worldwide     Inc             Barclays     Bank               6,566
                                126/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
       6,637    CH  Robinson     Worldwide     Inc             Goldman    Sachs                1,195
       2,330    CH  Robinson     Worldwide     Inc                                  922
                                    HSBC
      13,482     CH  Robinson     Worldwide     Inc             Morgan    Stanley                12,538
           Champions     Oncology     Inc               Bank   of  America    Merrill    Lynch       20,725
      (31,882)
           Champions     Oncology     Inc               Goldman    Sachs                2,375
      (2,471)
           Champions     Oncology     Inc                                   2,371
      (2,664)                             HSBC
           ChampionX     Corp                   Goldman    Sachs
      (24,263)                                                 (26,932)
           ChampionX     Corp
      (20,529)                              HSBC                    (6,252)
           ChampionX     Corp                   Morgan    Stanley                7,791
      (19,478)
       3,645    Change    Healthcare      Inc               Bank   of  America    Merrill    Lynch        2,323
      15,460     Change    Healthcare      Inc               Barclays     Bank               5,566
      10,073     Change    Healthcare      Inc               Goldman    Sachs                7,816
      17,572     Change    Healthcare      Inc                                   15,570
                                    HSBC
           Change    Healthcare      Inc
      (2,457)                             HSBC                    (2,236)
       7,912    Change    Healthcare      Inc               Morgan    Stanley                2,848
       4,771    ChannelAdvisor        Corp                 Goldman    Sachs                5,630
       5,865    ChannelAdvisor        Corp                                     3,108
                                    HSBC
           Charles    River   Laboratories       International       Inc    Barclays     Bank                132
       (798)
           Charles    River   Laboratories       International       Inc    Goldman    Sachs                1,160
       (306)
           Charles    River   Laboratories       International       Inc    Morgan    Stanley                  961
      (5,825)
           Charles    Schwab    Corp                 Barclays     Bank
       (919)                                                (1,296)
           Charles    Schwab    Corp                 Goldman    Sachs
      (17,423)                                                 (48,087)
      15,089     Charles    Schwab    Corp                 Morgan    Stanley                21,275
           Charles    Schwab    Corp                 Morgan    Stanley
      (1,430)                                                 (2,016)
           Chart   Industries      Inc                Bank   of  America    Merrill    Lynch
       (703)                                                (7,909)
           Chart   Industries      Inc
       (743)                            HSBC                    (2,110)
           Chart   Industries      Inc                Morgan    Stanley
      (4,307)                                                (12,232)
           Charter    Communications        Inc  ’A’           Bank   of  America    Merrill    Lynch         483
       (566)
           Charter    Communications        Inc  ’A’           Barclays     Bank
      (1,202)                                                 (2,373)
           Charter    Communications        Inc  ’A’           Goldman    Sachs
      (6,730)                                                (54,056)
           Charter    Communications        Inc  ’A’
      (2,744)                             HSBC                   (99,854)
           Charter    Communications        Inc  ’A’           Morgan    Stanley
      (3,160)                                                (14,378)
           Chase   Corp                     Bank   of  America    Merrill    Lynch        1,279
      (1,140)
           Chase   Corp                     Goldman    Sachs               15,329
      (8,003)
           Chase   Corp
      (1,442)                             HSBC                    (1,327)
           Chase   Corp                     Morgan    Stanley
      (15,308)                                                 (14,083)
       9,459    Chatham    Lodging    Trust   (REIT)             Bank   of  America    Merrill    Lynch        6,243
      18,097     Chatham    Lodging    Trust   (REIT)             Goldman    Sachs               11,944
      70,018     Chatham    Lodging    Trust   (REIT)                                 23,834
                                    HSBC
      46,223     Chatham    Lodging    Trust   (REIT)             Morgan    Stanley
                                                       (5,547)
       3,039    Checkmate     Pharmaceuticals        Inc           Bank   of  America    Merrill    Lynch        1,246
       6,415    Checkmate     Pharmaceuticals        Inc           Goldman    Sachs                2,630
       8,388    Checkmate     Pharmaceuticals        Inc
                                    HSBC                     (979)
                                127/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           Checkpoint      Therapeutics       Inc            Goldman    Sachs                6,731
      (61,194)
           Checkpoint      Therapeutics       Inc
      (22,849)                              HSBC                    (1,371)
       5,127    Cheesecake      Factory    Inc               Goldman    Sachs                3,230
      42,531     Cheesecake      Factory    Inc                                  17,135
                                    HSBC
      19,029     Cheesecake      Factory    Inc               Morgan    Stanley                39,009
       2,658    Chefs’    Warehouse     Inc               Goldman    Sachs                5,595
      30,046     Chefs’    Warehouse     Inc                                   71,059
                                    HSBC
       4,067    Chefs’    Warehouse     Inc               Morgan    Stanley                7,931
           Chegg   Inc                     Bank   of  America    Merrill    Lynch
      (7,674)                                                (70,914)
           Chegg   Inc                     Barclays     Bank
      (3,473)                                                (20,699)
           Chegg   Inc                     Goldman    Sachs
      (2,878)                                                (21,832)
       3,943    Chegg   Inc                                         23,500
                                    HSBC
           Chembio    Diagnostics      Inc              Bank   of  America    Merrill    Lynch
      (45,974)                                                 (41,836)
           Chembio    Diagnostics      Inc
      (5,917)                             HSBC                    (1,716)
       2,865    Chemed    Corp                     Bank   of  America    Merrill    Lynch
                                                       (26,730)
        702   Chemed    Corp                     Barclays     Bank
                                                       (1,923)
        376   Chemed    Corp                     Goldman    Sachs
                                                       (3,508)
        734   Chemed    Corp                     Morgan    Stanley
                                                       (2,011)
           ChemoCentryx       Inc                  Bank   of  America    Merrill    Lynch       22,065
      (5,469)
           ChemoCentryx       Inc                  Barclays     Bank               6,853
      (3,343)
           ChemoCentryx       Inc                  Goldman    Sachs               25,784
      (6,355)
           ChemoCentryx       Inc                                     14,850
      (6,433)                             HSBC
           ChemoCentryx       Inc                  Morgan    Stanley                39,735
      (19,383)
           Chemours     Co                    Bank   of  America    Merrill    Lynch
      (4,768)                                                 (9,107)
           Chemours     Co                    Barclays     Bank
      (7,024)                                                 (9,763)
           Chemours     Co                    Goldman    Sachs
      (10,090)                                                 (19,272)
           Chemours     Co
      (2,493)                             HSBC                    (7,304)
           Chemours     Co                    Morgan    Stanley
      (8,825)                                                (12,267)
           Chemung    Financial     Corp               Bank   of  America    Merrill    Lynch       31,611
      (11,579)
           Chemung    Financial     Corp               Morgan    Stanley                  569
      (5,694)
       3,153    Cheniere     Energy    Inc                                    18,854
                                    HSBC
           Cheniere     Energy    Inc                Morgan    Stanley
      (5,838)                                                (15,587)
           Cherry    Hill   Mortgage     Investment      Corp   (REIT)      Bank   of  America    Merrill    Lynch        6,193
      (38,708)
           Cherry    Hill   Mortgage     Investment      Corp   (REIT)      Goldman    Sachs                4,077
      (25,483)
           Cherry    Hill   Mortgage     Investment      Corp   (REIT)                          8,206
      (10,018)                              HSBC
           Cherry    Hill   Mortgage     Investment      Corp   (REIT)      Morgan    Stanley                  307
      (15,352)
           Chesapeake      Utilities     Corp              Bank   of  America    Merrill    Lynch       19,042
      (4,833)
           Chesapeake      Utilities     Corp              Goldman    Sachs               34,183
      (8,676)
           Chesapeake      Utilities     Corp
      (31,295)                              HSBC                   (46,658)
           Chesapeake      Utilities     Corp              Morgan    Stanley
      (11,899)                                                 (8,686)
           Chevron    Corp                    Bank   of  America    Merrill    Lynch
      (8,570)                                                (15,041)
           Chevron    Corp                    Barclays     Bank               3,664
      (8,522)
           Chevron    Corp                    Goldman    Sachs
      (1,039)                                                 (1,704)
           Chevron    Corp
      (3,473)                             HSBC                   (38,898)
           Chevron    Corp                    Morgan    Stanley                4,408
      (10,251)
                                128/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           Chewy   Inc  ’A’                   Barclays     Bank
       (957)                                                (5,924)
           Chewy   Inc  ’A’                   Goldman    Sachs
      (2,333)                                                (25,966)
           Chewy   Inc  ’A’                   Morgan    Stanley
      (3,944)                                                (24,413)
           Chiasma    Inc                    Bank   of  America    Merrill    Lynch
      (25,201)                                                 (6,048)
           Chiasma    Inc                    Goldman    Sachs
      (35,854)                                                 (8,605)
           Chiasma    Inc
      (42,169)                              HSBC                   (13,689)
           Chiasma    Inc                    Morgan    Stanley
      (60,784)                                                 (20,667)
       1,562    Chicken    Soup   For  The  Soul   Entertainment       Inc    Bank   of  America    Merrill    Lynch        3,311
       1,991    Chicken    Soup   For  The  Soul   Entertainment       Inc    Goldman    Sachs                4,221
      11,993     Chicken    Soup   For  The  Soul   Entertainment       Inc                        16,330
                                    HSBC
       4,332    Chicken    Soup   For  The  Soul   Entertainment       Inc    Morgan    Stanley                2,079
           Chico’s     FAS  Inc                  Bank   of  America    Merrill    Lynch
      (80,051)                                                 (8,806)
           Chico’s     FAS  Inc                  Goldman    Sachs
      (54,972)                                                 (1,240)
           Chico’s     FAS  Inc                                      6,621
      (31,527)                              HSBC
           Chico’s     FAS  Inc                  Morgan    Stanley                2,289
      (10,900)
       7,147    Children’s      Place   Inc                                   75,258
                                    HSBC
        741   Children’s      Place   Inc               Morgan    Stanley
                                                        (245)
           Chimera    Investment      Corp   (REIT)            Bank   of  America    Merrill    Lynch
     (227,078)                                                 (13,624)
           Chimera    Investment      Corp   (REIT)            Barclays     Bank
      (9,154)                                                  (641)
           Chimera    Investment      Corp   (REIT)            Goldman    Sachs
      (47,375)                                                 (2,842)
           Chimera    Investment      Corp   (REIT)
      (82,590)                              HSBC                   (77,242)
           Chimera    Investment      Corp   (REIT)            Morgan    Stanley
     (109,495)                                                  (7,665)
      80,490     Chimerix     Inc                    Bank   of  America    Merrill    Lynch       16,903
      17,932     Chimerix     Inc                    Morgan    Stanley
                                                        (359)
       2,984    Chinook    Therapeutics       Inc              Goldman    Sachs
                                                       (1,761)
       1,840    Chinook    Therapeutics       Inc                                   294
                                    HSBC
       4,665    Chinook    Therapeutics       Inc              Morgan    Stanley                  746
        113   Chipotle     Mexican    Grill   Inc             Bank   of  America    Merrill    Lynch        2,367
        206   Chipotle     Mexican    Grill   Inc             Barclays     Bank                564
       1,231    Chipotle     Mexican    Grill   Inc             Goldman    Sachs               28,399
           Chipotle     Mexican    Grill   Inc             Goldman    Sachs                 402
        (36)
        98   Chipotle     Mexican    Grill   Inc                                  496
                                    HSBC
           Chipotle     Mexican    Grill   Inc
       (269)                            HSBC                    (1,509)
        294   Chipotle     Mexican    Grill   Inc             Morgan    Stanley                  806
           Choice    Hotels    International       Inc          Bank   of  America    Merrill    Lynch       11,955
      (2,116)
        77   Choice    Hotels    International       Inc          Bank   of  America    Merrill    Lynch
                                                        (435)
           Choice    Hotels    International       Inc          Barclays     Bank               1,066
      (8,202)
       1,614    Choice    Hotels    International       Inc          Barclays     Bank
                                                        (210)
       8,064    Choice    Hotels    International       Inc          Goldman    Sachs
                                                       (45,562)
       1,583    Choice    Hotels    International       Inc
                                    HSBC                    (2,485)
        698   ChoiceOne     Financial     Services     Inc          Bank   of  America    Merrill    Lynch
                                                       (1,640)
        211   ChoiceOne     Financial     Services     Inc          Goldman    Sachs
                                                        (392)
       3,263    ChoiceOne     Financial     Services     Inc
                                    HSBC                    (4,683)
        754   ChoiceOne     Financial     Services     Inc          Morgan    Stanley
                                                       (1,003)
                                                         －
       6,945    ChromaDex     Corp                   Bank   of  America    Merrill    Lynch
                                129/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
                                                         －
      15,942     ChromaDex     Corp                   Goldman    Sachs
      30,988     ChromaDex     Corp                                       8,096
                                    HSBC
       3,625    Church    & Dwight    Co  Inc               Bank   of  America    Merrill    Lynch
                                                       (4,263)
      12,502     Church    & Dwight    Co  Inc               Barclays     Bank               13,188
       5,085    Church    & Dwight    Co  Inc               Goldman    Sachs
                                                       (7,522)
      21,448     Church    & Dwight    Co  Inc                                  23,775
                                    HSBC
       8,277    Church    & Dwight    Co  Inc               Morgan    Stanley                8,277
       2,301    Churchill     Downs   Inc                Bank   of  America    Merrill    Lynch
                                                       (12,805)
       1,135    Churchill     Downs   Inc                Barclays     Bank
                                                       (8,393)
           Churchill     Downs   Inc                Goldman    Sachs                1,046
       (188)
       1,794    Churchill     Downs   Inc                Goldman    Sachs
                                                       (9,984)
       5,504    Churchill     Downs   Inc
                                    HSBC                   (26,422)
           Churchill     Downs   Inc                Morgan    Stanley                28,308
      (3,828)
       5,754    Churchill     Downs   Inc                Morgan    Stanley
                                                       (42,551)
      19,017     Chuy’s    Holdings     Inc                Goldman    Sachs
                                                       (7,417)
       9,867    Chuy’s    Holdings     Inc                                     296
                                    HSBC
      22,618     Chuy’s    Holdings     Inc                Morgan    Stanley
                                                        (226)
      44,583     Cidara    Therapeutics       Inc              Goldman    Sachs
                                                       (17,387)
       2,544    Ciena   Corp                     Bank   of  America    Merrill    Lynch         432
       5,053    Ciena   Corp                     Barclays     Bank               4,750
      40,540     Ciena   Corp                     Goldman    Sachs                6,892
       2,406    Ciena   Corp                                         3,441
                                    HSBC
           Ciena   Corp                     Morgan    Stanley
      (14,433)                                                 (13,567)
           Cigna   Corp                     Barclays     Bank
       (192)                                                 (872)
       6,213    Cigna   Corp                     Goldman    Sachs
                                                       (42,373)
           Cigna   Corp                     Goldman    Sachs               19,566
      (5,032)
           Cigna   Corp
       (363)                            HSBC                     (102)
       4,691    Cigna   Corp                     Morgan    Stanley                21,297
           Cigna   Corp                     Morgan    Stanley
      (1,690)                                                 (7,673)
           Cimarex    Energy    Co                 Bank   of  America    Merrill    Lynch
      (4,563)                                                (13,370)
           Cimarex    Energy    Co                 Barclays     Bank               3,729
      (5,650)
           Cimarex    Energy    Co                 Goldman    Sachs
      (6,481)                                                (18,989)
           Cimarex    Energy    Co                 Morgan    Stanley                7,095
      (10,750)
           Cincinnati      Financial     Corp              Barclays     Bank
      (6,404)                                                 (1,473)
           Cincinnati      Financial     Corp              Goldman    Sachs                4,837
      (2,443)
       6,341    Cincinnati      Financial     Corp              Morgan    Stanley                1,458
       6,683    Cinemark     Holdings     Inc               Goldman    Sachs               10,292
      34,658     Cinemark     Holdings     Inc               Morgan    Stanley                4,852
       1,206    Cintas    Corp                     Bank   of  America    Merrill    Lynch
                                                       (7,432)
       1,564    Cintas    Corp                     Barclays     Bank               5,458
        527   Cintas    Corp                     Goldman    Sachs
                                                       (3,636)
       2,530    Cintas    Corp
                                    HSBC                    (3,572)
       3,517    Cintas    Corp                     Morgan    Stanley                12,274
        773   Cirrus    Logic   Inc                  Bank   of  America    Merrill    Lynch         928
      15,475     Cirrus    Logic   Inc                  Barclays     Bank               7,273
                                130/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           Cirrus    Logic   Inc                  Barclays     Bank
      (1,425)                                                  (670)
      12,020     Cirrus    Logic   Inc                  Goldman    Sachs               14,424
           Cirrus    Logic   Inc                  Goldman    Sachs
      (8,204)                                                 (9,845)
      34,248     Cirrus    Logic   Inc                                     56,428
                                    HSBC
       3,051    Cirrus    Logic   Inc                  Morgan    Stanley                1,434
       5,831    Cisco   Systems    Inc                 Bank   of  America    Merrill    Lynch         554
      19,336     Cisco   Systems    Inc                 Goldman    Sachs                1,837
       7,754    Cisco   Systems    Inc                                     34,389
                                    HSBC
      65,973     Cisco   Systems    Inc                 Morgan    Stanley                65,643
           Citi   Trends    Inc                  Bank   of  America    Merrill    Lynch
      (18,155)                                                 (35,947)
           Citi   Trends    Inc                  Goldman    Sachs
      (19,890)                                                 (39,382)
           Citi   Trends    Inc
      (9,078)                             HSBC                    (6,536)
      14,523     Citigroup     Inc                   Barclays     Bank               40,519
      15,265     Citigroup     Inc                   Goldman    Sachs               86,858
      11,402     Citigroup     Inc                                       96,347
                                    HSBC
           Citigroup     Inc                   Morgan    Stanley
      (29,309)                                                 (81,772)
       5,641    Citigroup     Inc                   Morgan    Stanley                15,738
           Citizens     & Northern     Corp              Bank   of  America    Merrill    Lynch       37,278
      (61,112)
           Citizens     & Northern     Corp              Morgan    Stanley
      (9,307)                                                 (3,164)
       9,878    Citizens     Financial     Group   Inc            Bank   of  America    Merrill    Lynch        7,705
           Citizens     Financial     Group   Inc            Bank   of  America    Merrill    Lynch
      (4,919)                                                 (3,837)
      24,634     Citizens     Financial     Group   Inc            Barclays     Bank               14,041
           Citizens     Financial     Group   Inc            Barclays     Bank               4,358
      (5,177)
      44,741     Citizens     Financial     Group   Inc            Goldman    Sachs               34,898
           Citizens     Financial     Group   Inc            Goldman    Sachs                2,643
      (2,280)
      24,293     Citizens     Financial     Group   Inc            Morgan    Stanley                13,847
           Citizens     Financial     Group   Inc            Morgan    Stanley
      (19,857)                                                 (11,318)
           Citizens     Holding    Co                Bank   of  America    Merrill    Lynch         977
       (944)
           Citizens     Holding    Co                Goldman    Sachs                5,814
      (6,957)
           Citizens     Holding    Co
       (503)                            HSBC                     (189)
           Citizens     Inc                    Bank   of  America    Merrill    Lynch
      (4,152)                                                  (42)
           Citizens     Inc
      (81,768)                              HSBC                   (24,673)
           Citizens     Inc                    Morgan    Stanley
      (48,215)                                                 (17,357)
           Citrix    Systems    Inc                 Bank   of  America    Merrill    Lynch
      (1,160)                                                 (3,874)
           Citrix    Systems    Inc                 Barclays     Bank
      (13,429)                                                 (22,292)
           Citrix    Systems    Inc                 Goldman    Sachs
       (794)                                                (2,652)
           Citrix    Systems    Inc                 Morgan    Stanley
      (1,512)                                                 (2,510)
           City   Holding    Co                  Bank   of  America    Merrill    Lynch       24,543
      (10,890)
           City   Holding    Co                  Goldman    Sachs               70,597
      (32,370)
           City   Holding    Co                                      4,149
      (5,993)                             HSBC
           City   Holding    Co                  Morgan    Stanley                20,853
      (16,165)
      22,184     Civista    Bancshares      Inc               Bank   of  America    Merrill    Lynch        2,440
      17,972     Civista    Bancshares      Inc               Goldman    Sachs                1,977
      37,821     Civista    Bancshares      Inc                                  24,870
                                    HSBC
      24,263     Civista    Bancshares      Inc               Morgan    Stanley                21,109
                                131/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           Clarus    Corp                                        32,440
      (29,130)                              HSBC
           Clarus    Corp                     Morgan    Stanley
      (80,882)                                                 (13,750)
           Clean   Energy    Fuels   Corp               Bank   of  America    Merrill    Lynch
      (26,205)                                                 (42,452)
           Clean   Energy    Fuels   Corp
     (116,565)                              HSBC                   (65,092)
           Clean   Energy    Fuels   Corp               Morgan    Stanley
      (22,715)                                                 (9,540)
       2,993    Clean   Harbors    Inc                 Bank   of  America    Merrill    Lynch        3,741
       1,678    Clean   Harbors    Inc                 Barclays     Bank               1,393
       3,714    Clean   Harbors    Inc                 Goldman    Sachs                4,643
       1,799    Clean   Harbors    Inc                                     8,060
                                    HSBC
       4,880    Clean   Harbors    Inc                 Morgan    Stanley                4,050
           Clean   Harbors    Inc                 Morgan    Stanley
      (9,184)                                                 (7,623)
       3,416    Cleanspark      Inc                   Goldman    Sachs                5,978
      51,953     Clear   Channel    Outdoor    Holdings     Inc                            21,561
                                    HSBC
       3,552    Clear   Channel    Outdoor    Holdings     Inc         Morgan    Stanley                  586
      11,457     Clearfield      Inc                   Goldman    Sachs                4,468
      20,933     Clearfield      Inc                                       7,142
                                    HSBC
       8,697    Clearfield      Inc                   Morgan    Stanley                6,871
       1,170    Clearwater      Paper   Corp                Bank   of  America    Merrill    Lynch
                                                       (2,586)
       9,583    Clearwater      Paper   Corp                Goldman    Sachs
                                                       (21,736)
       8,130    Clearwater      Paper   Corp                                   23,740
                                    HSBC
       7,471    Clearwater      Paper   Corp                Morgan    Stanley
                                                       (4,333)
           Clearway     Energy    Inc  ’A’              Goldman    Sachs                5,948
      (10,255)
           Clearway     Energy    Inc  ’A’                                  4,198
      (26,224)                              HSBC
           Clearway     Energy    Inc  ’A’              Morgan    Stanley
      (58,234)                                                 (2,329)
           Clearway     Energy    Inc  ’C’              Morgan    Stanley
      (90,889)                                                 (8,180)
      20,009     Cleveland-Cliffs         Inc                Bank   of  America    Merrill    Lynch       44,220
      16,201     Cleveland-Cliffs         Inc                Barclays     Bank               1,785
      33,915     Cleveland-Cliffs         Inc                Goldman    Sachs               74,952
      32,681     Cleveland-Cliffs         Inc                                   88,448
                                    HSBC
      42,474     Cleveland-Cliffs         Inc                Morgan    Stanley                54,367
      11,802     Clipper    Realty    Inc  (REIT)               Bank   of  America    Merrill    Lynch        2,596
      24,107     Clipper    Realty    Inc  (REIT)               Goldman    Sachs                5,304
      55,172     Clipper    Realty    Inc  (REIT)                                  14,556
                                    HSBC
      28,762     Clipper    Realty    Inc  (REIT)               Morgan    Stanley                8,916
        979   Clorox    Co                     Bank   of  America    Merrill    Lynch         248
        616   Clorox    Co                     Barclays     Bank               1,773
       7,642    Clorox    Co                     Goldman    Sachs
                                                       (36,758)
       8,606    Clorox    Co                                        63,809
                                    HSBC
       9,858    Clorox    Co                     Morgan    Stanley                5,422
           Cloudera     Inc                    Bank   of  America    Merrill    Lynch
      (13,400)                                                 (12,993)
           Cloudera     Inc                    Barclays     Bank
      (15,663)                                                 (9,868)
           Cloudera     Inc                    Goldman    Sachs
      (23,155)                                                 (21,998)
           Cloudera     Inc
      (16,557)                              HSBC                   (17,803)
           Cloudera     Inc                    Morgan    Stanley
      (79,709)                                                 (50,216)
       1,538    Cloudflare      Inc  ’A’                 Barclays     Bank               13,488
                                132/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
        216   Cloudflare      Inc  ’A’                 Goldman    Sachs                2,229
       4,986    Cloudflare      Inc  ’A’                 Morgan    Stanley                43,727
      19,712     Clovis    Oncology     Inc                Goldman    Sachs                6,899
      11,310     Clovis    Oncology     Inc                                    6,673
                                    HSBC
      27,974     Clovis    Oncology     Inc                Morgan    Stanley                16,505
       2,084    CMC  Materials     Inc                 Bank   of  America    Merrill    Lynch       24,783
       2,113    CMC  Materials     Inc                 Goldman    Sachs               22,331
           CMC  Materials     Inc                                     64,152
      (4,012)                             HSBC
       3,544    CMC  Materials     Inc                                     25,374
                                    HSBC
           CMC  Materials     Inc                 Morgan    Stanley
      (3,451)                                                 (8,144)
       7,629    CMC  Materials     Inc                 Morgan    Stanley                18,004
       3,347    CME  Group   Inc                   Bank   of  America    Merrill    Lynch       16,367
       2,950    CME  Group   Inc                   Barclays     Bank               14,396
           CME  Group   Inc                   Barclays     Bank
       (483)                                                (2,357)
       1,531    CME  Group   Inc                   Goldman    Sachs                7,487
           CME  Group   Inc                   Goldman    Sachs
      (1,250)                                                 (5,956)
       2,750    CME  Group   Inc                                       30,938
                                    HSBC
       1,937    CME  Group   Inc                   Morgan    Stanley                9,453
           CME  Group   Inc                   Morgan    Stanley
      (3,190)                                                (15,567)
      20,101     CMS  Energy    Corp                   Bank   of  America    Merrill    Lynch
                                                       (85,630)
      32,473     CMS  Energy    Corp                   Barclays     Bank               11,690
      47,210     CMS  Energy    Corp                   Goldman    Sachs
                                                      (201,115)
      12,845     CMS  Energy    Corp
                                    HSBC                   (55,747)
      95,254     CMS  Energy    Corp                   Morgan    Stanley                34,291
      18,359     CNA  Financial     Corp                 Bank   of  America    Merrill    Lynch
                                                       (14,870)
      13,368     CNA  Financial     Corp                 Barclays     Bank
                                                       (1,203)
      39,231     CNA  Financial     Corp                 Goldman    Sachs
                                                       (31,777)
       9,310    CNA  Financial     Corp                                     1,210
                                    HSBC
       6,581    CNA  Financial     Corp                 Morgan    Stanley
                                                        (592)
           CNB  Financial     Corp                 Bank   of  America    Merrill    Lynch
      (1,342)                                                 (1,355)
           CNB  Financial     Corp                 Goldman    Sachs
      (8,304)                                                 (8,387)
           CNB  Financial     Corp
      (8,137)                             HSBC                    (5,696)
           CNB  Financial     Corp                 Morgan    Stanley
      (8,772)                                                 (6,140)
       9,374    CNO  Financial     Group   Inc              Bank   of  America    Merrill    Lynch        8,155
      90,408     CNO  Financial     Group   Inc              Goldman    Sachs               78,655
      21,493     CNO  Financial     Group   Inc                                  15,588
                                    HSBC
      16,746     CNO  Financial     Group   Inc              Morgan    Stanley                9,545
           CNX  Resources     Corp                 Morgan    Stanley
      (26,384)                                                 (5,277)
        59   Coastal    Financial     Corp               Bank   of  America    Merrill    Lynch         42
      19,735     Coastal    Financial     Corp                                   16,324
                                    HSBC
      26,146     Coastal    Financial     Corp               Morgan    Stanley
                                                       (5,752)
           Coca-Cola     Co                   Bank   of  America    Merrill    Lynch        1,632
       (680)
           Coca-Cola     Co                   Goldman    Sachs               46,041
      (19,294)
           Coca-Cola     Co                                       2,085
      (1,862)                             HSBC
           Coca-Cola     Co                   Morgan    Stanley                76,364
      (62,085)
                                133/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           Coca-Cola     Consolidated       Inc             Goldman    Sachs                2,883
       (600)
           Coca-Cola     Consolidated       Inc
      (1,445)                             HSBC                    (6,887)
           Coca-Cola     Consolidated       Inc             Morgan    Stanley                4,679
      (4,373)
           Coda   Octopus    Group   Inc               Goldman    Sachs
      (9,400)                                                 (6,674)
           Coda   Octopus    Group   Inc
      (21,320)                              HSBC                    (8,981)
           Coda   Octopus    Group   Inc               Morgan    Stanley
      (2,093)                                                  (837)
           Codexis    Inc                    Bank   of  America    Merrill    Lynch
      (12,583)                                                 (25,543)
           Codexis    Inc                    Goldman    Sachs
      (14,189)                                                 (28,804)
           Codexis    Inc
      (27,044)                              HSBC                   (20,950)
       3,427    Co-Diagnostics        Inc                 Goldman    Sachs
                                                        (155)
           Codorus    Valley    Bancorp    Inc             Bank   of  America    Merrill    Lynch
      (9,544)                                                 (4,104)
           Codorus    Valley    Bancorp    Inc             Goldman    Sachs
      (9,461)                                                 (4,068)
           Codorus    Valley    Bancorp    Inc
      (10,531)                              HSBC                   (18,345)
           Codorus    Valley    Bancorp    Inc             Morgan    Stanley
      (4,860)                                                 (3,985)
           Coeur   Mining    Inc                  Bank   of  America    Merrill    Lynch        5,550
      (9,281)
           Coeur   Mining    Inc                                     19,038
      (49,649)                              HSBC
           Coeur   Mining    Inc                  Morgan    Stanley                1,406
      (40,174)
      11,374     Cogent    Biosciences      Inc               Bank   of  America    Merrill    Lynch
                                                       (5,346)
       6,735    Cogent    Biosciences      Inc               Goldman    Sachs
                                                       (3,165)
       2,402    Cogent    Communications        Holdings     Inc         Bank   of  America    Merrill    Lynch
                                                       (10,113)
       4,196    Cogent    Communications        Holdings     Inc         Barclays     Bank               1,343
      13,593     Cogent    Communications        Holdings     Inc         Goldman    Sachs
                                                       (41,904)
       7,310    Cogent    Communications        Holdings     Inc                             2,339
                                    HSBC
       3,615    Cogent    Communications        Holdings     Inc         Morgan    Stanley                1,157
           Cogent    Communications        Holdings     Inc         Morgan    Stanley
      (1,575)                                                  (504)
           Cognex    Corp                     Bank   of  America    Merrill    Lynch
       (701)                                                (1,332)
           Cognex    Corp                     Barclays     Bank
      (4,955)                                                (17,206)
           Cognex    Corp                     Goldman    Sachs
      (3,354)                                                 (7,217)
           Cognex    Corp                     Morgan    Stanley
      (2,661)                                                 (9,526)
       4,626    Cognizant     Technology      Solutions     Corp   ’A’      Barclays     Bank               4,256
           Cognizant     Technology      Solutions     Corp   ’A’
      (4,184)                             HSBC                   (17,740)
           Cognizant     Technology      Solutions     Corp   ’A’      Morgan    Stanley
      (14,080)                                                 (12,954)
      16,083     Cohen   & Steers    Inc                 Bank   of  America    Merrill    Lynch       55,004
       8,565    Cohen   & Steers    Inc                 Goldman    Sachs               29,292
      11,747     Cohen   & Steers    Inc                                    56,881
                                    HSBC
      13,005     Cohen   & Steers    Inc                 Morgan    Stanley                7,673
           Coherent     Inc                    Bank   of  America    Merrill    Lynch
       (536)                                                 (868)
        367   Coherent     Inc                    Bank   of  America    Merrill    Lynch         595
       3,610    Coherent     Inc                    Barclays     Bank
                                                       (4,765)
           Coherent     Inc                    Goldman    Sachs
       (700)                                                (1,134)
       1,092    Coherent     Inc                    Goldman    Sachs
                                                       (1,272)
           Coherent     Inc                                       24,737
      (1,221)                             HSBC
           Coherent     Inc                    Morgan    Stanley                2,677
      (2,028)
      22,181     Coherus    Biosciences      Inc              Bank   of  America    Merrill    Lynch        4,880
      16,300     Coherus    Biosciences      Inc                                   849
                                    HSBC
                                134/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
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                                                    （米ドル）
           米国（続き）
      17,550     Coherus    Biosciences      Inc              Morgan    Stanley
                                                       (4,212)
           Cohu   Inc                      Bank   of  America    Merrill    Lynch
      (5,552)                                                 (2,720)
           Cohu   Inc
      (16,588)                              HSBC                   (48,984)
           Cohu   Inc                      Morgan    Stanley
      (22,595)                                                 (19,206)
      11,384     Colfax    Corp                     Bank   of  America    Merrill    Lynch       20,150
        588   Colfax    Corp                     Barclays     Bank
                                                        (147)
      14,194     Colfax    Corp                     Goldman    Sachs               25,123
      12,484     Colfax    Corp                                        26,965
                                    HSBC
      24,075     Colfax    Corp                     Morgan    Stanley
                                                       (6,019)
           Colgate-Palmolive         Co               Bank   of  America    Merrill    Lynch        3,122
      (2,938)
           Colgate-Palmolive         Co               Barclays     Bank
       (779)                                                 (203)
           Colgate-Palmolive         Co               Goldman    Sachs                 243
       (299)
           Colgate-Palmolive         Co
      (11,523)                              HSBC                   (34,799)
      22,864     Colgate-Palmolive         Co                                   69,049
                                    HSBC
           Colgate-Palmolive         Co               Morgan    Stanley
      (14,569)                                                 (3,788)
           Collectors      Universe     Inc              Goldman    Sachs
       (612)                                                (5,129)
           Collectors      Universe     Inc
      (1,563)                             HSBC                   (17,005)
           Collectors      Universe     Inc              Morgan    Stanley
      (13,483)                                                 (43,550)
           Collegium     Pharmaceutical        Inc            Goldman    Sachs
      (18,465)                                                 (1,662)
           Collegium     Pharmaceutical        Inc
      (16,089)                              HSBC                    (8,407)
           Collegium     Pharmaceutical        Inc            Morgan    Stanley
      (8,022)                                                 (6,337)
       4,354    Colony    Bankcorp     Inc                Bank   of  America    Merrill    Lynch        2,248
       9,440    Colony    Bankcorp     Inc                Goldman    Sachs                3,962
      20,380     Colony    Bankcorp     Inc                                    12,295
                                    HSBC
       9,812    Colony    Bankcorp     Inc                Morgan    Stanley                4,219
           Colony    Capital    Inc  (REIT)               Barclays     Bank
      (11,950)                                                 (2,032)
           Colony    Capital    Inc  (REIT)               Goldman    Sachs
      (7,503)                                                 (1,050)
           Colony    Capital    Inc  (REIT)
      (25,129)                              HSBC                   (16,585)
      87,655     Colony    Capital    Inc  (REIT)                                  14,901
                                    HSBC
           Colony    Capital    Inc  (REIT)               Morgan    Stanley
      (20,370)                                                 (3,463)
      115,097     Colony    Capital    Inc  (REIT)               Morgan    Stanley                19,566
           Colony    Credit    Real   Estate    Inc  (REIT)         Bank   of  America    Merrill    Lynch
      (9,867)                                                 (1,184)
           Colony    Credit    Real   Estate    Inc  (REIT)         Goldman    Sachs
      (19,822)                                                 (2,379)
           Colony    Credit    Real   Estate    Inc  (REIT)
      (21,535)                              HSBC                   (14,092)
           Colony    Credit    Real   Estate    Inc  (REIT)         Morgan    Stanley                3,989
      (44,318)
           Columbia     Banking    System    Inc            Bank   of  America    Merrill    Lynch       25,644
      (13,356)
           Columbia     Banking    System    Inc            Goldman    Sachs               11,169
      (5,817)
           Columbia     Banking    System    Inc
      (29,769)                              HSBC                    (3,870)
           Columbia     Banking    System    Inc            Morgan    Stanley
      (39,788)                                                  (597)
           Columbia     Financial     Inc               Bank   of  America    Merrill    Lynch        3,152
      (39,395)
           Columbia     Financial     Inc               Goldman    Sachs                4,604
      (57,549)
           Columbia     Financial     Inc
     (112,803)                              HSBC                   (70,758)
           Columbia     Financial     Inc               Morgan    Stanley
      (76,433)                                                 (9,936)
           Columbia     Property     Trust   Inc  (REIT)          Bank   of  America    Merrill    Lynch
      (41,928)                                                 (35,639)
      10,837     Columbia     Property     Trust   Inc  (REIT)          Bank   of  America    Merrill    Lynch        9,211
                                135/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           Columbia     Property     Trust   Inc  (REIT)          Goldman    Sachs
      (21,325)                                                 (18,126)
      44,458     Columbia     Property     Trust   Inc  (REIT)          Goldman    Sachs               37,789
           Columbia     Property     Trust   Inc  (REIT)
      (3,608)                             HSBC                    (6,567)
      111,942     Columbia     Property     Trust   Inc  (REIT)                              92,487
                                    HSBC
           Columbia     Property     Trust   Inc  (REIT)          Morgan    Stanley
      (2,884)                                                  (692)
      33,980     Columbia     Property     Trust   Inc  (REIT)          Morgan    Stanley                8,155
           Columbia     Sportswear      Co              Bank   of  America    Merrill    Lynch
      (6,666)                                                (14,265)
       1,417    Columbia     Sportswear      Co              Bank   of  America    Merrill    Lynch
                                                        (123)
           Columbia     Sportswear      Co              Barclays     Bank               16,722
      (6,358)
       1,554    Columbia     Sportswear      Co              Barclays     Bank
                                                       (4,087)
           Columbia     Sportswear      Co              Goldman    Sachs
      (7,001)                                                (14,982)
        712   Columbia     Sportswear      Co              Goldman    Sachs                1,524
       1,356    Columbia     Sportswear      Co
                                    HSBC                     (483)
       7,278    Columbia     Sportswear      Co              Morgan    Stanley
                                                       (19,141)
      12,904     Columbus     McKinnon     Corp               Bank   of  America    Merrill    Lynch
                                                       (14,711)
       6,359    Columbus     McKinnon     Corp               Goldman    Sachs
                                                       (7,249)
      45,369     Columbus     McKinnon     Corp                                   30,672
                                    HSBC
      18,526     Columbus     McKinnon     Corp               Morgan    Stanley                18,526
       4,901    Comcast    Corp   ’A’                  Barclays     Bank               7,474
           Comcast    Corp   ’A’                  Barclays     Bank
      (16,298)                                                 (24,854)
      31,319     Comcast    Corp   ’A’                  Goldman    Sachs               56,218
           Comcast    Corp   ’A’                  Goldman    Sachs
      (20,109)                                                 (36,096)
       4,925    Comcast    Corp   ’A’                  Morgan    Stanley                7,511
       7,539    Comerica     Inc                    Bank   of  America    Merrill    Lynch
                                                       (8,264)
       8,876    Comerica     Inc                    Barclays     Bank
                                                       (9,053)
      11,962     Comerica     Inc                    Goldman    Sachs
                                                       (14,738)
      21,579     Comerica     Inc
                                    HSBC                   (61,204)
      31,768     Comerica     Inc                    Morgan    Stanley
                                                       (32,403)
       4,882    Comfort    Systems    USA  Inc                                  14,939
                                    HSBC
       9,061    Comfort    Systems    USA  Inc              Morgan    Stanley                4,259
           Commerce     Bancshares      Inc              Bank   of  America    Merrill    Lynch       11,820
      (3,901)
           Commerce     Bancshares      Inc              Barclays     Bank                959
      (2,459)
       1,661    Commerce     Bancshares      Inc              Barclays     Bank
                                                        (648)
           Commerce     Bancshares      Inc              Goldman    Sachs                8,702
      (2,872)
           Commerce     Bancshares      Inc
      (3,529)                             HSBC                     (423)
       5,675    Commerce     Bancshares      Inc                                   681
                                    HSBC
           Commerce     Bancshares      Inc              Morgan    Stanley                  977
      (2,504)
       6,581    Commerce     Bancshares      Inc              Morgan    Stanley
                                                       (2,567)
           Commercial      Metals    Co               Bank   of  America    Merrill    Lynch       22,181
      (17,465)
      10,132     Commercial      Metals    Co               Bank   of  America    Merrill    Lynch
                                                       (11,157)
      16,108     Commercial      Metals    Co               Barclays     Bank
                                                       (4,510)
      22,794     Commercial      Metals    Co               Goldman    Sachs
                                                       (28,948)
      97,802     Commercial      Metals    Co
                                    HSBC                    (3,113)
      46,018     Commercial      Metals    Co               Morgan    Stanley
                                                       (12,885)
           Commercial      Vehicle    Group   Inc
      (56,358)                              HSBC                   (13,526)
                                136/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
      16,876     CommScope     Holding    Co  Inc              Barclays     Bank               6,244
           CommScope     Holding    Co  Inc              Goldman    Sachs
      (2,215)                                                 (2,281)
           CommScope     Holding    Co  Inc
      (2,288)                             HSBC                    (4,462)
           CommScope     Holding    Co  Inc              Morgan    Stanley
      (22,715)                                                 (8,405)
           Community     Bank   System    Inc             Bank   of  America    Merrill    Lynch         95
      (1,082)
           Community     Bank   System    Inc             Goldman    Sachs               26,058
      (15,768)
           Community     Bank   System    Inc
      (17,375)                              HSBC                    (2,131)
           Community     Bank   System    Inc             Morgan    Stanley
      (31,561)                                                 (5,050)
      36,667     Community     Bankers    Trust   Corp            Bank   of  America    Merrill    Lynch        9,167
      33,776     Community     Bankers    Trust   Corp            Goldman    Sachs                8,444
      38,323     Community     Bankers    Trust   Corp                                12,141
                                    HSBC
      51,249     Community     Bankers    Trust   Corp            Morgan    Stanley                12,300
           Community     Financial     Corp              Bank   of  America    Merrill    Lynch         75
       (881)
           Community     Financial     Corp              Goldman    Sachs                 470
      (5,532)
           Community     Financial     Corp
      (7,165)                             HSBC                    (4,648)
           Community     Financial     Corp              Morgan    Stanley                  188
      (4,173)
           Community     Health    Systems    Inc                                9,000
      (7,087)                             HSBC
           Community     Health    Systems    Inc            Morgan    Stanley                13,924
      (35,703)
           Community     Healthcare      Trust   Inc  (REIT)         Bank   of  America    Merrill    Lynch
      (5,293)                                                 (1,836)
           Community     Healthcare      Trust   Inc  (REIT)         Goldman    Sachs                2,956
      (5,933)
           Community     Healthcare      Trust   Inc  (REIT)
      (13,812)                              HSBC                    (7,112)
           Community     Healthcare      Trust   Inc  (REIT)         Morgan    Stanley
      (12,049)                                                 (11,326)
      24,912     Community     Trust   Bancorp    Inc            Bank   of  America    Merrill    Lynch
                                                       (20,179)
      21,228     Community     Trust   Bancorp    Inc            Goldman    Sachs
                                                       (17,195)
      46,705     Community     Trust   Bancorp    Inc                                20,725
                                    HSBC
      37,783     Community     Trust   Bancorp    Inc            Morgan    Stanley                9,824
      11,196     CommVault     Systems    Inc               Bank   of  America    Merrill    Lynch       35,155
      15,168     CommVault     Systems    Inc               Goldman    Sachs               47,628
       6,777    CommVault     Systems    Inc                                   25,685
                                    HSBC
       4,471    CommVault     Systems    Inc               Morgan    Stanley                3,979
           Compass    Minerals     International       Inc         Bank   of  America    Merrill    Lynch
      (2,305)                                                 (1,498)
           Compass    Minerals     International       Inc         Goldman    Sachs
      (2,994)                                                 (1,946)
           Compass    Minerals     International       Inc
      (11,917)                              HSBC                   (26,441)
           Compass    Minerals     International       Inc         Morgan    Stanley
      (9,524)                                                (18,096)
           Computer     Programs     and  Systems    Inc         Bank   of  America    Merrill    Lynch       10,846
      (12,912)
           Computer     Programs     and  Systems    Inc         Goldman    Sachs               19,239
      (22,903)
           Computer     Programs     and  Systems    Inc
      (11,896)                              HSBC                     (936)
           Computer     Programs     and  Systems    Inc         Morgan    Stanley
      (15,662)                                                  (940)
       1,445    CompX   International       Inc              Goldman    Sachs
                                                        (737)
       2,848    CompX   International       Inc
                                    HSBC                    (1,652)
        35   CompX   International       Inc              Morgan    Stanley
                                                         (20)
      19,066     comScore     Inc                    Goldman    Sachs                8,961
      119,142     comScore     Inc                                       50,343
                                    HSBC
      18,540     Comstock     Resources     Inc               Bank   of  America    Merrill    Lynch         991
      29,994     Comstock     Resources     Inc               Goldman    Sachs                6,959
                                137/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
      29,504     Comstock     Resources     Inc                                  15,087
                                    HSBC
      17,226     Comtech    Telecommunications          Corp           Bank   of  America    Merrill    Lynch       41,515
       8,468    Comtech    Telecommunications          Corp           Goldman    Sachs               20,408
      25,592     Comtech    Telecommunications          Corp                              62,210
                                    HSBC
      13,316     Comtech    Telecommunications          Corp           Morgan    Stanley                20,240
           Conagra    Brands    Inc                 Bank   of  America    Merrill    Lynch        3,538
      (10,595)
           Conagra    Brands    Inc                 Barclays     Bank
      (14,451)                                                 (2,557)
           Conagra    Brands    Inc                 Goldman    Sachs               10,247
      (16,677)
           Conagra    Brands    Inc
      (9,834)                             HSBC                   (14,653)
           Conagra    Brands    Inc                 Morgan    Stanley
      (22,414)                                                 (3,811)
           Concert    Pharmaceuticals        Inc            Goldman    Sachs
      (8,765)                                                 (2,060)
           Concert    Pharmaceuticals        Inc
      (21,019)                              HSBC                   (14,246)
           Concert    Pharmaceuticals        Inc            Morgan    Stanley
      (15,111)                                                 (5,818)
           Concrete     Pumping    Holdings     Inc           Goldman    Sachs                4,462
      (20,281)
           Concrete     Pumping    Holdings     Inc
      (39,282)                              HSBC                     (856)
           Concrete     Pumping    Holdings     Inc           Morgan    Stanley
      (8,349)                                                  (250)
      25,019     Conduent     Inc                    Bank   of  America    Merrill    Lynch        7,005
      38,891     Conduent     Inc                    Goldman    Sachs               10,889
      24,916     Conduent     Inc                                        6,976
                                    HSBC
      53,436     Conduent     Inc                    Morgan    Stanley
                                                       (9,084)
           Conformis     Inc                   Goldman    Sachs                 992
      (80,008)
           Conformis     Inc                                        122
     (148,490)                              HSBC
           Conformis     Inc                   Morgan    Stanley
      (31,597)                                                  (916)
           CONMED    Corp                     Goldman    Sachs
       (339)                                                (1,790)
           CONMED    Corp
      (10,133)                              HSBC                   (107,916)
           CONMED    Corp                     Morgan    Stanley
      (3,854)                                                  (655)
           ConnectOne      Bancorp    Inc               Bank   of  America    Merrill    Lynch
      (8,214)                                                 (3,861)
           ConnectOne      Bancorp    Inc               Goldman    Sachs
      (11,889)                                                 (5,588)
           ConnectOne      Bancorp    Inc
      (36,983)                              HSBC                   (25,496)
           ConnectOne      Bancorp    Inc               Morgan    Stanley
      (7,859)                                                 (3,379)
      15,956     Conn’s    Inc                    Goldman    Sachs               13,563
      20,532     Conn’s    Inc                                        26,426
                                    HSBC
       7,728                             Barclays     Bank
           ConocoPhillips                                            (6,569)
      19,561                             Goldman    Sachs               73,941
           ConocoPhillips
       4,353                             Morgan    Stanley
           ConocoPhillips                                            (3,700)
       4,283    Consolidated       Communications        Holdings     Inc      Bank   of  America    Merrill    Lynch        1,328
      26,567     Consolidated       Communications        Holdings     Inc                         14,081
                                    HSBC
      12,229     Consolidated       Communications        Holdings     Inc      Morgan    Stanley                1,834
      22,843     Consolidated       Edison    Inc              Bank   of  America    Merrill    Lynch
                                                      (113,354)
      20,652     Consolidated       Edison    Inc              Barclays     Bank
                                                       (9,675)
        533   Consolidated       Edison    Inc              Goldman    Sachs
                                                        (148)
       3,084    Consolidated       Edison    Inc
                                    HSBC                    (1,190)
      50,543     Consolidated       Edison    Inc              Morgan    Stanley
                                                       (19,207)
       1,862    Constellation       Brands    Inc  ’A’            Bank   of  America    Merrill    Lynch
                                                       (3,426)
           Constellation       Brands    Inc  ’A’            Goldman    Sachs                2,291
      (1,245)
                                138/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           Constellation       Brands    Inc  ’A’
       (176)                            HSBC                     (618)
           Constellation       Brands    Inc  ’A’            Morgan    Stanley
      (3,784)                                                (10,141)
       1,684    Constellation       Brands    Inc  ’A’            Morgan    Stanley                4,513
           Constellation       Pharmaceuticals        Inc         Bank   of  America    Merrill    Lynch
      (1,346)                                                 (4,940)
           Constellation       Pharmaceuticals        Inc         Goldman    Sachs
      (5,991)                                                (22,747)
           Constellation       Pharmaceuticals        Inc
      (6,498)                             HSBC                   (11,860)
           Construction       Partners     Inc  ’A’           Goldman    Sachs                5,166
      (10,130)
           Construction       Partners     Inc  ’A’
      (14,039)                              HSBC                   (33,259)
           Construction       Partners     Inc  ’A’           Morgan    Stanley
      (28,083)                                                 (9,548)
      54,916     Consumer     Portfolio     Services     Inc          Morgan    Stanley                3,295
      43,096     Container     Store   Group   Inc             Morgan    Stanley                  862
           Contango     Oil  & Gas  Co               Goldman    Sachs
      (50,068)                                                 (7,510)
           Contango     Oil  & Gas  Co
      (36,706)                              HSBC                    (7,035)
           Contango     Oil  & Gas  Co               Morgan    Stanley
      (9,659)                                                  (483)
       6,658    Continental      Resources     Inc             Barclays     Bank
                                                        (866)
      29,548     Continental      Resources     Inc                                 72,688
                                    HSBC
      51,968     Continental      Resources     Inc             Morgan    Stanley
                                                       (6,756)
       2,984    Contra    Aduro   Biotech    I*              Goldman    Sachs                8,952
       1,840    Contra    Aduro   Biotech    I*                                  5,520
                                    HSBC
       4,665    Contra    Aduro   Biotech    I*              Morgan    Stanley                13,995
                                                         －
      59,520     Contra    Cogent    Bioscienπ                 Bank   of  America    Merrill    Lynch
                                                         －
      41,718     Contra    Cogent    Bioscienπ                 Goldman    Sachs
                                                         －
       7,474    Contra    Cogent    Bioscienπ
                                    HSBC
                                                         －
       8,296    Contra    Cogent    Bioscienπ                 Morgan    Stanley
           ContraFect      Corp                   Goldman    Sachs
      (68,243)                                                 (53,912)
           Contura    Energy    Inc                 Goldman    Sachs                6,545
      (15,220)
           Contura    Energy    Inc                                     4,305
      (26,906)                              HSBC
           Contura    Energy    Inc                 Morgan    Stanley
      (10,965)                                                 (7,456)
           Cooper    Cos  Inc                                      67,379
      (4,427)                             HSBC
           Cooper    Cos  Inc                   Morgan    Stanley
      (4,935)                                                (32,719)
           Cooper    Tire   & Rubber    Co
      (31,434)                              HSBC                   (16,974)
           Cooper    Tire   & Rubber    Co              Morgan    Stanley                63,266
      (46,519)
       4,395    Cooper-Standard        Holdings     Inc            Bank   of  America    Merrill    Lynch
                                                        (791)
      10,483     Cooper-Standard        Holdings     Inc            Morgan    Stanley                3,984
       1,202    Copart    Inc                     Bank   of  America    Merrill    Lynch
                                                       (1,346)
      14,366     Copart    Inc                     Barclays     Bank               25,073
       8,455    Copart    Inc                     Goldman    Sachs
                                                       (9,089)
       2,326    Copart    Inc
                                    HSBC                   (14,886)
      12,009     Copart    Inc                     Morgan    Stanley                20,157
           Corbus    Pharmaceuticals        Holdings     Inc        Goldman    Sachs
      (49,493)                                                  (495)
           Corcept    Therapeutics       Inc              Bank   of  America    Merrill    Lynch
      (18,763)                                                 (87,248)
           Corcept    Therapeutics       Inc              Morgan    Stanley                6,801
      (27,205)
           CoreCivic     Inc  (REIT)                 Goldman    Sachs
      (29,717)                                                 (28,231)
           CoreCivic     Inc  (REIT)
      (41,058)                              HSBC                   (59,534)
           CoreCivic     Inc  (REIT)                 Morgan    Stanley
      (94,129)                                                 (54,595)
                                139/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           CoreLogic     Inc                   Morgan    Stanley                4,432
      (11,664)
           Core-Mark     Holding    Co  Inc              Goldman    Sachs               98,962
      (23,176)
           Core-Mark     Holding    Co  Inc                                 25,756
      (17,403)                              HSBC
           Core-Mark     Holding    Co  Inc              Morgan    Stanley                24,809
      (15,220)
      105,766     CorePoint     Lodging    Inc  (REIT)             Goldman    Sachs               54,998
      95,013     CorePoint     Lodging    Inc  (REIT)             Morgan    Stanley                5,701
           CoreSite     Realty    Corp   (REIT)              Bank   of  America    Merrill    Lynch        3,060
      (1,219)
           CoreSite     Realty    Corp   (REIT)              Barclays     Bank               1,400
      (3,152)
           CoreSite     Realty    Corp   (REIT)              Goldman    Sachs                7,109
      (3,277)
           CoreSite     Realty    Corp   (REIT)
      (7,825)                             HSBC                   (36,151)
           CoreSite     Realty    Corp   (REIT)              Morgan    Stanley                8,160
      (5,787)
           CorMedix     Inc                    Goldman    Sachs
      (2,917)                                                  (758)
           CorMedix     Inc
      (26,483)                              HSBC                   (46,610)
      10,475     Cornerstone      Building     Brands    Inc          Bank   of  America    Merrill    Lynch        3,771
      21,012     Cornerstone      Building     Brands    Inc          Goldman    Sachs                7,564
      25,525     Cornerstone      Building     Brands    Inc
                                    HSBC                    (3,518)
      14,574     Cornerstone      Building     Brands    Inc          Morgan    Stanley
                                                       (8,453)
           Cornerstone      OnDemand     Inc
      (13,690)                              HSBC                   (30,460)
           Cornerstone      OnDemand     Inc              Morgan    Stanley
      (25,138)                                                 (23,504)
           Corning    Inc                    Bank   of  America    Merrill    Lynch
      (4,675)                                                  (94)
      13,543     Corning    Inc                    Bank   of  America    Merrill    Lynch         271
           Corning    Inc                    Barclays     Bank
      (4,195)                                                 (1,552)
      12,657     Corning    Inc                    Barclays     Bank               4,683
           Corning    Inc                    Goldman    Sachs
      (8,292)                                                  (166)
       3,229    Corning    Inc                    Goldman    Sachs                1,375
           Corning    Inc
      (9,783)                             HSBC                   (12,914)
       7,725    Corning    Inc                                        10,197
                                    HSBC
           Corporate     Office    Properties      Trust   (REIT)       Barclays     Bank               3,444
      (17,222)
           Corporate     Office    Properties      Trust   (REIT)       Goldman    Sachs
       (557)                                                 (451)
           Corporate     Office    Properties      Trust   (REIT)
      (13,791)                              HSBC                   (41,235)
           Corporate     Office    Properties      Trust   (REIT)       Morgan    Stanley                6,871
      (34,356)
           Corsair    Gaming    Inc                 Barclays     Bank               36,131
      (4,307)
       5,999    Corteva    Inc                    Bank   of  America    Merrill    Lynch        6,359
           Corteva    Inc                    Bank   of  America    Merrill    Lynch
      (1,034)                                                 (1,096)
           Corteva    Inc                    Barclays     Bank
      (4,008)                                                 (1,136)
      14,037     Corteva    Inc                    Goldman    Sachs               14,879
           Corteva    Inc                    Goldman    Sachs
      (7,970)                                                 (8,448)
           Corteva    Inc
      (17,893)                              HSBC                   (68,888)
       5,870    Corteva    Inc                    Morgan    Stanley                4,109
           Cortexyme     Inc                   Bank   of  America    Merrill    Lynch        4,285
      (1,707)
           Cortexyme     Inc                                       18,876
      (5,430)                             HSBC
           CorVel    Corp                     Bank   of  America    Merrill    Lynch         214
       (315)
           CorVel    Corp                     Goldman    Sachs                2,069
      (3,291)
           CorVel    Corp
      (1,021)                             HSBC                     (174)
           CorVel    Corp                     Morgan    Stanley
      (4,955)                                                  (842)
                                140/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
      42,706     Corvus    Pharmaceuticals        Inc             Goldman    Sachs
                                                       (7,260)
        748   CoStar    Group   Inc                  Barclays     Bank               3,927
        173   CoStar    Group   Inc                  Goldman    Sachs
                                                       (3,896)
           CoStar    Group   Inc                                     12,820
       (679)                            HSBC
        279   CoStar    Group   Inc
                                    HSBC                    (5,268)
           CoStar    Group   Inc                  Morgan    Stanley
      (1,818)                                                 (9,545)
        153   CoStar    Group   Inc                  Morgan    Stanley                  803
        679   Costco    Wholesale     Corp                Bank   of  America    Merrill    Lynch        4,337
       4,321    Costco    Wholesale     Corp                Barclays     Bank               22,728
       5,326    Costco    Wholesale     Corp                Goldman    Sachs               38,240
        894   Costco    Wholesale     Corp                                   19,641
                                    HSBC
      12,520     Costco    Wholesale     Corp                Morgan    Stanley                65,855
           Coty   Inc  ’A’                    Goldman    Sachs
      (23,528)                                                 (42,821)
      56,306     Coty   Inc  ’A’                                       151,463
                                    HSBC
      15,140     Coty   Inc  ’A’                    Morgan    Stanley                4,239
           County    Bancorp    Inc
      (6,826)                             HSBC                    (7,236)
           Coupa   Software     Inc                 Barclays     Bank
       (854)                                               (16,183)
           Coupa   Software     Inc                 Goldman    Sachs
      (1,501)                                                (68,791)
        362   Coupa   Software     Inc                 Morgan    Stanley                6,860
           Cousins    Properties      Inc  (REIT)             Bank   of  America    Merrill    Lynch
      (14,332)                                                 (19,348)
           Cousins    Properties      Inc  (REIT)             Barclays     Bank
      (22,810)                                                 (3,650)
           Cousins    Properties      Inc  (REIT)             Goldman    Sachs
      (13,652)                                                 (18,430)
           Cousins    Properties      Inc  (REIT)
      (39,583)                              HSBC                   (165,852)
           Cousins    Properties      Inc  (REIT)             Morgan    Stanley
      (25,342)                                                 (4,054)
           Covanta    Holding    Corp                Bank   of  America    Merrill    Lynch
      (42,804)                                                 (33,815)
           Covanta    Holding    Corp
      (53,336)                              HSBC                   (83,738)
           Covanta    Holding    Corp                Morgan    Stanley
     (154,146)                                                 (63,200)
      26,139     Covenant     Transportation        Group   Inc  ’A’                           34,503
                                    HSBC
      19,098     Covenant     Transportation        Group   Inc  ’A’       Morgan    Stanley                25,209
       1,102    Covetrus     Inc                    Bank   of  America    Merrill    Lynch        1,917
       1,938    Covetrus     Inc                    Barclays     Bank               1,376
      12,079     Covetrus     Inc                    Goldman    Sachs               21,272
       9,837    Covetrus     Inc                                        7,399
                                    HSBC
       1,635    Covetrus     Inc                    Morgan    Stanley                1,161
           Cowen   Inc  ’A’                   Bank   of  America    Merrill    Lynch
      (7,891)                                                 (1,739)
           Cowen   Inc  ’A’
      (17,145)                              HSBC                   (31,032)
           Cowen   Inc  ’A’                   Morgan    Stanley                1,889
      (9,940)
      17,935     CRA  International       Inc               Bank   of  America    Merrill    Lynch       43,044
       7,050    Cracker    Barrel    Old  Country    Store   Inc        Bank   of  America    Merrill    Lynch       30,738
           Cracker    Barrel    Old  Country    Store   Inc        Barclays     Bank               1,289
       (927)
       3,407    Cracker    Barrel    Old  Country    Store   Inc        Barclays     Bank
                                                       (4,736)
       2,887    Cracker    Barrel    Old  Country    Store   Inc        Goldman    Sachs               12,587
           Cracker    Barrel    Old  Country    Store   Inc
      (3,266)                             HSBC                    (9,831)
       7,428    Cracker    Barrel    Old  Country    Store   Inc                           26,665
                                    HSBC
       5,359    Cracker    Barrel    Old  Country    Store   Inc        Morgan    Stanley
                                                       (7,449)
                                141/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
      11,534     Crane   Co                     Bank   of  America    Merrill    Lynch       53,056
      11,171     Crane   Co                     Barclays     Bank               16,979
       8,881    Crane   Co                     Goldman    Sachs               40,853
      10,072     Crane   Co                                         98,504
                                    HSBC
      22,114     Crane   Co                     Morgan    Stanley                33,614
           Crawford     & Co  ’A’                 Bank   of  America    Merrill    Lynch        2,224
      (3,835)
           Crawford     & Co  ’A’                 Goldman    Sachs                1,392
      (2,400)
           Crawford     & Co  ’A’
      (8,392)                             HSBC                     (461)
           Crawford     & Co  ’B’                 Bank   of  America    Merrill    Lynch        2,941
      (3,304)
           Crawford     & Co  ’B’                 Goldman    Sachs                9,712
      (10,912)
           Crawford     & Co  ’B’                 Morgan    Stanley                  48
       (200)
       1,125    Credit    Acceptance      Corp               Bank   of  America    Merrill    Lynch
                                                       (19,429)
           Credit    Acceptance      Corp               Barclays     Bank
      (2,506)                                                (25,561)
           Credit    Acceptance      Corp               Goldman    Sachs                1,710
       (171)
        452   Credit    Acceptance      Corp               Goldman    Sachs
                                                       (7,806)
        482   Credit    Acceptance      Corp               Morgan    Stanley                4,916
       1,017    Cree   Inc                      Goldman    Sachs               21,418
           Cree   Inc
      (8,795)                             HSBC                   (237,553)
           Cree   Inc                      Morgan    Stanley
      (5,501)                                                (18,648)
       9,267    Crinetics     Pharmaceuticals        Inc           Bank   of  America    Merrill    Lynch         371
       4,731    Crinetics     Pharmaceuticals        Inc           Goldman    Sachs                 189
      16,077     Crinetics     Pharmaceuticals        Inc                               19,453
                                    HSBC
      19,016     Crinetics     Pharmaceuticals        Inc           Morgan    Stanley                12,551
        752   Crocs   Inc                     Bank   of  America    Merrill    Lynch        1,406
       6,965    Crocs   Inc                     Goldman    Sachs                9,381
           Crocs   Inc                     Goldman    Sachs
       (988)                                                (1,848)
       9,366    Crocs   Inc                                         38,026
                                    HSBC
           Crocs   Inc                                         7,858
      (3,249)                             HSBC
       1,099    Crocs   Inc                     Morgan    Stanley
                                                       (3,176)
           Cross   Country    Healthcare      Inc            Bank   of  America    Merrill    Lynch
      (51,822)                                                 (79,288)
           Cross   Country    Healthcare      Inc            Morgan    Stanley
      (3,748)                                                 (3,823)
           CrossFirst      Bankshares      Inc             Goldman    Sachs               22,061
      (81,707)
           CrossFirst      Bankshares      Inc                                 7,292
      (22,291)                              HSBC
           CrossFirst      Bankshares      Inc             Morgan    Stanley                11,047
      (33,476)
           Crowdstrike      Holdings     Inc  ’A’            Bank   of  America    Merrill    Lynch
       (938)                                               (16,165)
           Crowdstrike      Holdings     Inc  ’A’            Barclays     Bank
      (1,870)                                                (10,771)
           Crowdstrike      Holdings     Inc  ’A’            Goldman    Sachs
       (876)                                               (16,673)
           Crowdstrike      Holdings     Inc  ’A’
      (2,039)                             HSBC                   (54,543)
           Crowdstrike      Holdings     Inc  ’A’            Morgan    Stanley
      (2,396)                                                (13,801)
           Crown   Castle    International       Corp   (REIT)        Bank   of  America    Merrill    Lynch
      (7,119)                                                 (2,421)
           Crown   Castle    International       Corp   (REIT)        Barclays     Bank                805
      (2,751)
           Crown   Castle    International       Corp   (REIT)        Goldman    Sachs
      (2,577)                                                 (1,415)
           Crown   Castle    International       Corp   (REIT)
      (7,671)                             HSBC                   (30,531)
           Crown   Castle    International       Corp   (REIT)        Morgan    Stanley                3,533
      (5,889)
           Crown   Holdings     Inc                 Bank   of  America    Merrill    Lynch         405
      (1,075)
                                142/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           Crown   Holdings     Inc                 Goldman    Sachs                  50
      (5,011)
           Crown   Holdings     Inc
      (4,555)                             HSBC                   (17,992)
           Crown   Holdings     Inc                 Morgan    Stanley                8,568
      (18,231)
           CryoLife     Inc                    Bank   of  America    Merrill    Lynch
      (11,509)                                                 (9,260)
           CryoLife     Inc                    Goldman    Sachs
      (13,363)                                                 (10,022)
           CryoLife     Inc
      (7,362)                             HSBC                    (1,325)
           CryoLife     Inc                    Morgan    Stanley
      (4,528)                                                  (815)
       3,181    CryoPort     Inc                    Bank   of  America    Merrill    Lynch
                                                       (3,181)
      15,289     CSG  Systems    International       Inc           Bank   of  America    Merrill    Lynch
                                                       (6,880)
       2,117    CSG  Systems    International       Inc           Goldman    Sachs                 127
       6,049    CSG  Systems    International       Inc                               3,508
                                    HSBC
      36,240     CSG  Systems    International       Inc           Morgan    Stanley                17,393
           CSW  Industrials      Inc
      (6,841)                             HSBC                   (20,728)
           CSW  Industrials      Inc                Morgan    Stanley                49,034
      (14,904)
           CSX  Corp                      Bank   of  America    Merrill    Lynch       19,607
      (14,854)
           CSX  Corp                      Barclays     Bank               4,772
      (12,556)
           CSX  Corp                      Goldman    Sachs               18,805
      (14,246)
           CSX  Corp
      (10,773)                              HSBC                   (37,490)
           CSX  Corp                      Morgan    Stanley                2,293
      (6,033)
       5,275    CTO  Realty    Growth    Inc               Bank   of  America    Merrill    Lynch
                                                       (59,607)
       8,578    CTO  Realty    Growth    Inc               Goldman    Sachs
                                                       (96,931)
       8,127    CTO  Realty    Growth    Inc
                                    HSBC                   (46,019)
       7,616    CTO  Realty    Growth    Inc               Morgan    Stanley                1,219
           CTS  Corp                      Bank   of  America    Merrill    Lynch       31,845
      (46,831)
           CTS  Corp                      Goldman    Sachs               12,515
      (18,404)
           CTS  Corp
      (1,230)                             HSBC                    (1,870)
           CTS  Corp                      Morgan    Stanley                1,682
      (15,292)
       6,557    CubeSmart     (REIT)                   Bank   of  America    Merrill    Lynch
                                                       (13,901)
       8,884    CubeSmart     (REIT)                   Barclays     Bank
                                                       (3,998)
       7,461    CubeSmart     (REIT)                   Goldman    Sachs
                                                       (15,817)
       3,936    CubeSmart     (REIT)
                                    HSBC                    (2,900)
      43,658     CubeSmart     (REIT)                   Morgan    Stanley
                                                       (19,646)
        638   Cubic   Corp                     Goldman    Sachs
                                                        (535)
       9,643    Cubic   Corp                                         6,268
                                    HSBC
      13,503     Cubic   Corp                     Morgan    Stanley
                                                       (5,401)
       4,874    Cue  Biopharma     Inc                 Bank   of  America    Merrill    Lynch        9,845
      14,723     Cue  Biopharma     Inc                 Goldman    Sachs               29,740
      18,821     Cue  Biopharma     Inc                                     37,951
                                    HSBC
      14,091     Cue  Biopharma     Inc                 Morgan    Stanley                24,237
       5,717    Cullen/Frost       Bankers    Inc              Bank   of  America    Merrill    Lynch       10,462
       1,909    Cullen/Frost       Bankers    Inc              Barclays     Bank               2,482
       4,002    Cullen/Frost       Bankers    Inc              Goldman    Sachs                7,324
      13,562     Cullen/Frost       Bankers    Inc                                 64,826
                                    HSBC
       3,725    Cullen/Frost       Bankers    Inc              Morgan    Stanley                4,843
      15,320     Culp   Inc                      Goldman    Sachs               12,256
                                143/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
      32,010     Culp   Inc                                         25,760
                                    HSBC
      11,269     Culp   Inc                      Morgan    Stanley                5,184
       1,825    Cumberland      Pharmaceuticals        Inc           Morgan    Stanley                  73
        471   Cummins    Inc                    Bank   of  America    Merrill    Lynch
                                                       (3,222)
           Cummins    Inc                    Barclays     Bank               3,004
       (416)
       1,843    Cummins    Inc                    Barclays     Bank
                                                       (13,306)
           Cummins    Inc                                        4,126
      (4,254)                             HSBC
           Cummins    Inc                    Morgan    Stanley                52,020
      (7,205)
       4,502    Cummins    Inc                    Morgan    Stanley
                                                       (32,504)
           Cumulus    Media   Inc  ’A’               Bank   of  America    Merrill    Lynch
      (14,179)                                                 (26,940)
           Cumulus    Media   Inc  ’A’               Goldman    Sachs
      (8,657)                                                (16,448)
           Cumulus    Media   Inc  ’A’
      (12,867)                              HSBC                   (10,447)
      10,636     CuriosityStream        Inc                Goldman    Sachs
                                                       (3,101)
       6,617    CuriosityStream        Inc
                                    HSBC                     (710)
      13,071     CuriosityStream        Inc                Morgan    Stanley
                                                       (1,176)
      15,930     Curis   Inc                     Bank   of  America    Merrill    Lynch        3,027
      14,576     Curis   Inc                     Goldman    Sachs                2,769
      19,593     Curis   Inc                     Morgan    Stanley                1,567
       2,712    Curo   Group   Holdings     Corp              Bank   of  America    Merrill    Lynch
                                                        (190)
       8,128    Curo   Group   Holdings     Corp                                  1,037
                                    HSBC
       3,670    Curo   Group   Holdings     Corp              Morgan    Stanley
                                                        (918)
        767   Curtiss-Wright        Corp                 Barclays     Bank               2,523
      15,576     Curtiss-Wright        Corp                 Goldman    Sachs               95,948
       5,584    Curtiss-Wright        Corp                                    81,303
                                    HSBC
       5,974    Curtiss-Wright        Corp                 Morgan    Stanley                19,655
       3,611    Customers     Bancorp    Inc                                   1,517
                                    HSBC
           Cutera    Inc                     Bank   of  America    Merrill    Lynch
      (6,893)                                                (25,159)
           Cutera    Inc
      (3,535)                             HSBC                   (13,180)
           Cutera    Inc                     Morgan    Stanley
      (10,593)                                                 (30,720)
           CVB  Financial     Corp                 Goldman    Sachs               42,491
      (31,948)
           CVB  Financial     Corp                                     52,205
      (76,240)                              HSBC
           CVB  Financial     Corp                 Morgan    Stanley                7,812
      (18,600)
           CVR  Energy    Inc                   Bank   of  America    Merrill    Lynch
       (769)                                                 (62)
           CVR  Energy    Inc                   Barclays     Bank               2,314
      (5,259)
           CVR  Energy    Inc                   Goldman    Sachs
      (1,722)                                                  (138)
      19,504     CVR  Energy    Inc                   Goldman    Sachs                1,560
           CVR  Energy    Inc
      (2,413)                             HSBC                    (3,089)
      40,072     CVR  Energy    Inc                                      10,244
                                    HSBC
      36,641     CVR  Energy    Inc                   Morgan    Stanley
                                                       (16,122)
      21,820     CVS  Health    Corp                   Morgan    Stanley                27,057
           CyberOptics      Corp                  Goldman    Sachs
      (7,616)                                                 (3,199)
           CyberOptics      Corp
       (816)                            HSBC                    (1,746)
           CyberOptics      Corp                  Morgan    Stanley
      (7,687)                                                 (1,384)
           Cyclerion     Therapeutics       Inc             Bank   of  America    Merrill    Lynch
      (14,244)                                                 (6,837)
           Cyclerion     Therapeutics       Inc             Goldman    Sachs
      (24,061)                                                 (11,549)
                                144/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           Cyclerion     Therapeutics       Inc
      (30,234)                              HSBC                   (12,372)
           Cyclerion     Therapeutics       Inc             Morgan    Stanley
      (54,123)                                                 (5,683)
           Cymabay    Therapeutics       Inc              Bank   of  America    Merrill    Lynch        4,295
      (9,989)
           Cymabay    Therapeutics       Inc              Goldman    Sachs               18,676
      (43,432)
           Cymabay    Therapeutics       Inc                                   779
      (26,848)                              HSBC
           CyrusOne     Inc  (REIT)                  Bank   of  America    Merrill    Lynch       12,468
      (4,751)
           CyrusOne     Inc  (REIT)                  Barclays     Bank               9,879
      (15,790)
           CyrusOne     Inc  (REIT)                  Goldman    Sachs                3,571
      (1,356)
           Cytokinetics       Inc                  Bank   of  America    Merrill    Lynch
      (10,272)                                                 (9,806)
           Cytokinetics       Inc                  Goldman    Sachs
      (11,371)                                                 (14,214)
           Cytokinetics       Inc
      (9,284)                             HSBC                    (7,149)
           Cytokinetics       Inc                  Morgan    Stanley
      (13,919)                                                 (10,718)
      20,772     CytomX    Therapeutics       Inc                                  8,014
                                    HSBC
      16,668     CytomX    Therapeutics       Inc              Morgan    Stanley                1,833
           CytoSorbents       Corp                  Bank   of  America    Merrill    Lynch         727
      (2,692)
           CytoSorbents       Corp                  Goldman    Sachs                3,344
      (11,440)
           CytoSorbents       Corp                                     17,990
      (43,877)                              HSBC
           CytoSorbents       Corp                  Morgan    Stanley                1,599
      (3,901)
        185   Daily   Journal    Corp                 Bank   of  America    Merrill    Lynch         762
        297   Daily   Journal    Corp                 Goldman    Sachs                1,010
       3,351    Daily   Journal    Corp
                                    HSBC                     (279)
       1,096    Daily   Journal    Corp                 Morgan    Stanley                9,044
      15,876     Daktronics      Inc                   Bank   of  America    Merrill    Lynch        3,493
      44,140     Daktronics      Inc                   Goldman    Sachs                9,711
      144,147     Daktronics      Inc                                      25,140
                                    HSBC
      55,929     Daktronics      Inc                   Morgan    Stanley                3,356
      12,244     Dana   Inc                      Barclays     Bank
                                                       (1,224)
           Dana   Inc                      Goldman    Sachs                3,002
      (21,444)
      12,019     Dana   Inc                      Goldman    Sachs
                                                       (1,683)
           Dana   Inc
      (26,854)                              HSBC                   (28,585)
      28,231     Dana   Inc                      Morgan    Stanley
                                                       (2,823)
           Dana   Inc                      Morgan    Stanley                1,725
      (17,250)
           Danaher    Corp                    Bank   of  America    Merrill    Lynch        3,593
       (677)
       5,037    Danaher    Corp                    Bank   of  America    Merrill    Lynch
                                                       (41,052)
           Danaher    Corp                    Barclays     Bank
       (747)                                                 (314)
       5,109    Danaher    Corp                    Barclays     Bank               2,146
           Danaher    Corp                    Goldman    Sachs                1,641
       (933)
       3,415    Danaher    Corp                    Goldman    Sachs
                                                       (25,791)
           Danaher    Corp                                        75,411
      (6,141)                             HSBC
       1,043    Danaher    Corp
                                    HSBC                    (7,632)
       8,495    Darden    Restaurants      Inc               Bank   of  America    Merrill    Lynch
                                                       (20,920)
        277   Darden    Restaurants      Inc               Barclays     Bank
                                                        (536)
       2,171    Darden    Restaurants      Inc               Goldman    Sachs
                                                       (5,017)
        821   Darden    Restaurants      Inc                                    275
                                    HSBC
        941   Darden    Restaurants      Inc               Morgan    Stanley
                                                       (1,821)
                                145/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           Darling    Ingredients      Inc              Bank   of  America    Merrill    Lynch
      (2,283)                                                  (46)
       2,115    Darling    Ingredients      Inc              Barclays     Bank               3,870
           Darling    Ingredients      Inc              Goldman    Sachs
       (806)                                                (1,221)
        880   Darling    Ingredients      Inc              Goldman    Sachs                 934
       1,165    Darling    Ingredients      Inc                                  2,053
                                    HSBC
           Darling    Ingredients      Inc
      (38,275)                              HSBC                   (94,366)
           Darling    Ingredients      Inc              Morgan    Stanley
      (21,584)                                                 (39,498)
       4,473    Daseke    Inc                     Goldman    Sachs                  45
      22,561     Daseke    Inc                     Morgan    Stanley                1,805
           Datadog    Inc  ’A’                  Bank   of  America    Merrill    Lynch
      (1,014)                                                 (9,946)
           Datadog    Inc  ’A’                  Goldman    Sachs
      (2,307)                                                (27,499)
       1,319    Datadog    Inc  ’A’                  Goldman    Sachs               15,722
           Datadog    Inc  ’A’                  Morgan    Stanley
      (2,819)                                                (20,410)
        335   Datadog    Inc  ’A’                  Morgan    Stanley                2,425
           Dave   & Buster’s     Entertainment       Inc
      (24,570)                              HSBC                   (20,885)
           DaVita    Inc                     Bank   of  America    Merrill    Lynch         216
        (71)
           DaVita    Inc                     Goldman    Sachs                3,745
      (1,232)
           DaVita    Inc
      (9,311)                             HSBC                   (72,347)
           DaVita    Inc                     Morgan    Stanley
      (16,114)                                                 (1,289)
      110,889     Dawson    Geophysical      Co               Morgan    Stanley                33,267
       4,679    Deciphera     Pharmaceuticals        Inc
                                                         －
       1,692    Deciphera     Pharmaceuticals        Inc           Goldman    Sachs
                                                       (7,834)
       3,597    Deciphera     Pharmaceuticals        Inc
                                    HSBC                    (9,280)
       5,713    Deciphera     Pharmaceuticals        Inc           Morgan    Stanley
                                                        (686)
           Deckers    Outdoor    Corp                Bank   of  America    Merrill    Lynch
      (1,381)                                                (11,656)
        711   Deckers    Outdoor    Corp                Bank   of  America    Merrill    Lynch        3,332
           Deckers    Outdoor    Corp                Barclays     Bank                893
       (144)
       4,893    Deckers    Outdoor    Corp                Goldman    Sachs               37,538
           Deckers    Outdoor    Corp                Goldman    Sachs
      (1,509)                                                (12,736)
       7,833    Deckers    Outdoor    Corp                                    5,925
                                    HSBC
       2,807    Deckers    Outdoor    Corp                Morgan    Stanley                  828
           Deere   & Co                    Bank   of  America    Merrill    Lynch
      (1,557)                                                 (6,477)
        97   Deere   & Co                    Barclays     Bank                209
        572   Deere   & Co                    Goldman    Sachs                 743
      11,639     Deere   & Co                                       154,963
                                    HSBC
       3,457    Deere   & Co                    Morgan    Stanley                7,433
      45,800     Del  Taco   Restaurants      Inc              Bank   of  America    Merrill    Lynch       23,816
      12,763     Del  Taco   Restaurants      Inc              Morgan    Stanley                2,425
      54,409     Delek   US  Energy    Inc                Morgan    Stanley
                                                       (9,794)
        240   Delek   US  Holdings     Inc               Goldman    Sachs
                                                        (137)
       6,935    Delek   US  Holdings     Inc               Morgan    Stanley
                                                       (1,248)
       2,342    Dell   Technologies       Inc  ’C’             Bank   of  America    Merrill    Lynch        2,412
           Dell   Technologies       Inc  ’C’             Bank   of  America    Merrill    Lynch
      (1,408)                                                  (378)
       4,633    Dell   Technologies       Inc  ’C’             Barclays     Bank
                                                       (4,633)
       3,822    Dell   Technologies       Inc  ’C’             Goldman    Sachs                3,937
                                146/368



                                                          EDINET提出書類
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                                                有価証券報告書（内国投資信託受益証券）
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                                                     （損）
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                                                    （米ドル）
           米国（続き）
           Dell   Technologies       Inc  ’C’             Goldman    Sachs                 544
      (1,433)
       4,212    Dell   Technologies       Inc  ’C’             Morgan    Stanley
                                                       (4,212)
           Dell   Technologies       Inc  ’C’             Morgan    Stanley                  819
       (819)
           Delta   Air  Lines   Inc                Barclays     Bank
      (4,604)                                                 (6,538)
           Delta   Air  Lines   Inc                Morgan    Stanley
      (65,798)                                                 (93,433)
           Delta   Apparel    Inc                 Bank   of  America    Merrill    Lynch
      (3,936)                                                (14,917)
           Delta   Apparel    Inc                 Goldman    Sachs
      (1,823)                                                 (6,909)
           Delta   Apparel    Inc
      (13,811)                              HSBC                   (34,505)
           Delta   Apparel    Inc                 Morgan    Stanley
      (8,580)                                                 (4,547)
       6,185    Deluxe    Corp                     Bank   of  America    Merrill    Lynch         804
           Deluxe    Corp                     Bank   of  America    Merrill    Lynch        1,568
      (1,143)
           Deluxe    Corp                     Goldman    Sachs
      (6,980)                                                 (1,541)
           Deluxe    Corp
      (21,031)                              HSBC                   (38,352)
           Deluxe    Corp                     Morgan    Stanley
      (10,873)                                                 (1,196)
           Denali    Therapeutics       Inc              Bank   of  America    Merrill    Lynch       15,688
      (7,438)
           Denali    Therapeutics       Inc              Barclays     Bank               3,063
      (3,003)
           Denali    Therapeutics       Inc
      (3,220)                             HSBC                   (17,388)
           Denali    Therapeutics       Inc              Morgan    Stanley                8,239
      (8,077)
        31   Denbury    Inc                    Bank   of  America    Merrill    Lynch         123
      10,994     Denbury    Inc                    Goldman    Sachs               43,646
      13,971     Denbury    Inc                                        37,654
                                    HSBC
       3,656    Denbury    Inc                    Morgan    Stanley                9,798
      66,372     Denny’s     Corp                    Morgan    Stanley
                                                       (10,620)
           DENTSPLY     SIRONA    Inc                Bank   of  America    Merrill    Lynch
      (4,830)                                                (12,147)
           DENTSPLY     SIRONA    Inc                Barclays     Bank
      (6,976)                                                 (9,348)
           DENTSPLY     SIRONA    Inc                Goldman    Sachs
      (4,699)                                                 (9,962)
           DENTSPLY     SIRONA    Inc
      (11,961)                              HSBC                    (4,784)
           DENTSPLY     SIRONA    Inc                Morgan    Stanley
      (6,202)                                                 (8,311)
           DermTech     Inc                    Bank   of  America    Merrill    Lynch        8,867
      (13,642)
           DermTech     Inc
      (11,825)                              HSBC                    (5,676)
      77,391     Designer     Brands    Inc  ’A’              Morgan    Stanley
                                                       (19,348)
           Devon   Energy    Corp                  Bank   of  America    Merrill    Lynch
      (11,422)                                                 (20,493)
      31,745     Devon   Energy    Corp                  Barclays     Bank               1,270
      14,274     Devon   Energy    Corp                  Goldman    Sachs               28,405
           Devon   Energy    Corp                  Goldman    Sachs
      (12,378)                                                 (24,632)
      26,274     Devon   Energy    Corp                                     83,814
                                    HSBC
           Devon   Energy    Corp
      (3,847)                             HSBC                   (12,272)
      20,278     Devon   Energy    Corp                  Morgan    Stanley                  811
           Devon   Energy    Corp                  Morgan    Stanley
      (13,606)                                                  (544)
        583   DexCom    Inc                     Bank   of  America    Merrill    Lynch
                                                       (11,112)
       2,304    DexCom    Inc                     Barclays     Bank                842
        324   DexCom    Inc                     Goldman    Sachs
                                                       (6,175)
        245   DexCom    Inc
                                    HSBC                    (5,603)
       1,875    DexCom    Inc                     Morgan    Stanley
                                                        (225)
           DHI  Group   Inc                   Goldman    Sachs
      (22,836)                                                  (913)
                                147/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
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                                                     （損）
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                                                    （米ドル）
           米国（続き）
           DHI  Group   Inc
      (38,119)                              HSBC                    (1,512)
           DHI  Group   Inc                   Morgan    Stanley
      (21,654)                                                  (217)
       3,180    Diamond    Hill   Investment      Group   Inc         Bank   of  America    Merrill    Lynch
                                                       (51,739)
        988   Diamond    Hill   Investment      Group   Inc         Goldman    Sachs
                                                       (16,075)
       7,998    Diamond    Hill   Investment      Group   Inc
                                    HSBC                   (90,544)
       2,909    Diamond    Hill   Investment      Group   Inc         Morgan    Stanley
                                                       (48,871)
           Diamondback      Energy    Inc               Goldman    Sachs
      (13,359)                                                 (87,635)
           Diamondback      Energy    Inc               Morgan    Stanley                15,600
      (7,800)
       5,830    Diamondback      Energy    Inc               Morgan    Stanley
                                                       (11,660)
       5,203    DiamondRock      Hospitality      Co  (REIT)           Bank   of  America    Merrill    Lynch        5,203
      11,836     DiamondRock      Hospitality      Co  (REIT)           Goldman    Sachs               11,836
      153,393     DiamondRock      Hospitality      Co  (REIT)                              148,661
                                    HSBC
      30,109     DiamondRock      Hospitality      Co  (REIT)           Morgan    Stanley                11,441
           Dicerna    Pharmaceuticals        Inc            Goldman    Sachs
      (16,372)                                                 (33,987)
           Dicerna    Pharmaceuticals        Inc
      (22,208)                              HSBC                   (56,904)
           Dicerna    Pharmaceuticals        Inc            Morgan    Stanley
      (37,555)                                                 (74,359)
           Dick’s    Sporting     Goods   Inc             Bank   of  America    Merrill    Lynch
      (17,906)                                                 (84,255)
           Dick’s    Sporting     Goods   Inc             Goldman    Sachs
       (961)                                                 (348)
           Dick’s    Sporting     Goods   Inc             Morgan    Stanley                  379
      (1,183)
           Diebold    Nixdorf    Inc                Bank   of  America    Merrill    Lynch
      (5,443)                                                 (6,259)
           Diebold    Nixdorf    Inc
      (13,913)                              HSBC                   (29,078)
           Diebold    Nixdorf    Inc                Morgan    Stanley
      (45,054)                                                 (19,824)
           Digi   International       Inc               Bank   of  America    Merrill    Lynch        1,918
      (5,481)
           Digi   International       Inc               Goldman    Sachs               13,588
      (38,822)
           Digi   International       Inc
      (23,124)                              HSBC                   (21,109)
           Digi   International       Inc               Morgan    Stanley
      (11,692)                                                 (10,757)
           Digimarc     Corp                    Goldman    Sachs
      (13,039)                                                 (85,536)
       8,062    Digital    Media   Solutions     Inc  ’A’          Bank   of  America    Merrill    Lynch
                                                       (4,273)
      16,047     Digital    Media   Solutions     Inc  ’A’          Goldman    Sachs
                                                       (8,401)
      30,895     Digital    Media   Solutions     Inc  ’A’                               762
                                    HSBC
       9,926    Digital    Media   Solutions     Inc  ’A’          Morgan    Stanley                2,879
        112   Digital    Realty    Trust   Inc  (REIT)            Bank   of  America    Merrill    Lynch
                                                        (729)
        833   Digital    Realty    Trust   Inc  (REIT)            Goldman    Sachs
                                                       (5,423)
           Digital    Turbine    Inc                Goldman    Sachs
      (1,767)                                                (13,571)
           Digital    Turbine    Inc
      (11,905)                              HSBC                   (89,670)
       3,605    Dillard’s      Inc  ’A’                 Bank   of  America    Merrill    Lynch
                                                       (7,390)
       9,984    Dillard’s      Inc  ’A’                 Morgan    Stanley                1,597
           Dime   Community     Bancshares      Inc           Goldman    Sachs
      (24,357)                                                 (35,318)
           Dime   Community     Bancshares      Inc
      (73,558)                              HSBC                   (80,150)
           Dime   Community     Bancshares      Inc           Morgan    Stanley
      (27,138)                                                 (23,610)
      13,378     Dine   Brands    Global    Inc               Goldman    Sachs
                                                       (22,743)
           Diodes    Inc                     Goldman    Sachs
      (27,517)                                                 (44,027)
           Diodes    Inc
      (25,923)                              HSBC                   (84,772)
           Diodes    Inc                     Morgan    Stanley
      (21,403)                                                 (71,486)
           Discover     Financial     Services               Bank   of  America    Merrill    Lynch
       (248)                                                 (131)
                                148/368



                                                          EDINET提出書類
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                                                     （損）
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                                                    （米ドル）
           米国（続き）
           Discover     Financial     Services               Barclays     Bank               5,121
      (5,909)
           Discover     Financial     Services               Goldman    Sachs
      (1,712)                                                 (1,956)
           Discover     Financial     Services
       (975)                            HSBC                    (2,057)
           Discover     Financial     Services               Morgan    Stanley
      (14,652)                                                 (2,637)
      67,764     Discovery     Inc  ’A’                 Barclays     Bank               41,336
      51,112     Discovery     Inc  ’A’                 Morgan    Stanley                31,178
           DISH   Network    Corp   ’A’               Bank   of  America    Merrill    Lynch
      (25,615)                                                 (69,672)
           DISH   Network    Corp   ’A’               Barclays     Bank
      (26,687)                                                 (14,144)
           DISH   Network    Corp   ’A’
      (5,212)                             HSBC                   (39,689)
           DISH   Network    Corp   ’A’               Morgan    Stanley
      (15,537)                                                 (8,234)
           Diversified      Healthcare      Trust   (REIT)          Bank   of  America    Merrill    Lynch
      (9,073)                                                 (6,215)
           Diversified      Healthcare      Trust   (REIT)          Goldman    Sachs
      (14,077)                                                 (3,659)
           Diversified      Healthcare      Trust   (REIT)
      (50,339)                              HSBC                   (27,408)
           Diversified      Healthcare      Trust   (REIT)          Morgan    Stanley
      (93,283)                                                 (18,190)
           DMC  Global    Inc                   Goldman    Sachs
      (10,290)                                                 (3,602)
           DMC  Global    Inc
      (4,624)                             HSBC                   (15,259)
           DMC  Global    Inc                   Morgan    Stanley                7,396
      (4,109)
       1,711    DocuSign     Inc                    Bank   of  America    Merrill    Lynch       34,441
       1,678    DocuSign     Inc                    Barclays     Bank               19,951
        919   DocuSign     Inc                                       20,214
                                    HSBC
       1,124    DocuSign     Inc                    Morgan    Stanley                13,364
           Dolby   Laboratories       Inc  ’A’
      (4,035)                             HSBC                   (16,382)
        631   Dolby   Laboratories       Inc  ’A’                                 2,562
                                    HSBC
           Dolby   Laboratories       Inc  ’A’             Morgan    Stanley
      (10,071)                                                 (25,379)
       9,177    Dolby   Laboratories       Inc  ’A’             Morgan    Stanley
                                                       23,126
           Dollar    General    Corp                 Goldman    Sachs
      (3,288)                                                (12,396)
       9,579    Dollar    General    Corp                 Goldman    Sachs                4,263
           Dollar    General    Corp                 Morgan    Stanley
      (18,666)                                                (108,636)
      11,423     Dollar    Tree   Inc                  Barclays     Bank              127,481
        105   Dollar    Tree   Inc                  Morgan    Stanley                1,172
           Dominion     Energy    Inc                Bank   of  America    Merrill    Lynch       38,182
      (5,759)
           Dominion     Energy    Inc                Goldman    Sachs                6,246
      (1,984)
           Dominion     Energy    Inc                Morgan    Stanley
      (54,522)                                                 (21,264)
           Domino’s     Pizza   Inc                Bank   of  America    Merrill    Lynch
      (1,370)                                                 (3,504)
           Domino’s     Pizza   Inc                Barclays     Bank
      (1,477)                                                 (1,807)
           Domo   Inc  ’B’                    Bank   of  America    Merrill    Lynch
      (1,242)                                                 (5,167)
           Domo   Inc  ’B’                    Goldman    Sachs
      (2,939)                                                (12,226)
           Domo   Inc  ’B’
      (5,744)                             HSBC                    (9,650)
           Domo   Inc  ’B’                    Morgan    Stanley
      (2,790)                                                 (4,687)
           Domtar    Corp
      (26,705)                              HSBC                    (7,744)
      23,832     Domtar    Corp                     Morgan    Stanley                6,911
       9,589    Donaldson     Co  Inc                  Bank   of  America    Merrill    Lynch
                                                       (4,219)
      14,241     Donaldson     Co  Inc                  Barclays     Bank
                                                       (3,560)
      21,357     Donaldson     Co  Inc                  Goldman    Sachs
                                                       (9,397)
      14,561     Donaldson     Co  Inc                                     29,705
                                    HSBC
                                149/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
      23,873     Donaldson     Co  Inc                  Morgan    Stanley
                                                       (5,968)
           Donegal    Group   Inc  ’A’               Bank   of  America    Merrill    Lynch        4,754
      (15,318)
           Donegal    Group   Inc  ’A’               Goldman    Sachs                8,128
      (24,574)
           Donegal    Group   Inc  ’A’
      (53,073)                              HSBC                    (2,899)
           Donegal    Group   Inc  ’A’               Morgan    Stanley
      (6,775)                                                  (339)
       2,631    Donnelley     Financial     Solutions     Inc         Bank   of  America    Merrill    Lynch        2,631
      12,821     Donnelley     Financial     Solutions     Inc         Goldman    Sachs               12,821
      25,976     Donnelley     Financial     Solutions     Inc                             15,586
                                    HSBC
      41,993     Donnelley     Financial     Solutions     Inc         Morgan    Stanley                25,196
       1,417    Dorman    Products     Inc                Bank   of  America    Merrill    Lynch
                                                       (5,441)
       3,438    Dorman    Products     Inc                Goldman    Sachs
                                                       (13,202)
       6,837    Dorman    Products     Inc
                                    HSBC                   (12,046)
       5,086    Douglas    Dynamics     Inc                Bank   of  America    Merrill    Lynch        1,475
       3,957    Douglas    Dynamics     Inc                Goldman    Sachs                1,148
      32,015     Douglas    Dynamics     Inc                                   17,703
                                    HSBC
      17,170     Douglas    Dynamics     Inc                Morgan    Stanley
                                                       (5,096)
      48,769     Douglas    Emmett    Inc  (REIT)               Bank   of  America    Merrill    Lynch
                                                       (19,995)
      12,391     Douglas    Emmett    Inc  (REIT)               Barclays     Bank
                                                       (13,506)
      11,761     Douglas    Emmett    Inc  (REIT)               Goldman    Sachs
                                                       (4,822)
           Douglas    Emmett    Inc  (REIT)               Goldman    Sachs                2,928
      (7,142)
      37,661     Douglas    Emmett    Inc  (REIT)                                  127,294
                                    HSBC
      32,191     Douglas    Emmett    Inc  (REIT)               Morgan    Stanley
                                                       (35,088)
           Dova   Pharmaceuticals        Inc*
      (4,689)                             HSBC                    (2,532)
           Dover   Corp                     Goldman    Sachs               33,293
      (9,968)
           Dover   Corp
      (19,775)                              HSBC                   (54,183)
           Dover   Corp                     Morgan    Stanley                13,375
      (13,788)
           Dow  Inc                      Bank   of  America    Merrill    Lynch        2,514
      (7,406)
           Dow  Inc                      Barclays     Bank               11,591
      (8,279)
           Dow  Inc                      Goldman    Sachs
      (11,805)                                                 (7,201)
           Dow  Inc
      (2,473)                             HSBC                    (5,985)
           Dow  Inc                      Morgan    Stanley                71,358
      (50,970)
      14,540     DR  Horton    Inc                   Barclays     Bank
                                                       (34,169)
      32,857     DR  Horton    Inc                   Goldman    Sachs               26,285
      13,769     DR  Horton    Inc                                      137,415
                                    HSBC
      27,225     DR  Horton    Inc                   Morgan    Stanley
                                                       (63,979)
           DraftKings      Inc  ’A’                 Barclays     Bank
      (2,509)                                                (12,219)
       5,173    DraftKings      Inc  ’A’                 Morgan    Stanley                25,193
       1,400    Dril-Quip     Inc                   Bank   of  America    Merrill    Lynch
                                                       (1,344)
       4,694    Dril-Quip     Inc
                                    HSBC                    (2,769)
           Drive   Shack   Inc                  Bank   of  America    Merrill    Lynch
      (55,186)                                                 (13,797)
           Drive   Shack   Inc                  Goldman    Sachs
      (90,193)                                                 (22,548)
           Drive   Shack   Inc
      (12,083)                              HSBC                    (2,779)
           Drive   Shack   Inc                  Morgan    Stanley
      (61,008)                                                 (9,761)
       3,529    Dropbox    Inc  ’A’                  Bank   of  America    Merrill    Lynch        4,288
       3,979    Dropbox    Inc  ’A’                  Barclays     Bank               3,124
                                150/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
      38,999     Dropbox    Inc  ’A’                  Goldman    Sachs               47,384
       7,385    Dropbox    Inc  ’A’                                      8,530
                                    HSBC
      30,664     Dropbox    Inc  ’A’                  Morgan    Stanley                24,071
      19,763     DSP  Group   Inc                   Bank   of  America    Merrill    Lynch        9,922
      30,510     DSP  Group   Inc                   Goldman    Sachs               16,475
      69,190     DSP  Group   Inc                                       78,979
                                    HSBC
      39,614     DSP  Group   Inc                   Morgan    Stanley                20,718
       4,793    DTE  Energy    Co                   Bank   of  America    Merrill    Lynch
                                                       (31,653)
           DTE  Energy    Co                   Bank   of  America    Merrill    Lynch       18,879
      (3,310)
       1,181    DTE  Energy    Co                   Barclays     Bank
                                                       (2,539)
           DTE  Energy    Co                   Barclays     Bank               15,226
      (7,082)
        716   DTE  Energy    Co                   Goldman    Sachs
                                                       (2,496)
           DTE  Energy    Co                   Goldman    Sachs               39,244
      (6,041)
       2,583    DTE  Energy    Co
                                    HSBC                    (6,364)
           DTE  Energy    Co                                       1,122
      (2,040)                             HSBC
      11,780     DTE  Energy    Co                   Morgan    Stanley
                                                       (25,327)
      11,154     Duck   Creek   Technologies       Inc            Bank   of  America    Merrill    Lynch
                                                       (11,601)
       1,899    Duck   Creek   Technologies       Inc            Barclays     Bank
                                                       (5,203)
       9,928    Duck   Creek   Technologies       Inc            Goldman    Sachs
                                                       (8,206)
       4,934    Duck   Creek   Technologies       Inc
                                    HSBC                   (11,679)
      17,431     Duck   Creek   Technologies       Inc            Morgan    Stanley
                                                       (47,761)
           Ducommun     Inc                    Bank   of  America    Merrill    Lynch
      (7,477)                                                (52,563)
           Ducommun     Inc                    Goldman    Sachs
      (2,049)                                                (14,404)
           Ducommun     Inc
      (7,218)                             HSBC                   (18,117)
           Ducommun     Inc                    Morgan    Stanley
      (1,993)                                                 (5,002)
           Duke   Energy    Corp                  Bank   of  America    Merrill    Lynch       12,235
      (10,471)
           Duke   Energy    Corp                  Barclays     Bank
      (24,177)                                                 (9,143)
           Duke   Energy    Corp                                      61,577
      (37,095)                              HSBC
           Duke   Energy    Corp                  Morgan    Stanley
      (34,204)                                                 (14,024)
           Duke   Realty    Corp   (REIT)                Bank   of  America    Merrill    Lynch        2,196
      (1,504)
      10,650     Duke   Realty    Corp   (REIT)                Bank   of  America    Merrill    Lynch
                                                       (15,549)
           Duke   Realty    Corp   (REIT)                Barclays     Bank                194
      (19,419)
           Duke   Realty    Corp   (REIT)                Goldman    Sachs               30,491
      (20,884)
           Duke   Realty    Corp   (REIT)                                    1,400
      (6,085)                             HSBC
        992   Duke   Realty    Corp   (REIT)
                                    HSBC                     (228)
           Duke   Realty    Corp   (REIT)                Morgan    Stanley                  352
      (35,175)
       2,308    Duluth    Holdings     Inc  ’B’              Bank   of  America    Merrill    Lynch        1,823
      12,475     Duluth    Holdings     Inc  ’B’                                  7,159
                                    HSBC
      14,540     Duluth    Holdings     Inc  ’B’              Morgan    Stanley                11,196
           Dun  & Bradstreet      Holdings     Inc           Bank   of  America    Merrill    Lynch       21,875
      (14,487)
       2,597    Dun  & Bradstreet      Holdings     Inc           Bank   of  America    Merrill    Lynch
                                                       (3,921)
           Dun  & Bradstreet      Holdings     Inc           Barclays     Bank               4,509
      (7,642)
      22,628     Dun  & Bradstreet      Holdings     Inc           Barclays     Bank
                                                       (13,351)
           Dun  & Bradstreet      Holdings     Inc           Goldman    Sachs                9,054
      (5,936)
      11,199     Dun  & Bradstreet      Holdings     Inc           Goldman    Sachs
                                                       (16,910)
                                151/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
       7,689    Dun  & Bradstreet      Holdings     Inc                               5,075
                                    HSBC
           Dun  & Bradstreet      Holdings     Inc           Morgan    Stanley                3,835
      (6,500)
      14,124     Dun  & Bradstreet      Holdings     Inc           Morgan    Stanley
                                                       (8,333)
           DuPont    de  Nemours    Inc               Bank   of  America    Merrill    Lynch
      (1,290)                                                  (619)
           DuPont    de  Nemours    Inc               Barclays     Bank
      (3,544)                                                 (1,099)
           DuPont    de  Nemours    Inc               Goldman    Sachs
      (22,352)                                                 (14,121)
           DuPont    de  Nemours    Inc
       (496)                            HSBC                    (1,111)
           DuPont    de  Nemours    Inc               Morgan    Stanley
      (33,026)                                                 (10,238)
           Durect    Corp                     Bank   of  America    Merrill    Lynch
      (65,986)                                                 (2,639)
           Durect    Corp                     Goldman    Sachs
      (94,579)                                                 (3,783)
           Durect    Corp
      (33,312)                              HSBC                    (4,664)
      10,556     DXC  Technology      Co                 Bank   of  America    Merrill    Lynch        9,194
      14,559     DXC  Technology      Co                 Goldman    Sachs               14,996
       7,980    DXC  Technology      Co                                    23,860
                                    HSBC
      20,021     DXC  Technology      Co                 Morgan    Stanley                2,210
       2,067    DXP  Enterprises      Inc                Bank   of  America    Merrill    Lynch
                                                       (1,964)
      14,615     DXP  Enterprises      Inc                Goldman    Sachs
                                                       (13,884)
      11,762     DXP  Enterprises      Inc                                    5,526
                                    HSBC
      29,533     DXP  Enterprises      Inc                Morgan    Stanley                20,673
      14,589     Dyadic    International       Inc              Bank   of  America    Merrill    Lynch
                                                       (12,692)
       2,937    Dyadic    International       Inc              Goldman    Sachs
                                                       (2,555)
       7,549    Dyadic    International       Inc
                                    HSBC                     (755)
       7,962    Dyadic    International       Inc              Morgan    Stanley
                                                        (796)
       1,054    Dycom   Industries      Inc                Bank   of  America    Merrill    Lynch
                                                       (11,373)
       2,533    Dycom   Industries      Inc                Goldman    Sachs
                                                       (27,027)
       1,475    Dycom   Industries      Inc
                                    HSBC                   (22,361)
       4,737    Dynatrace     Inc                   Barclays     Bank               12,174
           Dynatrace     Inc                   Goldman    Sachs
      (1,164)                                                 (3,236)
           Dynatrace     Inc
      (8,464)                             HSBC                   (27,593)
       3,892    Dynatrace     Inc                                       12,688
                                    HSBC
           Dynatrace     Inc                   Morgan    Stanley
      (9,674)                                                (24,862)
       7,710    Dynavax    Technologies       Corp              Goldman    Sachs                4,819
       5,756    Dynavax    Technologies       Corp                                  4,192
                                    HSBC
       9,703    Dynavax    Technologies       Corp              Morgan    Stanley                6,064
       5,400    Dyne   Therapeutics       Inc                                   3,348
                                    HSBC
           Dynex   Capital    Inc  (REIT)               Bank   of  America    Merrill    Lynch        3,753
      (18,763)
           Dynex   Capital    Inc  (REIT)               Goldman    Sachs                4,944
      (24,719)
           Dynex   Capital    Inc  (REIT)
      (58,698)                              HSBC                   (43,531)
           Dynex   Capital    Inc  (REIT)               Morgan    Stanley
      (51,527)                                                 (7,729)
       5,008    DZS  Inc                                           1,296
                                    HSBC
       8,866    DZS  Inc                      Morgan    Stanley
                                                        (798)
           Eagle   Bancorp    Inc                 Bank   of  America    Merrill    Lynch
      (9,336)                                                 (6,068)
           Eagle   Bancorp    Inc                 Goldman    Sachs
      (39,402)                                                 (25,611)
           Eagle   Bancorp    Inc
      (23,553)                              HSBC                   (80,697)
           Eagle   Bancorp    Inc                 Morgan    Stanley
      (39,589)                                                 (23,555)
                                152/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
       3,212    Eagle   Bancorp    Montana    Inc             Bank   of  America    Merrill    Lynch         931
       4,150    Eagle   Bancorp    Montana    Inc             Goldman    Sachs                1,316
       5,153    Eagle   Bancorp    Montana    Inc                                 1,793
                                    HSBC
       7,535    Eagle   Bancorp    Montana    Inc             Morgan    Stanley                1,884
           Eagle   Materials     Inc                Goldman    Sachs
      (10,321)                                                 (24,874)
           Eagle   Materials     Inc
      (2,295)                             HSBC                   (10,396)
           Eagle   Materials     Inc                Morgan    Stanley                59,597
      (31,367)
       3,798    Eagle   Pharmaceuticals        Inc             Goldman    Sachs
                                                       (10,027)
      20,794     Eagle   Pharmaceuticals        Inc
                                    HSBC                   (24,171)
           Earthstone      Energy    Inc  ’A’             Bank   of  America    Merrill    Lynch
      (58,469)                                                 (50,868)
           Earthstone      Energy    Inc  ’A’             Goldman    Sachs
      (27,752)                                                 (20,630)
           Earthstone      Energy    Inc  ’A’
      (24,105)                              HSBC                    (7,232)
           Earthstone      Energy    Inc  ’A’             Morgan    Stanley
      (9,283)                                                 (2,785)
      20,417     East   West   Bancorp    Inc               Bank   of  America    Merrill    Lynch
                                                       (20,417)
           East   West   Bancorp    Inc               Goldman    Sachs                1,327
      (1,327)
       1,988    East   West   Bancorp    Inc
                                    HSBC                    (3,439)
           East   West   Bancorp    Inc                                   8,197
      (4,738)                             HSBC
           East   West   Bancorp    Inc               Morgan    Stanley                2,989
      (8,539)
           Easterly     Government      Properties      Inc  (REIT)
      (12,622)                              HSBC                    (6,667)
           Easterly     Government      Properties      Inc  (REIT)       Morgan    Stanley
      (52,464)                                                 (16,264)
           Eastern    Co                    Bank   of  America    Merrill    Lynch        2,153
      (5,469)
           Eastern    Co                    Goldman    Sachs                4,296
      (10,388)
           Eastern    Co                                        1,388
      (7,278)                             HSBC
           Eastern    Co                    Morgan    Stanley                  92
      (1,315)
       3,191    EastGroup     Properties      Inc  (REIT)            Bank   of  America    Merrill    Lynch
                                                       (19,848)
           EastGroup     Properties      Inc  (REIT)            Bank   of  America    Merrill    Lynch         956
       (326)
           EastGroup     Properties      Inc  (REIT)            Barclays     Bank
      (5,283)                                                  (475)
       5,279    EastGroup     Properties      Inc  (REIT)            Goldman    Sachs
                                                       (25,234)
           EastGroup     Properties      Inc  (REIT)
       (789)                            HSBC                    (4,048)
           EastGroup     Properties      Inc  (REIT)            Morgan    Stanley
      (2,096)                                                  (189)
      10,417     EastGroup     Properties      Inc  (REIT)            Morgan    Stanley                  938
       1,668    Eastman    Chemical     Co                Barclays     Bank
                                                       (1,218)
       5,657    Eastman    Chemical     Co                Goldman    Sachs                6,432
       5,003    Eastman    Chemical     Co                                   44,676
                                    HSBC
      19,471     Eastman    Chemical     Co                Morgan    Stanley
                                                       (14,214)
           Eastman    Kodak   Co
      (47,367)                              HSBC                   (10,894)
           eBay   Inc                      Bank   of  America    Merrill    Lynch
      (11,384)                                                 (19,068)
           eBay   Inc                      Barclays     Bank
      (21,372)                                                 (6,946)
           eBay   Inc                      Goldman    Sachs
       (190)                                                 (318)
           eBay   Inc                      Morgan    Stanley
      (21,084)                                                 (6,852)
           Ebix   Inc                      Goldman    Sachs
      (14,026)                                                 (57,927)
           Ebix   Inc
      (8,099)                             HSBC                   (73,458)
           Ebix   Inc                      Morgan    Stanley
      (10,398)                                                 (15,597)
                                                         －
      16,724     Echo   Global    Logistics     Inc             Bank   of  America    Merrill    Lynch
                                                         －
      21,408     Echo   Global    Logistics     Inc             Goldman    Sachs
                                153/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
      32,550     Echo   Global    Logistics     Inc                                 4,232
                                    HSBC
      36,267     Echo   Global    Logistics     Inc             Morgan    Stanley
                                                       (9,429)
        866   EchoStar     Corp   ’A’                 Bank   of  America    Merrill    Lynch
                                                       (1,949)
           EchoStar     Corp   ’A’                 Bank   of  America    Merrill    Lynch       12,020
      (5,342)
           EchoStar     Corp   ’A’                 Barclays     Bank
      (7,024)                                                 (1,826)
       9,572    EchoStar     Corp   ’A’                 Goldman    Sachs
                                                       (21,537)
           EchoStar     Corp   ’A’                 Goldman    Sachs               34,976
      (15,545)
      10,067     EchoStar     Corp   ’A’
                                    HSBC                    (9,664)
           EchoStar     Corp   ’A’                                     8,701
      (9,064)                             HSBC
       9,046    EchoStar     Corp   ’A’                 Morgan    Stanley                2,352
           EchoStar     Corp   ’A’                 Morgan    Stanley
      (5,059)                                                 (1,315)
       8,791    Ecolab    Inc                     Bank   of  America    Merrill    Lynch       74,078
       3,210    Ecolab    Inc                     Barclays     Bank               24,974
       3,454    Ecolab    Inc                     Goldman    Sachs               28,737
       3,506    Ecolab    Inc                                        18,296
                                    HSBC
       7,996    Ecolab    Inc                     Morgan    Stanley                61,446
           Edgewell     Personal     Care   Co             Bank   of  America    Merrill    Lynch       15,447
      (11,797)
           Edgewell     Personal     Care   Co             Goldman    Sachs                8,764
      (6,594)
           Edgewell     Personal     Care   Co
      (4,530)                             HSBC                   (14,385)
           Edgewell     Personal     Care   Co             Morgan    Stanley                12,547
      (11,304)
           Edison    International                     Bank   of  America    Merrill    Lynch       29,747
      (10,293)
           Edison    International                     Goldman    Sachs               56,742
      (19,634)
           Edison    International
      (4,017)                             HSBC                    (6,106)
           Edison    International                     Morgan    Stanley                9,554
      (5,109)
      16,887     Editas    Medicine     Inc                Goldman    Sachs               31,748
       4,134    Editas    Medicine     Inc                                    4,992
                                    HSBC
       2,193    Editas    Medicine     Inc                Morgan    Stanley                3,531
       3,047    Edwards    Lifesciences       Corp              Bank   of  America    Merrill    Lynch        6,064
           Edwards    Lifesciences       Corp              Bank   of  America    Merrill    Lynch
       (785)                                                (1,562)
       7,461    Edwards    Lifesciences       Corp              Barclays     Bank
                                                       (4,029)
           Edwards    Lifesciences       Corp              Barclays     Bank               3,144
      (5,823)
           Edwards    Lifesciences       Corp              Goldman    Sachs                 561
      (3,211)
      18,923     Edwards    Lifesciences       Corp              Morgan    Stanley
                                                       (10,218)
           Edwards    Lifesciences       Corp              Morgan    Stanley                4,645
      (8,601)
           eGain   Corp                     Goldman    Sachs
      (11,758)                                                 (2,469)
           eGain   Corp                                         68,822
      (36,221)                              HSBC
           eGain   Corp                     Morgan    Stanley
      (8,389)                                                 (4,866)
           eHealth    Inc                    Bank   of  America    Merrill    Lynch
       (105)                                                 (963)
           eHealth    Inc                    Barclays     Bank
       (915)                                                (7,283)
       4,933    eHealth    Inc                    Goldman    Sachs               45,236
           eHealth    Inc                    Morgan    Stanley
      (2,184)                                                (17,385)
       1,547    eHealth    Inc                    Morgan    Stanley                12,314
       2,894    Eidos   Therapeutics       Inc                                  15,136
                                    HSBC
      15,787     Eiger   BioPharmaceuticals          Inc            Bank   of  America    Merrill    Lynch
                                                       (31,732)
      15,610     Eiger   BioPharmaceuticals          Inc            Goldman    Sachs
                                                       (31,376)
                                154/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
       4,976    Eiger   BioPharmaceuticals          Inc
                                    HSBC                    (2,289)
           El  Pollo   Loco   Holdings     Inc             Goldman    Sachs                6,099
      (11,294)
           El  Pollo   Loco   Holdings     Inc                                 2,711
      (30,121)                              HSBC
           El  Pollo   Loco   Holdings     Inc             Morgan    Stanley                1,078
      (43,119)
        98   Elah   Holdings     Inc                 Bank   of  America    Merrill    Lynch         678
        87   Elah   Holdings     Inc                 Morgan    Stanley                  602
           Elanco    Animal    Health    Inc              Goldman    Sachs
      (1,251)                                                 (1,176)
           Elanco    Animal    Health    Inc
      (15,382)                              HSBC                    (2,923)
           Elanco    Animal    Health    Inc              Morgan    Stanley
      (11,850)                                                 (2,607)
           Electromed      Inc                   Bank   of  America    Merrill    Lynch
      (28,526)                                                 (14,263)
           Electromed      Inc                   Goldman    Sachs
      (25,392)                                                 (12,696)
           Electromed      Inc
      (17,070)                              HSBC                   (13,867)
           Electronic      Arts   Inc                Bank   of  America    Merrill    Lynch
      (1,736)                                                (11,527)
       1,907    Electronic      Arts   Inc                Barclays     Bank               6,446
           Electronic      Arts   Inc                Barclays     Bank
      (9,288)                                                (31,393)
       3,048    Electronic      Arts   Inc                                    25,207
                                    HSBC
       2,040    Electronic      Arts   Inc                Morgan    Stanley                6,895
           Element    Solutions     Inc               Bank   of  America    Merrill    Lynch
      (22,052)                                                 (22,603)
           Element    Solutions     Inc               Barclays     Bank
      (23,518)                                                 (9,995)
           Element    Solutions     Inc               Goldman    Sachs
      (2,290)                                                 (2,347)
           Element    Solutions     Inc
      (22,323)                              HSBC                   (38,283)
           Element    Solutions     Inc               Morgan    Stanley
     (167,086)                                                 (71,012)
      29,064     Elevate    Credit    Inc                 Goldman    Sachs                1,453
      40,265     Elevate    Credit    Inc                                     6,845
                                    HSBC
      40,482     Elevate    Credit    Inc                 Morgan    Stanley
                                                       (1,214)
      26,592     elf  Beauty    Inc                                      28,188
                                    HSBC
      26,967     elf  Beauty    Inc                   Morgan    Stanley
                                                       (7,011)
           Eli  Lilly   and  Co                 Bank   of  America    Merrill    Lynch
      (1,763)                                                (12,323)
           Eli  Lilly   and  Co                 Barclays     Bank
      (7,134)                                                (29,962)
           Eli  Lilly   and  Co                 Goldman    Sachs
       (844)                                                (4,682)
           Eli  Lilly   and  Co
      (6,353)                             HSBC                   (33,353)
           Eli  Lilly   and  Co                 Morgan    Stanley
      (5,279)                                                (22,172)
           Ellington     Residential      Mortgage     REIT   (REIT)      Bank   of  America    Merrill    Lynch
      (14,803)                                                 (14,951)
           Ellington     Residential      Mortgage     REIT   (REIT)      Goldman    Sachs
      (15,372)                                                 (14,112)
           Ellington     Residential      Mortgage     REIT   (REIT)      Morgan    Stanley
      (27,062)                                                 (18,402)
           Eloxx   Pharmaceuticals        Inc             Goldman    Sachs
      (12,181)                                                   －
           Eloxx   Pharmaceuticals        Inc
      (6,350)                             HSBC                     (127)
           Eloxx   Pharmaceuticals        Inc             Morgan    Stanley
      (6,669)                                                  (133)
      34,228     EMCOR   Group   Inc                  Bank   of  America    Merrill    Lynch       104,395
       2,143    EMCOR   Group   Inc                  Barclays     Bank               2,079
      14,727     EMCOR   Group   Inc                  Goldman    Sachs               44,917
      41,913     EMCOR   Group   Inc                                     280,796
                                    HSBC
       7,692    EMCOR   Group   Inc                  Morgan    Stanley                7,461
      113,617     Emerald    Holding    Inc                Bank   of  America    Merrill    Lynch       136,340
      18,445     Emerald    Holding    Inc                Goldman    Sachs               22,134
                                155/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
      24,314     Emerald    Holding    Inc                                    3,890
                                    HSBC
           Emergent     BioSolutions       Inc             Bank   of  America    Merrill    Lynch        1,856
      (1,666)
        421   Emergent     BioSolutions       Inc             Bank   of  America    Merrill    Lynch        1,698
           Emergent     BioSolutions       Inc             Barclays     Bank
      (2,341)                                                 (8,521)
           Emergent     BioSolutions       Inc             Goldman    Sachs                 815
       (239)
        613   Emergent     BioSolutions       Inc             Goldman    Sachs
                                                        (250)
           Emergent     BioSolutions       Inc             Morgan    Stanley
      (2,817)                                                (10,254)
       3,376    Emergent     BioSolutions       Inc             Morgan    Stanley                12,022
           Emerson    Electric     Co                Bank   of  America    Merrill    Lynch        3,984
      (4,128)
           Emerson    Electric     Co                Barclays     Bank               7,484
      (15,156)
           Emerson    Electric     Co                Goldman    Sachs
      (2,804)                                                 (3,296)
           Emerson    Electric     Co
      (15,380)                              HSBC                   (15,995)
           Emerson    Electric     Co                Morgan    Stanley                23,811
      (49,607)
           Empire    State   Realty    Trust   Inc  ’A’   (REIT)      Bank   of  America    Merrill    Lynch
      (70,449)                                                 (91,584)
           Empire    State   Realty    Trust   Inc  ’A’   (REIT)      Morgan    Stanley
      (78,022)                                                 (28,868)
       6,241    Employers     Holdings     Inc               Bank   of  America    Merrill    Lynch
                                                       (22,592)
      10,052     Employers     Holdings     Inc               Goldman    Sachs
                                                       (36,388)
       5,789    Employers     Holdings     Inc               Morgan    Stanley
                                                       (6,368)
       1,806    Enanta    Pharmaceuticals        Inc             Bank   of  America    Merrill    Lynch
                                                       (2,217)
       5,025    Enanta    Pharmaceuticals        Inc             Goldman    Sachs
                                                       (15,779)
      23,177     Enanta    Pharmaceuticals        Inc
                                    HSBC                   (65,105)
      16,215     Enanta    Pharmaceuticals        Inc             Morgan    Stanley
                                                       (23,836)
       4,724    Encompass     Health    Corp                Barclays     Bank               1,512
           Encompass     Health    Corp                Goldman    Sachs
       (684)                                                (4,986)
           Encompass     Health    Corp
      (12,588)                              HSBC                   (127,516)
           Encompass     Health    Corp                Morgan    Stanley
      (13,870)                                                 (4,438)
       7,736    Encore    Capital    Group   Inc              Goldman    Sachs               16,246
       5,769    Encore    Capital    Group   Inc                                  3,783
                                    HSBC
        764   Encore    Capital    Group   Inc              Morgan    Stanley
                                                       (1,322)
       6,611    Encore    Wire   Corp                  Goldman    Sachs
                                                       (12,759)
      24,875     Encore    Wire   Corp                                      23,409
                                    HSBC
       6,397    Encore    Wire   Corp                  Morgan    Stanley
                                                       (4,670)
      24,808     Endurance     International       Group   Holdings     Inc                          744
                                    HSBC
           Energizer     Holdings     Inc               Bank   of  America    Merrill    Lynch         485
       (328)
           Energizer     Holdings     Inc               Barclays     Bank
      (9,597)                                                  (576)
           Energizer     Holdings     Inc               Goldman    Sachs                7,225
      (4,882)
           Energizer     Holdings     Inc                                  99,672
      (20,765)                              HSBC
           Energizer     Holdings     Inc               Morgan    Stanley
      (8,845)                                                  (531)
      55,655     Energous     Corp                    Morgan    Stanley
                                                       (19,758)
           Energy    Recovery     Inc                Bank   of  America    Merrill    Lynch
      (42,323)                                                 (14,813)
           Energy    Recovery     Inc
      (81,548)                              HSBC                    (7,826)
           Energy    Recovery     Inc                Morgan    Stanley                2,671
      (53,419)
           Enerpac    Tool   Group   Corp               Bank   of  America    Merrill    Lynch
      (5,171)                                                 (3,568)
           Enerpac    Tool   Group   Corp
      (21,104)                              HSBC                   (48,117)
           Enerpac    Tool   Group   Corp               Morgan    Stanley
     (101,318)                                                 (81,054)
                                156/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
                                    Bank   of  America    Merrill    Lynch        6,379
      (5,799)     EnerSys
                                    Goldman    Sachs               12,961
      (11,969)     EnerSys
      (29,817)     EnerSys                        HSBC                   (30,414)
                                    Morgan    Stanley
      (58,895)     EnerSys                                            (74,208)
       6,054    EnLink    Midstream     LLC  (Unit)              Bank   of  America    Merrill    Lynch        4,692
       8,860    EnLink    Midstream     LLC  (Unit)                                  8,107
                                    HSBC
      53,827     EnLink    Midstream     LLC  (Unit)              Morgan    Stanley                1,346
      107,780     Ennis   Inc                     Bank   of  America    Merrill    Lynch
                                                       (14,011)
        800   Ennis   Inc                     Goldman    Sachs
                                                        (104)
      10,736     Ennis   Inc                                           42
                                    HSBC
       8,986    Ennis   Inc                     Morgan    Stanley
                                                        (359)
       7,788    Enochian     Biosciences      Inc
                                    HSBC                     (985)
      16,511     Enova   International       Inc                                  27,573
                                    HSBC
        188   Enova   International       Inc              Morgan    Stanley
                                                         (43)
           Enphase    Energy    Inc                 Bank   of  America    Merrill    Lynch
      (2,015)                                                (40,894)
           Enphase    Energy    Inc                 Goldman    Sachs
       (874)                                               (18,625)
           Enphase    Energy    Inc
      (2,543)                             HSBC                   (61,439)
           Enphase    Energy    Inc                 Morgan    Stanley
      (1,116)                                                 (7,600)
        342   EnPro   Industries      Inc                Bank   of  America    Merrill    Lynch        1,112
        884   EnPro   Industries      Inc                Goldman    Sachs
                                                        (813)
      10,626     EnPro   Industries      Inc                                   41,841
                                    HSBC
       4,893    EnPro   Industries      Inc                Morgan    Stanley                4,306
           Ensign    Group   Inc                  Bank   of  America    Merrill    Lynch
       (229)                                                 (593)
           Ensign    Group   Inc                  Goldman    Sachs
      (5,605)                                                (14,517)
           Ensign    Group   Inc
      (9,832)                             HSBC                   (54,818)
           Ensign    Group   Inc                  Morgan    Stanley
      (15,216)                                                 (23,889)
      10,716     Entegris     Inc                    Bank   of  America    Merrill    Lynch       37,720
       2,993    Entegris     Inc                    Barclays     Bank               3,801
       4,445    Entegris     Inc                    Goldman    Sachs               13,729
       5,805    Entegris     Inc                                       17,366
                                    HSBC
        583   Entegris     Inc                    Morgan    Stanley                  740
      32,973     Entercom     Communications        Corp   ’A’          Bank   of  America    Merrill    Lynch       17,476
      41,142     Entercom     Communications        Corp   ’A’          Goldman    Sachs               21,805
      24,896     Entercom     Communications        Corp   ’A’                             10,827
                                    HSBC
      56,220     Entercom     Communications        Corp   ’A’          Morgan    Stanley                3,373
           Entergy    Corp                    Bank   of  America    Merrill    Lynch        7,416
      (21,628)
           Entergy    Corp                    Barclays     Bank               7,045
      (15,345)
           Entergy    Corp                    Goldman    Sachs               18,707
      (7,543)
           Entergy    Corp
      (14,212)                              HSBC                   (16,202)
           Entergy    Corp                    Morgan    Stanley
      (16,973)                                                 (9,675)
       9,569    Enterprise      Bancorp    Inc               Bank   of  America    Merrill    Lynch        2,775
      11,056     Enterprise      Bancorp    Inc               Goldman    Sachs                3,206
       6,037    Enterprise      Bancorp    Inc                                   5,918
                                    HSBC
      12,705     Enterprise      Bancorp    Inc               Morgan    Stanley                2,414
           Enterprise      Financial     Services     Corp         Bank   of  America    Merrill    Lynch       13,609
      (13,695)
                                157/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           Enterprise      Financial     Services     Corp         Goldman    Sachs               10,758
      (9,977)
           Enterprise      Financial     Services     Corp
      (33,536)                              HSBC                   (15,973)
           Enterprise      Financial     Services     Corp         Morgan    Stanley
      (15,344)                                                  (767)
      76,085     Entravision      Communications        Corp   ’A’                            45,252
                                    HSBC
      39,218     Entravision      Communications        Corp   ’A’        Morgan    Stanley                3,922
           Envela    Corp                     Bank   of  America    Merrill    Lynch
      (38,320)                                                 (2,764)
           Envela    Corp                     Goldman    Sachs
      (14,311)                                                 (1,161)
           Envela    Corp
      (9,590)                             HSBC                    (1,630)
       3,092    Envista    Holdings     Corp                Bank   of  America    Merrill    Lynch        2,628
      18,613     Envista    Holdings     Corp                Barclays     Bank               13,559
      11,003     Envista    Holdings     Corp                Goldman    Sachs                9,353
       1,295    Envista    Holdings     Corp                                    1,078
                                    HSBC
       9,319    Envista    Holdings     Corp                Morgan    Stanley                6,803
           Enzo   Biochem    Inc                  Goldman    Sachs
      (7,457)                                                  (75)
           Enzo   Biochem    Inc
      (86,116)                              HSBC                    (6,814)
           Enzo   Biochem    Inc                  Morgan    Stanley
      (21,006)                                                 (1,680)
       1,288    EOG  Resources     Inc                 Bank   of  America    Merrill    Lynch        6,311
       8,183    EOG  Resources     Inc                 Barclays     Bank                409
        675   EOG  Resources     Inc                                      391
                                    HSBC
      48,913     EOG  Resources     Inc                 Morgan    Stanley                2,446
        67   EPAM   Systems    Inc                  Bank   of  America    Merrill    Lynch
                                                        (200)
        891   EPAM   Systems    Inc                  Barclays     Bank
                                                       (14,122)
       1,127    EPAM   Systems    Inc                  Goldman    Sachs
                                                       (3,358)
       1,236    EPAM   Systems    Inc                                      1,739
                                    HSBC
       1,219    EPAM   Systems    Inc                  Morgan    Stanley
                                                       (19,321)
      17,640     Epizyme    Inc                    Bank   of  America    Merrill    Lynch       19,228
       8,399    Epizyme    Inc                    Goldman    Sachs                9,155
      22,456     Epizyme    Inc                    Morgan    Stanley                34,358
        340   ePlus   Inc                     Bank   of  America    Merrill    Lynch        1,547
        568   ePlus   Inc                     Goldman    Sachs                2,584
      16,936     ePlus   Inc                                         38,454
                                    HSBC
      14,555     ePlus   Inc                     Morgan    Stanley                28,964
           EPR  Properties      (REIT)                 Bank   of  America    Merrill    Lynch
      (7,079)                                                (42,545)
           EPR  Properties      (REIT)                 Barclays     Bank               9,085
      (21,631)
           EPR  Properties      (REIT)                 Goldman    Sachs
      (3,707)                                                (22,279)
           EQT  Corp                      Bank   of  America    Merrill    Lynch
      (1,374)                                                 (1,333)
           EQT  Corp                      Barclays     Bank
      (7,168)                                                 (1,505)
           EQT  Corp                      Goldman    Sachs
      (14,612)                                                 (11,794)
           EQT  Corp                      Morgan    Stanley
      (3,596)                                                  (755)
           Equifax    Inc                    Morgan    Stanley                29,221
      (5,821)
      17,608     Equillium     Inc                   Bank   of  America    Merrill    Lynch       10,565
       4,060    Equillium     Inc                   Goldman    Sachs                2,436
      18,080     Equillium     Inc                                       29,470
                                    HSBC
       4,311    Equillium     Inc                   Morgan    Stanley
                                                        (302)
        164   Equinix    Inc  (REIT)                  Bank   of  America    Merrill    Lynch
                                                       (2,897)
                                158/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
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                                                     （損）
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                                                    （米ドル）
           米国（続き）
        35   Equinix    Inc  (REIT)                  Barclays     Bank
                                                        (197)
       1,007    Equinix    Inc  (REIT)                  Goldman    Sachs
                                                       (49,595)
       1,912    Equinix    Inc  (REIT)
                                    HSBC                   (70,516)
       1,733    Equinix    Inc  (REIT)                  Morgan    Stanley
                                                       (9,740)
       1,393    Equitable     Holdings     Inc               Bank   of  America    Merrill    Lynch        1,736
      19,836     Equitable     Holdings     Inc               Barclays     Bank               19,439
      11,134     Equitable     Holdings     Inc                                  20,709
                                    HSBC
      23,896     Equitable     Holdings     Inc               Morgan    Stanley                23,418
           Equitrans     Midstream     Corp              Barclays     Bank
      (13,076)                                                 (3,923)
           Equitrans     Midstream     Corp
      (22,754)                              HSBC                   (31,401)
      18,888     Equitrans     Midstream     Corp                                  26,143
                                    HSBC
           Equitrans     Midstream     Corp              Morgan    Stanley
      (19,792)                                                 (5,938)
           Equity    Bancshares      Inc  ’A’
      (20,704)                              HSBC                   (53,623)
           Equity    Bancshares      Inc  ’A’             Morgan    Stanley
      (25,808)                                                 (8,517)
           Equity    Commonwealth       (REIT)              Bank   of  America    Merrill    Lynch       25,694
      (50,379)
           Equity    Commonwealth       (REIT)              Barclays     Bank                314
      (31,474)
           Equity    Commonwealth       (REIT)              Goldman    Sachs               22,503
      (44,123)
           Equity    Commonwealth       (REIT)
      (32,163)                              HSBC                    (2,251)
           Equity    Commonwealth       (REIT)              Morgan    Stanley                  469
      (46,801)
       4,707    Equity    LifeStyle     Properties      Inc  (REIT)        Bank   of  America    Merrill    Lynch
                                                       (25,277)
       7,224    Equity    LifeStyle     Properties      Inc  (REIT)        Barclays     Bank
                                                       (5,057)
      14,927     Equity    LifeStyle     Properties      Inc  (REIT)        Goldman    Sachs
                                                       (80,158)
       8,346    Equity    LifeStyle     Properties      Inc  (REIT)                            3,923
                                    HSBC
      15,100     Equity    LifeStyle     Properties      Inc  (REIT)        Morgan    Stanley
                                                       (10,570)
           Equity    Residential      (REIT)               Goldman    Sachs                8,398
      (2,126)
      25,257     Equity    Residential      (REIT)
                                    HSBC                   (12,123)
      23,626     Equity    Residential      (REIT)               Morgan    Stanley
                                                       (36,148)
           Equity    Residential      (REIT)               Morgan    Stanley                16,732
      (10,936)
        67   Erie   Indemnity     Co  ’A’               Bank   of  America    Merrill    Lynch
                                                       (1,156)
           Erie   Indemnity     Co  ’A’               Bank   of  America    Merrill    Lynch       16,888
       (979)
        256   Erie   Indemnity     Co  ’A’               Barclays     Bank
                                                       (2,522)
           Erie   Indemnity     Co  ’A’               Barclays     Bank               8,737
       (887)
        590   Erie   Indemnity     Co  ’A’               Goldman    Sachs
                                                       (10,178)
           Erie   Indemnity     Co  ’A’               Goldman    Sachs                8,901
       (516)
        586   Erie   Indemnity     Co  ’A’
                                    HSBC                    (2,198)
        945   Erie   Indemnity     Co  ’A’               Morgan    Stanley
                                                       (9,308)
           Erie   Indemnity     Co  ’A’               Morgan    Stanley                5,004
       (508)
      63,725     Esc  War*                      Goldman    Sachs
                                                       (31,863)
      25,192     Esc  War*                                           6,741
                                    HSBC
      41,059     Esc  War*                      Morgan    Stanley                10,987
           Escalade     Inc                    Bank   of  America    Merrill    Lynch        8,134
      (14,525)
           Escalade     Inc                    Goldman    Sachs                4,882
      (8,717)
           Escalade     Inc                                        8,119
      (5,486)                             HSBC
           Escalade     Inc                    Morgan    Stanley                22,980
      (15,527)
       6,140    ESCO   Technologies       Inc               Bank   of  America    Merrill    Lynch
                                                       (12,526)
                                159/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
       2,043    ESCO   Technologies       Inc               Goldman    Sachs
                                                       (4,168)
      16,093     ESCO   Technologies       Inc
                                    HSBC                   (19,808)
      36,029     ESCO   Technologies       Inc               Morgan    Stanley
                                                       (73,499)
           Escrow    New  York   (REIT)*                Bank   of  America    Merrill    Lynch
      (40,015)                                                (833,913)
           Escrow    New  York   (REIT)*                Goldman    Sachs
      (39,940)                                                (832,310)
           Escrow    New  York   (REIT)*                Morgan    Stanley
      (21,172)                                                (441,224)
       1,697    Esperion     Therapeutics       Inc             Bank   of  America    Merrill    Lynch
                                                       (3,733)
       7,688    Esperion     Therapeutics       Inc                                 2,663
                                    HSBC
       3,436    Esperion     Therapeutics       Inc             Morgan    Stanley                1,855
       8,523    Esquire    Financial     Holdings     Inc           Bank   of  America    Merrill    Lynch
                                                       (2,386)
       6,010    Esquire    Financial     Holdings     Inc           Goldman    Sachs
                                                       (1,683)
      15,911     Esquire    Financial     Holdings     Inc                               5,902
                                    HSBC
       6,702    Esquire    Financial     Holdings     Inc           Morgan    Stanley                2,413
       3,722    ESSA   Bancorp    Inc                  Bank   of  America    Merrill    Lynch        3,759
       3,573    ESSA   Bancorp    Inc                  Goldman    Sachs                3,609
      17,509     ESSA   Bancorp    Inc                                     30,466
                                    HSBC
       8,991    ESSA   Bancorp    Inc                  Morgan    Stanley                11,149
           Essential     Properties      Realty    Trust   Inc  (REIT)     Bank   of  America    Merrill    Lynch
      (14,125)                                                 (1,473)
           Essential     Properties      Realty    Trust   Inc  (REIT)     Goldman    Sachs
      (7,250)                                                  (653)
           Essential     Properties      Realty    Trust   Inc  (REIT)                          112
      (11,193)                              HSBC
           Essential     Properties      Realty    Trust   Inc  (REIT)     Morgan    Stanley                  166
      (16,644)
           Essential     Utilities     Inc              Barclays     Bank
      (21,341)                                                 (24,329)
           Essential     Utilities     Inc              Goldman    Sachs                5,855
      (23,420)
           Essential     Utilities     Inc
      (15,308)                              HSBC                    (9,491)
           Essential     Utilities     Inc              Morgan    Stanley
      (11,907)                                                 (13,574)
      26,686     Essential     Utilities     Inc              Morgan    Stanley                30,422
           Essex   Property     Trust   Inc  (REIT)            Bank   of  America    Merrill    Lynch        1,733
       (120)
           Essex   Property     Trust   Inc  (REIT)            Barclays     Bank                479
       (121)
           Essex   Property     Trust   Inc  (REIT)                               18,931
      (3,187)                             HSBC
       4,968    Essex   Property     Trust   Inc  (REIT)            Morgan    Stanley
                                                       (19,673)
       4,249    Estee   Lauder    Cos  Inc  ’A’              Bank   of  America    Merrill    Lynch
                                                       (63,990)
       1,925    Estee   Lauder    Cos  Inc  ’A’              Barclays     Bank               1,873
       3,227    Estee   Lauder    Cos  Inc  ’A’              Goldman    Sachs
                                                       (35,358)
       4,612    Estee   Lauder    Cos  Inc  ’A’
                                    HSBC                   (15,100)
       7,391    Estee   Lauder    Cos  Inc  ’A’              Morgan    Stanley                26,460
      18,905     Ethan   Allen   Interiors     Inc             Bank   of  America    Merrill    Lynch       15,313
      25,565     Ethan   Allen   Interiors     Inc             Goldman    Sachs               20,708
       3,101    Ethan   Allen   Interiors     Inc                                 1,551
                                    HSBC
      23,472     Ethan   Allen   Interiors     Inc             Morgan    Stanley                11,736
           Eton   Pharmaceuticals        Inc
     (109,840)                              HSBC                   (39,542)
           Etsy   Inc                      Bank   of  America    Merrill    Lynch
      (2,034)                                                (68,098)
       1,117    Etsy   Inc                      Goldman    Sachs               37,397
       2,854    Etsy   Inc                                         108,167
                                    HSBC
                                160/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
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                                                    （米ドル）
           米国（続き）
        945   Euronet    Worldwide     Inc               Barclays     Bank               1,918
       1,145    Euronet    Worldwide     Inc               Goldman    Sachs                7,580
           Euronet    Worldwide     Inc               Goldman    Sachs
      (4,926)                                                (32,610)
       8,546    Evans   Bancorp    Inc                 Bank   of  America    Merrill    Lynch       12,050
       6,693    Evans   Bancorp    Inc                 Goldman    Sachs                9,263
      27,579     Evans   Bancorp    Inc                                     45,118
                                    HSBC
      15,541     Evans   Bancorp    Inc                 Morgan    Stanley                18,183
      25,747     Evelo   Biosciences      Inc                                   11,329
                                    HSBC
      13,740     Evelo   Biosciences      Inc               Morgan    Stanley                6,046
       6,496    Eventbrite      Inc  ’A’                 Bank   of  America    Merrill    Lynch       12,148
      31,773     Eventbrite      Inc  ’A’                 Morgan    Stanley                7,626
           Everbridge      Inc                   Barclays     Bank
      (1,691)                                                 (4,295)
        440   Everbridge      Inc                   Barclays     Bank               1,118
           Everbridge      Inc
       (623)                            HSBC                    (3,003)
       2,607    Everbridge      Inc                                       8,937
                                    HSBC
           Everbridge      Inc                   Morgan    Stanley
      (3,052)                                                 (7,752)
       2,743    Everbridge      Inc                   Morgan    Stanley                6,967
       1,213    Evercore     Inc  ’A’                  Barclays     Bank               1,504
           Evercore     Inc  ’A’                  Barclays     Bank
      (7,323)                                                 (9,081)
       4,986    Evercore     Inc  ’A’                  Goldman    Sachs               19,047
       1,669    Evercore     Inc  ’A’                                      9,346
                                    HSBC
           Evergy    Inc                     Bank   of  America    Merrill    Lynch       20,649
      (10,699)
           Evergy    Inc                     Barclays     Bank
      (20,039)                                                 (14,628)
           Evergy    Inc                                        55,636
      (24,295)                              HSBC
           Evergy    Inc                     Morgan    Stanley
      (21,493)                                                 (15,690)
           Everi   Holdings     Inc                 Bank   of  America    Merrill    Lynch
      (31,201)                                                   －
           Everi   Holdings     Inc
      (12,657)                              HSBC                    (7,594)
           Everi   Holdings     Inc                 Morgan    Stanley
      (7,608)                                                  (228)
       3,397    EverQuote     Inc  ’A’                 Bank   of  America    Merrill    Lynch
                                                       (4,093)
        696   EverQuote     Inc  ’A’                 Goldman    Sachs
                                                        (696)
       8,314    EverQuote     Inc  ’A’
                                    HSBC                   (15,440)
      24,754     Eversource      Energy                   Bank   of  America    Merrill    Lynch
                                                      (156,941)
       4,452    Eversource      Energy                   Barclays     Bank               1,336
      14,808     Eversource      Energy                   Goldman    Sachs
                                                       (93,883)
      12,679     Eversource      Energy
                                    HSBC                   (68,295)
      38,167     Eversource      Energy                   Morgan    Stanley                11,450
           EVI  Industries      Inc                                    10,602
      (22,354)                              HSBC
           Evo  Payments     Inc  ’A’                                   59,776
      (22,388)                              HSBC
           Evo  Payments     Inc  ’A’                Morgan    Stanley                71,909
      (35,423)
           Evofem    Biosciences      Inc                                  38,624
     (234,082)                              HSBC
           Evolent    Health    Inc  ’A’               Bank   of  America    Merrill    Lynch
      (2,084)                                                 (3,001)
           Evolent    Health    Inc  ’A’               Goldman    Sachs
      (12,227)                                                 (17,607)
           Evolent    Health    Inc  ’A’
      (14,640)                              HSBC                    (7,613)
           Evolent    Health    Inc  ’A’               Morgan    Stanley
      (1,982)                                                 (1,031)
      17,978     Evolus    Inc                                         5,732
                                    HSBC
                                161/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
       6,918    Evolus    Inc                     Morgan    Stanley
                                                        (346)
      94,047     Evolution     Petroleum     Corp              Bank   of  America    Merrill    Lynch       16,928
      84,837     Evolution     Petroleum     Corp              Goldman    Sachs               15,271
        285   Evolution     Petroleum     Corp                                    29
                                    HSBC
      85,262     Evolution     Petroleum     Corp              Morgan    Stanley                8,526
       8,514    Evoqua    Water   Technologies       Corp           Goldman    Sachs
                                                       (15,070)
      15,513     Evoqua    Water   Technologies       Corp           Morgan    Stanley                2,327
      17,124     EW  Scripps    Co  ’A’                 Goldman    Sachs                7,192
      17,320     EW  Scripps    Co  ’A’                                     7,198
                                    HSBC
      36,108     EW  Scripps    Co  ’A’                 Morgan    Stanley                2,166
           Exact   Sciences     Corp                 Bank   of  America    Merrill    Lynch        2,013
      (1,022)
           Exact   Sciences     Corp                 Barclays     Bank
       (604)                                                 (335)
        357   Exact   Sciences     Corp                 Goldman    Sachs
                                                        (199)
           Exact   Sciences     Corp                                      948
       (259)                            HSBC
       1,017    Exact   Sciences     Corp
                                    HSBC                     (284)
           Exact   Sciences     Corp                 Morgan    Stanley                2,720
      (2,615)
           Exagen    Inc                     Bank   of  America    Merrill    Lynch        1,011
      (3,816)
           Exagen    Inc
      (3,420)                             HSBC                     (496)
      10,488     Exantas    Capital    Corp   (REIT)              Bank   of  America    Merrill    Lynch        8,181
      39,309     Exantas    Capital    Corp   (REIT)              Morgan    Stanley
                                                        (393)
      10,210     Exelixis     Inc                    Bank   of  America    Merrill    Lynch
                                                       (1,840)
      12,517     Exelixis     Inc                    Barclays     Bank               12,642
       2,443    Exelixis     Inc                    Goldman    Sachs
                                                        (611)
       2,749    Exelixis     Inc
                                    HSBC                    (2,236)
      23,233     Exelixis     Inc                    Morgan    Stanley                22,261
           Exelon    Corp                     Bank   of  America    Merrill    Lynch       43,085
      (27,744)
           Exelon    Corp                     Barclays     Bank               6,486
      (46,331)
           Exelon    Corp                     Goldman    Sachs               89,946
      (47,092)
           Exelon    Corp                                        44,171
      (23,371)                              HSBC
           Exelon    Corp                     Morgan    Stanley                2,963
      (21,166)
      51,343     Exicure    Inc                    Bank   of  America    Merrill    Lynch
                                                       (8,215)
       1,904    Exicure    Inc                    Goldman    Sachs
                                                        (305)
      62,760     Exicure    Inc                                        2,437
                                    HSBC
           ExlService      Holdings     Inc              Bank   of  America    Merrill    Lynch
      (7,091)                                                 (7,511)
           ExlService      Holdings     Inc              Goldman    Sachs
       (569)                                                (1,474)
           ExlService      Holdings     Inc
      (10,579)                              HSBC                   (16,888)
           ExlService      Holdings     Inc              Morgan    Stanley
      (6,610)                                                 (6,346)
       3,675    ExOne   Co                     Bank   of  America    Merrill    Lynch        7,056
       3,100    ExOne   Co                     Goldman    Sachs                5,952
      15,612     ExOne   Co                                         26,098
                                    HSBC
      12,774     ExOne   Co                     Morgan    Stanley                14,818
           eXp  World   Holdings     Inc               Bank   of  America    Merrill    Lynch
      (1,256)                                                (13,025)
           eXp  World   Holdings     Inc
      (6,963)                             HSBC                   (74,096)
           Expedia    Group   Inc                 Barclays     Bank
      (2,085)                                                 (3,503)
           Expedia    Group   Inc                 Goldman    Sachs                  12
       (673)
                                162/368



                                                          EDINET提出書類
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                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
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                                                    （米ドル）
           米国（続き）
           Expedia    Group   Inc                 Morgan    Stanley
      (7,810)                                                (13,121)
       1,332    Expeditors      International       of  Washington      Inc     Bank   of  America    Merrill    Lynch
                                                       (2,481)
       6,535    Expeditors      International       of  Washington      Inc     Barclays     Bank                784
           Expeditors      International       of  Washington      Inc     Barclays     Bank
      (8,339)                                                 (1,001)
       3,881    Expeditors      International       of  Washington      Inc     Goldman    Sachs
                                                       (5,276)
           Expeditors      International       of  Washington      Inc     Goldman    Sachs                7,251
      (5,293)
      10,503     Expeditors      International       of  Washington      Inc                         9,692
                                    HSBC
           Expeditors      International       of  Washington      Inc
      (5,320)                             HSBC                    (8,459)
      22,070     Expeditors      International       of  Washington      Inc     Morgan    Stanley
                                                       (2,085)
           Expeditors      International       of  Washington      Inc     Morgan    Stanley
      (3,775)                                                  (453)
           Exponent     Inc                    Bank   of  America    Merrill    Lynch
      (4,799)                                                 (5,855)
      16,078     Exponent     Inc                    Goldman    Sachs               19,615
           Exponent     Inc                    Goldman    Sachs
      (9,623)                                                (11,740)
      18,084     Exponent     Inc                                       40,021
                                    HSBC
      19,326     Exponent     Inc                    Morgan    Stanley                21,646
           Exponent     Inc                    Morgan    Stanley
      (1,228)                                                 (1,375)
      44,221     Express    Inc                    Morgan    Stanley
                                                       (4,232)
      15,426     Extended     Stay   America    Inc  (Unit)           Bank   of  America    Merrill    Lynch        9,256
      138,926     Extended     Stay   America    Inc  (Unit)           Morgan    Stanley                61,127
       7,905    Exterran     Corp                    Goldman    Sachs                6,324
      23,287     Exterran     Corp                    Morgan    Stanley
                                                         －
           Extra   Space   Storage    Inc  (REIT)            Barclays     Bank                563
       (850)
       3,048    Extra   Space   Storage    Inc  (REIT)            Barclays     Bank
                                                       (2,225)
           Extra   Space   Storage    Inc  (REIT)            Goldman    Sachs               28,520
      (3,680)
           Extra   Space   Storage    Inc  (REIT)
      (5,353)                             HSBC                   (17,344)
           Extra   Space   Storage    Inc  (REIT)            Morgan    Stanley                4,304
      (5,896)
      46,564     Extreme    Networks     Inc                Bank   of  America    Merrill    Lynch       17,229
      13,388     Extreme    Networks     Inc                Goldman    Sachs                4,954
      48,468     Extreme    Networks     Inc
                                    HSBC                    (1,763)
      104,662     Extreme    Networks     Inc                Morgan    Stanley
                                                       (15,699)
           Exxon   Mobil   Corp                  Barclays     Bank
      (54,970)                                                 (7,146)
           Exxon   Mobil   Corp
      (47,205)                              HSBC                   (120,845)
           Exxon   Mobil   Corp                  Morgan    Stanley
      (31,267)                                                 (4,065)
           EyePoint     Pharmaceuticals        Inc
      (82,692)                              HSBC                   (10,882)
           EyePoint     Pharmaceuticals        Inc            Morgan    Stanley
      (23,301)                                                 (3,029)
      20,759     EZCORP    Inc  ’A’                   Bank   of  America    Merrill    Lynch        4,567
      28,324     EZCORP    Inc  ’A’                   Goldman    Sachs                6,231
      63,317     EZCORP    Inc  ’A’                                       9,038
                                    HSBC
      37,690     EZCORP    Inc  ’A’                   Morgan    Stanley
                                                       (2,638)
           F5  Networks     Inc                  Barclays     Bank
      (1,743)                                                  (540)
           F5  Networks     Inc                  Goldman    Sachs                1,053
      (2,193)
           F5  Networks     Inc
       (897)                            HSBC                    (6,763)
           F5  Networks     Inc                  Morgan    Stanley
      (9,137)                                                 (2,832)
           Facebook     Inc  ’A’                  Bank   of  America    Merrill    Lynch        1,310
       (467)
           Facebook     Inc  ’A’                  Barclays     Bank
       (954)                                                (5,800)
                                163/368



                                                          EDINET提出書類
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                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           Facebook     Inc  ’A’                                      5,325
      (1,250)                             HSBC
           Facebook     Inc  ’A’                  Morgan    Stanley
      (5,537)                                                (33,665)
        972   FactSet    Research     Systems    Inc            Bank   of  America    Merrill    Lynch        7,572
       4,051    FactSet    Research     Systems    Inc            Barclays     Bank               76,402
       5,315    FactSet    Research     Systems    Inc            Goldman    Sachs               41,404
        765   FactSet    Research     Systems    Inc                               16,088
                                    HSBC
       6,599    FactSet    Research     Systems    Inc            Morgan    Stanley               124,458
        394   Fair   Isaac   Corp                   Bank   of  America    Merrill    Lynch         205
        581   Fair   Isaac   Corp                   Barclays     Bank
                                                       (7,204)
           Fair   Isaac   Corp                   Barclays     Bank                930
      (1,159)
        409   Fair   Isaac   Corp                   Goldman    Sachs                  97
       1,240    Fair   Isaac   Corp                                      53,655
                                    HSBC
        293   Fair   Isaac   Corp                   Morgan    Stanley
                                                       (3,633)
      12,741     Falcon    Minerals     Corp                Bank   of  America    Merrill    Lynch        2,548
       9,969    Falcon    Minerals     Corp                Goldman    Sachs                1,994
      86,402     Falcon    Minerals     Corp                                    9,896
                                    HSBC
      65,599     Falcon    Minerals     Corp                Morgan    Stanley                10,496
           Farmer    Bros   Co                  Bank   of  America    Merrill    Lynch
      (44,736)                                                 (6,263)
           Farmer    Bros   Co                  Goldman    Sachs
      (5,981)                                                  (837)
           Farmer    Bros   Co
      (5,995)                             HSBC                    (1,923)
           Farmer    Bros   Co                  Morgan    Stanley
      (16,552)                                                 (3,145)
       2,739    Farmers    & Merchants     Bancorp    Inc          Bank   of  America    Merrill    Lynch
                                                       (3,068)
       5,226    Farmers    & Merchants     Bancorp    Inc          Goldman    Sachs
                                                       (5,853)
       5,930    Farmers    & Merchants     Bancorp    Inc                              2,868
                                    HSBC
       8,491    Farmers    & Merchants     Bancorp    Inc          Morgan    Stanley                2,208
      104,775     Farmers    National     Banc   Corp             Bank   of  America    Merrill    Lynch
                                                       (34,088)
      72,285     Farmers    National     Banc   Corp             Goldman    Sachs
                                                       (23,854)
      41,826     Farmers    National     Banc   Corp                                 14,961
                                    HSBC
      45,381     Farmers    National     Banc   Corp             Morgan    Stanley                4,538
           Farmland     Partners     Inc  (REIT)                                 10,144
      (28,179)                              HSBC
           Farmland     Partners     Inc  (REIT)             Morgan    Stanley                31,323
      (87,007)
           FARO   Technologies       Inc               Bank   of  America    Merrill    Lynch          2
        (35)
           FARO   Technologies       Inc               Goldman    Sachs                 438
      (6,255)
           FARO   Technologies       Inc
      (9,555)                             HSBC                   (10,205)
           FARO   Technologies       Inc               Morgan    Stanley
      (8,161)                                                 (4,489)
           Fastenal     Co                    Bank   of  America    Merrill    Lynch
      (2,354)                                                 (1,740)
           Fastenal     Co                    Barclays     Bank
       (400)                                                 (408)
           Fastenal     Co                    Goldman    Sachs
      (5,438)                                                 (4,083)
           Fastenal     Co                    Morgan    Stanley
      (17,817)                                                 (18,173)
      16,826     Fastenal     Co                    Morgan    Stanley                17,163
           Fastly    Inc  ’A’                   Bank   of  America    Merrill    Lynch
       (825)                                                (3,153)
        651   Fastly    Inc  ’A’                   Bank   of  America    Merrill    Lynch        6,321
           Fastly    Inc  ’A’                   Barclays     Bank
      (2,928)                                                 (5,885)
           Fastly    Inc  ’A’                   Morgan    Stanley
      (1,631)                                                 (3,278)
           Fate   Therapeutics       Inc               Barclays     Bank
      (9,264)                                                (30,976)
                                164/368



                                                          EDINET提出書類
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                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
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                                                    （米ドル）
           米国（続き）
       1,257    Fate   Therapeutics       Inc               Barclays     Bank               4,312
           Fate   Therapeutics       Inc               Goldman    Sachs
      (4,137)                                                (22,353)
       4,289    Fate   Therapeutics       Inc                                   30,152
                                    HSBC
       4,302    Fate   Therapeutics       Inc               Morgan    Stanley                14,756
       3,142    Fathom    Holdings     Inc                Bank   of  America    Merrill    Lynch         220
      22,385     Fathom    Holdings     Inc                Goldman    Sachs                1,567
       8,551    Fathom    Holdings     Inc                                    17,016
                                    HSBC
           FB  Financial     Corp
      (14,568)                              HSBC                   (19,230)
           FB  Financial     Corp                  Morgan    Stanley
      (36,282)                                                 (9,433)
           FBL  Financial     Group   Inc  ’A’            Bank   of  America    Merrill    Lynch
      (18,696)                                                 (5,235)
           FBL  Financial     Group   Inc  ’A’            Goldman    Sachs
      (15,351)                                                 (4,298)
           FBL  Financial     Group   Inc  ’A’
      (11,281)                              HSBC                    (1,692)
      12,296     Federal    Agricultural       Mortgage     Corp   ’C’       Bank   of  America    Merrill    Lynch
                                                       (22,625)
       6,722    Federal    Agricultural       Mortgage     Corp   ’C’       Goldman    Sachs
                                                       (12,368)
      18,051     Federal    Agricultural       Mortgage     Corp   ’C’                           6,318
                                    HSBC
       7,325    Federal    Agricultural       Mortgage     Corp   ’C’       Morgan    Stanley                2,564
           Federal    Realty    Investment      Trust   (REIT)                            38,930
      (10,465)                              HSBC
           Federal    Realty    Investment      Trust   (REIT)        Morgan    Stanley                26,144
      (5,047)
       2,939    Federal    Signal    Corp                 Bank   of  America    Merrill    Lynch
                                                       (3,440)
       8,255    Federal    Signal    Corp                 Goldman    Sachs
                                                       (10,052)
      76,381     Federal    Signal    Corp
                                    HSBC                   (47,124)
      27,542     Federal    Signal    Corp                 Morgan    Stanley
                                                       (19,555)
           Federated     Hermes    Inc                Bank   of  America    Merrill    Lynch       10,376
      (15,721)
           Federated     Hermes    Inc                Goldman    Sachs               13,387
      (20,283)
           Federated     Hermes    Inc
      (24,457)                              HSBC                   (21,202)
           Federated     Hermes    Inc                Morgan    Stanley
      (29,832)                                                  (596)
       4,949    Federated     Hermes    Inc                Morgan    Stanley                  99
           FedEx   Corp                     Barclays     Bank
        (6)                                                (11)
           FedEx   Corp                     Goldman    Sachs
      (1,606)                                                (12,626)
        650   FedEx   Corp                     Goldman    Sachs                5,389
       1,663    FedEx   Corp                                         35,551
                                    HSBC
           FedEx   Corp                     Morgan    Stanley
      (3,108)                                                 (5,501)
      11,207     FedNat    Holding    Co                 Goldman    Sachs
                                                       (4,483)
      16,961     FedNat    Holding    Co                                     1,363
                                    HSBC
      47,681     FedNat    Holding    Co                 Morgan    Stanley                2,861
      15,091     Ferro   Corp                     Goldman    Sachs                3,320
      54,951     Ferro   Corp                     Morgan    Stanley                1,649
           FibroGen     Inc                    Bank   of  America    Merrill    Lynch        1,242
       (361)
           FibroGen     Inc                    Barclays     Bank                 30
        (55)
       9,000    FibroGen     Inc                    Goldman    Sachs
                                                       (30,960)
           FibroGen     Inc                                        2,538
      (2,133)                             HSBC
       8,659    FibroGen     Inc
                                    HSBC                    (4,762)
           FibroGen     Inc                    Morgan    Stanley                8,595
      (15,627)
      16,716     FibroGen     Inc                    Morgan    Stanley
                                                       (9,194)
           Fidelity     D&D  Bancorp    Inc              Bank   of  America    Merrill    Lynch         152
       (110)
                                165/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
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                                                    （米ドル）
           米国（続き）
           Fidelity     D&D  Bancorp    Inc                                   43
        (24)                            HSBC
           Fidelity     D&D  Bancorp    Inc              Morgan    Stanley                2,203
      (1,224)
       5,049    Fidelity     National     Financial     Inc          Goldman    Sachs                3,686
       5,396    Fidelity     National     Financial     Inc          Morgan    Stanley
                                                         －
       4,827    Fidelity     National     Information      Services     Inc     Goldman    Sachs
                                                       (3,089)
      13,887     Fidelity     National     Information      Services     Inc     Morgan    Stanley                26,802
           Fiesta    Restaurant      Group   Inc            Bank   of  America    Merrill    Lynch
      (13,989)                                                 (14,688)
           Fiesta    Restaurant      Group   Inc            Goldman    Sachs
      (10,836)                                                 (11,378)
           Fiesta    Restaurant      Group   Inc
      (15,131)                              HSBC                    (7,128)
           Fiesta    Restaurant      Group   Inc            Morgan    Stanley                1,559
      (9,745)
           Fifth   Third   Bancorp                  Bank   of  America    Merrill    Lynch        2,599
      (16,242)
           Fifth   Third   Bancorp                  Goldman    Sachs               21,224
     (132,649)
           Fifth   Third   Bancorp                  Morgan    Stanley
      (65,770)                                                 (5,261)
           Financial     Institutions       Inc             Bank   of  America    Merrill    Lynch
      (22,173)                                                 (1,109)
           Financial     Institutions       Inc             Goldman    Sachs
      (18,754)                                                  (938)
           Financial     Institutions       Inc
      (3,803)                             HSBC                     (190)
           Financial     Institutions       Inc             Morgan    Stanley
      (9,697)                                                  (485)
           FireEye    Inc                    Bank   of  America    Merrill    Lynch
      (9,090)                                                 (3,818)
           FireEye    Inc                    Barclays     Bank
      (17,342)                                                 (3,295)
           FireEye    Inc
      (13,048)                              HSBC                     (653)
           FireEye    Inc                    Morgan    Stanley
      (66,853)                                                 (12,702)
       5,454    First   American     Financial     Corp            Bank   of  America    Merrill    Lynch        1,800
      16,048     First   American     Financial     Corp            Barclays     Bank
                                                       (13,320)
      13,700     First   American     Financial     Corp            Goldman    Sachs                4,521
      10,638     First   American     Financial     Corp                               29,893
                                    HSBC
       4,334    First   American     Financial     Corp            Morgan    Stanley
                                                       (3,597)
           First   Bancorp                     Bank   of  America    Merrill    Lynch        5,296
      (5,142)
           First   Bancorp                     Goldman    Sachs               28,704
      (27,868)
           First   Bancorp
      (29,086)                              HSBC                    (2,786)
           First   Bancorp                     Morgan    Stanley                20,492
      (24,689)
       7,275    First   Bancorp    Inc                 Bank   of  America    Merrill    Lynch
                                                       (2,508)
       7,379    First   Bancorp    Inc                 Goldman    Sachs
                                                       (2,878)
      17,759     First   Bancorp    Inc                                     14,446
                                    HSBC
      13,036     First   Bancorp    Inc                 Morgan    Stanley                1,173
           First   Bancshares      Inc                Goldman    Sachs                3,209
      (4,062)
           First   Bancshares      Inc
      (11,094)                              HSBC                   (10,854)
           First   Bancshares      Inc                Morgan    Stanley                12,041
      (44,596)
                                                         －
      47,748     First   Bank/Hamilton       NJ              Bank   of  America    Merrill    Lynch
                                                         －
      17,799     First   Bank/Hamilton       NJ              Goldman    Sachs
      27,427     First   Bank/Hamilton       NJ                                  1,654
                                    HSBC
      11,547     First   Bank/Hamilton       NJ              Morgan    Stanley                  231
           First   Busey   Corp                  Bank   of  America    Merrill    Lynch       17,274
      (35,768)
           First   Busey   Corp                  Goldman    Sachs               20,208
      (43,930)
           First   Busey   Corp
      (90,941)                              HSBC                    (1,434)
           First   Busey   Corp                  Morgan    Stanley                8,286
      (41,429)
                                166/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
      22,565     First   Business     Financial     Services     Inc       Bank   of  America    Merrill    Lynch       12,785
      15,617     First   Business     Financial     Services     Inc       Goldman    Sachs                9,232
      33,313     First   Business     Financial     Services     Inc                           31,218
                                    HSBC
       4,104    First   Business     Financial     Services     Inc       Morgan    Stanley                3,078
           First   Capital    Inc                 Bank   of  America    Merrill    Lynch
      (2,042)                                                  (500)
           First   Capital    Inc
      (5,601)                             HSBC                    (3,652)
           First   Choice    Bancorp                  Bank   of  America    Merrill    Lynch        5,809
      (13,203)
           First   Choice    Bancorp                  Goldman    Sachs                  14
       (590)
           First   Choice    Bancorp
      (5,169)                             HSBC                     (93)
           First   Choice    Bancorp                  Morgan    Stanley
      (3,316)                                                  (464)
        107   First   Citizens     BancShares      Inc  ’A’
                                    HSBC                    (1,849)
       1,814    First   Citizens     BancShares      Inc  ’A’         Morgan    Stanley
                                                       (20,825)
           First   Citizens     BancShares      Inc  ’A’         Morgan    Stanley                7,221
       (629)
           First   Commonwealth       Financial     Corp
      (69,694)                              HSBC                    (6,969)
           First   Commonwealth       Financial     Corp          Morgan    Stanley                3,510
      (39,002)
      10,244     First   Community     Bankshares      Inc           Bank   of  America    Merrill    Lynch
                                                       (9,732)
      18,630     First   Community     Bankshares      Inc           Goldman    Sachs
                                                       (17,699)
      82,801     First   Community     Bankshares      Inc                              42,812
                                    HSBC
      36,624     First   Community     Bankshares      Inc           Morgan    Stanley                9,888
       5,135    First   Community     Corp                Bank   of  America    Merrill    Lynch
                                                       (4,057)
      16,284     First   Community     Corp                Goldman    Sachs
                                                       (12,864)
      12,026     First   Community     Corp                                    1,857
                                    HSBC
      33,571     First   Community     Corp                Morgan    Stanley                1,343
           First   Financial     Bancorp                Bank   of  America    Merrill    Lynch       23,481
      (34,630)
           First   Financial     Bancorp                Goldman    Sachs               16,829
      (20,776)
           First   Financial     Bancorp                                    17,591
      (66,921)                              HSBC
           First   Financial     Bancorp                Morgan    Stanley                8,733
      (29,603)
           First   Financial     Bankshares      Inc           Bank   of  America    Merrill    Lynch        7,277
      (12,547)
           First   Financial     Bankshares      Inc           Goldman    Sachs               35,413
      (62,727)
           First   Financial     Bankshares      Inc
      (48,296)                              HSBC                   (48,968)
           First   Financial     Bankshares      Inc           Morgan    Stanley
      (39,486)                                                  (395)
      70,592     First   Financial     Corp                Bank   of  America    Merrill    Lynch       43,061
      11,889     First   Financial     Corp                Goldman    Sachs                7,203
      27,432     First   Financial     Corp                                    24,173
                                    HSBC
       9,004    First   Financial     Corp                Morgan    Stanley                4,772
      60,023     First   Financial     Northwest     Inc           Bank   of  America    Merrill    Lynch       12,605
      39,110     First   Financial     Northwest     Inc           Goldman    Sachs                8,213
           First   Foundation      Inc                Goldman    Sachs
      (86,182)                                                 (39,644)
           First   Foundation      Inc
      (9,664)                             HSBC                   (24,353)
           First   Foundation      Inc                Morgan    Stanley
      (49,019)                                                 (11,274)
           First   Guaranty     Bancshares      Inc           Bank   of  America    Merrill    Lynch        1,504
      (2,148)
           First   Guaranty     Bancshares      Inc           Morgan    Stanley
      (2,205)                                                 (1,125)
      21,565     First   Hawaiian     Inc                 Bank   of  America    Merrill    Lynch        4,097
       9,285    First   Hawaiian     Inc                 Barclays     Bank               5,664
       4,167    First   Hawaiian     Inc                 Goldman    Sachs                 792
                                167/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
      18,895     First   Hawaiian     Inc                                    18,139
                                    HSBC
      49,513     First   Hawaiian     Inc                 Morgan    Stanley                30,203
      38,793     First   Horizon    National     Corp             Bank   of  America    Merrill    Lynch        8,237
      63,181     First   Horizon    National     Corp             Barclays     Bank               24,641
      117,313     First   Horizon    National     Corp             Goldman    Sachs               30,502
      114,268     First   Horizon    National     Corp                                73,132
                                    HSBC
      125,235     First   Horizon    National     Corp             Morgan    Stanley                48,842
      44,627     First   Industrial      Realty    Trust   Inc  (REIT)       Bank   of  America    Merrill    Lynch
                                                       (40,611)
       6,213    First   Industrial      Realty    Trust   Inc  (REIT)       Barclays     Bank
                                                         (62)
      141,532     First   Industrial      Realty    Trust   Inc  (REIT)       Goldman    Sachs
                                                      (128,794)
       8,493    First   Industrial      Realty    Trust   Inc  (REIT)                           13,164
                                    HSBC
      14,020     First   Industrial      Realty    Trust   Inc  (REIT)       Morgan    Stanley
                                                        (140)
           First   Internet     Bancorp                 Bank   of  America    Merrill    Lynch        8,310
      (8,228)
           First   Internet     Bancorp                 Goldman    Sachs                7,228
      (7,156)
           First   Internet     Bancorp
      (4,596)                             HSBC                    (1,356)
           First   Internet     Bancorp                 Morgan    Stanley                5,483
      (11,667)
      20,821     First   Interstate      BancSystem      Inc  ’A’        Bank   of  America    Merrill    Lynch
                                                       (8,537)
      21,516     First   Interstate      BancSystem      Inc  ’A’        Goldman    Sachs
                                                       (8,822)
      92,708     First   Interstate      BancSystem      Inc  ’A’                            60,005
                                    HSBC
      23,052     First   Interstate      BancSystem      Inc  ’A’        Morgan    Stanley                1,383
           First   Merchants     Corp                Bank   of  America    Merrill    Lynch
      (70,152)                                                (100,891)
           First   Merchants     Corp
      (91,096)                              HSBC                   (163,788)
           First   Merchants     Corp                Morgan    Stanley
      (19,500)                                                 (23,985)
           First   Mid  Bancshares      Inc              Bank   of  America    Merrill    Lynch
      (81,624)                                                (100,624)
           First   Mid  Bancshares      Inc              Goldman    Sachs
      (34,032)                                                 (42,540)
           First   Mid  Bancshares      Inc
      (5,773)                             HSBC                    (8,759)
           First   Mid  Bancshares      Inc              Morgan    Stanley
      (13,824)                                                 (14,792)
           First   Midwest    Bancorp    Inc             Bank   of  America    Merrill    Lynch        8,465
      (94,058)
           First   Midwest    Bancorp    Inc             Goldman    Sachs                6,065
      (67,386)
           First   Midwest    Bancorp    Inc
     (112,138)                              HSBC                   (46,926)
           First   Midwest    Bancorp    Inc             Morgan    Stanley
      (40,506)                                                 (12,152)
      58,552     First   Northwest     Bancorp                Bank   of  America    Merrill    Lynch       11,710
       1,569    First   Northwest     Bancorp                Goldman    Sachs                 314
       2,774    First   Northwest     Bancorp                                    4,312
                                    HSBC
       1,593    First   Northwest     Bancorp                Morgan    Stanley                1,529
           First   of  Long   Island    Corp              Bank   of  America    Merrill    Lynch
      (7,631)                                                 (3,052)
           First   of  Long   Island    Corp              Goldman    Sachs
      (10,027)                                                 (2,910)
           First   of  Long   Island    Corp
      (40,628)                              HSBC                   (41,831)
           First   of  Long   Island    Corp              Morgan    Stanley
      (25,817)                                                 (9,810)
           First   Republic     Bank                 Bank   of  America    Merrill    Lynch        9,758
      (2,569)
           First   Republic     Bank                 Barclays     Bank               1,036
      (2,115)
           First   Republic     Bank                 Goldman    Sachs               53,097
      (11,292)
           First   Republic     Bank                 Morgan    Stanley                6,766
      (13,808)
       7,024    First   Savings    Financial     Group   Inc         Bank   of  America    Merrill    Lynch
                                                       (9,166)
       1,575    First   Savings    Financial     Group   Inc         Goldman    Sachs
                                                       (1,859)
                                168/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
       1,170    First   Savings    Financial     Group   Inc
                                    HSBC                     (621)
        741   First   Savings    Financial     Group   Inc         Morgan    Stanley
                                                        (367)
           First   Solar   Inc                  Barclays     Bank
      (5,335)                                                (36,385)
           First   Solar   Inc                  Goldman    Sachs
      (1,574)                                                (14,585)
           First   Solar   Inc                  Morgan    Stanley
      (8,622)                                                (58,802)
      11,472     First   United    Corp                  Bank   of  America    Merrill    Lynch       11,472
      20,049     First   United    Corp                  Goldman    Sachs               20,049
       8,423    First   United    Corp                                      8,141
                                    HSBC
      20,880     First   United    Corp                  Morgan    Stanley                7,517
       1,187    First   Western    Financial     Inc            Bank   of  America    Merrill    Lynch
                                                        (529)
       4,897    First   Western    Financial     Inc            Goldman    Sachs                 602
       4,070    First   Western    Financial     Inc                                3,011
                                    HSBC
        363   First   Western    Financial     Inc            Morgan    Stanley                  216
       3,184    FirstCash     Inc                   Barclays     Bank
                                                       (7,769)
       6,209    FirstCash     Inc                                       24,291
                                    HSBC
      35,364     FirstCash     Inc                   Morgan    Stanley
                                                       (86,288)
           FirstEnergy      Corp                                     121,335
      (43,334)                              HSBC
           FirstEnergy      Corp                  Morgan    Stanley                31,096
      (31,410)
      24,611     Fiserv    Inc                     Barclays     Bank               56,360
       7,092    Fiserv    Inc                     Goldman    Sachs               33,191
      12,796     Fiserv    Inc                                        67,691
                                    HSBC
      16,983     Fiserv    Inc                     Morgan    Stanley                38,891
      216,546     Fitbit    Inc  ’A’                   Bank   of  America    Merrill    Lynch
                                                         －
      40,506     Fitbit    Inc  ’A’                   Goldman    Sachs
                                                        (102)
      128,157     Fitbit    Inc  ’A’                                      13,622
                                    HSBC
      70,723     Fitbit    Inc  ’A’                   Morgan    Stanley
                                                       (2,122)
       8,613    Five   Below   Inc                   Bank   of  America    Merrill    Lynch       48,664
       4,409    Five   Below   Inc                   Barclays     Bank               3,659
       1,350    Five   Below   Inc                   Goldman    Sachs                7,628
           Five   Prime   Therapeutics       Inc            Bank   of  America    Merrill    Lynch       24,933
      (13,192)
           Five   Prime   Therapeutics       Inc            Morgan    Stanley
      (6,420)                                                 (9,502)
           Five   Star   Senior    Living    Inc            Bank   of  America    Merrill    Lynch
      (18,066)                                                 (16,530)
       1,200    Five9   Inc                     Bank   of  America    Merrill    Lynch       14,337
       1,727    Five9   Inc                     Goldman    Sachs               20,021
       5,015    Five9   Inc                                         48,972
                                    HSBC
      13,228     Five9   Inc                     Morgan    Stanley                58,203
      42,448     Flagstar     Bancorp    Inc                                   108,653
                                    HSBC
      41,259     Flagstar     Bancorp    Inc                Morgan    Stanley
                                                       (3,094)
           FleetCor     Technologies       Inc                                 1,805
      (1,399)                             HSBC
           FleetCor     Technologies       Inc             Morgan    Stanley
      (9,513)                                                (125,286)
      10,393     Flexion    Therapeutics       Inc              Bank   of  America    Merrill    Lynch
                                                       (8,834)
      10,542     Flexion    Therapeutics       Inc              Goldman    Sachs
                                                       (8,961)
      19,596     Flexion    Therapeutics       Inc
                                    HSBC                   (20,367)
      21,130     Flexion    Therapeutics       Inc              Morgan    Stanley
                                                       (6,762)
           Flexsteel     Industries      Inc              Bank   of  America    Merrill    Lynch       11,591
      (12,839)
                                169/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           Flexsteel     Industries      Inc                                   231
      (11,569)                              HSBC
           FLIR   Systems    Inc                  Morgan    Stanley
      (18,248)                                                 (13,868)
       8,418    FLIR   Systems    Inc                  Morgan    Stanley                6,398
       5,522    Floor   & Decor   Holdings     Inc  ’A’           Bank   of  America    Merrill    Lynch       28,162
           Floor   & Decor   Holdings     Inc  ’A’           Goldman    Sachs
      (1,778)                                                 (9,068)
           Floor   & Decor   Holdings     Inc  ’A’
      (10,278)                              HSBC                   (85,924)
           Floor   & Decor   Holdings     Inc  ’A’           Morgan    Stanley                38,004
      (9,027)
       2,307    Floor   & Decor   Holdings     Inc  ’A’           Morgan    Stanley
                                                       (9,712)
           Flotek    Industries      Inc               Bank   of  America    Merrill    Lynch       25,965
      (76,369)
           Flotek    Industries      Inc               Goldman    Sachs                8,924
      (26,247)
           Flotek    Industries      Inc                                   22,838
      (55,703)                              HSBC
           Flotek    Industries      Inc               Morgan    Stanley                2,161
      (72,024)
      17,250     Flowers    Foods   Inc                 Bank   of  America    Merrill    Lynch
                                                         －
       4,236    Flowers    Foods   Inc                 Barclays     Bank
                                                       (1,440)
      13,408     Flowers    Foods   Inc                 Goldman    Sachs
                                                         －
      36,407     Flowers    Foods   Inc
                                    HSBC                   (13,017)
      34,960     Flowers    Foods   Inc                 Morgan    Stanley
                                                       (11,887)
           Flowserve     Corp                   Bank   of  America    Merrill    Lynch
      (10,483)                                                 (11,426)
      14,223     Flowserve     Corp                   Bank   of  America    Merrill    Lynch
                                                       (2,542)
           Flowserve     Corp                   Barclays     Bank
       (456)                                                 (242)
           Flowserve     Corp                   Goldman    Sachs
      (6,578)                                                 (7,170)
           Flowserve     Corp
      (1,250)                             HSBC                    (3,538)
           Flowserve     Corp                   Morgan    Stanley
      (13,537)                                                 (7,175)
      19,690     Fluent    Inc                     Goldman    Sachs                6,892
           Fluidigm     Corp                    Bank   of  America    Merrill    Lynch
      (33,548)                                                 (5,703)
           Fluidigm     Corp
      (9,480)                             HSBC                    (2,844)
           Fluor   Corp                     Goldman    Sachs
      (28,827)                                                 (89,940)
      28,515     Fluor   Corp                     Morgan    Stanley                20,816
           Fluor   Corp                     Morgan    Stanley
      (30,021)                                                 (21,915)
      17,706     Flushing     Financial     Corp               Bank   of  America    Merrill    Lynch       12,571
      67,488     Flushing     Financial     Corp               Goldman    Sachs               47,916
      72,451     Flushing     Financial     Corp                                  59,390
                                    HSBC
      21,226     Flushing     Financial     Corp               Morgan    Stanley
                                                       (1,910)
       6,862    FMC  Corp                      Bank   of  America    Merrill    Lynch       25,801
      24,024     FMC  Corp                      Barclays     Bank
                                                       (7,448)
       8,290    FMC  Corp                      Goldman    Sachs               31,170
       9,481    FMC  Corp                                          56,033
                                    HSBC
       1,268    FMC  Corp                      Morgan    Stanley
                                                        (393)
           FNB  Corp                      Bank   of  America    Merrill    Lynch
      (55,392)                                                 (5,539)
           FNB  Corp                      Barclays     Bank
      (4,641)                                                  (325)
      106,654     FNB  Corp                      Goldman    Sachs               10,665
           FNB  Corp
      (61,265)                              HSBC                   (26,344)
      33,275     FNB  Corp                                          14,308
                                    HSBC
           FNB  Corp                      Morgan    Stanley
      (24,540)                                                 (1,718)
      126,081     FNB  Corp                      Morgan    Stanley                8,826
                                170/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           FNCB   Bancorp    Inc                  Bank   of  America    Merrill    Lynch
      (2,060)                                                  (124)
           FNCB   Bancorp    Inc                  Goldman    Sachs
      (10,852)                                                  (651)
           FNCB   Bancorp    Inc
      (4,184)                             HSBC                     (887)
           FNCB   Bancorp    Inc                  Morgan    Stanley
      (11,032)                                                 (1,765)
           Focus   Financial     Partners     Inc  ’A’          Goldman    Sachs
      (5,315)                                                 (8,717)
           Focus   Financial     Partners     Inc  ’A’
      (12,721)                              HSBC                   (12,124)
           Focus   Financial     Partners     Inc  ’A’          Morgan    Stanley
      (15,254)                                                 (5,949)
       3,176    Foghorn    Therapeutics       Inc              Bank   of  America    Merrill    Lynch        9,759
      18,742     Foghorn    Therapeutics       Inc                                 62,149
                                    HSBC
       5,743    Foghorn    Therapeutics       Inc              Morgan    Stanley                19,756
       1,369    FONAR   Corp                     Bank   of  America    Merrill    Lynch
                                                       (1,328)
      10,340     FONAR   Corp                     Goldman    Sachs
                                                       (10,030)
      10,735     FONAR   Corp
                                    HSBC                    (6,123)
       7,563    FONAR   Corp                     Morgan    Stanley
                                                       (6,958)
           Foot   Locker    Inc                  Bank   of  America    Merrill    Lynch        3,268
      (1,618)
       7,880    Foot   Locker    Inc                  Barclays     Bank
                                                       (4,413)
       5,075    Foot   Locker    Inc                  Goldman    Sachs
                                                       (10,252)
      150,216     Ford   Motor   Co                                      133,692
                                    HSBC
      55,052     Ford   Motor   Co                   Morgan    Stanley                12,662
           Forestar     Group   Inc                 Bank   of  America    Merrill    Lynch
      (32,579)                                                 (14,009)
           Forestar     Group   Inc                 Goldman    Sachs
      (21,020)                                                 (9,039)
           Forestar     Group   Inc
      (26,036)                              HSBC                   (13,426)
           Forestar     Group   Inc                 Morgan    Stanley
      (9,121)                                                  (456)
       1,783    Forma   Therapeutics       Holdings     Inc          Bank   of  America    Merrill    Lynch        2,545
        907   Forma   Therapeutics       Holdings     Inc          Goldman    Sachs                 925
       8,131    Forma   Therapeutics       Holdings     Inc                              16,979
                                    HSBC
       9,300    Forma   Therapeutics       Holdings     Inc          Morgan    Stanley                17,205
       2,155    FormFactor      Inc                   Bank   of  America    Merrill    Lynch        1,088
       2,720    FormFactor      Inc                   Goldman    Sachs                1,374
      16,589     FormFactor      Inc                                      30,550
                                    HSBC
      50,827     FormFactor      Inc                   Morgan    Stanley                6,608
      10,476     Forrester     Research     Inc               Bank   of  America    Merrill    Lynch       13,095
      24,677     Forrester     Research     Inc               Goldman    Sachs               30,846
      15,841     Forrester     Research     Inc                                  25,261
                                    HSBC
       4,844    Forrester     Research     Inc               Morgan    Stanley                2,616
           Forte   Biosciences      Inc               Bank   of  America    Merrill    Lynch        6,600
      (2,716)
           Forterra     Inc                    Goldman    Sachs
      (2,172)                                                 (1,151)
           Forterra     Inc
      (10,191)                              HSBC                   (39,216)
       1,153    Fortinet     Inc                    Bank   of  America    Merrill    Lynch        6,699
           Fortinet     Inc                    Bank   of  America    Merrill    Lynch
       (954)                                                (2,300)
           Fortinet     Inc                    Barclays     Bank
      (4,684)                                                (19,170)
       2,357    Fortinet     Inc                    Morgan    Stanley                12,846
           Fortive    Corp                    Bank   of  America    Merrill    Lynch        4,745
      (2,249)
           Fortive    Corp                    Barclays     Bank               18,589
      (11,404)
           Fortive    Corp                    Goldman    Sachs               33,388
      (16,126)
                                171/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
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                                                    （米ドル）
           米国（続き）
           Fortive    Corp                                        1,450
      (5,177)                             HSBC
           Fortress     Biotech    Inc                Bank   of  America    Merrill    Lynch         69
      (6,930)
           Fortress     Biotech    Inc
     (175,599)                              HSBC                    (5,268)
           Fortune    Brands    Home   & Security     Inc         Barclays     Bank               3,885
      (2,590)
           Fortune    Brands    Home   & Security     Inc         Goldman    Sachs                 427
      (2,063)
      21,521     Fortune    Brands    Home   & Security     Inc         Morgan    Stanley
                                                       (32,282)
           Fortune    Brands    Home   & Security     Inc         Morgan    Stanley                14,238
      (9,492)
           Forward    Air  Corp                  Bank   of  America    Merrill    Lynch        1,706
      (3,159)
           Forward    Air  Corp                  Goldman    Sachs                4,708
      (8,632)
           Forward    Air  Corp
      (12,551)                              HSBC                   (25,198)
           Forward    Air  Corp                  Morgan    Stanley                17,246
      (12,497)
      25,845     Fossil    Group   Inc                  Goldman    Sachs               48,589
      93,173     Four   Corners    Property     Trust   Inc  (REIT)        Bank   of  America    Merrill    Lynch
                                                      (150,009)
       6,375    Four   Corners    Property     Trust   Inc  (REIT)                             558
                                    HSBC
      32,257     Four   Corners    Property     Trust   Inc  (REIT)        Morgan    Stanley
                                                       (14,838)
       1,886    Fox  Corp   ’A’                    Bank   of  America    Merrill    Lynch        3,565
      22,116     Fox  Corp   ’A’                    Barclays     Bank               11,943
      18,182     Fox  Corp   ’A’                    Goldman    Sachs               34,364
      24,118     Fox  Corp   ’A’                                       68,237
                                    HSBC
      17,437     Fox  Corp   ’A’                    Morgan    Stanley                9,416
           Fox  Corp   ’B’                    Barclays     Bank
      (10,004)                                                 (6,102)
           Fox  Corp   ’B’                    Goldman    Sachs
      (13,861)                                                 (26,336)
           Fox  Corp   ’B’
       (841)                            HSBC                    (2,069)
           Fox  Corp   ’B’                    Morgan    Stanley
      (20,100)                                                 (12,261)
           Fox  Factory    Holding    Corp              Bank   of  America    Merrill    Lynch
      (1,492)                                                (10,146)
       9,384    Fox  Factory    Holding    Corp              Bank   of  America    Merrill    Lynch       60,585
           Fox  Factory    Holding    Corp              Barclays     Bank
       (333)                                                 (746)
           Fox  Factory    Holding    Corp              Goldman    Sachs
       (921)                                                (6,263)
       1,518    Fox  Factory    Holding    Corp              Goldman    Sachs               10,322
           Fox  Factory    Holding    Corp
      (1,073)                             HSBC                    (5,676)
       3,604    Fox  Factory    Holding    Corp                                  8,073
                                    HSBC
           Fox  Factory    Holding    Corp              Morgan    Stanley
       (839)                                                (1,879)
       1,539    Fox  Factory    Holding    Corp              Morgan    Stanley                3,447
           Franchise     Group   Inc                Bank   of  America    Merrill    Lynch
      (9,035)                                                 (1,715)
           Franchise     Group   Inc                Goldman    Sachs
      (2,196)                                                  (329)
           Franchise     Group   Inc                                      78
      (7,778)                             HSBC
           Franchise     Group   Inc                Morgan    Stanley                  22
      (2,157)
      18,754     Franklin     Covey   Co                 Goldman    Sachs
                                                       (19,692)
      12,886     Franklin     Covey   Co
                                    HSBC                   (18,814)
      27,289     Franklin     Covey   Co                 Morgan    Stanley                12,280
       7,806    Franklin     Electric     Co  Inc              Goldman    Sachs
                                                       (5,386)
      39,376     Franklin     Electric     Co  Inc                                 45,162
                                    HSBC
      18,428     Franklin     Electric     Co  Inc              Morgan    Stanley                3,133
       4,751    Franklin     Financial     Services     Corp          Bank   of  America    Merrill    Lynch       13,727
       4,230    Franklin     Financial     Services     Corp          Goldman    Sachs               12,366
                                172/368



                                                          EDINET提出書類
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                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
       5,924    Franklin     Financial     Services     Corp                              24,391
                                    HSBC
       1,126    Franklin     Financial     Services     Corp          Morgan    Stanley                2,894
           Franklin     Resources     Inc               Bank   of  America    Merrill    Lynch
      (10,826)                                                 (9,960)
           Franklin     Resources     Inc               Barclays     Bank
      (3,888)                                                 (3,616)
           Franklin     Resources     Inc               Goldman    Sachs                  51
      (4,144)
           Franklin     Resources     Inc
      (7,395)                             HSBC                   (13,089)
       3,351    Franklin     Resources     Inc                                   5,931
                                    HSBC
           Franklin     Resources     Inc               Morgan    Stanley
      (10,289)                                                 (9,569)
      46,371     Franklin     Resources     Inc               Morgan    Stanley                43,125
      46,502     Franklin     Street    Properties      Corp   (REIT)        Bank   of  America    Merrill    Lynch
                                                        (930)
      117,629     Franklin     Street    Properties      Corp   (REIT)                            8,597
                                    HSBC
      58,638     Franklin     Street    Properties      Corp   (REIT)        Morgan    Stanley
                                                       (1,173)
           Freeport-McMoRan         Inc
      (23,545)                              HSBC                   (87,116)
      43,429     Freeport-McMoRan         Inc                Morgan    Stanley                68,618
           FreightCar      America    Inc               Bank   of  America    Merrill    Lynch
      (69,327)                                                 (72,100)
       1,375    Frequency     Therapeutics       Inc             Bank   of  America    Merrill    Lynch        5,913
       4,614    Frequency     Therapeutics       Inc             Goldman    Sachs               19,840
      16,137     Frequency     Therapeutics       Inc                                42,325
                                    HSBC
       7,599    Frequency     Therapeutics       Inc             Morgan    Stanley                3,724
           Freshpet     Inc                    Bank   of  America    Merrill    Lynch
      (5,855)                                                (11,827)
        863   Freshpet     Inc                    Bank   of  America    Merrill    Lynch        1,743
           Freshpet     Inc                    Barclays     Bank               4,637
      (1,177)
       4,493    Freshpet     Inc                    Goldman    Sachs                9,076
       5,034    Freshpet     Inc
                                    HSBC                    (5,754)
           Freshpet     Inc                    Morgan    Stanley                4,196
      (1,065)
       9,295    Freshpet     Inc                    Morgan    Stanley
                                                       (36,622)
           frontdoor     Inc                   Barclays     Bank
      (1,582)                                                 (1,914)
           frontdoor     Inc                   Goldman    Sachs
      (5,799)                                                 (1,566)
           frontdoor     Inc                   Morgan    Stanley
      (22,312)                                                 (26,997)
           FRP  Holdings     Inc                  Bank   of  America    Merrill    Lynch
      (2,603)                                                 (2,926)
           FRP  Holdings     Inc                  Goldman    Sachs
      (6,914)                                                 (7,612)
           FRP  Holdings     Inc
      (9,850)                             HSBC                    (6,912)
           FRP  Holdings     Inc                  Morgan    Stanley
      (2,846)                                                 (2,078)
      11,258     FS  Bancorp    Inc                   Bank   of  America    Merrill    Lynch        1,800
       3,800    FS  Bancorp    Inc                   Goldman    Sachs                 384
      19,301     FS  Bancorp    Inc                                      48,396
                                    HSBC
       7,218    FS  Bancorp    Inc                   Morgan    Stanley                8,517
        532   F-star    Therapeutics       Inc              Goldman    Sachs                 872
           FTI  Consulting      Inc                 Barclays     Bank
      (2,331)                                                  (490)
           FTI  Consulting      Inc                 Goldman    Sachs
      (1,981)                                                  (875)
           FTI  Consulting      Inc
      (9,231)                             HSBC                   (30,924)
           FTI  Consulting      Inc                 Morgan    Stanley
      (7,160)                                                 (1,504)
      13,721     fuboTV    Inc                     Bank   of  America    Merrill    Lynch       77,358
       1,857    fuboTV    Inc                                         3,955
                                    HSBC
           FuelCell     Energy    Inc
      (72,478)                              HSBC                   (108,717)
                                173/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           Fulgent    Genetics     Inc                Goldman    Sachs               11,346
      (2,858)
           Fulgent    Genetics     Inc                                    5,080
      (3,342)                             HSBC
      90,251     Fulton    Financial     Corp                Goldman    Sachs
                                                       (31,588)
      127,531     Fulton    Financial     Corp                                   14,028
                                    HSBC
      222,367     Fulton    Financial     Corp                Morgan    Stanley                17,789
           Funko   Inc  ’A’                                       1,934
      (48,357)                              HSBC
      15,335     FutureFuel      Corp                   Morgan    Stanley
                                                       (3,220)
           FVCBankcorp      Inc                  Goldman    Sachs                  75
       (623)
           FVCBankcorp      Inc                                      30,738
      (38,623)                              HSBC
           G1  Therapeutics       Inc                Goldman    Sachs
      (7,281)                                                (26,872)
           G1  Therapeutics       Inc
      (4,758)                             HSBC                   (20,090)
           G1  Therapeutics       Inc                Morgan    Stanley
      (2,294)                                                 (9,864)
           Gaia   Inc                      Morgan    Stanley                3,757
      (8,167)
           Galectin     Therapeutics       Inc             Goldman    Sachs                5,465
      (45,538)
           Galectin     Therapeutics       Inc
      (37,468)                              HSBC                    (2,517)
       5,808    Galera    Therapeutics       Inc              Bank   of  America    Merrill    Lynch        4,356
       7,434    Galera    Therapeutics       Inc              Goldman    Sachs                5,576
      10,961     Galera    Therapeutics       Inc                                  8,091
                                    HSBC
       2,628    Galera    Therapeutics       Inc              Morgan    Stanley                1,945
           GAMCO   Investors     Inc  ’A’              Bank   of  America    Merrill    Lynch
      (9,139)                                                 (9,322)
           GAMCO   Investors     Inc  ’A’
      (7,061)                             HSBC                    (9,472)
      11,104     GameStop     Corp   ’A’                 Goldman    Sachs               78,616
       2,635    GameStop     Corp   ’A’                                     20,030
                                    HSBC
           Gaming    and  Leisure    Properties      Inc  (REIT)       Morgan    Stanley                45,065
      (31,295)
       8,553    Gaming    and  Leisure    Properties      Inc  (REIT)       Morgan    Stanley
                                                       (12,316)
      40,436     Gannett    Co  Inc                   Bank   of  America    Merrill    Lynch       41,245
      32,165     Gannett    Co  Inc                   Morgan    Stanley
                                                       (2,252)
           Gap  Inc                      Bank   of  America    Merrill    Lynch       47,330
      (10,710)
           Gap  Inc                      Barclays     Bank               5,511
      (1,070)
           Gap  Inc                      Goldman    Sachs               124,467
      (38,359)
       2,137    Gartner    Inc                    Barclays     Bank
                                                        (620)
       1,160    Gartner    Inc
                                    HSBC                    (4,095)
      12,648     Gartner    Inc                    Morgan    Stanley
                                                       (3,668)
      33,263     Gatos   Silver    Inc                  Bank   of  America    Merrill    Lynch        3,391
      11,275     Gatos   Silver    Inc                                      4,285
                                    HSBC
      13,386     Gatos   Silver    Inc                  Morgan    Stanley                5,137
       4,043    GATX   Corp
                                    HSBC                    (8,935)
      46,641     GATX   Corp                      Morgan    Stanley
                                                      (103,077)
           GCI  Liberty    Inc  ’A’                Morgan    Stanley                6,936
      (13,086)
           GCP  Applied    Technologies       Inc            Morgan    Stanley                5,263
      (75,188)
           Genasys    Inc                    Bank   of  America    Merrill    Lynch
      (60,317)                                                 (33,778)
           Genasys    Inc                    Goldman    Sachs
      (11,002)                                                 (6,161)
           Genasys    Inc
      (34,965)                              HSBC                   (25,906)
           Genasys    Inc                    Morgan    Stanley
      (5,637)                                                 (3,382)
      23,474     Gencor    Industries      Inc               Bank   of  America    Merrill    Lynch
                                                        (704)
                                174/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
      20,117     Gencor    Industries      Inc               Goldman    Sachs
                                                        (604)
      23,406     Gencor    Industries      Inc                                   2,682
                                    HSBC
      19,751     Gencor    Industries      Inc               Morgan    Stanley
                                                       (1,580)
       4,040    Generac    Holdings     Inc                Bank   of  America    Merrill    Lynch        7,347
        112   Generac    Holdings     Inc                Barclays     Bank
                                                        (485)
           Generac    Holdings     Inc                Barclays     Bank               3,131
       (723)
       1,890    Generac    Holdings     Inc                Goldman    Sachs                3,988
        187   Generac    Holdings     Inc                                     272
                                    HSBC
           Generac    Holdings     Inc                                    1,488
       (284)                            HSBC
      15,522     Generac    Holdings     Inc                Morgan    Stanley
                                                       (67,210)
           General    Electric     Co                Bank   of  America    Merrill    Lynch
      (11,449)                                                 (6,984)
           General    Electric     Co                Barclays     Bank
      (13,029)                                                 (1,433)
           General    Electric     Co                Goldman    Sachs
      (62,448)                                                 (38,093)
           General    Electric     Co
      (77,001)                              HSBC                   (112,421)
           General    Electric     Co                Morgan    Stanley
     (122,357)                                                 (13,459)
           General    Finance    Corp                Bank   of  America    Merrill    Lynch
      (10,764)                                                 (1,292)
           General    Finance    Corp                Goldman    Sachs
      (2,863)                                                  (344)
           General    Finance    Corp
      (2,974)                             HSBC                    (2,558)
       5,973    General    Mills   Inc                 Bank   of  America    Merrill    Lynch
                                                       (7,645)
      34,895     General    Mills   Inc                 Barclays     Bank
                                                       (38,036)
       7,313    General    Mills   Inc                 Goldman    Sachs
                                                       (9,361)
      24,304     General    Mills   Inc                                     38,158
                                    HSBC
      12,210     General    Mills   Inc                 Morgan    Stanley
                                                       (13,309)
           General    Motors    Co                 Bank   of  America    Merrill    Lynch
      (64,917)                                                (175,276)
           General    Motors    Co                 Barclays     Bank               4,331
      (2,751)
           General    Motors    Co
      (22,879)                              HSBC                   (134,300)
      10,468     Generation      Bio  Co                 Goldman    Sachs               87,303
       4,844    Generation      Bio  Co                                    51,528
                                    HSBC
       3,790    Generation      Bio  Co                 Morgan    Stanley                23,233
      13,782     Genesco    Inc
                                    HSBC                   (26,737)
           Genie   Energy    Ltd  ’B’   Bank   of  America         Merrill    Lynch               16,204
      (73,654)
           Genie   Energy    Ltd  ’B’                Goldman    Sachs                4,142
      (18,827)
           Genie   Energy    Ltd  ’B’                                    5,799
      (15,869)                              HSBC
           Genie   Energy    Ltd  ’B’                Morgan    Stanley                2,444
      (13,576)
           GenMark    Diagnostics      Inc              Bank   of  America    Merrill    Lynch        3,492
      (10,582)
           GenMark    Diagnostics      Inc                                   226
      (5,651)                             HSBC
           GenMark    Diagnostics      Inc              Morgan    Stanley                  264
      (6,605)
       9,118    Gentex    Corp                     Bank   of  America    Merrill    Lynch
                                                        (137)
           Gentex    Corp                     Barclays     Bank
      (13,301)                                                 (5,852)
       2,308    Gentex    Corp                     Barclays     Bank
                                                        (605)
           Gentex    Corp                     Goldman    Sachs                 364
      (24,294)
           Gentex    Corp
      (17,291)                              HSBC                   (28,530)
           Gentex    Corp                     Morgan    Stanley
      (17,986)                                                 (7,914)
           Gentherm     Inc                    Bank   of  America    Merrill    Lynch
      (10,191)                                                 (40,254)
           Gentherm     Inc                    Goldman    Sachs
      (7,516)                                                (29,688)
                                175/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           Gentherm     Inc
      (19,943)                              HSBC                   (144,587)
           Gentherm     Inc                    Morgan    Stanley
      (40,654)                                                 (76,836)
       6,097    Genuine    Parts   Co                 Barclays     Bank                793
       5,075    Genuine    Parts   Co                 Goldman    Sachs
                                                       (10,560)
       6,210    Genuine    Parts   Co
                                    HSBC                    (7,700)
       9,315    Genuine    Parts   Co                 Morgan    Stanley                1,211
           Genworth     Financial     Inc  ’A’             Goldman    Sachs                 488
      (6,970)
           Genworth     Financial     Inc  ’A’             Morgan    Stanley                  833
      (83,268)
           GEO  Group   Inc  (REIT)                 Bank   of  America    Merrill    Lynch
      (11,300)                                                 (3,842)
           GEO  Group   Inc  (REIT)                 Goldman    Sachs
      (53,975)                                                 (18,352)
           GEO  Group   Inc  (REIT)
      (33,524)                              HSBC                   (24,817)
           GEO  Group   Inc  (REIT)                 Morgan    Stanley
      (66,259)                                                 (24,516)
           Geospace     Technologies       Corp             Bank   of  America    Merrill    Lynch
      (12,536)                                                 (9,653)
           Geospace     Technologies       Corp             Goldman    Sachs
      (16,314)                                                 (12,562)
           Geospace     Technologies       Corp
      (12,825)                              HSBC                     (128)
           Geospace     Technologies       Corp             Morgan    Stanley
      (7,864)                                                  (79)
           German    American     Bancorp    Inc            Bank   of  America    Merrill    Lynch        8,273
      (6,315)
           German    American     Bancorp    Inc            Goldman    Sachs               41,328
      (31,548)
           German    American     Bancorp    Inc                                 584
      (54,786)                              HSBC
           German    American     Bancorp    Inc            Morgan    Stanley                11,161
      (50,731)
           Geron   Corp                     Bank   of  America    Merrill    Lynch       16,366
     (109,105)
           Geron   Corp                     Goldman    Sachs               32,476
     (216,507)
           Geron   Corp                                         3,911
     (195,557)                              HSBC
           Geron   Corp                     Morgan    Stanley                  201
      (10,039)
       2,846    Getty   Realty    Corp   (REIT)               Bank   of  America    Merrill    Lynch
                                                       (2,096)
      51,677     Getty   Realty    Corp   (REIT)               Goldman    Sachs
                                                       (37,377)
       1,130    Getty   Realty    Corp   (REIT)
                                    HSBC                     (617)
      26,222     Getty   Realty    Corp   (REIT)               Morgan    Stanley
                                                       (4,458)
       2,690    Gibraltar     Industries      Inc              Bank   of  America    Merrill    Lynch        2,825
      14,550     Gibraltar     Industries      Inc              Goldman    Sachs               15,278
       6,641    Gibraltar     Industries      Inc
                                    HSBC                    (1,859)
      25,712     Gibraltar     Industries      Inc              Morgan    Stanley
                                                       (7,199)
      21,414     G-III   Apparel    Group   Ltd              Goldman    Sachs               67,240
      11,143     G-III   Apparel    Group   Ltd                                  19,800
                                    HSBC
       8,295    Gilead    Sciences     Inc                Bank   of  America    Merrill    Lynch
                                                       (10,617)
      10,776     Gilead    Sciences     Inc                Barclays     Bank
                                                        (862)
       3,276    Gilead    Sciences     Inc                Goldman    Sachs
                                                       (3,639)
        406   Gilead    Sciences     Inc
                                    HSBC                     (387)
      22,297     Gilead    Sciences     Inc                Morgan    Stanley
                                                       (1,784)
           Glacier    Bancorp    Inc                Bank   of  America    Merrill    Lynch        3,969
      (2,389)
           Glacier    Bancorp    Inc                Goldman    Sachs               53,178
      (26,139)
           Glacier    Bancorp    Inc
      (6,260)                             HSBC                    (1,189)
           Glacier    Bancorp    Inc                Morgan    Stanley
      (13,555)                                                 (2,575)
      27,971     Gladstone     Commercial      Corp   (REIT)           Bank   of  America    Merrill    Lynch         559
      22,085     Gladstone     Commercial      Corp   (REIT)           Goldman    Sachs                 442
                                176/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
      24,621     Gladstone     Commercial      Corp   (REIT)                               3,790
                                    HSBC
      21,074     Gladstone     Commercial      Corp   (REIT)           Morgan    Stanley
                                                         －
      25,778     Gladstone     Land   Corp   (REIT)              Bank   of  America    Merrill    Lynch
                                                       (1,031)
      33,537     Gladstone     Land   Corp   (REIT)              Goldman    Sachs
                                                       (1,341)
      29,715     Gladstone     Land   Corp   (REIT)                                  1,202
                                    HSBC
      31,865     Gladstone     Land   Corp   (REIT)              Morgan    Stanley
                                                       (4,780)
           Glatfelter      Corp                   Bank   of  America    Merrill    Lynch
      (47,192)                                                 (28,517)
           Glatfelter      Corp                   Goldman    Sachs
      (48,438)                                                 (30,295)
           Glatfelter      Corp
      (74,649)                              HSBC                   (143,754)
           Glatfelter      Corp                   Morgan    Stanley
      (20,803)                                                 (9,777)
           Glaukos    Corp
       (654)                            HSBC                    (1,503)
           Glaukos    Corp                    Morgan    Stanley
      (10,340)                                                 (15,045)
           Global    Blood   Therapeutics       Inc           Barclays     Bank
      (2,881)                                                 (3,111)
           Global    Blood   Therapeutics       Inc           Goldman    Sachs
      (4,855)                                                 (8,302)
           Global    Blood   Therapeutics       Inc
      (2,003)                             HSBC                    (3,641)
           Global    Blood   Therapeutics       Inc           Morgan    Stanley
      (12,873)                                                 (13,903)
      11,329     Global    Indemnity     Group   LLC  ’A’           Goldman    Sachs
                                                       (4,192)
      14,791     Global    Indemnity     Group   LLC  ’A’
                                    HSBC                    (4,900)
       7,041    Global    Indemnity     Group   LLC  ’A’           Morgan    Stanley
                                                       (4,225)
           Global    Medical    Inc  (REIT)               Bank   of  America    Merrill    Lynch       21,216
      (24,960)
           Global    Medical    Inc  (REIT)               Goldman    Sachs               51,047
      (60,055)
           Global    Medical    Inc  (REIT)
      (49,993)                              HSBC                    (1,608)
           Global    Medical    Inc  (REIT)               Morgan    Stanley                8,362
      (20,396)
           Global    Payments     Inc                Bank   of  America    Merrill    Lynch
       (222)                                                 (392)
           Global    Payments     Inc                Goldman    Sachs
       (258)                                                (1,324)
        850   Global    Payments     Inc                                    5,715
                                    HSBC
           Global    Payments     Inc                Morgan    Stanley
      (7,319)                                                (21,371)
       2,264    Global    Payments     Inc                Morgan    Stanley                6,611
      27,685     Global    Water   Resources     Inc             Bank   of  America    Merrill    Lynch       17,442
      28,311     Global    Water   Resources     Inc             Goldman    Sachs               17,836
      25,321     Global    Water   Resources     Inc                                11,240
                                    HSBC
      32,343     Global    Water   Resources     Inc             Morgan    Stanley                13,261
        213   Globe   Life   Inc                   Bank   of  America    Merrill    Lynch         183
        703   Globe   Life   Inc                   Barclays     Bank                344
           Globe   Life   Inc                   Barclays     Bank
       (718)                                                 (352)
           Globe   Life   Inc
      (1,518)                             HSBC                    (5,541)
      14,296     Globe   Life   Inc                   Morgan    Stanley                7,005
           Globe   Life   Inc                   Morgan    Stanley
      (10,753)                                                 (5,269)
       6,295    Globus    Medical    Inc  ’A’               Bank   of  America    Merrill    Lynch       21,844
       3,191    Globus    Medical    Inc  ’A’               Barclays     Bank               4,882
       5,293    Globus    Medical    Inc  ’A’               Goldman    Sachs               18,367
       4,947    Globus    Medical    Inc  ’A’                                   9,597
                                    HSBC
      21,430     Globus    Medical    Inc  ’A’               Morgan    Stanley                32,788
           Glu  Mobile    Inc                   Goldman    Sachs
      (11,739)                                                 (13,617)
           Glu  Mobile    Inc
      (17,142)                              HSBC                   (25,644)
                                177/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           GlycoMimetics       Inc                 Bank   of  America    Merrill    Lynch        7,729
      (26,025)
           GlycoMimetics       Inc                 Goldman    Sachs                1,080
      (7,199)
           GlycoMimetics       Inc
      (54,604)                              HSBC                   (26,102)
           GMS  Inc                      Bank   of  America    Merrill    Lynch       22,767
      (9,688)
           GMS  Inc                      Goldman    Sachs               38,613
      (16,431)
           GMS  Inc                                           7,819
      (31,478)                              HSBC
           GMS  Inc                      Morgan    Stanley                7,098
      (6,512)
        794   GoDaddy    Inc  ’A’                  Bank   of  America    Merrill    Lynch        3,811
       9,631    GoDaddy    Inc  ’A’                  Barclays     Bank               18,492
       7,675    GoDaddy    Inc  ’A’                  Morgan    Stanley                14,736
           Gogo   Inc
      (23,246)                              HSBC                   (18,829)
           GoHealth     Inc  ’A’                  Bank   of  America    Merrill    Lynch        1,203
      (10,939)
           GoHealth     Inc  ’A’                  Goldman    Sachs                 161
      (1,464)
       5,785    GoHealth     Inc  ’A’                  Goldman    Sachs
                                                        (636)
       9,703    GoHealth     Inc  ’A’                  Morgan    Stanley
                                                        (485)
      49,566     Gold   Resource     Corp                 Bank   of  America    Merrill    Lynch
                                                       (4,957)
      54,728     Gold   Resource     Corp                 Goldman    Sachs
                                                       (5,473)
      90,961     Gold   Resource     Corp                                      481
                                    HSBC
      91,293     Gold   Resource     Corp                 Morgan    Stanley                2,739
       2,600    Golden    Entertainment       Inc              Bank   of  America    Merrill    Lynch        2,444
      29,041     Golden    Entertainment       Inc                                 18,128
                                    HSBC
       9,901    Golden    Entertainment       Inc              Morgan    Stanley                5,644
           Goldman    Sachs   Group   Inc              Bank   of  America    Merrill    Lynch
      (3,182)                                                (37,198)
           Goldman    Sachs   Group   Inc              Barclays     Bank
      (10,066)                                                 (44,109)
           Goldman    Sachs   Group   Inc              Morgan    Stanley
      (6,331)                                                (33,174)
      10,370     Goodrich     Petroleum     Corp               Bank   of  America    Merrill    Lynch
                                                       (8,296)
       7,786    Goodrich     Petroleum     Corp               Goldman    Sachs
                                                       (6,229)
      13,631     Goodrich     Petroleum     Corp               Morgan    Stanley                1,363
       2,123    GoodRx    Holdings     Inc  ’A’              Bank   of  America    Merrill    Lynch
                                                       (12,476)
       5,193    GoodRx    Holdings     Inc  ’A’              Barclays     Bank
                                                       (10,178)
       1,918    GoodRx    Holdings     Inc  ’A’              Goldman    Sachs
                                                       (8,794)
       4,396    GoodRx    Holdings     Inc  ’A’
                                    HSBC                   (66,819)
       4,610    GoodRx    Holdings     Inc  ’A’              Morgan    Stanley
                                                       (9,036)
      29,942     Goodyear     Tire   & Rubber    Co             Bank   of  America    Merrill    Lynch       10,180
      34,075     Goodyear     Tire   & Rubber    Co             Goldman    Sachs               11,586
      20,196     Goodyear     Tire   & Rubber    Co                                18,825
                                    HSBC
      182,616     Goodyear     Tire   & Rubber    Co             Morgan    Stanley                17,361
           Goosehead     Insurance     Inc  ’A’            Bank   of  America    Merrill    Lynch        4,236
      (1,681)
           Goosehead     Insurance     Inc  ’A’            Barclays     Bank               3,802
      (2,347)
           Goosehead     Insurance     Inc  ’A’            Goldman    Sachs                5,615
      (2,228)
           Goosehead     Insurance     Inc  ’A’            Morgan    Stanley                8,257
      (5,097)
           GoPro   Inc  ’A’
      (98,927)                              HSBC                   (55,399)
           Gorman-Rupp      Co                  Bank   of  America    Merrill    Lynch       41,877
      (41,183)
           Gorman-Rupp      Co                  Goldman    Sachs               32,653
      (31,441)
           Gorman-Rupp      Co                                      13,465
      (20,911)                              HSBC
                                178/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
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                                                    （米ドル）
           米国（続き）
           Gorman-Rupp      Co                  Morgan    Stanley                4,143
      (12,186)
      14,255     Gossamer     Bio  Inc                  Bank   of  America    Merrill    Lynch
                                                       (3,849)
      10,265     Gossamer     Bio  Inc                  Goldman    Sachs
                                                       (2,772)
      15,704     Gossamer     Bio  Inc
                                    HSBC                    (1,835)
      27,639     Gossamer     Bio  Inc                  Morgan    Stanley                2,764
           GP  Strategies      Corp                 Bank   of  America    Merrill    Lynch       52,108
      (61,304)
       8,154    Graco   Inc                     Bank   of  America    Merrill    Lynch
                                                       (9,540)
      11,892     Graco   Inc                     Barclays     Bank
                                                       (8,443)
       4,138    Graco   Inc                     Goldman    Sachs
                                                       (4,841)
      23,372     Graco   Inc                                         30,617
                                    HSBC
      30,784     Graco   Inc                     Morgan    Stanley
                                                       (22,070)
      20,562     GrafTech     International       Ltd             Bank   of  America    Merrill    Lynch
                                                       (6,374)
      12,678     GrafTech     International       Ltd             Barclays     Bank               1,394
       4,396    GrafTech     International       Ltd                                 2,198
                                    HSBC
      19,430     GrafTech     International       Ltd             Morgan    Stanley                2,137
       2,414    Graham    Corp                     Bank   of  America    Merrill    Lynch
                                                        (193)
      10,986     Graham    Corp                     Goldman    Sachs
                                                        (879)
      14,428     Graham    Corp                                        17,214
                                    HSBC
      15,481     Graham    Corp                     Morgan    Stanley                6,038
        862   Graham    Holdings     Co  ’B’                                  23,731
                                    HSBC
           Graham    Holdings     Co  ’B’               Morgan    Stanley                3,804
      (1,009)
           Grand   Canyon    Education     Inc             Bank   of  America    Merrill    Lynch
      (5,794)                                                  (835)
           Grand   Canyon    Education     Inc             Barclays     Bank               1,851
      (2,460)
           Grand   Canyon    Education     Inc             Goldman    Sachs
      (1,551)                                                  (807)
           Grand   Canyon    Education     Inc             Morgan    Stanley                12,582
      (10,754)
       9,759    Granite    Construction       Inc              Bank   of  America    Merrill    Lynch       17,078
       2,854    Granite    Construction       Inc              Goldman    Sachs                4,995
      36,300     Granite    Construction       Inc                                 141,914
                                    HSBC
           Granite    Point   Mortgage     Trust   Inc  (REIT)        Goldman    Sachs
      (12,975)                                                 (7,601)
           Granite    Point   Mortgage     Trust   Inc  (REIT)
      (43,606)                              HSBC                   (63,229)
      17,836     Graphic    Packaging     Holding    Co           Bank   of  America    Merrill    Lynch        8,383
           Graphic    Packaging     Holding    Co           Barclays     Bank               1,411
      (17,640)
      58,418     Graphic    Packaging     Holding    Co                               59,002
                                    HSBC
           Graphic    Packaging     Holding    Co
      (21,675)                              HSBC                   (21,892)
      47,395     Graphic    Packaging     Holding    Co           Morgan    Stanley
                                                       (3,792)
           Gray   Television      Inc                Bank   of  America    Merrill    Lynch
      (6,359)                                                 (3,752)
           Gray   Television      Inc                Goldman    Sachs
      (89,268)                                                 (52,668)
           Gray   Television      Inc
      (20,495)                              HSBC                    (5,534)
           Great   Lakes   Dredge    & Dock   Corp           Bank   of  America    Merrill    Lynch
      (2,454)                                                  (172)
           Great   Lakes   Dredge    & Dock   Corp           Goldman    Sachs
      (68,431)                                                 (4,790)
           Great   Lakes   Dredge    & Dock   Corp
      (74,592)                              HSBC                   (27,403)
           Great   Lakes   Dredge    & Dock   Corp           Morgan    Stanley
      (24,263)                                                 (4,610)
           Great   Southern     Bancorp    Inc             Bank   of  America    Merrill    Lynch
      (20,723)                                                 (6,364)
           Great   Southern     Bancorp    Inc             Goldman    Sachs
      (20,312)                                                 (6,027)
           Great   Southern     Bancorp    Inc
      (23,557)                              HSBC                   (29,980)
                                179/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           Great   Southern     Bancorp    Inc             Morgan    Stanley
      (4,367)                                                 (1,223)
           Great   Western    Bancorp    Inc
      (38,248)                             HSBC                   (17,495)
           Great   Western    Bancorp    Inc             Morgan    Stanley
      (20,653)                                                 (8,055)
      10,965     Green   Brick   Partners     Inc              Goldman    Sachs
                                                       (7,456)
      31,615     Green   Brick   Partners     Inc              Morgan    Stanley
                                                      (79,354)
           Green   Dot  Corp   ’A’                 Bank   of  America    Merrill    Lynch
      (6,842)                                                 (6,774)
           Green   Dot  Corp   ’A’                 Barclays     Bank               3,737
      (1,501)
           Green   Dot  Corp   ’A’                 Goldman    Sachs
      (3,084)                                                  (404)
           Green   Dot  Corp   ’A’                                    13,018
      (10,112)                             HSBC
           Green   Dot  Corp   ’A’                 Morgan    Stanley                9,706
      (3,898)
      15,772     Green   Plains    Inc                  Goldman    Sachs
                                                      (20,819)
      20,852     Green   Plains    Inc
                                   HSBC                   (15,277)
      17,802     Green   Plains    Inc                  Morgan    Stanley
                                                      (14,242)
      15,559     Greenbrier      Cos  Inc                                    47,482
                                   HSBC
      20,919     Greenbrier      Cos  Inc                 Morgan    Stanley                  418
           Greene    County    Bancorp    Inc             Bank   of  America    Merrill    Lynch         171
      (1,070)
           Greene    County    Bancorp    Inc
      (3,747)                             HSBC                    (2,811)
           Greene    County    Bancorp    Inc             Morgan    Stanley
       (915)                                                 (705)
           Greenhill     & Co  Inc                 Bank   of  America    Merrill    Lynch
      (5,180)                                                 (7,045)
           Greenhill     & Co  Inc                 Goldman    Sachs
      (5,607)                                                 (7,626)
           Greenhill     & Co  Inc
      (15,105)                             HSBC                   (29,304)
           Greenhill     & Co  Inc                 Morgan    Stanley
      (12,830)                                                 (12,189)
           Greenlane     Holdings     Inc  ’A’             Bank   of  America    Merrill    Lynch
      (29,323)                                                 (29,616)
           Greenlane     Holdings     Inc  ’A’             Goldman    Sachs
      (6,159)                                                 (6,221)
           Greenlane     Holdings     Inc  ’A’
      (8,861)                             HSBC                   (10,013)
           Greenlane     Holdings     Inc  ’A’             Morgan    Stanley
      (8,690)                                                 (9,820)
       8,031    GreenSky     Inc  ’A’                  Bank   of  America    Merrill    Lynch        6,264
           GreenSky     Inc  ’A’                  Bank   of  America    Merrill    Lynch
      (6,104)                                                 (4,761)
           GreenSky     Inc  ’A’
      (38,042)                             HSBC                    (3,804)
       1,514    Greif   Inc  ’A’                   Bank   of  America    Merrill    Lynch        1,485
      10,329     Greif   Inc  ’A’                   Goldman    Sachs               19,526
      10,164     Greif   Inc  ’A’                                       1,466
                                   HSBC
      14,886     Greif   Inc  ’A’                   Morgan    Stanley                1,637
           Greif   Inc  ’B’                   Bank   of  America    Merrill    Lynch
      (7,560)                                                 (2,495)
           Greif   Inc  ’B’                   Goldman    Sachs                  33
      (4,362)
           Greif   Inc  ’B’                                       3,164
      (5,677)                             HSBC
           Greif   Inc  ’B’                   Morgan    Stanley                2,845
      (2,018)
      12,313     Grid   Dynamics     Holdings     Inc             Bank   of  America    Merrill    Lynch       22,225
      24,224     Grid   Dynamics     Holdings     Inc             Goldman    Sachs               43,724
      33,480     Grid   Dynamics     Holdings     Inc                                32,717
                                   HSBC
      17,360     Grid   Dynamics     Holdings     Inc             Morgan    Stanley                9,461
           Griffin    Industrial      Realty    Inc           Bank   of  America    Merrill    Lynch
      (8,092)                                                (103,254)
           Griffin    Industrial      Realty    Inc           Goldman    Sachs
      (9,421)                                                (120,212)
           Griffin    Industrial      Realty    Inc
      (2,308)                             HSBC                   (23,395)
           Griffin    Industrial      Realty    Inc           Morgan    Stanley
      (1,637)                                                 (9,495)
                                180/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
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                                                    （米ドル）
           米国（続き）
           Griffon    Corp                    Bank   of  America    Merrill    Lynch
      (11,146)                                                 (18,279)
           Griffon    Corp                    Goldman    Sachs
      (5,335)                                                 (8,749)
           Griffon    Corp                                         195
      (1,773)                             HSBC
           Griffon    Corp                    Morgan    Stanley                  864
      (7,852)
       6,561    Gritstone     Oncology     Inc                                   3,346
                                   HSBC
      16,589     Gritstone     Oncology     Inc               Morgan    Stanley                  498
           Grocery    Outlet    Holding    Corp             Bank   of  America    Merrill    Lynch
      (4,872)                                                 (3,142)
           Grocery    Outlet    Holding    Corp             Barclays     Bank               2,047
      (3,937)
           Grocery    Outlet    Holding    Corp             Goldman    Sachs
      (14,120)                                                 (9,107)
           Grocery    Outlet    Holding    Corp                                13,633
      (4,169)                             HSBC
           Grocery    Outlet    Holding    Corp             Morgan    Stanley                6,452
      (12,408)
           Group   1 Automotive      Inc               Bank   of  America    Merrill    Lynch        1,157
      (1,042)
           Group   1 Automotive      Inc               Goldman    Sachs                1,386
      (1,249)
           Group   1 Automotive      Inc                                   2,107
       (423)                            HSBC
           Group   1 Automotive      Inc               Morgan    Stanley                19,586
      (3,933)
           Groupon    Inc                    Bank   of  America    Merrill    Lynch
      (1,390)                                                 (9,216)
           Groupon    Inc                    Goldman    Sachs
      (2,391)                                                (15,852)
           Groupon    Inc
      (4,240)                             HSBC                   (23,294)
           Groupon    Inc                    Morgan    Stanley
      (8,446)                                                (18,666)
           GrowGeneration        Corp
      (12,387)                             HSBC                   (39,515)
      13,753     GSI  Technology      Inc                 Goldman    Sachs                7,014
      32,880     GSI  Technology      Inc                 Morgan    Stanley                38,141
      10,519     GTT  Communications        Inc               Goldman    Sachs
                                                        (842)
      46,224     GTT  Communications        Inc                                   5,727
                                   HSBC
      27,917     GTX  Inc*                      Bank   of  America    Merrill    Lynch       57,230
       7,571    GTX  Inc*                      Goldman    Sachs               15,521
        59   GTX  Inc*                      Morgan    Stanley                  121
           GTY  Technology      Holdings     Inc            Goldman    Sachs
      (4,708)                                                 (1,695)
                                                         －
           GTY  Technology      Holdings     Inc
      (23,654)                             HSBC
                                                         －
           GTY  Technology      Holdings     Inc            Morgan    Stanley
      (15,497)
           Guaranty     Bancshares      Inc              Bank   of  America    Merrill    Lynch        7,699
      (38,298)
           Guaranty     Bancshares      Inc              Goldman    Sachs                2,901
      (14,256)
           Guaranty     Bancshares      Inc
      (17,913)                             HSBC                    (5,870)
           Guaranty     Bancshares      Inc              Morgan    Stanley
      (9,770)                                                 (1,954)
       1,994    Guardant     Health    Inc                Bank   of  America    Merrill    Lynch       29,033
           Guardant     Health    Inc                Goldman    Sachs
       (237)                                                (3,451)
           Guardant     Health    Inc
       (526)                            HSBC                    (3,245)
           Guardant     Health    Inc                Morgan    Stanley
      (5,435)                                                (26,034)
      14,226     Guess?    Inc                     Morgan    Stanley
                                                      (13,372)
           Guidewire     Software     Inc
      (5,234)                             HSBC                   (80,028)
           Guidewire     Software     Inc               Morgan    Stanley
      (12,778)                                                 (73,985)
           Guild   Holdings     Co  ’A’
     (113,111)                              HSBC                   (25,924)
           Gulf   Island    Fabrication      Inc            Goldman    Sachs
      (32,922)                                                 (8,889)
           Gulf   Island    Fabrication      Inc            Morgan    Stanley
      (16,100)                                                 (2,737)
           GWG  Holdings     Inc                  Morgan    Stanley
      (22,096)                                                  (442)
                                181/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
      18,540     H&E  Equipment     Services     Inc             Goldman    Sachs                8,343
      22,211     H&E  Equipment     Services     Inc                                 7,959
                                   HSBC
      10,038     H&E  Equipment     Services     Inc             Morgan    Stanley
                                                      (10,941)
           H&R  Block   Inc                   Bank   of  America    Merrill    Lynch         695
      (4,395)
           H&R  Block   Inc                   Barclays     Bank
      (14,468)                                                 (9,549)
      15,357     H&R  Block   Inc                   Goldman    Sachs               21,039
      13,794     H&R  Block   Inc                   Morgan    Stanley                9,104
       6,560    Hackett    Group   Inc                 Bank   of  America    Merrill    Lynch
                                                       (5,445)
      40,105     Hackett    Group   Inc                 Goldman    Sachs
                                                      (33,287)
      62,407     Hackett    Group   Inc                 Morgan    Stanley
                                                      (23,715)
        237   Haemonetics      Corp                  Barclays     Bank
                                                       (1,100)
           Haemonetics      Corp                  Barclays     Bank               16,973
      (3,658)
       1,704    Haemonetics      Corp                  Goldman    Sachs                7,651
       3,442    Haemonetics      Corp                  Morgan    Stanley
                                                      (15,971)
           Haemonetics      Corp                  Morgan    Stanley                1,703
       (367)
           Hain   Celestial     Group   Inc              Barclays     Bank
      (1,355)                                                  (352)
           Hain   Celestial     Group   Inc              Goldman    Sachs
      (2,127)                                                  (804)
           Hain   Celestial     Group   Inc
       (932)                            HSBC                    (6,394)
           Hain   Celestial     Group   Inc              Morgan    Stanley
      (44,041)                                                 (11,451)
      21,314     Hallador     Energy    Co                Goldman    Sachs                5,207
      22,215     Hallador     Energy    Co                                    3,808
                                   HSBC
      14,766     Hallador     Energy    Co                Morgan    Stanley                1,682
           Halliburton      Co                  Barclays     Bank
      (24,112)                                                 (3,376)
           Halliburton      Co                  Goldman    Sachs
      (26,864)                                                 (53,728)
           Halliburton      Co
      (29,030)                             HSBC                   (89,412)
           Halliburton      Co                  Morgan    Stanley
      (14,213)                                                 (1,990)
      28,322     Halliburton      Co                  Morgan    Stanley                3,965
      16,226     Hallmark     Financial     Services     Inc          Bank   of  America    Merrill    Lynch
                                                       (6,328)
       6,164    Hallmark     Financial     Services     Inc          Goldman    Sachs
                                                       (2,404)
       9,773    Hallmark     Financial     Services     Inc                              3,127
                                   HSBC
      26,806     Hallmark     Financial     Services     Inc          Morgan    Stanley                  268
           Halozyme     Therapeutics       Inc             Bank   of  America    Merrill    Lynch         672
      (7,463)
           Halozyme     Therapeutics       Inc             Barclays     Bank               3,053
      (2,404)
           Halozyme     Therapeutics       Inc             Goldman    Sachs                 264
      (2,935)
           Halozyme     Therapeutics       Inc
      (5,886)                             HSBC                    (8,123)
      22,650     Halozyme     Therapeutics       Inc
                                   HSBC                   (14,023)
           Halozyme     Therapeutics       Inc             Morgan    Stanley                7,082
      (5,576)
       2,692    Halozyme     Therapeutics       Inc             Morgan    Stanley
                                                       (3,419)
           Hamilton     Beach   Brands    Holding    Co  ’A’       Bank   of  America    Merrill    Lynch
      (26,003)                                                 (12,741)
           Hamilton     Beach   Brands    Holding    Co  ’A’       Goldman    Sachs
      (3,659)                                                 (1,793)
           Hamilton     Beach   Brands    Holding    Co  ’A’                            3,711
      (5,227)                             HSBC
           Hamilton     Beach   Brands    Holding    Co  ’A’       Morgan    Stanley                  720
      (2,000)
       9,464    Hamilton     Lane   Inc  ’A’               Goldman    Sachs
                                                      (48,929)
      32,264     Hamilton     Lane   Inc  ’A’
                                   HSBC                   (10,563)
           Hancock    Whitney    Corp                Bank   of  America    Merrill    Lynch
      (20,086)                                                 (7,131)
                                182/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           Hancock    Whitney    Corp                Goldman    Sachs
      (1,390)                                                  (493)
           Hancock    Whitney    Corp
      (37,256)                             HSBC                   (73,023)
           Hancock    Whitney    Corp                Morgan    Stanley
      (21,747)                                                 (9,569)
           Hanesbrands      Inc                  Barclays     Bank
      (19,301)                                                 (4,439)
           Hanesbrands      Inc                  Morgan    Stanley
      (74,222)                                                 (17,071)
           Hanger    Inc                     Bank   of  America    Merrill    Lynch
      (14,567)                                                 (30,445)
           Hanger    Inc                     Goldman    Sachs
      (21,597)                                                 (45,138)
           Hanger    Inc
      (28,089)                             HSBC                   (40,468)
           Hanger    Inc                     Morgan    Stanley
      (10,353)                                                 (6,937)
           Hanmi   Financial     Corp                Bank   of  America    Merrill    Lynch        1,462
      (8,123)
           Hanmi   Financial     Corp                Goldman    Sachs                4,735
      (26,308)
           Hanmi   Financial     Corp
      (25,207)                             HSBC                    (1,764)
           Hanmi   Financial     Corp                Morgan    Stanley
      (18,289)                                                 (1,280)
           Hannon    Armstrong     Sustainable      Infrastructure
                                   Barclays     Bank
      (5,246)                                                 (7,489)
           Capital    Inc  (REIT)
           Hannon    Armstrong     Sustainable      Infrastructure
                                   Goldman    Sachs
      (17,532)                                                 (38,217)
           Capital    Inc  (REIT)
           Hannon    Armstrong     Sustainable      Infrastructure
      (14,737)                             HSBC                   (112,885)
           Capital    Inc  (REIT)
           Hannon    Armstrong     Sustainable      Infrastructure
                                   Morgan    Stanley
      (2,393)                                                 (5,600)
           Capital    Inc  (REIT)
       9,108    Hanover    Insurance     Group   Inc            Bank   of  America    Merrill    Lynch
                                                      (20,311)
       7,204    Hanover    Insurance     Group   Inc            Barclays     Bank
                                                       (5,043)
       9,437    Hanover    Insurance     Group   Inc            Goldman    Sachs
                                                      (21,044)
       6,711    Hanover    Insurance     Group   Inc                                41,944
                                   HSBC
      22,308     Hanover    Insurance     Group   Inc            Morgan    Stanley
                                                      (15,616)
           HarborOne     Bancorp    Inc               Bank   of  America    Merrill    Lynch       14,493
     (161,120)
           HarborOne     Bancorp    Inc               Goldman    Sachs                9,354
     (102,675)
           HarborOne     Bancorp    Inc
      (50,631)                             HSBC                    (5,639)
           HarborOne     Bancorp    Inc               Morgan    Stanley                1,815
      (60,488)
           Harley-Davidson        Inc
      (7,320)                             HSBC                   (54,314)
      35,701     Harley-Davidson        Inc                Morgan    Stanley                27,847
           Harmonic     Inc                    Goldman    Sachs
      (32,942)                                                 (11,200)
           Harmonic     Inc                    Morgan    Stanley
     (106,425)                                                 (12,771)
      19,465     Harpoon    Therapeutics       Inc
                                   HSBC                    (5,421)
      13,163     Harpoon    Therapeutics       Inc              Morgan    Stanley                3,554
           Harrow    Health    Inc                 Bank   of  America    Merrill    Lynch       11,940
      (12,309)
           Harrow    Health    Inc
      (43,082)                             HSBC                    (4,850)
           Harsco    Corp                     Goldman    Sachs
      (22,663)                                                 (33,541)
           Harsco    Corp
      (22,325)                             HSBC                   (53,807)
           Harsco    Corp                     Morgan    Stanley                1,379
      (10,604)
           Hartford     Financial     Services     Group   Inc       Bank   of  America    Merrill    Lynch        8,066
      (5,680)
           Hartford     Financial     Services     Group   Inc       Barclays     Bank               22,734
      (12,231)
           Hartford     Financial     Services     Group   Inc       Goldman    Sachs               30,668
      (21,597)
           Hartford     Financial     Services     Group   Inc
      (2,636)                             HSBC                     (132)
           Hartford     Financial     Services     Group   Inc       Morgan    Stanley                17,298
      (12,182)
           Harvard    Bioscience      Inc               Bank   of  America    Merrill    Lynch        9,101
      (31,384)
                                183/368


                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           Harvard    Bioscience      Inc               Goldman    Sachs               18,977
      (66,304)
           Harvard    Bioscience      Inc
      (17,092)                             HSBC                     (513)
           Hasbro    Inc                     Bank   of  America    Merrill    Lynch
       (828)                                                 (290)
       1,136    Hasbro    Inc                     Bank   of  America    Merrill    Lynch         398
       1,212    Hasbro    Inc                     Barclays     Bank
                                                       (1,673)
           Hasbro    Inc                     Goldman    Sachs
       (257)                                                 (90)
        405   Hasbro    Inc
                                   HSBC                     (285)
           Hasbro    Inc                     Morgan    Stanley                7,103
      (5,147)
      38,439     Haverty    Furniture     Cos  Inc             Morgan    Stanley
                                                      (30,367)
           Hawaiian     Electric     Industries      Inc          Bank   of  America    Merrill    Lynch       71,165
      (39,894)
           Hawaiian     Electric     Industries      Inc          Barclays     Bank                655
      (5,041)
           Hawaiian     Electric     Industries      Inc          Goldman    Sachs               26,436
      (14,842)
           Hawaiian     Electric     Industries      Inc
      (6,333)                             HSBC                    (5,066)
           Hawaiian     Electric     Industries      Inc          Morgan    Stanley                2,877
      (22,130)
           Hawaiian     Holdings     Inc                                   9,579
      (12,281)                             HSBC
           Hawaiian     Holdings     Inc               Morgan    Stanley                2,643
      (22,025)
           Hawkins    Inc                    Bank   of  America    Merrill    Lynch       13,562
      (4,432)
           Hawkins    Inc                    Goldman    Sachs               20,214
      (6,606)
           Hawkins    Inc                                         687
      (7,562)                             HSBC
           Hawkins    Inc                    Morgan    Stanley                6,237
      (7,425)
           Hawthorn     Bancshares      Inc              Bank   of  America    Merrill    Lynch
      (1,193)                                                 (1,074)
           Hawthorn     Bancshares      Inc              Goldman    Sachs
      (7,551)                                                 (6,796)
           Hawthorn     Bancshares      Inc
      (2,922)                             HSBC                    (2,250)
           Hawthorn     Bancshares      Inc              Morgan    Stanley
      (14,756)                                                 (21,839)
           Haynes    International       Inc              Bank   of  America    Merrill    Lynch       13,833
      (33,738)
           Haynes    International       Inc              Goldman    Sachs               13,866
      (33,820)
           Haynes    International       Inc
      (36,307)                             HSBC                   (19,572)
           Haynes    International       Inc              Morgan    Stanley                  607
      (1,046)
       6,659    HB  Fuller    Co                   Bank   of  America    Merrill    Lynch
                                                        (466)
      26,513     HB  Fuller    Co                   Goldman    Sachs
                                                       (1,856)
      57,222     HB  Fuller    Co                                       86,784
                                   HSBC
      25,915     HB  Fuller    Co                   Morgan    Stanley
                                                       (2,073)
       6,959    HBT  Financial     Inc                 Bank   of  America    Merrill    Lynch        2,345
      35,786     HBT  Financial     Inc                 Goldman    Sachs                3,042
      73,336     HBT  Financial     Inc                                     32,333
                                   HSBC
      57,458     HBT  Financial     Inc                 Morgan    Stanley                28,805
           HC2  Holdings     Inc
      (91,825)                             HSBC                   (80,806)
           HC2  Holdings     Inc                  Morgan    Stanley
      (21,083)                                                 (18,553)
           HC2  Holdings     Inc  (Rights)
      (81,851)                             HSBC                   (48,284)
           HC2  Holdings     Inc  (Rights)                Morgan    Stanley
      (21,083)                                                 (12,437)
           HCA  Healthcare      Inc                 Barclays     Bank
      (1,171)                                                 (2,494)
           HCA  Healthcare      Inc                 Goldman    Sachs                 243
       (837)
        526   HCA  Healthcare      Inc                                     2,214
                                   HSBC
           HCA  Healthcare      Inc
      (2,324)                             HSBC                    (9,784)
       3,554    HCA  Healthcare      Inc                 Morgan    Stanley                7,570
                                184/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
       6,308    HCI  Group   Inc                   Goldman    Sachs
                                                       (4,226)
      12,609     HCI  Group   Inc                                       7,915
                                   HSBC
      28,350     HCI  Group   Inc                   Morgan    Stanley
                                                      (10,773)
           Health    Catalyst     Inc
      (1,095)                             HSBC                     (153)
           Health    Catalyst     Inc                Morgan    Stanley
      (6,727)                                                 (6,525)
           Healthcare      Realty    Trust   Inc  (REIT)          Bank   of  America    Merrill    Lynch       18,457
      (10,864)
           Healthcare      Realty    Trust   Inc  (REIT)          Barclays     Bank               1,272
      (11,560)
           Healthcare      Realty    Trust   Inc  (REIT)          Goldman    Sachs               89,373
      (43,221)
           Healthcare      Realty    Trust   Inc  (REIT)                              22,514
      (39,729)                             HSBC
           Healthcare      Realty    Trust   Inc  (REIT)          Morgan    Stanley                17,330
     (157,547)
       4,774    Healthcare      Services     Group   Inc           Bank   of  America    Merrill    Lynch        2,673
           Healthcare      Services     Group   Inc           Goldman    Sachs
      (15,012)                                                 (8,407)
       5,955    Healthcare      Services     Group   Inc           Goldman    Sachs                2,720
       3,311    Healthcare      Services     Group   Inc
                                   HSBC                     (728)
           Healthcare      Services     Group   Inc           Morgan    Stanley
      (5,401)                                                 (3,268)
       6,974    Healthcare      Services     Group   Inc           Morgan    Stanley                4,219
           Healthcare      Trust   of  America    Inc  ’A’   (REIT)     Bank   of  America    Merrill    Lynch        4,649
      (2,711)
           Healthcare      Trust   of  America    Inc  ’A’   (REIT)     Barclays     Bank               4,681
      (22,833)
           Healthcare      Trust   of  America    Inc  ’A’   (REIT)     Goldman    Sachs                2,214
      (1,291)
           Healthcare      Trust   of  America    Inc  ’A’   (REIT)                         4,497
      (20,918)                             HSBC
           Healthcare      Trust   of  America    Inc  ’A’   (REIT)     Morgan    Stanley                11,283
      (55,037)
       2,674    HealthEquity       Inc                  Bank   of  America    Merrill    Lynch       10,469
       5,183    HealthEquity       Inc                  Barclays     Bank               5,520
           HealthEquity       Inc                  Goldman    Sachs
       (657)                                                (2,572)
       2,869    HealthEquity       Inc                  Goldman    Sachs               11,232
           HealthEquity       Inc
       (990)                            HSBC                    (7,430)
       4,105    HealthEquity       Inc                                     30,808
                                   HSBC
           HealthEquity       Inc                  Morgan    Stanley
      (2,126)                                                 (2,264)
       8,782    HealthEquity       Inc                  Morgan    Stanley                9,352
           Healthpeak      Properties      Inc  (REIT)           Bank   of  America    Merrill    Lynch        4,104
      (6,649)
      28,863     Healthpeak      Properties      Inc  (REIT)           Barclays     Bank
                                                      (19,050)
           Healthpeak      Properties      Inc  (REIT)           Barclays     Bank               7,643
      (9,331)
      38,866     Healthpeak      Properties      Inc  (REIT)           Goldman    Sachs
                                                      (34,202)
           Healthpeak      Properties      Inc  (REIT)           Goldman    Sachs                9,027
      (12,265)
      43,129     Healthpeak      Properties      Inc  (REIT)                               31,915
                                   HSBC
      26,599     Healthpeak      Properties      Inc  (REIT)           Morgan    Stanley
                                                      (17,555)
           Healthpeak      Properties      Inc  (REIT)           Morgan    Stanley                24,101
      (36,517)
      47,829     HealthStream       Inc                  Bank   of  America    Merrill    Lynch        6,218
      42,065     HealthStream       Inc                  Goldman    Sachs                4,730
      47,422     HealthStream       Inc                                      1,381
                                   HSBC
      21,408     HealthStream       Inc                  Morgan    Stanley
                                                        (856)
      37,204     Heartland     Express    Inc               Goldman    Sachs
                                                      (27,903)
                                185/368




                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
      50,447     Heartland     Express    Inc
                                   HSBC                   (13,319)
      52,435     Heartland     Express    Inc               Morgan    Stanley
                                                       (8,914)
      36,806     Heartland     Financial     USA  Inc            Bank   of  America    Merrill    Lynch        2,760
      41,233     Heartland     Financial     USA  Inc            Goldman    Sachs                3,092
      43,240     Heartland     Financial     USA  Inc                                88,144
                                   HSBC
      21,060     Heartland     Financial     USA  Inc            Morgan    Stanley                9,582
           Hecla   Mining    Co                  Bank   of  America    Merrill    Lynch        8,257
      (26,075)
           Hecla   Mining    Co                                      1,626
      (14,778)                             HSBC
           Hecla   Mining    Co                  Morgan    Stanley                20,188
     (183,529)
      14,189     HEICO   Corp                     Bank   of  America    Merrill    Lynch
                                                      (128,223)
       1,762    HEICO   Corp                     Barclays     Bank
                                                       (4,652)
      16,411     HEICO   Corp                     Morgan    Stanley
                                                      (44,054)
       9,894    HEICO   Corp   ’A’                   Bank   of  America    Merrill    Lynch
                                                      (84,944)
       1,564    HEICO   Corp   ’A’                   Barclays     Bank
                                                       (3,298)
       3,520    HEICO   Corp   ’A’
                                   HSBC                    (1,170)
       7,586    HEICO   Corp   ’A’                   Morgan    Stanley
                                                      (13,579)
      11,564     Heidrick     & Struggles     International       Inc      Bank   of  America    Merrill    Lynch        6,612
       4,850    Heidrick     & Struggles     International       Inc      Goldman    Sachs                5,878
      14,045     Heidrick     & Struggles     International       Inc                          12,765
                                   HSBC
      23,575     Heidrick     & Struggles     International       Inc      Morgan    Stanley                11,881
           Helios    Technologies       Inc              Bank   of  America    Merrill    Lynch        4,460
      (7,689)
           Helios    Technologies       Inc              Goldman    Sachs                1,249
      (2,154)
           Helios    Technologies       Inc
      (5,481)                             HSBC                    (7,019)
           Helios    Technologies       Inc              Morgan    Stanley                2,073
      (13,820)
      28,615     Helix   Energy    Solutions     Group   Inc          Bank   of  America    Merrill    Lynch       20,603
      40,998     Helix   Energy    Solutions     Group   Inc          Goldman    Sachs               29,519
      87,163     Helix   Energy    Solutions     Group   Inc                             41,943
                                   HSBC
      43,823     Helix   Energy    Solutions     Group   Inc          Morgan    Stanley                6,573
       3,742    Helmerich     & Payne   Inc               Bank   of  America    Merrill    Lynch       18,036
           Helmerich     & Payne   Inc               Barclays     Bank
      (1,744)                                                  (523)
      12,733     Helmerich     & Payne   Inc               Barclays     Bank               3,820
           Helmerich     & Payne   Inc               Goldman    Sachs
      (5,493)                                                (26,476)
           Helmerich     & Payne   Inc               Morgan    Stanley
      (3,146)                                                  (944)
      39,981     Hemisphere      Media   Group   Inc             Bank   of  America    Merrill    Lynch
                                                       (3,198)
      41,185     Hemisphere      Media   Group   Inc             Goldman    Sachs
                                                       (3,295)
      40,227     Hemisphere      Media   Group   Inc                                 4,829
                                   HSBC
      57,804     Hemisphere      Media   Group   Inc             Morgan    Stanley
                                                      (30,058)
      24,078     Hennessy     Advisors     Inc               Bank   of  America    Merrill    Lynch        7,464
       1,336    Hennessy     Advisors     Inc               Morgan    Stanley                  94
       7,997    Henry   Schein    Inc                  Barclays     Bank               1,999
      21,550     Henry   Schein    Inc                  Goldman    Sachs
                                                      (10,472)
       8,065    Henry   Schein    Inc
                                   HSBC                   (32,583)
       5,897    Henry   Schein    Inc                  Morgan    Stanley                1,474
       4,219    Herc   Holdings     Inc                 Goldman    Sachs                8,733
       1,520    Herc   Holdings     Inc                                     15,109
                                   HSBC
                                186/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
      20,944     Herc   Holdings     Inc                 Morgan    Stanley
                                                      (40,422)
      58,108     Heritage     Commerce     Corp               Bank   of  America    Merrill    Lynch        9,878
      27,462     Heritage     Commerce     Corp               Goldman    Sachs                4,669
      73,196     Heritage     Commerce     Corp                                   29,439
                                   HSBC
      266,409     Heritage     Commerce     Corp               Morgan    Stanley                47,954
           Heritage     Financial     Corp               Bank   of  America    Merrill    Lynch       21,128
      (21,341)
           Heritage     Financial     Corp               Goldman    Sachs               18,465
      (18,652)
           Heritage     Financial     Corp
      (31,835)                             HSBC                   (13,891)
           Heritage     Financial     Corp               Morgan    Stanley
      (14,574)                                                  (583)
      20,578     Heritage     Insurance     Holdings     Inc          Bank   of  America    Merrill    Lynch
                                                       (5,350)
      45,223     Heritage     Insurance     Holdings     Inc          Goldman    Sachs
                                                      (11,745)
      77,126     Heritage     Insurance     Holdings     Inc                              25,934
                                   HSBC
      32,195     Heritage     Insurance     Holdings     Inc          Morgan    Stanley
                                                       (5,473)
           Heritage-Crystal         Clean   Inc             Bank   of  America    Merrill    Lynch       11,213
      (7,270)
           Heritage-Crystal         Clean   Inc             Goldman    Sachs               43,328
      (26,247)
           Heritage-Crystal         Clean   Inc                                13,543
      (16,549)                             HSBC
           Heritage-Crystal         Clean   Inc             Morgan    Stanley                8,230
      (12,661)
      32,014     Herman    Miller    Inc
                                   HSBC                   (37,136)
           Heron   Therapeutics       Inc               Bank   of  America    Merrill    Lynch        7,983
      (7,904)
           Heron   Therapeutics       Inc               Goldman    Sachs                2,380
      (2,356)
           Heron   Therapeutics       Inc               Morgan    Stanley                19,655
      (27,683)
           Hersha    Hospitality      Trust   (REIT)            Goldman    Sachs
     (109,997)                                                 (162,796)
           Hersha    Hospitality      Trust   (REIT)
      (23,186)                             HSBC                   (16,372)
           Hersha    Hospitality      Trust   (REIT)            Morgan    Stanley
      (22,043)                                                 (11,242)
       1,341    Hershey    Co                    Bank   of  America    Merrill    Lynch
                                                      (11,050)
      12,266     Hershey    Co                    Barclays     Bank                613
       7,749    Hershey    Co                    Goldman    Sachs
                                                      (63,852)
      21,718     Hershey    Co                    Morgan    Stanley                1,086
           Heska   Corp                     Goldman    Sachs
       (265)                                                 (379)
           Heska   Corp
      (1,224)                             HSBC                    (7,283)
           Heska   Corp                     Morgan    Stanley                5,030
      (4,980)
           Hess   Corp                      Bank   of  America    Merrill    Lynch
      (6,554)                                                (23,922)
       6,971    Hess   Corp                      Barclays     Bank               3,695
           Hess   Corp                      Goldman    Sachs
      (1,063)                                                 (3,880)
           Hess   Corp                      Morgan    Stanley
      (5,417)                                                 (2,871)
       2,317    Hess   Corp                      Morgan    Stanley                1,228
           Hess   Midstream     LP  ’A’               Goldman    Sachs
      (15,971)                                                 (16,290)
           Hess   Midstream     LP  ’A’                                   6,434
      (40,210)                             HSBC
      180,690     Hewlett    Packard    Enterprise      Co           Bank   of  America    Merrill    Lynch       95,766
      74,733     Hewlett    Packard    Enterprise      Co           Barclays     Bank               6,726
      99,887     Hewlett    Packard    Enterprise      Co           Goldman    Sachs               52,940
      107,320     Hewlett    Packard    Enterprise      Co                              153,468
                                   HSBC
      107,430     Hewlett    Packard    Enterprise      Co           Morgan    Stanley                9,669
       5,489    Hexcel    Corp                     Morgan    Stanley
                                                       (2,690)
           HF  Foods   Group   Inc
      (38,020)                             HSBC                    (6,463)
                                187/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           HF  Foods   Group   Inc                 Morgan    Stanley
      (12,848)                                                 (2,184)
       1,349    Hibbett    Sports    Inc                 Bank   of  America    Merrill    Lynch        3,885
       1,437    Hibbett    Sports    Inc                 Goldman    Sachs                4,139
       2,660    Hibbett    Sports    Inc                                    13,752
                                   HSBC
      12,501     Hibbett    Sports    Inc                 Morgan    Stanley
                                                       (2,875)
           HighPoint     Resources     Corp              Bank   of  America    Merrill    Lynch
       (691)                                                (2,875)
           HighPoint     Resources     Corp              Goldman    Sachs
        (96)                                                (399)
           HighPoint     Resources     Corp              Morgan    Stanley
      (2,843)                                                 (3,923)
       3,135    Highwoods     Properties      Inc  (REIT)            Bank   of  America    Merrill    Lynch        3,010
      30,598     Highwoods     Properties      Inc  (REIT)            Goldman    Sachs               29,374
           Highwoods     Properties      Inc  (REIT)
      (29,480)                             HSBC                   (143,273)
       9,774    Highwoods     Properties      Inc  (REIT)                               47,502
                                   HSBC
           Highwoods     Properties      Inc  (REIT)            Morgan    Stanley
      (30,259)                                                 (11,801)
           Hill   International       Inc               Bank   of  America    Merrill    Lynch
     (145,151)                                                 (33,385)
           Hill   International       Inc               Morgan    Stanley
      (41,500)                                                 (9,960)
      27,523     Hillenbrand      Inc                  Goldman    Sachs               61,101
      22,379     Hillenbrand      Inc                  Morgan    Stanley                13,427
       1,427    Hill-Rom     Holdings     Inc               Barclays     Bank
                                                       (3,539)
       6,684    Hill-Rom     Holdings     Inc               Goldman    Sachs
                                                       (1,270)
       1,435    Hill-Rom     Holdings     Inc                                    617
                                   HSBC
       5,306    Hill-Rom     Holdings     Inc               Morgan    Stanley
                                                      (13,159)
           Hilltop    Holdings     Inc                Bank   of  America    Merrill    Lynch
      (8,874)                                                 (1,420)
           Hilltop    Holdings     Inc                Goldman    Sachs
      (30,249)                                                 (4,840)
           Hilltop    Holdings     Inc
      (46,347)                             HSBC                   (44,030)
           Hilton    Grand   Vacations     Inc             Bank   of  America    Merrill    Lynch         253
       (724)
           Hilton    Grand   Vacations     Inc             Goldman    Sachs               15,734
      (44,956)
           Hilton    Grand   Vacations     Inc                                47,078
      (47,554)                             HSBC
           Hilton    Grand   Vacations     Inc             Morgan    Stanley                8,191
      (8,274)
           Hilton    Worldwide     Holdings     Inc           Bank   of  America    Merrill    Lynch         828
       (812)
           Hilton    Worldwide     Holdings     Inc           Barclays     Bank               6,087
      (4,317)
           Hilton    Worldwide     Holdings     Inc           Goldman    Sachs               70,909
      (24,019)
       2,024    Hingham    Institution      for  Savings            Goldman    Sachs
                                                       (5,394)
       2,682    Hingham    Institution      For  Savings    The        Morgan    Stanley
                                                      (15,194)
         3  Histogen     Incπ                    Bank   of  America    Merrill    Lynch
                                                         －
           HMS  Holdings     Corp                  Bank   of  America    Merrill    Lynch
      (5,359)                                                 (6,484)
           HMS  Holdings     Corp                  Barclays     Bank
      (5,322)                                                 (4,896)
           HMS  Holdings     Corp                  Goldman    Sachs
      (6,390)                                                 (7,732)
           HMS  Holdings     Corp
      (22,991)                             HSBC                   (42,159)
           HMS  Holdings     Corp                  Morgan    Stanley
      (14,715)                                                 (13,538)
           HNI  Corp                      Bank   of  America    Merrill    Lynch         652
       (881)
           HNI  Corp                      Goldman    Sachs                5,866
      (7,927)
           HNI  Corp
      (28,726)                             HSBC                   (18,526)
           HNI  Corp                      Morgan    Stanley
      (26,204)                                                 (5,503)
      16,580     HollyFrontier       Corp                 Bank   of  America    Merrill    Lynch
                                                       (1,161)
      15,052     HollyFrontier       Corp                 Barclays     Bank
                                                       (3,914)
                                188/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
       7,297    HollyFrontier       Corp                 Goldman    Sachs
                                                        (511)
      14,061     HollyFrontier       Corp                                     21,654
                                   HSBC
      15,298     HollyFrontier       Corp                 Morgan    Stanley
                                                       (3,977)
           Hologic    Inc                    Barclays     Bank
      (3,117)                                                 (3,909)
           Hologic    Inc                    Goldman    Sachs
      (2,651)                                                 (2,185)
       5,097    Hologic    Inc                                        4,180
                                   HSBC
           Hologic    Inc
      (7,484)                             HSBC                    (6,137)
      10,745     Hologic    Inc                    Morgan    Stanley                11,820
           Home   Bancorp    Inc                  Bank   of  America    Merrill    Lynch         724
      (1,477)
           Home   Bancorp    Inc                  Goldman    Sachs                6,390
      (13,041)
           Home   Bancorp    Inc
      (11,540)                             HSBC                   (11,095)
           Home   Bancorp    Inc                  Morgan    Stanley
      (12,656)                                                 (4,809)
      70,373     Home   BancShares      Inc                Goldman    Sachs
                                                      (35,186)
      38,241     Home   BancShares      Inc                                    27,534
                                   HSBC
      111,152     Home   BancShares      Inc                Morgan    Stanley
                                                         －
       2,436    Home   Depot   Inc                   Goldman    Sachs
                                                      (11,647)
      21,252     Home   Depot   Inc                   Morgan    Stanley                45,055
           HomeStreet      Inc                   Goldman    Sachs               21,006
      (12,654)
           HomeStreet      Inc
      (20,313)                             HSBC                    (1,315)
           HomeStreet      Inc                   Morgan    Stanley                5,704
      (24,798)
           HomeTrust     Bancshares      Inc              Bank   of  America    Merrill    Lynch        8,632
      (17,906)
           HomeTrust     Bancshares      Inc              Goldman    Sachs               17,450
      (24,578)
           HomeTrust     Bancshares      Inc
      (15,012)                             HSBC                    (2,529)
           HomeTrust     Bancshares      Inc              Morgan    Stanley
      (5,215)                                                  (834)
           Homology     Medicines     Inc               Goldman    Sachs                8,006
      (22,239)
           Homology     Medicines     Inc                                   2,031
      (35,586)                             HSBC
           Homology     Medicines     Inc               Morgan    Stanley
      (3,166)                                                  (127)
        357   Honeywell     International       Inc            Bank   of  America    Merrill    Lynch
                                                        (437)
           Honeywell     International       Inc            Bank   of  America    Merrill    Lynch       17,146
      (6,446)
       1,273    Honeywell     International       Inc            Barclays     Bank               1,719
        150   Honeywell     International       Inc            Goldman    Sachs
                                                        (248)
        949   Honeywell     International       Inc                                3,939
                                   HSBC
           Honeywell     International       Inc
      (4,571)                             HSBC                   (40,865)
      18,622     Honeywell     International       Inc            Morgan    Stanley                24,158
           Honeywell     International       Inc            Morgan    Stanley
      (2,065)                                                 (2,788)
      12,497     Hooker    Furniture     Corp                                   26,869
                                   HSBC
      20,533     Hooker    Furniture     Corp                Morgan    Stanley                17,453
       2,887    Hookipa    Pharma    Inc                 Bank   of  America    Merrill    Lynch        4,359
       5,134    Hookipa    Pharma    Inc                 Goldman    Sachs                7,752
      11,035     Hookipa    Pharma    Inc                                    18,689
                                   HSBC
       8,538    Hookipa    Pharma    Inc                 Morgan    Stanley                14,515
           Hope   Bancorp    Inc                  Bank   of  America    Merrill    Lynch
      (68,472)                                                 (5,946)
           Hope   Bancorp    Inc                  Goldman    Sachs
     (155,579)                                                 (10,113)
           Hope   Bancorp    Inc
      (64,498)                             HSBC                   (27,652)
           Hope   Bancorp    Inc                  Morgan    Stanley
     (104,908)                                                 (19,933)
                                189/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           Horace    Mann   Educators     Corp             Bank   of  America    Merrill    Lynch
      (21,149)                                                 (7,825)
           Horace    Mann   Educators     Corp             Goldman    Sachs
      (23,273)                                                 (8,611)
           Horace    Mann   Educators     Corp
      (23,442)                             HSBC                    (9,564)
           Horace    Mann   Educators     Corp             Morgan    Stanley                14,441
      (8,545)
           Horizon    Bancorp    Inc                Bank   of  America    Merrill    Lynch
      (69,563)                                                 (1,391)
           Horizon    Bancorp    Inc                Goldman    Sachs
     (104,862)                                                  (2,097)
           Horizon    Bancorp    Inc
      (90,324)                             HSBC                   (36,238)
           Horizon    Bancorp    Inc                Morgan    Stanley
      (91,119)                                                 (9,112)
           Horizon    Global    Corp                 Bank   of  America    Merrill    Lynch
      (52,282)                                                 (11,502)
      10,141     Hormel    Foods   Corp                  Bank   of  America    Merrill    Lynch
                                                      (55,538)
      38,125     Hormel    Foods   Corp                  Barclays     Bank
                                                      (121,237)
      20,074     Hormel    Foods   Corp                  Goldman    Sachs
                                                      (99,719)
      19,156     Hormel    Foods   Corp
                                   HSBC                   (54,542)
      72,551     Hormel    Foods   Corp                  Morgan    Stanley
                                                      (230,713)
       1,493    Host   Hotels    & Resorts    Inc  (REIT)           Barclays     Bank
                                                        (448)
       2,572    Host   Hotels    & Resorts    Inc  (REIT)           Goldman    Sachs
                                                        (589)
      40,783     Host   Hotels    & Resorts    Inc  (REIT)                               25,825
                                   HSBC
           Host   Hotels    & Resorts    Inc  (REIT)           Morgan    Stanley                2,995
      (9,983)
      131,978     Hostess    Brands    Inc                                     7,259
                                   HSBC
      192,090     Hostess    Brands    Inc                 Morgan    Stanley                1,921
           Houghton     Mifflin    Harcourt     Co           Bank   of  America    Merrill    Lynch
      (31,811)                                                 (9,543)
           Houghton     Mifflin    Harcourt     Co
      (41,509)                             HSBC                   (13,283)
           Houghton     Mifflin    Harcourt     Co           Morgan    Stanley
      (15,157)                                                 (5,305)
           Houlihan     Lokey   Inc                 Bank   of  America    Merrill    Lynch
      (1,841)                                                  (571)
       2,596    Houlihan     Lokey   Inc                 Bank   of  America    Merrill    Lynch        6,462
           Houlihan     Lokey   Inc                 Barclays     Bank
      (15,132)                                                 (36,771)
           Houlihan     Lokey   Inc                 Goldman    Sachs
      (9,111)                                                 (2,824)
      24,456     Houlihan     Lokey   Inc                 Goldman    Sachs                6,949
           Houlihan     Lokey   Inc
      (4,376)                             HSBC                    (7,352)
      15,302     Houlihan     Lokey   Inc                                    27,029
                                   HSBC
           Houlihan     Lokey   Inc                 Morgan    Stanley
      (1,732)                                                 (4,209)
      16,771     Houlihan     Lokey   Inc                 Morgan    Stanley                40,754
       7,432    Houston    Wire   & Cable   Co              Bank   of  America    Merrill    Lynch
                                                       (1,858)
       2,851    Houston    Wire   & Cable   Co              Goldman    Sachs
                                                        (713)
      19,133     Houston    Wire   & Cable   Co              Morgan    Stanley                2,105
        152   Hovnanian     Enterprises      Inc  ’A’           Bank   of  America    Merrill    Lynch
                                                        (246)
        778   Hovnanian     Enterprises      Inc  ’A’
                                   HSBC                     (202)
       2,381    Hovnanian     Enterprises      Inc  ’A’           Morgan    Stanley
                                                        (619)
           Howard    Bancorp    Inc                 Bank   of  America    Merrill    Lynch
      (60,110)                                                   －
        924   Howard    Hughes    Corp                 Barclays     Bank
                                                       (1,072)
           Howard    Hughes    Corp                 Goldman    Sachs
      (5,986)                                                 (8,261)
           Howard    Hughes    Corp
      (2,961)                             HSBC                   (13,265)
        750   Howard    Hughes    Corp                                     3,801
                                   HSBC
           Howard    Hughes    Corp                 Morgan    Stanley                1,632
      (1,407)
        676   Howard    Hughes    Corp                 Morgan    Stanley
                                                        (784)
                                190/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           Howmet    Aerospace     Inc                Bank   of  America    Merrill    Lynch
      (27,705)                                                 (29,921)
           Howmet    Aerospace     Inc                Barclays     Bank                284
      (4,732)
           Howmet    Aerospace     Inc
      (14,393)                             HSBC                   (26,339)
           Howmet    Aerospace     Inc                Morgan    Stanley                4,235
      (70,578)
      15,185     HP  Inc                                          32,800
                                   HSBC
        551   HP  Inc                       Morgan    Stanley                  386
      26,864     Hub  Group   Inc  ’A’                                    123,216
                                   HSBC
      45,523     Hub  Group   Inc  ’A’                 Morgan    Stanley                42,336
       5,684    Hubbell    Inc                    Barclays     Bank               6,423
       2,659    Hubbell    Inc                    Goldman    Sachs                7,143
       9,479    Hubbell    Inc                                        27,205
                                   HSBC
      19,177     Hubbell    Inc                    Morgan    Stanley                21,670
       1,593    HubSpot    Inc                    Barclays     Bank               37,786
       1,822    HubSpot    Inc                                        85,852
                                   HSBC
       1,588    HubSpot    Inc                    Morgan    Stanley                37,667
       3,022    Hudson    Pacific    Properties      Inc  (REIT)         Bank   of  America    Merrill    Lynch         332
      20,566     Hudson    Pacific    Properties      Inc  (REIT)         Barclays     Bank
                                                       (8,432)
      28,703     Hudson    Pacific    Properties      Inc  (REIT)         Goldman    Sachs                3,157
       6,112    Hudson    Pacific    Properties      Inc  (REIT)                             24,020
                                   HSBC
       5,590    Hudson    Pacific    Properties      Inc  (REIT)         Morgan    Stanley
                                                       (2,292)
           Hudson    Pacific    Properties      Inc  (REIT)         Morgan    Stanley                3,524
      (8,595)
           Humana    Inc                     Morgan    Stanley                7,446
      (1,777)
       6,522    Humanigen     Inc                                       3,522
                                   HSBC
       3,587    Humanigen     Inc                   Morgan    Stanley                1,858
           Huntington      Bancshares      Inc             Bank   of  America    Merrill    Lynch
      (2,384)                                                  (954)
           Huntington      Bancshares      Inc             Barclays     Bank
      (10,849)                                                 (2,712)
           Huntington      Bancshares      Inc             Goldman    Sachs
      (40,996)                                                 (16,398)
           Huntington      Bancshares      Inc
     (169,869)                              HSBC                   (81,537)
           Huntington      Ingalls    Industries      Inc         Goldman    Sachs                  49
      (2,428)
           Huntington      Ingalls    Industries      Inc
      (2,762)                             HSBC                   (20,080)
        979   Huntington      Ingalls    Industries      Inc                             7,117
                                   HSBC
           Huntington      Ingalls    Industries      Inc         Morgan    Stanley                8,194
      (4,382)
       2,432    Huntington      Ingalls    Industries      Inc         Morgan    Stanley
                                                       (4,548)
           Huntsman     Corp                    Bank   of  America    Merrill    Lynch
      (6,010)                                                 (2,464)
           Huntsman     Corp                    Barclays     Bank
      (31,510)                                                 (4,727)
           Huntsman     Corp                    Goldman    Sachs
      (12,582)                                                 (5,159)
           Huntsman     Corp
      (29,996)                             HSBC                   (27,896)
           Huntsman     Corp                    Morgan    Stanley
      (74,457)                                                 (11,169)
       7,324    Hurco   Cos  Inc                   Bank   of  America    Merrill    Lynch        4,870
       7,296    Hurco   Cos  Inc                   Goldman    Sachs                4,852
      12,445     Hurco   Cos  Inc                                       3,777
                                   HSBC
       7,813    Hurco   Cos  Inc                   Morgan    Stanley
                                                       (1,211)
           Huron   Consulting      Group   Inc             Bank   of  America    Merrill    Lynch
      (10,521)                                                 (17,733)
           Huron   Consulting      Group   Inc             Goldman    Sachs
      (9,787)                                                (11,649)
           Huron   Consulting      Group   Inc
      (9,131)                             HSBC                   (13,605)
                                191/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           Huron   Consulting      Group   Inc             Morgan    Stanley
      (3,890)                                                 (5,796)
           Huttig    Building     Products     Inc            Goldman    Sachs
      (9,533)                                                 (1,430)
           Huttig    Building     Products     Inc            Morgan    Stanley
     (138,282)                                                 (19,359)
       1,056    Hyatt   Hotels    Corp   ’A’               Bank   of  America    Merrill    Lynch         612
       1,329    Hyatt   Hotels    Corp   ’A’               Barclays     Bank                558
       1,059    Hyatt   Hotels    Corp   ’A’               Goldman    Sachs                 614
       3,416    Hyatt   Hotels    Corp   ’A’                                   16,958
                                   HSBC
      44,022     Hyatt   Hotels    Corp   ’A’               Morgan    Stanley                18,490
       5,851    Hycroft    Mining    Holding    Corp             Goldman    Sachs
                                                        (792)
      18,004     Hycroft    Mining    Holding    Corp
                                   HSBC                    (5,242)
      30,413     Hycroft    Mining    Holding    Corp             Morgan    Stanley
                                                       (4,699)
        812   Hyliion    Holdings     Corp                Morgan    Stanley
                                                       (3,377)
           Hyster-Yale      Materials     Handling     Inc         Goldman    Sachs
      (4,257)                                                (20,348)
           Hyster-Yale      Materials     Handling     Inc
      (7,551)                             HSBC                   (30,656)
           Hyster-Yale      Materials     Handling     Inc         Morgan    Stanley                1,762
      (8,010)
       6,097    I3  Verticals     Inc  ’A’                Bank   of  America    Merrill    Lynch       16,889
       4,813    I3  Verticals     Inc  ’A’                Goldman    Sachs               13,332
       8,614    I3  Verticals     Inc  ’A’                                   19,146
                                   HSBC
       9,953    I3  Verticals     Inc  ’A’                Morgan    Stanley                13,237
           IAA  Inc                      Barclays     Bank
      (4,592)                                                 (1,515)
           IAA  Inc                      Goldman    Sachs                 765
      (2,942)
           IAA  Inc                                          4,028
      (2,778)                             HSBC
           IAA  Inc                      Morgan    Stanley
      (8,846)                                                 (2,919)
           IAC  Via  InterActive      Corp              Goldman    Sachs
       (377)                                                (1,557)
           IAC  Via  InterActive      Corp
       (442)                            HSBC                    (1,938)
       2,462    IAC  Via  InterActive      Corp                                  14,715
                                   HSBC
           IAC  Via  InterActive      Corp              Morgan    Stanley
      (8,594)                                                 (4,512)
        838   IAC  Via  InterActive      Corp              Morgan    Stanley                  440
           iCAD   Inc                      Bank   of  America    Merrill    Lynch
      (3,707)                                                 (3,448)
           iCAD   Inc                      Goldman    Sachs
      (18,216)                                                 (16,941)
           iCAD   Inc
      (20,643)                             HSBC                   (12,560)
           iCAD   Inc                      Morgan    Stanley
      (4,049)                                                 (1,417)
        541   ICF  International       Inc               Bank   of  America    Merrill    Lynch
                                                        (977)
       5,063    ICF  International       Inc               Goldman    Sachs
                                                       (2,637)
       2,454    ICF  International       Inc                                    221
                                   HSBC
      12,550     ICF  International       Inc               Morgan    Stanley
                                                       (4,873)
           ICU  Medical    Inc                  Bank   of  America    Merrill    Lynch        3,087
      (1,397)
           ICU  Medical    Inc                  Barclays     Bank
      (2,987)                                                 (4,092)
           ICU  Medical    Inc                  Goldman    Sachs                7,015
      (3,174)
           ICU  Medical    Inc                                      8,376
      (1,817)                             HSBC
           ICU  Medical    Inc                  Morgan    Stanley
      (1,302)                                                 (1,784)
      42,580     IDACORP    Inc                    Bank   of  America    Merrill    Lynch
                                                      (112,837)
       1,025    IDACORP    Inc                    Barclays     Bank
                                                       (1,582)
      24,243     IDACORP    Inc                    Goldman    Sachs
                                                      (64,245)
      16,461     IDACORP    Inc
                                   HSBC                   (24,033)
                                192/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
      41,194     IDACORP    Inc                    Morgan    Stanley                12,871
       3,487    Ideaya    Biosciences      Inc               Bank   of  America    Merrill    Lynch
                                                        (209)
       3,593    Ideaya    Biosciences      Inc               Goldman    Sachs
                                                        (216)
       5,158    Ideaya    Biosciences      Inc
                                   HSBC                    (1,754)
       2,466    IDEX   Corp                      Bank   of  America    Merrill    Lynch
                                                      (14,821)
       1,388    IDEX   Corp                      Goldman    Sachs
                                                       (8,342)
       4,968    IDEX   Corp                                         17,089
                                   HSBC
      10,057     IDEX   Corp                      Morgan    Stanley
                                                      (21,693)
       1,371    IDEXX   Laboratories       Inc               Bank   of  America    Merrill    Lynch         548
           IDEXX   Laboratories       Inc               Bank   of  America    Merrill    Lynch
      (1,918)                                                 (1,319)
       3,469    IDEXX   Laboratories       Inc               Barclays     Bank
                                                      (13,945)
           IDEXX   Laboratories       Inc               Barclays     Bank               5,523
      (1,374)
           IDEXX   Laboratories       Inc               Goldman    Sachs
       (279)                                                (2,638)
       9,128    IDT  Corp   ’B’                    Bank   of  America    Merrill    Lynch       31,446
      34,520     IDT  Corp   ’B’                    Goldman    Sachs               118,921
      30,366     IDT  Corp   ’B’                    Morgan    Stanley                40,235
           IES  Holdings     Inc                  Bank   of  America    Merrill    Lynch       37,586
      (45,284)
           IES  Holdings     Inc                  Morgan    Stanley
      (5,974)                                                 (6,930)
       2,173    IGM  Biosciences      Inc                Bank   of  America    Merrill    Lynch       29,814
       1,466    IGM  Biosciences      Inc                Goldman    Sachs               20,114
       1,744    IGM  Biosciences      Inc                Morgan    Stanley                11,877
        792   iHeartMedia      Inc  ’A’                Bank   of  America    Merrill    Lynch        1,370
      51,794     iHeartMedia      Inc  ’A’                                    99,444
                                   HSBC
      57,518     iHeartMedia      Inc  ’A’                Morgan    Stanley                14,955
           II-VI   Inc                     Bank   of  America    Merrill    Lynch
      (6,863)                                                (51,335)
           II-VI   Inc                     Goldman    Sachs
      (7,086)                                                (53,003)
           II-VI   Inc
      (9,932)                             HSBC                   (111,040)
           II-VI   Inc                     Morgan    Stanley
      (10,840)                                                 (13,983)
        738   Illinois     Tool   Works   Inc              Bank   of  America    Merrill    Lynch
                                                        (770)
           Illinois     Tool   Works   Inc              Bank   of  America    Merrill    Lynch
        (66)                                                (288)
           Illinois     Tool   Works   Inc              Goldman    Sachs                7,767
      (5,320)
       3,475    Illinois     Tool   Works   Inc
                                   HSBC                   (12,128)
           Illinois     Tool   Works   Inc                                  6,146
      (1,761)                             HSBC
      22,332     Illinois     Tool   Works   Inc              Morgan    Stanley                36,401
           Illinois     Tool   Works   Inc              Morgan    Stanley
      (9,085)                                                (14,809)
           Illumina     Inc                    Bank   of  America    Merrill    Lynch
       (461)                                                (6,416)
           Illumina     Inc                    Barclays     Bank
       (526)                                                (6,050)
           Illumina     Inc                    Goldman    Sachs
       (190)                                                (3,046)
           Illumina     Inc                    Morgan    Stanley
      (1,854)                                                (21,321)
       1,772    IMARA   Inc                                         18,836
                                   HSBC
        841   IMARA   Inc                     Morgan    Stanley                3,869
           Immersion     Corp                   Goldman    Sachs
      (39,095)                                                 (25,412)
           Immersion     Corp                   Morgan    Stanley
     (106,388)                                                 (70,216)
       6,631    Immunic    Inc                    Bank   of  America    Merrill    Lynch
                                                       (2,528)
       2,680    Immunic    Inc                                        1,688
                                   HSBC
                                193/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
       1,229    Immunic    Inc                    Morgan    Stanley
                                                       (2,839)
           ImmunoGen     Inc                                       59,299
      (89,946)                             HSBC
           ImmunoGen     Inc                   Morgan    Stanley                5,766
      (18,599)
           Immunovant      Inc                   Goldman    Sachs               18,278
      (4,089)
           Immunovant      Inc                                       7,917
      (6,799)                             HSBC
           Impinj    Inc
      (16,280)                             HSBC                   (108,895)
           Inari   Medical    Inc                 Bank   of  America    Merrill    Lynch        4,455
      (1,644)
           Inari   Medical    Inc                 Barclays     Bank               2,997
      (3,367)
           Inari   Medical    Inc                 Goldman    Sachs               24,834
      (6,072)
           Inari   Medical    Inc                                     5,692
      (6,395)                             HSBC
           Inari   Medical    Inc                 Morgan    Stanley                1,911
      (2,147)
       4,673    Incyte    Corp                     Bank   of  America    Merrill    Lynch         253
       6,304    Incyte    Corp                     Barclays     Bank               11,600
        367   Incyte    Corp                     Goldman    Sachs
                                                        (411)
        572   Incyte    Corp                                         1,115
                                   HSBC
       8,823    Incyte    Corp                     Morgan    Stanley                16,234
           Independence       Holding    Co              Bank   of  America    Merrill    Lynch       26,484
      (16,869)
           Independence       Holding    Co              Morgan    Stanley                23,818
      (12,405)
           Independence       Realty    Trust   Inc  (REIT)         Bank   of  America    Merrill    Lynch       35,273
      (42,659)
           Independence       Realty    Trust   Inc  (REIT)         Goldman    Sachs               22,470
      (25,138)
           Independence       Realty    Trust   Inc  (REIT)                              891
      (61,545)                             HSBC
           Independence       Realty    Trust   Inc  (REIT)         Morgan    Stanley
      (63,153)                                                 (3,158)
      110,793     Independent      Bank   Corp                Bank   of  America    Merrill    Lynch
                                                      (25,482)
      31,092     Independent      Bank   Corp                Goldman    Sachs
                                                       (7,151)
      53,204     Independent      Bank   Corp                                   49,845
                                   HSBC
           Independent      Bank   Corp
      (15,242)                             HSBC                   (35,819)
      58,006     Independent      Bank   Corp                Morgan    Stanley                42,344
           Independent      Bank   Corp                Morgan    Stanley
      (19,791)                                                 (9,302)
       4,558    Independent      Bank   Group   Inc             Bank   of  America    Merrill    Lynch
                                                       (5,333)
       2,273    Independent      Bank   Group   Inc             Goldman    Sachs
                                                       (2,659)
      18,512     Independent      Bank   Group   Inc
                                   HSBC                   (10,299)
      15,134     Independent      Bank   Group   Inc             Morgan    Stanley
                                                      (23,079)
           Industrial      Logistics     Properties      Trust   (REIT)     Bank   of  America    Merrill    Lynch        6,373
      (26,359)
           Industrial      Logistics     Properties      Trust   (REIT)     Goldman    Sachs               11,145
      (44,698)
           Industrial      Logistics     Properties      Trust   (REIT)
      (86,859)                             HSBC                   (77,933)
           Industrial      Logistics     Properties      Trust   (REIT)     Morgan    Stanley
      (43,596)                                                 (8,283)
           Infinera     Corp
      (52,627)                             HSBC                   (85,782)
           Infinera     Corp                    Morgan    Stanley
      (39,396)                                                 (16,940)
      11,115     Information      Services     Group   Inc           Bank   of  America    Merrill    Lynch        4,891
      17,381     Information      Services     Group   Inc                              10,665
                                   HSBC
      28,525     Information      Services     Group   Inc           Morgan    Stanley                13,407
           Infrastructure        and  Energy    Alternatives       Inc
      (31,161)                             HSBC                    (8,102)
       6,388    InfuSystem      Holdings     Inc              Bank   of  America    Merrill    Lynch        9,710
                                194/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
       3,286    InfuSystem      Holdings     Inc              Goldman    Sachs                4,995
      14,769     InfuSystem      Holdings     Inc                                  15,038
                                   HSBC
       5,318    InfuSystem      Holdings     Inc              Morgan    Stanley                1,702
           Ingersoll     Rand   Inc                 Goldman    Sachs                4,152
      (7,985)
      22,468     Ingersoll     Rand   Inc                 Goldman    Sachs
                                                      (11,683)
           Ingersoll     Rand   Inc
      (7,619)                             HSBC                   (12,876)
           Ingersoll     Rand   Inc                 Morgan    Stanley                  262
      (26,212)
       3,872    Ingevity     Corp                    Barclays     Bank
                                                      (12,700)
           Ingevity     Corp                    Goldman    Sachs                5,869
      (3,122)
       2,461    Ingevity     Corp                    Goldman    Sachs
                                                       (4,627)
           Ingevity     Corp                                         775
       (662)                            HSBC
      18,730     Ingevity     Corp
                                   HSBC                   (50,551)
           Ingevity     Corp                    Morgan    Stanley                1,089
       (332)
      20,645     Ingles    Markets    Inc  ’A’               Goldman    Sachs
                                                      (19,819)
        622   Ingles    Markets    Inc  ’A’
                                   HSBC                     (475)
       6,213    Ingles    Markets    Inc  ’A’               Morgan    Stanley
                                                       (2,050)
           Ingredion     Inc                   Bank   of  America    Merrill    Lynch
      (1,840)                                                 (3,441)
           Ingredion     Inc                   Barclays     Bank
      (6,086)                                                 (5,843)
           Ingredion     Inc                   Goldman    Sachs
      (10,719)                                                 (20,045)
           Ingredion     Inc
      (10,067)                             HSBC                   (60,201)
           Ingredion     Inc                   Morgan    Stanley
      (14,218)                                                 (13,649)
       7,672    Inhibrx    Inc                    Bank   of  America    Merrill    Lynch       83,318
      14,452     Inhibrx    Inc                    Goldman    Sachs               156,949
       6,599    Inhibrx    Inc                                        22,173
                                   HSBC
       1,417    Inhibrx    Inc                    Morgan    Stanley                4,761
       9,440    Inmune    Bio  Inc                                       7,832
                                   HSBC
       7,375    Innospec     Inc                    Bank   of  America    Merrill    Lynch       11,505
       6,976    Innospec     Inc                    Goldman    Sachs               10,883
       5,232    Innospec     Inc                                       38,978
                                   HSBC
      13,211     Innospec     Inc                    Morgan    Stanley                17,703
      51,053     Innoviva     Inc                    Goldman    Sachs
                                                      (10,976)
      62,830     Innoviva     Inc                                        3,558
                                   HSBC
      14,296     Innoviva     Inc                    Morgan    Stanley
                                                        (572)
       5,855    Inogen    Inc                     Bank   of  America    Merrill    Lynch       13,642
       1,855    Inogen    Inc                     Goldman    Sachs                4,322
       6,957    Inogen    Inc                                        11,479
                                   HSBC
      11,190     Inogen    Inc                     Morgan    Stanley                2,909
      47,896     Inovalon     Holdings     Inc  ’A’
                                   HSBC                    (7,361)
      42,629     Inovalon     Holdings     Inc  ’A’             Morgan    Stanley                27,709
       8,904    Inovio    Pharmaceuticals        Inc                                12,198
                                   HSBC
       6,728    Inozyme    Pharma    Inc                 Goldman    Sachs                5,921
       5,579    Inozyme    Pharma    Inc                                     1,674
                                   HSBC
       4,243    Inozyme    Pharma    Inc                 Morgan    Stanley                1,273
           Inseego    Corp
      (19,943)                             HSBC                   (14,160)
           Insight    Enterprises      Inc              Bank   of  America    Merrill    Lynch
      (6,070)                                                  (668)
                                195/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           Insight    Enterprises      Inc              Goldman    Sachs
      (14,886)                                                 (1,637)
           Insight    Enterprises      Inc                                   727
       (755)                            HSBC
           Insmed    Inc                     Bank   of  America    Merrill    Lynch
      (4,543)                                                (11,676)
           Insmed    Inc                     Barclays     Bank                131
      (4,988)
           Insmed    Inc                     Goldman    Sachs
      (6,504)                                                (16,715)
           Insmed    Inc
      (12,333)                             HSBC                   (70,175)
           Insmed    Inc                     Morgan    Stanley
      (19,440)                                                 (1,555)
       1,550    Insperity     Inc                   Bank   of  America    Merrill    Lynch
                                                        (706)
       2,602    Insperity     Inc                   Goldman    Sachs
                                                       (2,316)
      12,868     Insperity     Inc
                                   HSBC                   (39,474)
       4,926    Insperity     Inc                   Morgan    Stanley
                                                       (3,990)
           Insperity     Inc                   Morgan    Stanley                2,653
      (3,275)
           Inspire    Medical    Systems    Inc            Bank   of  America    Merrill    Lynch
      (1,882)                                                (20,918)
           Inspire    Medical    Systems    Inc            Barclays     Bank
       (390)                                                 (735)
           Inspire    Medical    Systems    Inc            Goldman    Sachs
      (1,569)                                                (16,784)
       4,611    Inspire    Medical    Systems    Inc            Morgan    Stanley                8,692
           Inspired     Entertainment       Inc             Bank   of  America    Merrill    Lynch
      (56,040)                                                 (34,745)
           Inspired     Entertainment       Inc
      (4,810)                             HSBC                    (8,225)
           Inspired     Entertainment       Inc             Morgan    Stanley
      (19,337)                                                 (9,862)
           Installed     Building     Products     Inc          Bank   of  America    Merrill    Lynch
      (2,205)                                                 (1,786)
           Installed     Building     Products     Inc          Goldman    Sachs
       (920)                                                 (745)
           Installed     Building     Products     Inc
      (14,731)                             HSBC                   (148,231)
           Installed     Building     Products     Inc          Morgan    Stanley                91,499
      (11,883)
           Insteel    Industries      Inc               Bank   of  America    Merrill    Lynch         921
       (614)
           Insteel    Industries      Inc               Goldman    Sachs               25,200
      (16,800)
           Insteel    Industries      Inc                                  24,079
      (29,195)                             HSBC
           Insteel    Industries      Inc               Morgan    Stanley                8,911
      (4,368)
        595   Insulet    Corp                    Bank   of  America    Merrill    Lynch
                                                       (2,148)
           Insulet    Corp                    Bank   of  America    Merrill    Lynch        2,783
       (771)
        770   Insulet    Corp
                                   HSBC                    (4,543)
       2,113    Insulet    Corp                    Morgan    Stanley
                                                      (34,780)
           Insulet    Corp                    Morgan    Stanley                26,583
      (1,615)
       2,359    Integer    Holdings     Corp                Goldman    Sachs
                                                         (94)
       8,101    Integer    Holdings     Corp                                   23,753
                                   HSBC
       5,669    Integer    Holdings     Corp                Morgan    Stanley                  737
       4,184    Integra    LifeSciences       Holdings     Corp         Barclays     Bank               2,636
           Integra    LifeSciences       Holdings     Corp         Barclays     Bank
      (3,130)                                                 (1,972)
           Integra    LifeSciences       Holdings     Corp         Goldman    Sachs                3,917
      (8,516)
      15,840     Integra    LifeSciences       Holdings     Corp         Morgan    Stanley                9,979
        522   Intel   Corp                     Bank   of  America    Merrill    Lynch         386
      20,682     Intel   Corp                     Barclays     Bank               14,726
      12,129     Intel   Corp                     Goldman    Sachs               16,261
      13,531     Intel   Corp                                         28,260
                                   HSBC
       8,501    Intellia     Therapeutics       Inc             Morgan    Stanley                37,234
           Intellicheck       Inc                  Bank   of  America    Merrill    Lynch        1,642
      (3,283)
                                196/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           Intellicheck       Inc                                     39,489
      (49,986)                             HSBC
           Intelligent      Systems    Corp              Bank   of  America    Merrill    Lynch
       (736)                                                (1,391)
           Intelligent      Systems    Corp
      (16,626)                             HSBC                   (26,832)
           Inter   Parfums    Inc
      (21,815)                             HSBC                   (24,769)
           Inter   Parfums    Inc                 Morgan    Stanley
      (14,163)                                                 (15,154)
       2,091    Interactive      Brokers    Group   Inc  ’A’         Bank   of  America    Merrill    Lynch
                                                       (3,199)
      14,290     Interactive      Brokers    Group   Inc  ’A’         Barclays     Bank               7,288
       8,687    Interactive      Brokers    Group   Inc  ’A’         Goldman    Sachs
                                                      (13,291)
       3,982    Interactive      Brokers    Group   Inc  ’A’                             14,574
                                   HSBC
       6,498    Interactive      Brokers    Group   Inc  ’A’         Morgan    Stanley                3,314
           Intercept     Pharmaceuticals        Inc           Bank   of  America    Merrill    Lynch         858
       (670)
           Intercept     Pharmaceuticals        Inc           Goldman    Sachs                1,309
      (1,023)
           Intercept     Pharmaceuticals        Inc
      (7,046)                             HSBC                    (7,724)
           Intercept     Pharmaceuticals        Inc           Morgan    Stanley
      (8,246)                                                 (6,596)
        414   Intercontinental         Exchange     Inc           Bank   of  America    Merrill    Lynch        2,215
           Intercontinental         Exchange     Inc           Bank   of  America    Merrill    Lynch
      (3,331)                                                (13,845)
           Intercontinental         Exchange     Inc           Barclays     Bank
      (7,635)                                                (20,615)
       5,569    Intercontinental         Exchange     Inc           Goldman    Sachs               29,547
           Intercontinental         Exchange     Inc           Goldman    Sachs
      (1,065)                                                 (2,054)
        212   Intercontinental         Exchange     Inc                               1,254
                                   HSBC
       9,467    Intercontinental         Exchange     Inc           Morgan    Stanley                25,561
           Intercontinental         Exchange     Inc           Morgan    Stanley
      (4,311)                                                (11,640)
           InterDigital       Inc                  Bank   of  America    Merrill    Lynch        1,540
      (1,194)
           InterDigital       Inc                                     12,602
      (20,218)                             HSBC
           InterDigital       Inc                  Morgan    Stanley                5,389
      (7,590)
      47,331     Interface     Inc                   Goldman    Sachs               16,985
      31,174     Interface     Inc                                       8,149
                                   HSBC
           International       Bancshares      Corp            Bank   of  America    Merrill    Lynch
       (727)                                                (1,162)
           International       Bancshares      Corp
      (25,873)                             HSBC                   (70,116)
           International       Bancshares      Corp            Morgan    Stanley
      (43,889)                                                 (23,700)
           International       Business     Machines     Corp        Barclays     Bank
      (6,797)                                                (21,200)
           International       Business     Machines     Corp        Goldman    Sachs
      (1,883)                                                 (9,848)
           International       Business     Machines     Corp
      (14,338)                             HSBC                   (115,564)
           International       Business     Machines     Corp        Morgan    Stanley
      (7,819)                                                (27,367)
       9,467    International       Flavors    & Fragrances      Inc      Bank   of  America    Merrill    Lynch
                                                      (37,769)
       7,530    International       Flavors    & Fragrances      Inc      Barclays     Bank
                                                       (4,050)
        647   International       Flavors    & Fragrances      Inc      Goldman    Sachs
                                                       (1,919)
       7,300    International       Flavors    & Fragrances      Inc
                                   HSBC                    (7,624)
       6,693    International       Flavors    & Fragrances      Inc      Morgan    Stanley
                                                       (3,414)
      29,438     International       Money   Express    Inc          Goldman    Sachs
                                                       (9,126)
      23,436     International       Money   Express    Inc          Morgan    Stanley
                                                       (6,328)
      12,494     International       Paper   Co              Barclays     Bank               2,499
           International       Paper   Co              Goldman    Sachs
      (8,231)                                                 (2,058)
      45,083     International       Paper   Co                                 128,487
                                   HSBC
           International       Paper   Co              Morgan    Stanley
      (15,334)                                                 (3,067)
                                197/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
       3,674    Interpublic      Group   of  Cos  Inc            Bank   of  America    Merrill    Lynch        3,564
      20,913     Interpublic      Group   of  Cos  Inc            Barclays     Bank               10,875
      64,736     Interpublic      Group   of  Cos  Inc            Goldman    Sachs               62,794
       3,227    Interpublic      Group   of  Cos  Inc                                4,566
                                   HSBC
      76,788     Interpublic      Group   of  Cos  Inc            Morgan    Stanley                39,930
      18,818     Intersect     ENT  Inc                                     9,974
                                   HSBC
      11,380     Intersect     ENT  Inc                 Morgan    Stanley                6,031
           Intevac    Inc                    Bank   of  America    Merrill    Lynch        3,579
      (27,533)
           Intevac    Inc                    Goldman    Sachs                 756
      (5,815)
           Intevac    Inc
       (900)                            HSBC                     (180)
           Intra-Cellular        Therapies     Inc                               45,009
      (19,741)                             HSBC
           Intra-Cellular        Therapies     Inc            Morgan    Stanley                3,335
      (4,905)
           Intrepid     Potash    Inc                Bank   of  America    Merrill    Lynch
      (8,693)                                                (33,816)
           Intrepid     Potash    Inc                Goldman    Sachs
      (8,238)                                                (32,046)
           Intrepid     Potash    Inc
      (18,042)                             HSBC                   (21,258)
           IntriCon     Corp                    Bank   of  America    Merrill    Lynch
      (9,090)                                                (15,089)
           IntriCon     Corp                    Goldman    Sachs
      (31,080)                                                 (51,593)
           IntriCon     Corp
      (4,660)                             HSBC                   (23,673)
           IntriCon     Corp                    Morgan    Stanley
      (9,706)                                                 (5,435)
           Intrusion     Inc
      (12,243)                             HSBC                    (4,115)
       1,551    Intuit    Inc                     Bank   of  America    Merrill    Lynch
                                                       (1,908)
       1,143    Intuit    Inc                     Barclays     Bank               12,528
        164   Intuit    Inc                                         1,514
                                   HSBC
       7,327    Intuit    Inc                     Morgan    Stanley                78,276
           Intuitive     Surgical     Inc               Bank   of  America    Merrill    Lynch         705
        (26)
       1,784    Intuitive     Surgical     Inc               Barclays     Bank               20,741
           Intuitive     Surgical     Inc               Morgan    Stanley
      (2,123)                                                (25,497)
           Invacare     Corp                    Bank   of  America    Merrill    Lynch
      (28,212)                                                 (1,693)
           Invacare     Corp                    Goldman    Sachs
      (6,906)                                                  (414)
           Invacare     Corp
      (15,513)                             HSBC                     (309)
           Invacare     Corp                    Morgan    Stanley                1,271
      (3,530)
      81,498     Invesco    Mortgage     Capital    Inc  (REIT)          Bank   of  America    Merrill    Lynch       11,002
      66,700     Invesco    Mortgage     Capital    Inc  (REIT)          Goldman    Sachs                4,188
      25,903     Invesco    Mortgage     Capital    Inc  (REIT)          Morgan    Stanley                2,461
       4,312    Investar     Holding    Corp                Bank   of  America    Merrill    Lynch        1,380
      10,254     Investar     Holding    Corp                Goldman    Sachs                3,281
      36,807     Investar     Holding    Corp                                   66,431
                                   HSBC
      11,709     Investar     Holding    Corp                Morgan    Stanley                9,133
      67,054     Investors     Bancorp    Inc               Bank   of  America    Merrill    Lynch       19,445
      15,852     Investors     Bancorp    Inc               Barclays     Bank               3,250
      88,390     Investors     Bancorp    Inc               Goldman    Sachs               25,633
      260,370     Investors     Bancorp    Inc                                  169,336
                                   HSBC
      141,583     Investors     Bancorp    Inc               Morgan    Stanley                29,024
           Investors     Real   Estate    Trust   (REIT)          Bank   of  America    Merrill    Lynch       17,132
      (5,491)
           Investors     Real   Estate    Trust   (REIT)          Goldman    Sachs                4,440
      (1,423)
                                198/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           Investors     Real   Estate    Trust   (REIT)
      (7,070)                             HSBC                   (11,765)
           Investors     Real   Estate    Trust   (REIT)          Morgan    Stanley
      (14,993)                                                 (8,546)
       1,670    Investors     Title   Co                Bank   of  America    Merrill    Lynch        5,294
       4,942    Investors     Title   Co                Goldman    Sachs               15,666
       2,945    Investors     Title   Co                                    45,693
                                   HSBC
       2,040    Investors     Title   Co                Morgan    Stanley
                                                      (17,666)
       3,172    Invitae    Corp                    Bank   of  America    Merrill    Lynch       13,196
           Invitae    Corp                    Goldman    Sachs
      (14,035)                                                 (58,386)
       1,769    Invitae    Corp                                        13,670
                                   HSBC
       1,638    Invitae    Corp                    Morgan    Stanley
                                                        (590)
       2,594    Invitation      Homes   Inc  (REIT)              Bank   of  America    Merrill    Lynch
                                                        (908)
      22,078     Invitation      Homes   Inc  (REIT)              Barclays     Bank               13,688
      41,490     Invitation      Homes   Inc  (REIT)              Goldman    Sachs
                                                      (14,521)
      40,863     Invitation      Homes   Inc  (REIT)                                 48,218
                                   HSBC
      73,501     Invitation      Homes   Inc  (REIT)              Morgan    Stanley                45,571
       1,522    Ionis   Pharmaceuticals        Inc             Bank   of  America    Merrill    Lynch
                                                       (1,948)
       5,795    Ionis   Pharmaceuticals        Inc             Barclays     Bank               3,477
       9,835    Ionis   Pharmaceuticals        Inc             Morgan    Stanley                5,901
           Iovance    Biotherapeutics        Inc            Barclays     Bank
      (4,303)                                                 (9,338)
           Iovance    Biotherapeutics        Inc            Goldman    Sachs
      (12,360)                                                 (36,586)
           Iovance    Biotherapeutics        Inc
       (756)                            HSBC                     (272)
           Iovance    Biotherapeutics        Inc            Morgan    Stanley
      (13,930)                                                 (30,228)
           IPG  Photonics     Corp                 Bank   of  America    Merrill    Lynch
      (1,778)                                                 (4,094)
           IPG  Photonics     Corp                 Barclays     Bank
      (1,196)                                                  (221)
       1,799    IPG  Photonics     Corp                 Barclays     Bank               1,087
           IPG  Photonics     Corp                                     1,543
      (1,753)                             HSBC
           IPG  Photonics     Corp                 Morgan    Stanley
      (2,055)                                                  (945)
           IQVIA   Holdings     Inc                 Barclays     Bank                615
       (430)
           IQVIA   Holdings     Inc                 Goldman    Sachs                2,116
       (459)
           IQVIA   Holdings     Inc                                    12,956
      (2,860)                             HSBC
           IQVIA   Holdings     Inc                 Morgan    Stanley                10,197
      (7,131)
      11,856     iRadimed     Corp                    Bank   of  America    Merrill    Lynch       16,006
       4,626    iRadimed     Corp                    Goldman    Sachs                6,245
      16,584     iRadimed     Corp
                                   HSBC                    (2,510)
      10,698     iRadimed     Corp                    Morgan    Stanley
                                                       (1,498)
           iRhythm    Technologies       Inc              Barclays     Bank
       (299)                                                 (365)
           iRhythm    Technologies       Inc              Goldman    Sachs               13,163
      (2,512)
           iRhythm    Technologies       Inc
      (1,413)                             HSBC                    (1,724)
           iRhythm    Technologies       Inc              Morgan    Stanley
      (2,459)                                                 (3,000)
       3,090    Iridium    Communications        Inc             Bank   of  America    Merrill    Lynch        3,214
       2,936    Iridium    Communications        Inc             Barclays     Bank                998
      18,243     Iridium    Communications        Inc             Goldman    Sachs               18,972
           Iridium    Communications        Inc             Goldman    Sachs
      (20,379)                                                 (21,194)
      20,947     Iridium    Communications        Inc                                63,070
                                   HSBC
           Iridium    Communications        Inc
      (22,929)                             HSBC                   (19,454)
                                199/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
      17,813     Iridium    Communications        Inc             Morgan    Stanley                6,056
           Iridium    Communications        Inc             Morgan    Stanley
      (26,011)                                                 (8,844)
       3,474    iRobot    Corp                     Bank   of  America    Merrill    Lynch        5,600
       6,774    iRobot    Corp                     Goldman    Sachs               14,968
       8,566    iRobot    Corp
                                   HSBC                    (1,627)
       9,041    iRobot    Corp                     Morgan    Stanley
                                                       (5,877)
      10,947     Iron   Mountain     Inc  (REIT)               Barclays     Bank               6,787
       8,616    Iron   Mountain     Inc  (REIT)               Goldman    Sachs                5,945
           Iron   Mountain     Inc  (REIT)
      (2,374)                             HSBC                     (309)
           Iron   Mountain     Inc  (REIT)               Morgan    Stanley
      (26,667)                                                 (16,534)
      40,589     Ironwood     Pharmaceuticals        Inc                               35,718
                                   HSBC
       8,379    Ironwood     Pharmaceuticals        Inc            Morgan    Stanley
                                                       (2,056)
           iStar   Inc  (REIT)
      (29,785)                             HSBC                   (30,886)
           iStar   Inc  (REIT)                   Morgan    Stanley                10,838
      (18,686)
       1,432    iTeos   Therapeutics       Inc               Bank   of  America    Merrill    Lynch        5,828
       6,600    iTeos   Therapeutics       Inc               Goldman    Sachs               26,862
      11,324     iTeos   Therapeutics       Inc                                  22,188
                                   HSBC
       1,875    iTeos   Therapeutics       Inc               Morgan    Stanley                3,694
           Iteris    Inc                     Bank   of  America    Merrill    Lynch
      (36,758)                                                 (8,454)
           Iteris    Inc                     Goldman    Sachs
      (2,264)                                                  (521)
           Iteris    Inc                     Morgan    Stanley
      (17,355)                                                 (3,818)
           Itron   Inc
      (7,963)                             HSBC                   (60,598)
           Itron   Inc                     Morgan    Stanley
      (17,459)                                                 (12,745)
           ITT  Inc                      Bank   of  America    Merrill    Lynch
      (6,052)                                                 (9,381)
           ITT  Inc                      Barclays     Bank
      (22,733)                                                 (38,191)
           ITT  Inc                      Goldman    Sachs
      (5,494)                                                 (8,515)
           ITT  Inc
      (15,511)                             HSBC                   (79,727)
           ITT  Inc                      Morgan    Stanley
      (21,816)                                                 (36,651)
           IVERIC    bio  Inc                   Bank   of  America    Merrill    Lynch
      (25,864)                                                 (9,182)
           IVERIC    bio  Inc                   Goldman    Sachs
      (25,788)                                                 (9,155)
      16,700     J Alexander’s       Holdings     Inc            Bank   of  America    Merrill    Lynch
                                                       (4,676)
       5,963    J&J  Snack   Foods   Corp                Goldman    Sachs
                                                      (84,675)
       7,751    J&J  Snack   Foods   Corp
                                   HSBC                   (65,160)
       8,727    J&J  Snack   Foods   Corp                Morgan    Stanley
                                                      (23,323)
           J2  Global    Inc                   Bank   of  America    Merrill    Lynch
       (639)                                                (2,032)
       1,582    J2  Global    Inc                   Bank   of  America    Merrill    Lynch        2,914
           J2  Global    Inc                   Barclays     Bank
      (3,116)                                                 (2,773)
           J2  Global    Inc                   Goldman    Sachs
      (1,336)                                                 (4,248)
       1,803    J2  Global    Inc                   Goldman    Sachs                 369
           J2  Global    Inc
      (5,373)                             HSBC                   (38,309)
        965   J2  Global    Inc                                        432
                                   HSBC
           J2  Global    Inc                   Morgan    Stanley
      (8,902)                                                 (7,923)
      18,573     J2  Global    Inc                   Morgan    Stanley                16,530
      16,298     Jabil   Inc                     Bank   of  America    Merrill    Lynch
                                                        (353)
      15,987     Jabil   Inc                     Barclays     Bank               5,755
                                200/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
      14,637     Jabil   Inc                     Goldman    Sachs
                                                       (3,957)
       7,619    Jabil   Inc                                         6,933
                                   HSBC
      22,201     Jabil   Inc                     Morgan    Stanley                7,992
        158   Jack   Henry   & Associates      Inc            Bank   of  America    Merrill    Lynch          8
       1,708    Jack   Henry   & Associates      Inc            Barclays     Bank
                                                       (1,555)
       2,889    Jack   Henry   & Associates      Inc            Goldman    Sachs                 144
       6,419    Jack   Henry   & Associates      Inc                                2,357
                                   HSBC
       4,766    Jack   in  the  Box  Inc                Bank   of  America    Merrill    Lynch       11,915
       2,294    Jack   in  the  Box  Inc                Barclays     Bank
                                                       (1,308)
       7,663    Jack   in  the  Box  Inc                Goldman    Sachs               17,052
       3,236    Jack   in  the  Box  Inc
                                   HSBC                    (1,845)
       1,251    Jack   in  the  Box  Inc                Morgan    Stanley
                                                        (713)
           Jacobs    Engineering      Group   Inc            Bank   of  America    Merrill    Lynch
       (431)                                                 (385)
           Jacobs    Engineering      Group   Inc            Barclays     Bank
      (6,755)                                                (19,252)
           Jacobs    Engineering      Group   Inc            Goldman    Sachs
      (2,396)                                                  (359)
           Jacobs    Engineering      Group   Inc
      (7,339)                             HSBC                   (53,061)
           Jacobs    Engineering      Group   Inc            Morgan    Stanley
      (19,139)                                                 (54,546)
           Jamf   Holding    Corp                  Barclays     Bank
       (605)                                                  (6)
        217   Jamf   Holding    Corp                  Barclays     Bank                  2
           Jamf   Holding    Corp                  Goldman    Sachs                7,655
      (1,814)
       2,571    Jamf   Holding    Corp                  Goldman    Sachs
                                                      (10,850)
       3,389    Jamf   Holding    Corp
                                   HSBC                   (11,285)
           Jamf   Holding    Corp                  Morgan    Stanley
      (2,581)                                                  (26)
      15,721     Jamf   Holding    Corp                  Morgan    Stanley                  157
           JB  Hunt   Transport     Services     Inc           Bank   of  America    Merrill    Lynch
      (2,329)                                                 (3,525)
           JB  Hunt   Transport     Services     Inc           Barclays     Bank
      (6,470)                                                (13,781)
           JB  Hunt   Transport     Services     Inc           Goldman    Sachs
      (11,595)                                                 (36,212)
           JB  Hunt   Transport     Services     Inc
      (3,122)                             HSBC                   (36,371)
           JB  Hunt   Transport     Services     Inc           Morgan    Stanley
      (4,341)                                                 (9,246)
      11,217     JBG  SMITH   Properties      (REIT)              Goldman    Sachs               10,095
           JBG  SMITH   Properties      (REIT)
      (12,293)                             HSBC                   (44,378)
       9,038    JBG  SMITH   Properties      (REIT)                                 32,627
                                   HSBC
           JBG  SMITH   Properties      (REIT)              Morgan    Stanley                26,044
      (56,617)
       7,088    JBG  SMITH   Properties      (REIT)              Morgan    Stanley
                                                       (3,260)
      22,857     Jefferies     Financial     Group   Inc           Bank   of  America    Merrill    Lynch
                                                       (5,029)
      34,149     Jefferies     Financial     Group   Inc           Barclays     Bank
                                                       (2,732)
       5,956    Jefferies     Financial     Group   Inc           Goldman    Sachs
                                                       (1,310)
      14,218     Jefferies     Financial     Group   Inc                               18,057
                                   HSBC
      27,217     Jefferies     Financial     Group   Inc           Morgan    Stanley
                                                       (2,177)
           JELD-WEN     Holding    Inc                Bank   of  America    Merrill    Lynch
      (11,634)                                                 (2,559)
           JELD-WEN     Holding    Inc                Goldman    Sachs                  9
      (2,405)
       3,073    JELD-WEN     Holding    Inc                Goldman    Sachs                 676
           JELD-WEN     Holding    Inc                                    2,655
      (6,096)                             HSBC
       5,781    JELD-WEN     Holding    Inc                Morgan    Stanley
                                                       (2,428)
           JELD-WEN     Holding    Inc                Morgan    Stanley                8,219
      (19,568)
                                201/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
      14,805     JetBlue    Airways    Corp                Bank   of  America    Merrill    Lynch        4,590
           JetBlue    Airways    Corp                Morgan    Stanley                3,823
     (127,440)
      16,995     JetBlue    Airways    Corp                Morgan    Stanley
                                                        (510)
       7,193    JM  Smucker    Co                   Bank   of  America    Merrill    Lynch
                                                      (27,212)
      10,453     JM  Smucker    Co                   Barclays     Bank
                                                       (1,986)
       6,262    JM  Smucker    Co                   Morgan    Stanley
                                                       (1,190)
       5,561    John   B Sanfilippo      & Son  Inc            Bank   of  America    Merrill    Lynch
                                                      (21,132)
       9,514    John   B Sanfilippo      & Son  Inc            Goldman    Sachs
                                                      (36,153)
       5,680    John   B Sanfilippo      & Son  Inc
                                   HSBC                    (7,673)
       6,385    John   B Sanfilippo      & Son  Inc            Morgan    Stanley
                                                       (9,322)
       3,050    John   Bean   Technologies       Corp             Bank   of  America    Merrill    Lynch       28,152
       3,295    John   Bean   Technologies       Corp             Goldman    Sachs               30,413
           John   Bean   Technologies       Corp             Goldman    Sachs
       (185)                                                (1,708)
      11,218     John   Bean   Technologies       Corp                                108,286
                                   HSBC
           John   Bean   Technologies       Corp
      (3,871)                             HSBC                   (42,775)
      10,338     John   Bean   Technologies       Corp             Morgan    Stanley                18,195
           John   Bean   Technologies       Corp             Morgan    Stanley
      (1,418)                                                 (2,496)
       4,478    John   Wiley   & Sons   Inc  ’A’             Bank   of  America    Merrill    Lynch         627
       6,516    John   Wiley   & Sons   Inc  ’A’             Barclays     Bank               1,629
           John   Wiley   & Sons   Inc  ’A’             Barclays     Bank
      (3,087)                                                  (772)
      12,360     John   Wiley   & Sons   Inc  ’A’             Goldman    Sachs                1,730
       5,603    John   Wiley   & Sons   Inc  ’A’                                 9,525
                                   HSBC
       6,189    John   Wiley   & Sons   Inc  ’A’             Morgan    Stanley                1,547
           John   Wiley   & Sons   Inc  ’A’             Morgan    Stanley
      (2,403)                                                  (601)
       2,259    Johnson    & Johnson                   Bank   of  America    Merrill    Lynch
                                                      (13,884)
       2,208    Johnson    & Johnson                   Barclays     Bank                464
      13,491     Johnson    & Johnson                   Goldman    Sachs
                                                      (40,162)
       1,297    Johnson    & Johnson
                                   HSBC                    (6,888)
      13,091     Johnson    & Johnson                   Morgan    Stanley                2,749
        409   Johnson    Outdoors     Inc  ’A’              Bank   of  America    Merrill    Lynch
                                                        (354)
       1,116    Johnson    Outdoors     Inc  ’A’              Goldman    Sachs
                                                       (1,329)
      12,369     Johnson    Outdoors     Inc  ’A’
                                   HSBC                   (13,250)
        913   Johnson    Outdoors     Inc  ’A’              Morgan    Stanley
                                                        (497)
      12,360     Joint   Corp                     Goldman    Sachs               11,618
       7,981    Joint   Corp                                         21,469
                                   HSBC
      14,173     Joint   Corp                     Morgan    Stanley                5,669
           Jones   Lang   LaSalle    Inc               Bank   of  America    Merrill    Lynch        4,485
       (903)
           Jones   Lang   LaSalle    Inc               Barclays     Bank                857
      (2,380)
           Jones   Lang   LaSalle    Inc               Goldman    Sachs                1,536
       (312)
           Jones   Lang   LaSalle    Inc               Morgan    Stanley                1,778
      (4,938)
       3,666    Jounce    Therapeutics       Inc              Goldman    Sachs
                                                       (1,063)
      31,820     Jounce    Therapeutics       Inc              Morgan    Stanley                8,273
           JPMorgan     Chase   & Co                Bank   of  America    Merrill    Lynch
      (34,437)                                                 (98,826)
           JPMorgan     Chase   & Co                Goldman    Sachs
      (5,945)                                                (16,817)
           JPMorgan     Chase   & Co
       (752)                            HSBC                    (2,429)
                                202/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           JPMorgan     Chase   & Co                Morgan    Stanley
      (17,417)                                                 (39,362)
      59,794     Juniper    Networks     Inc                Bank   of  America    Merrill    Lynch
                                                      (28,952)
      19,375     Juniper    Networks     Inc                Barclays     Bank
                                                       (1,163)
      52,372     Juniper    Networks     Inc                Goldman    Sachs
                                                      (25,469)
      62,848     Juniper    Networks     Inc                                   27,024
                                   HSBC
      30,296     Juniper    Networks     Inc                Morgan    Stanley
                                                       (2,362)
           K12  Inc                      Bank   of  America    Merrill    Lynch
      (1,071)                                                 (2,153)
           K12  Inc                      Goldman    Sachs
      (6,654)                                                (10,247)
           K12  Inc
      (3,490)                             HSBC                    (6,404)
           K12  Inc                      Morgan    Stanley
      (19,520)                                                 (12,102)
           Kadant    Inc                     Bank   of  America    Merrill    Lynch        6,754
      (1,723)
           Kadant    Inc                     Goldman    Sachs               32,603
      (8,317)
           Kadant    Inc
      (5,063)                             HSBC                   (27,035)
           Kadant    Inc                     Morgan    Stanley                19,781
      (12,929)
           Kadmon    Holdings     Inc                Goldman    Sachs
      (41,629)                                                 (36,217)
           Kadmon    Holdings     Inc
      (93,587)                             HSBC                   (82,599)
           Kadmon    Holdings     Inc                Morgan    Stanley
      (25,532)                                                 (8,170)
       8,593    Kaiser    Aluminum     Corp                Bank   of  America    Merrill    Lynch
                                                       (5,242)
       1,464    Kaiser    Aluminum     Corp                Goldman    Sachs
                                                        (893)
       3,889    Kaiser    Aluminum     Corp                                    15,535
                                   HSBC
       3,716    Kaiser    Aluminum     Corp                Morgan    Stanley                3,270
           Kala   Pharmaceuticals        Inc              Goldman    Sachs                 697
      (6,339)
           Kala   Pharmaceuticals        Inc
      (46,126)                             HSBC                     (615)
           Kala   Pharmaceuticals        Inc              Morgan    Stanley                  211
      (3,518)
           Kaleido    Biosciences      Inc
      (33,937)                             HSBC                   (11,199)
       4,217    KalVista     Pharmaceuticals        Inc            Bank   of  America    Merrill    Lynch        2,066
       6,880    KalVista     Pharmaceuticals        Inc                                7,499
                                   HSBC
      13,710     KalVista     Pharmaceuticals        Inc            Morgan    Stanley                14,807
           Kaman   Corp                     Bank   of  America    Merrill    Lynch
      (6,094)                                                (13,590)
           Kaman   Corp                     Goldman    Sachs
      (6,435)                                                (14,350)
           Kaman   Corp
      (40,306)                             HSBC                   (76,245)
           Kaman   Corp                     Morgan    Stanley                4,566
      (38,053)
        63   Kansas    City   Southern                  Barclays     Bank                280
       4,167    Kansas    City   Southern                  Goldman    Sachs                9,792
           Kansas    City   Southern                  Morgan    Stanley
      (4,470)                                                (19,847)
       9,250    KAR  Auction    Services     Inc              Bank   of  America    Merrill    Lynch
                                                       (2,220)
      14,723     KAR  Auction    Services     Inc              Goldman    Sachs
                                                       (3,534)
           KAR  Auction    Services     Inc
       (542)                            HSBC                     (206)
      19,274     KAR  Auction    Services     Inc                                  7,324
                                   HSBC
           KAR  Auction    Services     Inc              Morgan    Stanley
      (24,942)                                                 (19,205)
      34,035     KAR  Auction    Services     Inc              Morgan    Stanley                26,207
           Karuna    Therapeutics       Inc              Goldman    Sachs
      (3,132)                                                 (9,427)
           Karuna    Therapeutics       Inc                                  7,916
      (1,194)                             HSBC
           Karuna    Therapeutics       Inc              Morgan    Stanley
      (2,503)                                                 (2,153)
       4,644    Karyopharm      Therapeutics       Inc            Bank   of  America    Merrill    Lynch        2,415
                                203/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
      21,053     Karyopharm      Therapeutics       Inc            Goldman    Sachs               10,948
      19,004     Karyopharm      Therapeutics       Inc                                40,859
                                   HSBC
       9,675    Karyopharm      Therapeutics       Inc            Morgan    Stanley                15,287
       5,480    KB  Home                       Bank   of  America    Merrill    Lynch        4,493
           KB  Home                       Bank   of  America    Merrill    Lynch
      (9,297)                                                 (7,624)
       8,786    KB  Home                       Barclays     Bank
                                                      (21,789)
       8,661    KB  Home                       Goldman    Sachs                7,102
           KB  Home                       Goldman    Sachs
      (7,933)                                                 (6,505)
           KB  Home
      (12,477)                             HSBC                   (19,481)
      30,358     KB  Home                       Morgan    Stanley
                                                      (75,288)
           KB  Home                       Morgan    Stanley                46,842
      (18,888)
           KBR  Inc                      Bank   of  America    Merrill    Lynch
      (35,014)                                                 (43,067)
           KBR  Inc                      Barclays     Bank
      (3,079)                                                 (1,108)
           KBR  Inc                      Goldman    Sachs
      (2,137)                                                 (2,629)
      25,701     KBR  Inc                      Goldman    Sachs               31,612
           KBR  Inc
      (5,689)                             HSBC                   (10,980)
      24,488     KBR  Inc                                          47,262
                                   HSBC
           KBR  Inc                      Morgan    Stanley
      (18,680)                                                 (6,725)
       3,748    KBR  Inc                      Morgan    Stanley
                                                       (1,084)
      41,317     Kearny    Financial     Corp                Bank   of  America    Merrill    Lynch
                                                       (5,371)
      36,366     Kearny    Financial     Corp                Goldman    Sachs
                                                       (4,728)
      66,430     Kearny    Financial     Corp                                   27,786
                                   HSBC
      54,648     Kearny    Financial     Corp                Morgan    Stanley                3,279
      29,640     Kellogg    Co                    Bank   of  America    Merrill    Lynch
                                                      (105,738)
      13,582     Kellogg    Co                    Barclays     Bank
                                                      (13,854)
      21,706     Kellogg    Co                    Goldman    Sachs
                                                      (81,382)
      19,098     Kellogg    Co
                                   HSBC                   (15,040)
      25,975     Kellogg    Co                    Morgan    Stanley
                                                      (26,494)
           Kelly   Services     Inc  ’A’               Bank   of  America    Merrill    Lynch
      (22,062)                                                 (3,751)
           Kelly   Services     Inc  ’A’
      (21,119)                             HSBC                   (16,895)
           Kelly   Services     Inc  ’A’               Morgan    Stanley
      (56,934)                                                 (19,927)
       2,532    Kemper    Corp                     Bank   of  America    Merrill    Lynch       11,115
       4,845    Kemper    Corp                     Barclays     Bank               6,347
      10,918     Kemper    Corp                     Goldman    Sachs               47,930
       2,821    Kemper    Corp                                        30,551
                                   HSBC
       3,203    Kemper    Corp                     Morgan    Stanley                4,196
           Kennametal      Inc                   Bank   of  America    Merrill    Lynch
      (23,612)                                                 (39,196)
       2,859    Kennametal      Inc                   Bank   of  America    Merrill    Lynch        4,746
           Kennametal      Inc                   Goldman    Sachs
      (1,543)                                                 (2,561)
       6,736    Kennametal      Inc                   Goldman    Sachs               11,182
           Kennametal      Inc
      (6,390)                             HSBC                    (1,745)
           Kennametal      Inc                   Morgan    Stanley
      (23,521)                                                 (8,702)
      78,924     Kennedy-Wilson        Holdings     Inc            Goldman    Sachs               35,516
      101,320     Kennedy-Wilson        Holdings     Inc                                59,080
                                   HSBC
      56,331     Kennedy-Wilson        Holdings     Inc            Morgan    Stanley
                                                      (21,406)
                                204/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           Keros   Therapeutics       Inc               Goldman    Sachs
      (4,655)                                                (36,472)
           Keurig    Dr  Pepper    Inc                Bank   of  America    Merrill    Lynch
      (12,189)                                                 (11,823)
           Keurig    Dr  Pepper    Inc                Barclays     Bank
      (14,266)                                                 (8,417)
           Keurig    Dr  Pepper    Inc                Goldman    Sachs
      (13,867)                                                 (13,451)
           Keurig    Dr  Pepper    Inc
      (1,842)                             HSBC                    (4,955)
        518   Key  Energy    Svcs   Inc                Bank   of  America    Merrill    Lynch         829
      62,443     Key  Tronic    Corp                   Bank   of  America    Merrill    Lynch
                                                        (624)
      10,881     Key  Tronic    Corp                   Morgan    Stanley                7,290
                                   Bank   of  America    Merrill    Lynch
      (66,009)     KeyCorp                                           (12,865)
                                   Barclays     Bank
     (158,502)      KeyCorp                                           (55,526)
                                   Goldman    Sachs
      (63,824)     KeyCorp                                           (16,012)
      (37,228)     KeyCorp                        HSBC                   (31,272)
                                   Morgan    Stanley
      (74,532)     KeyCorp                                           (28,322)
       3,421    Keysight     Technologies       Inc             Barclays     Bank               5,542
       1,616    Keysight     Technologies       Inc             Goldman    Sachs                 985
       3,201    Keysight     Technologies       Inc                                 7,914
                                   HSBC
       6,850    Keysight     Technologies       Inc             Morgan    Stanley                11,097
       9,669    Kezar   Life   Sciences     Inc              Bank   of  America    Merrill    Lynch        2,127
       4,209    Kezar   Life   Sciences     Inc              Goldman    Sachs                 926
      25,987     Kezar   Life   Sciences     Inc                                  2,269
                                   HSBC
       5,690    Kezar   Life   Sciences     Inc              Morgan    Stanley
                                                        (569)
       8,396    Kforce    Inc                     Bank   of  America    Merrill    Lynch        4,030
       9,066    Kforce    Inc                     Goldman    Sachs                4,352
      41,041     Kforce    Inc                                        61,716
                                   HSBC
      12,871     Kforce    Inc                     Morgan    Stanley                12,227
       8,321    Kilroy    Realty    Corp   (REIT)               Bank   of  America    Merrill    Lynch
                                                       (3,869)
       2,507    Kilroy    Realty    Corp   (REIT)               Barclays     Bank
                                                       (4,027)
       4,081    Kilroy    Realty    Corp   (REIT)               Goldman    Sachs
                                                       (1,898)
           Kilroy    Realty    Corp   (REIT)               Goldman    Sachs                 681
      (1,250)
      21,857     Kilroy    Realty    Corp   (REIT)                                  142,836
                                   HSBC
      27,780     Kilroy    Realty    Corp   (REIT)               Morgan    Stanley
                                                      (38,197)
           Kilroy    Realty    Corp   (REIT)               Morgan    Stanley                8,294
      (6,032)
           Kimball    Electronics      Inc              Bank   of  America    Merrill    Lynch
      (40,347)                                                  (932)
           Kimball    Electronics      Inc              Goldman    Sachs
      (25,675)                                                 (1,352)
           Kimball    Electronics      Inc
      (3,329)                             HSBC                     (333)
           Kimball    Electronics      Inc              Morgan    Stanley
      (5,945)                                                  (595)
      51,094     Kimball    International       Inc  ’B’           Bank   of  America    Merrill    Lynch
                                                       (1,533)
      50,754     Kimball    International       Inc  ’B’           Goldman    Sachs
                                                       (1,523)
      56,247     Kimball    International       Inc  ’B’                                688
                                   HSBC
      57,007     Kimball    International       Inc  ’B’           Morgan    Stanley                4,561
           Kimberly-Clark        Corp                 Bank   of  America    Merrill    Lynch        1,803
      (5,827)
           Kimberly-Clark        Corp                 Barclays     Bank
      (7,691)                                                (12,686)
           Kimberly-Clark        Corp                 Goldman    Sachs                8,411
      (8,519)
           Kimberly-Clark        Corp
      (9,912)                             HSBC                   (82,666)
           Kimberly-Clark        Corp                 Morgan    Stanley
      (17,005)                                                 (30,268)
                                205/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
      36,101     Kimco   Realty    Corp   (REIT)               Bank   of  America    Merrill    Lynch
                                                      (15,523)
      52,418     Kimco   Realty    Corp   (REIT)               Barclays     Bank
                                                      (42,459)
      55,383     Kimco   Realty    Corp   (REIT)               Morgan    Stanley
                                                      (44,860)
      60,388     Kinder    Morgan    Inc                 Bank   of  America    Merrill    Lynch       54,953
      31,882     Kinder    Morgan    Inc                 Barclays     Bank
                                                       (1,275)
      102,696     Kinder    Morgan    Inc                 Goldman    Sachs               93,453
      26,961     Kinder    Morgan    Inc                                     61,471
                                   HSBC
      47,193     Kinder    Morgan    Inc                 Morgan    Stanley
                                                       (1,888)
           Kindred    Biosciences      Inc              Bank   of  America    Merrill    Lynch
      (25,038)                                                 (4,757)
           Kindred    Biosciences      Inc              Goldman    Sachs
      (17,317)                                                 (3,290)
           Kindred    Biosciences      Inc
      (5,969)                             HSBC                    (1,552)
           Kinsale    Capital    Group   Inc             Bank   of  America    Merrill    Lynch
      (4,386)                                                (66,536)
           Kinsale    Capital    Group   Inc             Barclays     Bank
      (1,997)                                                (13,819)
           Kinsale    Capital    Group   Inc             Goldman    Sachs
      (3,152)                                                (47,816)
           Kinsale    Capital    Group   Inc
      (3,029)                             HSBC                   (48,770)
           Kinsale    Capital    Group   Inc             Morgan    Stanley
      (1,909)                                                (13,210)
           Kirby   Corp                     Bank   of  America    Merrill    Lynch
      (3,914)                                                (18,324)
           Kirby   Corp                     Barclays     Bank
      (9,321)                                                (26,192)
           Kirby   Corp                     Goldman    Sachs
      (12,661)                                                 (47,431)
       1,974    Kirby   Corp                     Goldman    Sachs                9,298
           Kirby   Corp
      (3,108)                             HSBC                   (23,341)
           Kirby   Corp                     Morgan    Stanley
      (7,153)                                                (20,100)
       7,308    Kirkland’s      Inc
                                   HSBC                    (6,447)
           Kite   Realty    Group   Trust   (REIT)
      (87,629)                             HSBC                   (176,134)
           Kite   Realty    Group   Trust   (REIT)            Morgan    Stanley                19,521
      (52,759)
       9,001    KKR  & Co  Inc                    Barclays     Bank
                                                        (540)
           KKR  & Co  Inc                    Goldman    Sachs
      (12,010)                                                 (9,728)
       6,398    KKR  & Co  Inc                    Goldman    Sachs                5,182
           KKR  & Co  Inc
      (16,449)                             HSBC                    (8,882)
           KKR  & Co  Inc                    Morgan    Stanley                  816
      (13,595)
       8,538    KKR  & Co  Inc                    Morgan    Stanley
                                                        (512)
       4,020    KKR  Real   Estate    Finance    Trust   Inc  (REIT)       Goldman    Sachs                 707
      25,107     KKR  Real   Estate    Finance    Trust   Inc  (REIT)                           21,638
                                   HSBC
      29,361     KKR  Real   Estate    Finance    Trust   Inc  (REIT)       Morgan    Stanley                8,221
        350   KLA  Corp                      Bank   of  America    Merrill    Lynch        3,455
       2,147    KLA  Corp                      Barclays     Bank               3,027
           KLA  Corp                      Goldman    Sachs
      (3,361)                                                (33,173)
           KLA  Corp
      (4,178)                             HSBC                   (80,761)
        645   KLA  Corp                                          12,468
                                   HSBC
           KLA  Corp                      Morgan    Stanley
      (9,434)                                                (13,302)
        565   KLA  Corp                      Morgan    Stanley                  797
           KLX  Energy    Services     Holdings     Inc          Bank   of  America    Merrill    Lynch
      (31,918)                                                 (49,154)
           Knight-Swift       Transportation        Holdings     Inc     Bank   of  America    Merrill    Lynch        4,281
      (5,086)
           Knight-Swift       Transportation        Holdings     Inc     Goldman    Sachs                1,335
      (1,829)
           Knight-Swift       Transportation        Holdings     Inc
      (8,512)                             HSBC                   (19,748)
                                206/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           Knight-Swift       Transportation        Holdings     Inc     Morgan    Stanley
      (6,772)                                                  (339)
           Knoll   Inc                     Bank   of  America    Merrill    Lynch
      (21,150)                                                 (6,557)
           Knoll   Inc
      (29,828)                             HSBC                    (9,842)
           Knoll   Inc                     Morgan    Stanley                  582
      (19,391)
      50,106     Knowles    Corp                    Bank   of  America    Merrill    Lynch        3,006
      37,868     Knowles    Corp                    Goldman    Sachs                2,272
      113,126     Knowles    Corp                                        24,824
                                   HSBC
      41,487     Knowles    Corp                    Morgan    Stanley                1,245
           Kodiak    Sciences     Inc                Bank   of  America    Merrill    Lynch
      (1,538)                                                (23,639)
           Kodiak    Sciences     Inc                Barclays     Bank
      (3,849)                                                (13,126)
           Kodiak    Sciences     Inc
      (2,662)                             HSBC                   (41,953)
           Kodiak    Sciences     Inc                Morgan    Stanley
      (3,431)                                                (11,700)
      21,188     Kohl’s    Corp                    Goldman    Sachs               114,586
       4,763    Kohl’s    Corp                                        28,791
                                   HSBC
      28,877     Kohl’s    Corp                    Morgan    Stanley                32,920
           Kontoor    Brands    Inc                 Bank   of  America    Merrill    Lynch
       (590)                                                (1,340)
           Kontoor    Brands    Inc                 Goldman    Sachs
      (2,190)                                                 (6,351)
           Kontoor    Brands    Inc                 Morgan    Stanley                10,267
      (12,223)
      12,665     Kopin   Corp                     Bank   of  America    Merrill    Lynch        4,686
      59,907     Kopin   Corp                     Goldman    Sachs               22,166
       4,539    Kopin   Corp                     Morgan    Stanley                1,271
           Koppers    Holdings     Inc                Bank   of  America    Merrill    Lynch
      (8,742)                                                 (9,179)
           Koppers    Holdings     Inc                Goldman    Sachs
      (6,049)                                                 (6,351)
           Koppers    Holdings     Inc
      (4,150)                             HSBC                    (1,204)
           Koppers    Holdings     Inc                Morgan    Stanley
      (13,730)                                                 (3,982)
           Korn   Ferry                      Bank   of  America    Merrill    Lynch
       (895)                                                (1,110)
           Korn   Ferry                      Goldman    Sachs
      (38,569)                                                 (47,826)
           Korn   Ferry
      (32,205)                             HSBC                   (93,992)
           Korn   Ferry                      Morgan    Stanley
      (41,500)                                                 (83,415)
           Kosmos    Energy    Ltd                 Bank   of  America    Merrill    Lynch
      (59,785)                                                 (20,729)
           Kosmos    Energy    Ltd                 Goldman    Sachs
     (111,791)                                                 (33,383)
           Kosmos    Energy    Ltd
      (52,739)                             HSBC                   (18,823)
           Kosmos    Energy    Ltd                 Morgan    Stanley                  951
      (15,846)
           Kraft   Heinz   Co                  Bank   of  America    Merrill    Lynch
      (20,596)                                                 (4,143)
           Kraft   Heinz   Co                  Barclays     Bank               5,626
      (51,140)
           Kraft   Heinz   Co                  Goldman    Sachs                 878
      (4,334)
           Kraft   Heinz   Co
      (29,850)                             HSBC                   (55,820)
           Kraft   Heinz   Co                  Morgan    Stanley                2,829
      (25,710)
       8,629    Kraton    Corp                     Goldman    Sachs
                                                       (4,315)
       5,489    Kraton    Corp
                                   HSBC                    (5,709)
       2,460    Kraton    Corp                     Morgan    Stanley
                                                       (2,558)
           Kratos    Defense    & Security     Solutions     Inc      Bank   of  America    Merrill    Lynch
      (6,402)                                                  (205)
           Kratos    Defense    & Security     Solutions     Inc
      (5,661)                             HSBC                     (331)
           Kratos    Defense    & Security     Solutions     Inc      Morgan    Stanley
      (27,756)                                                 (9,159)
           Kroger    Co                     Bank   of  America    Merrill    Lynch
      (52,479)                                                 (13,382)
                                207/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           Kroger    Co                     Goldman    Sachs
      (49,326)                                                 (12,590)
           Kroger    Co                     Morgan    Stanley                10,670
      (22,464)
      18,305     Kronos    Worldwide     Inc                Bank   of  America    Merrill    Lynch
                                                       (3,032)
      17,622     Kronos    Worldwide     Inc                Goldman    Sachs
                                                       (6,344)
      89,799     Kronos    Worldwide     Inc
                                   HSBC                   (21,747)
      67,201     Kronos    Worldwide     Inc                Morgan    Stanley
                                                      (15,456)
           Krystal    Biotech    Inc                Bank   of  America    Merrill    Lynch
      (2,030)                                                (24,401)
           Krystal    Biotech    Inc                Goldman    Sachs
      (4,461)                                                (53,621)
           Krystal    Biotech    Inc
      (4,388)                             HSBC                   (39,536)
           Krystal    Biotech    Inc                Morgan    Stanley
      (3,959)                                                (35,671)
           Kura   Oncology     Inc                 Goldman    Sachs
      (1,538)                                                  (999)
           Kura   Oncology     Inc                 Morgan    Stanley                20,757
      (25,009)
           Kura   Sushi   USA  Inc  ’A’               Bank   of  America    Merrill    Lynch        1,131
      (3,058)
           Kura   Sushi   USA  Inc  ’A’               Goldman    Sachs                2,136
      (5,772)
           Kura   Sushi   USA  Inc  ’A’                                    92
      (9,225)                             HSBC
           Kura   Sushi   USA  Inc  ’A’               Morgan    Stanley                  61
      (6,054)
      21,823     KVH  Industries      Inc                 Bank   of  America    Merrill    Lynch       10,257
      10,302     KVH  Industries      Inc                 Goldman    Sachs                4,842
      37,138     KVH  Industries      Inc                                    13,985
                                   HSBC
      16,984     KVH  Industries      Inc                 Morgan    Stanley                3,057
        402   Kymera    Therapeutics       Inc              Bank   of  America    Merrill    Lynch         764
       2,497    Kymera    Therapeutics       Inc              Goldman    Sachs                4,744
       4,052    Kymera    Therapeutics       Inc                                  2,674
                                   HSBC
       4,009    Kymera    Therapeutics       Inc              Morgan    Stanley                2,646
       3,407    L Brands    Inc                    Bank   of  America    Merrill    Lynch       11,448
           L Brands    Inc                    Bank   of  America    Merrill    Lynch
      (9,616)                                                (23,287)
           L Brands    Inc                    Barclays     Bank                789
       (915)
           L3Harris     Technologies       Inc             Barclays     Bank                260
      (1,084)
           L3Harris     Technologies       Inc             Goldman    Sachs               25,078
      (4,426)
           L3Harris     Technologies       Inc
      (5,485)                             HSBC                   (43,935)
           L3Harris     Technologies       Inc             Morgan    Stanley                  536
      (2,235)
       2,605    L3Harris     Technologies       Inc             Morgan    Stanley
                                                        (625)
           La  Jolla   Pharmaceutical        Co
      (50,002)                             HSBC                    (2,750)
        450   Laboratory      Corp   of  America    Holdings           Bank   of  America    Merrill    Lynch
                                                        (743)
        562   Laboratory      Corp   of  America    Holdings           Barclays     Bank               1,051
        840   Laboratory      Corp   of  America    Holdings           Goldman    Sachs
                                                       (3,578)
       1,684    Laboratory      Corp   of  America    Holdings                               2,296
                                   HSBC
       2,857    Laboratory      Corp   of  America    Holdings           Morgan    Stanley                5,343
           Ladder    Capital    Corp   (REIT)              Bank   of  America    Merrill    Lynch
      (2,831)                                                 (1,982)
           Ladder    Capital    Corp   (REIT)              Goldman    Sachs
      (12,099)                                                 (8,469)
           Ladder    Capital    Corp   (REIT)
      (37,200)                             HSBC                   (32,364)
           Ladder    Capital    Corp   (REIT)              Morgan    Stanley
      (23,084)                                                 (8,310)
       9,254    Laird   Superfood     Inc
                                   HSBC                   (10,550)
       8,515    Lakeland     Bancorp    Inc                Bank   of  America    Merrill    Lynch
                                                       (1,448)
      66,810     Lakeland     Bancorp    Inc                Goldman    Sachs
                                                      (11,358)
                                208/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
      118,444     Lakeland     Bancorp    Inc                                   12,432
                                   HSBC
      135,565     Lakeland     Bancorp    Inc                Morgan    Stanley                1,356
       3,867    Lakeland     Financial     Corp               Bank   of  America    Merrill    Lynch
                                                       (9,590)
       6,356    Lakeland     Financial     Corp               Goldman    Sachs
                                                      (15,763)
      18,275     Lakeland     Financial     Corp
                                   HSBC                   (19,475)
      16,682     Lakeland     Financial     Corp               Morgan    Stanley
                                                      (15,848)
           Lakeland     Industries      Inc                                  12,611
      (33,187)                             HSBC
        325   Lam  Research     Corp                  Bank   of  America    Merrill    Lynch        2,079
        752   Lam  Research     Corp                  Barclays     Bank               3,738
       1,602    Lam  Research     Corp                  Goldman    Sachs               23,101
       2,324    Lam  Research     Corp                                     86,987
                                   HSBC
       7,419    Lam  Research     Corp                  Morgan    Stanley                36,873
           Lamar   Advertising      Co  ’A’   (REIT)           Bank   of  America    Merrill    Lynch
      (4,335)                                                (12,225)
           Lamar   Advertising      Co  ’A’   (REIT)           Barclays     Bank
      (2,248)                                                  (337)
           Lamar   Advertising      Co  ’A’   (REIT)           Goldman    Sachs
      (2,847)                                                 (8,029)
       3,412    Lamar   Advertising      Co  ’A’   (REIT)                               3,173
                                   HSBC
           Lamar   Advertising      Co  ’A’   (REIT)
       (944)                            HSBC                     (878)
       7,452    Lamar   Advertising      Co  ’A’   (REIT)           Morgan    Stanley                1,118
        712   Lamb   Weston    Holdings     Inc              Bank   of  America    Merrill    Lynch
                                                        (936)
       1,169    Lamb   Weston    Holdings     Inc              Barclays     Bank               2,525
       5,024    Lamb   Weston    Holdings     Inc              Goldman    Sachs
                                                       (8,078)
       4,633    Lamb   Weston    Holdings     Inc
                                   HSBC                   (16,864)
       1,717    Lamb   Weston    Holdings     Inc              Morgan    Stanley                3,709
           Lancaster     Colony    Corp                Bank   of  America    Merrill    Lynch        9,100
       (945)
       1,397    Lancaster     Colony    Corp                Bank   of  America    Merrill    Lynch
                                                      (16,848)
           Lancaster     Colony    Corp                Barclays     Bank               5,595
      (1,108)
        548   Lancaster     Colony    Corp                Goldman    Sachs
                                                       (6,609)
           Lancaster     Colony    Corp                Goldman    Sachs                8,098
       (675)
           Lancaster     Colony    Corp                                     521
      (1,001)                             HSBC
       5,531    Lancaster     Colony    Corp
                                   HSBC                   (17,053)
      11,877     Lancaster     Colony    Corp                Morgan    Stanley
                                                      (59,979)
           Lancaster     Colony    Corp                Morgan    Stanley                2,020
       (400)
      27,521     Landec    Corp                     Bank   of  America    Merrill    Lynch        2,636
      43,392     Landec    Corp                     Goldman    Sachs                3,425
      23,639     Landec    Corp                                         7,954
                                   HSBC
       3,704    Landec    Corp                     Morgan    Stanley                  333
           Landmark     Bancorp    Inc                Bank   of  America    Merrill    Lynch
      (4,891)                                                  (858)
           Landmark     Bancorp    Inc                Goldman    Sachs
      (4,489)                                                  (919)
           Landmark     Bancorp    Inc
      (2,603)                             HSBC                    (1,067)
        416   Lands’    End  Inc                  Bank   of  America    Merrill    Lynch         537
       2,274    Lands’    End  Inc                                      12,689
                                   HSBC
       9,638    Lands’    End  Inc                  Morgan    Stanley                10,987
      14,509     Landstar     System    Inc                Bank   of  America    Merrill    Lynch
                                                      (26,459)
           Landstar     System    Inc                Barclays     Bank
      (4,424)                                                  (796)
       6,304    Landstar     System    Inc                Goldman    Sachs
                                                      (12,156)
                                209/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
       4,336    Landstar     System    Inc                Morgan    Stanley                  780
           Landstar     System    Inc                Morgan    Stanley
      (1,310)                                                  (236)
           Lannett    Co  Inc
      (51,804)                             HSBC                   (12,951)
           Lannett    Co  Inc                   Morgan    Stanley
      (11,742)                                                 (2,936)
           Lantheus     Holdings     Inc               Bank   of  America    Merrill    Lynch
      (21,983)                                                 (17,806)
           Lantheus     Holdings     Inc               Goldman    Sachs
      (4,793)                                                 (3,882)
           Lantheus     Holdings     Inc
      (21,848)                             HSBC                   (16,653)
           Lantheus     Holdings     Inc               Morgan    Stanley
      (59,539)                                                 (8,335)
       3,401    Laredo    Petroleum     Inc                Bank   of  America    Merrill    Lynch        6,569
      15,892     Laredo    Petroleum     Inc                Goldman    Sachs               27,512
      32,128     Laredo    Petroleum     Inc                                   54,768
                                   HSBC
       1,968    Laredo    Petroleum     Inc                Morgan    Stanley                3,168
       2,616    Larimar    Therapeutics       Inc              Bank   of  America    Merrill    Lynch
                                                       (2,119)
        980   Larimar    Therapeutics       Inc              Goldman    Sachs
                                                        (794)
       2,611    Larimar    Therapeutics       Inc              Morgan    Stanley                6,449
      11,563     Las  Vegas   Sands   Corp                Bank   of  America    Merrill    Lynch
                                                       (7,516)
           Las  Vegas   Sands   Corp                Goldman    Sachs               68,937
      (27,356)
       4,339    Lattice    Semiconductor       Corp             Bank   of  America    Merrill    Lynch
                                                        (845)
           Lattice    Semiconductor       Corp             Bank   of  America    Merrill    Lynch         115
       (427)
       2,438    Lattice    Semiconductor       Corp             Barclays     Bank                512
       1,404    Lattice    Semiconductor       Corp             Goldman    Sachs
                                                        (111)
       3,172    Lattice    Semiconductor       Corp                                 3,255
                                   HSBC
           Lattice    Semiconductor       Corp
      (13,905)                             HSBC                   (11,402)
       2,833    Lattice    Semiconductor       Corp             Morgan    Stanley                  591
           Lattice    Semiconductor       Corp             Morgan    Stanley
      (23,111)                                                 (4,853)
           Laureate     Education     Inc  ’A’             Bank   of  America    Merrill    Lynch
      (22,348)                                                 (3,687)
           Laureate     Education     Inc  ’A’             Barclays     Bank
      (29,727)                                                 (7,580)
           Laureate     Education     Inc  ’A’             Goldman    Sachs
      (18,728)                                                 (3,090)
           Laureate     Education     Inc  ’A’
      (23,728)                             HSBC                    (6,838)
           Laureate     Education     Inc  ’A’             Morgan    Stanley
      (21,104)                                                 (5,382)
       2,718    Lawson    Products     Inc                Goldman    Sachs
                                                       (1,033)
       3,047    Lawson    Products     Inc                                    4,145
                                   HSBC
       8,969    Lawson    Products     Inc                Morgan    Stanley                3,319
       7,486    La-Z-Boy     Inc                    Goldman    Sachs                2,400
      40,703     La-Z-Boy     Inc
                                   HSBC                   (24,840)
      46,389     La-Z-Boy     Inc                    Morgan    Stanley
                                                      (36,183)
      13,376     LB  Foster    Co  ’A’                  Bank   of  America    Merrill    Lynch
                                                       (5,484)
      14,739     LB  Foster    Co  ’A’                  Goldman    Sachs
                                                       (6,043)
       8,840    LB  Foster    Co  ’A’                  Morgan    Stanley
                                                       (3,006)
       6,781    LCI  Industries                                          63,066
                                   HSBC
      13,425     LCI  Industries                      Morgan    Stanley
                                                      (69,810)
           LCNB   Corp                      Goldman    Sachs                5,748
      (8,530)
           LCNB   Corp
      (29,071)                             HSBC                   (11,546)
      21,809     Leaf   Group   Ltd                   Bank   of  America    Merrill    Lynch       18,974
       9,669    Leaf   Group   Ltd                   Goldman    Sachs                8,412
                                210/368



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                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
      10,191     Leaf   Group   Ltd                                       4,790
                                   HSBC
       7,963    Leaf   Group   Ltd                   Morgan    Stanley                3,743
           Lear   Corp                      Bank   of  America    Merrill    Lynch
       (221)                                                 (917)
           Lear   Corp                      Barclays     Bank
      (4,082)                                                 (6,083)
           Lear   Corp                      Goldman    Sachs
       (527)                                                (2,187)
           Lear   Corp
      (1,786)                             HSBC                   (17,163)
           Lear   Corp                      Morgan    Stanley
      (19,397)                                                 (28,902)
           Lee  Enterprises      Inc                Goldman    Sachs
      (59,571)                                                 (6,088)
       1,300    Legacy    Housing    Corp                 Goldman    Sachs                 507
       6,517    Legacy    Housing    Corp                                     5,996
                                   HSBC
       1,488    Legacy    Housing    Corp                 Morgan    Stanley
                                                         (45)
      16,589     Leggett    & Platt   Inc                Barclays     Bank
                                                       (3,650)
      16,631     Leggett    & Platt   Inc                Goldman    Sachs                9,480
      16,109     Leggett    & Platt   Inc                Morgan    Stanley
                                                       (3,544)
           Leidos    Holdings     Inc                Bank   of  America    Merrill    Lynch
      (2,429)                                                 (1,700)
           Leidos    Holdings     Inc                Barclays     Bank               10,671
      (10,163)
           Leidos    Holdings     Inc                Goldman    Sachs
      (5,035)                                                 (3,525)
           Leidos    Holdings     Inc
      (7,338)                             HSBC                   (49,165)
           Leidos    Holdings     Inc                Morgan    Stanley                17,735
      (16,890)
           LeMaitre     Vascular     Inc               Bank   of  America    Merrill    Lynch
      (3,109)                                                 (5,565)
           LeMaitre     Vascular     Inc               Goldman    Sachs
      (7,915)                                                (14,168)
           LeMaitre     Vascular     Inc
      (3,155)                             HSBC                    (4,606)
           LeMaitre     Vascular     Inc               Morgan    Stanley
      (3,332)                                                 (3,632)
       2,975    Lemonade     Inc                    Bank   of  America    Merrill    Lynch       28,441
       1,343    Lemonade     Inc                    Goldman    Sachs               12,839
       2,454    Lemonade     Inc                                       22,577
                                   HSBC
        412   Lemonade     Inc                    Morgan    Stanley                4,363
           LendingClub      Corp                  Goldman    Sachs
      (6,410)                                                (16,410)
           LendingClub      Corp
      (41,574)                             HSBC                   (69,897)
           LendingClub      Corp                  Morgan    Stanley
      (7,976)                                                 (5,503)
        102   LendingTree      Inc                  Bank   of  America    Merrill    Lynch
                                                       (3,092)
       1,150    LendingTree      Inc                  Goldman    Sachs
                                                      (53,438)
        200   LendingTree      Inc
                                   HSBC                    (7,225)
        459   LendingTree      Inc                  Morgan    Stanley
                                                       (1,304)
       1,678    Lennar    Corp   ’A’                  Bank   of  America    Merrill    Lynch
                                                        (169)
       1,558    Lennar    Corp   ’A’                  Barclays     Bank
                                                       (2,804)
           Lennar    Corp   ’A’                  Barclays     Bank               16,213
      (9,007)
       6,186    Lennar    Corp   ’A’                  Goldman    Sachs                3,994
      23,454     Lennar    Corp   ’A’                                     138,597
                                   HSBC
           Lennar    Corp   ’A’
      (18,129)                             HSBC                   (109,318)
      15,716     Lennar    Corp   ’A’                  Morgan    Stanley
                                                      (28,289)
           Lennar    Corp   ’B’                  Bank   of  America    Merrill    Lynch         668
      (3,515)
       2,322    Lennox    International       Inc              Bank   of  America    Merrill    Lynch
                                                      (38,964)
       2,224    Lennox    International       Inc              Barclays     Bank
                                                      (24,241)
       3,758    Lennox    International       Inc              Goldman    Sachs
                                                      (63,135)
                                211/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
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                                                     （損）
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                                                    （米ドル）
           米国（続き）
       2,363    Lennox    International       Inc
                                   HSBC                   (16,234)
       8,206    Lennox    International       Inc              Morgan    Stanley
                                                      (88,828)
           LENSAR    Inc                     Bank   of  America    Merrill    Lynch         890
      (22,250)
           LENSAR    Inc                     Goldman    Sachs                  58
      (1,462)
           LENSAR    Inc
      (8,043)                             HSBC                    (3,198)
           LENSAR    Inc                     Morgan    Stanley
      (10,755)                                                 (2,581)
       7,819    Level   One  Bancorp    Inc               Bank   of  America    Merrill    Lynch       19,833
       2,583    Level   One  Bancorp    Inc               Goldman    Sachs                6,612
      18,978     Level   One  Bancorp    Inc                                   45,266
                                   HSBC
      11,299     Level   One  Bancorp    Inc               Morgan    Stanley                22,711
           Levi   Strauss    & Co  ’A’               Barclays     Bank
      (8,942)                                                   －
           Levi   Strauss    & Co  ’A’
      (20,799)                             HSBC                   (52,205)
           Levi   Strauss    & Co  ’A’               Morgan    Stanley
      (10,586)                                                   －
           Lexicon    Pharmaceuticals        Inc            Bank   of  America    Merrill    Lynch
      (10,250)                                                 (2,973)
           Lexicon    Pharmaceuticals        Inc
     (154,834)                              HSBC                   (18,580)
           Lexicon    Pharmaceuticals        Inc            Morgan    Stanley
      (6,000)                                                  (720)
           Lexington     Realty    Trust   (REIT)
      (57,169)                             HSBC                   (22,296)
           Lexington     Realty    Trust   (REIT)             Morgan    Stanley                7,750
     (258,347)
       2,175    LGI  Homes   Inc                   Bank   of  America    Merrill    Lynch
                                                        (718)
        724   LGI  Homes   Inc                   Goldman    Sachs
                                                        (239)
       7,339    LGI  Homes   Inc
                                   HSBC                   (18,665)
       6,249    LGI  Homes   Inc                   Morgan    Stanley
                                                      (29,995)
       1,916    LHC  Group   Inc                   Bank   of  America    Merrill    Lynch
                                                      (24,879)
           LHC  Group   Inc                   Barclays     Bank                217
       (722)
       1,743    LHC  Group   Inc                   Goldman    Sachs
                                                      (18,658)
           LHC  Group   Inc                   Goldman    Sachs                3,701
       (285)
       3,032    LHC  Group   Inc
                                   HSBC                   (13,936)
           LHC  Group   Inc                   Morgan    Stanley                  939
      (3,129)
       4,030    LHC  Group   Inc                   Morgan    Stanley
                                                       (1,284)
           Liberty    Broadband     Corp               Bank   of  America    Merrill    Lynch
      (6,331)                                                (36,277)
        626   Liberty    Broadband     Corp               Barclays     Bank
                                                        (551)
           Liberty    Broadband     Corp
      (2,952)                             HSBC                   (36,516)
        954   Liberty    Broadband     Corp                                   7,515
                                   HSBC
           Liberty    Broadband     Corp               Morgan    Stanley                9,275
      (10,540)
        951   Liberty    Broadband     Corp               Morgan    Stanley
                                                        (837)
           Liberty    Broadband     Corp   ’A’             Bank   of  America    Merrill    Lynch
      (12,611)                                                 (67,973)
           Liberty    Broadband     Corp   ’A’             Barclays     Bank               1,937
      (1,316)
           Liberty    Broadband     Corp   ’A’             Goldman    Sachs
      (2,865)                                                (12,144)
           Liberty    Broadband     Corp   ’A’
      (4,344)                             HSBC                   (50,868)
           Liberty    Broadband     Corp   ’A’             Morgan    Stanley                5,332
      (3,729)
           Liberty    Media   Corp-Liberty       Braves    ’A’       Bank   of  America    Merrill    Lynch
       (739)                                                 (576)
           Liberty    Media   Corp-Liberty       Braves    ’A’       Goldman    Sachs
      (15,158)                                                 (11,823)
           Liberty    Media   Corp-Liberty       Braves    ’A’
      (8,369)                             HSBC                    (8,034)
           Liberty    Media   Corp-Liberty       Braves    ’A’       Morgan    Stanley
      (20,274)                                                 (10,542)
           Liberty    Media   Corp-Liberty       Braves    ’C’
      (36,975)                             HSBC                   (41,042)
                                212/368



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                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
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                                                    （米ドル）
           米国（続き）
           Liberty    Media   Corp-Liberty       Braves    ’C’       Morgan    Stanley
      (68,644)                                                 (48,737)
       2,278    Liberty    Media   Corp-Liberty       Formula    One  ’A’    Bank   of  America    Merrill    Lynch
                                                       (1,025)
           Liberty    Media   Corp-Liberty       Formula    One  ’A’    Barclays     Bank                739
      (1,643)
           Liberty    Media   Corp-Liberty       Formula    One  ’A’    Goldman    Sachs                1,018
      (2,263)
       1,174    Liberty    Media   Corp-Liberty       Formula    One  ’A’    Goldman    Sachs
                                                        (528)
           Liberty    Media   Corp-Liberty       Formula    One  ’A’
      (9,419)                             HSBC                     (471)
           Liberty    Media   Corp-Liberty       Formula    One  ’A’    Morgan    Stanley                5,664
      (12,587)
       2,615    Liberty    Media   Corp-Liberty       Formula    One  ’A’    Morgan    Stanley
                                                       (1,177)
           Liberty    Media   Corp-Liberty       Formula    One  ’C’    Bank   of  America    Merrill    Lynch         539
      (1,996)
           Liberty    Media   Corp-Liberty       Formula    One  ’C’    Barclays     Bank               5,402
      (9,157)
           Liberty    Media   Corp-Liberty       Formula    One  ’C’    Goldman    Sachs                1,913
      (7,085)
           Liberty    Media   Corp-Liberty       Formula    One  ’C’    Morgan    Stanley                21,129
      (35,812)
       9,397    Liberty    Media   Corp-Liberty       SiriusXM     ’C’      Goldman    Sachs
                                                      (13,430)
           Liberty    Media   Corp-Liberty       SiriusXM     ’C’
      (15,014)                             HSBC                   (25,374)
       3,340    Liberty    Media   Corp-Liberty       SiriusXM     ’C’                          5,645
                                   HSBC
           Liberty    Media   Corp-Liberty       SiriusXM     ’C’      Morgan    Stanley                29,365
      (21,279)
       5,470    Liberty    Media   Corp-Liberty       SiriusXM     ’C’      Morgan    Stanley
                                                       (6,526)
      17,176     Liberty    Oilfield     Services     Inc  ’A’         Goldman    Sachs               12,538
      33,692     Liberty    Oilfield     Services     Inc  ’A’
                                   HSBC                    (2,022)
       8,837    Liberty    Oilfield     Services     Inc  ’A’         Morgan    Stanley
                                                        (530)
           Liberty    TripAdvisor      Holdings     Inc  ’A’       Bank   of  America    Merrill    Lynch
      (44,147)                                                 (11,920)
           Liberty    TripAdvisor      Holdings     Inc  ’A’
     (128,240)                              HSBC                   (28,719)
           Liberty    TripAdvisor      Holdings     Inc  ’A’       Morgan    Stanley
      (54,348)                                                 (3,261)
       7,051    Life   Storage    Inc  (REIT)                Bank   of  America    Merrill    Lynch
                                                      (60,145)
           Life   Storage    Inc  (REIT)                Bank   of  America    Merrill    Lynch         281
       (383)
       3,004    Life   Storage    Inc  (REIT)                Barclays     Bank
                                                        (691)
       5,709    Life   Storage    Inc  (REIT)                Goldman    Sachs
                                                      (48,698)
       9,391    Life   Storage    Inc  (REIT)                Morgan    Stanley
                                                       (2,160)
           Life   Storage    Inc  (REIT)                Morgan    Stanley                  994
      (4,322)
           Lifetime     Brands    Inc                Bank   of  America    Merrill    Lynch
      (7,588)                                                 (3,035)
           Lifetime     Brands    Inc                Goldman    Sachs
      (36,080)                                                 (14,432)
           Lifetime     Brands    Inc
      (4,210)                             HSBC                   (12,672)
           Lifetime     Brands    Inc                Morgan    Stanley                1,541
      (2,300)
           Lifevantage      Corp                  Goldman    Sachs
      (11,490)                                                 (1,838)
           Lifevantage      Corp
      (23,087)                             HSBC                    (4,387)
           Lifevantage      Corp                  Morgan    Stanley
      (5,667)                                                 (1,077)
       1,420    Ligand    Pharmaceuticals        Inc                                 7,242
                                   HSBC
       7,308    Ligand    Pharmaceuticals        Inc             Morgan    Stanley                4,531
      17,669     Limelight     Networks     Inc               Bank   of  America    Merrill    Lynch        9,365
                                213/368





                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
      88,906     Limelight     Networks     Inc               Goldman    Sachs               47,120
      11,194     Limelight     Networks     Inc                                   7,052
                                   HSBC
       3,840    Limestone     Bancorp    Inc               Bank   of  America    Merrill    Lynch         724
       5,414    Limestone     Bancorp    Inc               Goldman    Sachs                2,669
       2,281    Limestone     Bancorp    Inc                                    137
                                   HSBC
       1,823    Limestone     Bancorp    Inc               Morgan    Stanley                  419
           Limoneira     Co                   Bank   of  America    Merrill    Lynch         505
      (16,361)
           Limoneira     Co                   Goldman    Sachs                1,495
      (27,856)
           Limoneira     Co
      (33,214)                             HSBC                    (6,577)
           Limoneira     Co                   Morgan    Stanley
      (16,433)                                                  (657)
           Lincoln    Electric     Holdings     Inc           Bank   of  America    Merrill    Lynch       86,565
      (28,855)
       3,362    Lincoln    Electric     Holdings     Inc           Barclays     Bank               2,555
       1,356    Lincoln    Electric     Holdings     Inc           Goldman    Sachs
                                                       (4,068)
           Lincoln    Electric     Holdings     Inc
      (1,629)                             HSBC                   (10,670)
        354   Lincoln    Electric     Holdings     Inc                                205
                                   HSBC
           Lincoln    Electric     Holdings     Inc           Morgan    Stanley
      (1,114)                                                  (847)
       2,614    Lincoln    Electric     Holdings     Inc           Morgan    Stanley                1,987
      14,999     Lincoln    National     Corp                Bank   of  America    Merrill    Lynch       92,394
       8,273    Lincoln    National     Corp                Goldman    Sachs               50,962
      23,803     Lincoln    National     Corp                                   151,150
                                   HSBC
      24,065     Lincoln    National     Corp                Morgan    Stanley                57,515
      10,106     Lindblad     Expeditions      Holdings     Inc         Bank   of  America    Merrill    Lynch        8,287
      13,120     Lindblad     Expeditions      Holdings     Inc         Goldman    Sachs               10,758
      26,163     Lindblad     Expeditions      Holdings     Inc                             14,128
                                   HSBC
           Lindsay    Corp                    Bank   of  America    Merrill    Lynch        9,105
      (2,365)
           Lindsay    Corp                    Goldman    Sachs               13,209
      (3,431)
           Lindsay    Corp                                        17,037
      (6,681)                             HSBC
           Lindsay    Corp                    Morgan    Stanley                14,676
      (3,842)
           Lineage    Cell   Therapeutics       Inc           Bank   of  America    Merrill    Lynch
     (154,864)                                                  (7,743)
           Liquidia     Corp                    Goldman    Sachs               37,763
      (52,159)
           Liquidia     Technologies       Inc             Bank   of  America    Merrill    Lynch       22,690
      (30,456)
           Liquidia     Technologies       Inc                                 2,300
      (11,499)                             HSBC
           Liquidia     Technologies       Inc             Morgan    Stanley                1,505
      (7,523)
           Liquidity     Services     Inc               Bank   of  America    Merrill    Lynch
      (45,628)                                                 (18,251)
           Liquidity     Services     Inc               Goldman    Sachs
      (4,891)                                                 (1,956)
           Liquidity     Services     Inc
      (26,698)                             HSBC                    (6,766)
           Lithia    Motors    Inc  ’A’               Bank   of  America    Merrill    Lynch
       (114)                                                 (476)
        938   Lithia    Motors    Inc  ’A’               Goldman    Sachs               27,812
        759   Lithia    Motors    Inc  ’A’                                   27,924
                                   HSBC
           Lithia    Motors    Inc  ’A’
      (1,093)                             HSBC                    (2,798)
       1,437    Lithia    Motors    Inc  ’A’               Morgan    Stanley                3,679
           Lithia    Motors    Inc  ’A’               Morgan    Stanley
      (1,651)                                                 (4,227)
           Littelfuse      Inc                   Bank   of  America    Merrill    Lynch
      (7,250)                                                (66,845)
           Littelfuse      Inc                   Barclays     Bank
      (2,074)                                                (10,619)
           Littelfuse      Inc                   Goldman    Sachs
      (4,721)                                                (43,527)
                                214/368



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                                                有価証券報告書（内国投資信託受益証券）
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                                                     （損）
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                                                    （米ドル）
           米国（続き）
           Littelfuse      Inc
      (2,725)                             HSBC                   (70,768)
           Littelfuse      Inc                   Morgan    Stanley
      (7,996)                                                (40,940)
        914   Live   Nation    Entertainment       Inc           Bank   of  America    Merrill    Lynch
                                                       (1,636)
           Live   Nation    Entertainment       Inc           Goldman    Sachs               19,263
      (11,517)
           Live   Oak  Bancshares      Inc              Goldman    Sachs                1,013
      (1,119)
           Live   Oak  Bancshares      Inc              Morgan    Stanley                14,732
      (17,332)
           Livent    Corp                     Bank   of  America    Merrill    Lynch
      (5,924)                                                 (3,495)
      53,390     Livent    Corp                     Goldman    Sachs               31,500
      25,637     Livent    Corp                                        57,683
                                   HSBC
           LivePerson      Inc                   Bank   of  America    Merrill    Lynch
      (3,266)                                                (24,887)
           LivePerson      Inc                   Barclays     Bank
      (6,413)                                                (26,304)
           LivePerson      Inc                   Goldman    Sachs
      (3,137)                                                (19,558)
           LivePerson      Inc
      (3,923)                             HSBC                   (15,475)
           LivePerson      Inc                   Morgan    Stanley
      (4,421)                                                (17,198)
           LiveRamp     Holdings     Inc               Bank   of  America    Merrill    Lynch        1,633
       (341)
           LiveRamp     Holdings     Inc               Barclays     Bank
      (8,819)                                                (13,934)
           LiveRamp     Holdings     Inc               Goldman    Sachs                9,963
      (2,080)
           LiveRamp     Holdings     Inc               Morgan    Stanley
      (23,292)                                                 (36,801)
      78,675     Livexlive     Media   Inc                Goldman    Sachs               36,977
      22,409     LiveXLive     Media   Inc                                    9,034
                                   HSBC
       9,833    LiveXLive     Media   Inc                Morgan    Stanley                2,753
           LKQ  Corp                      Barclays     Bank               5,115
      (11,626)
           LKQ  Corp                      Goldman    Sachs               26,527
      (19,441)
           LKQ  Corp                      Morgan    Stanley                1,560
      (3,545)
           Loews   Corp                     Bank   of  America    Merrill    Lynch        1,048
      (6,984)
           Loews   Corp                     Barclays     Bank               5,123
      (13,460)
           Loews   Corp                     Goldman    Sachs                2,246
      (22,063)
           Loews   Corp
      (47,574)                             HSBC                   (44,244)
           Loews   Corp                     Morgan    Stanley                  612
      (12,232)
       6,705    LogicBio     Therapeutics       Inc             Bank   of  America    Merrill    Lynch        2,526
      29,860     LogicBio     Therapeutics       Inc                                 15,945
                                   HSBC
       4,968    LogicBio     Therapeutics       Inc             Morgan    Stanley                1,888
           Loral   Space   & Communications        Inc          Goldman    Sachs
      (15,625)                                                 (53,750)
           Loral   Space   & Communications        Inc
      (11,145)                             HSBC                   (48,816)
           Loral   Space   & Communications        Inc          Morgan    Stanley
      (8,187)                                                (34,877)
           Louisiana-Pacific         Corp               Barclays     Bank               1,692
      (1,235)
           Louisiana-Pacific         Corp               Goldman    Sachs
      (3,325)                                                 (5,087)
           Louisiana-Pacific         Corp
      (66,288)                             HSBC                   (338,732)
           Louisiana-Pacific         Corp               Morgan    Stanley                68,682
      (50,133)
           Lovesac    Co                    Bank   of  America    Merrill    Lynch
      (3,096)                                                (18,638)
           Lovesac    Co
      (3,783)                             HSBC                    (8,436)
           Lovesac    Co                    Morgan    Stanley
      (1,928)                                                 (4,299)
       3,513    Lowe’s    Cos  Inc                  Bank   of  America    Merrill    Lynch
                                                      (33,637)
        912   Lowe’s    Cos  Inc                  Barclays     Bank
                                                       (1,227)
           Lowe’s    Cos  Inc                  Barclays     Bank                541
       (402)
                                215/368



                                                          EDINET提出書類
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                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
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                                                    （米ドル）
           米国（続き）
       8,042    Lowe’s    Cos  Inc                  Goldman    Sachs
                                                      (75,344)
           Lowe’s    Cos  Inc                  Goldman    Sachs                3,844
      (1,281)
       2,416    Lowe’s    Cos  Inc
                                   HSBC                   (18,061)
           Lowe’s    Cos  Inc                                      8,460
      (7,520)                             HSBC
        627   Lowe’s    Cos  Inc                  Morgan    Stanley
                                                       (1,660)
           LPL  Financial     Holdings     Inc             Bank   of  America    Merrill    Lynch
      (11,033)                                                 (12,357)
           LPL  Financial     Holdings     Inc             Barclays     Bank
      (6,343)                                                 (2,220)
           LPL  Financial     Holdings     Inc             Goldman    Sachs
      (10,577)                                                 (11,846)
       2,271    LPL  Financial     Holdings     Inc                                14,977
                                   HSBC
       6,095    LPL  Financial     Holdings     Inc             Morgan    Stanley                2,133
           LSB  Industries      Inc                 Bank   of  America    Merrill    Lynch
      (22,628)                                                 (8,825)
           LSB  Industries      Inc
      (14,243)                             HSBC                    (6,409)
           LSB  Industries      Inc                 Morgan    Stanley
      (40,204)                                                 (16,484)
      37,171     LSI  Industries      Inc                 Bank   of  America    Merrill    Lynch       17,470
      73,031     LSI  Industries      Inc                 Goldman    Sachs               34,325
           LTC  Properties      Inc  (REIT)               Bank   of  America    Merrill    Lynch          1
        (12)
           LTC  Properties      Inc  (REIT)               Goldman    Sachs                1,435
      (13,046)
           LTC  Properties      Inc  (REIT)
      (81,387)                             HSBC                   (130,687)
           LTC  Properties      Inc  (REIT)               Morgan    Stanley
      (91,117)                                                 (47,381)
       1,290    Lululemon     Athletica     Inc              Bank   of  America    Merrill    Lynch       41,757
       1,277    Lululemon     Athletica     Inc              Barclays     Bank               19,934
        117   Lululemon     Athletica     Inc              Goldman    Sachs                3,787
        126   Lululemon     Athletica     Inc                                  1,922
                                   HSBC
       3,111    Lululemon     Athletica     Inc              Morgan    Stanley                48,563
           Lumber    Liquidators      Holdings     Inc
      (13,810)                             HSBC                   (72,917)
       3,988    Lumentum     Holdings     Inc               Bank   of  America    Merrill    Lynch        6,888
       2,853    Lumentum     Holdings     Inc               Barclays     Bank               3,167
       4,512    Lumentum     Holdings     Inc               Goldman    Sachs                8,166
       2,526    Lumentum     Holdings     Inc                                    946
                                   HSBC
       6,021    Lumentum     Holdings     Inc               Morgan    Stanley                6,683
       6,249    Luminex    Corp                    Bank   of  America    Merrill    Lynch        7,225
      50,032     Luminex    Corp                                        58,065
                                   HSBC
      12,984     Luminex    Corp                    Morgan    Stanley                19,022
       8,165    Lumos   Pharma    Inc                  Bank   of  America    Merrill    Lynch        1,470
           Luna   Innovations      Inc                Bank   of  America    Merrill    Lynch
      (8,214)                                                (22,424)
           Luna   Innovations      Inc                Goldman    Sachs
      (24,456)                                                 (66,765)
           Luna   Innovations      Inc
      (57,850)                             HSBC                   (203,948)
           Luna   Innovations      Inc                Morgan    Stanley
      (10,999)                                                 (24,638)
      46,275     Luther    Burbank    Corp                 Bank   of  America    Merrill    Lynch
                                                      (24,063)
      21,960     Luther    Burbank    Corp                 Goldman    Sachs
                                                      (11,419)
       8,024    Luther    Burbank    Corp
                                   HSBC                     (536)
      14,848     Luther    Burbank    Corp                 Morgan    Stanley                3,860
           Lydall    Inc                     Bank   of  America    Merrill    Lynch
      (5,156)                                                (18,768)
           Lydall    Inc
      (6,715)                             HSBC                   (32,624)
           Lydall    Inc                     Morgan    Stanley
      (3,079)                                                 (7,390)
                                216/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
       8,056    Lyft   Inc  ’A’                    Bank   of  America    Merrill    Lynch
                                                       (8,988)
      12,008     Lyft   Inc  ’A’                                       10,030
                                   HSBC
      11,770     Lyft   Inc  ’A’                    Morgan    Stanley
                                                       (7,180)
       6,167    Lyra   Therapeutics       Inc               Bank   of  America    Merrill    Lynch       10,176
       8,418    Lyra   Therapeutics       Inc               Goldman    Sachs               12,806
      15,070     Lyra   Therapeutics       Inc                                   22,606
                                   HSBC
      12,477     Lyra   Therapeutics       Inc               Morgan    Stanley                17,717
           M&T  Bank   Corp                    Bank   of  America    Merrill    Lynch       16,180
      (2,369)
       2,566    M&T  Bank   Corp                    Bank   of  America    Merrill    Lynch
                                                      (17,526)
           M&T  Bank   Corp                    Barclays     Bank
      (9,548)                                                (11,935)
       8,376    M&T  Bank   Corp                    Barclays     Bank               2,782
           M&T  Bank   Corp                    Goldman    Sachs               62,932
      (9,214)
           M&T  Bank   Corp                                        2,175
       (568)                            HSBC
           M&T  Bank   Corp                    Morgan    Stanley
      (9,538)                                                (11,923)
       5,438    M&T  Bank   Corp                    Morgan    Stanley                6,798
           M/I  Homes   Inc                   Bank   of  America    Merrill    Lynch         122
       (517)
           M/I  Homes   Inc                   Goldman    Sachs
      (6,532)                                                 (6,532)
           M/I  Homes   Inc
      (25,985)                             HSBC                   (108,617)
           M/I  Homes   Inc                   Morgan    Stanley                2,319
      (17,841)
      105,031     Macatawa     Bank   Corp                 Bank   of  America    Merrill    Lynch
                                                       (6,302)
      62,005     Macatawa     Bank   Corp                 Goldman    Sachs
                                                       (3,720)
      137,839     Macatawa     Bank   Corp                                     52,809
                                   HSBC
      113,607     Macatawa     Bank   Corp                 Morgan    Stanley                22,721
      52,924     Macerich     Co  (REIT)                  Bank   of  America    Merrill    Lynch       94,205
      26,570     Macerich     Co  (REIT)                  Goldman    Sachs               47,295
      44,103     Macerich     Co  (REIT)                                      41,302
                                   HSBC
      33,010     Macerich     Co  (REIT)                  Morgan    Stanley                24,427
           Mack-Cali     Realty    Corp   (REIT)             Morgan    Stanley                23,977
      (64,804)
       3,786    Mackinac     Financial     Corp               Bank   of  America    Merrill    Lynch
                                                        (510)
      11,133     Mackinac     Financial     Corp               Goldman    Sachs
                                                       (1,395)
      18,026     Mackinac     Financial     Corp
                                   HSBC                    (1,878)
      17,797     Mackinac     Financial     Corp               Morgan    Stanley
                                                       (3,737)
           MACOM   Technology      Solutions     Holdings     Inc
      (22,201)                             HSBC                   (55,502)
           MACOM   Technology      Solutions     Holdings     Inc      Morgan    Stanley
      (25,189)                                                 (45,844)
           Macquarie     Infrastructure        Corp
       (751)                            HSBC                    (2,719)
           Macquarie     Infrastructure        Corp            Morgan    Stanley                7,107
      (15,793)
           MacroGenics      Inc
      (22,182)                             HSBC                   (26,618)
           Madison    Square    Garden    Entertainment       Corp      Bank   of  America    Merrill    Lynch       21,194
      (5,811)
           Madison    Square    Garden    Entertainment       Corp      Barclays     Bank               8,520
      (3,203)
           Madison    Square    Garden    Entertainment       Corp      Goldman    Sachs                5,645
      (1,590)
           Madison    Square    Garden    Entertainment       Corp                          21,492
      (3,764)                             HSBC
           Madison    Square    Garden    Entertainment       Corp      Morgan    Stanley                16,386
      (6,160)
           Madison    Square    Garden    Sports    Corp          Morgan    Stanley                2,113
      (13,203)
           Madrigal     Pharmaceuticals        Inc            Goldman    Sachs                2,513
       (952)
           Madrigal     Pharmaceuticals        Inc
      (3,392)                             HSBC                   (17,808)
                                217/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
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                                                    （米ドル）
           米国（続き）
           Madrigal     Pharmaceuticals        Inc            Morgan    Stanley
      (1,214)                                                 (6,374)
           Magellan     Health    Inc                Bank   of  America    Merrill    Lynch        6,748
      (2,171)
           Magellan     Health    Inc                Goldman    Sachs               21,657
      (4,384)
           Magellan     Health    Inc
      (4,890)                             HSBC                    (9,660)
           Magellan     Health    Inc                Morgan    Stanley
      (6,419)                                                 (1,476)
      11,616     Magenta    Therapeutics       Inc              Bank   of  America    Merrill    Lynch        1,162
      12,290     Magenta    Therapeutics       Inc              Goldman    Sachs                1,229
      29,957     Magenta    Therapeutics       Inc                                 13,523
                                   HSBC
           Magnite    Inc
      (7,242)                             HSBC                   (61,629)
           Magnite    Inc                    Morgan    Stanley
      (10,397)                                                 (29,631)
      36,843     Magnolia     Oil  & Gas  Corp   ’A’            Bank   of  America    Merrill    Lynch       28,738
           Magnolia     Oil  & Gas  Corp   ’A’            Barclays     Bank
      (1,592)                                                   －
           Magnolia     Oil  & Gas  Corp   ’A’            Goldman    Sachs
      (14,892)                                                 (11,616)
      79,094     Magnolia     Oil  & Gas  Corp   ’A’            Goldman    Sachs               61,693
           Magnolia     Oil  & Gas  Corp   ’A’
      (12,152)                             HSBC                   (19,929)
      80,827     Magnolia     Oil  & Gas  Corp   ’A’                                74,262
                                   HSBC
           Magnolia     Oil  & Gas  Corp   ’A’            Morgan    Stanley
      (85,231)                                                   －
      27,276     Magnolia     Oil  & Gas  Corp   ’A’            Morgan    Stanley
                                                         －
           MainStreet      Bancshares      Inc             Bank   of  America    Merrill    Lynch         72
       (224)
           MainStreet      Bancshares      Inc             Goldman    Sachs                 463
      (2,036)
           MainStreet      Bancshares      Inc
      (2,323)                             HSBC                     (639)
           MainStreet      Bancshares      Inc             Morgan    Stanley
      (25,082)                                                 (6,898)
       1,093    Malibu    Boats   Inc  ’A’                Bank   of  America    Merrill    Lynch         940
       4,864    Malibu    Boats   Inc  ’A’                                   24,769
                                   HSBC
       9,511    Malibu    Boats   Inc  ’A’                Morgan    Stanley
                                                      (24,158)
           Malvern    Bancorp    Inc                Goldman    Sachs
      (1,994)                                                 (2,173)
           Malvern    Bancorp    Inc
      (12,603)                             HSBC                   (11,380)
           Mammoth    Energy    Services     Inc
      (26,980)                             HSBC                    (8,364)
           Mammoth    Energy    Services     Inc            Morgan    Stanley                5,151
      (28,616)
        201   Manhattan     Associates      Inc                                   947
                                   HSBC
       5,836    Manhattan     Associates      Inc              Morgan    Stanley                20,893
           Manhattan     Associates      Inc              Morgan    Stanley
      (4,517)                                                (16,171)
           Manitowoc     Co  Inc                  Goldman    Sachs                7,846
      (18,680)
           Manitowoc     Co  Inc
      (10,271)                             HSBC                   (12,531)
           Manitowoc     Co  Inc                  Morgan    Stanley                4,456
      (9,688)
           MannKind     Corp                    Goldman    Sachs
     (123,566)                                                 (25,331)
           MannKind     Corp
     (155,688)                              HSBC                   (26,012)
           ManpowerGroup       Inc                 Bank   of  America    Merrill    Lynch        2,093
      (1,096)
           ManpowerGroup       Inc                 Barclays     Bank
      (6,520)                                                 (1,174)
           ManpowerGroup       Inc                 Morgan    Stanley
      (6,254)                                                 (1,126)
        666   ManTech    International       Corp   ’A’           Bank   of  America    Merrill    Lynch
                                                        (363)
       2,603    ManTech    International       Corp   ’A’           Goldman    Sachs
                                                       (1,419)
      18,686     ManTech    International       Corp   ’A’                              56,592
                                   HSBC
      16,654     ManTech    International       Corp   ’A’           Morgan    Stanley                4,247
      91,878     Marathon     Oil  Corp                  Bank   of  America    Merrill    Lynch       67,071
                                218/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
      44,476     Marathon     Oil  Corp                  Barclays     Bank               1,779
           Marathon     Oil  Corp                  Barclays     Bank
      (12,710)                                                  (508)
      64,238     Marathon     Oil  Corp                  Goldman    Sachs               46,894
      61,392     Marathon     Oil  Corp                                     68,759
                                   HSBC
           Marathon     Oil  Corp
      (33,187)                             HSBC                   (37,169)
      104,733     Marathon     Oil  Corp                  Morgan    Stanley                4,189
           Marathon     Oil  Corp                  Morgan    Stanley
      (5,434)                                                  (217)
      27,308     Marathon     Patent    Group   Inc                                 12,952
                                   HSBC
           Marathon     Petroleum     Corp               Bank   of  America    Merrill    Lynch
      (13,561)                                                 (2,577)
           Marathon     Petroleum     Corp               Barclays     Bank               1,574
      (5,245)
      12,397     Marathon     Petroleum     Corp               Barclays     Bank
                                                       (3,719)
           Marathon     Petroleum     Corp               Goldman    Sachs
      (17,610)                                                 (3,346)
       1,257    Marathon     Petroleum     Corp               Goldman    Sachs
                                                        (983)
        817   Marathon     Petroleum     Corp               Morgan    Stanley
                                                       (1,101)
      84,751     Marchex    Inc  ’B’                  Bank   of  America    Merrill    Lynch       26,273
      79,312     Marchex    Inc  ’B’                  Goldman    Sachs               24,587
      66,751     Marchex    Inc  ’B’                  Morgan    Stanley                6,008
      10,074     Marcus    & Millichap     Inc               Bank   of  America    Merrill    Lynch        6,951
      12,223     Marcus    & Millichap     Inc               Goldman    Sachs                8,434
      100,660     Marcus    & Millichap     Inc                                  56,125
                                   HSBC
      39,788     Marcus    & Millichap     Inc               Morgan    Stanley                21,486
      11,948     Marcus    Corp                                        16,622
                                   HSBC
      38,445     Marcus    Corp                     Morgan    Stanley                8,842
       1,262    Marin   Software     Inc                 Bank   of  America    Merrill    Lynch         467
       3,434    Marin   Software     Inc                 Goldman    Sachs                1,271
        521   Marin   Software     Inc                 Morgan    Stanley                  26
           Marine    Products     Corp                Bank   of  America    Merrill    Lynch       12,311
      (23,229)
           Marine    Products     Corp                Goldman    Sachs                6,999
      (13,206)
           Marine    Products     Corp                                    7,429
      (25,938)                             HSBC
           Marine    Products     Corp                Morgan    Stanley                5,784
      (9,973)
           MarineMax     Inc                   Bank   of  America    Merrill    Lynch
      (2,023)                                                 (4,572)
           MarineMax     Inc                   Goldman    Sachs
      (8,347)                                                (18,864)
           MarineMax     Inc                                       2,041
      (9,718)                             HSBC
           Marinus    Pharmaceuticals        Inc            Bank   of  America    Merrill    Lynch
      (7,909)                                                 (4,271)
           Marinus    Pharmaceuticals        Inc            Goldman    Sachs
      (8,832)                                                 (4,769)
           Marinus    Pharmaceuticals        Inc
      (6,345)                             HSBC                     (218)
        295   Markel    Corp                     Bank   of  America    Merrill    Lynch
                                                      (21,860)
        303   Markel    Corp                     Goldman    Sachs
                                                      (21,307)
        696   Markel    Corp
                                   HSBC                   (23,142)
        471   Markel    Corp                     Morgan    Stanley
                                                       (2,002)
           Markel    Corp                     Morgan    Stanley                3,957
       (931)
       8,686    Marker    Therapeutics       Inc              Bank   of  America    Merrill    Lynch        2,432
      14,606     Marker    Therapeutics       Inc              Goldman    Sachs                4,090
      30,973     Marker    Therapeutics       Inc                                  5,616
                                   HSBC
      16,257     Marker    Therapeutics       Inc              Morgan    Stanley                1,463
                                219/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
        295   MarketAxess      Holdings     Inc              Bank   of  America    Merrill    Lynch        1,723
         3  MarketAxess      Holdings     Inc              Goldman    Sachs                  18
        91   MarketAxess      Holdings     Inc                                   612
                                   HSBC
        632   MarketAxess      Holdings     Inc              Morgan    Stanley                5,005
           Marlin    Business     Services     Corp            Bank   of  America    Merrill    Lynch        3,776
      (16,418)
           Marlin    Business     Services     Corp            Morgan    Stanley
      (25,127)                                                 (12,564)
           Marriott     International       Inc  ’A’           Bank   of  America    Merrill    Lynch
      (5,406)                                                (22,079)
           Marriott     International       Inc  ’A’           Barclays     Bank
      (11,041)                                                 (50,457)
           Marriott     International       Inc  ’A’           Goldman    Sachs
      (10,286)                                                 (40,115)
        574   Marriott     Vacations     Worldwide     Corp          Barclays     Bank
                                                        (201)
           Marriott     Vacations     Worldwide     Corp
      (4,213)                             HSBC                   (11,544)
           Marriott     Vacations     Worldwide     Corp          Morgan    Stanley                4,410
      (12,600)
       1,305    Marriott     Vacations     Worldwide     Corp          Morgan    Stanley
                                                        (457)
       3,706    Marsh   & McLennan     Cos  Inc              Bank   of  America    Merrill    Lynch
                                                       (5,255)
      15,924     Marsh   & McLennan     Cos  Inc              Barclays     Bank               11,784
      11,822     Marsh   & McLennan     Cos  Inc              Goldman    Sachs
                                                      (17,163)
       8,267    Marsh   & McLennan     Cos  Inc                                 25,784
                                   HSBC
       8,923    Marsh   & McLennan     Cos  Inc              Morgan    Stanley                6,604
       4,827    Marten    Transport     Ltd                Goldman    Sachs
                                                       (4,972)
      43,556     Marten    Transport     Ltd                                   21,414
                                   HSBC
      25,442     Marten    Transport     Ltd                Morgan    Stanley
                                                       (5,343)
       1,900    Martin    Marietta     Materials     Inc           Bank   of  America    Merrill    Lynch
                                                       (9,652)
       2,659    Martin    Marietta     Materials     Inc           Goldman    Sachs
                                                      (13,508)
           Martin    Marietta     Materials     Inc           Goldman    Sachs                4,013
       (790)
        270   Martin    Marietta     Materials     Inc                                479
                                   HSBC
           Martin    Marietta     Materials     Inc
      (1,189)                             HSBC                    (5,588)
       3,368    Martin    Marietta     Materials     Inc           Morgan    Stanley
                                                       (2,560)
           Martin    Marietta     Materials     Inc           Morgan    Stanley                3,059
      (4,025)
       2,729    Masco   Corp                     Bank   of  America    Merrill    Lynch
                                                       (4,175)
       5,384    Masco   Corp                     Barclays     Bank
                                                       (7,753)
       3,375    Masco   Corp                     Goldman    Sachs
                                                       (5,062)
           Masco   Corp                     Morgan    Stanley                25,926
      (18,004)
      10,035     Masco   Corp                     Morgan    Stanley
                                                      (14,450)
        192   Masimo    Corp                     Bank   of  America    Merrill    Lynch         705
       5,200    Masimo    Corp                     Morgan    Stanley                33,594
       1,652    MasTec    Inc                     Barclays     Bank
                                                       (1,156)
      20,154     MasTec    Inc                     Goldman    Sachs               20,154
       8,330    MasTec    Inc                                         1,118
                                   HSBC
      41,933     MasTec    Inc                     Morgan    Stanley
                                                      (29,353)
       6,213    Mastech    Digital    Inc                Bank   of  America    Merrill    Lynch        2,050
        934   Mastech    Digital    Inc                Goldman    Sachs                 308
        838   Mastech    Digital    Inc                                     478
                                   HSBC
       1,220    Mastech    Digital    Inc                Morgan    Stanley                  720
           Mastercard      Inc  ’A’                 Barclays     Bank
       (502)                                                (1,883)
       3,008    Mastercard      Inc  ’A’                 Goldman    Sachs                1,023
                                220/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           Mastercard      Inc  ’A’                 Goldman    Sachs
      (1,575)                                                  (356)
       8,388    Mastercard      Inc  ’A’                 Morgan    Stanley                31,455
           Mastercard      Inc  ’A’                 Morgan    Stanley
      (1,653)                                                 (6,199)
           MasterCraft      Boat   Holdings     Inc           Bank   of  America    Merrill    Lynch        3,157
      (3,629)
           MasterCraft      Boat   Holdings     Inc           Goldman    Sachs                3,724
      (4,280)
           MasterCraft      Boat   Holdings     Inc
      (22,742)                             HSBC                    (8,239)
           MasterCraft      Boat   Holdings     Inc           Morgan    Stanley                3,926
      (4,674)
      32,217     Matador    Resources     Co               Goldman    Sachs               67,011
       9,638    Matador    Resources     Co                                   24,770
                                   HSBC
           Match   Group   Inc                  Barclays     Bank                199
      (3,043)
           Match   Group   Inc                  Goldman    Sachs
       (437)                                                (1,451)
       2,577    Match   Group   Inc                  Goldman    Sachs                8,556
           Match   Group   Inc                  Morgan    Stanley                  47
       (590)
       2,476    Match   Group   Inc                  Morgan    Stanley
                                                        (198)
      12,344     Materion     Corp                    Goldman    Sachs
                                                      (15,430)
       2,080    Materion     Corp
                                   HSBC                     (571)
      12,485     Materion     Corp                    Morgan    Stanley
                                                      (10,113)
      22,810     Matrix    Service    Co                 Bank   of  America    Merrill    Lynch        7,071
      29,111     Matrix    Service    Co                 Goldman    Sachs                9,024
      29,863     Matrix    Service    Co                                    14,814
                                   HSBC
      22,684     Matrix    Service    Co                 Morgan    Stanley
                                                       (4,764)
           Matson    Inc                                         9,391
      (27,621)                             HSBC
           Matson    Inc                     Morgan    Stanley                5,801
      (5,578)
           Mattel    Inc                     Bank   of  America    Merrill    Lynch
      (4,524)                                                 (6,243)
       2,873    Mattel    Inc                     Bank   of  America    Merrill    Lynch        3,965
           Mattel    Inc                     Barclays     Bank
      (5,500)                                                 (1,485)
       4,656    Mattel    Inc                     Goldman    Sachs                6,425
           Mattel    Inc
      (18,258)                             HSBC                   (40,168)
       8,059    Matthews     International       Corp   ’A’          Goldman    Sachs                8,704
      40,845     Matthews     International       Corp   ’A’                             141,355
                                   HSBC
      34,089     Matthews     International       Corp   ’A’          Morgan    Stanley
                                                      (26,930)
           Maui   Land   & Pineapple     Co  Inc            Bank   of  America    Merrill    Lynch
      (63,393)                                                 (46,911)
           Maui   Land   & Pineapple     Co  Inc            Goldman    Sachs
      (1,410)                                                 (1,043)
           Maxar   Technologies       Inc               Bank   of  America    Merrill    Lynch
      (2,337)                                                 (6,076)
           Maxar   Technologies       Inc               Goldman    Sachs
      (3,382)                                                 (8,793)
           Maxar   Technologies       Inc
      (7,411)                             HSBC                    (3,706)
       5,734    Maxim   Integrated      Products     Inc                               12,099
                                   HSBC
           MAXIMUS    Inc                    Bank   of  America    Merrill    Lynch        8,972
      (6,838)
       3,830    MAXIMUS    Inc                    Bank   of  America    Merrill    Lynch
                                                       (6,051)
           MAXIMUS    Inc                    Barclays     Bank
      (17,460)                                                 (34,221)
           MAXIMUS    Inc                    Goldman    Sachs               21,916
      (13,871)
       6,058    MAXIMUS    Inc                    Goldman    Sachs
                                                       (9,572)
           MAXIMUS    Inc
      (3,944)                             HSBC                     (197)
      39,819     MAXIMUS    Inc                                        62,471
                                   HSBC
           MAXIMUS    Inc                    Morgan    Stanley
      (25,599)                                                 (50,174)
                                221/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
      45,730     MAXIMUS    Inc                    Morgan    Stanley                78,371
      11,876     MaxLinear     Inc                   Goldman    Sachs               41,566
       2,236    MaxLinear     Inc                                        559
                                   HSBC
      22,173     MaxLinear     Inc                   Morgan    Stanley                5,543
       4,931    Mayville     Engineering      Co  Inc            Bank   of  America    Merrill    Lynch
                                                       (2,811)
      12,613     Mayville     Engineering      Co  Inc                                12,739
                                   HSBC
      12,815     Mayville     Engineering      Co  Inc            Morgan    Stanley
                                                       (1,153)
           MBIA   Inc                      Goldman    Sachs
      (14,970)                                                 (8,084)
           MBIA   Inc
      (35,403)                             HSBC                    (3,540)
           MBIA   Inc                      Morgan    Stanley
     (180,855)                                                  (5,426)
       2,794    McCormick     & Co  Inc                 Bank   of  America    Merrill    Lynch        4,666
           McCormick     & Co  Inc                 Bank   of  America    Merrill    Lynch         116
       (917)
       1,833    McCormick     & Co  Inc                 Barclays     Bank               5,224
           McCormick     & Co  Inc                 Barclays     Bank
      (2,896)                                                 (8,254)
       4,127    McCormick     & Co  Inc                 Goldman    Sachs                6,892
           McCormick     & Co  Inc                 Goldman    Sachs
      (6,133)                                                (10,242)
       4,321    McCormick     & Co  Inc                                    32,537
                                   HSBC
       8,750    McCormick     & Co  Inc                 Morgan    Stanley                24,938
      13,249     McDonald’s      Corp                  Barclays     Bank
                                                      (14,839)
      13,144     McDonald’s      Corp                  Morgan    Stanley
                                                      (14,721)
      25,381     McGrath    RentCorp                    Bank   of  America    Merrill    Lynch
                                                      (15,990)
       7,086    McGrath    RentCorp                                        14,172
                                   HSBC
      13,693     McGrath    RentCorp                    Morgan    Stanley
                                                      (17,116)
       1,172    McKesson     Corp                    Bank   of  America    Merrill    Lynch
                                                       (1,753)
       6,557    McKesson     Corp                    Barclays     Bank               53,899
       3,638    McKesson     Corp                    Goldman    Sachs
                                                        (909)
       1,729    McKesson     Corp                                        9,284
                                   HSBC
       3,964    McKesson     Corp                    Morgan    Stanley                32,584
      10,593     MDC  Holdings     Inc                  Barclays     Bank
                                                        (742)
      10,839     MDC  Holdings     Inc                  Goldman    Sachs               10,405
      74,298     MDC  Holdings     Inc                                     169,405
                                   HSBC
      58,666     MDC  Holdings     Inc                  Morgan    Stanley
                                                       (4,107)
           MDU  Resources     Group   Inc              Bank   of  America    Merrill    Lynch         299
      (9,965)
           MDU  Resources     Group   Inc              Barclays     Bank
      (14,561)                                                 (6,698)
           MDU  Resources     Group   Inc              Goldman    Sachs                 813
      (27,097)
           MDU  Resources     Group   Inc
      (78,587)                             HSBC                   (25,147)
           MDU  Resources     Group   Inc              Morgan    Stanley
      (64,642)                                                 (29,735)
       8,990    Medallia     Inc                    Bank   of  America    Merrill    Lynch       31,645
       4,527    Medallia     Inc                    Goldman    Sachs               15,935
       7,718    Medallia     Inc                    Morgan    Stanley                3,627
                                                         －
       1,432    MedCath    Corp*                    Morgan    Stanley
                                                         －
       1,716    Media   Genaral    Inc*,π                 Bank   of  America    Merrill    Lynch
                                                         －
       1,127    Media   Genaral    Inc*,π                 Morgan    Stanley
           Medical    Properties      Trust   Inc  (REIT)          Bank   of  America    Merrill    Lynch
      (41,526)                                                 (4,568)
           Medical    Properties      Trust   Inc  (REIT)          Barclays     Bank
      (34,111)                                                 (5,458)
                                222/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           Medical    Properties      Trust   Inc  (REIT)          Goldman    Sachs
      (15,279)                                                 (1,681)
      14,348     Medical    Properties      Trust   Inc  (REIT)          Goldman    Sachs                1,578
           Medical    Properties      Trust   Inc  (REIT)
      (17,711)                             HSBC                    (6,907)
      15,133     Medical    Properties      Trust   Inc  (REIT)                              5,902
                                   HSBC
           Medical    Properties      Trust   Inc  (REIT)          Morgan    Stanley
      (21,586)                                                 (3,454)
      22,619     Medical    Properties      Trust   Inc  (REIT)          Morgan    Stanley                3,619
       8,290    MediciNova      Inc                   Bank   of  America    Merrill    Lynch
                                                       (2,238)
      18,559     MediciNova      Inc
                                   HSBC                    (2,598)
           Medifast     Inc
      (4,252)                             HSBC                   (188,449)
      11,727     MEDNAX    Inc                     Bank   of  America    Merrill    Lynch        1,876
       6,229    MEDNAX    Inc                     Goldman    Sachs                 997
      11,272     MEDNAX    Inc                                         3,654
                                   HSBC
      18,340     MEDNAX    Inc                     Morgan    Stanley
                                                       (7,703)
           Medpace    Holdings     Inc                Barclays     Bank                697
       (266)
           Medpace    Holdings     Inc                Goldman    Sachs
      (2,721)                                                 (7,020)
       7,173    Medpace    Holdings     Inc                Goldman    Sachs               18,506
           Medpace    Holdings     Inc
      (1,292)                             HSBC                    (6,848)
       5,135    Medpace    Holdings     Inc                                   14,507
                                   HSBC
           Medpace    Holdings     Inc                Morgan    Stanley                9,052
      (3,455)
       3,514    Medpace    Holdings     Inc                Morgan    Stanley
                                                       (9,207)
      66,497     MEI  Pharma    Inc                                      17,954
                                   HSBC
           MercadoLibre       Inc                  Bank   of  America    Merrill    Lynch
        (43)                                               (7,173)
           MercadoLibre       Inc                  Barclays     Bank
       (113)                                                (6,005)
           MercadoLibre       Inc                  Goldman    Sachs
       (598)                                               (134,898)
           MercadoLibre       Inc                  Morgan    Stanley
        (86)                                               (6,900)
      114,624     Mercantile      Bank   Corp                Bank   of  America    Merrill    Lynch       103,162
       5,032    Mercantile      Bank   Corp                Goldman    Sachs                4,529
       8,872    Mercantile      Bank   Corp                                    8,767
                                   HSBC
       6,253    Mercantile      Bank   Corp                Morgan    Stanley                9,505
       9,881    Merchants     Bancorp                   Bank   of  America    Merrill    Lynch
                                                       (2,174)
       7,575    Merchants     Bancorp                   Goldman    Sachs
                                                       (1,667)
      41,913     Merchants     Bancorp                                      150,910
                                   HSBC
      28,271     Merchants     Bancorp                   Morgan    Stanley                13,570
        410   Merck   & Co  Inc                   Goldman    Sachs
                                                        (692)
           Merck   & Co  Inc                   Goldman    Sachs
      (33,273)                                                 (1,487)
      14,801     Merck   & Co  Inc
                                   HSBC                    (8,437)
      19,960     Merck   & Co  Inc                   Morgan    Stanley
                                                       (6,986)
       2,799    Mercury    General    Corp                Bank   of  America    Merrill    Lynch
                                                       (1,064)
           Mercury    General    Corp                Bank   of  America    Merrill    Lynch        1,851
      (4,871)
        439   Mercury    General    Corp                Barclays     Bank                255
       5,900    Mercury    General    Corp                Goldman    Sachs
                                                       (2,242)
           Mercury    General    Corp                Goldman    Sachs                7,697
      (20,255)
       3,052    Mercury    General    Corp                                    10,133
                                   HSBC
           Mercury    General    Corp
      (2,411)                             HSBC                    (8,005)
        566   Mercury    General    Corp                Morgan    Stanley                  328
                                223/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           Mercury    General    Corp                Morgan    Stanley
       (669)                                                 (388)
           Mercury    Systems    Inc                Bank   of  America    Merrill    Lynch
       (960)                                                (1,690)
           Mercury    Systems    Inc                Barclays     Bank
       (309)                                                 (65)
           Mercury    Systems    Inc                Morgan    Stanley
      (3,117)                                                  (655)
      30,684     Meredith     Corp                                       167,535
                                   HSBC
      24,058     Meredith     Corp                    Morgan    Stanley
                                                       (5,533)
      105,754     Meridian     Bancorp    Inc                Bank   of  America    Merrill    Lynch
                                                      (26,439)
      25,573     Meridian     Bancorp    Inc                Goldman    Sachs
                                                       (6,393)
      85,332     Meridian     Bancorp    Inc                                   18,159
                                   HSBC
      35,498     Meridian     Bancorp    Inc                Morgan    Stanley
                                                       (1,420)
       1,555    Meridian     Bioscience      Inc              Bank   of  America    Merrill    Lynch        1,089
      11,869     Meridian     Bioscience      Inc                                  35,844
                                   HSBC
       5,139    Meridian     Corp                    Bank   of  America    Merrill    Lynch         206
       2,358    Meridian     Corp                    Goldman    Sachs                 205
      26,520     Meridian     Corp                                         78
                                   HSBC
       8,803    Meridian     Corp                    Morgan    Stanley
                                                       (1,056)
       5,323    Merit   Medical    Systems    Inc             Goldman    Sachs               18,843
           Merit   Medical    Systems    Inc
      (1,946)                             HSBC                    (3,075)
       3,038    Merit   Medical    Systems    Inc                                 6,308
                                   HSBC
           Merit   Medical    Systems    Inc             Morgan    Stanley
      (7,077)                                                 (2,618)
       5,887    Merit   Medical    Systems    Inc             Morgan    Stanley                2,178
           Meritage     Homes   Corp                 Bank   of  America    Merrill    Lynch        5,530
      (5,536)
       3,474    Meritage     Homes   Corp                 Bank   of  America    Merrill    Lynch
                                                       (1,668)
           Meritage     Homes   Corp                 Barclays     Bank               13,778
      (4,974)
           Meritage     Homes   Corp                 Goldman    Sachs                6,562
      (9,282)
       4,030    Meritage     Homes   Corp                 Goldman    Sachs
                                                       (1,934)
           Meritage     Homes   Corp
       (518)                            HSBC                    (3,160)
      10,354     Meritage     Homes   Corp                                    63,159
                                   HSBC
           Meritage     Homes   Corp                 Morgan    Stanley                21,457
      (7,746)
      10,781     Meritage     Homes   Corp                 Morgan    Stanley
                                                      (29,863)
           Meritor    Inc                    Bank   of  America    Merrill    Lynch
      (4,165)                                                  (583)
           Meritor    Inc
      (29,652)                             HSBC                    (6,611)
           Meritor    Inc                    Morgan    Stanley
      (42,783)                                                 (21,392)
           Mersana    Therapeutics       Inc              Bank   of  America    Merrill    Lynch
      (3,372)                                                 (6,845)
           Mersana    Therapeutics       Inc
      (7,056)                             HSBC                   (19,335)
           Mersana    Therapeutics       Inc              Morgan    Stanley
      (5,163)                                                 (9,965)
           Mesa   Air  Group   Inc                 Bank   of  America    Merrill    Lynch
      (12,717)                                                 (21,873)
           Mesa   Air  Group   Inc                 Goldman    Sachs
      (10,972)                                                 (18,872)
           Mesa   Air  Group   Inc
      (20,589)                             HSBC                   (55,179)
           Mesa   Air  Group   Inc                 Morgan    Stanley
      (66,306)                                                 (64,980)
           Mesa   Laboratories       Inc               Goldman    Sachs               35,488
      (2,239)
           Mesa   Laboratories       Inc
       (752)                            HSBC                     (30)
           Mesa   Laboratories       Inc               Morgan    Stanley                26,528
      (3,639)
           Meta   Financial     Group   Inc              Morgan    Stanley                23,844
      (61,139)
       8,831    Metacrine     Inc                   Bank   of  America    Merrill    Lynch
                                                      (18,192)
                                224/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
       9,655    Metacrine     Inc                   Goldman    Sachs
                                                      (19,573)
      13,603     Metacrine     Inc
                                   HSBC                   (13,697)
       5,351    Metacrine     Inc                   Morgan    Stanley
                                                       (4,227)
           Methode    Electronics      Inc              Goldman    Sachs               18,104
      (9,052)
           Methode    Electronics      Inc
      (16,067)                             HSBC                    (8,034)
           Methode    Electronics      Inc              Morgan    Stanley                6,375
      (15,178)
      28,936     MetLife    Inc                    Bank   of  America    Merrill    Lynch       24,390
      23,036     MetLife    Inc                    Barclays     Bank
                                                       (7,832)
      10,635     MetLife    Inc                    Goldman    Sachs                8,274
      25,675     MetLife    Inc                                        46,484
                                   HSBC
      33,437     MetLife    Inc                    Morgan    Stanley
                                                      (11,369)
           Metrocity     Bankshares      Inc              Goldman    Sachs               13,365
      (25,702)
           Metrocity     Bankshares      Inc                                 10,888
      (41,863)                             HSBC
           Metropolitan       Bank   Holding    Corp           Bank   of  America    Merrill    Lynch        6,786
      (3,645)
           Metropolitan       Bank   Holding    Corp           Goldman    Sachs                2,582
      (2,568)
           Metropolitan       Bank   Holding    Corp
      (5,020)                             HSBC                    (5,652)
           Metropolitan       Bank   Holding    Corp           Morgan    Stanley
      (1,544)                                                  (448)
           Mettler-Toledo        International       Inc          Bank   of  America    Merrill    Lynch         480
        (27)
        21   Mettler-Toledo        International       Inc          Barclays     Bank
                                                        (182)
           Mettler-Toledo        International       Inc          Barclays     Bank               3,255
       (375)
        48   Mettler-Toledo        International       Inc          Goldman    Sachs
                                                       (2,781)
       1,017    Mettler-Toledo        International       Inc
                                   HSBC                   (50,423)
           Mettler-Toledo        International       Inc          Morgan    Stanley                3,116
       (359)
           MFA  Financial     Inc  (REIT)               Bank   of  America    Merrill    Lynch
      (44,300)                                                 (11,961)
      306,548     MFA  Financial     Inc  (REIT)                                   3,065
                                   HSBC
           MGE  Energy    Inc                   Bank   of  America    Merrill    Lynch       25,119
      (6,997)
           MGE  Energy    Inc
      (40,642)                             HSBC                    (1,860)
           MGE  Energy    Inc                   Morgan    Stanley                19,055
      (41,423)
           MGIC   Investment      Corp                Barclays     Bank               2,119
      (6,352)
           MGIC   Investment      Corp                Goldman    Sachs
      (8,850)                                                  (575)
           MGIC   Investment      Corp
      (6,655)                             HSBC                    (6,089)
           MGIC   Investment      Corp                Morgan    Stanley                4,284
      (29,541)
      10,583     MGM  Growth    Properties      LLC  ’A’   (REIT)        Bank   of  America    Merrill    Lynch
                                                       (4,233)
      12,307     MGM  Growth    Properties      LLC  ’A’   (REIT)        Barclays     Bank
                                                       (3,686)
      10,094     MGM  Growth    Properties      LLC  ’A’   (REIT)        Goldman    Sachs
                                                       (4,970)
      13,433     MGM  Growth    Properties      LLC  ’A’   (REIT)                            20,418
                                   HSBC
      14,647     MGM  Growth    Properties      LLC  ’A’   (REIT)        Morgan    Stanley
                                                       (4,540)
       2,755    MGM  Resorts    International                  Barclays     Bank               6,640
      14,388     MGM  Resorts    International                  Goldman    Sachs               29,495
      61,079     MGM  Resorts    International                  Morgan    Stanley               147,200
           MGP  Ingredients      Inc                Bank   of  America    Merrill    Lynch
      (6,322)                                                 (4,651)
           MGP  Ingredients      Inc                Goldman    Sachs
      (1,396)                                                 (1,291)
           MGP  Ingredients      Inc
      (11,401)                             HSBC                   (54,083)
           MGP  Ingredients      Inc                Morgan    Stanley
       (589)                                                 (277)
           Michaels     Cos  Inc                  Bank   of  America    Merrill    Lynch
      (68,590)                                                (139,924)
                                225/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           Microchip     Technology      Inc              Bank   of  America    Merrill    Lynch
       (506)                                                (1,191)
           Microchip     Technology      Inc              Barclays     Bank
      (2,192)                                                 (1,216)
       3,185    Microchip     Technology      Inc              Barclays     Bank               5,128
           Microchip     Technology      Inc              Morgan    Stanley
      (19,139)                                                 (30,814)
       3,494    Microchip     Technology      Inc              Morgan    Stanley                5,625
           Micron    Technology      Inc               Bank   of  America    Merrill    Lynch
       (701)                                                (1,893)
           Micron    Technology      Inc               Barclays     Bank
      (1,391)                                                 (1,379)
           Micron    Technology      Inc               Goldman    Sachs
      (3,594)                                                 (9,048)
           Micron    Technology      Inc
      (22,349)                             HSBC                   (192,201)
           Micron    Technology      Inc               Morgan    Stanley
      (19,290)                                                 (7,331)
       1,225    Microsoft     Corp                   Bank   of  America    Merrill    Lynch
                                                        (211)
           Microsoft     Corp                   Bank   of  America    Merrill    Lynch       29,001
      (9,325)
       1,005    Microsoft     Corp                   Barclays     Bank               4,030
           Microsoft     Corp                   Goldman    Sachs                2,199
       (707)
       3,913    Microsoft     Corp
                                   HSBC                   (10,994)
       7,470    Microsoft     Corp                   Morgan    Stanley                29,955
       2,751    MicroStrategy       Inc  ’A’               Goldman    Sachs               291,468
       3,677    MicroStrategy       Inc  ’A’                                  459,165
                                   HSBC
       2,369    Mid  Penn   Bancorp    Inc                Bank   of  America    Merrill    Lynch         687
       1,731    Mid  Penn   Bancorp    Inc                Goldman    Sachs                 502
       8,628    Mid  Penn   Bancorp    Inc                                   12,817
                                   HSBC
       6,187    Mid  Penn   Bancorp    Inc                Morgan    Stanley                6,496
           Mid-America      Apartment     Communities      Inc  (REIT)     Bank   of  America    Merrill    Lynch       60,109
      (7,508)
           Mid-America      Apartment     Communities      Inc  (REIT)     Barclays     Bank
      (11,603)                                                 (3,945)
           Mid-America      Apartment     Communities      Inc  (REIT)     Goldman    Sachs               68,437
      (9,459)
           Mid-America      Apartment     Communities      Inc  (REIT)                         9,990
      (6,660)                             HSBC
           Mid-America      Apartment     Communities      Inc  (REIT)     Morgan    Stanley
      (19,706)                                                 (6,700)
        325   Middleby     Corp                    Bank   of  America    Merrill    Lynch         124
       1,368    Middleby     Corp                                        1,782
                                   HSBC
       2,602    Middleby     Corp                    Morgan    Stanley
                                                        (599)
           Middlefield      Banc   Corp                Bank   of  America    Merrill    Lynch        5,324
      (3,051)
           Middlefield      Banc   Corp                                     189
      (1,450)                             HSBC
           Middlesex     Water   Co                Bank   of  America    Merrill    Lynch       91,600
      (30,432)
           Middlesex     Water   Co                Goldman    Sachs               34,994
      (11,626)
           Middlesex     Water   Co
      (15,000)                             HSBC                    (2,367)
           Middlesex     Water   Co                Morgan    Stanley                39,306
      (25,196)
           Midland    States    Bancorp    Inc             Goldman    Sachs                1,315
      (18,783)
           Midland    States    Bancorp    Inc
      (12,933)                             HSBC                   (14,873)
           Midland    States    Bancorp    Inc             Morgan    Stanley                3,471
      (16,527)
      24,956     MidWestOne      Financial     Group   Inc           Bank   of  America    Merrill    Lynch
                                                       (4,742)
      33,514     MidWestOne      Financial     Group   Inc           Goldman    Sachs
                                                       (6,368)
      46,240     MidWestOne      Financial     Group   Inc                              12,667
                                   HSBC
                                226/368




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                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
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                                                    （米ドル）
           米国（続き）
      34,662     MidWestOne      Financial     Group   Inc           Morgan    Stanley
                                                       (7,279)
           Milestone     Scientific      Inc              Goldman    Sachs
      (14,809)                                                 (1,925)
           Milestone     Scientific      Inc                                  3,684
      (61,253)                             HSBC
           Millendo     Therapeutics       Inc             Bank   of  America    Merrill    Lynch
      (21,843)                                                 (6,116)
           Millendo     Therapeutics       Inc             Goldman    Sachs
      (39,946)                                                 (11,185)
           Millendo     Therapeutics       Inc
      (64,743)                             HSBC                   (13,357)
           Millendo     Therapeutics       Inc             Morgan    Stanley
      (41,289)                                                 (5,368)
      52,306     Miller    Industries      Inc               Bank   of  America    Merrill    Lynch       73,228
       3,190    Miller    Industries      Inc                                   7,784
                                   HSBC
      15,394     Miller    Industries      Inc               Morgan    Stanley                11,238
           Minerals     Technologies       Inc             Bank   of  America    Merrill    Lynch
      (10,712)                                                 (7,177)
           Minerals     Technologies       Inc             Goldman    Sachs
      (12,057)                                                 (8,078)
           Minerals     Technologies       Inc
      (18,291)                             HSBC                   (20,458)
           Minerals     Technologies       Inc             Morgan    Stanley
      (34,192)                                                 (32,482)
           Minerva    Neurosciences       Inc             Bank   of  America    Merrill    Lynch
      (6,840)                                                 (2,531)
           Minerva    Neurosciences       Inc             Goldman    Sachs
      (39,105)                                                 (11,369)
           Minerva    Neurosciences       Inc
      (93,090)                             HSBC                   (24,992)
           Minerva    Neurosciences       Inc             Morgan    Stanley
      (9,178)                                                  (367)
      51,209     Miragen    Therapeutics       Inc*              Goldman    Sachs                  1
       3,413    Miragen    Therapeutics       Inc              Goldman    Sachs               28,035
       1,884    Miragen    Therapeutics       Inc*,π              Morgan    Stanley
                                                         －
        125   Miragen    Therapeutics       Inc              Morgan    Stanley
                                                         (88)
           Mirati    Therapeutics       Inc              Bank   of  America    Merrill    Lynch
       (214)                                                (1,333)
       1,292    Mirati    Therapeutics       Inc              Bank   of  America    Merrill    Lynch        8,049
           Mirati    Therapeutics       Inc              Goldman    Sachs
       (460)                                                (4,965)
        132   Mirati    Therapeutics       Inc                                   962
                                   HSBC
           Mirati    Therapeutics       Inc              Morgan    Stanley
      (4,683)                                                (49,172)
        296   Mirati    Therapeutics       Inc              Morgan    Stanley                3,108
           Mirum   Pharmaceuticals        Inc             Bank   of  America    Merrill    Lynch
      (4,207)                                                (10,097)
           Mirum   Pharmaceuticals        Inc             Goldman    Sachs
      (6,116)                                                (14,678)
           Mirum   Pharmaceuticals        Inc
      (2,707)                             HSBC                    (5,712)
           Misonix    Inc                    Bank   of  America    Merrill    Lynch
      (22,637)                                                 (41,331)
           Misonix    Inc
      (14,411)                             HSBC                    (2,516)
           Misonix    Inc                    Morgan    Stanley                32,860
      (41,075)
       3,855    Mission    Produce    Inc                Bank   of  America    Merrill    Lynch
                                                       (1,710)
      41,266     Mission    Produce    Inc                Goldman    Sachs
                                                      (17,332)
      36,845     Mission    Produce    Inc
                                   HSBC                   (12,788)
       8,676    Mission    Produce    Inc                Morgan    Stanley
                                                       (2,603)
      53,004     Mistras    Group   Inc                 Bank   of  America    Merrill    Lynch       33,393
      11,188     Mistras    Group   Inc                 Goldman    Sachs                7,048
      29,311     Mistras    Group   Inc                                     20,989
                                   HSBC
      38,707     Mistras    Group   Inc                 Morgan    Stanley                20,128
           Mitek   Systems    Inc                 Bank   of  America    Merrill    Lynch       20,387
      (19,233)
           Mitek   Systems    Inc                 Goldman    Sachs               43,268
      (40,819)
           Mitek   Systems    Inc                                      511
      (20,300)                             HSBC
                                227/368



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                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
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                                                    （米ドル）
           米国（続き）
           Mitek   Systems    Inc                 Morgan    Stanley
      (15,009)                                                 (3,002)
           MKS  Instruments      Inc                Bank   of  America    Merrill    Lynch
      (2,024)                                                (13,126)
           MKS  Instruments      Inc                Barclays     Bank
      (1,105)                                                  (177)
           MKS  Instruments      Inc                Goldman    Sachs
      (4,577)                                                (31,124)
           MKS  Instruments      Inc
      (5,286)                             HSBC                   (59,838)
           MKS  Instruments      Inc                Morgan    Stanley
      (13,929)                                                 (2,229)
           MMA  Capital    Holdings     Inc              Bank   of  America    Merrill    Lynch        4,288
      (3,224)
           MMA  Capital    Holdings     Inc              Goldman    Sachs               11,099
      (8,345)
           MMA  Capital    Holdings     Inc                                 14,665
      (8,304)                             HSBC
           MMA  Capital    Holdings     Inc              Morgan    Stanley
      (2,960)                                                  (237)
           MobileIron      Inc                   Goldman    Sachs
      (72,182)                                                  (361)
           MobileIron      Inc
     (105,584)                              HSBC                    (1,584)
      15,364     Model   N Inc
                                   HSBC                   (12,676)
      12,709     Model   N Inc                    Morgan    Stanley                22,876
       1,024    Moderna    Inc                    Goldman    Sachs               50,330
      14,836     Modine    Manufacturing       Co              Bank   of  America    Merrill    Lynch
                                                       (8,457)
      56,794     Modine    Manufacturing       Co              Goldman    Sachs
                                                      (32,373)
      20,080     Modine    Manufacturing       Co                                 18,674
                                   HSBC
       7,943    Moelis    & Co  ’A’                  Bank   of  America    Merrill    Lynch       12,153
      18,656     Moelis    & Co  ’A’                  Goldman    Sachs               28,071
      21,423     Moelis    & Co  ’A’                                      46,193
                                   HSBC
      16,031     Moelis    & Co  ’A’                  Morgan    Stanley                9,939
       5,633    Mohawk    Group   Holdings     Inc             Bank   of  America    Merrill    Lynch        1,014
      16,635     Mohawk    Group   Holdings     Inc                                 2,609
                                   HSBC
       2,801    Mohawk    Group   Holdings     Inc             Morgan    Stanley                1,120
           Mohawk    Industries      Inc               Bank   of  America    Merrill    Lynch        4,251
       (645)
           Mohawk    Industries      Inc               Barclays     Bank               6,068
      (1,945)
           Mohawk    Industries      Inc               Goldman    Sachs                2,346
      (1,348)
           Mohawk    Industries      Inc
      (3,878)                             HSBC                   (19,972)
           Mohawk    Industries      Inc               Morgan    Stanley                12,858
      (4,121)
           Molecular     Templates     Inc              Bank   of  America    Merrill    Lynch         536
       (864)
           Molecular     Templates     Inc              Goldman    Sachs                3,752
      (6,051)
           Molecular     Templates     Inc                                  2,346
      (17,472)                             HSBC
           Molecular     Templates     Inc              Morgan    Stanley                1,455
      (10,390)
           Molina    Healthcare      Inc               Bank   of  America    Merrill    Lynch       11,205
       (940)
           Molina    Healthcare      Inc               Barclays     Bank                154
      (1,218)
           Molina    Healthcare      Inc               Goldman    Sachs                6,908
       (869)
           Molina    Healthcare      Inc                                     40
       (335)                            HSBC
           Molina    Healthcare      Inc               Morgan    Stanley                  650
      (2,953)
      12,971     Molson    Coors   Beverage     Co  ’B’            Goldman    Sachs               18,808
      26,123     Molson    Coors   Beverage     Co  ’B’                               136,101
                                   HSBC
      30,487     Molson    Coors   Beverage     Co  ’B’            Morgan    Stanley                68,291
           Monarch    Casino    & Resort    Inc            Bank   of  America    Merrill    Lynch
      (6,487)                                                (39,960)
           Monarch    Casino    & Resort    Inc            Goldman    Sachs
      (5,989)                                                (36,892)
           Monarch    Casino    & Resort    Inc
      (8,789)                             HSBC                   (50,625)
                                228/368



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                                                有価証券報告書（内国投資信託受益証券）
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                                                     （損）
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                                                    （米ドル）
           米国（続き）
           Mondelez     International       Inc  ’A’           Bank   of  America    Merrill    Lynch       10,297
      (9,281)
           Mondelez     International       Inc  ’A’           Goldman    Sachs               33,943
      (24,434)
           Mondelez     International       Inc  ’A’
      (32,667)                             HSBC                   (39,527)
           Mondelez     International       Inc  ’A’           Morgan    Stanley                12,095
      (54,977)
           MoneyGram     International       Inc
      (35,678)                             HSBC                   (44,776)
        607   MongoDB    Inc                    Bank   of  America    Merrill    Lynch       23,564
        517   MongoDB    Inc                    Goldman    Sachs               20,070
        485   MongoDB    Inc                                        20,307
                                   HSBC
           MongoDB    Inc                    Morgan    Stanley
      (3,710)                                                (60,881)
           Monmouth     Real   Estate    Investment      Corp   (REIT)     Bank   of  America    Merrill    Lynch
      (26,933)                                                  (808)
           Monmouth     Real   Estate    Investment      Corp   (REIT)     Goldman    Sachs
      (89,966)                                                 (3,135)
           Monmouth     Real   Estate    Investment      Corp   (REIT)
      (31,171)                             HSBC                   (11,826)
           Monmouth     Real   Estate    Investment      Corp   (REIT)     Morgan    Stanley
      (56,661)                                                 (20,398)
       1,845    Monolithic      Power   Systems    Inc            Goldman    Sachs               26,254
       1,902    Monolithic      Power   Systems    Inc                                9,992
                                   HSBC
       3,528    Monolithic      Power   Systems    Inc            Morgan    Stanley                4,693
      19,786     Monro   Inc                                         41,155
                                   HSBC
           Monster    Beverage     Corp                Barclays     Bank                572
      (14,306)
           Monster    Beverage     Corp                Goldman    Sachs
      (6,756)                                                 (3,040)
           Monster    Beverage     Corp
      (11,292)                             HSBC                   (30,263)
           Monster    Beverage     Corp                Morgan    Stanley                1,235
      (30,868)
      11,500     Montrose     Environmental       Group   Inc          Goldman    Sachs
                                                      (47,610)
       5,586    Montrose     Environmental       Group   Inc
                                   HSBC                    (2,007)
      20,176     Montrose     Environmental       Group   Inc          Morgan    Stanley
                                                      (19,772)
       1,542    Moody’s     Corp                    Bank   of  America    Merrill    Lynch       10,516
       9,287    Moody’s     Corp                    Barclays     Bank              106,987
       3,198    Moody’s     Corp                    Goldman    Sachs               21,810
       3,491    Moody’s     Corp                                       24,123
                                   HSBC
       6,895    Moody’s     Corp                    Morgan    Stanley                79,430
       2,849    Moog   Inc  ’A’                    Goldman    Sachs                5,043
      13,092     Moog   Inc  ’A’                                       11,167
                                   HSBC
      18,859     Moog   Inc  ’A’                    Morgan    Stanley
                                                      (33,569)
           Morgan    Group   Holding    Co              Bank   of  America    Merrill    Lynch
       (171)                                                 (17)
           Morgan    Group   Holding    Co              Goldman    Sachs
        (9)                                                 (1)
           Morgan    Group   Holding    Co
       (116)                            HSBC                      (6)
           Morgan    Group   Holding    Co              Morgan    Stanley
        (50)                                                 (18)
           Morgan    Stanley                     Bank   of  America    Merrill    Lynch
      (21,608)                                                (112,504)
      27,323     Morgan    Stanley                     Barclays     Bank               75,411
           Morgan    Stanley                     Barclays     Bank
      (2,380)                                                 (1,507)
       7,930    Morgan    Stanley                     Goldman    Sachs               37,925
      35,807     Morgan    Stanley                                        247,051
                                   HSBC
       4,564    Morningstar      Inc                  Bank   of  America    Merrill    Lynch
                                                      (25,102)
        469   Morningstar      Inc                  Goldman    Sachs
                                                       (2,580)
        403   Morningstar      Inc
                                   HSBC                    (5,525)
           Morningstar      Inc                                      1,741
       (127)                            HSBC
                                229/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
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                                                    （米ドル）
           米国（続き）
        524   Morningstar      Inc                  Morgan    Stanley                  304
           Morningstar      Inc                  Morgan    Stanley
      (2,234)                                                 (1,296)
           Morphic    Holding    Inc                Bank   of  America    Merrill    Lynch
      (4,345)                                                (11,072)
           Morphic    Holding    Inc                Goldman    Sachs
      (3,997)                                                (12,551)
           Morphic    Holding    Inc
      (3,281)                             HSBC                    (7,513)
      34,302     Mosaic    Co                                        190,205
                                   HSBC
      24,995     Mosaic    Co                     Morgan    Stanley                50,115
           Mosaic    Co                     Morgan    Stanley
      (11,235)                                                 (22,526)
       8,563    Motorcar     Parts   of  America    Inc           Bank   of  America    Merrill    Lynch        3,853
       7,537    Motorcar     Parts   of  America    Inc           Goldman    Sachs                3,392
      36,032     Motorcar     Parts   of  America    Inc                               42,412
                                   HSBC
      26,568     Motorcar     Parts   of  America    Inc           Morgan    Stanley                14,612
        681   Motorola     Solutions     Inc               Bank   of  America    Merrill    Lynch         900
           Motorola     Solutions     Inc               Bank   of  America    Merrill    Lynch         76
       (216)
       3,820    Motorola     Solutions     Inc               Barclays     Bank               10,429
       2,145    Motorola     Solutions     Inc                                   4,827
                                   HSBC
        599   Motorola     Solutions     Inc               Morgan    Stanley                1,635
           Motorola     Solutions     Inc               Morgan    Stanley
      (2,548)                                                 (6,956)
           Movado    Group   Inc                  Goldman    Sachs
      (8,600)                                                (29,068)
           Movado    Group   Inc
      (7,439)                             HSBC                   (28,808)
           Movado    Group   Inc                  Morgan    Stanley
      (27,040)                                                 (17,846)
       5,969    Mr  Cooper    Group   Inc                Bank   of  America    Merrill    Lynch        7,272
      40,052     Mr  Cooper    Group   Inc                                    64,684
                                   HSBC
      42,366     MRC  Global    Inc                   Bank   of  America    Merrill    Lynch       10,168
      25,613     MRC  Global    Inc                   Goldman    Sachs                6,147
      59,550     MRC  Global    Inc                                      29,298
                                   HSBC
      30,086     MRC  Global    Inc                   Morgan    Stanley
                                                       (7,822)
       1,026    MSA  Safety    Inc                   Barclays     Bank               1,344
       4,472    MSA  Safety    Inc                                      35,418
                                   HSBC
           MSA  Safety    Inc
      (2,207)                             HSBC                   (17,479)
       1,595    MSA  Safety    Inc                   Morgan    Stanley                2,089
           MSA  Safety    Inc                   Morgan    Stanley
      (1,130)                                                 (1,480)
           MSC  Industrial      Direct    Co  Inc  ’A’          Bank   of  America    Merrill    Lynch        5,570
      (2,321)
           MSC  Industrial      Direct    Co  Inc  ’A’          Barclays     Bank               19,021
      (6,514)
           MSC  Industrial      Direct    Co  Inc  ’A’          Goldman    Sachs                9,206
      (3,836)
       7,974    MSC  Industrial      Direct    Co  Inc  ’A’                             38,036
                                   HSBC
       4,955    MSC  Industrial      Direct    Co  Inc  ’A’          Morgan    Stanley
                                                      (14,469)
           MSC  Industrial      Direct    Co  Inc  ’A’          Morgan    Stanley                10,784
      (3,693)
           MSCI   Inc                      Bank   of  America    Merrill    Lynch
      (1,376)                                                (17,007)
           MSCI   Inc                      Goldman    Sachs
       (623)                                                (7,700)
           MSCI   Inc
       (673)                            HSBC                   (13,124)
           MSCI   Inc                      Morgan    Stanley
      (4,975)                                                (39,750)
       9,811    MSG  Networks     Inc  ’A’                Bank   of  America    Merrill    Lynch       10,400
      69,540     MSG  Networks     Inc  ’A’                Goldman    Sachs               73,712
      31,513     MSG  Networks     Inc  ’A’                                   44,029
                                   HSBC
                                230/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
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                                                    （米ドル）
           米国（続き）
      32,552     MSG  Networks     Inc  ’A’                Morgan    Stanley                11,068
           MTS  Systems    Corp                  Goldman    Sachs
      (4,418)                                                 (9,543)
           MTS  Systems    Corp
      (2,771)                             HSBC                    (6,506)
           MTS  Systems    Corp                  Morgan    Stanley                55,179
      (19,093)
           Mueller    Industries      Inc               Bank   of  America    Merrill    Lynch       14,921
      (26,178)
           Mueller    Industries      Inc               Goldman    Sachs               11,561
      (20,282)
           Mueller    Industries      Inc
      (56,646)                             HSBC                    (4,395)
           Mueller    Industries      Inc               Morgan    Stanley                59,557
      (60,772)
           Mueller    Water   Products     Inc  ’A’           Goldman    Sachs                1,902
      (47,538)
           Mueller    Water   Products     Inc  ’A’
     (194,670)                              HSBC                   (27,381)
           Mueller    Water   Products     Inc  ’A’           Morgan    Stanley                8,210
      (74,635)
       9,634    Multiplan     Corp                   Bank   of  America    Merrill    Lynch        1,761
           Multiplan     Corp                   Barclays     Bank               2,081
      (8,325)
      18,614     Multiplan     Corp                   Barclays     Bank
                                                       (4,654)
       7,422    Multiplan     Corp                   Morgan    Stanley
                                                       (1,856)
      15,583     Murphy    Oil  Corp                   Bank   of  America    Merrill    Lynch       19,556
      17,003     Murphy    Oil  Corp                   Barclays     Bank                425
      35,657     Murphy    Oil  Corp                   Goldman    Sachs               44,750
       2,608    Murphy    Oil  Corp                                       5,359
                                   HSBC
      16,315     Murphy    Oil  Corp                   Morgan    Stanley                  408
           Murphy    USA  Inc                   Barclays     Bank               3,847
      (1,051)
           Murphy    USA  Inc                   Goldman    Sachs               24,602
      (3,195)
           Murphy    USA  Inc                                      18,945
      (6,864)                             HSBC
           Murphy    USA  Inc                   Morgan    Stanley                97,993
      (26,774)
           Mustang    Bio  Inc                  Bank   of  America    Merrill    Lynch
      (14,410)                                                 (5,188)
           Mustang    Bio  Inc                  Goldman    Sachs
      (31,846)                                                 (11,465)
           Mustang    Bio  Inc
      (14,400)                             HSBC                    (4,310)
           MVB  Financial     Corp                 Bank   of  America    Merrill    Lynch
      (5,053)                                                 (5,250)
           MVB  Financial     Corp                 Goldman    Sachs
      (12,525)                                                 (19,275)
           MVB  Financial     Corp
      (17,741)                             HSBC                    (2,376)
           MVB  Financial     Corp                 Morgan    Stanley
      (5,108)                                                  (715)
           Myers   Industries      Inc                Bank   of  America    Merrill    Lynch
      (78,477)                                                 (29,036)
           Myers   Industries      Inc                Goldman    Sachs
      (11,368)                                                 (4,206)
           Myers   Industries      Inc
      (15,654)                             HSBC                    (6,285)
           Myers   Industries      Inc                Morgan    Stanley                4,645
      (17,203)
      15,934     MYR  Group   Inc                   Bank   of  America    Merrill    Lynch       52,901
      12,712     MYR  Group   Inc                   Goldman    Sachs               42,204
        607   MYR  Group   Inc                                       3,064
                                   HSBC
      16,565     MYR  Group   Inc                   Morgan    Stanley                30,480
           Myriad    Genetics     Inc                Bank   of  America    Merrill    Lynch
      (6,201)                                                  (124)
           Myriad    Genetics     Inc
      (8,064)                             HSBC                    (2,661)
           Myriad    Genetics     Inc                Morgan    Stanley                13,094
      (36,372)
           NACCO   Industries      Inc  ’A’              Bank   of  America    Merrill    Lynch
      (13,875)                                                 (49,731)
           NACCO   Industries      Inc  ’A’              Goldman    Sachs
      (1,742)                                                 (3,307)
           NACCO   Industries      Inc  ’A’
      (13,267)                             HSBC                   (20,353)
                                231/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
       4,127    NanoString      Technologies       Inc            Goldman    Sachs               11,473
       8,600    NanoString      Technologies       Inc                                83,248
                                   HSBC
      12,393     NanoString      Technologies       Inc            Morgan    Stanley                7,064
           NantHealth      Inc                   Goldman    Sachs
      (26,089)                                                 (5,218)
           NantHealth      Inc
      (37,191)                             HSBC                   (10,785)
           NantKwest     Inc
      (33,737)                             HSBC                   (41,819)
           Napco   Security     Technologies       Inc          Bank   of  America    Merrill    Lynch
       (873)                                                (1,083)
           Napco   Security     Technologies       Inc          Goldman    Sachs
      (9,939)                                                (12,324)
           Napco   Security     Technologies       Inc
      (23,506)                             HSBC                   (34,303)
           Napco   Security     Technologies       Inc          Morgan    Stanley
      (4,136)                                                 (2,606)
       4,759    Nasdaq    Inc                     Bank   of  America    Merrill    Lynch        9,965
       4,519    Nasdaq    Inc                     Barclays     Bank               5,581
       3,672    Nasdaq    Inc
                                   HSBC                    (2,077)
       5,544    Nasdaq    Inc                     Morgan    Stanley                6,847
       1,771    Natera    Inc                     Bank   of  America    Merrill    Lynch        7,775
           Natera    Inc                     Barclays     Bank
      (2,042)                                                  (490)
       4,762    Natera    Inc                     Barclays     Bank               1,143
           Natera    Inc                     Goldman    Sachs
       (480)                                                (1,548)
       6,183    Natera    Inc                     Goldman    Sachs               27,143
       9,541    Natera    Inc                                        37,357
                                   HSBC
       2,871    Nathan’s     Famous    Inc                Bank   of  America    Merrill    Lynch
                                                      (13,120)
        548   Nathan’s     Famous    Inc                Goldman    Sachs
                                                       (2,504)
        77   Nathan’s     Famous    Inc
                                   HSBC                     (17)
       8,926    Nathan’s     Famous    Inc                Morgan    Stanley
                                                       (1,964)
       5,642    National     Bank   Holdings     Corp   ’A’          Goldman    Sachs
                                                       (9,196)
      11,312     National     Bank   Holdings     Corp   ’A’
                                   HSBC                   (10,633)
      22,132     National     Bank   Holdings     Corp   ’A’          Morgan    Stanley                4,205
           National     Bankshares      Inc              Bank   of  America    Merrill    Lynch        1,856
      (2,180)
           National     Bankshares      Inc              Goldman    Sachs                2,676
      (3,120)
           National     Bankshares      Inc
      (8,165)                             HSBC                    (8,083)
           National     Bankshares      Inc              Morgan    Stanley
      (12,807)                                                 (12,679)
           National     Beverage     Corp               Bank   of  America    Merrill    Lynch
      (6,053)                                                 (5,049)
           National     Beverage     Corp               Barclays     Bank
      (2,966)                                                  (267)
       5,885    National     Beverage     Corp                                   82,851
                                   HSBC
      10,519     National     Beverage     Corp               Morgan    Stanley                  947
           National     CineMedia     Inc               Bank   of  America    Merrill    Lynch
      (6,310)                                                 (2,019)
           National     CineMedia     Inc               Goldman    Sachs
      (91,939)                                                 (29,420)
           National     CineMedia     Inc
      (27,981)                             HSBC                    (4,564)
           National     CineMedia     Inc               Morgan    Stanley                1,806
      (16,418)
           National     Fuel   Gas  Co               Bank   of  America    Merrill    Lynch        4,501
      (14,573)
           National     Fuel   Gas  Co               Barclays     Bank               1,577
      (13,147)
           National     Fuel   Gas  Co               Goldman    Sachs                2,590
      (9,250)
           National     Fuel   Gas  Co
      (6,167)                             HSBC                   (18,378)
           National     Fuel   Gas  Co               Morgan    Stanley                5,091
      (42,425)
           National     Health    Investors     Inc  (REIT)         Bank   of  America    Merrill    Lynch       16,256
      (15,506)
                                232/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           National     Health    Investors     Inc  (REIT)         Goldman    Sachs                4,552
      (4,294)
       1,472    National     Health    Investors     Inc  (REIT)         Goldman    Sachs
                                                       (1,560)
           National     Health    Investors     Inc  (REIT)
      (18,437)                             HSBC                   (38,382)
           National     Health    Investors     Inc  (REIT)         Morgan    Stanley
      (20,349)                                                 (19,739)
           National     HealthCare      Corp              Bank   of  America    Merrill    Lynch        6,342
      (1,005)
           National     HealthCare      Corp              Goldman    Sachs               68,224
      (10,812)
           National     HealthCare      Corp                                  21,237
      (18,303)                             HSBC
           National     HealthCare      Corp              Morgan    Stanley
      (6,119)                                                 (4,467)
       9,905    National     Instruments      Corp              Bank   of  America    Merrill    Lynch       21,593
      16,121     National     Instruments      Corp              Goldman    Sachs               35,144
      11,634     National     Instruments      Corp                                 33,506
                                   HSBC
      72,699     National     Instruments      Corp              Morgan    Stanley                51,616
       2,131    National     Oilwell    Varco   Inc             Bank   of  America    Merrill    Lynch        2,174
      15,034     National     Oilwell    Varco   Inc             Barclays     Bank
                                                       (3,307)
           National     Oilwell    Varco   Inc             Barclays     Bank               12,091
      (54,958)
      16,893     National     Oilwell    Varco   Inc             Goldman    Sachs               17,231
           National     Oilwell    Varco   Inc             Goldman    Sachs
      (11,790)                                                 (11,865)
        149   National     Oilwell    Varco   Inc                                  238
                                   HSBC
      37,107     National     Oilwell    Varco   Inc             Morgan    Stanley
                                                       (8,164)
           National     Oilwell    Varco   Inc             Morgan    Stanley                1,603
      (7,285)
           National     Presto    Industries      Inc           Bank   of  America    Merrill    Lynch        4,516
      (7,480)
           National     Presto    Industries      Inc           Goldman    Sachs                2,078
      (3,197)
           National     Presto    Industries      Inc
       (208)                            HSBC                     (329)
           National     Presto    Industries      Inc           Morgan    Stanley
      (2,984)                                                 (4,715)
       7,042    National     Research     Corp               Bank   of  America    Merrill    Lynch
                                                      (20,985)
       9,459    National     Research     Corp               Goldman    Sachs
                                                      (28,188)
       6,585    National     Research     Corp
                                   HSBC                   (13,536)
      14,603     National     Research     Corp               Morgan    Stanley
                                                      (22,489)
      19,920     National     Retail    Properties      Inc  (REIT)         Bank   of  America    Merrill    Lynch
                                                      (78,286)
      26,027     National     Retail    Properties      Inc  (REIT)         Morgan    Stanley
                                                      (54,396)
           National     Retail    Properties      Inc  (REIT)         Morgan    Stanley                27,289
      (13,057)
       3,214    National     Storage    Affiliates      Trust   (REIT)       Bank   of  America    Merrill    Lynch
                                                       (8,903)
      25,870     National     Storage    Affiliates      Trust   (REIT)                           5,688
                                   HSBC
      47,850     National     Storage    Affiliates      Trust   (REIT)       Morgan    Stanley                  957
       2,556    National     Vision    Holdings     Inc            Bank   of  America    Merrill    Lynch        1,705
       7,072    National     Vision    Holdings     Inc            Barclays     Bank
                                                      (10,820)
       1,134    National     Vision    Holdings     Inc            Goldman    Sachs                 585
       4,112    National     Vision    Holdings     Inc
                                   HSBC                     (401)
       2,354    National     Vision    Holdings     Inc            Morgan    Stanley
                                                       (3,602)
           National     Vision    Holdings     Inc            Morgan    Stanley                13,995
      (9,147)
        743   National     Western    Life   Group   Inc  ’A’        Bank   of  America    Merrill    Lynch
                                                       (3,454)
        692   National     Western    Life   Group   Inc  ’A’        Goldman    Sachs
                                                       (5,408)
       2,468    National     Western    Life   Group   Inc  ’A’                            9,313
                                   HSBC
       1,521    National     Western    Life   Group   Inc  ’A’        Morgan    Stanley                6,092
      24,218     Natural    Gas  Services     Group   Inc           Goldman    Sachs               29,062
                                233/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
      10,520     Natural    Gas  Services     Group   Inc                              10,730
                                   HSBC
      46,697     Natural    Gas  Services     Group   Inc           Morgan    Stanley                13,542
      10,180     Natural    Grocers    by  Vitamin    Cottage    Inc      Bank   of  America    Merrill    Lynch       35,325
      16,196     Natural    Grocers    by  Vitamin    Cottage    Inc      Goldman    Sachs               56,200
        43   Natural    Grocers    by  Vitamin    Cottage    Inc                            29
                                   HSBC
      13,306     Natural    Grocers    by  Vitamin    Cottage    Inc      Morgan    Stanley                9,048
      14,237     Natural    Health    Trends    Corp             Goldman    Sachs
                                                       (2,136)
      30,349     Natural    Health    Trends    Corp             Morgan    Stanley                3,338
           Nature’s     Sunshine     Products     Inc          Bank   of  America    Merrill    Lynch
      (35,016)                                                 (19,959)
           Nature’s     Sunshine     Products     Inc                                82
      (2,062)                             HSBC
           Natus   Medical    Inc                 Bank   of  America    Merrill    Lynch
      (7,654)                                                 (2,755)
           Natus   Medical    Inc                 Goldman    Sachs
      (9,163)                                                 (3,299)
           Natus   Medical    Inc
      (11,708)                             HSBC                    (7,623)
           Natus   Medical    Inc                 Morgan    Stanley
      (12,609)                                                 (5,296)
           Nautilus     Inc                    Bank   of  America    Merrill    Lynch
      (2,256)                                                 (4,526)
           Nautilus     Inc                    Goldman    Sachs
      (1,678)                                                 (2,584)
           Nautilus     Inc                                        9,343
      (5,876)                             HSBC
           Navient    Corp                    Bank   of  America    Merrill    Lynch       75,374
      (98,237)
           Navient    Corp                    Barclays     Bank
      (3,147)                                                  (110)
           Navient    Corp                    Goldman    Sachs               21,658
      (27,415)
           Navient    Corp                                        2,270
     (119,661)                              HSBC
           Navient    Corp                    Morgan    Stanley
      (23,210)                                                  (812)
        869   Navistar     International       Corp             Bank   of  America    Merrill    Lynch         71
       8,832    Navistar     International       Corp             Barclays     Bank                662
        506   Navistar     International       Corp             Goldman    Sachs                  43
           Navistar     International       Corp             Goldman    Sachs
      (3,646)                                                  (201)
        425   Navistar     International       Corp                                  10
                                   HSBC
           Navistar     International       Corp             Morgan    Stanley
      (6,232)                                                  (467)
           NBT  Bancorp    Inc                  Bank   of  America    Merrill    Lynch        2,033
      (3,446)
           NBT  Bancorp    Inc                  Goldman    Sachs                2,797
      (9,884)
           NBT  Bancorp    Inc
      (57,372)                             HSBC                   (25,111)
           NBT  Bancorp    Inc                  Morgan    Stanley                10,635
      (35,449)
       6,961    nCino   Inc                     Bank   of  America    Merrill    Lynch       62,022
      10,466     nCino   Inc                     Goldman    Sachs               93,252
       1,503    nCino   Inc                                         14,290
                                   HSBC
        742   nCino   Inc                     Morgan    Stanley                1,113
       1,872    NCR  Corp                      Bank   of  America    Merrill    Lynch        6,889
       8,269    NCR  Corp                      Barclays     Bank               9,013
      13,631     NCR  Corp                      Goldman    Sachs               50,162
           NCR  Corp                      Goldman    Sachs
      (17,084)                                                 (62,869)
      11,531     NCR  Corp                                          57,194
                                   HSBC
       6,613    NCR  Corp                      Morgan    Stanley                7,208
           NCR  Corp                      Morgan    Stanley
      (7,790)                                                 (8,491)
       1,005    NCS  Multistage      Holdings     Inc            Bank   of  America    Merrill    Lynch         231
      13,430     NCS  Multistage      Holdings     Inc            Goldman    Sachs                3,089
                                234/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
       2,813    Neenah    Inc                     Bank   of  America    Merrill    Lynch        8,242
      13,680     Neenah    Inc                     Goldman    Sachs               40,082
      22,221     Neenah    Inc                                        123,655
                                   HSBC
      16,274     Neenah    Inc                     Morgan    Stanley                29,944
           Nektar    Therapeutics                     Bank   of  America    Merrill    Lynch        1,815
      (3,945)
           Nektar    Therapeutics                     Barclays     Bank                260
      (6,488)
           Nektar    Therapeutics                     Goldman    Sachs                4,080
      (8,870)
           Nektar    Therapeutics                                        10,494
      (17,490)                             HSBC
           Nektar    Therapeutics                     Morgan    Stanley                  908
      (22,687)
           Nelnet    Inc  ’A’                   Bank   of  America    Merrill    Lynch       14,227
      (3,804)
           Nelnet    Inc  ’A’                   Goldman    Sachs               41,679
      (11,144)
           Nelnet    Inc  ’A’
      (17,378)                             HSBC                   (25,899)
           Nelnet    Inc  ’A’                   Morgan    Stanley
      (4,650)                                                 (3,023)
      18,875     Neogen    Corp                                         8,116
                                   HSBC
       8,315    Neogen    Corp                     Morgan    Stanley                3,575
      12,873     NeoGenomics      Inc                  Bank   of  America    Merrill    Lynch       50,205
        871   NeoGenomics      Inc                  Barclays     Bank               1,132
      12,611     NeoGenomics      Inc                  Goldman    Sachs               49,183
      15,156     NeoGenomics      Inc                                      38,811
                                   HSBC
      22,321     NeoGenomics      Inc                  Morgan    Stanley                29,018
           Neoleukin     Therapeutics       Inc             Bank   of  America    Merrill    Lynch
      (6,324)                                                 (6,387)
           Neoleukin     Therapeutics       Inc             Goldman    Sachs
      (7,223)                                                 (7,692)
           Neoleukin     Therapeutics       Inc
      (10,965)                             HSBC                    (7,626)
           Neoleukin     Therapeutics       Inc             Morgan    Stanley
      (2,605)                                                  (912)
           NeoPhotonics       Corp                  Bank   of  America    Merrill    Lynch
      (39,686)                                                 (17,065)
           NeoPhotonics       Corp                  Goldman    Sachs
      (39,769)                                                 (17,101)
           NeoPhotonics       Corp
      (47,820)                             HSBC                    (2,705)
           NeoPhotonics       Corp                  Morgan    Stanley
      (32,318)                                                  (646)
       6,823    Nesco   Holdings     Inc                 Goldman    Sachs                 955
      21,618     Nesco   Holdings     Inc                                     7,441
                                   HSBC
      12,606     Nesco   Holdings     Inc                 Morgan    Stanley                1,135
       1,204    NetApp    Inc                     Bank   of  America    Merrill    Lynch        1,601
      12,041     NetApp    Inc                     Barclays     Bank
                                                       (7,827)
       1,408    NetApp    Inc                     Goldman    Sachs                2,123
       3,936    NetApp    Inc                                        12,831
                                   HSBC
      28,610     NetApp    Inc                     Morgan    Stanley
                                                      (18,597)
        276   Netflix    Inc                    Bank   of  America    Merrill    Lynch        1,624
       1,239    Netflix    Inc                    Barclays     Bank               15,785
        107   Netflix    Inc                    Goldman    Sachs                 638
        96   Netflix    Inc                                         922
                                   HSBC
        814   Netflix    Inc                    Morgan    Stanley                10,371
      10,555     NETGEAR    Inc                    Bank   of  America    Merrill    Lynch       15,410
      27,491     NETGEAR    Inc                    Goldman    Sachs               40,137
       4,473    NETGEAR    Inc                                        8,487
                                   HSBC
      14,833     NETGEAR    Inc                    Morgan    Stanley                13,795
                                235/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           NetScout     Systems    Inc                Bank   of  America    Merrill    Lynch
      (24,058)                                                 (5,777)
           NetScout     Systems    Inc                Goldman    Sachs
      (20,796)                                                 (4,100)
           NetScout     Systems    Inc
      (27,411)                             HSBC                   (38,632)
           NetScout     Systems    Inc                Morgan    Stanley
      (14,832)                                                 (7,564)
           Neubase    Therapeutics       Inc                                  4,466
      (16,540)                             HSBC
           NeuBase    Therapeutics       Inc              Bank   of  America    Merrill    Lynch       18,289
      (38,102)
           NeuBase    Therapeutics       Inc              Morgan    Stanley                1,091
      (4,042)
           NeuroBo    Pharmaceuticals        Inc            Goldman    Sachs
      (4,063)                                                 (1,056)
           NeuroBo    Pharmaceuticals        Inc                                  20
       (670)                            HSBC
           Neurocrine      Biosciences      Inc             Barclays     Bank
      (4,385)                                                (12,059)
       1,898    Neurocrine      Biosciences      Inc             Barclays     Bank               5,220
        598   Neurocrine      Biosciences      Inc             Goldman    Sachs                4,208
           Neurocrine      Biosciences      Inc                                 3,014
       (468)                            HSBC
        476   Neurocrine      Biosciences      Inc                                 1,290
                                   HSBC
           Neurocrine      Biosciences      Inc             Morgan    Stanley
      (10,838)                                                 (29,805)
       3,657    Neuronetics      Inc                  Bank   of  America    Merrill    Lynch        2,450
      31,269     Neuronetics      Inc                  Goldman    Sachs               20,950
      18,307     Neuronetics      Inc                                      12,266
                                   HSBC
           Nevro   Corp                     Bank   of  America    Merrill    Lynch        2,679
      (4,000)
           Nevro   Corp                     Barclays     Bank               1,937
      (1,556)
           Nevro   Corp                                         4,647
      (2,389)                             HSBC
      13,251     Nevro   Corp
                                   HSBC                   (16,497)
           Nevro   Corp                     Morgan    Stanley                1,518
      (1,219)
        358   Nevro   Corp                     Morgan    Stanley
                                                         (89)
           New  Fortress     Energy    Inc              Morgan    Stanley
      (10,049)                                                 (24,620)
      15,501     New  Jersey    Resources     Corp              Bank   of  America    Merrill    Lynch
                                                      (34,877)
      21,988     New  Jersey    Resources     Corp              Barclays     Bank
                                                      (24,407)
      83,198     New  Jersey    Resources     Corp              Goldman    Sachs
                                                      (187,196)
      85,380     New  Jersey    Resources     Corp                                 67,669
                                   HSBC
      69,960     New  Jersey    Resources     Corp              Morgan    Stanley
                                                      (77,655)
       4,604    New  Relic   Inc                   Bank   of  America    Merrill    Lynch       23,757
       6,234    New  Relic   Inc                   Barclays     Bank               17,767
       8,900    New  Relic   Inc                   Goldman    Sachs               45,924
       2,848    New  Relic   Inc                                       13,670
                                   HSBC
       1,131    New  Relic   Inc                   Morgan    Stanley                2,023
           New  Residential      Investment      Corp   (REIT)        Bank   of  America    Merrill    Lynch        7,391
      (24,161)
           New  Residential      Investment      Corp   (REIT)        Barclays     Bank               9,686
      (29,982)
           New  Residential      Investment      Corp   (REIT)        Goldman    Sachs
      (3,150)                                                 (2,583)
           New  Residential      Investment      Corp   (REIT)
      (24,940)                             HSBC                   (30,926)
           New  Residential      Investment      Corp   (REIT)        Morgan    Stanley                16,842
      (54,330)
           New  Senior    Investment      Group   Inc  (REIT)        Bank   of  America    Merrill    Lynch
      (37,950)                                                 (15,180)
           New  Senior    Investment      Group   Inc  (REIT)        Goldman    Sachs
      (67,599)                                                 (27,040)
           New  Senior    Investment      Group   Inc  (REIT)
      (71,868)                             HSBC                   (51,111)
           New  Senior    Investment      Group   Inc  (REIT)        Morgan    Stanley
      (26,700)                                                 (1,869)
      74,200     New  York   Community     Bancorp    Inc           Bank   of  America    Merrill    Lynch       59,360
                                236/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
      129,343     New  York   Community     Bancorp    Inc           Goldman    Sachs               103,475
      30,419     New  York   Community     Bancorp    Inc                              25,856
                                   HSBC
      97,480     New  York   Community     Bancorp    Inc           Morgan    Stanley                50,690
           New  York   Mortgage     Trust   Inc  (REIT)          Bank   of  America    Merrill    Lynch
     (157,385)                                                 (80,266)
           New  York   Mortgage     Trust   Inc  (REIT)
     (108,352)                              HSBC                   (11,919)
           New  York   Mortgage     Trust   Inc  (REIT)          Morgan    Stanley
     (131,605)                                                 (14,477)
       2,690    New  York   Times   Co  ’A’               Bank   of  America    Merrill    Lynch        4,062
       9,349    New  York   Times   Co  ’A’               Barclays     Bank               13,837
      11,063     New  York   Times   Co  ’A’               Goldman    Sachs               16,705
       7,253    New  York   Times   Co  ’A’                                   26,038
                                   HSBC
      14,352     New  York   Times   Co  ’A’               Morgan    Stanley                21,241
           NewAge    Inc                     Goldman    Sachs
      (83,506)                                                 (51,774)
           NewAge    Inc
      (63,348)                             HSBC                   (26,935)
           Newell    Brands    Inc                 Goldman    Sachs
      (10,742)                                                 (9,238)
           Newell    Brands    Inc
      (21,537)                             HSBC                   (45,443)
           Newell    Brands    Inc                 Morgan    Stanley
      (35,620)                                                 (25,291)
           Newmark    Group   Inc  ’A’               Bank   of  America    Merrill    Lynch
      (37,574)                                                 (19,163)
           Newmark    Group   Inc  ’A’               Goldman    Sachs
      (33,289)                                                 (16,977)
           Newmark    Group   Inc  ’A’
      (68,255)                             HSBC                   (24,389)
           Newmark    Group   Inc  ’A’               Morgan    Stanley
      (7,874)                                                 (2,362)
        798   NewMarket     Corp                   Bank   of  America    Merrill    Lynch
                                                      (12,162)
        886   NewMarket     Corp                   Barclays     Bank
                                                       (2,578)
           NewMarket     Corp                   Barclays     Bank               3,006
      (1,033)
       1,135    NewMarket     Corp                   Goldman    Sachs
                                                      (17,297)
       1,274    NewMarket     Corp
                                   HSBC                   (13,313)
           NewMarket     Corp                                       12,227
      (1,170)                             HSBC
        608   NewMarket     Corp                   Morgan    Stanley
                                                       (1,769)
           NewMarket     Corp                   Morgan    Stanley                4,345
      (1,493)
           Newmont    Corp                    Bank   of  America    Merrill    Lynch
       (467)                                                 (660)
        567   Newmont    Corp                    Bank   of  America    Merrill    Lynch
                                                       (4,099)
      10,890     Newmont    Corp                    Goldman    Sachs
                                                      (78,735)
           Newmont    Corp                                       251,846
      (33,269)                             HSBC
        569   Newmont    Corp                    Morgan    Stanley
                                                        (137)
           Newpark    Resources     Inc               Bank   of  America    Merrill    Lynch
      (49,561)                                                 (16,851)
           Newpark    Resources     Inc               Goldman    Sachs
      (6,608)                                                 (2,247)
           Newpark    Resources     Inc
      (30,738)                             HSBC                   (14,716)
           Newpark    Resources     Inc               Morgan    Stanley
      (17,211)                                                  (861)
           News   Corp   ’A’                   Morgan    Stanley                17,622
     (160,200)
           News   Corp   ’B’                   Bank   of  America    Merrill    Lynch
      (64,475)                                                 (19,665)
           News   Corp   ’B’
      (14,670)                             HSBC                   (30,440)
           News   Corp   ’B’                   Morgan    Stanley                1,804
      (51,538)
       1,007    NexPoint     Residential      Trust   Inc  (REIT)         Goldman    Sachs
                                                        (785)
      11,498     NexPoint     Residential      Trust   Inc  (REIT)
                                   HSBC                    (1,725)
      20,788     NexPoint     Residential      Trust   Inc  (REIT)         Morgan    Stanley                11,849
       5,451    Nexstar    Media   Group   Inc  ’A’            Barclays     Bank
                                                       (1,908)
                                237/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
       6,482    Nexstar    Media   Group   Inc  ’A’            Goldman    Sachs               15,686
       2,517    Nexstar    Media   Group   Inc  ’A’                                41,833
                                   HSBC
       6,314    Nexstar    Media   Group   Inc  ’A’            Morgan    Stanley
                                                       (2,210)
           NextCure     Inc                    Bank   of  America    Merrill    Lynch
      (4,548)                                                  (409)
           NextCure     Inc                    Goldman    Sachs
      (10,006)                                                  (901)
           NextCure     Inc
      (18,294)                             HSBC                    (5,422)
           NextCure     Inc                    Morgan    Stanley
      (4,333)                                                 (1,430)
           NextDecade      Corp                   Goldman    Sachs
      (8,246)                                                  (82)
           NextDecade      Corp
      (45,171)                             HSBC                    (5,421)
           NextEra    Energy    Inc                 Bank   of  America    Merrill    Lynch
      (1,179)                                                  (124)
           NextEra    Energy    Inc                 Barclays     Bank
      (2,652)                                                  (636)
           NextEra    Energy    Inc                 Goldman    Sachs                 409
       (257)
       1,222    NextEra    Energy    Inc
                                   HSBC                     (907)
           NextEra    Energy    Inc                 Morgan    Stanley
      (5,028)                                                 (1,207)
      31,724     NextEra    Energy    Inc                 Morgan    Stanley                7,614
      19,867     NextGen    Healthcare      Inc               Bank   of  America    Merrill    Lynch       44,502
      35,399     NextGen    Healthcare      Inc               Goldman    Sachs               79,294
      24,375     NextGen    Healthcare      Inc                                  65,569
                                   HSBC
      42,004     NexTier    Oilfield     Solutions     Inc           Goldman    Sachs               11,761
      10,728     NexTier    Oilfield     Solutions     Inc
                                   HSBC                     (215)
      39,175     NexTier    Oilfield     Solutions     Inc           Morgan    Stanley
                                                        (784)
       1,856    NGM  Biopharmaceuticals          Inc             Bank   of  America    Merrill    Lynch        5,308
      10,598     NGM  Biopharmaceuticals          Inc             Goldman    Sachs               30,310
      22,591     NGM  Biopharmaceuticals          Inc                                69,458
                                   HSBC
      12,357     NGM  Biopharmaceuticals          Inc             Morgan    Stanley
                                                        (371)
      10,996     NI  Holdings     Inc                  Bank   of  America    Merrill    Lynch
                                                       (3,189)
      16,091     NI  Holdings     Inc                  Goldman    Sachs
                                                       (4,666)
      30,228     NI  Holdings     Inc                                      16,725
                                   HSBC
       6,252    NI  Holdings     Inc                  Morgan    Stanley                  813
           NIC  Inc                      Goldman    Sachs               27,507
      (31,258)
           NIC  Inc
      (16,945)                             HSBC                    (6,778)
           NIC  Inc                      Morgan    Stanley                1,578
      (13,146)
           Nicolet    Bankshares      Inc               Bank   of  America    Merrill    Lynch
      (8,082)                                                 (1,778)
           Nicolet    Bankshares      Inc               Goldman    Sachs
      (11,973)                                                 (2,634)
           Nicolet    Bankshares      Inc
      (22,490)                             HSBC                   (24,987)
           Nicolet    Bankshares      Inc               Morgan    Stanley                3,583
      (6,636)
           NIKE   Inc  ’B’                    Bank   of  America    Merrill    Lynch
      (10,158)                                                 (39,515)
       8,769    NIKE   Inc  ’B’                    Bank   of  America    Merrill    Lynch       34,111
           NIKE   Inc  ’B’                    Barclays     Bank                 74
       (573)
           NIKE   Inc  ’B’                    Goldman    Sachs
       (771)                                                (2,999)
       6,420    NIKE   Inc  ’B’                    Morgan    Stanley
                                                        (835)
           Nikola    Corp                     Barclays     Bank              125,063
      (15,885)
           NiSource     Inc
      (79,523)                             HSBC                   (21,471)
           NiSource     Inc                    Morgan    Stanley
     (162,680)                                                 (11,388)
        719   Nkarta    Inc                     Bank   of  America    Merrill    Lynch
                                                       (2,273)
                                238/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
       1,503    Nkarta    Inc                     Goldman    Sachs
                                                       (1,759)
       6,963    Nkarta    Inc                     Morgan    Stanley
                                                      (17,199)
           NL  Industries      Inc                 Bank   of  America    Merrill    Lynch
      (32,042)                                                 (2,652)
           NL  Industries      Inc                 Goldman    Sachs
      (10,799)                                                  (640)
           nLight    Inc                     Morgan    Stanley                29,594
      (18,156)
           NMI  Holdings     Inc  ’A’                Morgan    Stanley                5,437
      (20,911)
           NN  Inc                       Bank   of  America    Merrill    Lynch        7,070
      (27,194)
           NN  Inc                       Goldman    Sachs                4,863
      (18,702)
           NN  Inc                                           7,501
      (37,868)                             HSBC
           NN  Inc                       Morgan    Stanley                3,959
      (14,139)
           Noodles    & Co                   Bank   of  America    Merrill    Lynch
      (14,534)                                                 (5,668)
           Noodles    & Co                   Goldman    Sachs
      (13,283)                                                 (5,180)
           Noodles    & Co
      (30,695)                             HSBC                    (8,595)
           Noodles    & Co                   Morgan    Stanley
      (18,533)                                                 (5,189)
        657   Nordson    Corp                    Bank   of  America    Merrill    Lynch         898
       3,947    Nordson    Corp                    Barclays     Bank               7,973
           Nordson    Corp
      (3,368)                             HSBC                    (5,860)
       1,215    Nordson    Corp
                                   HSBC                    (2,181)
           Nordson    Corp                    Morgan    Stanley
      (5,776)                                                (11,668)
        758   Nordson    Corp                    Morgan    Stanley                1,531
      10,185     Nordstrom     Inc                   Barclays     Bank               18,027
      50,955     Nordstrom     Inc                   Goldman    Sachs               305,894
           Norfolk    Southern     Corp                Barclays     Bank
      (3,831)                                                  (498)
           Norfolk    Southern     Corp                Goldman    Sachs                5,848
      (2,790)
           Norfolk    Southern     Corp
      (8,253)                             HSBC                   (103,657)
           Norfolk    Southern     Corp                Morgan    Stanley
      (12,096)                                                 (1,572)
           Northeast     Bank                   Bank   of  America    Merrill    Lynch        8,802
      (44,008)
           Northeast     Bank
      (4,984)                             HSBC                    (5,283)
           Northeast     Bank                   Morgan    Stanley                1,298
      (2,705)
           Northern     Oil  and  Gas  Inc
     (177,000)                              HSBC                   (159,300)
       2,518    Northern     Technologies       International       Corp      Bank   of  America    Merrill    Lynch        1,511
       4,868    Northern     Technologies       International       Corp      Goldman    Sachs                2,921
       7,528    Northern     Technologies       International       Corp      Morgan    Stanley                1,430
           Northern     Trust   Corp                 Bank   of  America    Merrill    Lynch
      (3,442)                                                 (8,777)
           Northern     Trust   Corp                 Barclays     Bank
      (4,865)                                                (10,363)
           Northern     Trust   Corp                 Goldman    Sachs
      (6,081)                                                (12,229)
           Northern     Trust   Corp
      (8,029)                             HSBC                   (39,262)
           Northern     Trust   Corp                 Morgan    Stanley
      (10,177)                                                 (21,677)
           Northfield      Bancorp    Inc               Bank   of  America    Merrill    Lynch       14,161
     (157,343)
           Northfield      Bancorp    Inc               Morgan    Stanley
      (13,691)                                                  (548)
       7,778    Northrim     BanCorp    Inc                Bank   of  America    Merrill    Lynch
                                                       (8,634)
      30,736     Northrim     BanCorp    Inc                Goldman    Sachs
                                                      (34,117)
      45,633     Northrim     BanCorp    Inc                                   25,787
                                   HSBC
       7,433    Northrim     BanCorp    Inc                Morgan    Stanley                3,345
           Northwest     Bancshares      Inc              Bank   of  America    Merrill    Lynch       11,167
      (47,104)
                                239/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           Northwest     Bancshares      Inc              Goldman    Sachs               41,900
     (129,019)
           Northwest     Bancshares      Inc
      (83,337)                             HSBC                    (9,999)
           Northwest     Bancshares      Inc              Morgan    Stanley
      (21,682)                                                  (217)
       5,062    Northwest     Natural    Holding    Co           Bank   of  America    Merrill    Lynch         380
       5,991    Northwest     Natural    Holding    Co           Goldman    Sachs
                                                       (2,754)
      43,411     Northwest     Natural    Holding    Co                               46,331
                                   HSBC
      50,620     Northwest     Natural    Holding    Co           Morgan    Stanley
                                                       (2,531)
           Northwest     Pipe   Co                 Bank   of  America    Merrill    Lynch
      (13,500)                                                 (11,070)
           Northwest     Pipe   Co                 Goldman    Sachs
      (11,753)                                                 (9,637)
           Northwest     Pipe   Co
      (11,880)                             HSBC                   (11,747)
           Northwest     Pipe   Co                 Morgan    Stanley
      (4,150)                                                 (1,494)
       6,129    NorthWestern       Corp                  Bank   of  America    Merrill    Lynch
                                                        (960)
      15,278     NorthWestern       Corp                  Barclays     Bank
                                                       (3,361)
      23,442     NorthWestern       Corp                  Goldman    Sachs
                                                      (13,526)
      32,247     NorthWestern       Corp                                     95,116
                                   HSBC
      61,541     NorthWestern       Corp                  Morgan    Stanley
                                                      (13,539)
           Norwood    Financial     Corp               Bank   of  America    Merrill    Lynch        1,549
      (1,740)
           Norwood    Financial     Corp               Goldman    Sachs                2,292
      (2,575)
           Norwood    Financial     Corp
      (3,770)                             HSBC                    (1,090)
           Norwood    Financial     Corp               Morgan    Stanley
      (2,825)                                                 (1,300)
        734   Novavax    Inc                    Bank   of  America    Merrill    Lynch       28,002
        647   Novavax    Inc                    Barclays     Bank               22,529
       1,546    Novavax    Inc                    Goldman    Sachs               56,051
        792   Novavax    Inc                    Morgan    Stanley                27,577
      23,574     NOW  Inc                      Bank   of  America    Merrill    Lynch        4,243
      43,658     NOW  Inc                      Goldman    Sachs                7,858
      71,775     NOW  Inc
                                   HSBC                    (1,959)
      24,106     NOW  Inc                      Morgan    Stanley
                                                       (4,098)
           NRG  Energy    Inc                   Bank   of  America    Merrill    Lynch
      (19,650)                                                 (7,074)
           NRG  Energy    Inc                   Barclays     Bank
      (52,301)                                                (115,063)
           NRG  Energy    Inc                   Goldman    Sachs
      (38,167)                                                 (13,740)
           NRG  Energy    Inc
      (12,647)                             HSBC                   (13,785)
           NRG  Energy    Inc                   Morgan    Stanley
      (44,364)                                                 (97,601)
           Nu  Skin   Enterprises      Inc  ’A’            Barclays     Bank                540
      (2,842)
           Nu  Skin   Enterprises      Inc  ’A’
      (3,791)                             HSBC                   (18,765)
           Nu  Skin   Enterprises      Inc  ’A’            Morgan    Stanley                2,173
      (11,439)
           Nuance    Communications        Inc             Bank   of  America    Merrill    Lynch
      (7,297)                                                (63,995)
           Nuance    Communications        Inc             Goldman    Sachs
      (32,905)                                                (276,446)
           Nuance    Communications        Inc             Morgan    Stanley
      (49,040)                                                 (50,511)
           Nucor   Corp                     Bank   of  America    Merrill    Lynch
      (15,903)                                                 (11,594)
           Nucor   Corp                     Barclays     Bank
      (12,660)                                                 (18,484)
           Nucor   Corp                     Goldman    Sachs
       (729)                                                 (605)
           Nucor   Corp
      (33,184)                             HSBC                   (145,014)
           Nucor   Corp                     Morgan    Stanley
      (68,004)                                                 (99,285)
       6,506    Nurix   Therapeutics       Inc               Bank   of  America    Merrill    Lynch       48,665
                                240/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
       4,580    Nurix   Therapeutics       Inc               Goldman    Sachs               34,258
       1,648    Nurix   Therapeutics       Inc               Morgan    Stanley                3,626
       3,040    Nutanix    Inc  ’A’                  Bank   of  America    Merrill    Lynch        2,523
           Nutanix    Inc  ’A’                  Bank   of  America    Merrill    Lynch
      (1,042)                                                  (865)
       5,960    Nutanix    Inc  ’A’                  Goldman    Sachs                4,947
      10,821     Nutanix    Inc  ’A’                  Morgan    Stanley
                                                      (10,064)
           Nutanix    Inc  ’A’                  Morgan    Stanley                6,995
      (7,521)
       1,613    NuVasive     Inc                    Bank   of  America    Merrill    Lynch        1,710
           NuVasive     Inc                    Bank   of  America    Merrill    Lynch
       (233)                                                 (247)
           NuVasive     Inc                                        6,556
      (8,981)                             HSBC
           NuVasive     Inc                    Morgan    Stanley                8,211
      (14,930)
       9,127    NuVasive     Inc                    Morgan    Stanley
                                                       (5,020)
           NV5  Global    Inc                   Bank   of  America    Merrill    Lynch
      (3,379)                                                 (9,056)
           NV5  Global    Inc                   Goldman    Sachs
       (624)                                                (1,672)
           NV5  Global    Inc
      (5,422)                             HSBC                   (58,840)
           NV5  Global    Inc                   Morgan    Stanley
      (6,664)                                                 (3,465)
           NVE  Corp                      Bank   of  America    Merrill    Lynch
      (10,952)                                                 (5,191)
           NVE  Corp                      Goldman    Sachs
      (7,313)                                                 (3,976)
           NVE  Corp                                          1,555
      (14,537)                             HSBC
           NVE  Corp                      Morgan    Stanley                  185
       (452)
        284   NVIDIA    Corp                     Bank   of  America    Merrill    Lynch
                                                       (2,011)
       3,022    NVIDIA    Corp                     Barclays     Bank               23,965
       1,647    NVIDIA    Corp                     Goldman    Sachs
                                                       (9,590)
        889   NVIDIA    Corp
                                   HSBC                    (6,595)
       4,287    NVIDIA    Corp                     Morgan    Stanley                36,117
           NVR  Inc                      Goldman    Sachs               15,011
        (56)
           NVR  Inc
        (51)                           HSBC                    (3,828)
           NVR  Inc                      Morgan    Stanley                89,508
       (619)
           Oak  Street    Health    Inc               Bank   of  America    Merrill    Lynch
      (12,955)                                                 (28,142)
           Oak  Street    Health    Inc               Barclays     Bank
      (3,324)                                                 (5,518)
       2,142    Oak  Valley    Bancorp                   Bank   of  America    Merrill    Lynch
                                                       (1,542)
       6,141    Oak  Valley    Bancorp                   Goldman    Sachs
                                                       (4,422)
       7,040    Oak  Valley    Bancorp
                                   HSBC                    (2,829)
       3,148    Oak  Valley    Bancorp                   Morgan    Stanley
                                                       (1,920)
      30,839     Oasis   Midstream     Partners     LP            Bank   of  America    Merrill    Lynch       41,324
      12,364     Oasis   Midstream     Partners     LP            Goldman    Sachs               16,568
           Occidental      Petroleum     Corp              Bank   of  America    Merrill    Lynch
      (4,491)                                                (16,190)
           Occidental      Petroleum     Corp              Bank   of  America    Merrill    Lynch
       (642)                                                (1,220)
        998   Occidental      Petroleum     Corp              Bank   of  America    Merrill    Lynch        1,896
       4,742    Occidental      Petroleum     Corp              Barclays     Bank               2,584
           Occidental      Petroleum     Corp
      (26,898)                             HSBC                   (109,609)
           Occidental      Petroleum     Corp
      (3,362)                             HSBC                    (6,220)
       4,508    Occidental      Petroleum     Corp                                 18,370
                                   HSBC
       2,916    Occidental      Petroleum     Corp                                  5,395
                                   HSBC
           Occidental      Petroleum     Corp              Morgan    Stanley
      (4,335)                                                 (2,363)
                                241/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           Occidental      Petroleum     Corp              Morgan    Stanley
      (1,729)                                                  (795)
       2,988    Ocean   Bio-Chem     Inc
                                   HSBC                    (3,018)
      17,981     Oceaneering      International       Inc           Bank   of  America    Merrill    Lynch       11,148
      26,694     Oceaneering      International       Inc           Goldman    Sachs               16,550
       6,490    Oceaneering      International       Inc                               5,906
                                   HSBC
      54,613     Oceaneering      International       Inc           Morgan    Stanley
                                                      (18,022)
      25,608     OceanFirst      Financial     Corp              Bank   of  America    Merrill    Lynch
                                                      (17,926)
      158,839     OceanFirst      Financial     Corp                                 12,715
                                   HSBC
      83,836     OceanFirst      Financial     Corp              Morgan    Stanley                11,737
           Ocular    Therapeutix      Inc               Morgan    Stanley
      (32,367)                                                 (88,362)
           Ocwen   Financial     Corp                Bank   of  America    Merrill    Lynch
      (4,059)                                                  (81)
           Ocwen   Financial     Corp                Morgan    Stanley                1,759
      (5,675)
           Odonate    Therapeutics       Inc              Bank   of  America    Merrill    Lynch
      (4,560)                                                 (1,368)
           Odonate    Therapeutics       Inc
      (6,327)                             HSBC                    (4,288)
           Odonate    Therapeutics       Inc              Morgan    Stanley
      (3,082)                                                 (2,774)
           ODP  Corp                      Bank   of  America    Merrill    Lynch
       (515)                                                 (953)
           ODP  Corp                                          2,770
      (39,566)                             HSBC
           Office    Properties      Income    Trust   (REIT)         Bank   of  America    Merrill    Lynch
      (5,801)                                                 (3,075)
           Office    Properties      Income    Trust   (REIT)         Goldman    Sachs
      (36,072)                                                 (19,118)
           Office    Properties      Income    Trust   (REIT)
      (36,432)                             HSBC                   (93,146)
           Office    Properties      Income    Trust   (REIT)         Morgan    Stanley                6,791
      (26,121)
        932   OGE  Energy    Corp                   Bank   of  America    Merrill    Lynch
                                                       (1,156)
      21,279     OGE  Energy    Corp                   Barclays     Bank
                                                      (12,980)
      31,212     OGE  Energy    Corp                   Goldman    Sachs
                                                      (38,702)
       9,193    OGE  Energy    Corp                                       7,354
                                   HSBC
      56,868     OGE  Energy    Corp                   Morgan    Stanley
                                                      (34,689)
           Ohio   Valley    Banc   Corp                Bank   of  America    Merrill    Lynch
      (6,765)                                                 (1,421)
           Ohio   Valley    Banc   Corp                Goldman    Sachs
      (2,605)                                                  (547)
           Ohio   Valley    Banc   Corp                Morgan    Stanley
      (15,152)                                                 (7,576)
           O-I  Glass   Inc                   Bank   of  America    Merrill    Lynch        1,830
      (60,970)
           O-I  Glass   Inc                                       8,234
      (38,188)                             HSBC
           O-I  Glass   Inc                   Morgan    Stanley                28,406
      (88,769)
      20,565     Oil  States    International       Inc            Bank   of  America    Merrill    Lynch       16,246
      27,141     Oil  States    International       Inc            Goldman    Sachs               17,360
      56,039     Oil  States    International       Inc                               60,415
                                   HSBC
      45,830     Oil  States    International       Inc            Morgan    Stanley
                                                       (1,375)
           Oil-Dri    Corp   of  America                Bank   of  America    Merrill    Lynch        5,264
      (4,081)
           Oil-Dri    Corp   of  America                Goldman    Sachs                6,538
      (4,808)
           Oil-Dri    Corp   of  America
      (9,479)                             HSBC                    (1,361)
           Oil-Dri    Corp   of  America                Morgan    Stanley
      (4,229)                                                  (254)
        632   Okta   Inc                      Barclays     Bank               11,610
       4,011    Okta   Inc                      Goldman    Sachs               93,978
       1,701    Okta   Inc                      Morgan    Stanley                31,247
        191   Old  Dominion     Freight    Line   Inc           Bank   of  America    Merrill    Lynch
                                                        (850)
       6,023    Old  Dominion     Freight    Line   Inc           Barclays     Bank
                                                       (3,493)
                                242/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
       2,385    Old  Dominion     Freight    Line   Inc           Goldman    Sachs
                                                      (10,613)
        466   Old  Dominion     Freight    Line   Inc
                                   HSBC                    (1,477)
      12,694     Old  Dominion     Freight    Line   Inc           Morgan    Stanley
                                                       (7,359)
           Old  National     Bancorp                  Bank   of  America    Merrill    Lynch        6,226
      (16,437)
           Old  National     Bancorp                  Goldman    Sachs               25,086
      (57,014)
           Old  National     Bancorp
      (41,202)                             HSBC                   (15,593)
           Old  National     Bancorp                  Morgan    Stanley
     (125,740)                                                  (2,515)
           Old  Republic     International       Corp           Bank   of  America    Merrill    Lynch        1,182
      (5,908)
           Old  Republic     International       Corp           Barclays     Bank
      (28,693)                                                 (2,009)
           Old  Republic     International       Corp           Goldman    Sachs                2,140
      (10,701)
           Old  Republic     International       Corp
      (11,340)                             HSBC                    (4,990)
           Old  Republic     International       Corp           Morgan    Stanley
      (70,089)                                                 (4,906)
           Old  Second    Bancorp    Inc               Bank   of  America    Merrill    Lynch
      (15,947)                                                  (159)
           Old  Second    Bancorp    Inc               Goldman    Sachs
      (7,973)                                                  (80)
           Old  Second    Bancorp    Inc
      (27,571)                             HSBC                    (4,928)
           Old  Second    Bancorp    Inc               Morgan    Stanley
      (12,358)                                                 (3,460)
           Olin   Corp                      Goldman    Sachs
      (3,896)                                                 (5,338)
           Olin   Corp
      (15,735)                             HSBC                   (35,561)
           Olin   Corp                      Morgan    Stanley
      (1,962)                                                  (353)
           Ollie’s     Bargain    Outlet    Holdings     Inc       Bank   of  America    Merrill    Lynch        2,202
      (1,345)
           Ollie’s     Bargain    Outlet    Holdings     Inc       Barclays     Bank               4,564
      (2,394)
           Ollie’s     Bargain    Outlet    Holdings     Inc       Goldman    Sachs
      (3,138)                                                 (5,297)
           Ollie’s     Bargain    Outlet    Holdings     Inc       Morgan    Stanley                19,165
      (7,605)
       6,799    Olympic    Steel   Inc                 Goldman    Sachs                9,111
       6,181    Olympic    Steel   Inc                                     9,459
                                   HSBC
       7,706    Olympic    Steel   Inc                 Morgan    Stanley                2,697
       2,664    Omega   Flex   Inc                   Goldman    Sachs               18,741
        848   Omega   Flex   Inc
                                   HSBC                     (734)
       1,902    Omega   Flex   Inc                   Morgan    Stanley                1,417
           Omega   Healthcare      Investors     Inc  (REIT)         Bank   of  America    Merrill    Lynch
      (5,561)                                                 (7,285)
           Omega   Healthcare      Investors     Inc  (REIT)         Barclays     Bank
      (14,301)                                                 (22,167)
           Omega   Healthcare      Investors     Inc  (REIT)         Goldman    Sachs
      (3,970)                                                 (5,201)
           Omega   Healthcare      Investors     Inc  (REIT)
      (9,325)                             HSBC                   (16,972)
           Omega   Healthcare      Investors     Inc  (REIT)         Morgan    Stanley
      (19,905)                                                 (30,853)
      18,497     Omeros    Corp                     Goldman    Sachs
                                                       (6,659)
      25,737     Omeros    Corp                                         6,397
                                   HSBC
      42,075     Omeros    Corp                     Morgan    Stanley
                                                        (842)
        495   Omnicell     Inc                    Bank   of  America    Merrill    Lynch        3,034
       2,417    Omnicell     Inc                    Barclays     Bank
                                                       (1,619)
       5,952    Omnicell     Inc                    Goldman    Sachs               36,486
      19,235     Omnicell     Inc                                       64,396
                                   HSBC
       8,905    Omnicell     Inc                    Morgan    Stanley
                                                       (5,966)
           Omnicell     Inc                    Morgan    Stanley                3,113
      (4,647)
      11,497     Omnicom    Group   Inc                 Goldman    Sachs               19,085
      16,103     Omnicom    Group   Inc                                    123,003
                                   HSBC
                                243/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
      14,081     Omnicom    Group   Inc                 Morgan    Stanley                34,358
           ON  Semiconductor       Corp                Barclays     Bank
      (4,108)                                                 (2,342)
           ON  Semiconductor       Corp                Morgan    Stanley
      (51,166)                                                 (29,165)
           Oncocyte     Corp                    Goldman    Sachs
      (14,193)                                                  (568)
           Oncocyte     Corp
      (49,437)                             HSBC                   (15,325)
           Oncocyte     Corp                    Morgan    Stanley
      (58,950)                                                 (9,432)
       1,223    Oncorus    Inc                    Bank   of  America    Merrill    Lynch        2,128
       8,470    Oncorus    Inc                    Goldman    Sachs               10,811
       6,310    Oncorus    Inc
                                   HSBC                    (2,713)
       3,206    Oncorus    Inc                    Morgan    Stanley
                                                       (1,379)
      10,997     ONE  Gas  Inc                    Bank   of  America    Merrill    Lynch       14,929
      34,079     ONE  Gas  Inc                    Barclays     Bank               28,627
      23,998     ONE  Gas  Inc                    Goldman    Sachs               30,717
      26,265     ONE  Gas  Inc                                        34,781
                                   HSBC
      66,502     ONE  Gas  Inc                    Morgan    Stanley                55,862
      15,483     One  Liberty    Properties      Inc  (REIT)           Bank   of  America    Merrill    Lynch
                                                        (619)
      24,647     One  Liberty    Properties      Inc  (REIT)           Goldman    Sachs
                                                        (986)
      26,825     One  Liberty    Properties      Inc  (REIT)                              24,648
                                   HSBC
      17,799     One  Liberty    Properties      Inc  (REIT)           Morgan    Stanley                  178
      10,621     OneMain    Holdings     Inc                Bank   of  America    Merrill    Lynch        1,890
       5,025    OneMain    Holdings     Inc                Barclays     Bank               6,432
       4,886    OneMain    Holdings     Inc                Goldman    Sachs                 391
       3,555    OneMain    Holdings     Inc                                    5,519
                                   HSBC
      11,045     OneMain    Holdings     Inc                Morgan    Stanley                11,408
       4,801    ONEOK   Inc                     Barclays     Bank               9,410
           ONEOK   Inc                     Goldman    Sachs
      (3,401)                                                (16,291)
       3,960    ONEOK   Inc                     Goldman    Sachs               18,968
           ONEOK   Inc
      (2,354)                             HSBC                   (13,630)
           ONEOK   Inc                     Morgan    Stanley
      (3,731)                                                 (7,313)
           OneSpan    Inc                    Bank   of  America    Merrill    Lynch
      (4,961)                                                 (6,846)
           OneSpan    Inc                    Goldman    Sachs
      (33,028)                                                 (45,579)
           OneSpan    Inc
      (17,205)                             HSBC                   (24,320)
           OneSpan    Inc                    Morgan    Stanley
      (19,890)                                                 (27,249)
       5,971    OneWater     Marine    Inc  ’A’              Bank   of  America    Merrill    Lynch       28,243
       2,732    OneWater     Marine    Inc  ’A’                                  9,243
                                   HSBC
           Onto   Innovation      Inc                Bank   of  America    Merrill    Lynch
      (3,147)                                                 (3,939)
           Onto   Innovation      Inc                Goldman    Sachs
      (8,411)                                                (19,679)
           Onto   Innovation      Inc
      (18,311)                             HSBC                   (59,196)
           Onto   Innovation      Inc                Morgan    Stanley
      (37,930)                                                 (58,791)
       1,098    Ontrak    Inc                     Bank   of  America    Merrill    Lynch         999
       1,283    Ontrak    Inc                     Goldman    Sachs                1,168
        956   Ontrak    Inc                                          220
                                   HSBC
        517   Ontrak    Inc                     Morgan    Stanley                  119
      39,438     Ooma   Inc                      Bank   of  America    Merrill    Lynch       50,086
      20,834     Ooma   Inc                      Goldman    Sachs               26,459
                                244/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
       8,967    Ooma   Inc                                         19,010
                                   HSBC
      43,742     OP  Bancorp                       Bank   of  America    Merrill    Lynch        6,296
      39,962     OP  Bancorp                       Goldman    Sachs                7,051
      44,830     OP  Bancorp                                           8,725
                                   HSBC
      25,774     OP  Bancorp                       Morgan    Stanley                1,804
       8,885    Open   Lending    Corp   ’A’               Bank   of  America    Merrill    Lynch
                                                      (11,639)
       7,659    Open   Lending    Corp   ’A’               Barclays     Bank
                                                       (2,261)
       4,697    Open   Lending    Corp   ’A’               Goldman    Sachs
                                                       (5,438)
       1,022    Open   Lending    Corp   ’A’
                                   HSBC                     (412)
      16,584     Open   Lending    Corp   ’A’               Morgan    Stanley
                                                      (29,685)
      95,890     OPKO   Health    Inc                  Morgan    Stanley                19,178
      14,702     Oportun    Financial     Corp               Goldman    Sachs
                                                        (882)
       9,814    Oportun    Financial     Corp                                   22,180
                                   HSBC
           Oppenheimer      Holdings     Inc  ’A’            Bank   of  America    Merrill    Lynch
      (38,168)                                                 (18,702)
           Oppenheimer      Holdings     Inc  ’A’            Goldman    Sachs
      (18,057)                                                 (8,848)
           Oppenheimer      Holdings     Inc  ’A’
      (17,066)                             HSBC                   (24,360)
           Oppenheimer      Holdings     Inc  ’A’            Morgan    Stanley
      (19,764)                                                 (13,440)
           OptimizeRx      Corp                   Bank   of  America    Merrill    Lynch
      (7,420)                                                (25,451)
           OptimizeRx      Corp                   Goldman    Sachs
       (938)                                                (3,217)
           OptimizeRx      Corp
      (2,604)                             HSBC                    (9,531)
           OptimizeRx      Corp                   Morgan    Stanley
      (32,391)                                                (118,551)
      34,703     Optinose     Inc                    Bank   of  America    Merrill    Lynch        1,735
      27,036     Optinose     Inc                    Goldman    Sachs                1,352
      21,787     Optinose     Inc                                        8,933
                                   HSBC
      27,402     Option    Care   Health    Inc                                   6,851
                                   HSBC
      19,644     Option    Care   Health    Inc               Morgan    Stanley                4,911
           Oracle    Corp                     Bank   of  America    Merrill    Lynch
      (5,237)                                                 (4,540)
           Oracle    Corp                     Barclays     Bank
      (3,076)                                                 (5,783)
           Oracle    Corp                     Goldman    Sachs
      (4,332)                                                 (3,954)
           Oracle    Corp
      (36,028)                             HSBC                   (40,351)
           Oracle    Corp                     Morgan    Stanley
      (43,792)                                                 (82,329)
       3,192    OraSure    Technologies       Inc              Bank   of  America    Merrill    Lynch
                                                       (1,625)
      17,805     OraSure    Technologies       Inc              Goldman    Sachs
                                                      (22,968)
       6,477    OraSure    Technologies       Inc
                                   HSBC                     (710)
       4,631    OraSure    Technologies       Inc              Morgan    Stanley                  185
           ORBCOMM    Inc                    Bank   of  America    Merrill    Lynch
      (37,328)                                                 (1,120)
           ORBCOMM    Inc                    Goldman    Sachs
      (7,020)                                                  (211)
           ORBCOMM    Inc
      (14,007)                             HSBC                    (6,303)
           ORBCOMM    Inc                    Morgan    Stanley                12,848
      (27,336)
           Orchid    Island    Capital    Inc  (REIT)           Bank   of  America    Merrill    Lynch        8,106
      (62,350)
           Orchid    Island    Capital    Inc  (REIT)           Goldman    Sachs               19,146
     (147,274)
           Orchid    Island    Capital    Inc  (REIT)                               3,454
      (31,879)                             HSBC
           Orchid    Island    Capital    Inc  (REIT)           Morgan    Stanley                13,743
      (65,444)
        617   O’Reilly     Automotive      Inc              Bank   of  America    Merrill    Lynch
                                                      (14,068)
       3,806    O’Reilly     Automotive      Inc              Barclays     Bank
                                                      (13,930)
                                245/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
        309   O’Reilly     Automotive      Inc              Goldman    Sachs
                                                       (4,221)
        806   O’Reilly     Automotive      Inc              Morgan    Stanley
                                                       (3,233)
      17,892     Organogenesis       Holdings     Inc  ’A’           Goldman    Sachs               11,988
       5,393    Organogenesis       Holdings     Inc  ’A’
                                   HSBC                    (1,079)
       5,851    Organogenesis       Holdings     Inc  ’A’           Morgan    Stanley
                                                       (1,170)
       3,029    Orgenesis     Inc                   Goldman    Sachs
                                                        (545)
       6,913    Orgenesis     Inc                   Morgan    Stanley                  415
       6,151    ORIC   Pharmaceuticals        Inc              Goldman    Sachs               40,412
       9,634    ORIC   Pharmaceuticals        Inc              Morgan    Stanley
                                                        (385)
           Origin    Bancorp    Inc                 Bank   of  America    Merrill    Lynch
      (2,297)                                                  (666)
           Origin    Bancorp    Inc                 Goldman    Sachs
      (14,621)                                                 (4,240)
           Origin    Bancorp    Inc
      (15,947)                             HSBC                   (13,429)
           Origin    Bancorp    Inc                 Morgan    Stanley
      (28,174)                                                 (17,186)
           Orion   Energy    Systems    Inc              Bank   of  America    Merrill    Lynch
      (25,220)                                                 (59,771)
           Orion   Energy    Systems    Inc
      (35,687)                             HSBC                   (53,079)
           Orion   Energy    Systems    Inc              Morgan    Stanley
      (22,172)                                                 (28,602)
           Ormat   Technologies       Inc               Bank   of  America    Merrill    Lynch        7,912
      (2,383)
        830   Ormat   Technologies       Inc               Barclays     Bank               6,167
           Ormat   Technologies       Inc               Barclays     Bank
      (3,684)                                                (27,372)
       1,863    Ormat   Technologies       Inc
                                   HSBC                    (2,142)
           Ormat   Technologies       Inc
      (10,777)                             HSBC                   (18,700)
       1,411    Ormat   Technologies       Inc               Morgan    Stanley                10,484
           Ormat   Technologies       Inc               Morgan    Stanley
      (6,652)                                                (49,425)
      10,526     Orrstown     Financial     Services     Inc          Bank   of  America    Merrill    Lynch        3,474
      26,052     Orrstown     Financial     Services     Inc          Goldman    Sachs                9,882
      28,683     Orrstown     Financial     Services     Inc                              24,340
                                   HSBC
      24,157     Orrstown     Financial     Services     Inc          Morgan    Stanley                17,876
           Orthofix     Medical    Inc                Bank   of  America    Merrill    Lynch
      (6,523)                                                 (6,458)
           Orthofix     Medical    Inc                Goldman    Sachs
      (8,037)                                                 (7,957)
           Orthofix     Medical    Inc
      (26,503)                             HSBC                   (17,639)
           Orthofix     Medical    Inc                Morgan    Stanley
      (10,525)                                                 (7,368)
           OrthoPediatrics        Corp                Bank   of  America    Merrill    Lynch       12,124
      (6,062)
           OrthoPediatrics        Corp                Goldman    Sachs                3,008
      (1,504)
           OrthoPediatrics        Corp                                    13,341
      (4,403)                             HSBC
           OrthoPediatrics        Corp                Morgan    Stanley                6,077
      (11,686)
       6,999    Oshkosh    Corp                    Bank   of  America    Merrill    Lynch       31,286
       7,681    Oshkosh    Corp                    Barclays     Bank
                                                      (10,600)
      11,959     Oshkosh    Corp                    Goldman    Sachs               53,457
       9,294    Oshkosh    Corp                                        80,260
                                   HSBC
      30,729     Oshkosh    Corp                    Morgan    Stanley
                                                      (42,406)
      18,856     OSI  Systems    Inc                  Goldman    Sachs                8,485
      17,394     OSI  Systems    Inc                                      17,856
                                   HSBC
      36,820     OSI  Systems    Inc                  Morgan    Stanley                  736
           Otis   Worldwide     Corp                 Goldman    Sachs
      (7,317)                                                 (1,186)
       9,448    Otis   Worldwide     Corp                 Goldman    Sachs                1,134
                                246/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           Otis   Worldwide     Corp
      (8,146)                             HSBC                   (32,665)
       8,219    Otis   Worldwide     Corp                                    32,958
                                   HSBC
           Otis   Worldwide     Corp                 Morgan    Stanley
      (5,697)                                                 (1,481)
      45,882     Otonomy    Inc                    Bank   of  America    Merrill    Lynch        7,341
      50,558     Otonomy    Inc                    Goldman    Sachs                8,089
      10,960     Otonomy    Inc                    Morgan    Stanley                  658
       8,723    Otter   Tail   Corp                   Bank   of  America    Merrill    Lynch
                                                      (13,259)
      24,856     Otter   Tail   Corp                   Goldman    Sachs
                                                      (27,111)
      53,873     Otter   Tail   Corp
                                   HSBC                   (43,571)
       8,860    Otter   Tail   Corp                   Morgan    Stanley
                                                       (4,430)
       2,998    Outfront     Media   Inc  (REIT)               Bank   of  America    Merrill    Lynch         779
      10,604     Outfront     Media   Inc  (REIT)               Barclays     Bank               1,803
           Outfront     Media   Inc  (REIT)               Goldman    Sachs
      (21,727)                                                 (5,451)
      32,129     Outfront     Media   Inc  (REIT)                                  26,988
                                   HSBC
       4,777    Outfront     Media   Inc  (REIT)               Morgan    Stanley                  812
           Overseas     Shipholding      Group   Inc  ’A’         Bank   of  America    Merrill    Lynch
     (151,766)                                                  (6,071)
           Overseas     Shipholding      Group   Inc  ’A’         Goldman    Sachs
      (7,630)                                                  (305)
           Overseas     Shipholding      Group   Inc  ’A’
      (9,870)                             HSBC                    (1,678)
       4,921    Overstock.com       Inc                 Bank   of  America    Merrill    Lynch       76,472
       1,187    Overstock.com       Inc                 Goldman    Sachs               16,606
       3,100    Overstock.com       Inc                 Morgan    Stanley
                                                        (186)
           Ovid   therapeutics       Inc               Bank   of  America    Merrill    Lynch
      (17,822)                                                 (7,842)
           Ovid   therapeutics       Inc               Goldman    Sachs
      (15,937)                                                 (7,012)
           Ovid   therapeutics       Inc
      (8,901)                             HSBC                    (6,965)
           Ovid   therapeutics       Inc               Morgan    Stanley
      (44,466)                                                 (14,229)
           Ovintiv    Inc                    Bank   of  America    Merrill    Lynch
      (7,980)                                                (15,481)
           Ovintiv    Inc                    Goldman    Sachs
      (20,766)                                                 (40,286)
      21,621     Ovintiv    Inc                                        57,512
                                   HSBC
           Ovintiv    Inc
      (58,124)                             HSBC                   (48,824)
      27,112     Ovintiv    Inc                    Morgan    Stanley                22,774
           Owens   & Minor   Inc
      (10,203)                             HSBC                   (30,711)
           Owens   & Minor   Inc                 Morgan    Stanley
       (785)                                                (1,170)
       6,847    Owens   Corning                     Bank   of  America    Merrill    Lynch       18,898
      12,282     Owens   Corning                     Barclays     Bank               3,930
       5,307    Owens   Corning                     Goldman    Sachs               11,499
       7,975    Owens   Corning                     Morgan    Stanley                2,552
       7,698    Oxford    Industries      Inc               Goldman    Sachs               45,264
      13,108     Oxford    Industries      Inc                                   70,128
                                   HSBC
       4,610    Oxford    Industries      Inc               Morgan    Stanley
                                                       (6,592)
       3,718    Oyster    Point   Pharma    Inc              Bank   of  America    Merrill    Lynch
                                                       (5,874)
       5,046    Oyster    Point   Pharma    Inc              Goldman    Sachs
                                                       (7,973)
      13,663     Oyster    Point   Pharma    Inc
                                   HSBC                   (21,822)
       5,128    Oyster    Point   Pharma    Inc              Morgan    Stanley
                                                       (1,179)
      12,180     PACCAR    Inc                     Bank   of  America    Merrill    Lynch
                                                      (28,258)
           PACCAR    Inc                     Goldman    Sachs               54,611
      (23,575)
                                247/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
      33,934     PACCAR    Inc                     Morgan    Stanley
                                                      (66,511)
           Pacific    Biosciences      of  California      Inc       Goldman    Sachs
      (40,897)                                                  (818)
           Pacific    Biosciences      of  California      Inc
      (1,605)                             HSBC                    (1,817)
           Pacific    Ethanol    Inc                Bank   of  America    Merrill    Lynch
      (5,502)                                                 (4,292)
           Pacific    Ethanol    Inc                                    5,097
      (18,204)                             HSBC
      30,597     Pacific    Mercantile      Bancorp               Bank   of  America    Merrill    Lynch       18,970
      56,826     Pacific    Mercantile      Bancorp               Goldman    Sachs               35,232
      60,683     Pacific    Mercantile      Bancorp                                  25,106
                                   HSBC
      50,376     Pacific    Mercantile      Bancorp               Morgan    Stanley                11,586
           Pacific    Premier    Bancorp    Inc            Bank   of  America    Merrill    Lynch        8,621
      (11,973)
           Pacific    Premier    Bancorp    Inc            Goldman    Sachs               53,457
      (74,246)
           Pacific    Premier    Bancorp    Inc                                17,732
      (53,978)                             HSBC
           Pacific    Premier    Bancorp    Inc            Morgan    Stanley                3,465
      (8,059)
           Pacira    BioSciences      Inc
      (9,462)                             HSBC                   (41,538)
       2,695    Packaging     Corp   of  America               Bank   of  America    Merrill    Lynch
                                                       (7,169)
       3,854    Packaging     Corp   of  America               Barclays     Bank                886
           Packaging     Corp   of  America               Barclays     Bank
       (124)                                                 (29)
        996   Packaging     Corp   of  America               Goldman    Sachs
                                                       (2,649)
           Packaging     Corp   of  America
      (2,823)                             HSBC                   (13,861)
           Packaging     Corp   of  America               Morgan    Stanley
      (6,297)                                                 (1,448)
      13,411     PacWest    Bancorp                    Goldman    Sachs
                                                      (10,058)
      15,134     PacWest    Bancorp                                        7,718
                                   HSBC
      43,068     PacWest    Bancorp                    Morgan    Stanley
                                                       (2,584)
           PAE  Inc                                           847
      (4,703)                             HSBC
           PAE  Inc                      Morgan    Stanley                5,452
      (30,288)
           PagerDuty     Inc                   Bank   of  America    Merrill    Lynch
      (10,115)                                                 (50,676)
           PagerDuty     Inc                   Barclays     Bank
      (15,876)                                                 (47,946)
           PagerDuty     Inc                   Goldman    Sachs
      (19,367)                                                 (97,029)
           PagerDuty     Inc                   Morgan    Stanley
      (3,803)                                                (11,485)
      39,717     Palantir     Technologies       Inc  ’A’           Morgan    Stanley               301,849
           Palo   Alto   Networks     Inc               Barclays     Bank               1,777
       (735)
           Palo   Alto   Networks     Inc               Goldman    Sachs                2,956
      (2,154)
           Palo   Alto   Networks     Inc
      (5,303)                             HSBC                   (225,112)
           Palo   Alto   Networks     Inc               Morgan    Stanley                2,711
      (1,857)
           Palomar    Holdings     Inc                Bank   of  America    Merrill    Lynch        1,754
       (403)
           Palomar    Holdings     Inc                                   135,746
      (5,033)                             HSBC
           Palomar    Holdings     Inc                Morgan    Stanley                13,413
      (4,690)
           PAM  Transportation        Services     Inc                               255
       (798)                            HSBC
           PAM  Transportation        Services     Inc          Morgan    Stanley                1,301
      (4,067)
       7,393    Pandion    Therapeutics       Inc              Goldman    Sachs               22,918
      10,474     Pandion    Therapeutics       Inc                                 20,700
                                   HSBC
       8,825    Pandion    Therapeutics       Inc              Morgan    Stanley
                                                       (4,236)
           Papa   John’s    International       Inc           Goldman    Sachs
      (16,455)                                                 (10,510)
           Papa   John’s    International       Inc
      (3,466)                             HSBC                    (8,697)
           Papa   John’s    International       Inc           Morgan    Stanley                  526
       (438)
                                248/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
      33,388     Par  Pacific    Holdings     Inc              Goldman    Sachs               17,696
      35,085     Par  Pacific    Holdings     Inc
                                   HSBC                    (3,158)
      33,146     Par  Pacific    Holdings     Inc              Morgan    Stanley
                                                       (2,983)
       3,432    PAR  Technology      Corp                 Bank   of  America    Merrill    Lynch       13,316
      14,248     PAR  Technology      Corp                 Goldman    Sachs               55,282
           Paramount     Group   Inc  (REIT)              Bank   of  America    Merrill    Lynch
      (27,400)                                                 (41,100)
           Paramount     Group   Inc  (REIT)              Barclays     Bank               2,785
      (21,292)
           Paramount     Group   Inc  (REIT)              Goldman    Sachs
      (3,867)                                                 (5,801)
      63,054     Paramount     Group   Inc  (REIT)                                 141,241
                                   HSBC
      89,817     Paramount     Group   Inc  (REIT)              Morgan    Stanley
                                                       (9,880)
           Paratek    Pharmaceuticals        Inc            Goldman    Sachs                2,131
      (71,034)
           Paratek    Pharmaceuticals        Inc
      (5,568)                             HSBC                     (223)
           Paratek    Pharmaceuticals        Inc            Morgan    Stanley
      (25,901)                                                 (1,036)
           Park   Aerospace     Corp                 Bank   of  America    Merrill    Lynch
      (32,926)                                                 (30,621)
           Park   Aerospace     Corp                 Goldman    Sachs
      (36,926)                                                 (34,000)
           Park   Aerospace     Corp
      (44,651)                             HSBC                   (21,433)
           Park   Aerospace     Corp                 Morgan    Stanley
      (19,328)                                                 (2,706)
           Park   City   Group   Inc                                    1,753
      (38,656)                             HSBC
      66,603     Park   Hotels    & Resorts    Inc  (REIT)           Bank   of  America    Merrill    Lynch       148,525
           Park   Hotels    & Resorts    Inc  (REIT)           Barclays     Bank
      (11,278)                                                 (10,150)
           Park   Hotels    & Resorts    Inc  (REIT)           Goldman    Sachs
      (7,700)                                                (17,171)
           Park   National     Corp
      (15,598)                             HSBC                    (2,661)
           Park   National     Corp                 Morgan    Stanley                40,343
      (34,189)
           Parke   Bancorp    Inc                 Bank   of  America    Merrill    Lynch        2,848
      (11,865)
           Parke   Bancorp    Inc                 Goldman    Sachs                 325
      (1,355)
           Parke   Bancorp    Inc
      (3,734)                             HSBC                     (747)
           Parke   Bancorp    Inc                 Morgan    Stanley
      (7,848)                                                 (1,570)
      11,271     Parker    Drilling     Co                                    4,790
                                   HSBC
       2,760    Parker    Drilling     Co                Morgan    Stanley                1,311
       3,232    Parker-Hannifin        Corp                Barclays     Bank
                                                      (10,730)
           Parker-Hannifin        Corp                Barclays     Bank               4,485
      (1,351)
       1,171    Parker-Hannifin        Corp                                    18,502
                                   HSBC
       8,871    Parker-Hannifin        Corp                Morgan    Stanley
                                                      (29,452)
           Parker-Hannifin        Corp                Morgan    Stanley                15,813
      (4,763)
      12,657     Park-Ohio     Holdings     Corp               Bank   of  America    Merrill    Lynch       28,478
      19,490     Park-Ohio     Holdings     Corp               Goldman    Sachs               43,853
       1,559    Park-Ohio     Holdings     Corp                                   4,350
                                   HSBC
       6,111    Park-Ohio     Holdings     Corp               Morgan    Stanley                14,055
           Parsons    Corp                    Bank   of  America    Merrill    Lynch        2,814
      (5,872)
           Parsons    Corp                    Goldman    Sachs                3,208
      (7,795)
       2,979    Parsons    Corp                    Goldman    Sachs
                                                       (2,264)
       1,226    Parsons    Corp                                        1,937
                                   HSBC
           Parsons    Corp
      (17,540)                             HSBC                   (27,014)
       6,374    Parsons    Corp                    Morgan    Stanley                6,693
           Parsons    Corp                    Morgan    Stanley
      (14,290)                                                 (15,005)
                                249/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
       2,927    Partners     Bancorp                                        1,317
                                   HSBC
       3,183    Partners     Bancorp                    Morgan    Stanley                1,432
       9,567    Party   City   Holdco    Inc               Bank   of  America    Merrill    Lynch
                                                        (918)
           Passage    Bio  Inc                  Bank   of  America    Merrill    Lynch
      (8,682)                                                (23,962)
           Patrick    Industries      Inc               Goldman    Sachs
       (427)                                                (1,934)
           Patrick    Industries      Inc
      (4,365)                             HSBC                   (26,021)
           Patrick    Industries      Inc               Morgan    Stanley                28,810
      (11,905)
      31,013     Patterson     Cos  Inc                 Morgan    Stanley                13,025
      51,887     Patterson-UTI       Energy    Inc              Goldman    Sachs               26,203
      160,351     Patterson-UTI       Energy    Inc                                 122,061
                                   HSBC
      40,661     Patterson-UTI       Energy    Inc              Morgan    Stanley                1,220
           PAVmed    Inc                     Goldman    Sachs
      (17,514)                                                 (2,452)
           PAVmed    Inc                                        17,389
     (193,209)                              HSBC
           PAVmed    Inc                     Morgan    Stanley                3,083
      (34,257)
      44,134     Paya   Holdings     Inc  ’A’               Bank   of  America    Merrill    Lynch       17,150
      27,439     Paya   Holdings     Inc  ’A’                                   3,841
                                   HSBC
      20,296     Paychex    Inc                    Bank   of  America    Merrill    Lynch
                                                       (3,512)
           Paychex    Inc                    Bank   of  America    Merrill    Lynch
       (402)                                                 (421)
        360   Paychex    Inc                    Barclays     Bank
                                                         (9)
           Paychex    Inc                    Barclays     Bank
      (3,842)                                                 (3,842)
      17,855     Paychex    Inc                    Goldman    Sachs
                                                       (2,857)
           Paychex    Inc                    Goldman    Sachs                  75
      (1,211)
           Paychex    Inc
      (14,051)                             HSBC                   (33,441)
       5,457    Paychex    Inc                    Morgan    Stanley                5,457
           Paychex    Inc                    Morgan    Stanley
      (9,486)                                                 (9,486)
        112   Paycom    Software     Inc                Bank   of  America    Merrill    Lynch        3,188
       1,214    Paycom    Software     Inc                Goldman    Sachs               38,047
        105   Paycom    Software     Inc                                    2,580
                                   HSBC
        924   Paycom    Software     Inc                Morgan    Stanley                9,693
       6,945    Paylocity     Holding    Corp               Bank   of  America    Merrill    Lynch       107,787
        663   Paylocity     Holding    Corp               Barclays     Bank               3,425
       3,104    Paylocity     Holding    Corp               Goldman    Sachs               44,933
       2,443    Paylocity     Holding    Corp                                   1,678
                                   HSBC
       3,528    Paylocity     Holding    Corp               Morgan    Stanley                15,488
           PayPal    Holdings     Inc                Bank   of  America    Merrill    Lynch       14,848
      (4,698)
        751   PayPal    Holdings     Inc                Barclays     Bank               7,405
        405   PayPal    Holdings     Inc                Goldman    Sachs                7,590
       5,966    PayPal    Holdings     Inc                                   154,877
                                   HSBC
       1,043    PayPal    Holdings     Inc                Morgan    Stanley                10,284
           Paysign    Inc                    Bank   of  America    Merrill    Lynch        6,467
      (19,665)
           Paysign    Inc                    Goldman    Sachs                8,073
      (10,910)
           Paysign    Inc                                        4,077
      (28,474)                             HSBC
           Paysign    Inc                    Morgan    Stanley
      (15,724)                                                 (2,359)
      11,259     PBF  Energy    Inc  ’A’                 Bank   of  America    Merrill    Lynch        4,616
      60,997     PBF  Energy    Inc  ’A’                                    57,337
                                   HSBC
                                250/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
      24,141     PBF  Energy    Inc  ’A’                 Morgan    Stanley
                                                      (12,312)
       5,198    PC  Connection      Inc                 Goldman    Sachs                 208
       4,670    PC  Connection      Inc
                                   HSBC                   (25,311)
      31,753     PC  Connection      Inc                 Morgan    Stanley                58,426
      10,049     PCB  Bancorp                      Bank   of  America    Merrill    Lynch
                                                       (6,230)
      16,266     PCB  Bancorp                      Goldman    Sachs
                                                      (10,085)
      34,816     PCB  Bancorp
                                   HSBC                     (875)
      28,902     PCB  Bancorp                      Morgan    Stanley
                                                       (3,468)
      32,589     PCSB   Financial     Corp                 Bank   of  America    Merrill    Lynch
                                                      (11,080)
      42,748     PCSB   Financial     Corp                 Goldman    Sachs
                                                      (14,534)
      60,018     PCSB   Financial     Corp                                    40,147
                                   HSBC
      43,565     PCSB   Financial     Corp                 Morgan    Stanley                4,792
      19,700     PC-Tel    Inc                     Bank   of  America    Merrill    Lynch         985
      16,034     PC-Tel    Inc                                        16,985
                                   HSBC
      102,599     PC-Tel    Inc                     Morgan    Stanley                9,234
           PDC  Energy    Inc                   Bank   of  America    Merrill    Lynch
      (6,578)                                                (11,314)
           PDC  Energy    Inc                   Goldman    Sachs
      (9,656)                                                (16,608)
           PDC  Energy    Inc
      (37,694)                             HSBC                   (39,029)
           PDC  Energy    Inc                   Morgan    Stanley
      (6,029)                                                 (2,050)
           PDF  Solutions     Inc                 Goldman    Sachs
      (2,530)                                                 (2,505)
           PDF  Solutions     Inc
      (18,613)                             HSBC                   (35,179)
           PDF  Solutions     Inc                 Morgan    Stanley
      (24,222)                                                  (969)
           PDL  BioPharma     Inc                 Bank   of  America    Merrill    Lynch
     (328,629)                                                 (60,796)
           PDL  BioPharma     Inc                 Goldman    Sachs
      (74,293)                                                 (12,623)
           PDL  BioPharma     Inc
     (144,561)                              HSBC                   (47,555)
           PDL  BioPharma     Inc                 Morgan    Stanley
     (141,740)                                                 (17,718)
           Peapack-Gladstone         Financial     Corp          Bank   of  America    Merrill    Lynch
      (8,914)                                                (11,856)
           Peapack-Gladstone         Financial     Corp          Goldman    Sachs
      (7,199)                                                 (9,575)
           Peapack-Gladstone         Financial     Corp
      (2,116)                             HSBC                    (5,692)
           Peapack-Gladstone         Financial     Corp          Morgan    Stanley
      (10,889)                                                 (5,336)
      31,490     Pebblebrook      Hotel   Trust   (REIT)            Goldman    Sachs               43,141
      46,106     Pebblebrook      Hotel   Trust   (REIT)
                                   HSBC                   (12,566)
      48,723     Pebblebrook      Hotel   Trust   (REIT)            Morgan    Stanley
                                                      (22,412)
       3,104    Pegasystems      Inc                  Goldman    Sachs               29,457
       3,091    Pegasystems      Inc                                      21,637
                                   HSBC
           Pegasystems      Inc                  Morgan    Stanley
      (9,637)                                                (17,250)
           Peloton    Interactive      Inc  ’A’            Bank   of  America    Merrill    Lynch
      (1,857)                                                (15,083)
           Peloton    Interactive      Inc  ’A’            Barclays     Bank
       (830)                                                (1,424)
           Peloton    Interactive      Inc  ’A’            Goldman    Sachs
      (3,459)                                                (30,024)
           Peloton    Interactive      Inc  ’A’
       (265)                            HSBC                    (2,801)
           Peloton    Interactive      Inc  ’A’            Morgan    Stanley                5,877
      (3,998)
        584   Penn   National     Gaming    Inc              Barclays     Bank
                                                        (444)
       2,459    Penn   National     Gaming    Inc              Goldman    Sachs               16,204
       8,332    Penn   National     Gaming    Inc                                 69,905
                                   HSBC
       4,662    Penn   National     Gaming    Inc              Morgan    Stanley
                                                       (3,543)
                                251/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           Penn   Virginia     Corp                 Bank   of  America    Merrill    Lynch
      (12,396)                                                 (7,314)
           Penn   Virginia     Corp                 Goldman    Sachs
      (13,040)                                                 (7,694)
           Penn   Virginia     Corp
      (10,802)                             HSBC                    (4,889)
           Penn   Virginia     Corp                 Morgan    Stanley                  139
      (2,312)
           Pennant    Group   Inc
      (2,975)                             HSBC                    (3,472)
           Pennant    Group   Inc                 Morgan    Stanley
      (6,645)                                                 (1,861)
       4,594    Penns   Woods   Bancorp    Inc              Bank   of  America    Merrill    Lynch        1,350
       4,640    Penns   Woods   Bancorp    Inc              Goldman    Sachs                1,269
      12,387     Penns   Woods   Bancorp    Inc                                  7,469
                                   HSBC
      13,493     Penns   Woods   Bancorp    Inc              Morgan    Stanley                5,397
           PennyMac     Financial     Services     Inc          Bank   of  America    Merrill    Lynch
       (405)                                                 (129)
           PennyMac     Financial     Services     Inc          Goldman    Sachs
      (4,033)                                                 (3,388)
       2,817    PennyMac     Financial     Services     Inc                              7,398
                                   HSBC
           PennyMac     Financial     Services     Inc          Morgan    Stanley
      (14,155)                                                 (9,342)
       1,601    PennyMac     Financial     Services     Inc          Morgan    Stanley                1,057
      19,940     PennyMac     Mortgage     Investment      Trust   (REIT)      Bank   of  America    Merrill    Lynch        4,387
      11,657     PennyMac     Mortgage     Investment      Trust   (REIT)      Goldman    Sachs                2,565
       8,810    PennyMac     Mortgage     Investment      Trust   (REIT)                           5,204
                                   HSBC
      21,733     PennyMac     Mortgage     Investment      Trust   (REIT)      Morgan    Stanley
                                                       (1,956)
       7,602    Penske    Automotive      Group   Inc            Bank   of  America    Merrill    Lynch
                                                      (30,864)
       1,937    Penske    Automotive      Group   Inc            Barclays     Bank
                                                       (3,138)
       8,822    Penske    Automotive      Group   Inc            Goldman    Sachs
                                                      (35,818)
       1,882    Penske    Automotive      Group   Inc
                                   HSBC                    (1,449)
      12,709     Penske    Automotive      Group   Inc            Morgan    Stanley
                                                      (20,588)
        887   Penumbra     Inc                    Bank   of  America    Merrill    Lynch
                                                      (18,030)
        800   Penumbra     Inc                    Barclays     Bank
                                                      (24,264)
       1,101    Penumbra     Inc                    Goldman    Sachs
                                                      (41,838)
        732   Penumbra     Inc
                                   HSBC                   (13,235)
       1,574    Penumbra     Inc                    Morgan    Stanley
                                                      (47,739)
           Peoples    Bancorp    Inc                Bank   of  America    Merrill    Lynch       24,362
      (65,842)
           Peoples    Bancorp    Inc                Goldman    Sachs               20,240
      (54,702)
           Peoples    Bancorp    Inc
      (62,634)                             HSBC                   (29,324)
           Peoples    Bancorp    Inc                Morgan    Stanley
      (32,320)                                                 (6,787)
       2,826    Peoples    Bancorp    of  North   Carolina     Inc       Bank   of  America    Merrill    Lynch        8,096
       8,166    Peoples    Bancorp    of  North   Carolina     Inc       Goldman    Sachs               23,396
      10,795     Peoples    Bancorp    of  North   Carolina     Inc                           50,080
                                   HSBC
      13,409     Peoples    Bancorp    of  North   Carolina     Inc       Morgan    Stanley                29,433
       5,585    Peoples    Financial     Services     Corp           Bank   of  America    Merrill    Lynch
                                                       (5,753)
       4,192    Peoples    Financial     Services     Corp           Goldman    Sachs
                                                       (4,318)
       3,988    Peoples    Financial     Services     Corp
                                   HSBC                    (2,124)
       5,472    Peoples    Financial     Services     Corp           Morgan    Stanley                5,363
       2,627    People’s     United    Financial     Inc           Bank   of  America    Merrill    Lynch
                                                       (1,366)
           People’s     United    Financial     Inc           Bank   of  America    Merrill    Lynch       59,015
     (113,491)
      12,794     People’s     United    Financial     Inc           Barclays     Bank
                                                       (2,687)
           People’s     United    Financial     Inc           Barclays     Bank               6,012
      (28,630)
                                252/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
      45,653     People’s     United    Financial     Inc                                457
                                   HSBC
      31,120     People’s     United    Financial     Inc           Morgan    Stanley
                                                       (6,535)
        272   PepsiCo    Inc                    Barclays     Bank
                                                         (4)
           PepsiCo    Inc                    Barclays     Bank
      (16,905)                                                 (18,934)
       3,839    PepsiCo    Inc                    Goldman    Sachs
                                                       (6,219)
      27,270     PepsiCo    Inc                    Morgan    Stanley                30,542
       8,630    Perdoceo     Education     Corp               Bank   of  America    Merrill    Lynch
                                                       (4,401)
      29,301     Perdoceo     Education     Corp               Goldman    Sachs
                                                      (14,944)
      30,577     Perdoceo     Education     Corp                                   7,917
                                   HSBC
      20,139     Perdoceo     Education     Corp               Morgan    Stanley                5,035
           Perficient      Inc                   Goldman    Sachs                1,003
      (2,280)
           Perficient      Inc                                      13,437
      (21,329)                             HSBC
           Perficient      Inc                   Morgan    Stanley                20,922
      (33,210)
           Performance      Food   Group   Co             Bank   of  America    Merrill    Lynch        3,219
       (882)
           Performance      Food   Group   Co             Barclays     Bank               2,603
      (7,036)
           Performance      Food   Group   Co                                 3,933
      (4,733)                             HSBC
      10,191     Performance      Food   Group   Co             Morgan    Stanley
                                                       (3,771)
           Performance      Food   Group   Co             Morgan    Stanley                4,371
      (11,813)
           PerkinElmer      Inc                  Bank   of  America    Merrill    Lynch        1,631
      (1,129)
           PerkinElmer      Inc                  Barclays     Bank
       (798)                                                (1,702)
           PerkinElmer      Inc                  Goldman    Sachs               21,747
      (7,893)
           PerkinElmer      Inc                  Morgan    Stanley
      (5,324)                                                (10,595)
      20,535     Personalis      Inc                                      26,490
                                   HSBC
      18,792     Perspecta     Inc                   Bank   of  America    Merrill    Lynch
                                                       (1,691)
           Perspecta     Inc                   Bank   of  America    Merrill    Lynch
      (2,042)                                                 (1,216)
       6,524    Perspecta     Inc                   Barclays     Bank               1,109
      12,697     Perspecta     Inc                   Goldman    Sachs
                                                       (1,143)
           Perspecta     Inc                   Goldman    Sachs                 744
      (20,530)
      17,325     Perspecta     Inc                                       7,970
                                   HSBC
           Perspecta     Inc
      (56,534)                             HSBC                   (26,006)
       9,707    Perspecta     Inc                   Morgan    Stanley                1,650
           Perspecta     Inc                   Morgan    Stanley
      (57,201)                                                 (9,724)
       3,001    PetIQ   Inc                     Goldman    Sachs                5,972
       7,149    PetIQ   Inc                                         17,641
                                   HSBC
      22,065     PetIQ   Inc                     Morgan    Stanley
                                                         －
           PetMed    Express    Inc                 Bank   of  America    Merrill    Lynch
      (1,131)                                                 (1,346)
           PetMed    Express    Inc                 Goldman    Sachs
      (15,529)                                                 (18,480)
           PetMed    Express    Inc
      (26,272)                             HSBC                   (24,170)
       3,365    PFSweb    Inc                     Bank   of  America    Merrill    Lynch         236
       4,029    PFSweb    Inc                     Goldman    Sachs                 282
       5,853    PFSweb    Inc                                         1,697
                                   HSBC
       5,186    PFSweb    Inc                     Morgan    Stanley                  104
           PG&E   Corp                      Bank   of  America    Merrill    Lynch
      (50,358)                                                 (58,415)
           PGT  Innovations      Inc                Bank   of  America    Merrill    Lynch
      (20,039)                                                 (17,234)
           PGT  Innovations      Inc                Goldman    Sachs
      (44,965)                                                 (38,670)
                                253/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           PGT  Innovations      Inc
      (53,825)                             HSBC                   (17,356)
           PGT  Innovations      Inc                Morgan    Stanley                30,578
      (66,474)
           PhaseBio     Pharmaceuticals        Inc            Bank   of  America    Merrill    Lynch
      (15,883)                                                 (3,653)
           PhaseBio     Pharmaceuticals        Inc
      (39,670)                             HSBC                    (4,364)
           Phathom    Pharmaceuticals        Inc
      (6,952)                             HSBC                    (3,442)
           Phibro    Animal    Health    Corp   ’A’           Bank   of  America    Merrill    Lynch
      (6,199)                                                 (3,781)
           Phibro    Animal    Health    Corp   ’A’           Goldman    Sachs
      (6,298)                                                 (3,842)
           Phibro    Animal    Health    Corp   ’A’
      (11,653)                             HSBC                   (12,212)
           Phibro    Animal    Health    Corp   ’A’           Morgan    Stanley
      (23,589)                                                 (19,343)
           Philip    Morris    International       Inc          Bank   of  America    Merrill    Lynch        2,120
      (1,653)
           Philip    Morris    International       Inc          Barclays     Bank               3,551
      (2,037)
           Philip    Morris    International       Inc          Goldman    Sachs                2,867
      (1,732)
           Philip    Morris    International       Inc
      (3,396)                             HSBC                   (13,516)
           Philip    Morris    International       Inc          Morgan    Stanley                31,432
      (30,815)
       2,337    Phillips     66                    Bank   of  America    Merrill    Lynch        3,248
           Phillips     66                    Goldman    Sachs
      (1,223)                                                 (1,700)
       5,760    Phillips     66                    Goldman    Sachs                1,942
           Phillips     66                    Morgan    Stanley                4,236
      (2,315)
      19,365     Phillips     66                    Morgan    Stanley
                                                      (35,438)
           Photronics      Inc                   Bank   of  America    Merrill    Lynch
      (13,154)                                                 (1,842)
           Photronics      Inc                   Goldman    Sachs
      (22,676)                                                 (4,031)
           Photronics      Inc
      (16,937)                             HSBC                    (7,452)
       2,265    Phreesia     Inc                    Bank   of  America    Merrill    Lynch        5,866
       6,711    Phreesia     Inc                    Goldman    Sachs               18,328
      17,920     Phreesia     Inc                                       33,495
                                   HSBC
      18,267     Phreesia     Inc                    Morgan    Stanley                30,106
           PHX  Minerals     Inc                  Bank   of  America    Merrill    Lynch
      (31,171)                                                  (312)
           PHX  Minerals     Inc                  Goldman    Sachs
      (11,531)                                                  (115)
           PHX  Minerals     Inc                                       332
      (20,163)                             HSBC
           Physicians      Realty    Trust   (REIT)            Bank   of  America    Merrill    Lynch       91,769
      (77,770)
      78,260     Physicians      Realty    Trust   (REIT)            Bank   of  America    Merrill    Lynch
                                                      (92,347)
           Physicians      Realty    Trust   (REIT)            Barclays     Bank               1,599
      (6,954)
           Physicians      Realty    Trust   (REIT)            Goldman    Sachs               21,837
      (18,506)
      107,241     Physicians      Realty    Trust   (REIT)            Goldman    Sachs
                                                      (126,545)
           Physicians      Realty    Trust   (REIT)                                5,706
      (17,830)                             HSBC
      107,452     Physicians      Realty    Trust   (REIT)
                                   HSBC                   (29,813)
           Physicians      Realty    Trust   (REIT)            Morgan    Stanley                5,509
      (23,953)
      166,183     Physicians      Realty    Trust   (REIT)            Morgan    Stanley
                                                      (38,222)
           PICO   Holdings     Inc                 Bank   of  America    Merrill    Lynch       17,272
      (44,288)
           PICO   Holdings     Inc                 Goldman    Sachs               21,514
      (55,231)
           PICO   Holdings     Inc
      (24,079)                             HSBC                    (3,099)
           PICO   Holdings     Inc                 Morgan    Stanley                  749
      (9,357)
           Piedmont     Office    Realty    Trust   Inc  ’A’   (REIT)    Goldman    Sachs
      (3,968)                                                 (1,270)
           Piedmont     Office    Realty    Trust   Inc  ’A’   (REIT)
     (132,518)                              HSBC                   (340,571)
                                254/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           Piedmont     Office    Realty    Trust   Inc  ’A’   (REIT)    Morgan    Stanley                27,216
      (93,848)
           Pieris    Pharmaceuticals        Inc             Bank   of  America    Merrill    Lynch
      (43,136)                                                  (863)
           Pieris    Pharmaceuticals        Inc             Goldman    Sachs
      (19,870)                                                  (397)
           Pieris    Pharmaceuticals        Inc
      (8,795)                             HSBC                     (352)
           Pieris    Pharmaceuticals        Inc             Morgan    Stanley
      (18,428)                                                  (737)
      24,179     Pilgrim’s      Pride   Corp                Barclays     Bank
                                                       (1,693)
       5,811    Pilgrim’s      Pride   Corp                Goldman    Sachs
                                                       (1,685)
      14,114     Pilgrim’s      Pride   Corp                                   24,841
                                   HSBC
      27,268     Pilgrim’s      Pride   Corp                Morgan    Stanley
                                                       (1,909)
           Ping   Identity     Holding    Corp             Bank   of  America    Merrill    Lynch
      (57,710)                                                 (87,142)
      41,014     Pinnacle     Financial     Partners     Inc          Bank   of  America    Merrill    Lynch       25,429
      38,664     Pinnacle     Financial     Partners     Inc          Barclays     Bank               8,506
      11,355     Pinnacle     Financial     Partners     Inc          Goldman    Sachs                7,040
       6,214    Pinnacle     Financial     Partners     Inc                              30,573
                                   HSBC
      17,811     Pinnacle     Financial     Partners     Inc          Morgan    Stanley                3,919
      19,512     Pinnacle     West   Capital    Corp             Bank   of  America    Merrill    Lynch
                                                      (127,413)
       1,127    Pinnacle     West   Capital    Corp             Barclays     Bank
                                                       (2,023)
      21,740     Pinnacle     West   Capital    Corp             Goldman    Sachs
                                                      (141,963)
       7,790    Pinnacle     West   Capital    Corp
                                   HSBC                   (24,489)
      17,924     Pinnacle     West   Capital    Corp             Morgan    Stanley
                                                      (10,217)
           Pinterest     Inc  ’A’                 Bank   of  America    Merrill    Lynch
       (493)                                                (2,750)
           Pinterest     Inc  ’A’                 Barclays     Bank
       (378)                                                (1,149)
           Pinterest     Inc  ’A’                 Goldman    Sachs
       (623)                                                (3,869)
           Pinterest     Inc  ’A’                 Morgan    Stanley
      (12,230)                                                 (37,179)
           Pioneer    Bancorp    Inc                Bank   of  America    Merrill    Lynch        4,440
      (8,377)
           Pioneer    Bancorp    Inc                Goldman    Sachs                2,910
      (5,490)
           Pioneer    Bancorp    Inc                                      42
       (418)                            HSBC
           Pioneer    Bancorp    Inc                Morgan    Stanley                11,044
     (110,439)
           Pioneer    Natural    Resources     Co           Bank   of  America    Merrill    Lynch
      (2,911)                                                (36,474)
           Pioneer    Natural    Resources     Co           Barclays     Bank
      (4,047)                                                (11,089)
           Pioneer    Natural    Resources     Co           Goldman    Sachs
      (2,378)                                                (29,452)
           Pioneer    Natural    Resources     Co
      (5,818)                             HSBC                   (109,786)
           Pioneer    Natural    Resources     Co           Morgan    Stanley
      (6,624)                                                (18,150)
           Piper   Sandler    Cos                 Bank   of  America    Merrill    Lynch
      (4,142)                                                 (5,467)
           Piper   Sandler    Cos                 Goldman    Sachs
      (9,176)                                                (12,112)
           Piper   Sandler    Cos
      (16,758)                             HSBC                   (43,643)
           Piper   Sandler    Cos                 Morgan    Stanley
      (8,622)                                                (13,192)
           Pitney    Bowes   Inc                  Morgan    Stanley
      (38,445)                                                 (9,996)
           Pixelworks      Inc                   Bank   of  America    Merrill    Lynch
      (8,000)                                                 (4,560)
           Pixelworks      Inc                   Goldman    Sachs
      (52,229)                                                 (29,771)
           Pixelworks      Inc
      (67,225)                             HSBC                    (7,897)
           Pixelworks      Inc                   Morgan    Stanley
      (23,426)                                                   －
           PJT  Partners     Inc  ’A’                Bank   of  America    Merrill    Lynch        1,247
      (1,753)
           PJT  Partners     Inc  ’A’                Goldman    Sachs
       (582)                                                (1,084)
           PJT  Partners     Inc  ’A’
      (1,079)                             HSBC                    (1,152)
                                255/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           PJT  Partners     Inc  ’A’                Morgan    Stanley
      (13,481)                                                 (22,244)
       3,805    Plains    GP  Holdings     LP  ’A’             Bank   of  America    Merrill    Lynch
                                                         －
      38,627     Plains    GP  Holdings     LP  ’A’                                 30,515
                                   HSBC
      10,002     Plains    GP  Holdings     LP  ’A’             Morgan    Stanley
                                                       (2,200)
        299   Planet    Fitness    Inc  ’A’               Bank   of  America    Merrill    Lynch         496
       3,241    Planet    Fitness    Inc  ’A’               Barclays     Bank               11,473
       2,444    Planet    Fitness    Inc  ’A’               Goldman    Sachs                6,739
       5,905    Planet    Fitness    Inc  ’A’
                                   HSBC                   (14,702)
      16,199     Planet    Fitness    Inc  ’A’               Morgan    Stanley                44,230
       3,974    Plantronics      Inc                  Goldman    Sachs               30,004
      11,553     Plantronics      Inc                                      45,172
                                   HSBC
       2,683    Plantronics      Inc                  Morgan    Stanley                10,491
       7,370    PlayAGS    Inc                    Goldman    Sachs                1,990
      58,419     PlayAGS    Inc                                        41,122
                                   HSBC
      10,916     PlayAGS    Inc                    Morgan    Stanley                3,384
           Plexus    Corp                     Goldman    Sachs               18,469
      (18,286)
           Plexus    Corp
      (4,825)                             HSBC                   (13,028)
           Plexus    Corp                     Morgan    Stanley                16,941
      (18,616)
       2,693    Pliant    Therapeutics       Inc              Goldman    Sachs               13,142
      10,079     Pliant    Therapeutics       Inc                                  63,150
                                   HSBC
       4,479    Pliant    Therapeutics       Inc              Morgan    Stanley                10,257
           Plug   Power   Inc                   Goldman    Sachs
      (18,823)                                                 (31,623)
       5,276    Plug   Power   Inc                   Goldman    Sachs                8,864
           Plug   Power   Inc                   Morgan    Stanley                  812
      (4,273)
      10,238     Plug   Power   Inc                   Morgan    Stanley
                                                       (1,945)
           Plumas    Bancorp                     Bank   of  America    Merrill    Lynch
      (1,935)                                                 (1,335)
           Plumas    Bancorp                     Morgan    Stanley
      (2,103)                                                  (421)
       6,722    Pluralsight      Inc  ’A’                Goldman    Sachs
                                                        (975)
       6,683    Pluralsight      Inc  ’A’                                      67
                                   HSBC
       8,894    Pluralsight      Inc  ’A’                Morgan    Stanley                1,157
       2,638    Plymouth     Industrial      Inc  (REIT)            Bank   of  America    Merrill    Lynch
                                                        (594)
      31,179     Plymouth     Industrial      Inc  (REIT)                                12,939
                                   HSBC
      40,699     Plymouth     Industrial      Inc  (REIT)            Morgan    Stanley
                                                       (2,645)
           PMV  Pharmaceuticals        Inc
      (6,595)                             HSBC                   (20,642)
           Polaris    Inc                    Bank   of  America    Merrill    Lynch       14,018
      (5,131)
           Polaris    Inc                    Goldman    Sachs                2,257
       (836)
       5,549    Polaris    Inc                                        25,359
                                   HSBC
           PolarityTE      Inc                   Morgan    Stanley
      (77,395)                                                 (3,034)
           Ponce   de  Leon   Federal    Bank             Goldman    Sachs                 489
      (2,327)
           Ponce   de  Leon   Federal    Bank
      (1,417)                             HSBC                    (1,332)
           Ponce   de  Leon   Federal    Bank             Morgan    Stanley
      (63,287)                                                 (5,696)
        66   Pool   Corp                      Bank   of  America    Merrill    Lynch        1,057
        307   Pool   Corp                      Barclays     Bank               2,634
           Pool   Corp                      Barclays     Bank
       (813)                                                (7,297)
        618   Pool   Corp                      Goldman    Sachs                1,180
                                256/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
        472   Pool   Corp                                          4,922
                                   HSBC
       6,304    Pool   Corp                      Morgan    Stanley                54,088
           Pool   Corp                      Morgan    Stanley
      (1,658)                                                (14,226)
      58,742     Portland     General    Electric     Co           Bank   of  America    Merrill    Lynch
                                                      (87,526)
      48,652     Portland     General    Electric     Co           Goldman    Sachs
                                                      (72,491)
      47,495     Portland     General    Electric     Co
                                   HSBC                    (6,428)
      87,556     Portland     General    Electric     Co           Morgan    Stanley
                                                       (2,627)
      13,421     Poseida    Therapeutics       Inc              Goldman    Sachs                6,039
      32,924     Poseida    Therapeutics       Inc                                  5,926
                                   HSBC
       6,787    Poseida    Therapeutics       Inc              Morgan    Stanley                1,222
           Post   Holdings     Inc                 Bank   of  America    Merrill    Lynch       52,874
      (8,754)
           Post   Holdings     Inc                 Barclays     Bank
      (13,800)                                                 (86,664)
           Post   Holdings     Inc                 Goldman    Sachs               49,727
      (8,233)
           Post   Holdings     Inc                                     17,321
      (12,461)                             HSBC
           Post   Holdings     Inc                 Morgan    Stanley
      (12,179)                                                 (76,484)
           Potbelly     Corp                    Bank   of  America    Merrill    Lynch
      (80,946)                                                 (56,662)
           Potbelly     Corp
      (57,754)                             HSBC                   (41,005)
           Potbelly     Corp                    Morgan    Stanley
      (46,211)                                                 (25,416)
           PotlatchDeltic        Corp   (REIT)              Goldman    Sachs
      (19,798)                                                 (27,321)
           PotlatchDeltic        Corp   (REIT)
      (6,695)                             HSBC                   (11,649)
           PotlatchDeltic        Corp   (REIT)              Morgan    Stanley                1,709
      (56,975)
           Powell    Industries      Inc               Bank   of  America    Merrill    Lynch         86
      (1,407)
           Powell    Industries      Inc               Goldman    Sachs
      (4,694)                                                 (2,159)
           Powell    Industries      Inc               Morgan    Stanley
      (13,305)                                                 (1,996)
       9,337    Power   Integrations       Inc               Bank   of  America    Merrill    Lynch        4,202
           Power   Integrations       Inc               Bank   of  America    Merrill    Lynch
      (4,350)                                                 (1,958)
       2,120    Power   Integrations       Inc               Barclays     Bank               2,798
           Power   Integrations       Inc               Barclays     Bank
      (12,061)                                                 (15,921)
        554   Power   Integrations       Inc               Goldman    Sachs                 249
           Power   Integrations       Inc               Goldman    Sachs
      (1,071)                                                  (482)
      13,839     Power   Integrations       Inc                                  57,986
                                   HSBC
      72,174     Power   Integrations       Inc               Morgan    Stanley                95,269
      12,046     Powerfleet      Inc                   Bank   of  America    Merrill    Lynch
                                                        (723)
      14,470     Powerfleet      Inc                   Goldman    Sachs
                                                        (868)
      24,064     Powerfleet      Inc
                                   HSBC                    (6,664)
       8,735    Powerfleet      Inc                   Morgan    Stanley
                                                       (2,358)
       4,423    PPD  Inc                      Bank   of  America    Merrill    Lynch
                                                       (2,703)
      12,429     PPD  Inc                      Barclays     Bank               7,084
       1,525    PPD  Inc                      Goldman    Sachs
                                                       (1,235)
      12,956     PPD  Inc                      Morgan    Stanley                7,385
        436   PPG  Industries      Inc                 Barclays     Bank
                                                        (699)
      15,116     PPG  Industries      Inc                                    61,931
                                   HSBC
      32,465     PPG  Industries      Inc                 Morgan    Stanley                40,906
           PPL  Corp                      Goldman    Sachs               74,776
      (42,009)
           PPL  Corp                                          10,377
      (45,117)                             HSBC
                                257/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           PPL  Corp                      Morgan    Stanley               172,531
     (117,368)
      18,854     PQ  Group   Holdings     Inc               Bank   of  America    Merrill    Lynch        2,451
      19,120     PQ  Group   Holdings     Inc               Goldman    Sachs                2,486
      74,670     PQ  Group   Holdings     Inc                                   30,360
                                   HSBC
      17,159     PQ  Group   Holdings     Inc               Morgan    Stanley                4,290
       3,002    PRA  Group   Inc                   Bank   of  America    Merrill    Lynch        6,214
           PRA  Group   Inc                   Goldman    Sachs
       (311)                                                 (644)
       8,867    PRA  Group   Inc                   Goldman    Sachs               18,355
      18,578     PRA  Group   Inc                                       71,269
                                   HSBC
           PRA  Group   Inc                   Morgan    Stanley
       (745)                                                 (328)
      11,846     PRA  Group   Inc                   Morgan    Stanley                5,212
           PRA  Health    Sciences     Inc              Barclays     Bank                175
       (973)
       2,589    PRA  Health    Sciences     Inc              Goldman    Sachs
                                                       (7,172)
       6,581    PRA  Health    Sciences     Inc
                                   HSBC                   (12,965)
       4,092    PRA  Health    Sciences     Inc              Morgan    Stanley
                                                        (737)
           PRA  Health    Sciences     Inc              Morgan    Stanley                  101
       (560)
      22,672     Precigen     Inc                    Goldman    Sachs               26,300
      22,439     Precision     BioSciences      Inc                                 50,462
                                   HSBC
      14,955     Precision     BioSciences      Inc             Morgan    Stanley
                                                         －
           Preferred     Bank                   Bank   of  America    Merrill    Lynch        1,205
      (1,095)
           Preferred     Bank                   Goldman    Sachs               10,217
      (9,288)
           Preferred     Bank
      (16,824)                             HSBC                    (1,721)
           Preferred     Bank                   Morgan    Stanley
      (13,506)                                                 (3,241)
           Preformed     Line   Products     Co            Bank   of  America    Merrill    Lynch
      (3,971)                                                 (8,260)
           Preformed     Line   Products     Co            Goldman    Sachs
      (5,027)                                                (10,456)
           Preformed     Line   Products     Co
      (3,725)                             HSBC                   (10,090)
           Preformed     Line   Products     Co            Morgan    Stanley
      (2,236)                                                 (2,214)
       2,173    Premier    Financial     Bancorp    Inc           Goldman    Sachs
                                                        (543)
      22,304     Premier    Financial     Bancorp    Inc                               7,582
                                   HSBC
       8,962    Premier    Financial     Bancorp    Inc           Morgan    Stanley                3,585
      96,253     Premier    Financial     Corp               Bank   of  America    Merrill    Lynch
                                                      (27,913)
       9,176    Premier    Financial     Corp                                   2,569
                                   HSBC
      11,357     Premier    Financial     Corp               Morgan    Stanley                3,180
           Premier    Inc  ’A’                  Bank   of  America    Merrill    Lynch
      (3,667)                                                 (2,237)
           Premier    Inc  ’A’                  Barclays     Bank
      (3,188)                                                 (2,040)
           Premier    Inc  ’A’                  Goldman    Sachs
      (7,263)                                                 (4,430)
           Premier    Inc  ’A’                                        51
       (852)                            HSBC
           Premier    Inc  ’A’                  Morgan    Stanley
      (24,244)                                                 (15,516)
      14,390     Prestige     Consumer     Healthcare      Inc          Bank   of  America    Merrill    Lynch        1,439
       7,127    Prestige     Consumer     Healthcare      Inc          Goldman    Sachs                 713
      18,418     Prestige     Consumer     Healthcare      Inc                             32,120
                                   HSBC
      48,438     Prestige     Consumer     Healthcare      Inc          Morgan    Stanley                31,000
      22,095     Prevail    Therapeutics       Inc              Bank   of  America    Merrill    Lynch        5,524
      36,216     Prevail    Therapeutics       Inc              Goldman    Sachs                9,054
      34,822     Prevail    Therapeutics       Inc                                  6,359
                                   HSBC
                                258/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
      23,017     Prevail    Therapeutics       Inc              Morgan    Stanley
                                                        (230)
           PRGX   Global    Inc                  Goldman    Sachs
      (63,183)                                                 (37,910)
           PRGX   Global    Inc
      (32,834)                             HSBC                   (28,608)
           PRGX   Global    Inc                  Morgan    Stanley
      (48,161)                                                 (4,334)
           PriceSmart      Inc                   Bank   of  America    Merrill    Lynch
      (4,959)                                                 (7,686)
      21,573     PriceSmart      Inc                                      191,353
                                   HSBC
           PrimeEnergy      Resources     Corp             Goldman    Sachs
       (176)                                                 (259)
           PrimeEnergy      Resources     Corp
       (827)                            HSBC                    (2,924)
           PrimeEnergy      Resources     Corp             Morgan    Stanley                  369
       (543)
           Primerica     Inc                   Bank   of  America    Merrill    Lynch
      (2,251)                                                 (4,885)
       1,156    Primerica     Inc                   Bank   of  America    Merrill    Lynch        2,509
           Primerica     Inc                   Barclays     Bank                381
      (1,466)
        654   Primerica     Inc                   Barclays     Bank
                                                        (170)
           Primerica     Inc                   Goldman    Sachs
      (1,595)                                                 (3,461)
       2,801    Primerica     Inc                   Goldman    Sachs                6,078
           Primerica     Inc
       (355)                            HSBC                    (1,669)
        328   Primerica     Inc                                       1,689
                                   HSBC
           Primerica     Inc                   Morgan    Stanley                2,400
      (9,229)
        711   Primerica     Inc                   Morgan    Stanley
                                                        (185)
      28,094     Primoris     Services     Corp               Goldman    Sachs               29,780
      10,741     Primoris     Services     Corp                                   24,365
                                   HSBC
      25,918     Primoris     Services     Corp               Morgan    Stanley
                                                       (1,555)
           Principal     Financial     Group   Inc           Bank   of  America    Merrill    Lynch
      (24,778)                                                 (73,095)
           Principal     Financial     Group   Inc           Barclays     Bank
      (19,673)                                                 (8,784)
           Principal     Financial     Group   Inc           Goldman    Sachs
      (28,076)                                                 (82,636)
           Principal     Financial     Group   Inc
      (4,305)                             HSBC                   (15,627)
           Principal     Financial     Group   Inc           Morgan    Stanley
      (3,660)                                                 (2,306)
           ProAssurance       Corp                  Bank   of  America    Merrill    Lynch        1,223
      (15,293)
           ProAssurance       Corp                  Goldman    Sachs                 512
      (4,756)
           ProAssurance       Corp                  Morgan    Stanley
      (17,386)                                                 (6,085)
           Procter    & Gamble    Co                Bank   of  America    Merrill    Lynch        3,436
       (730)
       4,974    Procter    & Gamble    Co                Barclays     Bank
                                                       (4,974)
           Procter    & Gamble    Co                Barclays     Bank               2,659
      (2,659)
           Procter    & Gamble    Co                Goldman    Sachs               19,259
      (4,124)
           Procter    & Gamble    Co                                    3,570
      (15,522)                             HSBC
      16,685     Procter    & Gamble    Co                Morgan    Stanley
                                                      (16,685)
       7,118    Professional       Holding    Corp   ’A’           Bank   of  America    Merrill    Lynch
                                                       (3,203)
       4,495    Professional       Holding    Corp   ’A’           Goldman    Sachs
                                                       (2,023)
      15,309     Professional       Holding    Corp   ’A’                               2,752
                                   HSBC
       6,176    Professional       Holding    Corp   ’A’           Morgan    Stanley
                                                       (1,915)
       5,480    Progenity     Inc                   Bank   of  America    Merrill    Lynch
                                                       (2,247)
       9,737    Progenity     Inc                   Goldman    Sachs
                                                       (3,992)
      10,296     Progenity     Inc
                                   HSBC                    (9,163)
      11,261     Progenity     Inc                   Morgan    Stanley                3,829
       1,064    Progress     Software     Corp               Bank   of  America    Merrill    Lynch         65
                                259/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
      52,003     Progress     Software     Corp                                   30,656
                                   HSBC
      20,334     Progress     Software     Corp               Morgan    Stanley                20,944
           Progressive      Corp                  Bank   of  America    Merrill    Lynch        1,642
       (201)
           Progressive      Corp                  Barclays     Bank               4,127
       (955)
           Progressive      Corp                  Goldman    Sachs               16,764
      (2,306)
       4,843    Progressive      Corp                  Goldman    Sachs
                                                      (39,567)
           Progressive      Corp                                      16,194
      (6,088)                             HSBC
           Progressive      Corp                  Morgan    Stanley                9,495
      (1,826)
       9,756    Progyny    Inc                    Bank   of  America    Merrill    Lynch       62,243
       3,892    Progyny    Inc                    Goldman    Sachs               24,831
      13,982     Progyny    Inc                                        53,691
                                   HSBC
        908   Prologis     Inc  (REIT)                  Bank   of  America    Merrill    Lynch         260
       9,981    Prologis     Inc  (REIT)                  Goldman    Sachs
                                                      (26,649)
       1,180    Prologis     Inc  (REIT)                                      1,156
                                   HSBC
      41,689     Prologis     Inc  (REIT)                  Morgan    Stanley                42,940
           Proofpoint      Inc                   Bank   of  America    Merrill    Lynch
      (2,604)                                                (11,692)
       2,037    Proofpoint      Inc                   Bank   of  America    Merrill    Lynch       15,373
           Proofpoint      Inc                   Barclays     Bank
      (1,405)                                                (11,114)
           Proofpoint      Inc                   Goldman    Sachs
      (2,550)                                                (11,450)
       2,483    Proofpoint      Inc                   Goldman    Sachs               11,149
           Proofpoint      Inc
      (2,961)                             HSBC                   (16,226)
       4,302    Proofpoint      Inc                                      26,013
                                   HSBC
           Proofpoint      Inc                   Morgan    Stanley
      (3,476)                                                (27,495)
      24,016     ProPetro     Holding    Corp                Bank   of  America    Merrill    Lynch       17,292
      14,484     ProPetro     Holding    Corp                Goldman    Sachs               10,428
      28,466     ProPetro     Holding    Corp                                   25,943
                                   HSBC
       8,677    PROS   Holdings     Inc                 Goldman    Sachs               34,882
       3,460    PROS   Holdings     Inc                                      346
                                   HSBC
      13,041     PROS   Holdings     Inc                 Morgan    Stanley                1,304
           ProSight     Global    Inc
      (20,450)                             HSBC                    (7,158)
           ProSight     Global    Inc                Morgan    Stanley
      (2,706)                                                  (947)
           Prosperity      Bancshares      Inc             Bank   of  America    Merrill    Lynch
      (2,416)                                                  (503)
           Prosperity      Bancshares      Inc             Barclays     Bank
      (5,084)                                                 (8,795)
       6,079    Prosperity      Bancshares      Inc             Barclays     Bank               10,517
           Prosperity      Bancshares      Inc             Goldman    Sachs
      (2,971)                                                  (720)
       1,535    Prosperity      Bancshares      Inc             Goldman    Sachs
                                                        (230)
           Prosperity      Bancshares      Inc
      (1,095)                             HSBC                    (1,697)
       8,851    Prosperity      Bancshares      Inc                                 17,790
                                   HSBC
           Prosperity      Bancshares      Inc             Morgan    Stanley
      (11,883)                                                 (20,558)
        796   Prosperity      Bancshares      Inc             Morgan    Stanley                1,377
           Protagonist      Therapeutics       Inc            Goldman    Sachs
      (9,747)                                                (12,730)
           Protagonist      Therapeutics       Inc
      (23,457)                             HSBC                   (37,199)
           Protagonist      Therapeutics       Inc            Morgan    Stanley
      (3,066)                                                 (3,986)
       1,591    Protara    Therapeutics       Inc              Goldman    Sachs                1,305
       7,573    Protara    Therapeutics       Inc                                 10,496
                                   HSBC
                                260/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
      80,294     Protective      Insurance     Corp   ’B’           Bank   of  America    Merrill    Lynch       29,709
       7,370    Protective      Insurance     Corp   ’B’           Goldman    Sachs                2,727
       1,420    Protective      Insurance     Corp   ’B’                                303
                                   HSBC
        490   Protective      Insurance     Corp   ’B’           Morgan    Stanley                  93
           Proteostasis       Therapeutics       Inc
      (51,193)                             HSBC                    (1,536)
           Proteostasis       Therapeutics       Inc           Morgan    Stanley
      (62,121)                                                 (1,864)
       2,057    Proto   Labs   Inc                   Bank   of  America    Merrill    Lynch       10,779
           Proto   Labs   Inc                   Barclays     Bank
      (2,500)                                                (11,150)
        378   Proto   Labs   Inc                   Barclays     Bank               1,686
           Proto   Labs   Inc                   Goldman    Sachs
       (814)                                                (4,265)
      15,118     Proto   Labs   Inc                   Goldman    Sachs               79,218
           Proto   Labs   Inc
      (1,649)                             HSBC                    (9,037)
        804   Proto   Labs   Inc                                       5,783
                                   HSBC
           Proto   Labs   Inc                   Morgan    Stanley
       (813)                                                (3,626)
       1,370    Proto   Labs   Inc                   Morgan    Stanley                6,110
           Provention      Bio  Inc                 Bank   of  America    Merrill    Lynch
      (6,158)                                                 (4,443)
           Provention      Bio  Inc
      (18,925)                             HSBC                   (17,790)
           Providence      Service    Corp               Bank   of  America    Merrill    Lynch
      (11,281)                                                (100,104)
           Providence      Service    Corp               Goldman    Sachs
       (375)                                                (3,330)
           Providence      Service    Corp
       (305)                            HSBC                    (2,647)
           Providence      Service    Corp               Morgan    Stanley
       (453)                                                (3,932)
      11,331     Provident     Bancorp    Inc               Bank   of  America    Merrill    Lynch        2,380
      49,282     Provident     Bancorp    Inc               Goldman    Sachs               10,349
      90,520     Provident     Bancorp    Inc                                   29,624
                                   HSBC
      17,883     Provident     Bancorp    Inc               Morgan    Stanley                  358
       6,914    Provident     Financial     Holdings     Inc          Bank   of  America    Merrill    Lynch        3,424
       7,769    Provident     Financial     Holdings     Inc          Goldman    Sachs                2,985
      13,614     Provident     Financial     Holdings     Inc                             11,462
                                   HSBC
       8,682    Provident     Financial     Holdings     Inc          Morgan    Stanley                3,607
           Provident     Financial     Services     Inc          Bank   of  America    Merrill    Lynch
      (23,602)                                                 (16,844)
           Provident     Financial     Services     Inc          Goldman    Sachs
      (6,486)                                                 (5,578)
           Provident     Financial     Services     Inc
      (22,078)                             HSBC                    (3,091)
           Provident     Financial     Services     Inc          Morgan    Stanley
      (17,137)                                                 (2,399)
       4,146    Prudential      Bancorp    Inc               Bank   of  America    Merrill    Lynch        4,519
       1,826    Prudential      Bancorp    Inc               Goldman    Sachs                1,990
        900   Prudential      Bancorp    Inc                                    441
                                   HSBC
        562   Prudential      Financial     Inc              Barclays     Bank                185
           Prudential      Financial     Inc              Goldman    Sachs
      (7,099)                                                (11,287)
      29,421     Prudential      Financial     Inc              Morgan    Stanley                9,709
           Prudential      Financial     Inc              Morgan    Stanley
      (14,282)                                                 (4,713)
           PS  Business     Parks   Inc  (REIT)             Bank   of  America    Merrill    Lynch       55,336
      (6,871)
           PS  Business     Parks   Inc  (REIT)             Goldman    Sachs               57,838
      (6,836)
           PS  Business     Parks   Inc  (REIT)
      (31,474)                             HSBC                   (34,455)
           PS  Business     Parks   Inc  (REIT)             Morgan    Stanley                32,366
      (14,321)
           PTC  Inc                      Bank   of  America    Merrill    Lynch
       (186)                                                (1,484)
                                261/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
        842   PTC  Inc                      Barclays     Bank               5,187
           PTC  Inc
      (6,245)                             HSBC                   (102,668)
           PTC  Inc                      Morgan    Stanley
      (3,113)                                                (19,176)
       1,554    PTC  Inc                      Morgan    Stanley                9,573
           PTC  Therapeutics       Inc                Bank   of  America    Merrill    Lynch
      (3,371)                                                 (2,832)
           PTC  Therapeutics       Inc                Barclays     Bank                309
      (1,545)
           PTC  Therapeutics       Inc                Goldman    Sachs
      (7,841)                                                 (6,586)
           PTC  Therapeutics       Inc
      (6,115)                             HSBC                   (17,305)
      26,266     PTC  Therapeutics       Inc                                   74,333
                                   HSBC
           PTC  Therapeutics       Inc                Morgan    Stanley                1,251
      (6,257)
           Public    Service    Enterprise      Group   Inc        Bank   of  America    Merrill    Lynch        5,437
      (6,693)
           Public    Service    Enterprise      Group   Inc        Barclays     Bank
      (7,354)                                                 (1,369)
           Public    Service    Enterprise      Group   Inc                            19,749
      (12,266)                             HSBC
           Public    Service    Enterprise      Group   Inc        Morgan    Stanley
      (29,002)                                                 (10,151)
           Public    Storage    (REIT)                 Bank   of  America    Merrill    Lynch         354
       (421)
       1,740    Public    Storage    (REIT)                 Bank   of  America    Merrill    Lynch
                                                      (19,466)
        699   Public    Storage    (REIT)                 Barclays     Bank               1,195
           Public    Storage    (REIT)                 Goldman    Sachs               100,507
      (8,017)
           Public    Storage    (REIT)                                     6,769
      (5,459)                             HSBC
           Public    Storage    (REIT)                 Morgan    Stanley
      (1,429)                                                 (2,444)
           Pulmonx    Corp                    Goldman    Sachs
      (8,544)                                                (51,349)
           Pulmonx    Corp
      (5,336)                             HSBC                   (25,026)
           Pulse   Biosciences      Inc               Bank   of  America    Merrill    Lynch
      (1,462)                                                  (556)
           Pulse   Biosciences      Inc
      (27,563)                             HSBC                   (78,236)
           Pulse   Biosciences      Inc               Morgan    Stanley
      (8,640)                                                 (5,098)
           Pulse   Biosciences      Inc  (Warrants)
       (671)                            HSBC                    (5,362)
           Pulse   Biosciences      Inc  (Warrants)             Morgan    Stanley
        (93)                                                (743)
           PulteGroup      Inc                   Bank   of  America    Merrill    Lynch
      (18,852)                                                 (17,721)
           PulteGroup      Inc                   Barclays     Bank               20,881
      (15,131)
           PulteGroup      Inc                   Goldman    Sachs
      (17,101)                                                 (16,075)
           PulteGroup      Inc
      (3,941)                             HSBC                   (12,493)
           PulteGroup      Inc                   Morgan    Stanley                57,978
      (42,013)
       4,393    Puma   Biotechnology       Inc               Bank   of  America    Merrill    Lynch       10,104
      16,604     Puma   Biotechnology       Inc               Goldman    Sachs               38,189
      22,719     Puma   Biotechnology       Inc
                                   HSBC                    (2,953)
           Pure   Cycle   Corp                   Bank   of  America    Merrill    Lynch       14,853
      (42,438)
           Pure   Cycle   Corp                   Goldman    Sachs               25,164
      (71,898)
           Pure   Cycle   Corp                                      13,428
      (70,336)                             HSBC
           Pure   Cycle   Corp                   Morgan    Stanley                16,112
      (50,351)
      30,792     Pure   Storage    Inc  ’A’                Bank   of  America    Merrill    Lynch
                                                       (6,466)
      15,457     Pure   Storage    Inc  ’A’                Barclays     Bank
                                                      (24,422)
       5,272    Pure   Storage    Inc  ’A’                                    1,951
                                   HSBC
      30,023     Pure   Storage    Inc  ’A’                Morgan    Stanley
                                                      (47,436)
           Purple    Innovation      Inc               Goldman    Sachs
      (2,869)                                                 (4,538)
           Purple    Innovation      Inc               Morgan    Stanley
      (8,675)                                                 (4,077)
                                262/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
       7,771    PVH  Corp                      Barclays     Bank               8,393
           PVH  Corp                      Goldman    Sachs
      (1,047)                                                 (6,973)
           PVH  Corp                      Morgan    Stanley
      (1,770)                                                 (1,912)
      10,762     Pzena   Investment      Management      Inc  ’A’        Bank   of  America    Merrill    Lynch        6,780
      11,281     Pzena   Investment      Management      Inc  ’A’        Goldman    Sachs                7,107
      60,895     Pzena   Investment      Management      Inc  ’A’                            49,058
                                   HSBC
      45,307     Pzena   Investment      Management      Inc  ’A’        Morgan    Stanley                14,951
           Q2  Holdings     Inc                  Bank   of  America    Merrill    Lynch
      (6,785)                                                (62,740)
           Q2  Holdings     Inc                  Barclays     Bank
      (3,749)                                                 (1,500)
           Q2  Holdings     Inc                  Goldman    Sachs
      (8,622)                                                (81,133)
       3,735    Q2  Holdings     Inc                  Goldman    Sachs               35,146
           Q2  Holdings     Inc
      (7,347)                             HSBC                   (87,429)
           Q2  Holdings     Inc                  Morgan    Stanley
      (15,606)                                                 (6,243)
           QAD  Inc  ’A’                    Bank   of  America    Merrill    Lynch
      (5,914)                                                (54,054)
           QAD  Inc  ’A’                    Goldman    Sachs
      (1,524)                                                (13,929)
           QAD  Inc  ’A’
      (4,552)                             HSBC                   (35,688)
           QAD  Inc  ’A’                    Morgan    Stanley
      (6,177)                                                (48,428)
           QCR  Holdings     Inc                  Bank   of  America    Merrill    Lynch        7,357
      (4,871)
           QCR  Holdings     Inc                  Goldman    Sachs               17,749
      (10,854)
           QCR  Holdings     Inc
      (12,657)                             HSBC                    (1,726)
           QCR  Holdings     Inc                  Morgan    Stanley                  336
      (3,735)
           QEP  Resources     Inc                 Bank   of  America    Merrill    Lynch
     (119,655)                                                 (71,793)
           QEP  Resources     Inc                 Goldman    Sachs
      (41,817)                                                 (25,090)
           Qorvo   Inc                     Bank   of  America    Merrill    Lynch
      (6,978)                                                (23,919)
           Qorvo   Inc                     Barclays     Bank
      (5,001)                                                (23,105)
           Qorvo   Inc                     Goldman    Sachs
       (884)                                                (4,640)
           Qorvo   Inc                     Morgan    Stanley
      (6,634)                                                (30,649)
       3,573    QTS  Realty    Trust   Inc  ’A’   (REIT)           Bank   of  America    Merrill    Lynch        1,328
       8,944    QTS  Realty    Trust   Inc  ’A’   (REIT)
                                   HSBC                   (13,525)
      66,775     QTS  Realty    Trust   Inc  ’A’   (REIT)           Morgan    Stanley
                                                      (117,524)
           Quad/Graphics       Inc                 Bank   of  America    Merrill    Lynch
      (46,503)                                                 (22,786)
           Quad/Graphics       Inc
      (47,511)                             HSBC                   (20,628)
           Quad/Graphics       Inc                 Morgan    Stanley
      (47,752)                                                 (15,758)
           Quaker    Chemical     Corp                Bank   of  America    Merrill    Lynch       10,122
      (1,271)
           Quaker    Chemical     Corp                Barclays     Bank               5,522
      (1,624)
           Quaker    Chemical     Corp                Goldman    Sachs               59,513
      (6,576)
           Quaker    Chemical     Corp
      (6,040)                             HSBC                   (69,077)
        952   Quaker    Chemical     Corp                Morgan    Stanley
                                                       (3,237)
           Quaker    Chemical     Corp                Morgan    Stanley                15,473
      (4,551)
           QUALCOMM     Inc
      (9,582)                             HSBC                   (28,267)
           QUALCOMM     Inc                    Morgan    Stanley
      (3,426)                                                 (5,961)
           Qualys    Inc                     Bank   of  America    Merrill    Lynch
      (1,127)                                                 (3,375)
        498   Qualys    Inc                     Bank   of  America    Merrill    Lynch        2,280
           Qualys    Inc                     Barclays     Bank
      (7,579)                                                (24,935)
           Qualys    Inc                     Goldman    Sachs
      (8,379)                                                (25,095)
                                263/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
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                                                    （米ドル）
           米国（続き）
           Qualys    Inc
      (1,841)                             HSBC                    (4,510)
      18,863     Qualys    Inc                                        58,426
                                   HSBC
           Qualys    Inc                     Morgan    Stanley
       (380)                                                (1,250)
       8,196    Qualys    Inc                     Morgan    Stanley                26,965
       5,067    Quanex    Building     Products     Corp            Bank   of  America    Merrill    Lynch        1,723
      19,071     Quanex    Building     Products     Corp            Goldman    Sachs                6,484
      73,338     Quanex    Building     Products     Corp                               10,653
                                   HSBC
      31,270     Quanex    Building     Products     Corp            Morgan    Stanley
                                                       (3,752)
           Quanta    Services     Inc                Barclays     Bank
      (6,816)                                                 (4,499)
           Quanta    Services     Inc                Goldman    Sachs
      (3,113)                                                  (685)
           Quanta    Services     Inc
      (9,582)                             HSBC                   (39,095)
           Quanta    Services     Inc                Morgan    Stanley
      (17,903)                                                 (11,816)
       5,054    Quanterix     Corp                                       5,812
                                   HSBC
       8,606    Quanterix     Corp                   Morgan    Stanley
                                                      (27,539)
       5,982    Quantum    Corp                    Bank   of  America    Merrill    Lynch        3,111
      17,438     Quantum    Corp                                        6,066
                                   HSBC
      26,448     Quantum    Corp                    Morgan    Stanley                2,645
        767   Quest   Diagnostics      Inc               Bank   of  America    Merrill    Lynch        1,848
       1,468    Quest   Diagnostics      Inc               Barclays     Bank
                                                        (440)
       1,028    Quest   Diagnostics      Inc               Goldman    Sachs                2,477
       7,875    Quest   Diagnostics      Inc                                   32,918
                                   HSBC
        108   Quidel    Corp                     Bank   of  America    Merrill    Lynch         670
           Quidel    Corp                     Bank   of  America    Merrill    Lynch
       (517)                                                (1,680)
           Quidel    Corp                     Barclays     Bank
       (605)                                               (10,817)
        124   Quidel    Corp                     Goldman    Sachs                  3
           Quidel    Corp                     Goldman    Sachs
       (279)                                                 (907)
        483   Quidel    Corp
                                   HSBC                    (4,671)
           Quidel    Corp                     Morgan    Stanley
       (273)                                                (4,881)
       7,729    QuinStreet      Inc                   Bank   of  America    Merrill    Lynch        2,396
      38,126     QuinStreet      Inc                                      41,059
                                   HSBC
      16,907     QuinStreet      Inc                   Morgan    Stanley                2,029
      17,672     Quotient     Technology      Inc              Bank   of  America    Merrill    Lynch        1,060
      37,270     Quotient     Technology      Inc              Goldman    Sachs                2,236
      34,235     Quotient     Technology      Inc                                   236
                                   HSBC
       3,261    Quotient     Technology      Inc              Morgan    Stanley
                                                        (228)
       1,097    Qurate    Retail    Inc  (Pref)               Goldman    Sachs
                                                        (823)
        599   Qurate    Retail    Inc  (Pref)
                                   HSBC                     (341)
        330   Qurate    Retail    Inc  (Pref)               Morgan    Stanley
                                                        (228)
       7,787    Qurate    Retail    Inc  ’A’                                   23,283
                                   HSBC
      30,020     Qurate    Retail    Inc  ’A’               Morgan    Stanley
                                                      (21,915)
           R1  RCM  Inc                     Morgan    Stanley
      (48,242)                                                 (11,096)
       6,999    Rackspace     Technology      Inc              Bank   of  America    Merrill    Lynch       12,108
           Rackspace     Technology      Inc              Bank   of  America    Merrill    Lynch
      (1,176)                                                 (2,034)
       6,319    Rackspace     Technology      Inc              Barclays     Bank               1,453
      12,627     Rackspace     Technology      Inc              Goldman    Sachs               21,845
                                264/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
      76,636     Rackspace     Technology      Inc                                  9,631
                                   HSBC
      25,947     Rackspace     Technology      Inc              Morgan    Stanley                5,968
           Rackspace     Technology      Inc              Morgan    Stanley
      (2,589)                                                  (595)
      30,826     Radian    Group   Inc                  Bank   of  America    Merrill    Lynch
                                                        (925)
           Radian    Group   Inc                  Barclays     Bank
      (1,823)                                                  (656)
       4,774    Radian    Group   Inc                  Barclays     Bank               1,719
           Radian    Group   Inc
      (5,856)                             HSBC                    (6,324)
      37,798     Radian    Group   Inc                                     13,607
                                   HSBC
           Radian    Group   Inc                  Morgan    Stanley
      (12,597)                                                 (4,535)
      40,416     Radian    Group   Inc                  Morgan    Stanley                14,550
      144,312     Radiant    Logistics     Inc               Bank   of  America    Merrill    Lynch       44,737
      25,497     Radiant    Logistics     Inc               Goldman    Sachs                7,904
      81,090     Radiant    Logistics     Inc                                   48,618
                                   HSBC
      47,942     Radiant    Logistics     Inc               Morgan    Stanley                17,739
      25,603     Radius    Global    Infrastructure        Inc  ’A’
                                   HSBC                      (9)
      94,136     Radius    Global    Infrastructure        Inc  ’A’       Morgan    Stanley                12,659
      20,309     Radius    Health    Inc                 Goldman    Sachs
                                                       (2,437)
      25,328     Radius    Health    Inc                                     8,160
                                   HSBC
      15,027     Radius    Health    Inc                 Morgan    Stanley
                                                       (3,156)
      14,749     RadNet    Inc                     Goldman    Sachs
                                                       (2,065)
      35,009     RadNet    Inc                                        16,405
                                   HSBC
       7,833    RadNet    Inc                     Morgan    Stanley                3,055
           Rafael    Holdings     Inc  ’B’              Goldman    Sachs
      (1,895)                                                 (1,459)
           Rafael    Holdings     Inc  ’B’
      (22,913)                             HSBC                   (53,386)
           Rafael    Holdings     Inc  ’B’              Morgan    Stanley
      (16,951)                                                 (28,817)
       9,898    Ralph   Lauren    Corp                  Barclays     Bank               25,537
       9,384    Ralph   Lauren    Corp                  Goldman    Sachs               61,747
       2,722    Ralph   Lauren    Corp                                     24,050
                                   HSBC
      11,989     Ralph   Lauren    Corp                  Morgan    Stanley                30,932
           Ramaco    Resources     Inc                Bank   of  America    Merrill    Lynch
      (3,671)                                                  (147)
           Ramaco    Resources     Inc                Goldman    Sachs
      (14,906)                                                  (596)
           Ramaco    Resources     Inc
      (17,432)                             HSBC                     (523)
           Rambus    Inc                     Bank   of  America    Merrill    Lynch
      (40,046)                                                 (10,012)
           Rambus    Inc                     Goldman    Sachs
      (24,547)                                                 (6,137)
           Rambus    Inc
      (75,075)                             HSBC                   (33,245)
           Rambus    Inc                     Morgan    Stanley
      (30,975)                                                 (4,956)
           Range   Resources     Corp                Goldman    Sachs
      (48,897)                                                 (39,607)
           Range   Resources     Corp
      (37,103)                             HSBC                   (21,465)
           Range   Resources     Corp                Morgan    Stanley
      (8,796)                                                 (2,111)
      18,065     Ranger    Energy    Services     Inc             Bank   of  America    Merrill    Lynch       13,187
       9,630    Ranger    Energy    Services     Inc             Goldman    Sachs                7,030
      11,753     Ranger    Energy    Services     Inc             Morgan    Stanley                3,783
       2,707    Ranpak    Holdings     Corp   ’A’              Bank   of  America    Merrill    Lynch
                                                        (352)
       9,556    Ranpak    Holdings     Corp   ’A’              Goldman    Sachs
                                                       (1,242)
      34,215     Ranpak    Holdings     Corp   ’A’                                 32,997
                                   HSBC
                                265/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
      17,596     Ranpak    Holdings     Corp   ’A’              Morgan    Stanley
                                                       (7,918)
      35,720     Rapid7    Inc                     Morgan    Stanley               114,304
           RAPT   Therapeutics       Inc               Bank   of  America    Merrill    Lynch
      (1,971)                                                 (9,895)
           RAPT   Therapeutics       Inc               Goldman    Sachs
      (9,081)                                                (42,859)
           RAPT   Therapeutics       Inc
      (4,510)                             HSBC                   (14,207)
           RAPT   Therapeutics       Inc               Morgan    Stanley
        (30)                                                 (95)
           Rattler    Midstream     LP
      (60,783)                             HSBC                    (8,510)
           Raven   Industries      Inc                Goldman    Sachs
      (6,282)                                                 (8,229)
           Raven   Industries      Inc
      (10,881)                             HSBC                   (24,917)
           Raven   Industries      Inc                Morgan    Stanley
      (16,515)                                                 (36,498)
           Raymond    James   Financial     Inc            Bank   of  America    Merrill    Lynch
      (7,380)                                                (36,780)
           Raymond    James   Financial     Inc            Barclays     Bank
      (7,603)                                                (17,791)
           Raymond    James   Financial     Inc            Goldman    Sachs
      (8,520)                                                (42,593)
           Raymond    James   Financial     Inc
      (2,191)                             HSBC                   (15,841)
           Raymond    James   Financial     Inc            Morgan    Stanley
      (3,536)                                                 (8,275)
           Rayonier     Advanced     Materials     Inc          Goldman    Sachs
      (9,652)                                                (17,663)
           Rayonier     Advanced     Materials     Inc          Morgan    Stanley
      (67,131)                                                 (72,501)
           Rayonier     Inc  (REIT)                  Bank   of  America    Merrill    Lynch        1,222
      (3,595)
           Rayonier     Inc  (REIT)                  Barclays     Bank               4,957
      (12,710)
           Rayonier     Inc  (REIT)                  Goldman    Sachs                5,454
      (14,394)
           Rayonier     Inc  (REIT)
      (25,295)                             HSBC                   (32,125)
           Rayonier     Inc  (REIT)                  Morgan    Stanley                9,552
      (24,492)
      17,503     RBB  Bancorp                      Bank   of  America    Merrill    Lynch         875
      13,049     RBB  Bancorp                      Goldman    Sachs                 652
      18,677     RBB  Bancorp                                          11,335
                                   HSBC
      28,292     RBB  Bancorp                      Morgan    Stanley                11,034
           RBC  Bearings     Inc                  Bank   of  America    Merrill    Lynch        5,054
       (756)
           RBC  Bearings     Inc                  Barclays     Bank               7,275
      (10,104)
           RBC  Bearings     Inc                  Goldman    Sachs                  80
      (5,884)
       3,235    RBC  Bearings     Inc                                     81,296
                                   HSBC
       2,987    RBC  Bearings     Inc                  Morgan    Stanley
                                                       (2,151)
           RCI  Hospitality      Holdings     Inc            Bank   of  America    Merrill    Lynch
      (2,861)                                                 (4,806)
           RCI  Hospitality      Holdings     Inc            Goldman    Sachs
      (8,385)                                                (14,087)
           RCI  Hospitality      Holdings     Inc
      (12,876)                             HSBC                   (16,499)
           RCI  Hospitality      Holdings     Inc            Morgan    Stanley
      (12,873)                                                 (18,408)
       5,965    RE/MAX    Holdings     Inc  ’A’              Bank   of  America    Merrill    Lynch
                                                       (6,442)
      15,095     RE/MAX    Holdings     Inc  ’A’              Goldman    Sachs
                                                      (16,303)
      24,699     RE/MAX    Holdings     Inc  ’A’
                                   HSBC                   (15,992)
      41,818     RE/MAX    Holdings     Inc  ’A’              Morgan    Stanley                48,091
           Reading    International       Inc  ’A’           Bank   of  America    Merrill    Lynch
     (228,213)                                                 (59,335)
           Reading    International       Inc  ’A’
      (33,144)                             HSBC                   (18,229)
           Reading    International       Inc  ’A’           Morgan    Stanley
      (20,408)                                                 (2,449)
           Ready   Capital    Corp   (REIT)               Morgan    Stanley                31,588
      (45,779)
      30,702     Realogy    Holdings     Corp                Bank   of  America    Merrill    Lynch       41,448
      26,205     Realogy    Holdings     Corp                                   35,774
                                   HSBC
                                266/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           RealPage     Inc                    Bank   of  America    Merrill    Lynch
       (746)                                                (3,648)
           RealPage     Inc                    Barclays     Bank
      (2,678)                                                 (3,807)
           RealPage     Inc                    Goldman    Sachs
      (13,231)                                                 (54,625)
           RealPage     Inc
      (1,857)                             HSBC                   (12,126)
           RealPage     Inc                    Morgan    Stanley
      (20,063)                                                 (27,888)
       4,271    RealReal     Inc                    Bank   of  America    Merrill    Lynch        3,242
      18,011     RealReal     Inc                    Goldman    Sachs               17,471
      16,241     RealReal     Inc
                                   HSBC                    (6,994)
      26,508     Realty    Income    Corp   (REIT)               Bank   of  America    Merrill    Lynch
                                                      (70,790)
      13,366     Realty    Income    Corp   (REIT)               Barclays     Bank               4,544
       4,897    Realty    Income    Corp   (REIT)               Goldman    Sachs
                                                      (15,866)
      36,438     Realty    Income    Corp   (REIT)
                                   HSBC                   (13,482)
      14,583     Realty    Income    Corp   (REIT)               Morgan    Stanley                4,958
           Reata   Pharmaceuticals        Inc  ’A’           Bank   of  America    Merrill    Lynch       12,998
       (747)
           Reata   Pharmaceuticals        Inc  ’A’                               13,083
       (604)                            HSBC
           Reata   Pharmaceuticals        Inc  ’A’           Morgan    Stanley                27,702
      (2,606)
           Recro   Pharma    Inc                  Bank   of  America    Merrill    Lynch
      (31,919)                                                 (18,832)
           Recro   Pharma    Inc                  Goldman    Sachs
      (11,361)                                                 (6,703)
           Recro   Pharma    Inc
      (44,418)                             HSBC                   (22,714)
           Recro   Pharma    Inc                  Morgan    Stanley
      (7,345)                                                 (4,040)
           Red  Lion   Hotels    Corp                Bank   of  America    Merrill    Lynch
     (101,205)                                                  (7,084)
           Red  Lion   Hotels    Corp
      (45,563)                             HSBC                    (3,448)
           Red  Lion   Hotels    Corp                Morgan    Stanley
      (10,971)                                                  (878)
           Red  River   Bancshares      Inc              Bank   of  America    Merrill    Lynch        1,624
      (3,124)
           Red  River   Bancshares      Inc              Goldman    Sachs                4,227
      (8,129)
           Red  River   Bancshares      Inc
      (16,169)                             HSBC                   (22,616)
           Red  River   Bancshares      Inc              Morgan    Stanley
      (6,299)                                                 (7,181)
      22,073     Red  Robin   Gourmet    Burgers    Inc                               26,046
                                   HSBC
           Red  Rock   Resorts    Inc  ’A’              Bank   of  America    Merrill    Lynch
      (7,715)                                                 (4,706)
           Red  Rock   Resorts    Inc  ’A’              Goldman    Sachs
      (3,221)                                                 (1,965)
           Red  Rock   Resorts    Inc  ’A’                                  1,106
      (20,575)                             HSBC
           Red  Rock   Resorts    Inc  ’A’              Morgan    Stanley                  881
      (17,606)
           Red  Violet    Inc                   Goldman    Sachs
       (821)                                                (1,149)
           Red  Violet    Inc
      (20,740)                             HSBC                   (30,689)
       2,738    Redfin    Corp                     Bank   of  America    Merrill    Lynch       11,199
       2,085    Redfin    Corp                     Barclays     Bank               6,547
       5,918    Redfin    Corp                     Goldman    Sachs               24,205
       7,351    Redfin    Corp                                        67,922
                                   HSBC
       9,393    Redfin    Corp                     Morgan    Stanley                29,494
           Redwood    Trust   Inc  (REIT)               Bank   of  America    Merrill    Lynch         144
      (2,408)
           Redwood    Trust   Inc  (REIT)
      (43,170)                             HSBC                   (14,246)
           Redwood    Trust   Inc  (REIT)               Morgan    Stanley
      (80,347)                                                 (10,445)
           Regal   Beloit    Corp   RegS               Barclays     Bank               3,597
      (2,523)
           Regal   Beloit    Corp   RegS               Goldman    Sachs
       (463)                                                (1,232)
           Regal   Beloit    Corp   RegS
      (5,496)                             HSBC                   (55,674)
                                267/368



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                                                有価証券報告書（内国投資信託受益証券）
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                                                     （損）
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                                                    （米ドル）
           米国（続き）
           Regal   Beloit    Corp   RegS               Morgan    Stanley                44,990
      (26,940)
       2,360    Regency    Centers    Corp   (REIT)              Bank   of  America    Merrill    Lynch
                                                       (6,655)
      10,892     Regency    Centers    Corp   (REIT)              Goldman    Sachs
                                                      (31,185)
      25,018     Regency    Centers    Corp   (REIT)                                  4,885
                                   HSBC
      29,247     Regency    Centers    Corp   (REIT)              Morgan    Stanley
                                                      (66,390)
        137   Regeneron     Pharmaceuticals        Inc           Goldman    Sachs
                                                       (6,332)
        90   Regeneron     Pharmaceuticals        Inc
                                   HSBC                    (4,164)
       1,447    Regeneron     Pharmaceuticals        Inc           Morgan    Stanley
                                                      (15,251)
      19,126     REGENXBIO     Inc                   Bank   of  America    Merrill    Lynch        7,077
       5,228    REGENXBIO     Inc                                       16,468
                                   HSBC
       9,322    Regional     Management      Corp              Bank   of  America    Merrill    Lynch       23,958
      14,754     Regional     Management      Corp              Goldman    Sachs               37,918
       4,560    Regional     Management      Corp                                  4,560
                                   HSBC
      15,546     Regional     Management      Corp              Morgan    Stanley
                                                      (10,882)
      17,626     Regions    Financial     Corp               Bank   of  America    Merrill    Lynch        1,763
           Regions    Financial     Corp               Bank   of  America    Merrill    Lynch
      (12,099)                                                 (1,210)
      26,430     Regions    Financial     Corp               Barclays     Bank               4,852
           Regions    Financial     Corp               Barclays     Bank
     (117,476)                                                 (37,592)
      19,486     Regions    Financial     Corp               Goldman    Sachs                1,949
           Regions    Financial     Corp               Goldman    Sachs
      (50,822)                                                 (5,082)
      15,621     Regions    Financial     Corp                                   7,778
                                   HSBC
      70,412     Regions    Financial     Corp               Morgan    Stanley                22,532
           Regis   Corp                     Bank   of  America    Merrill    Lynch
      (12,373)                                                 (27,070)
           Regis   Corp                     Goldman    Sachs
      (3,767)                                                 (7,075)
           Regis   Corp
      (16,599)                             HSBC                   (41,663)
           Regis   Corp                     Morgan    Stanley
      (44,504)                                                 (39,164)
           Reinsurance      Group   of  America    Inc          Barclays     Bank               1,602
      (2,003)
       1,781    Reinsurance      Group   of  America    Inc          Goldman    Sachs                5,094
           Reinsurance      Group   of  America    Inc          Goldman    Sachs                 792
       (277)
       3,840    Reinsurance      Group   of  America    Inc          Morgan    Stanley
                                                       (3,072)
      13,058     Rekor   Systems    Inc                                     1,567
                                   HSBC
       1,212    Rekor   Systems    Inc                 Morgan    Stanley                  145
           Relay   Therapeutics       Inc               Goldman    Sachs
      (9,225)                                                (21,956)
           Relay   Therapeutics       Inc                                  15,907
      (9,195)                             HSBC
       8,775    Reliance     Steel   & Aluminum     Co           Bank   of  America    Merrill    Lynch
                                                       (4,739)
           Reliance     Steel   & Aluminum     Co           Bank   of  America    Merrill    Lynch         726
      (1,345)
       2,556    Reliance     Steel   & Aluminum     Co           Barclays     Bank               1,176
       2,898    Reliance     Steel   & Aluminum     Co           Goldman    Sachs
                                                       (1,565)
           Reliance     Steel   & Aluminum     Co           Goldman    Sachs                2,585
      (4,520)
       5,949    Reliance     Steel   & Aluminum     Co                               18,263
                                   HSBC
       5,582    Reliance     Steel   & Aluminum     Co           Morgan    Stanley                2,568
           Reliance     Steel   & Aluminum     Co           Morgan    Stanley
      (2,615)                                                 (1,203)
           Reliant    Bancorp    Inc                Goldman    Sachs                4,241
      (32,623)
           Relmada    Therapeutics       Inc              Bank   of  America    Merrill    Lynch
      (1,460)                                                 (2,526)
           Relmada    Therapeutics       Inc
      (6,539)                             HSBC                     (654)
                                268/368



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                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
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                                                    （米ドル）
           米国（続き）
           Relmada    Therapeutics       Inc              Morgan    Stanley
       (154)                                                 (15)
           Renasant     Corp                                       12,743
      (24,044)                             HSBC
           Renasant     Corp                    Morgan    Stanley                5,120
     (128,010)
           Renewable     Energy    Group   Inc             Bank   of  America    Merrill    Lynch
      (1,803)                                                 (3,365)
           Renewable     Energy    Group   Inc             Barclays     Bank
      (1,535)                                                 (4,436)
           Renewable     Energy    Group   Inc
      (4,970)                             HSBC                   (14,101)
       9,842    Rent-A-Center       Inc                 Bank   of  America    Merrill    Lynch
                                                       (1,181)
      28,904     Rent-A-Center       Inc                 Morgan    Stanley
                                                      (22,834)
           Rentech    Inc*                    Morgan    Stanley                  56
      (18,799)
           Repay   Holdings     Corp   ’A’              Morgan    Stanley
      (48,145)                                                (126,140)
        341   Repligen     Corp                    Goldman    Sachs
                                                       (2,278)
        431   Repligen     Corp
                                   HSBC                     (526)
           Repligen     Corp                    Morgan    Stanley
      (3,277)                                                 (9,241)
       1,020    Repligen     Corp                    Morgan    Stanley                2,876
        943   Replimune     Group   Inc                Bank   of  America    Merrill    Lynch        6,186
        564   Replimune     Group   Inc                                    4,444
                                   HSBC
       3,153    Replimune     Group   Inc                Morgan    Stanley                9,285
           Repro-Med     Systems    Inc               Bank   of  America    Merrill    Lynch
      (52,745)                                                 (16,878)
           Repro-Med     Systems    Inc               Goldman    Sachs
      (4,741)                                                 (1,517)
           Repro-Med     Systems    Inc
      (24,845)                             HSBC                    (8,733)
           Repro-Med     Systems    Inc               Morgan    Stanley                  426
      (3,548)
      63,632     Republic     Bancorp    Inc  ’A’              Bank   of  America    Merrill    Lynch
                                                      (64,268)
       1,303    Republic     Bancorp    Inc  ’A’              Goldman    Sachs
                                                       (1,316)
       1,610    Republic     Bancorp    Inc  ’A’                                  1,143
                                   HSBC
       1,205    Republic     Bancorp    Inc  ’A’              Morgan    Stanley                  856
      269,928     Republic     First   Bancorp    Inc             Bank   of  America    Merrill    Lynch       29,692
      138,197     Republic     First   Bancorp    Inc             Goldman    Sachs               15,202
      149,765     Republic     First   Bancorp    Inc                                55,763
                                   HSBC
      229,378     Republic     First   Bancorp    Inc             Morgan    Stanley                16,056
       8,233    Republic     Services     Inc               Bank   of  America    Merrill    Lynch
                                                      (39,354)
      31,602     Republic     Services     Inc
                                   HSBC                   (108,711)
       7,139    Republic     Services     Inc               Morgan    Stanley
                                                       (5,783)
           Research     Frontiers     Inc
     (123,084)                              HSBC                    (2,114)
           Research     Frontiers     Inc               Morgan    Stanley
      (72,794)                                                 (2,912)
      11,684     Resideo    Technologies       Inc              Goldman    Sachs               18,461
      16,727     Resideo    Technologies       Inc
                                   HSBC                    (9,869)
           ResMed    Inc                     Bank   of  America    Merrill    Lynch        3,804
       (818)
           ResMed    Inc                     Barclays     Bank
       (993)                                                  －
           ResMed    Inc                     Goldman    Sachs               22,881
      (3,935)
           ResMed    Inc                                        32,454
      (2,945)                             HSBC
           ResMed    Inc                     Morgan    Stanley
      (4,098)                                                   －
           Resonant     Inc                    Goldman    Sachs                 559
      (13,968)
           Resonant     Inc
      (83,924)                             HSBC                    (3,671)
           Resources     Connection      Inc              Bank   of  America    Merrill    Lynch
      (13,472)                                                 (3,479)
           Resources     Connection      Inc              Goldman    Sachs
      (32,613)                                                 (9,233)
                                269/368



                                                          EDINET提出書類
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                                                有価証券報告書（内国投資信託受益証券）
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                                                    （米ドル）
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           Resources     Connection      Inc
      (68,625)                             HSBC                   (30,569)
           Resources     Connection      Inc              Morgan    Stanley
      (43,106)                                                 (7,328)
           Restorbio     Inc*                   Bank   of  America    Merrill    Lynch
      (12,989)                                                 (26,913)
           Restorbio     Inc*
      (16,379)                             HSBC                   (33,937)
           Retail    Opportunity      Investments      Corp   (REIT)
      (71,697)                             HSBC                   (48,037)
           Retail    Opportunity      Investments      Corp   (REIT)      Morgan    Stanley                21,916
      (44,275)
           Retail    Properties      of  America    Inc  ’A’   (REIT)    Bank   of  America    Merrill    Lynch
     (101,972)                                                 (14,276)
      38,848     Retail    Properties      of  America    Inc  ’A’   (REIT)    Bank   of  America    Merrill    Lynch        5,439
      96,552     Retail    Properties      of  America    Inc  ’A’   (REIT)    Goldman    Sachs               13,517
       2,954    Retail    Properties      of  America    Inc  ’A’   (REIT)                        3,515
                                   HSBC
           Retail    Properties      of  America    Inc  ’A’   (REIT)    Morgan    Stanley                3,821
      (31,838)
      97,584     Retail    Properties      of  America    Inc  ’A’   (REIT)    Morgan    Stanley
                                                      (11,710)
         4  Retractable      Technologies       Inc                                 11
                                   HSBC
      10,358     Retractable      Technologies       Inc            Morgan    Stanley
                                                      (22,270)
       5,210    REV  Group   Inc                   Bank   of  America    Merrill    Lynch        1,876
      11,693     REV  Group   Inc                   Goldman    Sachs                4,209
      58,263     REV  Group   Inc                                       25,070
                                   HSBC
       2,534    REV  Group   Inc                   Morgan    Stanley
                                                        (304)
           Revance    Therapeutics       Inc              Bank   of  America    Merrill    Lynch        8,122
      (2,840)
           Revance    Therapeutics       Inc              Goldman    Sachs               25,980
      (9,084)
           Revance    Therapeutics       Inc                                 14,990
      (13,290)                             HSBC
           Revance    Therapeutics       Inc              Morgan    Stanley
      (10,685)                                                 (3,740)
       7,030    Revlon    Inc  ’A’                   Bank   of  America    Merrill    Lynch       15,968
       2,694    Revlon    Inc  ’A’                   Morgan    Stanley
                                                        (934)
       1,782    REVOLUTION      Medicines     Inc              Goldman    Sachs                6,077
       7,706    REVOLUTION      Medicines     Inc                                 36,586
                                   HSBC
       4,560    REVOLUTION      Medicines     Inc              Morgan    Stanley                12,130
           REX  American     Resources     Corp             Goldman    Sachs               16,011
      (2,233)
           REX  American     Resources     Corp                                 4,170
      (2,558)                             HSBC
           REX  American     Resources     Corp             Morgan    Stanley                15,714
      (5,820)
       9,928    Rexford    Industrial      Realty    Inc  (REIT)         Bank   of  America    Merrill    Lynch
                                                      (17,573)
           Rexford    Industrial      Realty    Inc  (REIT)         Bank   of  America    Merrill    Lynch         982
       (555)
       3,478    Rexford    Industrial      Realty    Inc  (REIT)         Barclays     Bank
                                                       (2,609)
           Rexford    Industrial      Realty    Inc  (REIT)         Barclays     Bank               7,005
      (9,340)
           Rexford    Industrial      Realty    Inc  (REIT)
      (9,780)                             HSBC                   (11,149)
      43,224     Rexford    Industrial      Realty    Inc  (REIT)                             11,357
                                   HSBC
      66,539     Rexford    Industrial      Realty    Inc  (REIT)         Morgan    Stanley
                                                      (49,905)
           Rexford    Industrial      Realty    Inc  (REIT)         Morgan    Stanley                3,527
      (4,703)
           Rexnord    Corp                    Bank   of  America    Merrill    Lynch         194
       (340)
       5,739    Rexnord    Corp                    Bank   of  America    Merrill    Lynch
                                                       (3,132)
           Rexnord    Corp                    Barclays     Bank
      (9,396)                                                  (658)
      10,348     Rexnord    Corp                    Goldman    Sachs
                                                       (5,898)
                                270/368




                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
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                                                     （損）
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                                                    （米ドル）
           米国（続き）
           Rexnord    Corp
      (9,086)                             HSBC                    (9,268)
       4,010    Rexnord    Corp                                         281
                                   HSBC
       4,535    Rexnord    Corp                    Morgan    Stanley                  318
           Rexnord    Corp                    Morgan    Stanley
      (19,734)                                                 (1,381)
       7,435    Reynolds     Consumer     Products     Inc           Bank   of  America    Merrill    Lynch        5,205
       8,333    Reynolds     Consumer     Products     Inc           Barclays     Bank
                                                       (5,583)
       3,460    Reynolds     Consumer     Products     Inc                               3,821
                                   HSBC
      25,339     Reynolds     Consumer     Products     Inc           Morgan    Stanley
                                                      (16,977)
           RGC  Resources     Inc                 Bank   of  America    Merrill    Lynch        8,001
      (5,388)
           RGC  Resources     Inc                 Goldman    Sachs               39,107
      (19,456)
           RGC  Resources     Inc                                     12,703
      (19,799)                             HSBC
           RGC  Resources     Inc                 Morgan    Stanley                1,267
      (10,559)
                                   Bank   of  America    Merrill    Lynch
      (2,602)     RH                                           (122,840)
        766                           Bank   of  America    Merrill    Lynch        5,743
           RH
      (2,325)     RH                        HSBC                   (33,294)
                                   Morgan    Stanley
       (819)    RH                                           (11,728)
           Rhythm    Pharmaceuticals        Inc
      (19,052)                             HSBC                   (124,867)
           Rhythm    Pharmaceuticals        Inc             Morgan    Stanley
      (6,670)                                                (54,360)
       9,105    Ribbon    Communications        Inc             Bank   of  America    Merrill    Lynch       17,482
      55,790     Ribbon    Communications        Inc             Goldman    Sachs               107,117
      25,402     Ribbon    Communications        Inc                                 60,711
                                   HSBC
      34,292     Ribbon    Communications        Inc             Morgan    Stanley                26,405
       8,903    Richmond     Mutual    BanCorp    Inc            Bank   of  America    Merrill    Lynch        1,603
      26,325     Richmond     Mutual    BanCorp    Inc            Goldman    Sachs                4,739
      28,496     Richmond     Mutual    BanCorp    Inc                                22,611
                                   HSBC
      17,366     Richmond     Mutual    BanCorp    Inc            Morgan    Stanley                2,431
      268,259     Rigel   Pharmaceuticals        Inc                                107,129
                                   HSBC
           RigNet    Inc                     Bank   of  America    Merrill    Lynch
      (24,420)                                                 (13,675)
           RigNet    Inc                     Goldman    Sachs
      (46,270)                                                 (25,911)
      12,200     Rimini    Street    Inc                 Bank   of  America    Merrill    Lynch        1,708
       4,700    Rimini    Street    Inc                 Goldman    Sachs                 658
      61,833     Rimini    Street    Inc                                     16,633
                                   HSBC
      76,897     Rimini    Street    Inc                 Morgan    Stanley
                                                       (3,845)
      10,490     Ring   Energy    Inc                  Bank   of  America    Merrill    Lynch        1,517
      42,880     Ring   Energy    Inc                  Goldman    Sachs                6,200
      23,431     Ring   Energy    Inc                  Morgan    Stanley                  680
       3,849    RingCentral      Inc  ’A’                Bank   of  America    Merrill    Lynch       12,625
        45   RingCentral      Inc  ’A’                Goldman    Sachs                 148
       2,615    RingCentral      Inc  ’A’                                    81,719
                                   HSBC
        985   RingCentral      Inc  ’A’                Morgan    Stanley                9,870
           Riot   Blockchain      Inc                Goldman    Sachs
      (45,161)                                                (160,773)
           Riot   Blockchain      Inc
      (21,182)                             HSBC                    (9,108)
           Rite   Aid  Corp
      (59,579)                             HSBC                   (129,286)
      190,473     Riverview     Bancorp    Inc               Bank   of  America    Merrill    Lynch
                                                      (22,857)
      61,408     Riverview     Bancorp    Inc               Goldman    Sachs
                                                       (7,369)
                                271/368



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                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
      28,608     Riverview     Bancorp    Inc                                   3,147
                                   HSBC
      121,058     Riverview     Bancorp    Inc               Morgan    Stanley                27,843
       1,904    RLI  Corp
                                   HSBC                    (7,883)
      24,279     RLI  Corp                      Morgan    Stanley
                                                      (99,931)
       5,418    RLJ  Lodging    Trust   (REIT)               Bank   of  America    Merrill    Lynch        1,788
      49,570     RLJ  Lodging    Trust   (REIT)               Goldman    Sachs               16,358
           RLJ  Lodging    Trust   (REIT)
      (95,554)                             HSBC                   (72,237)
      18,808     RLJ  Lodging    Trust   (REIT)               Morgan    Stanley                2,445
           RLJ  Lodging    Trust   (REIT)               Morgan    Stanley
      (49,157)                                                 (6,390)
       8,085    RMR  Group   Inc  ’A’                 Goldman    Sachs               30,036
      29,510     RMR  Group   Inc  ’A’                                    152,830
                                   HSBC
      31,577     RMR  Group   Inc  ’A’                 Morgan    Stanley                38,998
           Roadrunner      Transportation        Systems    Inc       Bank   of  America    Merrill    Lynch
      (11,680)                                                  (701)
           Roadrunner      Transportation        Systems    Inc       Goldman    Sachs
      (16,747)                                                 (1,005)
           Roadrunner      Transportation        Systems    Inc                            165
      (3,298)                             HSBC
           Roadrunner      Transportation        Systems    Inc       Morgan    Stanley                  400
      (9,988)
           Robert    Half   International       Inc           Bank   of  America    Merrill    Lynch        5,836
      (4,057)
           Robert    Half   International       Inc           Barclays     Bank               3,816
      (6,467)
       8,355    Robert    Half   International       Inc                               22,642
                                   HSBC
      18,046     Robert    Half   International       Inc           Morgan    Stanley
                                                      (10,647)
           Robert    Half   International       Inc           Morgan    Stanley                3,757
      (6,368)
      28,627     Rocket    Cos  Inc  ’A’                 Bank   of  America    Merrill    Lynch
                                                      (53,273)
      26,977     Rocket    Cos  Inc  ’A’                 Barclays     Bank
                                                       (7,554)
       2,559    Rocket    Cos  Inc  ’A’                 Goldman    Sachs
                                                       (6,730)
        909   Rocket    Cos  Inc  ’A’
                                   HSBC                    (1,469)
           Rocket    Pharmaceuticals        Inc             Goldman    Sachs                6,438
      (13,007)
           Rocket    Pharmaceuticals        Inc
      (10,126)                             HSBC                   (20,650)
           Rocket    Pharmaceuticals        Inc             Morgan    Stanley
      (7,596)                                                (13,483)
       2,662    Rockwell     Automation      Inc              Bank   of  America    Merrill    Lynch       30,400
       6,446    Rockwell     Automation      Inc              Barclays     Bank               4,554
        188   Rockwell     Automation      Inc              Goldman    Sachs                2,147
       5,029    Rockwell     Automation      Inc
                                   HSBC                    (9,265)
       5,503    Rockwell     Automation      Inc              Morgan    Stanley                4,733
           Rockwell     Medical    Inc                Bank   of  America    Merrill    Lynch
      (21,057)                                                  (632)
           Rockwell     Medical    Inc                Goldman    Sachs
      (47,929)                                                 (1,438)
           Rockwell     Medical    Inc
      (7,977)                             HSBC                     (767)
           Rockwell     Medical    Inc                Morgan    Stanley
      (87,368)                                                 (8,396)
       6,676    Rocky   Brands    Inc                  Bank   of  America    Merrill    Lynch
                                                      (14,020)
       7,558    Rocky   Brands    Inc
                                   HSBC                    (4,857)
       9,454    Rocky   Brands    Inc                  Morgan    Stanley
                                                      (11,061)
           Rogers    Corp                     Bank   of  America    Merrill    Lynch
       (378)                                                (1,274)
           Rogers    Corp                     Goldman    Sachs
       (954)                                                (3,215)
           Rogers    Corp
      (2,211)                             HSBC                   (27,881)
           Rogers    Corp                     Morgan    Stanley                15,417
      (5,316)
        493   Roku   Inc                      Bank   of  America    Merrill    Lynch       25,532
                                272/368



                                                          EDINET提出書類
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                                                有価証券報告書（内国投資信託受益証券）
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                                                     （損）
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                                                    （米ドル）
           米国（続き）
           Roku   Inc                      Barclays     Bank
       (173)                                                (1,364)
           Roku   Inc                      Goldman    Sachs
      (1,245)                                                (60,020)
       1,825    Rollins    Inc                    Bank   of  America    Merrill    Lynch
                                                       (1,680)
        638   Rollins    Inc                    Barclays     Bank
                                                        (262)
       5,579    Rollins    Inc                    Goldman    Sachs
                                                      (12,609)
      10,169     Rollins    Inc
                                   HSBC                    (2,746)
       5,789    Rollins    Inc                    Morgan    Stanley
                                                       (2,373)
        775   Roper   Technologies       Inc               Bank   of  America    Merrill    Lynch        6,226
       1,670    Roper   Technologies       Inc               Barclays     Bank               30,043
        205   Roper   Technologies       Inc                                   3,226
                                   HSBC
       6,451    Roper   Technologies       Inc               Morgan    Stanley               116,053
           Ross   Stores    Inc                  Bank   of  America    Merrill    Lynch        6,127
      (1,818)
           Ross   Stores    Inc                  Barclays     Bank               1,269
      (1,787)
           Ross   Stores    Inc                  Goldman    Sachs               19,179
      (5,691)
           Ross   Stores    Inc                                       158
       (451)                            HSBC
           Ross   Stores    Inc                  Morgan    Stanley                18,007
      (25,363)
       4,623    Royal   Gold   Inc                   Bank   of  America    Merrill    Lynch
                                                      (41,931)
           Royal   Gold   Inc                   Bank   of  America    Merrill    Lynch        9,569
      (2,474)
       6,900    Royal   Gold   Inc                   Barclays     Bank
                                                       (1,173)
           Royal   Gold   Inc                   Barclays     Bank                789
      (4,640)
       3,140    Royal   Gold   Inc                   Goldman    Sachs
                                                      (28,480)
           Royal   Gold   Inc                   Goldman    Sachs               20,003
      (3,034)
       4,434    Royal   Gold   Inc
                                   HSBC                   (48,641)
           Royal   Gold   Inc                                       7,964
       (726)                            HSBC
       2,947    Royal   Gold   Inc                   Morgan    Stanley
                                                        (501)
      15,255     RPC  Inc                      Bank   of  America    Merrill    Lynch        5,339
      67,455     RPC  Inc                      Goldman    Sachs               23,609
      84,994     RPC  Inc
                                   HSBC                    (7,151)
      55,966     RPC  Inc                      Morgan    Stanley
                                                       (7,835)
           RPM  International       Inc               Bank   of  America    Merrill    Lynch       55,224
      (15,340)
           RPM  International       Inc                                   45,362
      (14,220)                             HSBC
           RPM  International       Inc               Morgan    Stanley                32,862
      (14,226)
      56,159     RPT  Realty    (REIT)                   Goldman    Sachs               20,217
      193,691     RPT  Realty    (REIT)                                      35,521
                                   HSBC
      105,845     RPT  Realty    (REIT)                   Morgan    Stanley
                                                      (32,812)
           RR  Donnelley     & Sons   Co              Bank   of  America    Merrill    Lynch         391
      (9,772)
           RR  Donnelley     & Sons   Co              Goldman    Sachs                1,030
      (25,757)
           RR  Donnelley     & Sons   Co                                  2,546
      (46,700)                             HSBC
           RR  Donnelley     & Sons   Co              Morgan    Stanley                5,890
      (32,720)
           Rubicon    Technology      Inc               Morgan    Stanley                5,440
      (15,110)
      16,887     Rubius    Therapeutics       Inc              Bank   of  America    Merrill    Lynch       29,046
      29,259     Rubius    Therapeutics       Inc              Goldman    Sachs               50,325
      38,447     Rubius    Therapeutics       Inc                                  75,356
                                   HSBC
      10,098     Rubius    Therapeutics       Inc              Morgan    Stanley                8,179
           Rush   Enterprises      Inc  ’A’              Goldman    Sachs
      (11,384)                                                 (1,935)
                                273/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
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                                                    （米ドル）
           米国（続き）
           Rush   Enterprises      Inc  ’A’
      (22,078)                             HSBC                   (12,711)
           Rush   Enterprises      Inc  ’A’              Morgan    Stanley                9,384
      (25,363)
       5,156    Rush   Enterprises      Inc  ’B’              Bank   of  America    Merrill    Lynch         52
       8,302    Rush   Enterprises      Inc  ’B’              Goldman    Sachs                 249
      17,943     Rush   Enterprises      Inc  ’B’                                  1,608
                                   HSBC
       8,509    Rush   Enterprises      Inc  ’B’              Morgan    Stanley
                                                       (2,042)
      18,386     Ruth’s    Hospitality      Group   Inc           Goldman    Sachs               12,870
       1,106    Ryder   System    Inc                  Bank   of  America    Merrill    Lynch        3,196
       2,139    Ryder   System    Inc                  Barclays     Bank               4,320
      14,506     Ryder   System    Inc                  Goldman    Sachs               41,922
       7,919    Ryder   System    Inc                                     52,582
                                   HSBC
       3,122    Ryder   System    Inc                  Morgan    Stanley                6,306
      24,277     Ryerson    Holding    Corp                Bank   of  America    Merrill    Lynch       14,081
      73,192     Ryerson    Holding    Corp                Goldman    Sachs               42,451
       6,354    Ryerson    Holding    Corp                                    13,343
                                   HSBC
      25,512     Ryerson    Holding    Corp                Morgan    Stanley
                                                       (6,633)
           Ryman   Hospitality      Properties      Inc  (REIT)       Bank   of  America    Merrill    Lynch         396
       (421)
           Ryman   Hospitality      Properties      Inc  (REIT)
      (1,213)                             HSBC                    (1,674)
           Ryman   Hospitality      Properties      Inc  (REIT)       Morgan    Stanley
      (2,854)                                                 (3,939)
       4,681    S&P  Global    Inc                   Barclays     Bank               56,126
       2,854    S&P  Global    Inc                   Goldman    Sachs               27,084
       4,842    S&P  Global    Inc                                      30,089
                                   HSBC
        527   S&P  Global    Inc                   Morgan    Stanley                6,319
           S&T  Bancorp    Inc                  Bank   of  America    Merrill    Lynch       10,253
      (12,978)
           S&T  Bancorp    Inc                  Goldman    Sachs               31,132
      (39,407)
           S&T  Bancorp    Inc                                      10,900
      (68,440)                             HSBC
           S&T  Bancorp    Inc                  Morgan    Stanley                12,893
      (33,929)
           Sabra   Health    Care   Inc  (REIT)             Bank   of  America    Merrill    Lynch
      (33,795)                                                 (2,028)
      10,580     Sabra   Health    Care   Inc  (REIT)             Barclays     Bank               4,867
       1,953    Sabra   Health    Care   Inc  (REIT)             Goldman    Sachs                 117
           Sabra   Health    Care   Inc  (REIT)             Morgan    Stanley
      (23,334)                                                 (10,734)
      42,814     Sabra   Health    Care   Inc  (REIT)             Morgan    Stanley                19,694
           Sabre   Corp                     Bank   of  America    Merrill    Lynch
      (27,957)                                                 (49,484)
           Sabre   Corp                     Barclays     Bank
      (4,842)                                                 (4,551)
           Sabre   Corp                     Morgan    Stanley
      (41,588)                                                 (39,093)
           Safeguard     Scientifics      Inc             Bank   of  America    Merrill    Lynch
     (224,157)                                                 (73,972)
           Safety    Insurance     Group   Inc             Bank   of  America    Merrill    Lynch       11,504
      (6,152)
           Safety    Insurance     Group   Inc             Goldman    Sachs               28,718
      (15,357)
           Safety    Insurance     Group   Inc                                 4,207
      (16,908)                             HSBC
           Safety    Insurance     Group   Inc             Morgan    Stanley                5,154
      (11,454)
           Saga   Communications        Inc  ’A’            Morgan    Stanley
      (23,022)                                                 (29,698)
           Sage   Therapeutics       Inc               Bank   of  America    Merrill    Lynch        8,815
      (2,114)
           Sage   Therapeutics       Inc               Goldman    Sachs                 442
       (106)
           Sage   Therapeutics       Inc                                   31,399
      (3,681)                             HSBC
           Sage   Therapeutics       Inc               Morgan    Stanley                34,038
      (3,926)
                                274/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           Saia   Inc                      Bank   of  America    Merrill    Lynch
       (733)                                                (3,496)
        869   Saia   Inc                      Bank   of  America    Merrill    Lynch        4,145
           Saia   Inc                      Barclays     Bank
      (1,201)                                                 (5,573)
        441   Saia   Inc                      Barclays     Bank               2,046
           Saia   Inc                      Goldman    Sachs
      (1,530)                                                 (7,298)
        489   Saia   Inc                      Goldman    Sachs                2,254
           Saia   Inc
      (8,760)                             HSBC                   (38,019)
           Saia   Inc                      Morgan    Stanley
      (3,768)                                                (17,484)
       1,904    Sailpoint     Technologies       Holdings     Inc        Bank   of  America    Merrill    Lynch        7,178
           Sailpoint     Technologies       Holdings     Inc        Bank   of  America    Merrill    Lynch
      (3,614)                                                (13,625)
           Sailpoint     Technologies       Holdings     Inc        Barclays     Bank
       (730)                                                (2,738)
        777   Sailpoint     Technologies       Holdings     Inc        Goldman    Sachs                2,929
           Sailpoint     Technologies       Holdings     Inc        Goldman    Sachs
      (14,836)                                                 (55,932)
        788   Sailpoint     Technologies       Holdings     Inc                            3,972
                                   HSBC
           Sailpoint     Technologies       Holdings     Inc
      (9,458)                             HSBC                   (35,050)
        757   Sailpoint     Technologies       Holdings     Inc        Morgan    Stanley                2,839
           Sailpoint     Technologies       Holdings     Inc        Morgan    Stanley
      (24,406)                                                 (91,522)
        564   salesforce.com        Inc                 Barclays     Bank
                                                      (10,124)
       3,714    salesforce.com        Inc                 Goldman    Sachs
                                                      (37,883)
       6,782    salesforce.com        Inc
                                   HSBC                   (132,859)
       9,183    salesforce.com        Inc                 Morgan    Stanley
                                                      (164,834)
       2,859    Salisbury     Bancorp    Inc               Bank   of  America    Merrill    Lynch
                                                       (7,322)
       3,963    Salisbury     Bancorp    Inc               Goldman    Sachs
                                                       (7,153)
       6,768    Salisbury     Bancorp    Inc
                                   HSBC                    (4,116)
       1,513    Salisbury     Bancorp    Inc               Morgan    Stanley
                                                       (1,634)
      31,419     Sally   Beauty    Holdings     Inc             Bank   of  America    Merrill    Lynch       21,993
      21,954     Sally   Beauty    Holdings     Inc             Goldman    Sachs               15,368
      35,852     Sally   Beauty    Holdings     Inc                                 50,987
                                   HSBC
       3,117    Sally   Beauty    Holdings     Inc             Morgan    Stanley                  374
           Sanderson     Farms   Inc                Bank   of  America    Merrill    Lynch         283
       (124)
           Sanderson     Farms   Inc                Goldman    Sachs               13,552
      (5,944)
           Sanderson     Farms   Inc
      (3,119)                             HSBC                   (26,979)
           Sanderson     Farms   Inc                Morgan    Stanley                46,309
      (16,024)
           SandRidge     Energy    Inc                Bank   of  America    Merrill    Lynch
     (114,732)                                                 (20,652)
           SandRidge     Energy    Inc                Goldman    Sachs
      (10,314)                                                 (1,857)
           SandRidge     Energy    Inc
      (21,156)                             HSBC                    (9,520)
           SandRidge     Energy    Inc                Morgan    Stanley                  876
      (29,204)
      36,592     Sandy   Spring    Bancorp    Inc              Bank   of  America    Merrill    Lynch       15,369
      33,310     Sandy   Spring    Bancorp    Inc              Goldman    Sachs               13,990
      48,390     Sandy   Spring    Bancorp    Inc                                 50,321
                                   HSBC
      29,906     Sandy   Spring    Bancorp    Inc              Morgan    Stanley                30,205
      21,503     Sangamo    Therapeutics       Inc              Bank   of  America    Merrill    Lynch
                                                      (27,524)
      22,249     Sangamo    Therapeutics       Inc              Goldman    Sachs
                                                      (28,479)
      21,779     Sangamo    Therapeutics       Inc
                                   HSBC                    (3,308)
       2,037    Sanmina    Corp                    Bank   of  America    Merrill    Lynch
                                                       (1,660)
                                275/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
       6,449    Sanmina    Corp                    Goldman    Sachs
                                                       (5,256)
      24,180     Sanmina    Corp
                                   HSBC                    (4,628)
       9,237    Sanmina    Corp                    Morgan    Stanley
                                                       (5,588)
           Santander     Consumer     USA  Holdings     Inc        Bank   of  America    Merrill    Lynch        4,115
      (6,746)
           Santander     Consumer     USA  Holdings     Inc        Barclays     Bank               1,120
      (11,197)
       4,095    Santander     Consumer     USA  Holdings     Inc        Barclays     Bank
                                                        (410)
       9,516    Santander     Consumer     USA  Holdings     Inc                            4,995
                                   HSBC
           Santander     Consumer     USA  Holdings     Inc        Morgan    Stanley                1,283
      (12,833)
      10,891     Santander     Consumer     USA  Holdings     Inc        Morgan    Stanley
                                                       (1,089)
           Sarepta    Therapeutics       Inc              Bank   of  America    Merrill    Lynch         216
       (636)
           Sarepta    Therapeutics       Inc              Barclays     Bank
      (2,869)                                                (13,972)
           Sarepta    Therapeutics       Inc              Goldman    Sachs                 194
       (572)
           Sarepta    Therapeutics       Inc
      (2,401)                             HSBC                   (33,134)
           Sarepta    Therapeutics       Inc              Morgan    Stanley
      (2,838)                                                (13,821)
           Satsuma    Pharmaceuticals        Inc            Bank   of  America    Merrill    Lynch
      (20,503)                                                 (7,381)
           Satsuma    Pharmaceuticals        Inc            Goldman    Sachs
      (32,059)                                                 (11,541)
           Satsuma    Pharmaceuticals        Inc
      (20,502)                             HSBC                    (5,587)
       7,246    Saul   Centers    Inc  (REIT)                Bank   of  America    Merrill    Lynch        4,927
      10,277     Saul   Centers    Inc  (REIT)                Goldman    Sachs                6,988
      10,064     Saul   Centers    Inc  (REIT)                                    4,978
                                   HSBC
      22,806     Saul   Centers    Inc  (REIT)                Morgan    Stanley
                                                      (16,876)
       8,614    Savara    Inc                     Morgan    Stanley                  172
           SB  Financial     Group   Inc               Bank   of  America    Merrill    Lynch        2,150
      (1,748)
           SB  Financial     Group   Inc                                   3,911
      (3,911)                             HSBC
           SBA  Communications        Corp   (REIT)            Bank   of  America    Merrill    Lynch        1,827
       (216)
           SBA  Communications        Corp   (REIT)            Barclays     Bank
       (654)                                                 (445)
       1,900    SBA  Communications        Corp   (REIT)            Goldman    Sachs
                                                      (16,074)
        315   SBA  Communications        Corp   (REIT)
                                   HSBC                    (3,314)
           SBA  Communications        Corp   (REIT)                                4,155
       (395)                            HSBC
       1,752    SBA  Communications        Corp   (REIT)            Morgan    Stanley                1,191
           SBA  Communications        Corp   (REIT)            Morgan    Stanley
      (1,209)                                                  (822)
      27,134     ScanSource      Inc                   Bank   of  America    Merrill    Lynch
                                                      (19,808)
       8,999    ScanSource      Inc                                       1,868
                                   HSBC
      54,628     Schneider     National     Inc  ’B’             Bank   of  America    Merrill    Lynch
                                                      (39,013)
      14,076     Schneider     National     Inc  ’B’             Barclays     Bank
                                                        (282)
       7,619    Schneider     National     Inc  ’B’             Goldman    Sachs
                                                       (5,867)
      28,763     Schneider     National     Inc  ’B’
                                   HSBC                   (18,178)
      52,900     Schneider     National     Inc  ’B’             Morgan    Stanley
                                                       (1,058)
       8,995    Schnitzer     Steel   Industries      Inc  ’A’         Bank   of  America    Merrill    Lynch       13,672
      19,879     Schnitzer     Steel   Industries      Inc  ’A’         Goldman    Sachs               30,216
      64,035     Schnitzer     Steel   Industries      Inc  ’A’                            107,223
                                   HSBC
      45,473     Schnitzer     Steel   Industries      Inc  ’A’         Morgan    Stanley                8,640
           Scholar    Rock   Holding    Corp              Bank   of  America    Merrill    Lynch
       (707)                                                (5,138)
           Scholar    Rock   Holding    Corp
      (2,422)                             HSBC                   (12,982)
           Scholar    Rock   Holding    Corp              Morgan    Stanley
      (9,105)                                                (48,803)
                                276/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
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                                                    （米ドル）
           米国（続き）
           Scholastic      Corp                   Bank   of  America    Merrill    Lynch
      (7,134)                                                 (4,220)
           Scholastic      Corp                   Goldman    Sachs
      (34,088)                                                 (18,537)
           Scholastic      Corp
      (4,488)                             HSBC                     (485)
           Scholastic      Corp                   Morgan    Stanley                3,752
      (20,846)
           Schrodinger      Inc                  Goldman    Sachs
      (5,943)                                                (53,903)
       1,643    Schrodinger      Inc                                      23,791
                                   HSBC
           Schrodinger      Inc
      (1,238)                             HSBC                   (17,926)
           Schweitzer-Mauduit          International       Inc       Goldman    Sachs               48,325
      (17,832)
           Schweitzer-Mauduit          International       Inc                           24,333
      (25,365)                             HSBC
           Schweitzer-Mauduit          International       Inc       Morgan    Stanley                6,071
      (12,142)
           Science    Applications       International       Corp      Barclays     Bank
      (7,526)                                                 (4,440)
           Science    Applications       International       Corp      Goldman    Sachs
      (18,636)                                                 (50,690)
           Science    Applications       International       Corp
      (29,269)                             HSBC                   (127,708)
           Science    Applications       International       Corp      Morgan    Stanley
      (19,857)                                                 (11,715)
           Scientific      Games   Corp   ’A’             Bank   of  America    Merrill    Lynch        2,227
      (1,454)
           Scientific      Games   Corp   ’A’
      (5,894)                             HSBC                   (13,581)
           Scotts    Miracle-Gro      Co               Bank   of  America    Merrill    Lynch
       (917)                                                (3,303)
       1,190    Scotts    Miracle-Gro      Co               Goldman    Sachs                6,331
           Scotts    Miracle-Gro      Co               Goldman    Sachs
      (4,892)                                                (25,464)
       6,617    Scotts    Miracle-Gro      Co               Morgan    Stanley                14,425
           scPharmaceuticals         Inc               Bank   of  America    Merrill    Lynch         557
      (11,146)
           scPharmaceuticals         Inc               Goldman    Sachs                 407
      (8,135)
           scPharmaceuticals         Inc
      (10,709)                             HSBC                    (7,603)
           Sculptor     Capital    Management      Inc          Bank   of  America    Merrill    Lynch
      (1,635)                                                 (1,537)
           Sculptor     Capital    Management      Inc
      (17,920)                             HSBC                   (10,073)
           Sculptor     Capital    Management      Inc          Morgan    Stanley
      (15,256)                                                 (5,187)
           Seaboard     Corp                    Bank   of  America    Merrill    Lynch
       (214)                                               (24,481)
           Seaboard     Corp                    Barclays     Bank
        (75)                                               (4,955)
           Seaboard     Corp                    Goldman    Sachs
       (322)                                               (36,837)
           Seaboard     Corp                                        3,541
       (183)                            HSBC
           Seaboard     Corp                    Morgan    Stanley
       (437)                                               (28,868)
      42,982     SeaChange     International       Inc            Goldman    Sachs                6,396
      33,506     SeaChange     International       Inc
                                   HSBC                     (771)
      15,966     SeaChange     International       Inc            Morgan    Stanley
                                                        (367)
           Seacoast     Banking    Corp   of  Florida            Bank   of  America    Merrill    Lynch         980
      (1,589)
           Seacoast     Banking    Corp   of  Florida            Goldman    Sachs
      (46,749)                                                 (13,090)
           Seacoast     Banking    Corp   of  Florida
      (31,809)                             HSBC                   (23,402)
           Seacoast     Banking    Corp   of  Florida            Morgan    Stanley
      (18,345)                                                 (6,788)
           SEACOR    Holdings     Inc                Bank   of  America    Merrill    Lynch
      (4,891)                                                  (929)
           SEACOR    Holdings     Inc                Goldman    Sachs
      (28,177)                                                 (5,354)
           SEACOR    Holdings     Inc
      (6,788)                             HSBC                    (8,875)
           SEACOR    Holdings     Inc                Morgan    Stanley                10,558
      (6,399)
       2,405    Seagen    Inc                     Bank   of  America    Merrill    Lynch
                                                      (20,467)
        252   Seagen    Inc                     Barclays     Bank                715
       2,479    Seagen    Inc                     Goldman    Sachs
                                                      (21,096)
                                277/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
        501   Seagen    Inc                     Morgan    Stanley                  306
           Sealed    Air  Corp                   Bank   of  America    Merrill    Lynch
      (1,371)                                                  (123)
           Sealed    Air  Corp                   Barclays     Bank               1,319
      (8,241)
           Sealed    Air  Corp                   Goldman    Sachs
      (29,761)                                                 (2,678)
           Sealed    Air  Corp
      (10,911)                             HSBC                   (18,221)
           Sealed    Air  Corp                   Morgan    Stanley                1,459
      (9,120)
       6,585    SeaSpine     Holdings     Corp               Goldman    Sachs
                                                       (2,008)
       5,558    SeaSpine     Holdings     Corp
                                   HSBC                    (3,363)
      19,708     SeaSpine     Holdings     Corp               Morgan    Stanley                9,558
      97,288     SeaWorld     Entertainment       Inc             Goldman    Sachs               197,495
      15,250     SeaWorld     Entertainment       Inc                                18,420
                                   HSBC
           SecureWorks      Corp   ’A’                Bank   of  America    Merrill    Lynch
      (18,709)                                                  (545)
           SecureWorks      Corp   ’A’
      (26,510)                             HSBC                    (2,521)
           SecureWorks      Corp   ’A’                Morgan    Stanley
      (37,301)                                                 (1,492)
       5,087    Security     National     Financial     Corp   ’A’       Bank   of  America    Merrill    Lynch         712
       6,474    Security     National     Financial     Corp   ’A’       Goldman    Sachs                 906
      20,841     Security     National     Financial     Corp   ’A’                            2,830
                                   HSBC
       9,735    Security     National     Financial     Corp   ’A’       Morgan    Stanley
                                                       (1,460)
       4,604    SEI  Investments      Co                Bank   of  America    Merrill    Lynch
                                                       (4,972)
       7,640    SEI  Investments      Co                Barclays     Bank
                                                        (841)
      12,743     SEI  Investments      Co                Goldman    Sachs
                                                      (10,378)
      22,662     SEI  Investments      Co
                                   HSBC                   (19,964)
      17,518     SEI  Investments      Co                Morgan    Stanley
                                                       (1,927)
      51,300     Select    Bancorp    Inc                 Bank   of  America    Merrill    Lynch
                                                      (13,338)
      13,403     Select    Bancorp    Inc                 Goldman    Sachs
                                                       (3,485)
      82,910     Select    Bancorp    Inc                                    10,752
                                   HSBC
      59,951     Select    Bancorp    Inc                 Morgan    Stanley                2,398
           Select    Energy    Services     Inc  ’A’           Bank   of  America    Merrill    Lynch
      (6,060)                                                 (2,182)
           Select    Energy    Services     Inc  ’A’           Goldman    Sachs
      (89,761)                                                 (32,314)
           Select    Energy    Services     Inc  ’A’
      (42,446)                             HSBC                   (24,234)
           Select    Energy    Services     Inc  ’A’           Morgan    Stanley
      (54,852)                                                 (4,388)
       4,758    Select    Interior     Concepts     Inc  ’A’          Bank   of  America    Merrill    Lynch         761
       5,948    Select    Interior     Concepts     Inc  ’A’          Goldman    Sachs                 952
      11,771     Select    Interior     Concepts     Inc  ’A’                             15,067
                                   HSBC
      11,788     Select    Interior     Concepts     Inc  ’A’          Morgan    Stanley                1,768
      15,941     Select    Medical    Holdings     Corp            Bank   of  America    Merrill    Lynch
                                                       (5,898)
      34,090     Select    Medical    Holdings     Corp            Morgan    Stanley
                                                       (7,159)
      17,970     Selecta    Biosciences      Inc              Bank   of  America    Merrill    Lynch        4,672
      27,407     Selecta    Biosciences      Inc              Goldman    Sachs                7,126
           Selective     Insurance     Group   Inc           Bank   of  America    Merrill    Lynch        1,678
      (4,793)
           Selective     Insurance     Group   Inc           Goldman    Sachs                5,248
      (14,993)
           Selective     Insurance     Group   Inc
      (26,009)                             HSBC                   (71,287)
           Selective     Insurance     Group   Inc           Morgan    Stanley
      (16,293)                                                 (10,428)
           Selectquote      Inc                  Bank   of  America    Merrill    Lynch
      (5,037)                                                 (6,073)
           Selectquote      Inc                  Barclays     Bank
      (9,126)                                                 (4,472)
                                278/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
        183   Selectquote      Inc                  Barclays     Bank                 90
      39,818     Selectquote      Inc                                      40,339
                                   HSBC
      20,978     Selectquote      Inc                  Morgan    Stanley                10,279
           Sempra    Energy                     Barclays     Bank               4,177
      (3,452)
           Sempra    Energy                                         7,483
      (13,362)                             HSBC
           Sempra    Energy                     Morgan    Stanley                3,618
      (2,990)
           Semtech    Corp                    Bank   of  America    Merrill    Lynch
      (5,758)                                                 (6,737)
           Semtech    Corp                    Barclays     Bank
      (2,608)                                                  (621)
           Semtech    Corp                    Goldman    Sachs
      (9,854)                                                (10,976)
       6,195    Semtech    Corp                    Goldman    Sachs                7,248
           Semtech    Corp
      (6,501)                             HSBC                   (25,549)
      16,204     Semtech    Corp                                        4,213
                                   HSBC
           Semtech    Corp                    Morgan    Stanley
      (26,081)                                                 (6,781)
       8,198    Semtech    Corp                    Morgan    Stanley                2,131
       8,852    Seneca    Foods   Corp   ’A’               Morgan    Stanley                13,367
           Sensient     Technologies       Corp             Bank   of  America    Merrill    Lynch       19,507
      (16,531)
           Sensient     Technologies       Corp             Barclays     Bank
      (3,446)                                                  (999)
           Sensient     Technologies       Corp             Goldman    Sachs               17,639
      (14,948)
           Sensient     Technologies       Corp
      (23,660)                             HSBC                   (21,473)
           Sensient     Technologies       Corp             Morgan    Stanley
      (62,937)                                                 (18,251)
      12,499     Seres   Therapeutics       Inc               Bank   of  America    Merrill    Lynch
                                                      (67,245)
       2,126    Seres   Therapeutics       Inc               Morgan    Stanley
                                                      (10,417)
      31,284     Seritage     Growth    Properties      (REIT)           Bank   of  America    Merrill    Lynch       52,557
       8,709    Seritage     Growth    Properties      (REIT)                              22,763
                                   HSBC
           Service    Corp   International                  Bank   of  America    Merrill    Lynch       12,618
      (21,000)
           Service    Corp   International                  Barclays     Bank               4,871
      (10,363)
           Service    Corp   International                  Goldman    Sachs                2,191
      (3,478)
           Service    Corp   International                  Morgan    Stanley                4,911
      (10,449)
           Service    Properties      Trust   (REIT)            Goldman    Sachs
      (31,192)                                                 (47,568)
           Service    Properties      Trust   (REIT)
      (43,995)                             HSBC                   (76,551)
           Service    Properties      Trust   (REIT)            Morgan    Stanley
      (63,441)                                                  (634)
        220   ServiceNow      Inc                   Bank   of  America    Merrill    Lynch        3,963
       1,561    ServiceNow      Inc                   Barclays     Bank               22,325
       5,071    ServiceNow      Inc                   Goldman    Sachs               153,483
       1,535    ServiceNow      Inc                                      45,741
                                   HSBC
        905   ServiceNow      Inc                   Morgan    Stanley                9,837
           ServiceSource       International       Inc          Bank   of  America    Merrill    Lynch
      (13,412)                                                  (671)
        675   ServisFirst      Bancshares      Inc             Bank   of  America    Merrill    Lynch
                                                        (726)
      34,370     ServisFirst      Bancshares      Inc             Goldman    Sachs
                                                      (38,099)
      34,861     ServisFirst      Bancshares      Inc
                                   HSBC                    (4,648)
      33,915     ServisFirst      Bancshares      Inc             Morgan    Stanley
                                                       (6,274)
           Shake   Shack   Inc  ’A’                                    2,943
      (2,232)                             HSBC
      10,552     Sharps    Compliance      Corp               Goldman    Sachs
                                                       (4,854)
      28,477     Sharps    Compliance      Corp                                   6,145
                                   HSBC
       4,111    SharpSpring      Inc                  Bank   of  America    Merrill    Lynch
                                                       (3,360)
                                279/368



                                                          EDINET提出書類
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                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
       4,934    SharpSpring      Inc                                      4,142
                                   HSBC
           Shenandoah      Telecommunications          Co         Bank   of  America    Merrill    Lynch         616
       (716)
           Shenandoah      Telecommunications          Co         Goldman    Sachs                1,842
      (2,142)
           Shenandoah      Telecommunications          Co                             13,624
      (6,710)                             HSBC
           Shenandoah      Telecommunications          Co         Morgan    Stanley
      (24,650)                                                 (4,930)
        246   Sherwin-Williams         Co                Bank   of  America    Merrill    Lynch        1,454
        42   Sherwin-Williams         Co                Barclays     Bank                146
        819   Sherwin-Williams         Co                Goldman    Sachs                4,840
       2,762    Sherwin-Williams         Co                                   129,400
                                   HSBC
       1,549    Sherwin-Williams         Co                Morgan    Stanley                5,188
       3,094    Shift4    Payments     Inc  ’A’              Barclays     Bank
                                                       (1,609)
           Shift4    Payments     Inc  ’A’              Goldman    Sachs                2,678
      (3,997)
           Shift4    Payments     Inc  ’A’                                  1,140
       (509)                            HSBC
           Shift4    Payments     Inc  ’A’              Morgan    Stanley                1,334
      (2,566)
        962   Shift4    Payments     Inc  ’A’              Morgan    Stanley
                                                        (500)
       5,368    Shockwave     Medical    Inc
                                   HSBC                    (8,589)
        677   Shockwave     Medical    Inc               Morgan    Stanley
                                                       (1,083)
      10,438     Shoe   Carnival     Inc                 Bank   of  America    Merrill    Lynch       24,112
       1,621    Shoe   Carnival     Inc                 Goldman    Sachs                3,745
       6,265    Shoe   Carnival     Inc                                     4,300
                                   HSBC
       9,398    Shoe   Carnival     Inc                 Morgan    Stanley                14,661
      23,519     Shore   Bancshares      Inc                Bank   of  America    Merrill    Lynch       17,169
      25,015     Shore   Bancshares      Inc                Goldman    Sachs               18,261
      20,509     Shore   Bancshares      Inc                                   11,000
                                   HSBC
      22,250     Shore   Bancshares      Inc                Morgan    Stanley                9,345
           ShotSpotter      Inc                  Goldman    Sachs
      (3,289)                                                (10,031)
           ShotSpotter      Inc                                      27,171
      (18,709)                             HSBC
           ShotSpotter      Inc                  Morgan    Stanley                  390
      (1,948)
       1,482    Shutterstock       Inc                  Bank   of  America    Merrill    Lynch
                                                        (178)
       3,899    Shutterstock       Inc                  Goldman    Sachs
                                                        (468)
       5,913    Shutterstock       Inc
                                   HSBC                    (2,239)
       3,069    Shutterstock       Inc                  Morgan    Stanley                  614
           Shyft   Group   Inc                  Bank   of  America    Merrill    Lynch
       (101)                                                 (155)
           Shyft   Group   Inc                  Goldman    Sachs
      (13,114)                                                 (20,064)
           Shyft   Group   Inc
      (18,073)                             HSBC                   (44,018)
           Shyft   Group   Inc                  Morgan    Stanley
      (35,496)                                                  (355)
       7,212    SI-BONE    Inc                    Bank   of  America    Merrill    Lynch
                                                       (8,366)
      14,834     SI-BONE    Inc                    Goldman    Sachs
                                                      (17,207)
       4,950    SI-BONE    Inc
                                   HSBC                    (3,817)
       5,421    SI-BONE    Inc                    Morgan    Stanley                4,770
           Siebert    Financial     Corp
      (17,545)                             HSBC                    (1,905)
           Siebert    Financial     Corp               Morgan    Stanley
       (659)                                                 (79)
        777   Sienna    Biopharmaceuticals          Incπ           Goldman    Sachs
                                                         －
           Sientra    Inc                    Goldman    Sachs
      (42,808)                                                 (16,053)
           Sientra    Inc
      (53,537)                             HSBC                   (35,502)
                                280/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           Sientra    Inc                    Morgan    Stanley
      (19,009)                                                 (13,211)
      46,839     Sierra    Bancorp                     Bank   of  America    Merrill    Lynch         937
      20,395     Sierra    Bancorp                     Goldman    Sachs                 408
       6,774    Sierra    Bancorp                                         5,246
                                   HSBC
      70,113     Sierra    Bancorp                     Morgan    Stanley                69,412
           SIGA   Technologies       Inc               Goldman    Sachs               42,532
      (64,442)
           SIGA   Technologies       Inc                                   4,964
      (37,549)                             HSBC
           SIGA   Technologies       Inc               Morgan    Stanley                11,943
      (74,641)
           Signature     Bank                   Bank   of  America    Merrill    Lynch
       (539)                                                (2,326)
           Signature     Bank                   Barclays     Bank
      (2,564)                                                (16,063)
           Signature     Bank                   Goldman    Sachs
      (4,914)                                                (21,204)
       1,015    Signature     Bank                   Goldman    Sachs                4,380
           Signature     Bank
      (3,720)                             HSBC                   (65,044)
        846   Signature     Bank                                       14,792
                                   HSBC
           Signature     Bank                   Morgan    Stanley
      (1,138)                                                 (7,130)
       2,671    Signature     Bank                   Morgan    Stanley                16,734
       9,528    Silgan    Holdings     Inc                Bank   of  America    Merrill    Lynch
                                                      (16,007)
           Silgan    Holdings     Inc                                    3,357
      (9,326)                             HSBC
       8,831    Silgan    Holdings     Inc
                                   HSBC                    (3,179)
           Silgan    Holdings     Inc                Morgan    Stanley                16,997
      (25,369)
      28,430     Silgan    Holdings     Inc                Morgan    Stanley
                                                      (19,048)
       3,615    Silicon    Laboratories       Inc              Bank   of  America    Merrill    Lynch        3,181
       9,310    Silicon    Laboratories       Inc              Barclays     Bank               13,779
       9,927    Silicon    Laboratories       Inc              Goldman    Sachs                8,735
      16,948     Silicon    Laboratories       Inc
                                   HSBC                    (5,307)
      37,052     Silicon    Laboratories       Inc              Morgan    Stanley                54,836
           Silk   Road   Medical    Inc               Bank   of  America    Merrill    Lynch        7,564
      (2,809)
           Silk   Road   Medical    Inc               Goldman    Sachs               23,148
      (6,729)
           Silk   Road   Medical    Inc                                   79,976
      (6,626)                             HSBC
           Silk   Road   Medical    Inc               Morgan    Stanley                24,387
      (5,018)
      10,922     Silvercrest      Asset   Management      Group   Inc  ’A’    Bank   of  America    Merrill    Lynch        3,058
      11,133     Silvercrest      Asset   Management      Group   Inc  ’A’    Goldman    Sachs                3,117
      11,404     Silvercrest      Asset   Management      Group   Inc  ’A’                        7,190
                                   HSBC
      19,471     Silvercrest      Asset   Management      Group   Inc  ’A’    Morgan    Stanley                1,168
      12,051     Silvergate      Capital    Corp   ’A’                                36,153
                                   HSBC
      15,962     Silvergate      Capital    Corp   ’A’            Morgan    Stanley                47,886
           Simmons    First   National     Corp   ’A’          Bank   of  America    Merrill    Lynch        5,383
      (18,563)
           Simmons    First   National     Corp   ’A’          Goldman    Sachs               14,570
      (52,286)
           Simmons    First   National     Corp   ’A’
      (45,134)                             HSBC                   (29,665)
           Simmons    First   National     Corp   ’A’          Morgan    Stanley
      (35,347)                                                 (3,181)
       9,792    Simon   Property     Group   Inc  (REIT)            Barclays     Bank               2,057
       3,097    Simon   Property     Group   Inc  (REIT)            Goldman    Sachs
                                                      (10,363)
       4,857    Simon   Property     Group   Inc  (REIT)                               35,811
                                   HSBC
                                281/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
       4,354    Simon   Property     Group   Inc  (REIT)            Morgan    Stanley                  914
           Simply    Good   Foods   Co               Goldman    Sachs               37,974
      (15,272)
           Simply    Good   Foods   Co                                   9,820
      (11,312)                             HSBC
           Simply    Good   Foods   Co               Morgan    Stanley                25,839
      (16,888)
           Simpson    Manufacturing       Co  Inc            Bank   of  America    Merrill    Lynch        5,244
      (2,169)
           Simpson    Manufacturing       Co  Inc            Barclays     Bank               1,716
       (626)
           Simpson    Manufacturing       Co  Inc            Goldman    Sachs                4,230
      (2,043)
           Simpson    Manufacturing       Co  Inc
      (31,943)                             HSBC                   (29,068)
           Simpson    Manufacturing       Co  Inc            Morgan    Stanley                77,320
      (28,219)
           Simulations      Plus   Inc                Bank   of  America    Merrill    Lynch       46,367
      (3,708)
           Simulations      Plus   Inc                Goldman    Sachs                  69
       (560)
           Simulations      Plus   Inc                Morgan    Stanley                5,967
      (6,630)
      14,818     Sinclair     Broadcast     Group   Inc  ’A’          Bank   of  America    Merrill    Lynch       43,565
           Sinclair     Broadcast     Group   Inc  ’A’
      (46,435)                             HSBC                    (5,108)
       3,110    Sinclair     Broadcast     Group   Inc  ’A’          Morgan    Stanley                  342
      276,804     Sirius    XM  Holdings     Inc               Bank   of  America    Merrill    Lynch       31,832
      139,627     Sirius    XM  Holdings     Inc               Barclays     Bank
                                                      (10,472)
      111,799     Sirius    XM  Holdings     Inc               Goldman    Sachs               12,857
      57,186     Sirius    XM  Holdings     Inc                                  24,876
                                   HSBC
      66,487     Sirius    XM  Holdings     Inc               Morgan    Stanley
                                                       (4,987)
      53,620     SITE   Centers    Corp   (REIT)               Bank   of  America    Merrill    Lynch       45,041
           SITE   Centers    Corp   (REIT)               Barclays     Bank               3,166
      (16,665)
           SITE   Centers    Corp   (REIT)               Goldman    Sachs
      (28,085)                                                 (23,591)
      80,762     SITE   Centers    Corp   (REIT)               Goldman    Sachs               67,840
           SITE   Centers    Corp   (REIT)
      (19,976)                             HSBC                   (30,563)
      42,867     SITE   Centers    Corp   (REIT)                                   26,735
                                   HSBC
           SITE   Centers    Corp   (REIT)               Morgan    Stanley                3,280
      (17,262)
      24,693     SITE   Centers    Corp   (REIT)               Morgan    Stanley
                                                       (4,692)
       3,181    SiteOne    Landscape     Supply    Inc            Barclays     Bank
                                                       (1,336)
       7,966    SiteOne    Landscape     Supply    Inc            Goldman    Sachs               24,296
      14,383     SiteOne    Landscape     Supply    Inc                               179,113
                                   HSBC
      13,725     SiteOne    Landscape     Supply    Inc            Morgan    Stanley
                                                       (5,764)
       3,360    SiTime    Corp                     Goldman    Sachs                 638
       1,276    SiTime    Corp
                                   HSBC                    (3,618)
       6,227    SiTime    Corp                     Morgan    Stanley                20,860
           SITO   Mobile    Ltd                  Bank   of  America    Merrill    Lynch
      (14,402)                                                   (7)
           SITO   Mobile    Ltd                  Goldman    Sachs
      (66,470)                                                   (33)
           Six  Flags   Entertainment       Corp            Barclays     Bank               6,748
      (6,488)
           Six  Flags   Entertainment       Corp            Goldman    Sachs
      (2,728)                                                 (6,302)
      28,991     Six  Flags   Entertainment       Corp            Morgan    Stanley
                                                      (30,151)
      18,866     SJW  Group                      Goldman    Sachs
                                                      (20,753)
      31,672     SJW  Group                                          44,086
                                   HSBC
       9,484    SJW  Group                      Morgan    Stanley                15,459
      21,569     Skechers     USA  Inc  ’A’                Bank   of  America    Merrill    Lynch
                                                      (17,040)
       2,908    Skechers     USA  Inc  ’A’                Barclays     Bank
                                                       (1,374)
                                282/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
      23,315     Skechers     USA  Inc  ’A’
                                   HSBC                   (12,357)
      25,916     Skechers     USA  Inc  ’A’                Morgan    Stanley
                                                       (3,110)
           Skyline    Champion     Corp
      (28,595)                             HSBC                   (170,140)
           Skyline    Champion     Corp                Morgan    Stanley                19,108
      (30,330)
           SkyWest    Inc                    Goldman    Sachs
      (38,926)                                                (211,368)
           SkyWest    Inc
      (50,343)                             HSBC                   (242,985)
           SkyWest    Inc                    Morgan    Stanley
      (9,914)                                                (28,552)
       4,315    Skyworks     Solutions     Inc               Bank   of  America    Merrill    Lynch
                                                      (21,597)
       3,580    Skyworks     Solutions     Inc               Barclays     Bank               1,343
      10,197     Skyworks     Solutions     Inc               Goldman    Sachs
                                                      (49,800)
       1,155    Skyworks     Solutions     Inc
                                   HSBC                     (652)
       6,151    Skyworks     Solutions     Inc               Morgan    Stanley                2,307
           SL  Green   Realty    Corp   (REIT)              Barclays     Bank               1,776
      (2,466)
           SL  Green   Realty    Corp   (REIT)                                   98
      (1,399)                             HSBC
           SL  Green   Realty    Corp   (REIT)              Morgan    Stanley                5,797
      (8,051)
       6,733    Slack   Technologies       Inc  ’A’             Bank   of  America    Merrill    Lynch       107,863
       3,530    Slack   Technologies       Inc  ’A’             Barclays     Bank               42,925
       7,212    Slack   Technologies       Inc  ’A’             Morgan    Stanley                87,698
        480   Sleep   Number    Corp                  Bank   of  America    Merrill    Lynch
                                                        (442)
       2,174    Sleep   Number    Corp                  Goldman    Sachs
                                                       (2,000)
       4,215    Sleep   Number    Corp                                     20,064
                                   HSBC
           SLM  Corp                      Bank   of  America    Merrill    Lynch
     (111,104)                                                    －
           SLM  Corp                      Barclays     Bank
      (25,577)                                                 (1,535)
           SLM  Corp                      Morgan    Stanley
      (87,154)                                                 (5,230)
       1,257    SM  Energy    Co                   Bank   of  America    Merrill    Lynch        2,313
      28,610     SM  Energy    Co                   Goldman    Sachs               52,642
      49,336     SM  Energy    Co                                      107,552
                                   HSBC
       2,127    SM  Energy    Co                   Morgan    Stanley                  723
      24,938     SmartFinancial        Inc                 Bank   of  America    Merrill    Lynch       24,938
      35,721     SmartFinancial        Inc                 Goldman    Sachs               35,721
      33,928     SmartFinancial        Inc                                    48,145
                                   HSBC
      27,154     SmartFinancial        Inc                 Morgan    Stanley                19,551
       5,849    Smartsheet      Inc  ’A’                 Bank   of  America    Merrill    Lynch       37,258
       6,718    Smartsheet      Inc  ’A’                 Barclays     Bank               31,776
       2,753    Smartsheet      Inc  ’A’                 Goldman    Sachs               17,537
        830   Smartsheet      Inc  ’A’                                     4,786
                                   HSBC
       3,027    Smartsheet      Inc  ’A’                 Morgan    Stanley                12,367
           SmileDirectClub        Inc                Barclays     Bank               7,473
      (16,984)
       1,711    SmileDirectClub        Inc                Barclays     Bank
                                                        (753)
      10,618     SmileDirectClub        Inc                Goldman    Sachs               22,085
       2,870    SmileDirectClub        Inc                Morgan    Stanley
                                                       (1,263)
           Smith   Micro   Software     Inc              Bank   of  America    Merrill    Lynch
      (14,517)                                                 (1,395)
           Smith   Micro   Software     Inc
      (37,722)                             HSBC                    (1,886)
           Smith   Micro   Software     Inc              Morgan    Stanley
      (12,679)                                                  (634)
       4,829    Snap   Inc  ’A’                    Bank   of  America    Merrill    Lynch       31,244
                                283/368



                                                          EDINET提出書類
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                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           Snap   Inc  ’A’                    Bank   of  America    Merrill    Lynch
      (1,700)                                                  (413)
        489   Snap   Inc  ’A’                    Barclays     Bank                142
           Snap   Inc  ’A’                    Barclays     Bank
      (1,404)                                                 (2,300)
           Snap   Inc  ’A’                    Goldman    Sachs
       (209)                                                (1,352)
       3,718    Snap   Inc  ’A’                    Morgan    Stanley                1,078
           Snap   Inc  ’A’                    Morgan    Stanley
      (3,032)                                                  (879)
       9,435    Snap-on    Inc                    Bank   of  America    Merrill    Lynch       10,454
       1,306    Snap-on    Inc                    Barclays     Bank
                                                        (549)
       6,649    Snap-on    Inc                    Goldman    Sachs                6,183
       2,343    Snap-on    Inc                                        17,221
                                   HSBC
      12,788     Snap-on    Inc                    Morgan    Stanley
                                                       (5,371)
           Snowflake     Inc  ’A’                 Bank   of  America    Merrill    Lynch
      (2,700)                                                (202,797)
       1,404    Snowflake     Inc  ’A’                 Bank   of  America    Merrill    Lynch       105,454
        303   SolarEdge     Technologies       Inc             Bank   of  America    Merrill    Lynch       16,062
           SolarEdge     Technologies       Inc             Barclays     Bank
        (42)                                                (693)
        391   SolarEdge     Technologies       Inc             Barclays     Bank               6,448
           SolarEdge     Technologies       Inc             Goldman    Sachs
      (1,510)                                                (70,642)
        391   SolarEdge     Technologies       Inc             Goldman    Sachs               20,727
           SolarEdge     Technologies       Inc
       (294)                            HSBC                   (14,338)
           SolarEdge     Technologies       Inc             Morgan    Stanley
       (819)                                               (13,505)
           Solaris    Oilfield     Infrastructure        Inc  ’A’      Bank   of  America    Merrill    Lynch        4,533
      (37,473)
           Solaris    Oilfield     Infrastructure        Inc  ’A’      Goldman    Sachs                4,829
      (49,994)
           Solaris    Oilfield     Infrastructure        Inc  ’A’                          7,054
      (74,726)                             HSBC
           Solaris    Oilfield     Infrastructure        Inc  ’A’      Morgan    Stanley                10,388
      (32,464)
           SolarWinds      Corp                   Bank   of  America    Merrill    Lynch
      (65,653)                                                 (71,562)
           SolarWinds      Corp                   Barclays     Bank
      (12,436)                                                 (12,277)
           SolarWinds      Corp                   Goldman    Sachs
      (3,946)                                                 (4,855)
           SolarWinds      Corp
      (9,407)                             HSBC                   (10,818)
           SolarWinds      Corp                   Morgan    Stanley
      (52,816)                                                 (52,816)
           Soleno    Therapeutics       Inc              Bank   of  America    Merrill    Lynch        4,396
      (31,398)
           Soleno    Therapeutics       Inc                                  5,793
     (144,822)                              HSBC
      17,908     Solid   Biosciences      Inc               Bank   of  America    Merrill    Lynch        1,225
      15,581     Solid   Biosciences      Inc               Goldman    Sachs                 312
      23,595     Solid   Biosciences      Inc                                   2,276
                                   HSBC
      30,801     Solid   Biosciences      Inc               Morgan    Stanley                3,080
           Soliton    Inc
      (25,391)                             HSBC                   (11,272)
           Sonic   Automotive      Inc  ’A’              Bank   of  America    Merrill    Lynch        2,773
      (3,120)
           Sonic   Automotive      Inc  ’A’              Goldman    Sachs                4,051
      (5,226)
           Sonic   Automotive      Inc  ’A’
      (10,167)                             HSBC                    (6,168)
           Sonic   Automotive      Inc  ’A’              Morgan    Stanley                10,552
      (8,309)
           Sonoco    Products     Co                Bank   of  America    Merrill    Lynch
       (652)                                                 (459)
           Sonoco    Products     Co                Barclays     Bank
      (4,315)                                                 (5,222)
           Sonoco    Products     Co                Goldman    Sachs
      (9,075)                                                (16,676)
       4,579    Sonoco    Products     Co                Goldman    Sachs                8,792
           Sonoco    Products     Co
      (6,105)                             HSBC                   (24,847)
                                284/368



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                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
      25,665     Sonoco    Products     Co                                   105,575
                                   HSBC
           Sonoco    Products     Co                Morgan    Stanley
      (10,054)                                                 (14,478)
      19,218     Sonoco    Products     Co                Morgan    Stanley                27,674
           Sonos   Inc
      (24,957)                             HSBC                   (95,905)
           Sonos   Inc                     Morgan    Stanley                  388
      (4,315)
      10,181     Sorrento     Therapeutics       Inc                                 5,905
                                   HSBC
           South   Jersey    Industries      Inc            Bank   of  America    Merrill    Lynch
      (21,536)                                                 (9,260)
           South   Jersey    Industries      Inc            Goldman    Sachs
      (23,509)                                                 (10,109)
           South   Jersey    Industries      Inc
      (15,128)                             HSBC                   (10,661)
           South   Jersey    Industries      Inc            Morgan    Stanley
      (87,795)                                                 (28,972)
       4,177    South   Plains    Financial     Inc             Goldman    Sachs                2,214
      55,491     South   Plains    Financial     Inc                                11,515
                                   HSBC
      21,297     South   Plains    Financial     Inc             Morgan    Stanley                1,704
        817   South   State   Corp                  Bank   of  America    Merrill    Lynch         749
      12,904     South   State   Corp                  Barclays     Bank
                                                       (4,775)
       8,213    South   State   Corp                  Goldman    Sachs
                                                      (17,247)
      12,304     South   State   Corp
                                   HSBC                   (34,574)
      25,694     South   State   Corp                  Morgan    Stanley
                                                       (9,506)
           Southern     Co                    Bank   of  America    Merrill    Lynch       43,727
      (11,417)
           Southern     Co                    Barclays     Bank               5,437
      (33,982)
           Southern     Co                                       45,052
      (22,193)                             HSBC
           Southern     Co                    Morgan    Stanley                7,869
      (49,183)
       3,531    Southern     Copper    Corp                Bank   of  America    Merrill    Lynch       17,655
       1,067    Southern     Copper    Corp                Barclays     Bank               2,550
           Southern     Copper    Corp                Goldman    Sachs
      (19,894)                                                 (99,470)
       1,500    Southern     Copper    Corp                Goldman    Sachs                6,856
           Southern     Copper    Corp
      (4,800)                             HSBC                   (28,224)
       3,852    Southern     Copper    Corp                                    25,177
                                   HSBC
           Southern     Copper    Corp                Morgan    Stanley
      (26,181)                                                 (62,573)
       9,931    Southern     Copper    Corp                Morgan    Stanley                23,735
      17,152     Southern     First   Bancshares      Inc           Bank   of  America    Merrill    Lynch         903
      23,260     Southern     First   Bancshares      Inc           Goldman    Sachs                2,093
      24,949     Southern     First   Bancshares      Inc                               31,590
                                   HSBC
      17,554     Southern     First   Bancshares      Inc           Morgan    Stanley                16,325
           Southern     Missouri     Bancorp    Inc           Bank   of  America    Merrill    Lynch
      (14,120)                                                 (16,803)
           Southern     Missouri     Bancorp    Inc           Goldman    Sachs
      (15,922)                                                 (18,947)
           Southern     Missouri     Bancorp    Inc           Morgan    Stanley
       (994)                                                 (855)
      31,179     Southern     National     Bancorp    of  Virginia     Inc     Bank   of  America    Merrill    Lynch
                                                      (20,578)
      40,531     Southern     National     Bancorp    of  Virginia     Inc     Goldman    Sachs
                                                      (26,750)
      110,039     Southern     National     Bancorp    of  Virginia     Inc
                                   HSBC                   (37,379)
      33,485     Southern     National     Bancorp    of  Virginia     Inc     Morgan    Stanley
                                                       (3,683)
           Southside     Bancshares      Inc              Bank   of  America    Merrill    Lynch       36,988
      (31,346)
           Southside     Bancshares      Inc              Goldman    Sachs               39,730
      (34,054)
           Southside     Bancshares      Inc                                 11,307
      (24,360)                             HSBC
           Southside     Bancshares      Inc              Morgan    Stanley                53,236
      (50,223)
                                285/368



                                                          EDINET提出書類
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                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
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                                                    （米ドル）
           米国（続き）
           Southwest     Airlines     Co               Bank   of  America    Merrill    Lynch
      (28,934)                                                 (46,389)
           Southwest     Airlines     Co               Barclays     Bank               2,073
      (3,517)
           Southwest     Airlines     Co               Goldman    Sachs
      (54,641)                                                 (86,370)
           Southwest     Airlines     Co               Morgan    Stanley
      (14,179)                                                 (5,530)
       1,042    Southwest     Gas  Holdings     Inc             Bank   of  America    Merrill    Lynch
                                                       (1,753)
           Southwest     Gas  Holdings     Inc             Barclays     Bank               10,061
      (6,576)
      28,113     Southwest     Gas  Holdings     Inc             Goldman    Sachs
                                                      (127,598)
      10,172     Southwest     Gas  Holdings     Inc
                                   HSBC                   (43,473)
           Southwest     Gas  Holdings     Inc                                28,825
      (5,608)                             HSBC
      32,556     Southwest     Gas  Holdings     Inc             Morgan    Stanley
                                                      (51,948)
           Southwest     Gas  Holdings     Inc             Morgan    Stanley                11,409
      (7,457)
           Southwestern       Energy    Co              Goldman    Sachs
      (94,395)                                                 (44,046)
           Southwestern       Energy    Co
      (21,339)                             HSBC                   (14,937)
           Southwestern       Energy    Co              Morgan    Stanley
      (71,785)                                                 (10,768)
      12,992     SP  Plus   Corp                    Goldman    Sachs
                                                       (3,248)
      13,585     SP  Plus   Corp                    Morgan    Stanley                3,668
           Spark   Energy    Inc  ’A’                Bank   of  America    Merrill    Lynch
      (36,289)                                                 (4,355)
           Spark   Energy    Inc  ’A’                Goldman    Sachs
      (12,685)                                                 (1,522)
           Spark   Energy    Inc  ’A’
      (68,518)                             HSBC                    (7,263)
           Spark   Energy    Inc  ’A’                Morgan    Stanley                3,694
      (14,774)
       3,013    SpartanNash      Co                  Bank   of  America    Merrill    Lynch         483
       1,252    SpartanNash      Co                  Goldman    Sachs                 538
      11,905     SpartanNash      Co                                      6,072
                                   HSBC
       3,237    SpartanNash      Co                  Morgan    Stanley                1,651
        329   Spectrum     Brands    Holdings     Inc            Barclays     Bank                441
           Spectrum     Brands    Holdings     Inc            Barclays     Bank
      (2,248)                                                 (3,012)
       2,673    Spectrum     Brands    Holdings     Inc            Goldman    Sachs                6,201
           Spectrum     Brands    Holdings     Inc            Goldman    Sachs
       (575)                                                (1,334)
       1,818    Spectrum     Brands    Holdings     Inc                                5,430
                                   HSBC
       5,167    Spectrum     Brands    Holdings     Inc            Morgan    Stanley                5,721
           Spectrum     Brands    Holdings     Inc            Morgan    Stanley
      (3,561)                                                 (4,772)
      128,652     Spectrum     Pharmaceuticals        Inc            Goldman    Sachs               79,764
      98,716     Spectrum     Pharmaceuticals        Inc                               73,592
                                   HSBC
      63,219     Spectrum     Pharmaceuticals        Inc            Morgan    Stanley                29,713
       6,903    Spero   Therapeutics       Inc               Bank   of  America    Merrill    Lynch       13,047
      14,756     Spero   Therapeutics       Inc               Goldman    Sachs               27,889
       3,168    Spero   Therapeutics       Inc                                   9,060
                                   HSBC
       6,500    Spero   Therapeutics       Inc               Morgan    Stanley                5,200
           Spire   Inc                     Bank   of  America    Merrill    Lynch
      (53,262)                                                 (83,089)
           Spire   Inc                     Barclays     Bank
      (12,346)                                                 (12,223)
           Spire   Inc                     Goldman    Sachs
      (64,259)                                                (100,245)
           Spire   Inc
      (70,448)                             HSBC                   (158,190)
           Spire   Inc                     Morgan    Stanley
      (46,399)                                                 (45,934)
           Spirit    AeroSystems      Holdings     Inc  ’A’        Bank   of  America    Merrill    Lynch
      (2,172)                                                 (6,082)
           Spirit    AeroSystems      Holdings     Inc  ’A’        Barclays     Bank
      (2,385)                                                  (501)
                                286/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           Spirit    AeroSystems      Holdings     Inc  ’A’        Goldman    Sachs                 469
       (829)
           Spirit    AeroSystems      Holdings     Inc  ’A’
      (2,152)                             HSBC                   (18,098)
           Spirit    AeroSystems      Holdings     Inc  ’A’        Morgan    Stanley
      (19,609)                                                 (4,118)
       1,995    Spirit    Airlines     Inc                Barclays     Bank               2,673
       1,368    Spirit    Airlines     Inc                Goldman    Sachs                2,709
      57,423     Spirit    Airlines     Inc                                    74,799
                                   HSBC
      50,477     Spirit    Airlines     Inc                Morgan    Stanley                67,639
           Spirit    of  Texas   Bancshares      Inc           Bank   of  America    Merrill    Lynch
       (400)                                                 (56)
           Spirit    of  Texas   Bancshares      Inc           Goldman    Sachs
      (15,381)                                                 (2,153)
           Spirit    of  Texas   Bancshares      Inc
      (13,731)                             HSBC                    (4,025)
           Spirit    of  Texas   Bancshares      Inc           Morgan    Stanley
      (26,339)                                                 (6,585)
           Spirit    Realty    Capital    Inc  (REIT)           Goldman    Sachs                2,450
      (10,209)
           Spirit    Realty    Capital    Inc  (REIT)
      (6,753)                             HSBC                   (18,503)
           Spirit    Realty    Capital    Inc  (REIT)           Morgan    Stanley
      (43,965)                                                 (34,733)
           Splunk    Inc                     Bank   of  America    Merrill    Lynch
       (750)                                                (5,421)
        421   Splunk    Inc                     Bank   of  America    Merrill    Lynch        3,709
           Splunk    Inc                     Barclays     Bank
      (1,053)                                                 (4,232)
           Splunk    Inc                     Goldman    Sachs
      (1,349)                                                (11,885)
           Splunk    Inc                     Morgan    Stanley
      (5,468)                                                (22,966)
       3,482    Splunk    Inc                     Morgan    Stanley                14,624
      41,770     Spok   Holdings     Inc                 Bank   of  America    Merrill    Lynch         835
      28,248     Spok   Holdings     Inc                 Goldman    Sachs                 565
      43,064     Spok   Holdings     Inc                                     14,223
                                   HSBC
      23,835     Spok   Holdings     Inc                 Morgan    Stanley                7,627
           Sportsman’s       Warehouse     Holdings     Inc        Bank   of  America    Merrill    Lynch
      (5,893)                                                  (19)
           Sportsman’s       Warehouse     Holdings     Inc        Morgan    Stanley                8,312
      (20,781)
           SpringWorks      Therapeutics       Inc            Goldman    Sachs                 675
      (1,647)
           SpringWorks      Therapeutics       Inc
      (4,278)                             HSBC                   (60,833)
           SpringWorks      Therapeutics       Inc            Morgan    Stanley
      (2,738)                                                 (2,848)
      10,162     Sprout    Social    Inc  ’A’               Bank   of  America    Merrill    Lynch       46,982
      12,041     Sprout    Social    Inc  ’A’                                   51,342
                                   HSBC
       2,604    Sprout    Social    Inc  ’A’               Morgan    Stanley                11,458
      40,000     Sprouts    Farmers    Market    Inc             Barclays     Bank
                                                        (200)
           Sprouts    Farmers    Market    Inc             Barclays     Bank                 63
      (12,621)
           Sprouts    Farmers    Market    Inc             Goldman    Sachs
      (1,976)                                                  (939)
           Spruce    Biosciences      Inc               Goldman    Sachs
      (5,297)                                                (28,520)
       1,371    SPS  Commerce     Inc                  Bank   of  America    Merrill    Lynch       15,396
       2,360    SPS  Commerce     Inc                  Goldman    Sachs               26,503
       6,999    SPS  Commerce     Inc                                     81,690
                                   HSBC
      18,919     SPS  Commerce     Inc                  Morgan    Stanley                82,865
           SPX  Corp
      (11,224)                             HSBC                   (73,629)
           SPX  Corp                      Morgan    Stanley
      (25,208)                                                 (74,364)
           SPX  FLOW   Inc
      (33,865)                             HSBC                   (192,640)
           SPX  FLOW   Inc                    Morgan    Stanley
      (7,502)                                                 (6,677)
           Square    Inc  ’A’                   Barclays     Bank
      (1,097)                                                  (691)
                                287/368



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                                                有価証券報告書（内国投資信託受益証券）
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                                                     （損）
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                                                    （米ドル）
           米国（続き）
           Square    Inc  ’A’
      (6,224)                             HSBC                   (151,430)
           Square    Inc  ’A’                   Morgan    Stanley
       (999)                                                 (629)
        915   SQZ  Biotechnologies        Co              Bank   of  America    Merrill    Lynch        2,668
      14,396     SQZ  Biotechnologies        Co              Goldman    Sachs               15,527
       1,059    SQZ  Biotechnologies        Co                                  4,871
                                   HSBC
           SS&C   Technologies       Holdings     Inc           Bank   of  America    Merrill    Lynch
      (14,141)                                                 (46,665)
           SS&C   Technologies       Holdings     Inc           Goldman    Sachs
      (12,523)                                                 (41,326)
           SS&C   Technologies       Holdings     Inc
      (9,560)                             HSBC                   (46,079)
           SS&C   Technologies       Holdings     Inc           Morgan    Stanley
      (45,631)                                                 (10,039)
           St  Joe  Co                     Goldman    Sachs
      (2,398)                                                 (5,132)
           St  Joe  Co
      (31,030)                             HSBC                   (96,071)
           St  Joe  Co                     Morgan    Stanley                  470
      (23,486)
           STAAR   Surgical     Co                 Morgan    Stanley                88,868
      (13,630)
           STAG   Industrial      Inc  (REIT)              Bank   of  America    Merrill    Lynch        3,009
      (2,407)
      28,517     STAG   Industrial      Inc  (REIT)              Goldman    Sachs
                                                      (35,646)
           STAG   Industrial      Inc  (REIT)              Goldman    Sachs               18,294
      (14,635)
      22,812     STAG   Industrial      Inc  (REIT)
                                   HSBC                   (10,950)
           STAG   Industrial      Inc  (REIT)                                  30,350
      (87,171)                             HSBC
           STAG   Industrial      Inc  (REIT)              Morgan    Stanley
      (43,357)                                                 (6,070)
           Stamps.com      Inc                   Bank   of  America    Merrill    Lynch
      (1,272)                                                 (7,735)
        886   Stamps.com      Inc                   Bank   of  America    Merrill    Lynch        5,431
        254   Stamps.com      Inc                   Barclays     Bank               1,481
           Stamps.com      Inc                   Goldman    Sachs
       (403)                                                (2,470)
        745   Stamps.com      Inc                   Goldman    Sachs                4,567
           Stamps.com      Inc                                        993
       (282)                            HSBC
        444   Stamps.com      Inc                                       3,023
                                   HSBC
           Stamps.com      Inc                   Morgan    Stanley
       (181)                                                (1,055)
       3,877    Stamps.com      Inc                   Morgan    Stanley                23,192
      11,318     Standard     Motor   Products     Inc            Goldman    Sachs
                                                      (18,335)
      16,241     Standard     Motor   Products     Inc            Morgan    Stanley
                                                       (9,095)
       2,974    Standex    International       Corp             Bank   of  America    Merrill    Lynch        1,546
       6,960    Standex    International       Corp             Goldman    Sachs                3,619
      21,039     Standex    International       Corp                                 28,265
                                   HSBC
       8,914    Standex    International       Corp             Morgan    Stanley
                                                       (2,050)
           Stanley    Black   & Decker    Inc             Bank   of  America    Merrill    Lynch        1,509
      (1,058)
           Stanley    Black   & Decker    Inc             Barclays     Bank               16,632
      (2,949)
           Stanley    Black   & Decker    Inc             Goldman    Sachs                7,680
      (6,811)
       2,622    Stanley    Black   & Decker    Inc             Goldman    Sachs
                                                       (1,940)
           Stanley    Black   & Decker    Inc
      (2,837)                             HSBC                   (22,384)
           Stanley    Black   & Decker    Inc             Morgan    Stanley                15,273
      (2,708)
           Starbucks     Corp                   Bank   of  America    Merrill    Lynch
      (1,482)                                                  (256)
           Starbucks     Corp                   Barclays     Bank
      (3,807)                                                 (2,513)
           Starbucks     Corp                   Goldman    Sachs                5,238
      (19,419)
           Starbucks     Corp
      (1,682)                             HSBC                    (2,792)
           Starbucks     Corp                   Morgan    Stanley
      (21,074)                                                 (13,909)
                                288/368



                                                          EDINET提出書類
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                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
      14,771     StarTek    Inc                    Bank   of  America    Merrill    Lynch        9,897
       6,513    StarTek    Inc                    Goldman    Sachs                4,364
       4,338    StarTek    Inc                    Morgan    Stanley
                                                       (1,041)
           Starwood     Property     Trust   Inc  (REIT)          Bank   of  America    Merrill    Lynch
      (37,807)                                                 (22,117)
           Starwood     Property     Trust   Inc  (REIT)          Barclays     Bank                186
      (1,954)
           Starwood     Property     Trust   Inc  (REIT)          Goldman    Sachs
      (17,948)                                                 (10,500)
           Starwood     Property     Trust   Inc  (REIT)          Morgan    Stanley                7,445
      (78,370)
           State   Auto   Financial     Corp              Bank   of  America    Merrill    Lynch       24,211
      (32,620)
           State   Auto   Financial     Corp
      (6,462)                             HSBC                    (8,594)
           State   Auto   Financial     Corp              Morgan    Stanley                2,808
      (6,240)
           State   Street    Corp                  Bank   of  America    Merrill    Lynch        1,898
      (1,573)
           State   Street    Corp                  Barclays     Bank
      (3,944)                                                 (6,547)
       1,245    State   Street    Corp                  Barclays     Bank               2,067
           State   Street    Corp                  Goldman    Sachs
      (1,170)                                                 (2,690)
           State   Street    Corp
      (1,263)                             HSBC                    (2,678)
           State   Street    Corp                  Morgan    Stanley
      (6,072)                                                (10,080)
       3,141    State   Street    Corp                  Morgan    Stanley                5,214
      17,064     Steel   Dynamics     Inc                 Bank   of  America    Merrill    Lynch        6,314
       7,091    Steel   Dynamics     Inc                 Barclays     Bank               5,089
      27,799     Steel   Dynamics     Inc                 Goldman    Sachs               10,286
      38,705     Steel   Dynamics     Inc                                    151,680
                                   HSBC
      52,025     Steel   Dynamics     Inc                 Morgan    Stanley                53,066
      27,387     Steelcase     Inc  ’A’                 Goldman    Sachs
                                                      (16,980)
      41,049     Steelcase     Inc  ’A’
                                   HSBC                   (10,262)
      39,550     Steelcase     Inc  ’A’                 Morgan    Stanley
                                                       (9,888)
       2,082    Stepan    Co                     Bank   of  America    Merrill    Lynch
                                                      (21,570)
       1,318    Stepan    Co                     Goldman    Sachs
                                                      (13,654)
      13,964     Stepan    Co
                                   HSBC                   (38,852)
       3,584    Stepan    Co                     Morgan    Stanley
                                                      (15,375)
           Stereotaxis      Inc                  Bank   of  America    Merrill    Lynch
      (46,764)                                                 (2,806)
           Stereotaxis      Inc                  Goldman    Sachs
      (21,085)                                                 (1,265)
           Stereotaxis      Inc
      (6,942)                             HSBC                    (1,666)
           Stereotaxis      Inc                  Morgan    Stanley                  473
      (6,753)
           Stericycle      Inc                   Bank   of  America    Merrill    Lynch
       (763)                                                 (107)
           Stericycle      Inc                   Barclays     Bank
      (10,244)                                                 (25,610)
           Stericycle      Inc                   Goldman    Sachs
      (5,822)                                                  (815)
           Stericycle      Inc
      (21,263)                             HSBC                   (17,223)
           Stericycle      Inc                   Morgan    Stanley
      (8,054)                                                (20,136)
           Sterling     Bancorp                    Bank   of  America    Merrill    Lynch
      (61,423)                                                 (21,805)
      26,735     Sterling     Bancorp                    Barclays     Bank               8,422
           Sterling     Bancorp                    Goldman    Sachs
      (7,787)                                                 (2,764)
      18,005     Sterling     Bancorp                    Goldman    Sachs                6,392
           Sterling     Bancorp                    Morgan    Stanley
      (1,760)                                                  (554)
           Sterling     Bancorp    Inc                Bank   of  America    Merrill    Lynch
      (18,459)                                                 (1,846)
           Sterling     Bancorp    Inc                Goldman    Sachs
      (35,461)                                                 (3,546)
                                289/368



                                                          EDINET提出書類
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                                                有価証券報告書（内国投資信託受益証券）
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                                                    （米ドル）
           米国（続き）
           Sterling     Bancorp    Inc
      (33,651)                             HSBC                    (8,866)
           Sterling     Bancorp    Inc                Morgan    Stanley
      (38,554)                                                 (12,723)
           Sterling     Construction       Co  Inc            Bank   of  America    Merrill    Lynch
      (7,289)                                                 (2,405)
           Sterling     Construction       Co  Inc            Goldman    Sachs
      (49,296)                                                 (16,268)
           Sterling     Construction       Co  Inc
      (42,969)                             HSBC                   (61,604)
           Sterling     Construction       Co  Inc            Morgan    Stanley                  298
      (2,842)
           Steven    Madden    Ltd                 Goldman    Sachs
      (26,011)                                                 (68,929)
           Stewart    Information      Services     Corp          Bank   of  America    Merrill    Lynch        1,998
      (1,448)
           Stewart    Information      Services     Corp          Goldman    Sachs               22,737
      (16,476)
           Stewart    Information      Services     Corp                              2,903
      (19,460)                             HSBC
           Stewart    Information      Services     Corp          Morgan    Stanley                11,467
      (7,035)
       2,987    Stifel    Financial     Corp                Bank   of  America    Merrill    Lynch        4,421
       2,513    Stifel    Financial     Corp                Goldman    Sachs                3,719
           Stifel    Financial     Corp                Goldman    Sachs
      (7,910)                                                (11,707)
           Stifel    Financial     Corp
      (7,724)                             HSBC                   (24,717)
      38,865     Stifel    Financial     Corp                                   110,118
                                   HSBC
      17,940     Stifel    Financial     Corp                Morgan    Stanley                31,754
           Stifel    Financial     Corp                Morgan    Stanley
      (11,145)                                                 (19,727)
       8,018    Stitch    Fix  Inc  ’A’                 Bank   of  America    Merrill    Lynch       39,449
      10,657     Stitch    Fix  Inc  ’A’                 Barclays     Bank               40,816
       7,404    Stitch    Fix  Inc  ’A’                 Goldman    Sachs               38,711
      21,546     Stitch    Fix  Inc  ’A’                                    82,496
                                   HSBC
       1,054    Stitch    Fix  Inc  ’A’                 Morgan    Stanley                4,037
           Stock   Yards   Bancorp    Inc              Bank   of  America    Merrill    Lynch       13,325
      (10,095)
           Stock   Yards   Bancorp    Inc              Goldman    Sachs               24,177
      (18,316)
           Stock   Yards   Bancorp    Inc                                  2,729
      (23,329)                             HSBC
           Stock   Yards   Bancorp    Inc              Morgan    Stanley
      (14,356)                                                 (2,584)
           Stoke   Therapeutics       Inc               Bank   of  America    Merrill    Lynch
      (1,026)                                                 (6,874)
           Stoke   Therapeutics       Inc               Goldman    Sachs
      (6,321)                                                (42,351)
           Stoke   Therapeutics       Inc
      (6,051)                             HSBC                   (33,704)
           Stoke   Therapeutics       Inc               Morgan    Stanley
      (4,991)                                                (27,800)
           Stoneridge      Inc                   Goldman    Sachs
      (6,435)                                                 (2,317)
           Stoneridge      Inc
      (12,731)                             HSBC                   (19,353)
           Stoneridge      Inc                   Morgan    Stanley                4,020
      (36,542)
           StoneX    Group   Inc                  Bank   of  America    Merrill    Lynch
      (11,730)                                                 (4,944)
           StoneX    Group   Inc                  Goldman    Sachs
      (3,595)                                                 (1,306)
           StoneX    Group   Inc
      (14,326)                             HSBC                   (32,709)
           StoneX    Group   Inc                  Morgan    Stanley
      (13,622)                                                  (136)
       6,263    STORE   Capital    Corp   (REIT)               Bank   of  America    Merrill    Lynch        2,693
      14,453     STORE   Capital    Corp   (REIT)               Barclays     Bank               12,285
       7,801    STORE   Capital    Corp   (REIT)               Goldman    Sachs                3,354
       1,713    STORE   Capital    Corp   (REIT)                                   5,584
                                   HSBC
      29,006     STORE   Capital    Corp   (REIT)               Morgan    Stanley                24,655
           Strategic     Education     Inc              Goldman    Sachs
       (283)                                                (1,007)
       2,905    Strategic     Education     Inc              Goldman    Sachs               10,342
                                290/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           Strategic     Education     Inc
       (134)                            HSBC                     (476)
       4,393    Strategic     Education     Inc                                  14,936
                                   HSBC
           Stratus    Properties      Inc               Bank   of  America    Merrill    Lynch       34,071
      (30,695)
           Stratus    Properties      Inc               Goldman    Sachs                6,851
      (6,172)
           Stratus    Properties      Inc               Morgan    Stanley
      (7,225)                                                 (6,719)
       3,067    Stryker    Corp                    Goldman    Sachs
                                                      (11,041)
       6,078    Stryker    Corp
                                   HSBC                   (13,189)
       8,871    Stryker    Corp                    Morgan    Stanley
                                                       (7,363)
       1,260    Summit    Financial     Group   Inc             Bank   of  America    Merrill    Lynch         315
       9,407    Summit    Financial     Group   Inc             Goldman    Sachs                2,352
      13,914     Summit    Financial     Group   Inc                                15,835
                                   HSBC
       3,183    Summit    Financial     Group   Inc             Morgan    Stanley                2,865
      94,010     Summit    Hotel   Properties      Inc  (REIT)          Goldman    Sachs               108,112
      32,886     Summit    Hotel   Properties      Inc  (REIT)                              8,222
                                   HSBC
      85,847     Summit    Hotel   Properties      Inc  (REIT)          Morgan    Stanley                21,462
      34,999     Summit    Materials     Inc  ’A’              Goldman    Sachs               32,549
      17,823     Summit    Materials     Inc  ’A’                                 21,922
                                   HSBC
      30,451     Summit    Materials     Inc  ’A’              Morgan    Stanley
                                                       (7,917)
       7,390    Summit    Therapeutics       Inc              Bank   of  America    Merrill    Lynch
                                                       (2,808)
      17,485     Summit    Therapeutics       Inc                                  2,232
                                   HSBC
       5,494    Summit    Therapeutics       Inc              Morgan    Stanley                1,060
           Sun  Communities      Inc  (REIT)              Bank   of  America    Merrill    Lynch       26,344
      (2,967)
           Sun  Communities      Inc  (REIT)              Barclays     Bank               10,187
      (6,615)
           Sun  Communities      Inc  (REIT)              Goldman    Sachs               78,964
      (8,744)
           Sun  Communities      Inc  (REIT)
      (7,800)                             HSBC                   (25,116)
           Sun  Communities      Inc  (REIT)              Morgan    Stanley                7,665
      (4,977)
      24,780     SunCoke    Energy    Inc                 Bank   of  America    Merrill    Lynch       15,611
       7,414    SunCoke    Energy    Inc                 Goldman    Sachs                4,671
      25,888     SunCoke    Energy    Inc                 Morgan    Stanley                  777
           Sunnova    Energy    International       Inc          Goldman    Sachs
       (869)                                                (6,187)
           Sunnova    Energy    International       Inc
      (1,100)                             HSBC                    (3,311)
           Sunnova    Energy    International       Inc          Morgan    Stanley
      (6,956)                                                (20,938)
           SunPower     Corp                    Bank   of  America    Merrill    Lynch
      (17,866)                                                 (50,739)
           Sunrun    Inc                     Bank   of  America    Merrill    Lynch
      (1,535)                                                (17,330)
       2,825    Sunrun    Inc                     Bank   of  America    Merrill    Lynch       31,894
           Sunrun    Inc                     Barclays     Bank
      (1,128)                                                 (3,418)
        732   Sunrun    Inc                     Barclays     Bank               2,218
       1,524    Sunrun    Inc                     Goldman    Sachs               17,206
           Sunrun    Inc
      (1,552)                             HSBC                   (17,584)
       5,671    Sunrun    Inc                                        26,669
                                   HSBC
           Sunrun    Inc                     Morgan    Stanley
      (1,298)                                                 (3,933)
       3,452    Sunrun    Inc                     Morgan    Stanley                10,459
      55,842     Sunstone     Hotel   Investors     Inc  (REIT)          Bank   of  America    Merrill    Lynch       36,297
           Sunstone     Hotel   Investors     Inc  (REIT)
     (102,974)                              HSBC                   (96,796)
           Sunstone     Hotel   Investors     Inc  (REIT)          Morgan    Stanley
      (57,321)                                                 (12,611)
                                291/368



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                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
      19,330     Super   Micro   Computer     Inc                                 16,806
                                   HSBC
      10,721     Super   Micro   Computer     Inc              Morgan    Stanley
                                                        (482)
           Superior     Group   of  Cos  Inc             Bank   of  America    Merrill    Lynch       11,892
      (3,582)
           Superior     Group   of  Cos  Inc             Goldman    Sachs               18,887
      (5,689)
           Superior     Group   of  Cos  Inc
      (12,909)                             HSBC                     (999)
           Superior     Group   of  Cos  Inc             Morgan    Stanley                8,287
      (7,745)
      37,233     Supernus     Pharmaceuticals        Inc            Goldman    Sachs
                                                      (11,542)
      16,885     Supernus     Pharmaceuticals        Inc                               23,132
                                   HSBC
           Surface    Oncology     Inc                Bank   of  America    Merrill    Lynch        1,337
      (20,574)
           Surface    Oncology     Inc                Goldman    Sachs                1,445
      (22,230)
           Surface    Oncology     Inc
      (10,870)                             HSBC                     (707)
      10,272     Surgalign     Holdings     Inc               Bank   of  America    Merrill    Lynch        1,952
       7,170    Surgalign     Holdings     Inc               Goldman    Sachs                1,362
      51,076     Surgalign     Holdings     Inc               Morgan    Stanley                10,215
           Surgery    Partners     Inc
      (6,840)                             HSBC                    (5,198)
           Surgery    Partners     Inc                Morgan    Stanley
      (14,532)                                                 (3,633)
           Surmodics     Inc                   Bank   of  America    Merrill    Lynch        8,514
      (21,512)
           Surmodics     Inc                   Goldman    Sachs                3,452
      (9,032)
           Surmodics     Inc                                       1,310
      (4,211)                             HSBC
           Surmodics     Inc                   Morgan    Stanley                  312
      (1,357)
       1,123    Sutro   Biopharma     Inc                Bank   of  America    Merrill    Lynch         56
      10,800     Sutro   Biopharma     Inc                Goldman    Sachs                 540
       3,233    Sutro   Biopharma     Inc                                    1,035
                                   HSBC
      22,468     Sutro   Biopharma     Inc                Morgan    Stanley                29,658
        209   SVB  Financial     Group                 Bank   of  America    Merrill    Lynch
                                                       (1,244)
        907   SVB  Financial     Group                 Barclays     Bank                431
           SVB  Financial     Group                 Barclays     Bank
      (1,377)                                                 (1,336)
       1,390    SVB  Financial     Group                 Goldman    Sachs
                                                       (6,728)
       1,090    SVB  Financial     Group
                                   HSBC                    (9,453)
           SVB  Financial     Group
       (142)                            HSBC                    (2,519)
       1,845    SVB  Financial     Group                 Morgan    Stanley                1,790
           SVB  Financial     Group                 Morgan    Stanley
      (1,787)                                                 (1,733)
       3,527    SVMK   Inc                      Bank   of  America    Merrill    Lynch        2,088
      20,905     SVMK   Inc                      Goldman    Sachs               18,605
      27,131     SVMK   Inc                                         30,991
                                   HSBC
      19,875     SVMK   Inc                      Morgan    Stanley                21,664
           Switch    Inc  ’A’                   Bank   of  America    Merrill    Lynch
      (29,343)                                                 (20,540)
      16,544     Switch    Inc  ’A’                   Bank   of  America    Merrill    Lynch       11,581
           Switch    Inc  ’A’                   Barclays     Bank
      (6,173)                                                 (2,531)
      17,460     Switch    Inc  ’A’                   Goldman    Sachs               12,222
           Switch    Inc  ’A’
      (18,718)                             HSBC                   (22,649)
       4,899    Switch    Inc  ’A’                                       5,928
                                   HSBC
           Switch    Inc  ’A’                   Morgan    Stanley
      (68,502)                                                 (28,086)
      26,073     Switch    Inc  ’A’                   Morgan    Stanley                10,690
           SWK  Holdings     Corp                  Bank   of  America    Merrill    Lynch        8,358
      (3,748)
                                292/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           SWK  Holdings     Corp                  Goldman    Sachs                7,332
      (3,592)
           Sykes   Enterprises      Inc               Goldman    Sachs               12,863
      (32,981)
           Sykes   Enterprises      Inc                                   7,877
      (8,292)                             HSBC
           Sykes   Enterprises      Inc               Morgan    Stanley                12,197
      (25,952)
       4,737    Synaptics     Inc                   Bank   of  America    Merrill    Lynch
                                                       (8,871)
       9,874    Synaptics     Inc                   Goldman    Sachs
                                                      (17,378)
      11,049     Synaptics     Inc
                                   HSBC                   (31,454)
       1,978    Synaptics     Inc                   Morgan    Stanley
                                                       (7,299)
           Synchronoss      Technologies       Inc            Bank   of  America    Merrill    Lynch
      (6,342)                                                 (1,205)
           Synchronoss      Technologies       Inc
      (33,001)                             HSBC                     (730)
      27,163     Synchrony     Financial                   Bank   of  America    Merrill    Lynch       11,963
       3,712    Synchrony     Financial                   Barclays     Bank               3,230
      12,323     Synchrony     Financial                   Goldman    Sachs                4,806
       1,916    Synchrony     Financial                                       3,161
                                   HSBC
       6,604    Synchrony     Financial                   Morgan    Stanley                5,745
       9,567    Syndax    Pharmaceuticals        Inc             Bank   of  America    Merrill    Lynch
                                                       (3,540)
       1,992    Syndax    Pharmaceuticals        Inc                                 5,100
                                   HSBC
       3,864    Syndax    Pharmaceuticals        Inc             Morgan    Stanley
                                                        (541)
           Syneos    Health    Inc
      (6,862)                             HSBC                   (15,337)
           Syneos    Health    Inc                 Morgan    Stanley                7,247
      (25,428)
           Synlogic     Inc                    Goldman    Sachs
      (10,234)                                                 (2,559)
           Synlogic     Inc
      (31,575)                             HSBC                    (8,210)
       3,799    SYNNEX    Corp                     Bank   of  America    Merrill    Lynch        9,535
           SYNNEX    Corp                     Morgan    Stanley
      (1,891)                                                 (6,240)
       1,500    Synopsys     Inc                    Bank   of  America    Merrill    Lynch        8,489
        138   Synopsys     Inc                    Goldman    Sachs                1,286
       3,954    Synopsys     Inc
                                   HSBC                   (26,848)
       5,112    Synopsys     Inc                    Morgan    Stanley                56,232
           Synopsys     Inc                    Morgan    Stanley
      (3,362)                                                (36,982)
      32,329     Synovus    Financial     Corp               Bank   of  America    Merrill    Lynch       45,584
      16,909     Synovus    Financial     Corp               Goldman    Sachs               23,842
      13,759     Synovus    Financial     Corp                                   28,894
                                   HSBC
      50,158     Synovus    Financial     Corp               Morgan    Stanley                20,565
           Syros   Pharmaceuticals        Inc             Bank   of  America    Merrill    Lynch        8,315
      (20,182)
           Syros   Pharmaceuticals        Inc             Goldman    Sachs                6,616
      (20,829)
           Syros   Pharmaceuticals        Inc                                  629
      (22,492)                             HSBC
           Syros   Pharmaceuticals        Inc             Morgan    Stanley
      (6,104)                                                 (1,007)
        778   Sysco   Corp                     Bank   of  America    Merrill    Lynch
                                                       (3,688)
           Sysco   Corp                                         2,186
      (2,572)                             HSBC
           Sysco   Corp                     Morgan    Stanley                6,046
      (5,598)
       4,685    Sysco   Corp                     Morgan    Stanley
                                                       (5,060)
       7,032    Systemax     Inc                    Bank   of  America    Merrill    Lynch       14,556
      10,293     Systemax     Inc                    Goldman    Sachs               21,307
      10,261     Systemax     Inc
                                   HSBC                     (205)
      14,639     Systemax     Inc                    Morgan    Stanley
                                                        (293)
                                293/368



                                                          EDINET提出書類
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                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
        191   T Rowe   Price   Group   Inc               Bank   of  America    Merrill    Lynch        1,161
           T Rowe   Price   Group   Inc               Bank   of  America    Merrill    Lynch
       (146)                                                 (15)
        161   T Rowe   Price   Group   Inc               Barclays     Bank                737
           T Rowe   Price   Group   Inc               Barclays     Bank
      (3,449)                                                (15,796)
       3,754    T Rowe   Price   Group   Inc               Goldman    Sachs                 375
       2,240    T Rowe   Price   Group   Inc                                  14,636
                                   HSBC
       7,061    T Rowe   Price   Group   Inc               Morgan    Stanley                31,721
           T Rowe   Price   Group   Inc               Morgan    Stanley
      (3,739)                                                (17,125)
       8,346    Tabula    Rasa   HealthCare      Inc             Bank   of  America    Merrill    Lynch        1,733
      10,228     Tabula    Rasa   HealthCare      Inc             Goldman    Sachs                3,375
       2,266    Tabula    Rasa   HealthCare      Inc             Morgan    Stanley
                                                       (4,328)
      15,426     Tactile    Systems    Technology      Inc                              20,187
                                   HSBC
       7,419    Tactile    Systems    Technology      Inc           Morgan    Stanley
                                                       (4,971)
       1,621    Take-Two     Interactive      Software     Inc         Bank   of  America    Merrill    Lynch       23,926
           Take-Two     Interactive      Software     Inc         Bank   of  America    Merrill    Lynch
       (446)                                                (6,583)
           Take-Two     Interactive      Software     Inc         Barclays     Bank
      (2,981)                                                (17,767)
           Take-Two     Interactive      Software     Inc         Goldman    Sachs
      (1,708)                                                (23,599)
       2,923    Take-Two     Interactive      Software     Inc         Morgan    Stanley                17,421
           Take-Two     Interactive      Software     Inc         Morgan    Stanley
      (2,615)                                                (15,585)
      32,836     Talos   Energy    Inc                  Goldman    Sachs               33,164
      32,602     Talos   Energy    Inc                                     29,007
                                   HSBC
      45,427     Talos   Energy    Inc                  Morgan    Stanley                7,723
       3,322    Tandem    Diabetes     Care   Inc              Bank   of  America    Merrill    Lynch
                                                      (18,969)
        671   Tandem    Diabetes     Care   Inc              Barclays     Bank
                                                       (1,872)
       3,010    Tandem    Diabetes     Care   Inc              Goldman    Sachs
                                                      (17,187)
       2,411    Tandem    Diabetes     Care   Inc
                                   HSBC                   (30,357)
       2,688    Tandem    Diabetes     Care   Inc              Morgan    Stanley
                                                       (7,499)
           Tanger    Factory    Outlet    Centers    Inc  (REIT)
      (42,294)                             HSBC                   (17,129)
           Tapestry     Inc                    Morgan    Stanley                17,268
      (30,562)
           Targa   Resources     Corp                Bank   of  America    Merrill    Lynch
      (3,564)                                                (10,656)
           Targa   Resources     Corp                Goldman    Sachs
      (1,851)                                                 (5,534)
           Targa   Resources     Corp
      (11,837)                             HSBC                   (59,185)
           Targa   Resources     Corp                Morgan    Stanley                  211
      (1,111)
       2,913    Targa   Resources     Corp                Morgan    Stanley
                                                        (553)
           Target    Corp                     Barclays     Bank               2,324
      (2,007)
           Target    Corp                     Goldman    Sachs
       (749)                                               (10,840)
           Target    Corp
      (4,356)                             HSBC                   (100,972)
           Target    Corp                     Morgan    Stanley
      (8,851)                                                 (4,691)
      21,774     Target    Hospitality      Corp                                   5,008
                                   HSBC
      85,923     Target    Hospitality      Corp               Morgan    Stanley
                                                        (859)
           Tarsus    Pharmaceuticals        Inc
      (5,047)                             HSBC                    (3,684)
           Taubman    Centers    Inc  (REIT)              Barclays     Bank                 87
      (2,891)
           Taubman    Centers    Inc  (REIT)
      (3,921)                             HSBC                   (26,506)
           Taubman    Centers    Inc  (REIT)              Morgan    Stanley                  384
      (12,775)
           Taylor    Morrison     Home   Corp              Bank   of  America    Merrill    Lynch
      (25,041)                                                 (23,789)
                                294/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           Taylor    Morrison     Home   Corp              Barclays     Bank               16,722
      (15,483)
           Taylor    Morrison     Home   Corp              Goldman    Sachs
      (29,727)                                                 (24,560)
      35,644     Taylor    Morrison     Home   Corp              Goldman    Sachs               33,862
       4,393    Taylor    Morrison     Home   Corp                                 13,223
                                   HSBC
           Taylor    Morrison     Home   Corp                                  1,757
      (35,979)                             HSBC
           Taylor    Morrison     Home   Corp              Morgan    Stanley                49,585
      (45,912)
       4,043    Taysha    Gene   Therapies     Inc             Bank   of  America    Merrill    Lynch        1,286
      26,571     Taysha    Gene   Therapies     Inc
                                   HSBC                    (8,145)
           TCF  Financial     Corp                 Bank   of  America    Merrill    Lynch
      (5,947)                                                 (6,589)
           TCF  Financial     Corp                 Barclays     Bank
      (11,530)                                                  (231)
           TCF  Financial     Corp                 Goldman    Sachs
      (25,710)                                                 (25,163)
           TCF  Financial     Corp
      (9,561)                             HSBC                   (22,086)
           TCF  Financial     Corp                 Morgan    Stanley
      (14,818)                                                  (296)
           TCR2   Therapeutics       Inc               Bank   of  America    Merrill    Lynch
      (5,423)                                                  (868)
           TCR2   Therapeutics       Inc               Goldman    Sachs
      (7,058)                                                 (1,129)
           TCR2   Therapeutics       Inc
      (5,640)                             HSBC                    (6,655)
           TCR2   Therapeutics       Inc               Morgan    Stanley
      (4,619)                                                 (5,450)
           Team   Inc                      Goldman    Sachs               70,713
      (54,816)
           Team   Inc
      (19,011)                             HSBC                   (37,823)
           Team   Inc                      Morgan    Stanley                3,851
      (14,264)
       8,413    TechTarget      Inc                   Goldman    Sachs                1,430
      12,249     TechTarget      Inc                   Morgan    Stanley
                                                      (10,289)
           TEGNA   Inc                     Bank   of  America    Merrill    Lynch
      (43,972)                                                 (5,716)
           TEGNA   Inc                     Barclays     Bank
      (16,699)                                                 (4,008)
           TEGNA   Inc                     Goldman    Sachs
      (40,077)                                                 (5,210)
           TEGNA   Inc
      (71,812)                             HSBC                   (76,121)
           TEGNA   Inc                     Morgan    Stanley
      (40,653)                                                 (9,757)
           Tejon   Ranch   Co                  Bank   of  America    Merrill    Lynch       10,303
      (30,256)
           Tejon   Ranch   Co                  Goldman    Sachs               23,839
      (72,145)
           Tejon   Ranch   Co
      (40,441)                             HSBC                    (5,728)
           Tejon   Ranch   Co                  Morgan    Stanley
      (72,026)                                                   －
           Tela   Bio  Inc                    Bank   of  America    Merrill    Lynch        2,707
      (12,303)
           Tela   Bio  Inc                                        4,159
      (6,207)                             HSBC
        239   Teladoc    Health    Inc                 Bank   of  America    Merrill    Lynch        4,900
       1,304    Teladoc    Health    Inc                 Barclays     Bank               4,551
       1,269    Teladoc    Health    Inc                 Goldman    Sachs               26,015
       4,853    Teladoc    Health    Inc                                    94,731
                                   HSBC
       3,556    Teladoc    Health    Inc                 Morgan    Stanley                12,411
           Teledyne     Technologies       Inc             Bank   of  America    Merrill    Lynch        2,195
       (190)
           Teledyne     Technologies       Inc             Barclays     Bank               1,607
       (986)
        706   Teledyne     Technologies       Inc             Goldman    Sachs
                                                       (6,107)
       6,465    Teledyne     Technologies       Inc             Morgan    Stanley
                                                      (10,538)
           Teledyne     Technologies       Inc             Morgan    Stanley                5,936
      (3,642)
           Teleflex     Inc                    Bank   of  America    Merrill    Lynch        7,811
      (2,008)
           Teleflex     Inc                    Barclays     Bank               4,554
      (2,516)
                                295/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           Teleflex     Inc                    Goldman    Sachs                5,135
      (1,320)
           Teleflex     Inc
      (1,804)                             HSBC                   (13,295)
           Teleflex     Inc                    Morgan    Stanley                9,307
      (5,142)
           Telenav    Inc                    Bank   of  America    Merrill    Lynch
      (9,317)                                                  (280)
           Telenav    Inc                    Goldman    Sachs
      (33,657)                                                 (1,010)
           Telenav    Inc
      (17,924)                             HSBC                     (301)
           Telenav    Inc                    Morgan    Stanley
      (9,077)                                                   －
      10,085     Telephone     and  Data   Systems    Inc           Bank   of  America    Merrill    Lynch        3,530
       6,245    Telephone     and  Data   Systems    Inc           Barclays     Bank               3,622
      18,286     Telephone     and  Data   Systems    Inc           Goldman    Sachs                6,400
      33,730     Telephone     and  Data   Systems    Inc                              46,885
                                   HSBC
      61,654     Telephone     and  Data   Systems    Inc           Morgan    Stanley                35,760
           Tellurian     Inc
      (81,646)                             HSBC                   (29,399)
           Tempur    Sealy   International       Inc           Bank   of  America    Merrill    Lynch
      (21,366)                                                (188,418)
           Tempur    Sealy   International       Inc           Barclays     Bank                321
      (1,260)
           Tempur    Sealy   International       Inc           Goldman    Sachs
      (12,000)                                                 (11,580)
           Tempur    Sealy   International       Inc           Morgan    Stanley                6,196
      (24,296)
           Tenable    Holdings     Inc                Barclays     Bank
      (2,391)                                                 (2,032)
           Tenable    Holdings     Inc                Goldman    Sachs
      (27,844)                                                 (21,718)
           Tenable    Holdings     Inc                                   11,421
      (17,254)                             HSBC
           Tenable    Holdings     Inc                Morgan    Stanley
      (51,920)                                                 (44,133)
           Tenet   Healthcare      Corp                Bank   of  America    Merrill    Lynch
      (2,017)                                                 (2,017)
           Tenet   Healthcare      Corp                Barclays     Bank
       (601)                                                 (54)
           Tenet   Healthcare      Corp                Goldman    Sachs
      (2,835)                                                 (2,835)
           Tenet   Healthcare      Corp
      (22,444)                             HSBC                   (12,585)
           Tenet   Healthcare      Corp                Morgan    Stanley
      (11,010)                                                  (991)
           Tennant    Co                    Bank   of  America    Merrill    Lynch
      (2,270)                                                 (1,271)
           Tennant    Co                    Goldman    Sachs
      (11,539)                                                 (6,462)
           Tennant    Co
      (13,601)                             HSBC                    (8,232)
           Tennant    Co                    Morgan    Stanley
      (13,638)                                                 (2,046)
      12,945     Tenneco    Inc  ’A’                  Bank   of  America    Merrill    Lynch       24,207
      20,183     Tenneco    Inc  ’A’                                      4,844
                                   HSBC
      19,173     Tenneco    Inc  ’A’                  Morgan    Stanley                4,602
       6,799    Teradata     Corp                    Bank   of  America    Merrill    Lynch        2,992
      27,398     Teradata     Corp                    Barclays     Bank               26,028
      27,836     Teradata     Corp                    Goldman    Sachs               12,248
       4,752    Teradata     Corp                                        8,411
                                   HSBC
      14,691     Teradata     Corp                    Morgan    Stanley                13,956
        499   Teradyne     Inc                    Bank   of  America    Merrill    Lynch         878
           Teradyne     Inc                    Barclays     Bank
       (218)                                                 (135)
           Teradyne     Inc                    Goldman    Sachs
       (457)                                                 (804)
           Teradyne     Inc
      (4,985)                             HSBC                   (36,939)
       4,223    Teradyne     Inc                                       16,647
                                   HSBC
           Teradyne     Inc                    Morgan    Stanley
      (15,682)                                                 (9,723)
        861   Teradyne     Inc                    Morgan    Stanley                  534
                                296/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           Terex   Corp
      (5,972)                             HSBC                   (12,183)
           Terex   Corp                     Morgan    Stanley                19,546
      (22,995)
           Terminix     Global    Holdings     Inc            Bank   of  America    Merrill    Lynch
      (1,402)                                                  (28)
      11,248     Terminix     Global    Holdings     Inc            Goldman    Sachs                 225
           Terminix     Global    Holdings     Inc            Goldman    Sachs
      (10,342)                                                  (207)
       9,854    Terminix     Global    Holdings     Inc            Morgan    Stanley
                                                       (8,672)
           Terreno    Realty    Corp   (REIT)              Bank   of  America    Merrill    Lynch       55,874
      (15,651)
           Terreno    Realty    Corp   (REIT)              Barclays     Bank               1,739
      (2,596)
           Terreno    Realty    Corp   (REIT)              Goldman    Sachs               59,926
      (16,786)
       6,698    Terreno    Realty    Corp   (REIT)              Goldman    Sachs
                                                      (23,912)
           Terreno    Realty    Corp   (REIT)
      (3,871)                             HSBC                    (2,671)
      17,392     Terreno    Realty    Corp   (REIT)                                  12,000
                                   HSBC
           Terreno    Realty    Corp   (REIT)              Morgan    Stanley                3,652
      (5,451)
      91,697     Terreno    Realty    Corp   (REIT)              Morgan    Stanley
                                                      (61,437)
      16,595     Territorial      Bancorp    Inc              Bank   of  America    Merrill    Lynch
                                                       (3,282)
      11,302     Territorial      Bancorp    Inc              Goldman    Sachs                1,915
      36,454     Territorial      Bancorp    Inc                                  36,204
                                   HSBC
      21,121     Territorial      Bancorp    Inc              Morgan    Stanley                23,098
        300   Tesla   Inc                     Barclays     Bank               20,874
       1,188    Tesla   Inc                     Goldman    Sachs               217,808
       3,483    TESSCO    Technologies       Inc              Bank   of  America    Merrill    Lynch        1,567
      15,500     TESSCO    Technologies       Inc              Goldman    Sachs                6,975
      14,419     TESSCO    Technologies       Inc                                  8,736
                                   HSBC
      32,182     TESSCO    Technologies       Inc              Morgan    Stanley                17,700
       4,465    Tetra   Tech   Inc                   Bank   of  America    Merrill    Lynch
                                                       (6,877)
       1,245    Tetra   Tech   Inc                   Barclays     Bank
                                                        (585)
           Tetra   Tech   Inc                   Barclays     Bank                774
      (1,646)
      15,272     Tetra   Tech   Inc                   Goldman    Sachs
                                                      (23,518)
           Tetra   Tech   Inc                   Goldman    Sachs                 391
       (254)
       7,549    Tetra   Tech   Inc                                      63,411
                                   HSBC
           Tetra   Tech   Inc
      (1,003)                             HSBC                    (8,425)
       8,281    Tetra   Tech   Inc                   Morgan    Stanley
                                                       (3,446)
           Tetra   Tech   Inc                   Morgan    Stanley                4,352
      (9,259)
        541   Texas   Instruments      Inc               Bank   of  America    Merrill    Lynch         567
        585   Texas   Instruments      Inc               Goldman    Sachs                2,161
           Texas   Instruments      Inc               Goldman    Sachs
      (2,816)                                                 (4,618)
        837   Texas   Instruments      Inc                                   1,684
                                   HSBC
      22,764     Texas   Instruments      Inc               Morgan    Stanley                57,593
           Texas   Instruments      Inc               Morgan    Stanley
      (5,087)                                                (12,870)
       2,794    Texas   Roadhouse     Inc                Bank   of  America    Merrill    Lynch        3,339
      10,166     Texas   Roadhouse     Inc                Barclays     Bank
                                                      (13,521)
      26,181     Texas   Roadhouse     Inc                Goldman    Sachs               30,850
       7,562    Texas   Roadhouse     Inc
                                   HSBC                   (36,791)
      31,071     Texas   Roadhouse     Inc                Morgan    Stanley
                                                      (41,324)
           TFF  Pharmaceuticals        Inc
      (30,324)                             HSBC                   (10,613)
                                297/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           TFS  Financial     Corp                 Bank   of  America    Merrill    Lynch
      (49,662)                                                 (43,206)
       7,070    TFS  Financial     Corp                 Barclays     Bank
                                                        (495)
           TFS  Financial     Corp                 Goldman    Sachs
      (6,500)                                                 (5,689)
      11,607     TFS  Financial     Corp                 Goldman    Sachs               10,098
       7,929    TFS  Financial     Corp                                     8,643
                                   HSBC
           TFS  Financial     Corp                                     2,456
      (35,088)                             HSBC
           TFS  Financial     Corp                 Morgan    Stanley                5,094
      (72,770)
       2,528    TFS  Financial     Corp                 Morgan    Stanley
                                                        (177)
           TG  Therapeutics       Inc                Barclays     Bank                869
      (1,931)
           TG  Therapeutics       Inc                Goldman    Sachs
      (28,327)                                                 (3,399)
       8,426    TG  Therapeutics       Inc                                    3,803
                                   HSBC
           TG  Therapeutics       Inc
      (21,451)                             HSBC                   (13,207)
           TG  Therapeutics       Inc                Morgan    Stanley                6,724
      (14,942)
           TherapeuticsMD        Inc                 Goldman    Sachs
      (60,491)                                                 (4,839)
           Thermo    Fisher    Scientific      Inc            Bank   of  America    Merrill    Lynch       29,234
      (1,617)
           Thermo    Fisher    Scientific      Inc            Barclays     Bank
       (919)                                               (14,456)
           Thermo    Fisher    Scientific      Inc            Morgan    Stanley
      (3,030)                                                (47,662)
           Thermon    Group   Holdings     Inc             Bank   of  America    Merrill    Lynch
      (28,024)                                                 (19,337)
           Thermon    Group   Holdings     Inc             Goldman    Sachs
      (17,488)                                                 (12,067)
           Thermon    Group   Holdings     Inc
      (56,805)                             HSBC                   (39,679)
           Thermon    Group   Holdings     Inc             Morgan    Stanley
      (16,289)                                                 (2,280)
       2,056    Thor   Industries      Inc                Bank   of  America    Merrill    Lynch       13,755
           Thor   Industries      Inc                Barclays     Bank               2,636
      (1,588)
           Thor   Industries      Inc                Goldman    Sachs
       (140)                                                 (937)
       1,060    Thor   Industries      Inc                                    16,229
                                   HSBC
           Thor   Industries      Inc
      (1,716)                             HSBC                   (26,272)
       2,472    Thor   Industries      Inc                Morgan    Stanley
                                                       (4,104)
           Thor   Industries      Inc                Morgan    Stanley                1,129
       (680)
           Tidewater     Inc                   Bank   of  America    Merrill    Lynch
      (45,668)                                                 (42,471)
           Tidewater     Inc                   Goldman    Sachs
      (23,821)                                                 (22,154)
           Tidewater     Inc
      (14,339)                             HSBC                    (4,954)
           Tidewater     Inc                   Morgan    Stanley                51,311
      (42,058)
       5,893    Tiffany    & Co                   Bank   of  America    Merrill    Lynch
                                                       (1,251)
       9,962    Tiffany    & Co                   Barclays     Bank
                                                       (1,993)
       2,824    Tiffany    & Co                   Goldman    Sachs
                                                        (593)
       1,402    Tiffany    & Co                   Morgan    Stanley
                                                        (336)
           Tile   Shop   Holdings     Inc               Goldman    Sachs
      (83,396)                                                 (50,872)
           Tile   Shop   Holdings     Inc               Morgan    Stanley
      (77,762)                                                 (17,108)
      39,651     Tilly’s     Inc                    Bank   of  America    Merrill    Lynch       40,841
      29,545     Tilly’s     Inc                    Goldman    Sachs               30,431
      38,069     Tilly’s     Inc                                       19,035
                                   HSBC
       5,939    Tilly’s     Inc                    Morgan    Stanley                2,970
      12,025     Timberland      Bancorp    Inc               Bank   of  America    Merrill    Lynch       15,272
      24,108     Timberland      Bancorp    Inc               Goldman    Sachs               30,617
       3,824    Timberland      Bancorp    Inc                                   3,281
                                   HSBC
                                298/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
       6,743    Timberland      Bancorp    Inc               Morgan    Stanley                5,529
           Timken    Co                     Barclays     Bank
      (4,377)                                                  (131)
           Timken    Co                     Goldman    Sachs
      (17,436)                                                 (11,856)
           Timken    Co
      (23,661)                             HSBC                   (141,966)
           Timken    Co                     Morgan    Stanley
      (16,658)                                                  (500)
      13,113     TimkenSteel      Corp                  Goldman    Sachs                4,327
      97,889     TimkenSteel      Corp                                      42,231
                                   HSBC
      42,657     TimkenSteel      Corp                  Morgan    Stanley                5,545
       5,627    Tiptree    Inc  (REIT)                  Goldman    Sachs
                                                       (1,125)
      80,863     Tiptree    Inc  (REIT)
                                   HSBC                    (6,225)
      26,493     Tiptree    Inc  (REIT)                  Morgan    Stanley
                                                       (1,743)
           Titan   International       Inc              Goldman    Sachs
      (65,403)                                                 (7,848)
           Titan   International       Inc
      (27,464)                             HSBC                   (26,365)
      19,727     Titan   Machinery     Inc                Bank   of  America    Merrill    Lynch       29,788
      16,441     Titan   Machinery     Inc                Goldman    Sachs               24,826
       8,889    Titan   Machinery     Inc
                                   HSBC                    (2,222)
       3,925    Titan   Machinery     Inc                Morgan    Stanley
                                                        (981)
           Tivity    Health    Inc                 Goldman    Sachs
      (26,268)                                                 (66,983)
           Tivity    Health    Inc
      (11,301)                             HSBC                   (10,629)
           Tivity    Health    Inc                 Morgan    Stanley
      (1,609)                                                  (724)
      12,183     TJX  Cos  Inc                    Bank   of  America    Merrill    Lynch       18,275
      14,195     TJX  Cos  Inc                    Barclays     Bank               11,214
       6,044    TJX  Cos  Inc                                        10,214
                                   HSBC
      73,526     TJX  Cos  Inc                    Morgan    Stanley                58,086
           T-Mobile     US  Inc                  Bank   of  America    Merrill    Lynch
      (2,065)                                                 (4,626)
           T-Mobile     US  Inc                  Barclays     Bank
      (10,833)                                                 (32,608)
           T-Mobile     US  Inc                  Goldman    Sachs
      (5,792)                                                (12,974)
           T-Mobile     US  Inc
      (6,104)                             HSBC                   (49,503)
           T-Mobile     US  Inc                  Morgan    Stanley
      (11,103)                                                 (33,420)
           Toll   Brothers     Inc                 Bank   of  America    Merrill    Lynch
       (878)                                                (1,194)
           Toll   Brothers     Inc                 Barclays     Bank               4,912
      (4,026)
           Toll   Brothers     Inc                 Goldman    Sachs
      (17,748)                                                 (24,138)
           Toll   Brothers     Inc
      (7,498)                             HSBC                   (43,938)
           Toll   Brothers     Inc                 Morgan    Stanley                32,792
      (26,879)
           Tompkins     Financial     Corp
      (20,093)                             HSBC                   (25,932)
           Tompkins     Financial     Corp               Morgan    Stanley                15,518
      (10,702)
           Tootsie    Roll   Industries      Inc
      (66,012)                             HSBC                    (7,283)
           TopBuild     Corp                    Bank   of  America    Merrill    Lynch         685
       (128)
       2,569    TopBuild     Corp                    Barclays     Bank
                                                      (27,052)
           TopBuild     Corp                    Barclays     Bank               19,228
      (1,826)
           TopBuild     Corp                    Goldman    Sachs
      (6,370)                                                (21,569)
           TopBuild     Corp                                        5,384
      (6,158)                             HSBC
           TopBuild     Corp                    Morgan    Stanley               143,355
      (13,614)
           Toro   Co                      Bank   of  America    Merrill    Lynch
      (2,008)                                                 (3,454)
           Toro   Co                      Barclays     Bank               4,099
      (8,722)
                                299/368



                                                          EDINET提出書類
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                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           Toro   Co                      Goldman    Sachs
      (9,793)                                                (16,684)
           Toro   Co
      (1,330)                             HSBC                    (8,073)
           Toro   Co                      Morgan    Stanley                13,898
      (29,571)
      43,171     Towne   Bank                     Bank   of  America    Merrill    Lynch
                                                      (16,405)
      43,715     Towne   Bank                     Goldman    Sachs
                                                      (16,612)
      101,134     Towne   Bank                                        154,505
                                   HSBC
      63,415     Towne   Bank                     Morgan    Stanley                13,951
      35,158     Townsquare      Media   Inc  ’A’              Bank   of  America    Merrill    Lynch       21,095
      34,504     Townsquare      Media   Inc  ’A’              Goldman    Sachs               20,702
       8,192    Townsquare      Media   Inc  ’A’
                                   HSBC                     (492)
       4,856    Townsquare      Media   Inc  ’A’              Morgan    Stanley
                                                        (291)
      15,387     TPG  RE  Finance    Trust   Inc  (REIT)            Bank   of  America    Merrill    Lynch       13,848
      22,866     TPG  RE  Finance    Trust   Inc  (REIT)            Goldman    Sachs               20,579
      57,254     TPG  RE  Finance    Trust   Inc  (REIT)                               61,345
                                   HSBC
           TPI  Composites      Inc
      (7,645)                             HSBC                   (17,045)
           TPI  Composites      Inc                 Morgan    Stanley
      (13,770)                                                 (20,793)
       2,777    Tractor    Supply    Co                 Bank   of  America    Merrill    Lynch       19,189
           Tractor    Supply    Co                 Bank   of  America    Merrill    Lynch
      (6,957)                                                (47,366)
           Tractor    Supply    Co                 Barclays     Bank
      (1,524)                                                 (8,915)
           Tractor    Supply    Co                 Goldman    Sachs
      (1,701)                                                (12,244)
           Trade   Desk   Inc  ’A’                 Bank   of  America    Merrill    Lynch
        (43)                                               (2,466)
           Trade   Desk   Inc  ’A’                 Barclays     Bank
       (971)                                               (51,595)
           Trade   Desk   Inc  ’A’                 Goldman    Sachs
        (52)                                               (1,753)
           Trade   Desk   Inc  ’A’
       (445)                            HSBC                   (58,695)
           Trade   Desk   Inc  ’A’                 Morgan    Stanley
      (3,406)                                                (182,629)
           Tradeweb     Markets    Inc  ’A’              Bank   of  America    Merrill    Lynch
      (21,294)                                                 (3,620)
       4,135    Tradeweb     Markets    Inc  ’A’              Bank   of  America    Merrill    Lynch         703
           Tradeweb     Markets    Inc  ’A’              Goldman    Sachs
       (303)                                                 (52)
           Tradeweb     Markets    Inc  ’A’
      (6,541)                             HSBC                   (13,147)
       1,776    Tradeweb     Markets    Inc  ’A’                                  3,570
                                   HSBC
           Tradeweb     Markets    Inc  ’A’              Morgan    Stanley
      (1,543)                                                 (3,163)
       4,118    Tradeweb     Markets    Inc  ’A’              Morgan    Stanley                10,677
       3,570    Transcat     Inc                    Bank   of  America    Merrill    Lynch
                                                       (3,017)
       5,038    Transcat     Inc                    Goldman    Sachs
                                                       (4,257)
      11,643     Transcat     Inc                                       14,443
                                   HSBC
       6,777    Transcat     Inc                    Morgan    Stanley                1,322
           Translate     Bio  Inc
      (11,685)                             HSBC                   (26,992)
           Translate     Bio  Inc                 Morgan    Stanley
      (10,005)                                                 (23,112)
       2,312    TransMedics      Group   Inc               Goldman    Sachs                1,595
       4,535    TransMedics      Group   Inc                                   4,535
                                   HSBC
      16,178     TransMedics      Group   Inc               Morgan    Stanley                12,457
       3,623                            Bank   of  America    Merrill    Lynch
           TransUnion                                           (11,576)
      15,317                             Barclays     Bank
           TransUnion                                           (34,923)
       3,926                            Goldman    Sachs
           TransUnion                                           (12,799)
       2,705                            Morgan    Stanley
           TransUnion                                            (6,167)
                                300/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           TravelCenters       of  America    Inc            Goldman    Sachs
      (3,398)                                                 (1,121)
           TravelCenters       of  America    Inc
      (9,297)                             HSBC                    (3,810)
           TravelCenters       of  America    Inc            Morgan    Stanley                3,510
      (6,623)
           Travelers     Cos  Inc                 Goldman    Sachs               39,664
      (11,666)
           Travelers     Cos  Inc                 Morgan    Stanley                23,718
      (13,631)
       4,702    Travere    Therapeutics       Inc              Goldman    Sachs
                                                       (4,373)
      10,174     Travere    Therapeutics       Inc                                  4,791
                                   HSBC
      22,342     Travere    Therapeutics       Inc              Morgan    Stanley
                                                      (10,501)
       5,675    Trean   Insurance     Group   Inc             Bank   of  America    Merrill    Lynch        5,562
      38,042     Trean   Insurance     Group   Inc             Goldman    Sachs               37,281
      38,708     Trean   Insurance     Group   Inc                                111,232
                                   HSBC
      28,135     Trean   Insurance     Group   Inc             Morgan    Stanley                2,814
           Trecora    Resources                    Bank   of  America    Merrill    Lynch
      (23,077)                                                 (4,846)
           Trecora    Resources
      (5,670)                             HSBC                    (1,361)
           Trecora    Resources                    Morgan    Stanley
      (5,596)                                                  (616)
           Tredegar     Corp                    Bank   of  America    Merrill    Lynch
      (50,205)                                                 (22,381)
           Tredegar     Corp                    Goldman    Sachs
      (43,529)                                                 (21,020)
           Tredegar     Corp
      (42,194)                             HSBC                   (25,176)
           Tredegar     Corp                    Morgan    Stanley
      (24,094)                                                 (8,674)
       5,146    TreeHouse     Foods   Inc                Bank   of  America    Merrill    Lynch        2,933
           TreeHouse     Foods   Inc                Bank   of  America    Merrill    Lynch
      (1,859)                                                 (1,060)
       5,049    TreeHouse     Foods   Inc                Barclays     Bank               3,585
           TreeHouse     Foods   Inc                Barclays     Bank
      (1,337)                                                  (949)
       6,233    TreeHouse     Foods   Inc                                    29,295
                                   HSBC
       7,016    TreeHouse     Foods   Inc                Morgan    Stanley                4,981
           TreeHouse     Foods   Inc                Morgan    Stanley
      (6,669)                                                 (4,735)
       1,294    Trex   Co  Inc                    Bank   of  America    Merrill    Lynch        1,656
      27,369     Trex   Co  Inc                    Goldman    Sachs               35,032
       7,515    Trex   Co  Inc                                        21,394
                                   HSBC
       8,789    Trex   Co  Inc                    Morgan    Stanley
                                                      (16,523)
       8,374    TRI  Pointe    Group   Inc                Bank   of  America    Merrill    Lynch
                                                       (5,108)
      29,295     TRI  Pointe    Group   Inc                Goldman    Sachs
                                                      (18,633)
      66,384     TRI  Pointe    Group   Inc                                   46,335
                                   HSBC
      26,314     TRI  Pointe    Group   Inc                Morgan    Stanley
                                                      (24,735)
           Tribune    Publishing      Co               Bank   of  America    Merrill    Lynch        7,186
      (44,913)
           Tribune    Publishing      Co               Goldman    Sachs                 818
      (5,110)
           Tribune    Publishing      Co
      (9,006)                             HSBC                     (562)
           Tribune    Publishing      Co               Morgan    Stanley                  548
      (18,271)
       9,116    Tricida    Inc                    Goldman    Sachs                4,342
       8,386    Tricida    Inc                                        2,271
                                   HSBC
       8,336    Tricida    Inc                    Morgan    Stanley                2,001
       4,214    TriCo   Bancshares                     Bank   of  America    Merrill    Lynch        1,348
      20,816     TriCo   Bancshares                     Goldman    Sachs                6,661
      61,985     TriCo   Bancshares                                         75,726
                                   HSBC
      37,001     TriCo   Bancshares                     Morgan    Stanley                27,751
                                301/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           TriMas    Corp                     Bank   of  America    Merrill    Lynch        2,272
      (3,665)
           TriMas    Corp                     Goldman    Sachs               20,056
      (32,349)
           TriMas    Corp                                         8,690
      (37,231)                             HSBC
           TriMas    Corp                     Morgan    Stanley
      (45,990)                                                 (6,439)
      10,579     Trimble    Inc                    Bank   of  America    Merrill    Lynch        9,627
       1,701    Trimble    Inc                    Barclays     Bank                738
       2,897    Trimble    Inc                    Goldman    Sachs                5,660
       3,671    Trimble    Inc                                        7,744
                                   HSBC
      16,359     Trimble    Inc                    Morgan    Stanley                7,176
           TriNet    Group   Inc                  Bank   of  America    Merrill    Lynch        1,343
      (3,837)
           TriNet    Group   Inc                  Barclays     Bank
      (4,341)                                                 (1,519)
           TriNet    Group   Inc                  Goldman    Sachs                1,274
      (3,641)
       5,896    TriNet    Group   Inc                  Goldman    Sachs
                                                       (2,064)
           TriNet    Group   Inc                                      1,125
      (1,293)                             HSBC
      14,125     TriNet    Group   Inc
                                   HSBC                    (5,876)
           TriNet    Group   Inc                  Morgan    Stanley
      (10,949)                                                 (3,832)
           Trinity    Industries      Inc               Bank   of  America    Merrill    Lynch         280
      (9,340)
           Trinity    Industries      Inc               Barclays     Bank
      (15,158)                                                 (13,491)
           Trinity    Industries      Inc               Goldman    Sachs                 777
      (25,887)
           Trinity    Industries      Inc
      (8,527)                             HSBC                   (11,597)
           Trinity    Industries      Inc               Morgan    Stanley
      (21,951)                                                 (19,536)
           Trinity    Place   Holdings     Inc             Bank   of  America    Merrill    Lynch        1,013
      (50,634)
           Trinity    Place   Holdings     Inc             Goldman    Sachs                 325
      (16,263)
           Trinity    Place   Holdings     Inc
      (2,631)                             HSBC                     (132)
       7,067    TripAdvisor      Inc                  Barclays     Bank
                                                       (1,837)
        898   TripAdvisor      Inc                  Goldman    Sachs                 548
       1,028    TripAdvisor      Inc                                      2,138
                                   HSBC
      18,232     TripAdvisor      Inc                  Morgan    Stanley
                                                       (4,740)
      95,127     TriState     Capital    Holdings     Inc           Bank   of  America    Merrill    Lynch
                                                      (41,856)
      14,226     TriState     Capital    Holdings     Inc           Goldman    Sachs
                                                       (6,259)
      30,863     TriState     Capital    Holdings     Inc                               9,364
                                   HSBC
       2,231    TriState     Capital    Holdings     Inc           Morgan    Stanley                  201
           Triumph    Bancorp    Inc                Goldman    Sachs                1,139
       (826)
           Triumph    Bancorp    Inc                Morgan    Stanley                10,407
      (12,243)
           Triumph    Group   Inc
      (15,076)                             HSBC                   (70,254)
           Triumph    Group   Inc                 Morgan    Stanley
      (23,899)                                                 (11,950)
      33,326     TrueBlue     Inc                    Goldman    Sachs               67,319
      21,861     TrueBlue     Inc                                       49,236
                                   HSBC
      11,408     TrueBlue     Inc                    Morgan    Stanley                7,643
      20,914     TrueCar    Inc                    Bank   of  America    Merrill    Lynch        5,019
      36,716     TrueCar    Inc                    Goldman    Sachs                8,812
      19,654     TrueCar    Inc                    Morgan    Stanley                4,520
           Truist    Financial     Corp                Goldman    Sachs               12,645
      (19,454)
           Truist    Financial     Corp                                    2,953
      (4,922)                             HSBC
           Truist    Financial     Corp                Morgan    Stanley
      (30,423)                                                 (28,598)
                                302/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
       4,534    Trupanion     Inc                   Goldman    Sachs               40,081
       7,053    Trupanion     Inc                                       97,049
                                   HSBC
           TrustCo    Bank   Corp   NY               Goldman    Sachs               23,631
     (131,283)
           TrustCo    Bank   Corp   NY                                   1,970
     (247,691)                              HSBC
           TrustCo    Bank   Corp   NY               Morgan    Stanley                  824
      (41,214)
      39,055     Trustmark     Corp                   Goldman    Sachs
                                                      (49,600)
      36,717     Trustmark     Corp
                                   HSBC                   (11,389)
      82,383     Trustmark     Corp                   Morgan    Stanley
                                                      (24,715)
       6,088    TTEC   Holdings     Inc                 Bank   of  America    Merrill    Lynch       25,830
       4,670    TTEC   Holdings     Inc                 Goldman    Sachs               24,051
      11,272     TTEC   Holdings     Inc                                     45,910
                                   HSBC
      12,974     TTEC   Holdings     Inc                 Morgan    Stanley                49,431
           TTM  Technologies       Inc                Bank   of  America    Merrill    Lynch
      (81,762)                                                 (21,116)
           TTM  Technologies       Inc                Goldman    Sachs
      (38,523)                                                 (10,306)
           TTM  Technologies       Inc
      (47,716)                             HSBC                   (22,842)
           TTM  Technologies       Inc                Morgan    Stanley
      (72,146)                                                 (25,973)
           Tucows    Inc  ’A’
      (31,273)                             HSBC                   (13,472)
           Tupperware      Brands    Corp               Bank   of  America    Merrill    Lynch
      (6,741)                                                (23,526)
           Tupperware      Brands    Corp                                   5,910
      (2,955)                             HSBC
           Tupperware      Brands    Corp               Morgan    Stanley                16,086
      (8,043)
           Turning    Point   Brands    Inc
      (8,777)                             HSBC                    (8,338)
           Turning    Point   Brands    Inc              Morgan    Stanley
      (2,323)                                                 (2,207)
           Turning    Point   Therapeutics       Inc           Bank   of  America    Merrill    Lynch
      (1,109)                                                 (2,081)
           Turning    Point   Therapeutics       Inc           Barclays     Bank
      (3,185)                                                 (5,701)
           Turning    Point   Therapeutics       Inc                              21,350
      (3,500)                             HSBC
           Turning    Point   Therapeutics       Inc           Morgan    Stanley
      (7,026)                                                (12,577)
           Turtle    Beach   Corp
      (34,784)                             HSBC                   (63,039)
      35,226     Tutor   Perini    Corp                  Goldman    Sachs
                                                       (7,045)
       5,419    Tutor   Perini    Corp                                      2,272
                                   HSBC
        359   Twilio    Inc  ’A’   Bank   of  America            Merrill    Lynch               14,705
        353   Twilio    Inc  ’A’                   Barclays     Bank               6,269
        89   Twilio    Inc  ’A’                                       4,048
                                   HSBC
           Twin   Disc   Inc                   Bank   of  America    Merrill    Lynch
      (1,211)                                                  (388)
           Twin   Disc   Inc                   Goldman    Sachs
      (7,646)                                                 (2,447)
           Twin   Disc   Inc
      (31,027)                             HSBC                   (35,061)
           Twin   Disc   Inc                   Morgan    Stanley
      (20,557)                                                 (9,456)
        414   Twist   Bioscience      Corp                Bank   of  America    Merrill    Lynch        2,004
       1,443    Twist   Bioscience      Corp                Goldman    Sachs                6,984
       5,688    Twist   Bioscience      Corp
                                   HSBC                   (47,210)
        705   Twist   Bioscience      Corp                Morgan    Stanley
                                                       (5,852)
      16,419     Twitter    Inc                    Bank   of  America    Merrill    Lynch       55,973
       5,812    Twitter    Inc                    Barclays     Bank               6,969
       1,154    Twitter    Inc                    Goldman    Sachs                1,378
      19,798     Twitter    Inc                    Morgan    Stanley                23,738
           Two  Harbors    Investment      Corp   (REIT)          Bank   of  America    Merrill    Lynch        1,841
      (15,614)
                                303/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           Two  Harbors    Investment      Corp   (REIT)          Goldman    Sachs                1,468
      (25,458)
           Two  Harbors    Investment      Corp   (REIT)
     (164,778)                              HSBC                   (70,870)
           Two  Harbors    Investment      Corp   (REIT)          Morgan    Stanley                7,584
      (47,401)
           Tyler   Technologies       Inc
      (2,175)                             HSBC                   (12,376)
           Tyler   Technologies       Inc               Morgan    Stanley
      (6,505)                                                (81,898)
           Tyson   Foods   Inc  ’A’                Bank   of  America    Merrill    Lynch        2,227
      (5,434)
           Tyson   Foods   Inc  ’A’                Barclays     Bank
      (2,657)                                                  (980)
           Tyson   Foods   Inc  ’A’                Goldman    Sachs                3,003
      (7,325)
           Tyson   Foods   Inc  ’A’                Morgan    Stanley
      (34,217)                                                 (41,061)
           Uber   Technologies       Inc               Barclays     Bank               1,918
      (6,185)
           Uber   Technologies       Inc               Morgan    Stanley
      (18,000)                                                 (4,500)
           Ubiquiti     Inc                    Bank   of  America    Merrill    Lynch         589
        (81)
           Ubiquiti     Inc                    Barclays     Bank
      (2,005)                                                 (2,566)
       1,935    Ubiquiti     Inc                    Barclays     Bank               2,477
           Ubiquiti     Inc                                        7,664
       (663)                            HSBC
           Ubiquiti     Inc                    Morgan    Stanley
      (1,466)                                                 (1,876)
       1,257    UDR  Inc  (REIT)                    Barclays     Bank
                                                        (632)
       7,926    UDR  Inc  (REIT)                    Goldman    Sachs
                                                       (8,798)
      23,293     UDR  Inc  (REIT)                                        23,526
                                   HSBC
      61,500     UDR  Inc  (REIT)                    Morgan    Stanley
                                                      (31,365)
           UFP  Industries      Inc                 Bank   of  America    Merrill    Lynch        1,607
      (17,852)
        527   UFP  Industries      Inc                 Barclays     Bank
                                                        (638)
           UFP  Industries      Inc                 Barclays     Bank               12,342
      (10,200)
        714   UFP  Industries      Inc                 Goldman    Sachs
                                                         (64)
           UFP  Industries      Inc                 Goldman    Sachs                3,829
      (42,540)
        389   UFP  Industries      Inc                                      412
                                   HSBC
           UFP  Industries      Inc
      (17,036)                             HSBC                   (18,058)
           UFP  Industries      Inc                 Morgan    Stanley                33,614
      (27,780)
           UFP  Technologies       Inc                Bank   of  America    Merrill    Lynch
      (7,596)                                                 (3,722)
           UFP  Technologies       Inc                Goldman    Sachs
      (6,839)                                                 (3,580)
           UFP  Technologies       Inc
      (11,070)                             HSBC                    (5,471)
           UFP  Technologies       Inc                Morgan    Stanley
      (5,844)                                                 (5,493)
           UGI  Corp                      Barclays     Bank
      (31,793)                                                  (507)
           UGI  Corp                      Goldman    Sachs                 253
      (52,363)
           UGI  Corp
      (14,659)                             HSBC                   (35,329)
           UGI  Corp                      Morgan    Stanley
      (14,842)                                                 (3,414)
           Ulta   Beauty    Inc                  Barclays     Bank               1,952
       (636)
           Ulta   Beauty    Inc                  Morgan    Stanley                20,311
      (7,413)
           Ultra   Clean   Holdings     Inc              Goldman    Sachs
      (23,489)                                                 (92,077)
           Ultra   Clean   Holdings     Inc
      (19,877)                             HSBC                   (61,154)
           Ultra   Clean   Holdings     Inc              Morgan    Stanley
      (10,441)                                                 (12,320)
       8,741    Ultragenyx      Pharmaceutical        Inc           Bank   of  America    Merrill    Lynch       18,094
           Ultragenyx      Pharmaceutical        Inc
      (2,001)                             HSBC                   (14,047)
       2,406    Ultragenyx      Pharmaceutical        Inc                               16,890
                                   HSBC
           Ultragenyx      Pharmaceutical        Inc           Morgan    Stanley
      (6,233)                                                (37,710)
                                304/368



                                                          EDINET提出書類
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                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
       3,927    Ultragenyx      Pharmaceutical        Inc           Morgan    Stanley                23,758
           Ultralife     Corp
      (14,825)                             HSBC                   (10,541)
           Ultralife     Corp                   Morgan    Stanley                35,117
      (43,354)
           UMB  Financial     Corp                 Bank   of  America    Merrill    Lynch
      (9,791)                                                 (4,043)
           UMB  Financial     Corp                 Goldman    Sachs                6,521
      (13,711)
           UMB  Financial     Corp
      (17,090)                             HSBC                   (32,771)
           UMB  Financial     Corp                 Morgan    Stanley
      (11,031)                                                 (5,736)
           UMH  Properties      Inc  (REIT)               Bank   of  America    Merrill    Lynch       10,064
      (38,707)
           UMH  Properties      Inc  (REIT)               Goldman    Sachs               35,922
     (138,160)
           UMH  Properties      Inc  (REIT)
      (30,271)                             HSBC                    (3,721)
           UMH  Properties      Inc  (REIT)               Morgan    Stanley
      (93,623)                                                 (3,745)
      11,115     Umpqua    Holdings     Corp                Bank   of  America    Merrill    Lynch
                                                       (1,334)
      12,063     Umpqua    Holdings     Corp                Barclays     Bank                603
      16,162     Umpqua    Holdings     Corp                Goldman    Sachs
                                                       (1,237)
      24,374     Umpqua    Holdings     Corp                                    13,649
                                   HSBC
      20,890     Umpqua    Holdings     Corp                Morgan    Stanley                1,045
           Umpqua    Holdings     Corp                Morgan    Stanley
      (67,033)                                                 (3,352)
      20,194     Under   Armour    Inc  ’A’                Bank   of  America    Merrill    Lynch       15,953
      12,179     Under   Armour    Inc  ’A’                Barclays     Bank                122
      60,604     Under   Armour    Inc  ’A’                Morgan    Stanley                  606
           Unifi   Inc                     Morgan    Stanley                5,565
      (46,377)
           UniFirst     Corp                    Bank   of  America    Merrill    Lynch       10,387
      (3,064)
        617   UniFirst     Corp                    Barclays     Bank
                                                        (648)
        882   UniFirst     Corp                    Goldman    Sachs
                                                       (2,990)
           UniFirst     Corp                    Goldman    Sachs               18,403
      (5,471)
       2,272    UniFirst     Corp                                       17,381
                                   HSBC
           UniFirst     Corp
      (3,207)                             HSBC                   (24,534)
       1,962    UniFirst     Corp                    Morgan    Stanley
                                                       (2,060)
           UniFirst     Corp                    Morgan    Stanley                10,211
      (9,725)
           Union   Bankshares      Inc                Bank   of  America    Merrill    Lynch
      (2,465)                                                 (3,685)
           Union   Pacific    Corp                 Bank   of  America    Merrill    Lynch
       (607)                                                (1,518)
       7,548    Union   Pacific    Corp                 Bank   of  America    Merrill    Lynch
                                                       (2,189)
           Union   Pacific    Corp                 Barclays     Bank                257
       (325)
       1,163    Union   Pacific    Corp                 Barclays     Bank
                                                       (1,128)
           Union   Pacific    Corp                 Goldman    Sachs                1,338
       (530)
        239   Union   Pacific    Corp                                     1,557
                                   HSBC
           Union   Pacific    Corp                 Morgan    Stanley                11,615
      (11,974)
       1,509    Union   Pacific    Corp                 Morgan    Stanley
                                                       (1,464)
           Unisys    Corp
      (41,498)                             HSBC                   (50,213)
           Unisys    Corp                     Morgan    Stanley
      (38,265)                                                 (15,689)
           United    Airlines     Holdings     Inc            Bank   of  America    Merrill    Lynch
      (1,843)                                                 (8,820)
           United    Airlines     Holdings     Inc            Barclays     Bank
      (8,565)                                                (40,084)
           United    Airlines     Holdings     Inc            Goldman    Sachs
      (2,450)                                                (11,295)
       1,270    United    Airlines     Holdings     Inc                                5,448
                                   HSBC
           United    Airlines     Holdings     Inc            Morgan    Stanley
      (20,348)                                                 (95,229)
                                305/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
      16,095     United    Airlines     Holdings     Inc            Morgan    Stanley                75,325
           United    Bankshares      Inc               Bank   of  America    Merrill    Lynch       15,318
      (40,010)
           United    Bankshares      Inc               Barclays     Bank
      (7,835)                                                  (311)
           United    Bankshares      Inc               Goldman    Sachs               34,040
      (45,515)
           United    Bankshares      Inc
      (33,833)                             HSBC                   (21,270)
           United    Bankshares      Inc               Morgan    Stanley
      (59,823)                                                 (13,760)
      138,377     United    Community     Banks   Inc             Bank   of  America    Merrill    Lynch
                                                      (123,156)
      21,131     United    Community     Banks   Inc             Goldman    Sachs
                                                      (18,807)
      10,834     United    Fire   Group   Inc               Bank   of  America    Merrill    Lynch
                                                      (14,518)
      13,073     United    Fire   Group   Inc               Goldman    Sachs
                                                      (17,518)
      31,958     United    Fire   Group   Inc                                   10,413
                                   HSBC
      40,077     United    Fire   Group   Inc               Morgan    Stanley
                                                      (16,031)
      17,301     United    Insurance     Holdings     Corp           Bank   of  America    Merrill    Lynch        6,920
      16,712     United    Insurance     Holdings     Corp           Goldman    Sachs                6,685
      91,090     United    Insurance     Holdings     Corp                               28,003
                                   HSBC
      35,594     United    Insurance     Holdings     Corp           Morgan    Stanley                15,305
      12,005     United    Natural    Foods   Inc              Bank   of  America    Merrill    Lynch       12,485
       6,357    United    Natural    Foods   Inc                                 11,888
                                   HSBC
           United    Parcel    Service    Inc  ’B’           Bank   of  America    Merrill    Lynch
      (1,763)                                                 (4,706)
           United    Parcel    Service    Inc  ’B’           Barclays     Bank
      (2,650)                                                 (9,805)
           United    Parcel    Service    Inc  ’B’           Goldman    Sachs
      (1,211)                                                 (3,337)
       6,282    United    Parcel    Service    Inc  ’B’           Goldman    Sachs               11,685
           United    Parcel    Service    Inc  ’B’
      (3,765)                             HSBC                   (26,656)
       1,575    United    Parcel    Service    Inc  ’B’                               11,151
                                   HSBC
           United    Parcel    Service    Inc  ’B’           Morgan    Stanley
      (8,762)                                                (32,419)
           United    Rentals    Inc                 Barclays     Bank                484
       (805)
           United    Rentals    Inc
      (5,403)                             HSBC                   (131,725)
           United    Rentals    Inc                 Morgan    Stanley
      (1,319)                                                 (5,131)
      13,505     United    Security     Bancshares                Goldman    Sachs
                                                       (1,891)
      37,020     United    Security     Bancshares                                    9,701
                                   HSBC
      29,114     United    Security     Bancshares                Morgan    Stanley                1,165
       2,146    United    States    Cellular     Corp             Bank   of  America    Merrill    Lynch        1,030
       2,289    United    States    Cellular     Corp             Barclays     Bank               2,105
      22,712     United    States    Cellular     Corp             Goldman    Sachs               10,902
      23,541     United    States    Cellular     Corp                                35,547
                                   HSBC
      28,420     United    States    Cellular     Corp             Morgan    Stanley                26,146
           United    States    Lime   & Minerals     Inc         Bank   of  America    Merrill    Lynch
      (5,726)                                                (43,378)
           United    States    Lime   & Minerals     Inc         Goldman    Sachs
       (396)                                                (3,541)
           United    States    Lime   & Minerals     Inc
       (370)                            HSBC                    (5,583)
           United    States    Lime   & Minerals     Inc         Morgan    Stanley
       (791)                                               (11,936)
           United    States    Steel   Corp
      (77,272)                             HSBC                   (222,543)
           United    Therapeutics       Corp              Bank   of  America    Merrill    Lynch       12,498
      (1,211)
       1,855    United    Therapeutics       Corp
                                   HSBC                    (6,771)
       5,043    United    Therapeutics       Corp              Morgan    Stanley
                                                      (26,022)
           UnitedHealth       Group   Inc               Bank   of  America    Merrill    Lynch        4,985
       (398)
                                306/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           UnitedHealth       Group   Inc               Barclays     Bank
      (1,252)                                                 (3,268)
           UnitedHealth       Group   Inc               Goldman    Sachs               43,102
      (2,625)
           UnitedHealth       Group   Inc                                  32,440
      (2,631)                             HSBC
           UnitedHealth       Group   Inc               Morgan    Stanley
      (2,454)                                                 (6,405)
           Uniti   Group   Inc  (REIT)                Bank   of  America    Merrill    Lynch
      (37,977)                                                 (31,521)
           Uniti   Group   Inc  (REIT)                Goldman    Sachs
      (16,330)                                                 (13,554)
           Uniti   Group   Inc  (REIT)
      (47,955)                             HSBC                   (49,394)
           Uniti   Group   Inc  (REIT)                Morgan    Stanley
      (34,325)                                                 (8,582)
           Unitil    Corp                     Bank   of  America    Merrill    Lynch
      (16,834)                                                 (44,105)
           Unitil    Corp                     Goldman    Sachs
      (19,442)                                                 (50,938)
           Unitil    Corp
      (41,558)                             HSBC                   (138,654)
           Unitil    Corp                     Morgan    Stanley
      (18,880)                                                 (19,446)
       5,009    Unity   Bancorp    Inc                 Bank   of  America    Merrill    Lynch        4,283
      10,788     Unity   Bancorp    Inc                 Goldman    Sachs                9,224
       4,892    Unity   Bancorp    Inc                 Morgan    Stanley                6,531
      101,440     UNITY   Biotechnology       Inc              Bank   of  America    Merrill    Lynch       133,901
      14,152     UNITY   Biotechnology       Inc              Goldman    Sachs               18,681
       4,032    Unity   Software     Inc                 Barclays     Bank               70,762
      11,346     Unity   Software     Inc                 Morgan    Stanley               199,122
           Univar    Solutions     Inc                Bank   of  America    Merrill    Lynch         741
      (9,257)
       7,809    Univar    Solutions     Inc                Barclays     Bank                156
           Univar    Solutions     Inc                Goldman    Sachs                1,003
      (12,538)
       4,638    Univar    Solutions     Inc                Goldman    Sachs
                                                        (371)
           Univar    Solutions     Inc
      (21,315)                             HSBC                   (11,297)
       5,461    Univar    Solutions     Inc                                    2,894
                                   HSBC
           Univar    Solutions     Inc                Morgan    Stanley
      (39,701)                                                  (794)
      27,487     Univar    Solutions     Inc                Morgan    Stanley                  101
           Universal     Corp                   Goldman    Sachs               35,201
      (57,707)
           Universal     Corp
      (17,928)                             HSBC                   (51,199)
           Universal     Corp                   Morgan    Stanley
      (54,213)                                                 (10,843)
           Universal     Display    Corp               Goldman    Sachs
      (1,159)                                                (12,723)
           Universal     Display    Corp
      (1,482)                             HSBC                   (22,912)
           Universal     Display    Corp               Morgan    Stanley
      (9,831)                                                (72,946)
           Universal     Electronics      Inc             Bank   of  America    Merrill    Lynch
      (1,410)                                                 (5,147)
           Universal     Electronics      Inc             Goldman    Sachs
      (5,855)                                                (21,371)
           Universal     Electronics      Inc
      (14,540)                             HSBC                   (113,308)
           Universal     Electronics      Inc             Morgan    Stanley
      (12,455)                                                 (17,063)
           Universal     Health    Realty    Income    Trust   (REIT)     Bank   of  America    Merrill    Lynch
      (12,380)                                                 (12,837)
           Universal     Health    Realty    Income    Trust   (REIT)     Goldman    Sachs
      (2,986)                                                 (2,147)
           Universal     Health    Realty    Income    Trust   (REIT)
      (9,800)                             HSBC                   (44,688)
           Universal     Health    Realty    Income    Trust   (REIT)     Morgan    Stanley
      (4,714)                                                (10,135)
           Universal     Health    Services     Inc  ’B’         Bank   of  America    Merrill    Lynch        1,617
      (1,057)
           Universal     Health    Services     Inc  ’B’         Barclays     Bank
       (906)                                                 (136)
           Universal     Health    Services     Inc  ’B’         Goldman    Sachs                3,241
      (1,507)
           Universal     Health    Services     Inc  ’B’         Morgan    Stanley
      (21,189)                                                 (3,178)
                                307/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
      14,058     Universal     Insurance     Holdings     Inc          Bank   of  America    Merrill    Lynch
                                                       (1,265)
      13,218     Universal     Insurance     Holdings     Inc          Goldman    Sachs
                                                       (1,190)
      42,066     Universal     Insurance     Holdings     Inc                             13,475
                                   HSBC
      15,536     Universal     Insurance     Holdings     Inc          Morgan    Stanley
                                                       (5,438)
      40,702     Universal     Logistics     Holdings     Inc          Bank   of  America    Merrill    Lynch
                                                      (45,586)
      14,742     Universal     Logistics     Holdings     Inc                              2,490
                                   HSBC
       5,985    Universal     Logistics     Holdings     Inc          Morgan    Stanley                  658
      15,835     Universal     Technical     Institute     Inc         Bank   of  America    Merrill    Lynch       10,293
      28,491     Universal     Technical     Institute     Inc         Goldman    Sachs               18,519
       7,929    Universal     Technical     Institute     Inc                             4,678
                                   HSBC
      14,565     Universal     Technical     Institute     Inc         Morgan    Stanley                2,185
      118,204     Univest    Financial     Corp               Bank   of  America    Merrill    Lynch
                                                      (49,646)
      67,782     Univest    Financial     Corp               Goldman    Sachs
                                                      (28,468)
      67,603     Univest    Financial     Corp                                   33,661
                                   HSBC
      28,749     Univest    Financial     Corp               Morgan    Stanley                2,875
      43,338     Unum   Group                      Bank   of  America    Merrill    Lynch       63,707
       3,679    Unum   Group                      Barclays     Bank               1,876
           Unum   Group                      Barclays     Bank
      (8,102)                                                 (4,132)
       6,181    Unum   Group                      Goldman    Sachs                9,086
           Unum   Group                      Goldman    Sachs
      (31,876)                                                 (46,858)
       3,106    Unum   Group                      Morgan    Stanley                1,584
           Unum   Group                      Morgan    Stanley
      (13,330)                                                 (6,798)
           Upland    Software     Inc                Goldman    Sachs
      (7,441)                                                (25,299)
           Upland    Software     Inc
      (3,619)                             HSBC                    (8,686)
           Upland    Software     Inc                Morgan    Stanley
      (16,174)                                                 (29,598)
           Upwork    Inc                     Bank   of  America    Merrill    Lynch        3,380
      (6,468)
           Upwork    Inc                     Barclays     Bank               1,142
      (1,154)
           Upwork    Inc                     Goldman    Sachs                2,760
      (8,260)
           Upwork    Inc                     Morgan    Stanley                11,526
      (11,642)
           Urban   Edge   Properties      (REIT)             Goldman    Sachs
      (49,363)                                                 (14,315)
           Urban   Edge   Properties      (REIT)
      (72,246)                             HSBC                   (96,087)
           Urban   Edge   Properties      (REIT)             Morgan    Stanley                7,321
      (66,556)
      26,831     Urban   Outfitters      Inc                Bank   of  America    Merrill    Lynch        2,683
       5,699    Urban   Outfitters      Inc                                    9,517
                                   HSBC
       9,237    Urban   Outfitters      Inc                Morgan    Stanley
                                                      (32,699)
           Urstadt    Biddle    Properties      Inc  ’A’   (REIT)      Goldman    Sachs
      (71,447)                                                (162,899)
           Urstadt    Biddle    Properties      Inc  ’A’   (REIT)
      (56,493)                             HSBC                   (118,869)
           Urstadt    Biddle    Properties      Inc  ’A’   (REIT)      Morgan    Stanley
      (60,195)                                                 (25,282)
           US  Bancorp                       Bank   of  America    Merrill    Lynch         474
      (11,842)
      27,528     US  Bancorp                       Bank   of  America    Merrill    Lynch
                                                       (1,101)
      14,968     US  Bancorp                       Barclays     Bank               17,213
           US  Bancorp                       Goldman    Sachs                 492
      (12,295)
           US  Bancorp
      (9,555)                             HSBC                     (764)
           US  Bancorp                       Morgan    Stanley
      (25,939)                                                 (29,830)
       9,484    US  Bancorp                       Morgan    Stanley                10,907
                                308/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
       3,283    US  Concrete     Inc                  Bank   of  America    Merrill    Lynch
                                                       (2,331)
       6,960    US  Concrete     Inc                  Goldman    Sachs
                                                       (4,942)
      27,059     US  Concrete     Inc                                      6,033
                                   HSBC
       7,706    US  Concrete     Inc                  Morgan    Stanley
                                                       (2,851)
           US  Ecology    Inc                   Bank   of  America    Merrill    Lynch        2,829
      (11,315)
           US  Ecology    Inc                   Goldman    Sachs                8,050
      (32,199)
           US  Ecology    Inc
      (35,894)                             HSBC                    (5,831)
           US  Ecology    Inc                   Morgan    Stanley
      (39,968)                                                 (15,188)
       2,107    US  Foods   Holding    Corp                Barclays     Bank               2,044
           US  Foods   Holding    Corp                Goldman    Sachs
      (4,754)                                                 (1,664)
           US  Foods   Holding    Corp
      (2,212)                             HSBC                    (3,230)
       3,111    US  Foods   Holding    Corp                                    5,064
                                   HSBC
           US  Foods   Holding    Corp                Morgan    Stanley
      (4,932)                                                 (4,784)
       3,568    US  Physical     Therapy    Inc
                                   HSBC                    (2,034)
       6,695    US  Physical     Therapy    Inc              Morgan    Stanley
                                                       (3,816)
       7,208    US  Silica    Holdings     Inc               Bank   of  America    Merrill    Lynch        8,650
      17,119     US  Silica    Holdings     Inc               Goldman    Sachs               20,543
      12,770     US  Silica    Holdings     Inc                                  17,495
                                   HSBC
      32,857     US  Xpress    Enterprises      Inc  ’A’                               12,486
                                   HSBC
       7,035    US  Xpress    Enterprises      Inc  ’A’           Morgan    Stanley
                                                        (211)
           USA  Technologies       Inc                Goldman    Sachs
      (10,764)                                                 (2,045)
           USA  Technologies       Inc
      (14,573)                             HSBC                    (3,789)
       2,915    USANA   Health    Sciences     Inc             Bank   of  America    Merrill    Lynch
                                                        (816)
       2,588    USANA   Health    Sciences     Inc             Goldman    Sachs
                                                        (725)
       6,837    USANA   Health    Sciences     Inc
                                   HSBC                    (7,897)
       3,050    USANA   Health    Sciences     Inc             Morgan    Stanley
                                                       (3,782)
           Utah   Medical    Products     Inc             Bank   of  America    Merrill    Lynch
      (3,203)                                                (19,698)
           Utah   Medical    Products     Inc             Goldman    Sachs
      (3,591)                                                (22,085)
           Utah   Medical    Products     Inc
      (6,753)                             HSBC                   (32,958)
           Utah   Medical    Products     Inc             Morgan    Stanley
      (3,750)                                                (11,400)
      13,975     Utz  Brands    Inc                   Bank   of  America    Merrill    Lynch       15,233
      31,916     Utz  Brands    Inc                                      14,681
                                   HSBC
      25,737     Utz  Brands    Inc                   Morgan    Stanley                11,839
           Vail   Resorts    Inc                  Bank   of  America    Merrill    Lynch
       (369)                                                (4,804)
           Vail   Resorts    Inc                  Barclays     Bank                766
       (387)
           Vail   Resorts    Inc                  Goldman    Sachs
       (907)                                               (10,984)
           Vail   Resorts    Inc                  Morgan    Stanley
      (1,097)                                                 (5,529)
        721   Valero    Energy    Corp                 Bank   of  America    Merrill    Lynch         209
       7,424    Valero    Energy    Corp                 Barclays     Bank
                                                       (4,317)
       7,635    Valero    Energy    Corp                 Goldman    Sachs                1,985
       4,591    Valero    Energy    Corp                                     26,483
                                   HSBC
      22,208     Valero    Energy    Corp                 Morgan    Stanley
                                                       (3,553)
           Valhi   Inc                     Bank   of  America    Merrill    Lynch
      (4,085)                                                 (8,946)
           Valhi   Inc                     Goldman    Sachs
       (666)                                                (1,459)
           Valhi   Inc
       (579)                            HSBC                    (1,465)
                                309/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           Valhi   Inc                     Morgan    Stanley
       (786)                                                (1,415)
           Valley    National     Bancorp                Bank   of  America    Merrill    Lynch
     (423,114)                                                 (10,578)
           Valley    National     Bancorp                Barclays     Bank
      (24,795)                                                  (620)
           Valley    National     Bancorp                Goldman    Sachs
      (36,908)                                                  (923)
           Valley    National     Bancorp
      (90,548)                             HSBC                   (72,891)
           Valley    National     Bancorp                Morgan    Stanley
     (443,667)                                                 (11,092)
           Valmont    Industries      Inc               Bank   of  America    Merrill    Lynch
      (2,585)                                                 (5,609)
        424   Valmont    Industries      Inc                                   4,206
                                   HSBC
           Valmont    Industries      Inc               Morgan    Stanley
      (1,046)                                                  (973)
       5,007    Valmont    Industries      Inc               Morgan    Stanley                4,657
           Value   Line   Inc                   Bank   of  America    Merrill    Lynch        2,498
      (1,091)
           Value   Line   Inc                   Goldman    Sachs                 916
       (400)
           Value   Line   Inc                                       4,495
      (1,631)                             HSBC
       6,329    Valvoline     Inc                   Bank   of  America    Merrill    Lynch        4,177
       1,921    Valvoline     Inc                   Barclays     Bank
                                                        (342)
      19,070     Valvoline     Inc                   Goldman    Sachs               11,604
      15,898     Valvoline     Inc                                       10,016
                                   HSBC
      30,458     Valvoline     Inc                   Morgan    Stanley                3,502
       3,784    Vanda   Pharmaceuticals        Inc             Bank   of  America    Merrill    Lynch
                                                       (2,952)
      19,737     Vanda   Pharmaceuticals        Inc             Goldman    Sachs
                                                      (15,395)
      13,363     Vanda   Pharmaceuticals        Inc                                 2,539
                                   HSBC
      18,898     Vanda   Pharmaceuticals        Inc             Morgan    Stanley                3,591
           Vapotherm     Inc                   Bank   of  America    Merrill    Lynch       13,365
      (6,750)
           Vapotherm     Inc                   Goldman    Sachs                4,457
      (3,327)
           Vapotherm     Inc
      (3,291)                             HSBC                    (5,412)
           Vapotherm     Inc                   Morgan    Stanley                1,097
      (2,494)
       2,727    Varex   Imaging    Corp                 Bank   of  America    Merrill    Lynch        5,427
       8,175    Varex   Imaging    Corp                 Goldman    Sachs               16,268
      35,249     Varex   Imaging    Corp                                     54,283
                                   HSBC
      53,178     Varex   Imaging    Corp                 Morgan    Stanley                23,398
       2,497    Varonis    Systems    Inc                Bank   of  America    Merrill    Lynch        8,254
       2,517    Varonis    Systems    Inc                Barclays     Bank               3,353
       9,734    Varonis    Systems    Inc                Goldman    Sachs               41,470
      14,395     Varonis    Systems    Inc                                    18,924
                                   HSBC
      10,261     Varonis    Systems    Inc                Morgan    Stanley                12,723
           Vaxart    Inc                     Goldman    Sachs
      (27,702)                                                 (61,775)
           Vaxart    Inc
      (4,291)                             HSBC                   (18,451)
           Vaxcyte    Inc                                        17,770
      (12,255)                             HSBC
           Vector    Group   Ltd                  Bank   of  America    Merrill    Lynch       19,395
      (43,100)
           Vector    Group   Ltd                  Goldman    Sachs                6,383
      (14,184)
           Vector    Group   Ltd
      (25,822)                             HSBC                    (1,291)
           Vector    Group   Ltd                  Morgan    Stanley
      (39,263)                                                 (1,963)
       8,059    Vectrus    Inc                    Bank   of  America    Merrill    Lynch       18,939
      16,190     Vectrus    Inc                    Goldman    Sachs               38,047
      11,460     Vectrus    Inc                                        32,410
                                   HSBC
                                310/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
      16,127     Vectrus    Inc                    Morgan    Stanley
                                                       (4,032)
           Veeco   Instruments      Inc               Bank   of  America    Merrill    Lynch
      (21,565)                                                 (22,212)
           Veeco   Instruments      Inc
      (36,608)                             HSBC                   (51,863)
           Veeco   Instruments      Inc               Morgan    Stanley
      (19,241)                                                 (11,160)
       1,259    Veeva   Systems    Inc  ’A’               Bank   of  America    Merrill    Lynch       17,815
        682   Veeva   Systems    Inc  ’A’               Barclays     Bank               4,453
       2,609    Veeva   Systems    Inc  ’A’               Goldman    Sachs               36,917
        655   Veeva   Systems    Inc  ’A’                                   6,373
                                   HSBC
       3,298    Veeva   Systems    Inc  ’A’               Morgan    Stanley                21,536
       1,221    Velocity     Financial     Inc               Bank   of  America    Merrill    Lynch         391
      18,211     Velocity     Financial     Inc                                  19,850
                                   HSBC
      15,185     Velocity     Financial     Inc               Morgan    Stanley
                                                        (759)
           Ventas    Inc  (REIT)                   Bank   of  America    Merrill    Lynch        7,849
      (3,720)
           Ventas    Inc  (REIT)                   Barclays     Bank
      (14,417)                                                 (1,441)
           Ventas    Inc  (REIT)                   Goldman    Sachs               16,069
      (8,463)
           Ventas    Inc  (REIT)                   Morgan    Stanley
      (6,846)                                                  (685)
           Venus   Concept    Inc                 Goldman    Sachs                  41
      (7,254)
           Vera   Bradley    Inc                  Goldman    Sachs
      (9,438)                                                 (8,117)
           Vera   Bradley    Inc                                     12,613
      (19,110)                             HSBC
       4,412    Veracyte     Inc                    Goldman    Sachs               27,024
      13,355     Veracyte     Inc                                       20,901
                                   HSBC
           Verastem     Inc                    Bank   of  America    Merrill    Lynch
     (190,632)                                                 (88,057)
           Verastem     Inc                    Morgan    Stanley
      (25,545)                                                 (12,900)
           VEREIT    Inc  (REIT)                   Bank   of  America    Merrill    Lynch       63,497
     (373,514)
      81,312     VEREIT    Inc  (REIT)                   Barclays     Bank               4,954
      42,600     VEREIT    Inc  (REIT)                   Goldman    Sachs                2,034
           VEREIT    Inc  (REIT)
      (14,078)                             HSBC                    (1,830)
           VEREIT    Inc  (REIT)                   Morgan    Stanley
      (8,231)                                                  (823)
           Vericel    Corp
      (26,084)                             HSBC                   (27,649)
           Vericel    Corp                    Morgan    Stanley
      (12,222)                                                 (21,877)
           Verint    Systems    Inc                 Barclays     Bank
      (13,879)                                                 (29,562)
           Verint    Systems    Inc                 Goldman    Sachs
      (15,162)                                                 (45,518)
           Verint    Systems    Inc
      (17,535)                             HSBC                   (106,788)
           Verint    Systems    Inc                 Morgan    Stanley
      (6,963)                                                (14,831)
      40,596     Verint    Systems    Inc                 Morgan    Stanley                86,469
        731   VeriSign     Inc                    Barclays     Bank               1,360
           VeriSign     Inc                    Barclays     Bank
      (3,193)                                                 (5,939)
       4,595    VeriSign     Inc                    Goldman    Sachs               16,312
           VeriSign     Inc                                       14,185
      (2,820)                             HSBC
           VeriSign     Inc                    Morgan    Stanley
      (4,073)                                                 (7,576)
       6,436    Verisk    Analytics     Inc                Barclays     Bank               15,253
       6,033    Verisk    Analytics     Inc                Goldman    Sachs
                                                      (28,717)
       7,181    Verisk    Analytics     Inc                                   30,017
                                   HSBC
      13,887     Verisk    Analytics     Inc                Morgan    Stanley                35,525
           Veritex    Holdings     Inc                Goldman    Sachs               17,443
      (22,653)
                                311/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           Veritex    Holdings     Inc
      (20,845)                             HSBC                    (3,961)
           Veritex    Holdings     Inc                Morgan    Stanley
      (41,872)                                                 (5,443)
       6,228    Veritiv    Corp
                                   HSBC                   (10,276)
       6,265    Veritiv    Corp                    Morgan    Stanley                5,639
           Veritone     Inc
      (21,235)                             HSBC                   (174,955)
           Verizon    Communications        Inc             Barclays     Bank               1,438
      (23,680)
           Verizon    Communications        Inc             Goldman    Sachs               59,382
      (98,969)
           Verizon    Communications        Inc
      (19,825)                             HSBC                    (8,921)
      18,212     Verra   Mobility     Corp                 Goldman    Sachs                3,278
      65,046     Verra   Mobility     Corp                                     3,809
                                   HSBC
      37,492     Verra   Mobility     Corp                 Morgan    Stanley
                                                       (8,436)
           Verrica    Pharmaceuticals        Inc            Bank   of  America    Merrill    Lynch
      (4,709)                                                 (3,296)
           Verrica    Pharmaceuticals        Inc            Goldman    Sachs
      (12,429)                                                 (8,700)
           Verrica    Pharmaceuticals        Inc
      (5,383)                             HSBC                    (1,633)
           Verrica    Pharmaceuticals        Inc            Morgan    Stanley                  800
      (2,050)
           Verso   Corp   ’A’                   Bank   of  America    Merrill    Lynch
      (40,204)                                                 (47,039)
           Verso   Corp   ’A’                   Goldman    Sachs
      (32,445)                                                 (37,961)
           Verso   Corp   ’A’
      (35,107)                             HSBC                   (15,723)
           Verso   Corp   ’A’                   Morgan    Stanley
      (14,584)                                                 (2,188)
        600   Vertex    Pharmaceuticals        Inc             Barclays     Bank               6,024
       1,077    Vertex    Pharmaceuticals        Inc             Goldman    Sachs                8,785
           Vertex    Pharmaceuticals        Inc             Goldman    Sachs
       (264)                                                (1,867)
        935   Vertex    Pharmaceuticals        Inc                                 5,412
                                   HSBC
       9,553    Vertex    Pharmaceuticals        Inc             Morgan    Stanley                95,912
           Vertex    Pharmaceuticals        Inc             Morgan    Stanley
      (3,053)                                                (30,652)
       9,528    Vertiv    Holdings     Co                Bank   of  America    Merrill    Lynch        5,066
       5,695    Vertiv    Holdings     Co                Barclays     Bank
                                                        (285)
       8,874    Vertiv    Holdings     Co                Goldman    Sachs                5,768
      21,566     Vertiv    Holdings     Co                                    11,922
                                   HSBC
      17,260     Vertiv    Holdings     Co                Morgan    Stanley
                                                        (863)
           Veru   Inc                      Goldman    Sachs
      (37,943)                                                 (12,521)
           Veru   Inc
     (243,725)                              HSBC                   (45,232)
           Veru   Inc                      Morgan    Stanley                  936
      (31,186)
           VF  Corp                       Bank   of  America    Merrill    Lynch
      (7,615)                                                (14,132)
           VF  Corp                       Barclays     Bank               36,403
      (16,398)
           VF  Corp                       Goldman    Sachs
      (7,191)                                                (14,742)
           VF  Corp                       Morgan    Stanley                26,627
      (11,994)
       7,116    ViacomCBS     Inc  ’A’                 Bank   of  America    Merrill    Lynch       21,918
       3,333    ViacomCBS     Inc  ’A’                 Barclays     Bank                466
       2,470    ViacomCBS     Inc  ’A’                 Goldman    Sachs                7,607
      12,814     ViacomCBS     Inc  ’A’                                     72,271
                                   HSBC
      14,097     ViacomCBS     Inc  ’A’                 Morgan    Stanley                1,974
      16,885     ViacomCBS     Inc  ’B’                 Bank   of  America    Merrill    Lynch       54,539
       1,098    ViacomCBS     Inc  ’B’                                      303
                                   HSBC
      21,740     ViacomCBS     Inc  ’B’                 Morgan    Stanley                11,087
                                312/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
       1,657    Viad   Corp                      Goldman    Sachs                1,839
       7,611    Viad   Corp                                         31,053
                                   HSBC
       9,038    Viad   Corp                      Morgan    Stanley
                                                       (4,519)
       7,022    ViaSat    Inc                     Barclays     Bank
                                                       (6,109)
      11,865     ViaSat    Inc                     Goldman    Sachs
                                                      (22,069)
        576   ViaSat    Inc
                                   HSBC                     (870)
      22,499     ViaSat    Inc                     Morgan    Stanley
                                                      (19,573)
       8,340    Viatris    Inc                    Bank   of  America    Merrill    Lynch        8,924
       7,793    Viatris    Inc                    Barclays     Bank               1,208
      26,483     Viatris    Inc                    Goldman    Sachs               29,852
       5,943    Viatris    Inc                                        10,727
                                   HSBC
      20,444     Viatris    Inc                    Morgan    Stanley                3,169
           Viavi   Solutions     Inc                Bank   of  America    Merrill    Lynch
      (91,442)                                                 (36,198)
           Viavi   Solutions     Inc                Barclays     Bank               5,756
      (63,962)
           Viavi   Solutions     Inc                Goldman    Sachs
      (17,062)                                                 (7,337)
           Viavi   Solutions     Inc
     (189,764)                              HSBC                   (49,314)
           Viavi   Solutions     Inc                Morgan    Stanley                17,076
     (189,730)
      34,760     VICI   Properties      Inc  (REIT)              Bank   of  America    Merrill    Lynch
                                                      (29,546)
      36,570     VICI   Properties      Inc  (REIT)              Barclays     Bank
                                                      (27,062)
       7,512    VICI   Properties      Inc  (REIT)                                  11,494
                                   HSBC
       4,922    VICI   Properties      Inc  (REIT)              Morgan    Stanley
                                                       (3,642)
       1,854    Vicor   Corp                     Bank   of  America    Merrill    Lynch        5,469
       2,349    Vicor   Corp                     Goldman    Sachs                6,930
       9,310    Vicor   Corp                                         21,973
                                   HSBC
           Viela   Bio  Inc
      (13,691)                             HSBC                   (58,187)
           ViewRay    Inc                    Goldman    Sachs
      (55,373)                                                 (2,769)
           ViewRay    Inc
      (71,434)                             HSBC                   (55,004)
           Viking    Therapeutics       Inc              Bank   of  America    Merrill    Lynch
      (27,170)                                                 (8,966)
           Viking    Therapeutics       Inc              Goldman    Sachs
      (46,443)                                                 (15,326)
           Viking    Therapeutics       Inc
      (98,079)                             HSBC                   (25,494)
           Village    Super   Market    Inc  ’A’            Bank   of  America    Merrill    Lynch       24,776
      (29,861)
           Village    Super   Market    Inc  ’A’            Goldman    Sachs               15,169
      (17,458)
           Village    Super   Market    Inc  ’A’                                9,298
      (29,514)                             HSBC
           Village    Super   Market    Inc  ’A’            Morgan    Stanley                3,337
      (8,139)
           Vince   Holding    Corp                                     2,573
      (11,185)                             HSBC
           Vince   Holding    Corp                 Morgan    Stanley                3,195
      (13,891)
       2,273    Vir  Biotechnology       Inc               Bank   of  America    Merrill    Lynch        7,069
       1,167    Vir  Biotechnology       Inc                                   5,065
                                   HSBC
       3,694    Vir  Biotechnology       Inc               Morgan    Stanley                7,167
           Virgin    Galactic     Holdings     Inc            Bank   of  America    Merrill    Lynch
      (2,154)                                                (12,946)
           Virgin    Galactic     Holdings     Inc            Barclays     Bank
      (7,428)                                                (14,782)
           Virgin    Galactic     Holdings     Inc            Goldman    Sachs
      (3,919)                                                (23,553)
           VirnetX    Holding    Corp                Goldman    Sachs
     (218,890)                                                 (43,778)
           Virtu   Financial     Inc  ’A’              Bank   of  America    Merrill    Lynch         518
      (1,523)
           Virtu   Financial     Inc  ’A’              Barclays     Bank
      (7,451)                                                  (745)
                                313/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           Virtu   Financial     Inc  ’A’              Goldman    Sachs                3,087
      (9,077)
           Virtu   Financial     Inc  ’A’                                   672
      (2,586)                             HSBC
           Virtu   Financial     Inc  ’A’              Morgan    Stanley
      (10,056)                                                 (1,006)
       2,897    Virtus    Investment      Partners     Inc                              31,942
                                   HSBC
       8,227    Virtus    Investment      Partners     Inc           Morgan    Stanley                19,251
       8,805    Visa   Inc  ’A’                    Barclays     Bank               7,351
      30,682     Visa   Inc  ’A’                    Morgan    Stanley                31,296
           Vishay    Intertechnology        Inc             Bank   of  America    Merrill    Lynch
      (1,240)                                                  (508)
           Vishay    Intertechnology        Inc             Barclays     Bank
      (6,534)                                                 (2,940)
           Vishay    Intertechnology        Inc             Goldman    Sachs
      (50,866)                                                 (20,137)
           Vishay    Intertechnology        Inc
      (92,434)                             HSBC                   (114,617)
           Vishay    Intertechnology        Inc             Morgan    Stanley
     (269,481)                                                 (121,266)
           Vishay    Precision     Group   Inc             Goldman    Sachs
      (5,721)                                                 (4,405)
           Vishay    Precision     Group   Inc
      (26,207)                             HSBC                   (47,827)
           Vishay    Precision     Group   Inc             Morgan    Stanley
      (28,128)                                                 (10,407)
       9,969    Visteon    Corp                    Bank   of  America    Merrill    Lynch       100,388
       7,293    Visteon    Corp
                                   HSBC                    (3,574)
       3,593    Visteon    Corp                    Morgan    Stanley
                                                       (1,761)
           Vistra    Corp                     Bank   of  America    Merrill    Lynch       10,135
      (18,768)
      18,896     Vistra    Corp                     Bank   of  America    Merrill    Lynch
                                                      (10,204)
           Vistra    Corp                     Barclays     Bank
      (15,431)                                                 (10,647)
       3,886    Vistra    Corp                     Barclays     Bank                107
           Vistra    Corp                     Goldman    Sachs                6,136
      (11,363)
       3,764    Vistra    Corp                     Goldman    Sachs                3,822
           Vistra    Corp
       (967)                            HSBC                     (338)
      11,337     Vistra    Corp                                         8,479
                                   HSBC
           Vistra    Corp                     Morgan    Stanley
      (40,327)                                                 (27,826)
       2,293    Vistra    Corp                     Morgan    Stanley                1,582
       3,235    Vital   Farms   Inc                  Bank   of  America    Merrill    Lynch        3,785
      13,793     Vital   Farms   Inc                  Goldman    Sachs               16,138
           Vivint    Smart   Home   Inc
      (17,623)                             HSBC                   (34,717)
           Vivint    Smart   Home   Inc               Morgan    Stanley
      (2,193)                                                 (4,320)
       1,111    VMware    Inc  ’A’                   Bank   of  America    Merrill    Lynch
                                                       (5,155)
       5,710    VMware    Inc  ’A’                   Barclays     Bank
                                                      (51,276)
        859   VMware    Inc  ’A’                   Goldman    Sachs
                                                       (2,110)
       2,108    VMware    Inc  ’A’
                                   HSBC                    (1,897)
       9,135    VMware    Inc  ’A’                   Morgan    Stanley
                                                      (82,032)
       2,800    Vocera    Communications        Inc             Bank   of  America    Merrill    Lynch        6,496
       3,854    Vocera    Communications        Inc             Goldman    Sachs                5,234
       9,479    Vocera    Communications        Inc                                 17,925
                                   HSBC
      28,182     Vocera    Communications        Inc             Morgan    Stanley                42,273
      12,499     VolitionRX      Ltd                   Bank   of  America    Merrill    Lynch
                                                       (4,125)
       7,034    VolitionRX      Ltd                   Goldman    Sachs
                                                       (2,321)
       6,002    VolitionRX      Ltd
                                   HSBC                     (600)
      17,540     VolitionRX      Ltd                   Morgan    Stanley
                                                       (1,754)
                                314/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           Vonage    Holdings     Corp                Bank   of  America    Merrill    Lynch
      (4,004)                                                  (33)
           Vonage    Holdings     Corp                Goldman    Sachs                 377
      (23,435)
           Vonage    Holdings     Corp
      (17,422)                             HSBC                    (7,156)
       8,118    Vonage    Holdings     Corp                Morgan    Stanley
                                                        (365)
           Vonage    Holdings     Corp                Morgan    Stanley                3,068
      (68,176)
           Vontier    Corp                    Bank   of  America    Merrill    Lynch
      (1,039)                                                 (2,690)
       1,587    Vontier    Corp                    Bank   of  America    Merrill    Lynch        6,673
           Vontier    Corp                    Barclays     Bank
      (3,439)                                                 (5,210)
       4,107    Vontier    Corp                    Barclays     Bank               6,222
           Vontier    Corp                    Goldman    Sachs
      (8,655)                                                (29,023)
           Vontier    Corp
      (2,070)                             HSBC                    (9,884)
      10,948     Vontier    Corp                                        52,277
                                   HSBC
       4,785    Vornado    Realty    Trust   (REIT)              Bank   of  America    Merrill    Lynch         813
           Vornado    Realty    Trust   (REIT)              Barclays     Bank               6,239
      (6,781)
           Vornado    Realty    Trust   (REIT)              Goldman    Sachs
      (28,388)                                                 (4,826)
      22,863     Vornado    Realty    Trust   (REIT)              Goldman    Sachs
                                                        (331)
           Vornado    Realty    Trust   (REIT)
      (2,939)                             HSBC                    (4,144)
       1,917    Vornado    Realty    Trust   (REIT)
                                   HSBC                    (1,061)
           Vornado    Realty    Trust   (REIT)              Morgan    Stanley                4,016
      (4,365)
       1,719    Vornado    Realty    Trust   (REIT)              Morgan    Stanley
                                                       (1,581)
      20,634     VOXX   International       Corp               Bank   of  America    Merrill    Lynch       33,221
       3,351    VOXX   International       Corp               Goldman    Sachs                5,395
       8,557    VOXX   International       Corp               Morgan    Stanley
                                                       (7,273)
        448   Voya   Financial     Inc                 Bank   of  America    Merrill    Lynch        1,348
      13,698     Voya   Financial     Inc                 Barclays     Bank               5,205
       5,973    Voya   Financial     Inc                 Goldman    Sachs               17,979
      17,336     Voya   Financial     Inc                                    89,796
                                   HSBC
      14,586     Voya   Financial     Inc                 Morgan    Stanley                5,543
           Voya   Financial     Inc                 Morgan    Stanley
      (21,393)                                                 (8,129)
           Voyager    Therapeutics       Inc              Bank   of  America    Merrill    Lynch        3,647
      (17,367)
           Voyager    Therapeutics       Inc              Goldman    Sachs                 783
      (8,153)
           Voyager    Therapeutics       Inc                                 31,715
      (26,716)                             HSBC
           Voyager    Therapeutics       Inc              Morgan    Stanley
      (5,325)                                                 (1,012)
           Vroom   Inc                     Barclays     Bank               9,276
      (10,083)
       1,914    Vroom   Inc                     Barclays     Bank
                                                       (1,761)
       4,243    Vroom   Inc                     Goldman    Sachs               11,626
           VSE  Corp                      Bank   of  America    Merrill    Lynch
      (27,671)                                                 (47,317)
           VSE  Corp                      Goldman    Sachs
      (3,682)                                                 (6,296)
           VSE  Corp
      (5,136)                             HSBC                    (5,226)
           VSE  Corp                      Morgan    Stanley                  379
      (2,527)
      14,248     vTv  Therapeutics       Inc  ’A’              Goldman    Sachs                5,414
      12,290     vTv  Therapeutics       Inc  ’A’                                  4,773
                                   HSBC
       4,265    Vulcan    Materials     Co                Bank   of  America    Merrill    Lynch
                                                       (4,631)
      12,618     Vulcan    Materials     Co                Barclays     Bank               18,170
       1,459    Vulcan    Materials     Co                Goldman    Sachs
                                                       (1,722)
                                315/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
      15,134     Vulcan    Materials     Co                                   69,768
                                   HSBC
       8,328    Vulcan    Materials     Co                Morgan    Stanley                11,992
      15,104     Vuzix   Corp                                         3,205
                                   HSBC
      31,042     VYNE   Therapeutics       Inc               Bank   of  America    Merrill    Lynch
                                                        (931)
      27,931     VYNE   Therapeutics       Inc               Goldman    Sachs
                                                        (838)
      25,713     VYNE   Therapeutics       Inc
                                   HSBC                     (405)
      13,412     VYNE   Therapeutics       Inc               Morgan    Stanley                  402
           W&T  Offshore     Inc                  Bank   of  America    Merrill    Lynch
      (32,962)                                                 (8,208)
           W&T  Offshore     Inc                  Goldman    Sachs
     (135,541)                                                 (33,750)
           W&T  Offshore     Inc
     (199,224)                              HSBC                    (1,793)
       3,380    Wabash    National     Corp                Bank   of  America    Merrill    Lynch        1,521
      70,915     Wabash    National     Corp                Goldman    Sachs               31,912
      65,424     Wabash    National     Corp                                    41,388
                                   HSBC
      13,996     Wabash    National     Corp                Morgan    Stanley
                                                         －
       1,640    Waddell    & Reed   Financial     Inc  ’A’          Bank   of  America    Merrill    Lynch
                                                        (590)
       5,616    Waddell    & Reed   Financial     Inc  ’A’          Goldman    Sachs
                                                       (2,022)
      26,746     Waddell    & Reed   Financial     Inc  ’A’                             13,554
                                   HSBC
      47,368     Waddell    & Reed   Financial     Inc  ’A’          Morgan    Stanley                27,473
           Waitr   Holdings     Inc                 Goldman    Sachs
     (173,852)                                                 (111,265)
           Walgreens     Boots   Alliance     Inc            Bank   of  America    Merrill    Lynch       84,677
      (15,652)
           Walgreens     Boots   Alliance     Inc            Barclays     Bank
      (14,543)                                                 (10,326)
           Walgreens     Boots   Alliance     Inc            Goldman    Sachs               275,250
      (50,878)
           Walker    & Dunlop    Inc                Goldman    Sachs                 308
       (410)
           Walker    & Dunlop    Inc
      (1,720)                             HSBC                    (1,433)
           Walker    & Dunlop    Inc                Morgan    Stanley                5,976
      (6,291)
           Walmart    Inc                    Bank   of  America    Merrill    Lynch        2,798
      (3,842)
           Walmart    Inc                    Barclays     Bank                 19
      (1,999)
           Walmart    Inc                    Goldman    Sachs                6,434
      (6,718)
           Walmart    Inc
      (20,003)                             HSBC                   (153,223)
           Walmart    Inc                    Morgan    Stanley
      (5,044)                                                 (1,362)
       1,613    Walt   Disney    Co                  Bank   of  America    Merrill    Lynch        3,662
           Walt   Disney    Co                  Bank   of  America    Merrill    Lynch
      (1,859)                                                 (9,135)
       6,796    Walt   Disney    Co                  Barclays     Bank               6,524
           Walt   Disney    Co                  Barclays     Bank
      (1,381)                                                 (1,326)
       6,846    Walt   Disney    Co                  Goldman    Sachs               15,540
           Walt   Disney    Co                  Goldman    Sachs
      (9,347)                                                (21,218)
       9,531    Walt   Disney    Co                  Morgan    Stanley
                                                      (21,225)
      14,885     Warner    Music   Group   Corp   ’A’            Bank   of  America    Merrill    Lynch
                                                      (14,479)
      12,382     Warner    Music   Group   Corp   ’A’            Barclays     Bank               10,153
      15,857     Warner    Music   Group   Corp   ’A’            Goldman    Sachs
                                                      (16,174)
      11,277     Warner    Music   Group   Corp   ’A’
                                   HSBC                     (739)
      12,816     Warner    Music   Group   Corp   ’A’            Morgan    Stanley                6,653
           Warrior    Met  Coal   Inc                Goldman    Sachs
      (9,709)                                                 (2,330)
           Warrior    Met  Coal   Inc
      (26,948)                             HSBC                   (14,811)
           Warrior    Met  Coal   Inc                Morgan    Stanley
      (14,277)                                                 (5,996)
                                316/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
      39,414     Washington      Federal    Inc               Bank   of  America    Merrill    Lynch
                                                      (44,144)
      42,498     Washington      Federal    Inc               Goldman    Sachs
                                                      (47,598)
      42,798     Washington      Federal    Inc                                  33,547
                                   HSBC
      48,384     Washington      Federal    Inc               Morgan    Stanley                10,644
           Washington      Real   Estate    Investment      Trust   (REIT)    Bank   of  America    Merrill    Lynch
      (20,145)                                                 (11,684)
           Washington      Real   Estate    Investment      Trust   (REIT)
      (33,934)                             HSBC                   (79,613)
           Washington      Real   Estate    Investment      Trust   (REIT)    Morgan    Stanley                26,607
      (70,019)
      14,928     Washington      Trust   Bancorp    Inc            Bank   of  America    Merrill    Lynch        5,374
      20,293     Washington      Trust   Bancorp    Inc            Goldman    Sachs                7,305
      35,846     Washington      Trust   Bancorp    Inc                               56,481
                                   HSBC
      45,117     Washington      Trust   Bancorp    Inc            Morgan    Stanley                25,266
           Waste   Management      Inc                Bank   of  America    Merrill    Lynch        6,902
      (2,937)
           Waste   Management      Inc                Barclays     Bank               1,743
      (3,708)
           Waste   Management      Inc                Goldman    Sachs               141,253
      (60,108)
           Waste   Management      Inc                                    9,719
      (7,363)                             HSBC
           Waste   Management      Inc                Morgan    Stanley                6,469
      (13,762)
           Waters    Corp                     Bank   of  America    Merrill    Lynch         92
       (234)
           Waters    Corp                     Goldman    Sachs               12,335
      (2,965)
           Waters    Corp                                         2,942
      (1,066)                             HSBC
           Waters    Corp                     Morgan    Stanley                1,593
      (1,967)
           Waterstone      Financial     Inc              Bank   of  America    Merrill    Lynch       10,417
      (20,833)
           Waterstone      Financial     Inc              Goldman    Sachs               30,171
      (60,342)
           Waterstone      Financial     Inc                                 13,733
      (70,990)                             HSBC
           Waterstone      Financial     Inc              Morgan    Stanley                19,344
      (48,360)
        130   Watsco    Inc                     Bank   of  America    Merrill    Lynch
                                                       (1,685)
           Watsco    Inc                     Bank   of  America    Merrill    Lynch        7,807
       (659)
       1,167    Watsco    Inc                     Barclays     Bank
                                                      (15,078)
           Watsco    Inc                     Barclays     Bank                389
       (492)
       5,884    Watsco    Inc                     Goldman    Sachs
                                                      (76,257)
           Watsco    Inc                     Goldman    Sachs                4,463
       (454)
        497   Watsco    Inc
                                   HSBC                     (467)
        521   Watsco    Inc                     Morgan    Stanley
                                                       (6,731)
           Watsco    Inc                     Morgan    Stanley                29,832
      (2,309)
       9,064    Watts   Water   Technologies       Inc  ’A’          Bank   of  America    Merrill    Lynch
                                                      (12,040)
       5,575    Watts   Water   Technologies       Inc  ’A’          Goldman    Sachs
                                                       (6,007)
      13,440     Watts   Water   Technologies       Inc  ’A’                             13,728
                                   HSBC
      20,908     Watts   Water   Technologies       Inc  ’A’          Morgan    Stanley                17,981
       1,214    Wayfair    Inc  ’A’                  Barclays     Bank               2,634
           Wayfair    Inc  ’A’                  Barclays     Bank
       (506)                                                (1,098)
           WD-40   Co                     Bank   of  America    Merrill    Lynch        5,508
       (468)
           WD-40   Co                     Barclays     Bank                989
       (916)
           WD-40   Co                     Goldman    Sachs               13,277
      (1,128)
           WD-40   Co
      (2,903)                             HSBC                   (22,034)
                                317/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           WD-40   Co                     Morgan    Stanley                5,599
      (5,184)
       5,978    Webster    Financial     Corp               Bank   of  America    Merrill    Lynch        1,734
       6,875    Webster    Financial     Corp               Barclays     Bank               1,650
           Webster    Financial     Corp               Barclays     Bank
      (3,993)                                                  (958)
       5,021    Webster    Financial     Corp               Goldman    Sachs                1,456
           Webster    Financial     Corp               Goldman    Sachs
      (14,698)                                                 (4,262)
       7,220    Webster    Financial     Corp                                   7,364
                                   HSBC
      16,581     Webster    Financial     Corp               Morgan    Stanley                3,979
           WEC  Energy    Group   Inc                Bank   of  America    Merrill    Lynch       80,112
      (8,978)
           WEC  Energy    Group   Inc                Barclays     Bank               7,702
      (8,654)
           WEC  Energy    Group   Inc                Goldman    Sachs                3,030
       (489)
           WEC  Energy    Group   Inc                                   79,852
      (8,952)                             HSBC
           WEC  Energy    Group   Inc                Morgan    Stanley                40,345
      (45,331)
      30,466     Weingarten      Realty    Investors     (REIT)          Bank   of  America    Merrill    Lynch
                                                      (22,850)
           Weingarten      Realty    Investors     (REIT)          Bank   of  America    Merrill    Lynch        1,393
      (1,435)
      14,127     Weingarten      Realty    Investors     (REIT)          Barclays     Bank
                                                      (11,725)
           Weingarten      Realty    Investors     (REIT)          Barclays     Bank               16,601
      (20,001)
      15,025     Weingarten      Realty    Investors     (REIT)          Morgan    Stanley
                                                      (12,471)
       8,717    Weis   Markets    Inc                  Bank   of  America    Merrill    Lynch         872
      14,152     Weis   Markets    Inc                  Goldman    Sachs                1,415
      30,650     Weis   Markets    Inc                  Morgan    Stanley
                                                      (28,811)
           Welbilt    Inc                    Bank   of  America    Merrill    Lynch
      (70,146)                                                 (35,073)
           Welbilt    Inc
      (18,551)                             HSBC                   (11,721)
           Welbilt    Inc                    Morgan    Stanley
      (65,367)                                                 (13,727)
           Wells   Fargo   & Co                 Bank   of  America    Merrill    Lynch
      (1,137)                                                 (3,479)
           Wells   Fargo   & Co                 Barclays     Bank
      (10,755)                                                 (17,853)
      24,316     Wells   Fargo   & Co                 Barclays     Bank               40,365
           Wells   Fargo   & Co                 Goldman    Sachs
      (13,666)                                                 (41,818)
           Wells   Fargo   & Co
      (8,415)                             HSBC                   (31,472)
           Wells   Fargo   & Co                 Morgan    Stanley
      (14,568)                                                 (24,183)
      28,722     Wells   Fargo   & Co                 Morgan    Stanley                47,679
       4,524    Welltower     Inc  (REIT)                 Bank   of  America    Merrill    Lynch
                                                       (8,279)
           Welltower     Inc  (REIT)                 Goldman    Sachs                4,859
      (2,655)
      14,119     Welltower     Inc  (REIT)                 Morgan    Stanley                12,848
           Welltower     Inc  (REIT)                 Morgan    Stanley
      (1,672)                                                 (1,522)
       2,264    Wendy’s     Co                    Bank   of  America    Merrill    Lynch
                                                       (2,966)
      53,593     Wendy’s     Co                    Goldman    Sachs
                                                      (70,207)
       7,883    Wendy’s     Co
                                   HSBC                    (3,387)
      14,158     Wendy’s     Co                    Morgan    Stanley
                                                       (1,557)
       8,265    Werner    Enterprises      Inc               Bank   of  America    Merrill    Lynch
                                                       (8,044)
       3,822    Werner    Enterprises      Inc
                                   HSBC                     (370)
      78,171     Werner    Enterprises      Inc               Morgan    Stanley
                                                      (23,451)
      10,548     WesBanco     Inc                    Bank   of  America    Merrill    Lynch        6,962
      71,203     WesBanco     Inc                    Goldman    Sachs               46,994
      93,475     WesBanco     Inc                                       119,923
                                   HSBC
                                318/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
      39,423     WesBanco     Inc                    Morgan    Stanley                13,404
        744   WESCO   International       Inc              Bank   of  America    Merrill    Lynch        2,723
      18,778     WESCO   International       Inc              Goldman    Sachs               68,727
      21,391     WESCO   International       Inc                                 217,546
                                   HSBC
       2,961    WESCO   International       Inc              Morgan    Stanley                4,915
      35,636     West   BanCorp    Inc                  Bank   of  America    Merrill    Lynch
                                                        (356)
      26,590     West   BanCorp    Inc                  Goldman    Sachs
                                                        (266)
       5,471    West   BanCorp    Inc                                      5,411
                                   HSBC
      41,670     West   BanCorp    Inc                  Morgan    Stanley                15,001
           West   Pharmaceutical        Services     Inc          Bank   of  America    Merrill    Lynch       17,046
      (1,390)
           West   Pharmaceutical        Services     Inc          Barclays     Bank
      (1,230)                                                  (652)
       4,905    West   Pharmaceutical        Services     Inc          Goldman    Sachs
                                                      (77,303)
           West   Pharmaceutical        Services     Inc          Goldman    Sachs                9,376
       (888)
        102   West   Pharmaceutical        Services     Inc                               741
                                   HSBC
       1,700    West   Pharmaceutical        Services     Inc          Morgan    Stanley                  901
           West   Pharmaceutical        Services     Inc          Morgan    Stanley
      (2,422)                                                 (1,284)
           Westamerica      BanCorp                  Bank   of  America    Merrill    Lynch       33,459
      (9,899)
           Westamerica      BanCorp                  Goldman    Sachs               75,060
      (22,207)
           Westamerica      BanCorp                                      35,486
      (29,158)                             HSBC
           Westamerica      BanCorp                  Morgan    Stanley                12,878
      (9,332)
           Western    Alliance     Bancorp                Goldman    Sachs                2,723
      (2,002)
           Western    Alliance     Bancorp
      (13,917)                             HSBC                   (22,546)
           Western    Alliance     Bancorp                Morgan    Stanley
      (16,193)                                                 (9,716)
      65,130     Western    Asset   Mortgage     Capital    Corp   (REIT)                          36,405
                                   HSBC
      48,973     Western    Asset   Mortgage     Capital    Corp   (REIT)      Morgan    Stanley                10,774
           Western    Digital    Corp                Bank   of  America    Merrill    Lynch
      (7,697)                                                (14,778)
           Western    Digital    Corp                Barclays     Bank
      (2,548)                                                 (2,599)
       3,908    Western    Digital    Corp                Morgan    Stanley                3,986
           Western    Midstream     Partners     LP           Barclays     Bank               2,193
      (9,536)
           Western    Midstream     Partners     LP
      (13,389)                             HSBC                   (62,393)
           Western    New  England    Bancorp    Inc          Bank   of  America    Merrill    Lynch
      (95,079)                                                 (16,163)
      15,314     Western    Union   Co                 Bank   of  America    Merrill    Lynch       12,503
      14,426     Western    Union   Co                 Barclays     Bank               16,662
           Western    Union   Co
      (50,786)                             HSBC                   (53,579)
       2,071    Western    Union   Co                                     2,553
                                   HSBC
           Westinghouse       Air  Brake   Technologies       Corp      Bank   of  America    Merrill    Lynch
      (18,856)                                                 (30,735)
           Westinghouse       Air  Brake   Technologies       Corp      Barclays     Bank               1,195
      (3,414)
           Westinghouse       Air  Brake   Technologies       Corp      Goldman    Sachs
      (27,100)                                                 (42,474)
           Westinghouse       Air  Brake   Technologies       Corp
      (5,642)                             HSBC                   (25,897)
           Westinghouse       Air  Brake   Technologies       Corp      Morgan    Stanley                5,315
      (15,187)
        320   Westlake     Chemical     Corp               Bank   of  America    Merrill    Lynch         304
      18,911     Westlake     Chemical     Corp               Barclays     Bank               6,997
       8,586    Westlake     Chemical     Corp               Goldman    Sachs                9,069
       8,787    Westlake     Chemical     Corp                                   17,925
                                   HSBC
      16,510     Westlake     Chemical     Corp               Morgan    Stanley                6,109
                                319/368



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                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
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                                                    （米ドル）
           米国（続き）
           Westrock     Co                    Goldman    Sachs
      (8,236)                                                 (5,642)
           Westrock     Co
      (6,386)                             HSBC                   (18,487)
       9,405    Westrock     Co                    Morgan    Stanley                1,082
      12,278     Westwood     Holdings     Group   Inc            Bank   of  America    Merrill    Lynch       14,856
      20,946     Westwood     Holdings     Group   Inc            Goldman    Sachs               25,345
       9,669    Westwood     Holdings     Group   Inc            Morgan    Stanley                  774
           WEX  Inc                      Bank   of  America    Merrill    Lynch
      (1,822)                                                 (5,014)
           WEX  Inc                      Barclays     Bank               3,924
       (842)
           WEX  Inc                      Goldman    Sachs
      (3,128)                                                 (6,966)
           WEX  Inc
      (7,467)                             HSBC                   (38,829)
           WEX  Inc                      Morgan    Stanley                16,823
      (3,610)
           Weyco   Group   Inc                  Bank   of  America    Merrill    Lynch
       (793)                                                 (517)
           Weyco   Group   Inc                  Goldman    Sachs
      (5,084)                                                 (5,147)
           Weyco   Group   Inc
      (4,040)                             HSBC                     (453)
           Weyerhaeuser       Co  (REIT)                Bank   of  America    Merrill    Lynch        5,920
      (7,390)
           Weyerhaeuser       Co  (REIT)                Goldman    Sachs                5,404
      (6,565)
           Weyerhaeuser       Co  (REIT)                Morgan    Stanley                40,210
      (60,923)
           Whirlpool     Corp                   Bank   of  America    Merrill    Lynch
       (845)                                                (6,667)
           Whirlpool     Corp                   Barclays     Bank               2,707
      (1,236)
       2,835    Whirlpool     Corp                   Barclays     Bank
                                                       (6,209)
           Whirlpool     Corp                   Goldman    Sachs
      (2,576)                                                (19,889)
        453   Whirlpool     Corp                   Goldman    Sachs
                                                        (873)
           Whirlpool     Corp
       (234)                            HSBC                    (3,697)
       1,342    Whirlpool     Corp                                       17,150
                                   HSBC
           Whirlpool     Corp                   Morgan    Stanley                3,762
      (1,718)
      23,616     Whitestone      REIT   (REIT)                Bank   of  America    Merrill    Lynch        2,598
      43,478     Whitestone      REIT   (REIT)                Goldman    Sachs                4,783
      113,742     Whitestone      REIT   (REIT)                                    27,558
                                   HSBC
      55,959     Whitestone      REIT   (REIT)                Morgan    Stanley
                                                      (15,669)
           Whiting    Petroleum     Corp               Goldman    Sachs
      (38,906)                                                (115,551)
      32,986     Whole   Earth   Brands    Inc               Bank   of  America    Merrill    Lynch
                                                        (355)
       9,184    Whole   Earth   Brands    Inc               Goldman    Sachs
                                                        (276)
      24,738     Whole   Earth   Brands    Inc
                                   HSBC                   (13,853)
      40,694     Whole   Earth   Brands    Inc               Morgan    Stanley                13,022
      37,001     WideOpenWest       Inc                  Bank   of  America    Merrill    Lynch       35,891
      26,646     WideOpenWest       Inc                  Goldman    Sachs               25,847
      11,470     WideOpenWest       Inc                                      5,620
                                   HSBC
           Willdan    Group   Inc                 Bank   of  America    Merrill    Lynch        3,511
      (7,803)
           Willdan    Group   Inc                 Goldman    Sachs                 432
       (959)
           Willdan    Group   Inc
      (18,841)                             HSBC                   (12,331)
           Willdan    Group   Inc                 Morgan    Stanley
      (14,989)                                                  (899)
      19,335     Williams     Cos  Inc                  Bank   of  America    Merrill    Lynch       24,556
      15,108     Williams     Cos  Inc                  Barclays     Bank               3,323
      20,302     Williams     Cos  Inc                  Goldman    Sachs               12,389
      20,112     Williams     Cos  Inc                                     36,727
                                   HSBC
                                320/368



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                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
      47,876     Williams     Cos  Inc                  Morgan    Stanley                10,533
       2,264    Williams-Sonoma        Inc                Barclays     Bank
                                                      (10,143)
           Williams-Sonoma        Inc                Barclays     Bank               15,892
      (4,682)
       2,617    Williams-Sonoma        Inc                Goldman    Sachs               31,901
       1,578    Williams-Sonoma        Inc                                    28,846
                                   HSBC
       5,091    Williams-Sonoma        Inc                Morgan    Stanley
                                                      (22,808)
           Willis    Lease   Finance    Corp              Bank   of  America    Merrill    Lynch
       (664)                                                (1,633)
           Willis    Lease   Finance    Corp              Goldman    Sachs
      (5,302)                                                (13,043)
           Willis    Lease   Finance    Corp
      (2,918)                             HSBC                   (15,728)
           Willis    Lease   Finance    Corp              Morgan    Stanley
      (5,722)                                                (11,787)
           WillScot     Mobile    Mini   Holdings     Corp         Bank   of  America    Merrill    Lynch
      (5,073)                                                  (203)
      30,854     WillScot     Mobile    Mini   Holdings     Corp         Bank   of  America    Merrill    Lynch        1,234
           WillScot     Mobile    Mini   Holdings     Corp         Goldman    Sachs
      (8,447)                                                  (338)
       9,170    WillScot     Mobile    Mini   Holdings     Corp         Goldman    Sachs                 367
           WillScot     Mobile    Mini   Holdings     Corp
      (4,288)                             HSBC                    (6,175)
       3,973    WillScot     Mobile    Mini   Holdings     Corp                             5,721
                                   HSBC
           WillScot     Mobile    Mini   Holdings     Corp         Morgan    Stanley                1,609
      (3,743)
      67,321     WillScot     Mobile    Mini   Holdings     Corp         Morgan    Stanley
                                                      (28,948)
           Wingstop     Inc                    Bank   of  America    Merrill    Lynch       53,593
      (5,330)
       1,319    Wingstop     Inc                    Bank   of  America    Merrill    Lynch         175
           Wingstop     Inc                    Goldman    Sachs                4,582
       (941)
           Wingstop     Inc
      (1,144)                             HSBC                     (57)
       1,863    Wingstop     Inc                                         798
                                   HSBC
           Wingstop     Inc                    Morgan    Stanley                2,624
      (1,299)
       3,549    Wingstop     Inc                    Morgan    Stanley
                                                       (7,169)
           Winmark    Corp                    Bank   of  America    Merrill    Lynch
      (2,870)                                                (13,532)
           Winmark    Corp                    Goldman    Sachs
      (1,739)                                                 (8,199)
           Winmark    Corp
      (5,415)                             HSBC                   (19,657)
           Winmark    Corp                    Morgan    Stanley
       (195)                                                 (198)
       2,254    Winnebago     Industries      Inc              Bank   of  America    Merrill    Lynch        3,137
      13,772     Winnebago     Industries      Inc                                 95,165
                                   HSBC
       6,215    Winnebago     Industries      Inc              Morgan    Stanley
                                                       (6,837)
       8,606    Wintrust     Financial     Corp               Bank   of  America    Merrill    Lynch       12,565
       2,499    Wintrust     Financial     Corp               Barclays     Bank                800
      15,502     Wintrust     Financial     Corp               Goldman    Sachs               20,969
      13,701     Wintrust     Financial     Corp                                  50,146
                                   HSBC
      19,395     Wintrust     Financial     Corp               Morgan    Stanley                6,206
      178,019     WisdomTree      Investments      Inc                                43,612
                                   HSBC
      77,818     WisdomTree      Investments      Inc             Morgan    Stanley                12,840
      46,830     Wolverine     World   Wide   Inc              Bank   of  America    Merrill    Lynch       40,274
      31,058     Wolverine     World   Wide   Inc
                                   HSBC                    (2,174)
           Wolverine     World   Wide   Inc              Morgan    Stanley                  574
      (8,200)
           Woodward     Inc                    Barclays     Bank
      (4,894)                                                 (6,901)
        958   Woodward     Inc                    Goldman    Sachs                4,033
           Woodward     Inc                    Goldman    Sachs
      (2,190)                                                 (9,220)
                                321/368



                                                          EDINET提出書類
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                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
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                                                    （米ドル）
           米国（続き）
      15,405     Woodward     Inc                    Morgan    Stanley                21,721
           Woodward     Inc                    Morgan    Stanley
      (1,810)                                                 (2,552)
       1,040    Workday    Inc  ’A’                  Bank   of  America    Merrill    Lynch
                                                       (2,174)
           Workday    Inc  ’A’                  Bank   of  America    Merrill    Lynch        6,121
      (2,126)
           Workday    Inc  ’A’                  Barclays     Bank
       (574)                                                (9,058)
       5,784    Workday    Inc  ’A’                  Morgan    Stanley                90,417
           Workday    Inc  ’A’                  Morgan    Stanley
      (2,108)                                                (33,264)
       1,417    Workhorse     Group   Inc
                                   HSBC                    (1,587)
       2,155    Workhorse     Group   Inc                Morgan    Stanley
                                                       (4,288)
           Workiva    Inc
      (6,336)                             HSBC                   (42,895)
           Workiva    Inc                    Morgan    Stanley
      (16,889)                                                 (20,267)
       1,912    World   Acceptance      Corp                Goldman    Sachs                8,738
       2,870    World   Acceptance      Corp                Morgan    Stanley                9,815
           World   Fuel   Services     Corp              Goldman    Sachs                1,299
      (18,558)
           World   Fuel   Services     Corp              Morgan    Stanley                5,966
      (17,046)
           World   Wrestling     Entertainment       Inc  ’A’       Bank   of  America    Merrill    Lynch         177
      (3,549)
           World   Wrestling     Entertainment       Inc  ’A’       Barclays     Bank
      (2,187)                                                 (1,990)
       5,011    World   Wrestling     Entertainment       Inc  ’A’       Barclays     Bank               4,560
       3,372    World   Wrestling     Entertainment       Inc  ’A’       Goldman    Sachs
                                                        (169)
           World   Wrestling     Entertainment       Inc  ’A’
      (5,073)                             HSBC                   (10,045)
           World   Wrestling     Entertainment       Inc  ’A’       Morgan    Stanley
       (698)                                                 (635)
       9,376    World   Wrestling     Entertainment       Inc  ’A’       Morgan    Stanley                6,491
       6,376    Worthington      Industries      Inc             Bank   of  America    Merrill    Lynch
                                                      (13,453)
      26,606     Worthington      Industries      Inc             Goldman    Sachs
                                                      (56,139)
      35,692     Worthington      Industries      Inc             Morgan    Stanley                10,351
           WP  Carey   Inc  (REIT)                  Bank   of  America    Merrill    Lynch       35,238
      (23,492)
       4,051    WP  Carey   Inc  (REIT)                  Bank   of  America    Merrill    Lynch
                                                       (4,149)
       7,712    WP  Carey   Inc  (REIT)                  Barclays     Bank               4,164
       4,185    WP  Carey   Inc  (REIT)                  Goldman    Sachs
                                                       (6,278)
           WP  Carey   Inc  (REIT)
      (3,125)                             HSBC                   (11,031)
           WP  Carey   Inc  (REIT)                  Morgan    Stanley
      (13,392)                                                 (7,232)
       4,896    WP  Carey   Inc  (REIT)                  Morgan    Stanley                2,644
           WPX  Energy    Inc                   Bank   of  America    Merrill    Lynch
      (22,929)                                                 (22,241)
           WPX  Energy    Inc                   Goldman    Sachs
      (2,433)                                                 (2,360)
           WPX  Energy    Inc
      (6,992)                             HSBC                   (10,628)
           WPX  Energy    Inc                   Morgan    Stanley                2,121
      (42,427)
      11,370     WR  Berkley    Corp                   Bank   of  America    Merrill    Lynch
                                                      (69,585)
       8,726    WR  Berkley    Corp                   Barclays     Bank
                                                       (4,387)
       2,778    WR  Berkley    Corp                   Goldman    Sachs
                                                      (17,001)
      15,062     WR  Berkley    Corp
                                   HSBC                   (72,287)
      23,717     WR  Berkley    Corp                   Morgan    Stanley
                                                      (20,396)
       1,796    WR  Grace   & Co                   Bank   of  America    Merrill    Lynch
                                                       (3,448)
       5,656    WR  Grace   & Co                   Barclays     Bank
                                                       (4,129)
           WR  Grace   & Co                   Goldman    Sachs               10,875
      (5,664)
        891   WR  Grace   & Co                   Goldman    Sachs
                                                        (574)
                                322/368



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                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           WR  Grace   & Co                                       4,297
      (4,092)                             HSBC
           WR  Grace   & Co                   Morgan    Stanley                2,473
      (3,388)
           Wrap   Technologies       Inc                                   5,279
      (21,994)                             HSBC
       6,729    WSFS   Financial     Corp                 Bank   of  America    Merrill    Lynch
                                                       (1,077)
      30,078     WSFS   Financial     Corp                 Goldman    Sachs
                                                       (4,812)
      30,664     WSFS   Financial     Corp                                    21,957
                                   HSBC
      38,128     WSFS   Financial     Corp                 Morgan    Stanley
                                                      (16,776)
           WW  Grainger     Inc                  Bank   of  America    Merrill    Lynch
       (186)                                                 (860)
           WW  Grainger     Inc                  Barclays     Bank                466
      (2,590)
       1,549    WW  Grainger     Inc                  Barclays     Bank
                                                        (279)
           WW  Grainger     Inc                  Goldman    Sachs
       (596)                                                 (83)
           WW  Grainger     Inc                  Morgan    Stanley                  174
       (965)
           WW  International       Inc                Bank   of  America    Merrill    Lynch
      (2,208)                                                 (6,006)
       5,637    WW  International       Inc                Bank   of  America    Merrill    Lynch       15,333
      11,953     WW  International       Inc                Goldman    Sachs               32,512
      38,016     Wyndham    Destinations       Inc              Bank   of  America    Merrill    Lynch
                                                      (16,347)
      39,025     Wyndham    Destinations       Inc              Morgan    Stanley
                                                      (21,854)
       9,546    Wyndham    Hotels    & Resorts    Inc            Bank   of  America    Merrill    Lynch       13,631
        345   Wyndham    Hotels    & Resorts    Inc            Barclays     Bank
                                                         (59)
           Wyndham    Hotels    & Resorts    Inc            Morgan    Stanley                1,086
      (6,386)
       2,880    Wynn   Resorts    Ltd                  Bank   of  America    Merrill    Lynch        6,930
      12,040     Wynn   Resorts    Ltd                  Barclays     Bank
                                                      (22,228)
       3,845    Wynn   Resorts    Ltd                  Goldman    Sachs               18,841
        995   Wynn   Resorts    Ltd                                      7,604
                                   HSBC
       9,744    X4  Pharmaceuticals        Inc               Bank   of  America    Merrill    Lynch
                                                        (682)
       7,084    X4  Pharmaceuticals        Inc               Goldman    Sachs
                                                        (496)
      11,490     X4  Pharmaceuticals        Inc                                   5,615
                                   HSBC
       6,224    X4  Pharmaceuticals        Inc               Morgan    Stanley                3,361
      28,572     Xcel   Energy    Inc                  Bank   of  America    Merrill    Lynch
                                                      (196,595)
      11,914     Xcel   Energy    Inc                  Barclays     Bank
                                                       (5,456)
       6,350    Xcel   Energy    Inc                  Goldman    Sachs
                                                      (41,755)
      38,624     Xcel   Energy    Inc
                                   HSBC                   (215,553)
      54,423     Xcel   Energy    Inc                  Morgan    Stanley
                                                      (35,919)
      10,302     Xencor    Inc                     Goldman    Sachs               20,398
      17,390     Xencor    Inc                                        46,338
                                   HSBC
      10,466     Xencor    Inc                     Morgan    Stanley                17,374
           Xenia   Hotels    & Resorts    Inc  (REIT)           Goldman    Sachs
      (40,569)                                                 (83,572)
           Xenia   Hotels    & Resorts    Inc  (REIT)
      (35,119)                             HSBC                   (96,928)
           Xenia   Hotels    & Resorts    Inc  (REIT)           Morgan    Stanley
      (40,514)                                                 (22,283)
       4,938    Xeris   Pharmaceuticals        Inc             Goldman    Sachs
                                                       (2,864)
       6,588    Xeris   Pharmaceuticals        Inc
                                   HSBC                    (5,957)
      12,089     Xeris   Pharmaceuticals        Inc             Morgan    Stanley
                                                        (967)
           Xerox   Holdings     Corp                 Barclays     Bank
      (5,786)                                                  (260)
           Xerox   Holdings     Corp
      (18,703)                             HSBC                   (21,228)
           Xerox   Holdings     Corp                 Morgan    Stanley
      (25,786)                                                 (1,161)
                                323/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           Xilinx    Inc
       (966)                            HSBC                   (10,394)
           Xilinx    Inc                     Morgan    Stanley
      (4,921)                                                (38,433)
           XOMA   Corp                      Goldman    Sachs
      (5,691)                                                 (3,870)
           XOMA   Corp                                         14,275
      (21,306)                             HSBC
           XOMA   Corp                      Morgan    Stanley                3,708
      (5,535)
       7,489    XPEL   Inc                      Morgan    Stanley                15,877
           Xperi   Holding    Corp
      (18,884)                             HSBC                   (92,154)
           Xperi   Holding    Corp                 Morgan    Stanley
      (18,318)                                                 (3,847)
           XPO  Logistics     Inc                 Bank   of  America    Merrill    Lynch
      (1,066)                                                 (2,058)
       2,062    XPO  Logistics     Inc                 Bank   of  America    Merrill    Lynch        2,083
           XPO  Logistics     Inc                 Barclays     Bank
       (905)                                                (2,719)
       3,266    XPO  Logistics     Inc                                     26,291
                                   HSBC
           XPO  Logistics     Inc                 Morgan    Stanley
      (2,638)                                                (17,595)
       1,559    Xylem   Inc                     Bank   of  America    Merrill    Lynch        1,863
       3,009    Xylem   Inc                     Barclays     Bank               3,999
        726   Xylem   Inc                     Goldman    Sachs                 827
      14,173     Xylem   Inc                                         37,200
                                   HSBC
      26,968     Xylem   Inc                     Morgan    Stanley                51,239
           Yelp   Inc                      Bank   of  America    Merrill    Lynch
      (5,688)                                                (14,561)
           Yelp   Inc                      Goldman    Sachs
      (26,753)                                                 (68,488)
       6,008    Yelp   Inc                                         27,877
                                   HSBC
       9,204    Yelp   Inc                      Morgan    Stanley                11,597
           YETI   Holdings     Inc                 Bank   of  America    Merrill    Lynch
       (835)                                                (5,210)
           YETI   Holdings     Inc                 Barclays     Bank
      (8,996)                                                (17,362)
           YETI   Holdings     Inc                 Goldman    Sachs
      (6,554)                                                (40,897)
      10,755     YETI   Holdings     Inc                                     20,757
                                   HSBC
           YETI   Holdings     Inc                 Morgan    Stanley
      (3,448)                                                 (6,655)
       9,696    YETI   Holdings     Inc                 Morgan    Stanley                18,713
       9,709    Yext   Inc                      Goldman    Sachs                8,932
      30,115     Yext   Inc                                          5,783
                                   HSBC
      45,080     Yext   Inc                      Morgan    Stanley                4,508
       4,745    Y-mAbs    Therapeutics       Inc              Goldman    Sachs               11,198
       1,513    Y-mAbs    Therapeutics       Inc                                  8,261
                                   HSBC
       5,867    Y-mAbs    Therapeutics       Inc              Morgan    Stanley                32,034
      12,773     York   Water   Co                   Bank   of  America    Merrill    Lynch
                                                      (15,200)
       3,813    York   Water   Co                   Goldman    Sachs
                                                       (4,537)
      10,278     York   Water   Co                                      15,777
                                   HSBC
      10,053     York   Water   Co                   Morgan    Stanley                2,614
           YRC  Worldwide     Inc
      (67,702)                             HSBC                   (60,255)
       5,496    Yum  China   Holdings     Inc               Bank   of  America    Merrill    Lynch
                                                       (5,841)
           Yum  China   Holdings     Inc               Barclays     Bank               48,109
      (16,450)
       9,570    Yum  China   Holdings     Inc               Barclays     Bank
                                                      (28,327)
           Yum  China   Holdings     Inc               Goldman    Sachs               16,870
      (8,959)
           Yum  China   Holdings     Inc                                    417
       (851)                            HSBC
           Yum  China   Holdings     Inc               Morgan    Stanley                39,125
      (13,218)
                                324/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
       5,081    Yum!   Brands    Inc                  Bank   of  America    Merrill    Lynch        5,030
           Yum!   Brands    Inc                  Bank   of  America    Merrill    Lynch
      (6,745)                                                 (6,678)
           Yum!   Brands    Inc                  Barclays     Bank
      (5,174)                                                 (3,881)
           Yum!   Brands    Inc                  Goldman    Sachs
      (9,726)                                                (11,242)
       1,230    Yum!   Brands    Inc
                                   HSBC                    (1,539)
       7,744    Yum!   Brands    Inc                  Morgan    Stanley                5,808
           ZAGG   Inc                      Bank   of  America    Merrill    Lynch
      (25,209)                                                 (16,386)
           ZAGG   Inc                      Goldman    Sachs
      (18,879)                                                 (12,271)
           ZAGG   Inc
      (10,414)                             HSBC                    (6,144)
        422   Zebra   Technologies       Corp   ’A’            Bank   of  America    Merrill    Lynch       11,862
           Zebra   Technologies       Corp   ’A’            Bank   of  America    Merrill    Lynch
      (1,215)                                                (34,154)
        424   Zebra   Technologies       Corp   ’A’            Barclays     Bank               4,834
           Zebra   Technologies       Corp   ’A’            Barclays     Bank
       (289)                                                (3,295)
       1,325    Zebra   Technologies       Corp   ’A’            Goldman    Sachs               37,246
           Zebra   Technologies       Corp   ’A’            Goldman    Sachs
      (1,785)                                                (45,977)
       1,140    Zebra   Technologies       Corp   ’A’            Morgan    Stanley                12,996
       9,977    Zendesk    Inc                    Barclays     Bank               79,516
      14,104     Zendesk    Inc                    Morgan    Stanley               112,409
           Zentalis     Pharmaceuticals        Inc            Bank   of  America    Merrill    Lynch
      (4,372)                                                (37,459)
           Zentalis     Pharmaceuticals        Inc
      (8,594)                             HSBC                   (32,142)
           Zillow    Group   Inc  ’C’                Bank   of  America    Merrill    Lynch
       (207)                                                 (22)
           Zillow    Group   Inc  ’C’                Barclays     Bank               13,695
      (3,740)
           Zillow    Group   Inc  ’C’                Goldman    Sachs                2,051
      (3,038)
           Zillow    Group   Inc  ’C’                Morgan    Stanley                15,397
      (2,271)
           Zimmer    Biomet    Holdings     Inc             Bank   of  America    Merrill    Lynch        5,966
      (9,623)
           Zimmer    Biomet    Holdings     Inc             Barclays     Bank
      (1,163)                                                 (3,908)
           Zimmer    Biomet    Holdings     Inc             Goldman    Sachs                1,478
      (2,385)
           Zimmer    Biomet    Holdings     Inc                                10,262
      (1,616)                             HSBC
           Zimmer    Biomet    Holdings     Inc             Morgan    Stanley
      (2,959)                                                 (9,942)
      13,615     Zions   Bancorp    NA                 Bank   of  America    Merrill    Lynch
                                                       (2,995)
           Zions   Bancorp    NA                 Bank   of  America    Merrill    Lynch
      (2,200)                                                   (7)
      25,289     Zions   Bancorp    NA                 Barclays     Bank
                                                        (759)
           Zions   Bancorp    NA                 Barclays     Bank                460
      (15,320)
           Zions   Bancorp    NA                 Goldman    Sachs                5,274
      (23,971)
      13,970     Zions   Bancorp    NA
                                   HSBC                     (699)
      43,953     Zions   Bancorp    NA                 Morgan    Stanley
                                                       (1,319)
           ZIOPHARM     Oncology     Inc
     (260,624)                              HSBC                   (14,837)
           Zix  Corp                      Bank   of  America    Merrill    Lynch
      (14,921)                                                 (5,073)
           Zix  Corp                      Goldman    Sachs
      (11,813)                                                 (4,016)
           Zix  Corp
      (43,881)                             HSBC                    (1,931)
           Zix  Corp                      Morgan    Stanley                1,213
      (40,433)
        416   Zoetis    Inc                     Barclays     Bank                379
       1,345    Zoetis    Inc                     Goldman    Sachs
                                                       (5,770)
       6,154    Zoetis    Inc
                                   HSBC                   (25,880)
      23,706     Zoetis    Inc                     Morgan    Stanley
                                                      (77,978)
                                325/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   未実現評価益／
                                                     （損）
     保有高                銘柄                   取引相手
                                                    （米ドル）
           米国（続き）
           Zogenix    Inc                    Bank   of  America    Merrill    Lynch
      (5,053)                                                 (2,958)
           Zogenix    Inc                                        8,643
      (4,996)                             HSBC
           Zogenix    Inc                    Morgan    Stanley
      (28,941)                                                 (16,496)
           Zoom   Video   Communications        Inc  ’A’         Bank   of  America    Merrill    Lynch
      (1,352)                                                (109,309)
           Zoom   Video   Communications        Inc  ’A’         Barclays     Bank
       (265)                                               (13,512)
           Zoom   Video   Communications        Inc  ’A’         Morgan    Stanley
       (303)                                               (15,065)
           ZoomInfo     Technologies       Inc  ’A’           Barclays     Bank
      (4,781)                                                (22,471)
           ZoomInfo     Technologies       Inc  ’A’           Goldman    Sachs
      (9,633)                                                (49,821)
           Zovio   Inc                     Bank   of  America    Merrill    Lynch       15,835
      (18,851)
           Zovio   Inc                                         5,417
      (38,696)                             HSBC
           Zovio   Inc                     Morgan    Stanley                3,720
      (26,573)
        605   Zscaler    Inc                    Barclays     Bank               7,157
        901   Zscaler    Inc                    Goldman    Sachs               19,236
       3,819    Zscaler    Inc                    Morgan    Stanley                45,179
        868   Zumiez    Inc                     Bank   of  America    Merrill    Lynch
                                                        (896)
       3,562    Zumiez    Inc                     Goldman    Sachs                5,091
      21,000     Zumiez    Inc
                                   HSBC                    (8,169)
           Zuora   Inc  ’A’
     (110,129)                              HSBC                    (4,073)
           Zuora   Inc  ’A’                   Morgan    Stanley                  313
      (2,084)
           Zynerba    Pharmaceuticals        Inc            Goldman    Sachs
      (12,937)                                                 (10,350)
           Zynerba    Pharmaceuticals        Inc
      (61,843)                             HSBC                   (35,439)
       1,418    Zynex   Inc                     Bank   of  America    Merrill    Lynch         723
      15,908     Zynex   Inc                     Goldman    Sachs                8,113
       9,209    Zynex   Inc                                         3,184
                                   HSBC
      187,434     Zynga   Inc  ’A’                                       51,545
                                   HSBC
                                                        462
      92,428     Zynga   Inc  ’A’                   Morgan    Stanley
                                                     (5,401,451)
                                                     (3,980,773)
    合計
    * 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、当証券は会計年度末現在で公正価値
     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。

                                326/368







                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
    未決済先渡為替予約　2020年11月30日現在
                                                 未実現純評価益／
    通貨      買予約       通貨      売予約           取引相手          期日        （損）
                                                   （米ドル）
    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        1,275,441     USD        1,416,592                  15/12/2020             (4,863)
                                  &  Trust   Company
                                State   Street    Bank
                                                        (772)
    USD         88,078    CHF          80,271                15/12/2020
                                  &  Trust   Company
                                                       (5,635)
    ヘッジを使用したユーロ建投資証券クラス
                                State   Street    Bank
                                                     3,419,530
    EUR       330,618,873      USD       393,326,332                   15/12/2020
                                  &  Trust   Company
                                State   Street    Bank
                                                      (164,574)
    USD       11,443,381      EUR        9,673,219                  15/12/2020
                                  &  Trust   Company
                                                     3,254,956
    ヘッジを使用した英ポンド建投資証券クラス
                                State   Street    Bank
                                                        1,878
    GBP         92,171    USD         121,403                 15/12/2020
                                  &  Trust   Company
                                State   Street    Bank
                                                         (11)
    USD           871  GBP           660               15/12/2020
                                  &  Trust   Company
                                                        1,867
    ヘッジを使用した日本円建投資証券クラス
                                State   Street    Bank
    JPY     25,650,569,070        USD       246,270,130                   15/12/2020           (172,577)
                                  &  Trust   Company
                                State   Street    Bank
                                                      (53,044)
    USD        8,469,155     JPY       888,262,726                   15/12/2020
                                  &  Trust   Company
                                                      (225,621)
    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
                                                      460,723
    SEK       298,226,597      USD        34,703,700                  15/12/2020
                                  &  Trust   Company
                                State   Street    Bank
                                                       (9,730)
    USD         606,948    SEK        5,230,012                  15/12/2020
                                  &  Trust   Company
                                                      450,993
                                                     3,476,560
    合計
    添付の注記は、これらの財務書類の不可分の一部である。

                                327/368









                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
    業種別内訳　2020年11月30日現在
                                     純資産比率
                                      （％）
    金融                                      65.14
    政府                                      26.75
    エネルギー                                      3.75
    消費財、非循環型                                      3.33
    消費財、循環型                                      1.70
    モーゲージ証券                                      0.34
    技術                                      0.11
                                          0.05
    通信
    投資有価証券－時価
                                         101.17
                                          (1.17)
    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。

                                328/368















                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
    ブラックロック・ＩＣＳ・ＵＳトレジャリー・ファンド
    損益計算書
    2020年９月30日に終了した会計年度
                                       2020年            2019年
                                注記       千米ドル            千米ドル

    営業収益                             ５                      272,710

                                          138,139
                                                         367
                                           1,450
    金融商品に係る純利益                             ７
                                                       273,077
    投資収益合計                                       139,589
    営業費用                             ６          (26,654)            (18,810)
                                                       254,267
    純営業利益                                       112,935
    財務費用：
                                          (109,243)            (238,800)
    償還可能投資証券保有者への分配金                             ８
    財務費用合計                                      (109,243)            (238,800)

                                                       15,467
    純利益                                        3,692
                                                       15,467
    償還可能投資証券保有者に帰属する純資産の増加                                        3,692
    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
    2020年９月30日に終了した会計年度
                                       2020年            2019年
                                       千米ドル            千米ドル

    期首純資産                                                 11,308,849

                                         14,146,140
                                                       15,467
    償還可能投資証券保有者に帰属する純資産の増加                                        3,692
    投資証券取引：

                                                     83,809,795
    　償還可能投資証券の発行                                    153,905,900
    　償還可能投資証券の買戻                                    (146,833,759)             (81,072,165)
                                                       84,194
                                           59,337
    　分配金再投資額
                                                      2,821,824
    投資証券取引による純資産の増加                                      7,131,478
                                                     14,146,140
    期末純資産                                     21,281,310
    添付の注記は、これらの財務書類の不可分の一部である。

                                329/368





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                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
    ブラックロック・ＩＣＳ・ＵＳトレジャリー・ファンド
    貸借対照表
    2020年９月30日現在
                                       2020年            2019年
                                注記       千米ドル            千米ドル

    流動資産

                                                       377,875
    現金                                       791,865
                                                       11,789
    未収金                             10           6,207
                                                     13,842,168
                                         20,519,603
    損益を通じて公正価値で測定する金融資産                             ４
                                                     14,231,832
    流動資産合計                                     21,317,675
    流動負債
                                                       85,692
                                           36,365
    未払金                             11
                                                       85,692
    流動負債合計                                       36,365
                                                     14,146,140
    償還可能投資証券保有者に帰属する純資産                             13        21,281,310
    添付の注記は、これらの財務書類の不可分の一部である。

                                330/368













                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
    ブラックロック・ＩＣＳ・ＵＳトレジャリー・ファンド
    投資有価証券明細表　2020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（2019年９月30日：38.78％）
                 米国（2019年９月30日：38.78％）
                 United    States    of  America    Bill,   0.00%,    01/12/2020
       22,760,000       USD                                    22,754       0.11
                 United    States    of  America    Bill,   0.00%,    22/12/2020
       35,570,000       USD                                    35,558       0.17
                 United    States    of  America    Bill,   0.00%,    05/01/2021
       74,655,000       USD                                    74,635       0.35
                 United    States    of  America    Bill,   0.00%,    12/01/2021
      400,000,000       USD                                   399,897       1.88
                 United    States    of  America    Bill,   0.00%,    19/01/2021
      154,315,000       USD                                   154,258       0.72
                 United    States    of  America    Bill,   0.00%,    26/01/2021
       11,460,000       USD                                    11,456       0.05
                 United    States    of  America    Bill,   0.00%,    02/02/2021
      468,535,000       USD                                   468,358       2.20
                 United    States    of  America    Bill,   0.00%,    16/02/2021
      400,000,000       USD                                   399,816       1.88
                 United    States    of  America    Bill,   0.00%,    23/02/2021
      721,940,000       USD                                   721,642       3.39
                 US  Treasury,     1.75%,    16/11/2020
       13,405,000       USD                                    13,407       0.06
                 US  Treasury,     2.63%,    16/11/2020
       25,685,000       USD                                    25,716       0.12
                 US  Treasury,     1.63%,    30/11/2020
      114,510,000       USD                                   114,511       0.54
                 US  Treasury,     2.00%,    30/11/2020
       89,655,000       USD                                    89,710       0.42
                 US  Treasury,     2.75%,    30/11/2020
      150,255,000       USD                                   150,722       0.71
                 US  Treasury,     1.75%,    31/12/2020
       23,160,000       USD                                    23,165       0.11
                 US  Treasury,     2.38%,    31/12/2020
       18,070,000       USD                                    18,125       0.09
                 US  Treasury,     2.50%,    31/12/2020
      213,115,000       USD                                   213,571       1.00
                 US  Treasury,     3.63%,    15/02/2021
       11,530,000       USD                                    11,661       0.05
                 US  Treasury,     2.50%,    28/02/2021
      110,000,000       USD                                   110,786       0.52
                 US  Treasury,     FRN,   0.15%,    31/10/2020
     2,171,000,000        USD                                  2,170,766        10.20
                 US  Treasury,     FRN,   0.22%,    31/01/2021
     1,930,000,000        USD                                  1,929,951        9.07
                 US  Treasury,     FRN,   0.24%,    30/04/2021
      220,849,700       USD                                   220,980       1.04
                 US  Treasury     Bill,   0.00%,    06/10/2020
       69,865,000       USD                                    69,864       0.33
                 US  Treasury     Bill,   0.00%,    08/10/2020
       73,220,000       USD                                    73,218       0.34
                 US  Treasury     Bill,   0.00%,    13/10/2020
      208,360,000       USD                                   208,353       0.98
                 US  Treasury     Bill,   0.00%,    15/10/2020
      801,190,000       USD                                   801,142       3.76
                 US  Treasury     Bill,   0.00%,    22/10/2020
       63,540,000       USD                                    63,536       0.30
                 US  Treasury     Bill,   0.00%,    27/10/2020
      400,000,000       USD                                   399,974       1.88
                 US  Treasury     Bill,   0.00%,    29/10/2020
      611,120,000       USD                                   611,070       2.87
                 US  Treasury     Bill,   0.00%,    03/11/2020
     1,585,075,000        USD                                  1,584,930        7.45
                 US  Treasury     Bill,   0.00%,    10/11/2020
      110,285,000       USD                                   110,263       0.52
                 US  Treasury     Bill,   0.00%,    17/11/2020
      225,000,000       USD                                   224,944       1.06
                 US  Treasury     Bill,   0.00%,    19/11/2020
       65,095,000       USD                                    65,086       0.31
                 US  Treasury     Bill,   0.00%,    24/11/2020
      252,635,000       USD                                   252,568       1.19
                 US  Treasury     Bill,   0.00%,    27/11/2020
       35,250,000       USD                                    35,241       0.17
                 US  Treasury     Bill,   0.00%,    03/12/2020
       43,365,000       USD                                    43,352       0.20
                 US  Treasury     Bill,   0.00%,    24/12/2020
      514,045,000       USD                                   513,919       2.41
                 US  Treasury     Bill,   0.00%,    31/12/2020
       76,025,000       USD                                    75,994       0.36
                 US  Treasury     Bill,   0.00%,    07/01/2021
      300,000,000       USD                                   299,902       1.41
                 US  Treasury     Bill,   0.00%,    14/01/2021
       74,300,000       USD                                    74,276       0.35
                 US  Treasury     Bill,   0.00%,    21/01/2021
      950,000,000       USD                                   949,692       4.46
                                331/368



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                                                有価証券報告書（内国投資信託受益証券）
                                               公正価値       純資産比率
       保有高       通貨                銘柄
                                              （千米ドル）         （％）
                 米国（2019年９月30日：38.78％）（続き）
                 US  Treasury     Bill,   0.00%,    28/01/2021
       94,155,000       USD                                    94,109       0.44
                 US  Treasury     Bill,   0.00%,    04/02/2021
      250,000,000       USD                                   249,908       1.17
                 US  Treasury     Bill,   0.00%,    11/02/2021
      160,060,000       USD                                   159,989       0.75
                 US  Treasury     Bill,   0.00%,    25/02/2021
      150,000,000       USD                                   149,890       0.70
                 US  Treasury     Bill,   0.00%,    18/03/2021
      125,000,000       USD                                   124,936       0.59
                 US  Treasury     Bill,   0.00%,    25/03/2021
      176,205,000       USD                                   176,052       0.83
                 US  Treasury     Bill,   0.00%,    20/05/2021
      144,235,000       USD                                   144,087       0.68
                 US  Treasury     Bill,   0.00%,    15/07/2021
       54,555,000       USD                                    54,488       0.26
                 US  Treasury     Bill,   0.00%,    12/08/2021
       74,575,000       USD                                    74,484       0.35
                 US  Treasury     Bill,   0.00%,    09/09/2021
                                                 47,891       0.23
       47,955,000       USD
                 米国合計                              15,114,603        71.03
    国債に対する投資合計                                           15,114,603        71.03
    債券に対する投資合計                                           15,114,603        71.03
                                               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         （2019年９月30日：59.07％）
                                                   －      －
    フランス（2019年９月30日：0.78％）
    米国（2019年９月30日：58.29％）

                Bank   of  Nova   Scotia
      400,000,000       USD                       0.07%     01/10/2020        400,000        1.88
     1,300,000,000        USD   Barclays                    0.06%     01/10/2020       1,300,000         6.11
                BNP  Paribas
      850,000,000       USD                       0.06%     01/10/2020        850,000        3.99
                BofA   Securities
      325,000,000       USD                       0.06%     01/10/2020        325,000        1.53
                BofA   Securities
      150,000,000       USD                       0.06%     01/10/2020        150,000        0.70
      70,000,000       USD   Citigroup                    0.06%     01/10/2020        70,000       0.33
                Credit    Agricole
      185,000,000       USD                       0.06%     01/10/2020        185,000        0.87
                Credit    Suisse
      500,000,000       USD                       0.06%     01/10/2020        500,000        2.35
                J.P.   Morgan
      196,078,431       USD                       0.08%     01/10/2020        196,078        0.92
                J.P.   Morgan
      148,427,801       USD                       0.08%     01/10/2020        148,428        0.70
                J.P.   Morgan
      104,485,294       USD                       0.08%     01/10/2020        104,485        0.49
                J.P.   Morgan
      51,009,436       USD                       0.08%     01/10/2020        51,009       0.24
                Societe    Generale
      500,000,000       USD                       0.06%     01/10/2020        500,000        2.35
                TD  Securities      (USA)
      540,000,000       USD                       0.06%     01/10/2020        540,000        2.54
                Wells   Fargo
      84,000,000       USD                       0.06%     01/10/2020        84,000       0.39
                Wells   Fargo                               1,000        －
       1,000,000      USD                       0.06%     01/10/2020
    米国合計                                           5,405,000        25.39
    リバースレポ取引に対する投資合計                                           5,405,000        25.39
    損益を通じて公正価値で測定する金融資産合計                                           20,519,603         96.42

    現金                                            791,865        3.72
                                                (30,158)       (0.14)
    その他の資産および負債
    償還可能投資証券保有者に帰属する純資産                                           21,281,310        100.00
                                332/368




                                                          EDINET提出書類
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                                                有価証券報告書（内国投資信託受益証券）
                                                     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                                                   23.89
    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                                                   72.37
                                                        3.74
    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5,481,565,000米ドルであった。
                                333/368

















                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
    ２【ファンドの現況】
     【純資産額計算書】(2021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                                            1,207,548,454円

    Ⅱ　負債総額                                              8,025,800円

    Ⅲ　純資産総額(Ⅰ－Ⅱ)                                            1,199,522,654円

    Ⅳ　発行済数量                                            1,204,458,714口

    Ⅴ　１単位当たり純資産額(Ⅲ／Ⅳ)                                                0.9959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                                            1,661,392,426円

    Ⅱ　負債総額                                              20,989,584円

    Ⅲ　純資産総額(Ⅰ－Ⅱ)                                            1,640,402,842円

    Ⅳ　発行済数量                                            1,283,599,810口

    Ⅴ　１単位当たり純資産額(Ⅲ／Ⅳ)                                                1.2780円

                                334/368












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                                                有価証券報告書（内国投資信託受益証券）
    第４【内国投資信託受益証券事務の概要】
    １　受益証券の名義書換え等

      該当事項はありません。
    ２　受益者名簿の閉鎖の時期

      受益者名簿は作成していません。
    ３　投資者に対する特典

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

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

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

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

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

      委託会社は、受益権の再分割を行ないません。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。
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                                                有価証券報告書（内国投資信託受益証券）
    10　質権口記載または記録の受益権の取り扱いについて
      振替機関等の振替口座簿の質権口に記載または記録されている受益権にかかる収益分配金の支払い、換金の申込の
     受付け、換金代金および償還金の支払い等については、約款の規定によるほか、民法その他の法令等にしたがって取
     り扱われます。
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    第二部【委託会社等の情報】
    第１【委託会社等の概況】

    １【委託会社等の概況】

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

      ③  発行済株式の総数　　　15,000株

      ④  直近５ヵ年における主な資本金の額の増減

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

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

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

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

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

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

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

       ・委託会社ではリスク管理を重視しており、独自開発のシステムを用いてリスク管理を行なっております。具体
        的には、運用担当部門とは異なる部門においてファンドの投資リスクの計測・分析、投資制限のモニタリング
        などを行なうことにより、ファンドの投資リスクが運用方針に合致していることを確認し、その結果を運用担
        当部門にフィードバックするほか、社内の関係者で共有しております。また、委託会社の業務に関するリスク
        について社内規程を定めて管理を行なっております。
                                337/368



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                                                有価証券報告書（内国投資信託受益証券）
    ２【事業の内容及び営業の概況】
      投信法に定める投資信託委託会社である委託会社は、証券投資信託の設定を行なうとともに金融商品取引法に定め
     る金融商品取引業者としてその運用（投資運用業）を行なっています。また、金融商品取引法に定める投資助言業
     務、第一種金融商品取引業務および第二種金融商品取引業務等を行なっています。
      委託会社の運用する証券投資信託は2021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                           173          10,389,095

             単位型株式投資信託                           43           381,865

                 合計                       216          10,770,960

                                338/368

















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                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
    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34期事業年度（自2020年1月1日　至2020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。

                                339/368
















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     (1)【貸借対照表】
                                                   (単位：百万円)
                                      第33期             第34期
                                  (2019年12月31日現在)             (2020年12月31日現在)
    資産の部
    　流動資産
    　　現金・預金                                      20,388             17,786
    　　立替金                                        26             29
    　　前払費用                                        175             190
    　　未収入金                         ※２               9             3
    　　未収委託者報酬                                       1,696             1,756
    　　未収運用受託報酬                                       2,268             2,166
    　　未収収益                         ※２             1,327              872
                                             0             0
    　　その他流動資産
    　　流動資産計                                      25,892             22,805
    　固定資産
    　　有形固定資産
    　　　建物附属設備                         ※１             1,240             1,002
                                            475             480
    　　　器具備品                         ※１
    　　　有形固定資産計                                       1,716             1,482
    　　無形固定資産
                                             5             6
    　　　ソフトウエア
    　　　無形固定資産計                                         5             6
    　　投資その他の資産
    　　　投資有価証券                                        49            142
    　　　長期差入保証金                                       1,120             1,122
    　　　前払年金費用                                        800             899
    　　　長期前払費用                                        45             34
                                            824             888
    　　　繰延税金資産
    　　　投資その他の資産計                                       2,839             3,088
    　　　固定資産計                                       4,561             4,577
    　　資産合計                                      30,454             27,383
                                340/368









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                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   (単位：百万円)
                                      第33期             第34期
                                  (2019年12月31日現在)             (2020年12月31日現在)
    負債の部
    　流動負債
    　　預り金                                        94            121
    　　未払金                         ※２
    　　　未払収益分配金                                         4             4
    　　　未払償還金                                        74             74
    　　　未払手数料                                        487             444
    　　　その他未払金                                        908            1,508
    　　未払費用                         ※２              653             859
    　　未払消費税等                                        117             210
    　　未払法人税等                                        363             343
    　　前受金                                        97             84
    　　賞与引当金                                       2,017             1,987
    　　役員賞与引当金                                        139             195
                                            10             -
    　　早期退職慰労引当金
    　　流動負債計                                       4,967             5,835
    　固定負債
    　　退職給付引当金                                        67             69
                                            782             783
    　　資産除去債務
    　　固定負債計                                        850             853
    　負債合計                                       5,818             6,688
    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
                                          14,330             10,386
    　　　　繰越利益剰余金
    　　　利益剰余金合計                                      14,666             10,723
    　　株主資本合計                                      24,634             20,691
    　評価・換算差額等
                                             1             3
    　　その他有価証券評価差額金
    　　評価・換算差額等合計                                         1             3
    　純資産合計                                      24,636             20,694
    負債・純資産合計                                      30,454             27,383
                                341/368






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                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
     (2)【損益計算書】
                                                   (単位：百万円)
                                      第33期             第34期
                                  (自　2019年1月1日             (自　2020年1月1日
                                   至　2019年12月31日)             至　2020年12月31日)
    営業収益
    　委託者報酬                                       5,643             5,605
    　運用受託報酬                         ※１             7,545             7,342
                                          13,290             12,092
    　その他営業収益                         ※１
    　　営業収益計
                                          26,480             25,041
    営業費用
    　支払手数料                                       1,632             1,405
    　広告宣伝費                                        167             127
    　調査費
    　　調査費                                        381             352
                                           3,587             3,346
    　　委託調査費                         ※１
    　　調査費計
                                           3,968             3,698
    　委託計算費                                        82             85
    　営業雑経費
    　　通信費                                        53             64
    　　印刷費                                        82             82
                                            43             49
    　　諸会費
    　　営業雑経費計                                        178             195
    　営業費用計
                                           6,029             5,512
    一般管理費
    　給料
    　　役員報酬                                        482             601
    　　給料・手当                                       4,441             4,691
                                           2,343             2,384
    　　賞与
    　　給料計
                                           7,268             7,678
    　退職給付費用                                        308             331
    　福利厚生費                                        977            1,028
    　事務委託費                         ※１             2,339             2,701
    　交際費                                        57             16
    　寄付金                                         2             1
    　旅費交通費                                        233             60
    　租税公課                                        257             246
    　不動産賃借料                                        875             905
    　水道光熱費                                        76             60
    　固定資産減価償却費                                        404             428
    　資産除去債務利息費用                                         0             0
                                            312             390
    　諸経費
    　一般管理費計                                      13,114             13,851
    　営業利益
                                           7,335             5,677
                                342/368







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                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                                                   (単位：百万円)
                                      第33期             第34期
                                  (自　2019年1月1日             (自　2020年1月1日
                                   至　2019年12月31日)             至　2020年12月31日)
    営業外収益
                                             1             5
    　その他
    　営業外収益計
                                             1             5
    営業外費用
    　為替差損                                        32             20
    　固定資産除却損                                         3             0
                                             0             -
    　その他
    　営業外費用計                                        36             20
    経常利益
                                           7,300             5,662
    特別利益
    　特別利益計
                                             -             -
    特別損失
                                            36             -
    　特別退職金
    　特別損失計                                        36             -
    税引前当期純利益
                                           7,263             5,662
    法人税、住民税及び事業税                                       2,338             1,970
                                            22            △64
    法人税等調整額
    当期純利益                                       4,902             3,756
                                343/368














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                                               ブラックロック・ジャパン株式会社(E09096)
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     (3)【株主資本等変動計算書】
    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               その他
                                         株主資本         評価・換算
                                                        合計
                         資本
             資本金                   剰余金             有価証券
                 資本   その他資本         利益        利益剰余金
                                          合計        差額等合計
                         剰余金
                                             評価差額金
                 準備金    剰余金        準備金         合計
                                繰越利益
                         合計
                                剰余金
    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
    第34期　(自　2020年1月1日　至　2020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               その他
                                         株主資本         評価・換算
                                                        合計
                         資本
             資本金                   剰余金             有価証券
                 資本   その他資本         利益        利益剰余金
                                          合計        差額等合計
                         剰余金
                                             評価差額金
                 準備金    剰余金        準備金         合計
                                繰越利益
                         合計
                                剰余金
    2020年1月1日残高         3,120   3,001     3,846   6,847    336    14,330     14,666    24,634       1     1  24,636
    当期変動額
    　剰余金の配当                             △7,700     △7,700    △7,700              △7,700
    　当期純利益                             3,756     3,756    3,756              3,756
    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           -   -     -   -   -  △3,943     △3,943    △3,943       1     1 △3,942
    2020年12月31日残高         3,120   3,001     3,846   6,847    336    10,386     10,723    20,691       3     3  20,694
                                344/368









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    注　記　事　項
    ［重要な会計方針］

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

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

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

        自社利用のソフトウエアの減価償却方法については、社内における利用可能期間（5年）に基づく定額法によっ
        ております。
    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。
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      (3)  　賞与引当金の計上方法
        従業員の賞与の支払に備えて、賞与支給見込額の当事業年度負担額を計上しております。
      (4)  　役員賞与引当金の計上方法

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

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

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

      (1)  　消費税等の処理方法
        消費税等の会計処理は、税抜方式によっております。
      (2)  　連結納税制度の適用
        親会社であるブラックロック・ジャパン・ホールディングス合同会社を連結納税親会社                                         として、連結納税制度
        を適用しております。
      (3)　   連結納税制度からグループ通算制度への移行に係る税効果会計の適用
        当社は、「所得税法等の一部を改正する法律」（令和2年法律第8号）において創設されたグループ通算制度へ
        の移行及びグループ通算制度への移行にあわせて単体納税制度の見直しが行われた項目については、「連結納
        税制度からグループ通算制度への移行に係る税効果会計の適用に関する取扱い」（実務対応報告第39号                                                2020年
        3月31日）第３項の取扱いにより、「税効果会計に係る会計基準の適用指針」（企業会計基準適用指針第28号
        2018年2月16日）第44項の定めを適用せず、繰延税金資産及び繰延税金負債の額について、改正前の税法の規定
        に基づいております。
    （会計方針の変更）

    （金銭債権と金銭債務の相殺表示に関わる会計方針の変更）
    　当社は、当社グループ会社間の債権債務を含む金銭債権及び金銭債務を従来総額で表示しておりましたが、グループ
    会社間でのマスター・ネッティング契約締結を契機に見直しを行った結果、「金融商品会計に関する実務指針」(日本公
    認会計士協会       会計制度委員会報告第14号)第140項に基づき、金銭債権と金銭債務を相殺表示する方が当社の財政状態を
    より適切に表示できると判断し、当事業年度から相殺表示する方法へ変更しております。
    　前事業年度末の財務諸表等については、当該変更に伴う組替えを行っております。この結果、遡及修正を行う前と比
    べて、前事業年度末の未収入金、金銭債権である未収収益、その他未払金及び金銭債務である未払費用が、それぞれ20
    百万円、505百万円、77百万円及び449百万円減少しています。
    （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　2020年3月31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　2020年3月31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。
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                                                          EDINET提出書類
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      (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。
    「時価の算定に関する会計基準」(企業会計基準30号　2019年7月4日)

    「時価の算定に関する会計基準の適用指針」(企業会計基準適用指針第31号　2019年7月4日)
    「金融商品に関する会計基準」(企業会計基準第10号　2019年7月4日)
    「金融商品の時価等の開示に関する適用指針」(企業会計基準適用指針第19号　2020年3月31日)
      (1)  　概要
        　国際的な会計基準の定めとの比較可能性を向上させるため、「時価の算定に関する会計基準」及び「時価の
        算定に関する会計基準の適用指針」(以下「時価算定会計基準等」という。)が開発され、時価の算定方法に関
        するガイダンス等が定められました。時価算定会計基準等は次の項目の時価に適用されます。
        　・「金融商品に関する会計基準」における金融商品
        　また「金融商品の時価等の開示に関する適用指針」が改訂され、金融商品の時価のレベルごとの内訳等の注
        記事項が定められました。
      (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。
    （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
                          (2019年12月31日)                  (2020年12月31日)
    建物附属設備                        1,769　百万円                  2,010　百万円
    器具備品                        1,104　百万円                  1,290　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
                          (2019年12月31日)                  (2020年12月31日)
    未収入金                          3　百万円                  -　百万円
    未収収益                         579　百万円                  185　百万円
    その他未払金                         894　百万円                 1,496　百万円
    未払費用                         182　百万円                  89　百万円
    ※３　当社は、運転資金の効率的な調達を行うため取引銀行２行と当座貸越契約を締結しております。これら契約に基

    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
                          (2019年12月31日)                  (2020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
                                347/368





                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
    （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　2019年1月1日                  (自　2020年1月1日
                          至　2019年12月31日）                  至　2020年12月31日）
    運用受託報酬                         225　百万円                  247　百万円
    その他営業収益                        5,554　百万円                  5,052　百万円
    委託調査費                         698　百万円                  763　百万円
    事務委託費                         954　百万円                  851　百万円
    （株主資本等変動計算書関係）

    前事業年度　(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
                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

    (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
    当事業年度　(自　2020年1月1日　至　2020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。
                                348/368






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                                               ブラックロック・ジャパン株式会社(E09096)
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    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）
       2020年3月30日

                普通株式        7,700       513,333      2019年12月31日          2020年3月30日
       株主総会決議
    （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、未収運用受託報酬及び未収収益は、顧客及び関係会社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及び未払費用はその全てが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　（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                         1,327           1,327             －
    (5)　長期差入保証金                         1,120           1,116            △4
            資産計                 26,801           26,797             △4
    (1)　未払手数料                          487           487            －
    (2)　未払費用                          653           653            －
            負債計                  1,141           1,141             －
                                349/368





                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
    当事業年度　（2020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                         17,786           17,786             －
    (2)　未収委託者報酬                         1,756           1,756             －
    (3)　未収運用受託報酬                         2,166           2,166             －
    (4)　未収収益                          872           872            －
    (5)　長期差入保証金                         1,122           1,123             1
            資産計                 23,704           23,705              1
    (1)　未払手数料                          444           444            －
    (2)　未払費用                          859           859            －
            負債計                  1,304           1,304             －
    (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、事務所の敷金を合理的に見積もった返済期日までの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（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                  1,327          －        －        －
    (5)　長期差入保証金                    －       1,051         57        11
         合計             25,680         1,051         57        11
    当事業年度（2020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                  17,786          －        －        －
    (2)　未収委託者報酬                  1,756          －        －        －
    (3)　未収運用受託報酬                  2,166          －        －        －
    (4)　未収収益                   872         －        －        －
         合計             22,581          －        －        －
                                350/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
    （有価証券関係）
    前事業年度　(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）
        貸借対照表計上額が取得原             その他
        価を超えるもの             　投資信託            49        47        1
                 合計                 49        47        1
    当事業年度　(2020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）
        貸借対照表計上額が取得原             その他
        価を超えるもの             　投資信託            142        138        4
                 合計                142        138        4
    （退職給付関係）

    前事業年度　(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、2009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、
      2011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、2011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  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
                                351/368






                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
      (2)  　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  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
      (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
                                (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）
                                 前事業年度
                               (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。
                                 前事業年度
                               (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。
                                352/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
      　②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  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%
    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　2020年1月1日　至　2020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、2009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、
      2011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、2011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  2020年1月     1日
                               至  2020年12月31日)
    退職給付債務の期首残高                                2,047
    　勤務費用                                 297
    　利息費用                                 11
    　数理計算上の差異の発生額                                △82
    　退職給付の支払額                                △123
    　過去勤務費用の発生額                                  -
    退職給付債務の期末残高                                2,149
      (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  2020年1月     1日
                               至  2020年12月31日)
    年金資産の期首残高                                2,979
    　期待運用収益                                 14
    　数理計算上の差異の発生額                                 92
    　事業主からの拠出額                                 350
    　退職給付の支払額                                △123
    年金資産の期末残高                                3,313
                                353/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
      (3)  　退職給付債務及び年金資産の期末残高と貸借対照表に計上された退職給付引当金及び前払年金費用の調整表
                                  （単位：百万円）
                                 当事業年度
                                (2020年12月31日)
    積立型制度の退職給付債務                                2,080
    年金資産                               △3,313
                                   △1,233
    非積立型制度の退職給付債務                                 69
    未積立退職給付債務                               △1,163
    未認識数理計算上の差異                                 296
    未認識過去勤務費用                                 37
                                    △829
    貸借対照表に計上された負債と資産の純額
    退職給付引当金                                 69
    前払年金費用                                △899
    貸借対照表に計上された負債と資産の純額                                △829
      (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  2020年1月     1日
                               至  2020年12月31日)
    勤務費用                                 297
    利息費用                                 11
    期待運用収益                                △14
    数理計算上の差異の費用処理額                                △36
    過去勤務費用の処理額                                 △4
    確定給付制度に係る退職給付費用合計                                 252
    特別退職金                                  -
    合計                                 252
      (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
                               (2020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74%、株式24%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  2020年1月     1日
                               至  2020年12月31日)
    割引率                                1.0%
    長期期待運用収益率                                0.5%
                                354/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
    3.　　確定拠出制度
    　　当社の確定拠出制度への要拠出額は、78百万円                        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
                               (2019年12月31日)              (2020年12月31日)
      繰延税金資産
      　未払費用                                  191              215
      　賞与引当金                                  617              608
      　資産除去債務                                  239              239
      　未払事業税                                  72              72
      　早期退職慰労引当金                                   3              -
      　退職給付引当金                                  20              21
      　有形固定資産                                   1              2
                                        45              94
      　その他
      繰延税金資産合計
                                       1,191              1,256
      繰延税金負債
      　退職給付引当金                                 △245              △275
      　資産除去債務に対応する除去費用                                 △121               △90
                                        △0              △1
      　その他
      繰延税金負債合計                                 △366              △367
      繰延税金資産の純額                                  824              888
      （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
                              (2019年12月31日)              (2020年12月31日)
       固定資産－繰延税金資産
                                       824              888
    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
                                (2019年12月31日)             (2020年12月31日)
     法定実効税率
                                     30.6  ％           30.6  ％
     （調整）
     　交際費等永久に損金に算入されない項目                                1.9             2.9
                                     0.0             0.2
     　その他
     税効果会計適用後の法人税等の負担率                                32.5  ％           33.7  ％
    （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

      使用見込期間を合理的に見積り、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。
                                355/368



                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
    3.　　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  2019年1月     1日       (自  2020年1月     1日
                               至  2019年12月31日)             至  2020年12月31日)
    期首残高                                 781              782
    時の経過による調整額                                  0              0
    期末残高                                 782              783
    （デリバティブ取引関係）

    前事業年度　(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
                 　　米ドル              79       -       0       0
        取引
                 　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。
    当事業年度　(2020年12月31日)

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

                                  うち１年超
                 為替予約取引
        市場取引以外の
                 　買建
        取引
                 　　米ドル              99       -       0       0
                合計               99       -       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。
    （セグメント情報等）

    前事業年度　(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
                                356/368





                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
      (2)　   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。
    当事業年度　(自　2020年1月1日　至　2020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               5,605          7,342          12,092           25,041
      (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
              12,247             10,417              2,375             25,041
           （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。
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                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
      (3)  　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・
                                 5,299             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                          2,874             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。
    （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　2019年1月1日　至　2019年12月31日）
                              議決権等     関連
          会社等の                事業の
                      資本金又         の所有    当事者     取引の     取引金額          期末残高
     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       579
                                        受入
                                              5,554
        ブラックロック・ファイ           米国     73       (被所有)    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     米ドル         100   再委任等
                                               698
                                        調査費
                                                  未払費用       182
                                        事務
                                               954
                                        委託費
        ブラックロック・ジャパ                       (被所有)
                                                  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
         当事業年度　（自　2020年1月1日　至　2020年12月31日）

                              議決権等     関連
          会社等の                事業の
                      資本金又         の所有    当事者     取引の     取引金額          期末残高
     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
                                               247
                                        受託報酬
                                                  未収収益       185
                                        受入
                                              5,052
        ブラックロック・ファイ           米国     73       (被所有)    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     米ドル         100   再委任等
                                               763
                                        調査費
                                                  未払費用        89
                                        事務
                                               851
                                        委託費
        ブラックロック・ジャパ                       (被所有)
                                                  未収入金        -
                  日本                 株式の    連結法人税
    親会社   ン・ホールディングス合               1万円    持株会社     直接               1,496
                  東京都                 保有等    の個別帰属額
                                                 その他未払金       1,496
        同会社                        100
                                358/368




                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
    (2)  　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　2019年1月1日　至　2019年12月31日）
         該当事項はありません。
         当事業年度　（自　2020年1月1日　至　2020年12月31日）

         該当事項はありません。
    (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　2019年1月1日　至　2019年12月31日）
                                 議決権等     関連
            会社等の                 事業の
                        資本金又         の所有    当事者     取引の    取引金額         期末残高
     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
                                         受入手数料      3,314   未収収益      351
     同一の                米国                 投資顧問
        ブラックロック・ファン                 1,000    投資
    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       -
    持つ会社                ニア州                 再委任等
                                         事務委託費        28
         当事業年度　（自　2020年1月1日　至　2020年12月31日）

                                 議決権等     関連
            会社等の                 事業の
                        資本金又         の所有    当事者     取引の    取引金額         期末残高
     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
                                         受入手数料      2,874   未収収益      314
     同一の                米国                 投資顧問
        ブラックロック・ファン                 1,000    投資
    親会社を               カリフォル              なし    契約の    委託調査費       220
        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        16
    （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）
                                359/368








                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
    （１株当たり情報）
                             前事業年度              当事業年度
             項目              (自  2019年1月     1日       (自  2020年1月     1日
                           至  2019年12月31日)             至  2020年12月31日)
    １株当たり純資産額                       1,642,418     円  94  銭     1,379,616     円  18  銭
    １株当たり当期純利益金額                        326,833    円  15  銭      250,430    円  96  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  2019年1月     1日       (自  2020年1月     1日
                項目
                           至  2019年12月31日)             至  2020年12月31日)
    当期純利益　　　　　　　　　（百万円）                            4,902              3,756
    普通株主に帰属しない金額　　（百万円）                             －              －
    普通株式に係る当期純利益　　（百万円）                            4,902              3,756
    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　2020年1月1日　至2020年12月31日）を対象としております。

                                360/368















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                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
    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。
                                361/368













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                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
    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。
                                362/368












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

     (1)  受託会社
      ・名称        みずほ信託銀行株式会社
      ・資本金の額        247,369百万円(2021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（2021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
                            (2021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。
                                363/368






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

    ます。
      2020年９月８日           有価証券報告書、有価証券届出書

      2021年３月８日           半期報告書、有価証券届出書
                                364/368


















                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                        独立監査人の監査報告書
                                                    2021年2月26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

                                東京事務所
                             指定有限責任社員

                                       公認会計士　　山　　田　　信　　之
                             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
    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、「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2020年1月1日から2020年12月31日までの第34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。
     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2020年12月31日現在の財政状態及び同日をもって終了する事業年度の経営成績を、全ての重
    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、会社から独立しており、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及び監査役の責任

     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。
     監査役の責任は、財務報告プロセスの整備及び運用における取締役の職務の執行を監視することにある。
                                365/368







                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
    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。
     ・　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、企業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、監査役に対して、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

     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。
                                366/368








                                                          EDINET提出書類
                                               ブラックロック・ジャパン株式会社(E09096)
                                                有価証券報告書（内国投資信託受益証券）
                 独　立　監　査　人　の　監　査　報　告　書
                                                    2021年８月４日

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

                       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
                       指定有限責任社員

                                   公認会計士　榊原　康太
                       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2020年６月16日か
    ら2021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2021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、全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。
                                367/368







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

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