0001752724-21-018210.txt : 20210204 0001752724-21-018210.hdr.sgml : 20210204 20210204161614 ACCESSION NUMBER: 0001752724-21-018210 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20201231 FILED AS OF DATE: 20210204 PERIOD START: 20201231 FILER: COMPANY DATA: COMPANY CONFORMED NAME: LAZARD FUNDS INC CENTRAL INDEX KEY: 0000874964 IRS NUMBER: 000000000 STATE OF INCORPORATION: MD FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-06312 FILM NUMBER: 21591356 BUSINESS ADDRESS: STREET 1: 30 ROCKEFELLER PLAZA CITY: NEW YORK STATE: NY ZIP: 10112 BUSINESS PHONE: 2126326000 MAIL ADDRESS: STREET 1: 30 ROCKEFELLER PLAZA CITY: NEW YORK STATE: NY ZIP: 10112 0000874964 S000035892 Lazard Global Fixed Income Portfolio C000110020 Institutional Shares LZGIX C000110021 Open Shares LZGOX NPORT-P 1 primary_doc.xml NPORT-P false 0000874964 XXXXXXXX S000035892 C000110021 C000110020 THE LAZARD FUNDS, INC. 811-06312 0000874964 FHQ86OSTXPK3IHDU6X52 30 ROCKEFELLER PLAZA NEW YORK 10112 212-632-6000 Lazard Global Fixed Income Portfolio S000035892 HCX5HSJOXPVE8D0YOV67 2020-12-31 2020-12-31 N 9779265.50 243286.29 9535979.21 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 9.30000000 AUD CAD CLP CZK EUR GBP HUF NOK NZD PLN RON SGD USD N INTL BK RECON & DEVELOP ZTMSNXROF84AHWJNKQ93 459058HS5 70000.00000000 PA 57987.98000000 0.608096753600 Long DBT NUSS XX N 2 2025-01-16 Fixed 1.90000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 6407.08000000 0.067188485407 N/A DFE JP N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 424624.06000000 USD 44497629.00000000 JPY 2021-01-20 6407.08000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -5670.53000000 -0.05946458014 N/A DFE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 202899.46000000 CAD 153741.05000000 USD 2021-01-20 -5670.53000000 N N N HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 000000000 1.00000000 NC 757.83000000 0.007947060111 N/A DFE CN N 2 HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 34300.00000000 USD 228862.63000000 CNY 2021-03-04 757.83000000 N N N HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 000000000 1.00000000 NC -167.29000000 -0.00175430332 N/A DFE US N 2 HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 53962.90000000 PLN 14279.58000000 USD 2021-01-20 -167.29000000 N N N Schneider Electric SE 969500A1YF1XUYYXS284 000000000 110000.00000000 PA USD 114760.41000000 1.203446520517 Long DBT CORP FR N 2 2022-09-27 Fixed 2.95000000 N N N N N N HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 000000000 1.00000000 NC 3558.29000000 0.037314364069 N/A DFE XX N 2 HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 142930.05000000 USD 119864.12000000 EUR 2021-01-20 3558.29000000 N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076AS1 65000.00000000 PA USD 98438.79000000 1.032288219512 Long DBT CORP US N 2 2036-12-16 Fixed 5.88000000 N N N N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079KAD9 95000.00000000 PA USD 93591.35000000 0.981455054996 Long DBT CORP US N 2 2030-08-15 Fixed 1.10000000 N N N N N N HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 000000000 1.00000000 NC 5278.72000000 0.055355825382 N/A DFE CN N 2 HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 118200.00000000 USD 803760.00000000 CNY 2021-01-20 5278.72000000 N N N PFIZER INC 765LHXWGK1KXCLTFYQ30 717081EW9 65000.00000000 PA USD 72504.75000000 0.760328314516 Long DBT CORP US N 2 2030-04-01 Fixed 2.63000000 N N N N N N Unilever Capital Corp MYF1DAS6G5WY7PRWCU78 904764BG1 100000.00000000 PA USD 108578.08000000 1.138614898469 Long DBT CORP US N 2 2024-03-07 Fixed 3.25000000 N N N N N N NZ LOCAL GOVT FUND AGENC 254900ZJG39H1CAH6K02 000000000 235000.00000000 PA 206133.80000000 2.161642716081 Long DBT NUSS NZ N 2 2027-04-15 Fixed 4.50000000 N N N N N N DAIMLER AG 529900R27DL06UVNT076 000000000 100000.00000000 PA 121909.19000000 1.278412917177 Long DBT CORP DE N 2 2024-07-03 Floating 0.00000000 N N N N N N NEDER WATERSCHAPSBANK JLP5FSPH9WPSHY3NIM24 63983TED3 200000.00000000 PA USD 199985.60000000 2.097169001692 Long DBT NUSS NL Y 2 2025-12-02 Fixed 0.50000000 N N N N N N NEW S WALES TREASURY CRP TC7LRO17HPNPLTAV0H77 000000000 125000.00000000 PA 96770.93000000 1.014798038763 Long DBT NUSS AU N 2 2030-11-20 Fixed 1.25000000 N N N N N N OSLO KOMMUNE 5967007LIEEXZXGVU850 000000000 1000000.00000000 PA 122356.48000000 1.283103468511 Long DBT NUSS NO N 2 2024-09-04 Fixed 2.35000000 N N N N N N BONOS TESORERIA PESOS 549300FLZTJM5YJF8D34 000000000 65000000.00000000 PA 106171.63000000 1.113379419794 Long DBT NUSS CL N 2 2026-03-01 Fixed 4.50000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 317.40000000 0.003328446853 N/A DFE AU N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 6000.00000000 USD 8192.78000000 AUD 2021-01-20 317.40000000 N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GRD8 100000.00000000 PA USD 106707.59000000 1.118999817953 Long DBT CORP US N 2 2023-01-22 Fixed 3.63000000 N N N N N N United Mexican States 254900EGTWEU67VP6075 000000000 35000.00000000 PA 56178.64000000 0.589122928677 Long DBT NUSS MX N 2 2024-02-06 Fixed 6.75000000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 000000000 148000000.00000000 PA 56115.47000000 0.588460490152 Long DBT NUSS CO N 2 2027-06-28 Fixed 9.85000000 N N N N N N HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 000000000 1.00000000 NC -150.52000000 -0.00157844303 N/A DFE US N 2 HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 13641.95000000 PLN 3501.68000000 USD 2021-01-20 -150.52000000 N N N INTL BK RECON & DEVELOP ZTMSNXROF84AHWJNKQ93 459058GJ6 115000.00000000 PA 95382.51000000 1.000238233531 Long DBT NUSS XX N 2 2023-08-03 Fixed 2.50000000 N N N N N N ROMANIA GOVERNMENT BOND 315700IASY927EDWBK92 000000000 400000.00000000 PA 101220.94000000 1.061463513824 Long DBT NUSS RO N 2 2021-10-27 Fixed 4.00000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -10378.47000000 -0.10883486395 N/A DFE US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 72163989.35000000 HUF 232727.00000000 USD 2021-01-22 -10378.47000000 N N N American Express Co R4PP93JZOLY261QX3811 025816BR9 100000.00000000 PA USD 109199.34000000 1.145129803612 Long DBT CORP US N 2 2024-10-30 Fixed 3.00000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -1370.58000000 -0.01437272428 N/A DFE US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 37238.00000000 EUR 44138.72000000 USD 2021-01-20 -1370.58000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -423.87000000 -0.00444495516 N/A DFE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 20975.35000000 CAD 16055.79000000 USD 2021-01-20 -423.87000000 N N N BONOS Y OBLIG DEL ESTADO 9598007A56S18711AH60 000000000 75000.00000000 PA 101446.48000000 1.063828661597 Long DBT NUSS ES N 2 2040-10-31 Fixed 1.20000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -1580.41000000 -0.01657312757 N/A DFE US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 112998.55000000 GBP 152965.91000000 USD 2021-01-20 -1580.41000000 N N N HUNGARY GOVERNMENT BOND 5299008DH62LEB10JK83 000000000 27890000.00000000 PA 99271.39000000 1.041019362708 Long DBT NUSS HU N 2 2024-10-24 Fixed 2.50000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -1837.64000000 -0.01927059570 N/A DFE US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 50715.67000000 CAD 38008.03000000 USD 2021-01-20 -1837.64000000 N N N Amazon.com Inc ZXTILKJKG63JELOEG630 023135BC9 85000.00000000 PA USD 96839.40000000 1.015516056268 Long DBT CORP US N 2 2027-08-22 Fixed 3.15000000 N N N N N N HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 000000000 1.00000000 NC -872.52000000 -0.00914976827 N/A DFE US N 2 HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 482469.34000000 PLN 128293.45000000 USD 2021-01-20 -872.52000000 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 2698.50000000 0.028298090217 N/A DFE SG N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 102013.28000000 USD 138384.99000000 SGD 2021-01-20 2698.50000000 N N N INTL BK RECON & DEVELOP ZTMSNXROF84AHWJNKQ93 000000000 110000.00000000 PA 94437.18000000 0.990324935911 Long DBT NUSS XX N 2 2025-11-26 Fixed 2.90000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -1834.18000000 -0.01923431206 N/A DFE US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 37763.83000000 NZD 25339.53000000 USD 2021-01-20 -1834.18000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -630.45000000 -0.00661127699 N/A DFE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 16036.65000000 AUD 11735.30000000 USD 2021-01-20 -630.45000000 N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918AR5 75000.00000000 PA USD 92285.80000000 0.967764274309 Long DBT CORP US N 2 2042-11-15 Fixed 3.50000000 N N N N N N HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 000000000 1.00000000 NC -753.92000000 -0.00790605750 N/A DFE US N 2 HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 50063.21000000 AUD 37849.49000000 USD 2021-01-20 -753.92000000 N N N HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 000000000 1.00000000 NC 2758.97000000 0.028932214922 N/A DFE XX N 2 HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 90000.00000000 USD 75900.05000000 EUR 2021-01-20 2758.97000000 N N N HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 000000000 1.00000000 NC -4683.55000000 -0.04911451563 N/A DFE US N 2 HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 266022.15000000 RON 62029.34000000 USD 2021-01-22 -4683.55000000 N N N HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 000000000 1.00000000 NC -2967.19000000 -0.03111573478 N/A DFE US N 2 HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 56493.00000000 AUD 40594.18000000 USD 2021-01-20 -2967.19000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -5649.60000000 -0.05924509560 N/A DFE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 116322.37000000 NZD 78052.45000000 USD 2021-01-20 -5649.60000000 N N N HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 000000000 1.00000000 NC 137.77000000 0.001444738888 N/A DFE RO N 2 HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 4000.00000000 USD 16499.64000000 RON 2021-01-22 137.77000000 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -364.04000000 -0.00381754187 N/A DFE US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 4431201.00000000 HUF 14563.84000000 USD 2021-01-20 -364.04000000 N N N REPUBLIC OF CHILE 549300FLZTJM5YJF8D34 000000000 100000.00000000 PA 127586.08000000 1.337944192099 Long DBT NUSS CL N 2 2031-07-02 Fixed 0.83000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -326.06000000 -0.00341926081 N/A DFE US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 8068.60000000 GBP 10709.24000000 USD 2021-01-20 -326.06000000 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -3006.38000000 -0.03152670463 N/A DFE US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 112871.36000000 SGD 82400.00000000 USD 2021-01-20 -3006.38000000 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -12380.73000000 -0.12983176375 N/A DFE US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 447785.88000000 CAD 339430.24000000 USD 2021-01-20 -12380.73000000 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -563.62000000 -0.00591045751 N/A DFE US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 64336.84000000 SGD 48118.14000000 USD 2021-01-20 -563.62000000 N N N HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 000000000 1.00000000 NC 1276.61000000 0.013387298481 N/A DFE TH N 2 HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 28274.98000000 USD 885374.40000000 THB 2021-01-20 1276.61000000 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJC4 50000.00000000 PA USD 51166.47000000 0.536562306536 Long DBT CORP US N 2 2024-05-19 Fixed 1.49000000 N N N N N N Constellation Brands Inc 5493005GKEG8QCVY7037 21036PAL2 70000.00000000 PA USD 76298.26000000 0.800109336647 Long DBT CORP US N 2 2023-05-01 Fixed 4.25000000 N N N N N N HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 000000000 1.00000000 NC 77.37000000 0.000811348245 N/A DFE PL N 2 HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 11375.31000000 USD 42778.80000000 PLN 2021-01-20 77.37000000 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 2636.46000000 0.027647501551 N/A DFE CA N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 103812.81000000 USD 135488.90000000 CAD 2021-01-20 2636.46000000 N N N INTL FINANCE CORP QKL54NQY28TCDAI75F60 45950VHX7 100000.00000000 PA USD 108501.56000000 1.137812463834 Long DBT NUSS XX N 2 2026-04-07 Fixed 2.13000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -2412.37000000 -0.02529755934 N/A DFE US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 392806.98000000 NOK 43400.00000000 USD 2021-01-22 -2412.37000000 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 2347.99000000 0.024622432036 N/A DFE MX N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 24512.83000000 USD 535447.98000000 MXN 2021-01-20 2347.99000000 N N N HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 000000000 1.00000000 NC -5322.56000000 -0.05581555792 N/A DFE US N 2 HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 109221.71000000 NZD 73270.07000000 USD 2021-01-20 -5322.56000000 N N N BONOS TESORERIA PESOS 549300FLZTJM5YJF8D34 000000000 75000000.00000000 PA 105059.50000000 1.101716957287 Long DBT NUSS CL N 2 2028-10-01 Fixed 2.30000000 N N N N N N KINGDOM OF MOROCCO 529900F3MBW9XY5K1X07 000000000 100000.00000000 PA 118881.82000000 1.246666098803 Long DBT NUSS MA N 2 2031-11-27 Fixed 1.50000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -518.67000000 -0.00543908484 N/A DFE US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 64278.66000000 SGD 48119.07000000 USD 2021-01-20 -518.67000000 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 1852.57000000 0.019427160642 N/A DFE JP N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 123995.15000000 USD 12991927.00000000 JPY 2021-01-20 1852.57000000 N N N State of California N/A 13063DGD4 45000.00000000 PA USD 54392.40000000 0.570391344215 Long DBT MUN US N 2 2033-04-01 Fixed 4.50000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833CX6 80000.00000000 PA USD 89581.47000000 0.939405047213 Long DBT CORP US N 2 2027-06-20 Fixed 3.00000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 2546.49000000 0.026704022145 N/A DFE GB N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 48865.21000000 USD 37590.33000000 GBP 2021-01-20 2546.49000000 N N N TESCO CORP TREASURY SERV 21380018AJDKNF3A6712 000000000 100000.00000000 PA 151430.47000000 1.587990773314 Long DBT CORP GB N 2 2030-04-27 Fixed 2.75000000 N N N N N N State Street Global Advisors 549300Q3FHSMZ70NLT76 857492870 368885.24000000 NS USD 368885.24000000 3.868351973892 Long STIV RF US N 1 N N N United States Treasury 254900HROIFWPRGM1V77 9128284V9 171000.00000000 PA USD 198540.35000000 2.082013242979 Long DBT UST US N 2 2028-08-15 Fixed 2.88000000 N N N N N N PROLOGIS LP GL16H1DHB0QSHP25F723 74340XBR1 70000.00000000 PA USD 69273.89000000 0.726447577899 Long DBT US N 2 2030-10-15 Fixed 1.25000000 N N N N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 911365BG8 50000.00000000 PA USD 53250.00000000 0.558411452325 Long DBT CORP US N 2 2028-01-15 Fixed 4.88000000 N N N N N N HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 000000000 1.00000000 NC 372.96000000 0.003911082352 N/A DFE CA N 2 HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 14000.00000000 USD 18293.94000000 CAD 2021-01-20 372.96000000 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 2123.67000000 0.022270077914 N/A DFE CH N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 95564.91000000 USD 86442.67000000 CHF 2021-01-20 2123.67000000 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 645.88000000 0.006773085236 N/A DFE IN N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 47100.00000000 USD 3498117.00000000 INR 2021-01-29 645.88000000 N N N State of California N/A 13063A5E0 20000.00000000 PA USD 33333.20000000 0.349551936575 Long DBT MUN US N 2 2034-04-01 Fixed 7.50000000 N N N N N N HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 000000000 1.00000000 NC 449.92000000 0.004718131091 N/A DFE XX N 2 HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 19900.00000000 USD 16651.33000000 EUR 2021-01-20 449.92000000 N N N HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 000000000 1.00000000 NC 455.80000000 0.004779792299 N/A DFE CN N 2 HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 30000.00000000 USD 198819.90000000 CNY 2021-03-04 455.80000000 N N N HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 000000000 1.00000000 NC -1117.61000000 -0.01171992907 N/A DFE US N 2 HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 165538.08000000 PLN 43200.00000000 USD 2021-01-20 -1117.61000000 N N N PROCTER & GAMBLE CO/THE 2572IBTT8CCZW6AU4141 742718FM6 50000.00000000 PA USD 50036.15000000 0.524709092774 Long DBT CORP US N 2 2030-10-29 Fixed 1.20000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 2726.16000000 0.028588149575 N/A DFE XX N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 84379.29000000 USD 71274.06000000 EUR 2021-01-20 2726.16000000 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 1035.14000000 0.010855099169 N/A DFE CA N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 74459.99000000 USD 96090.39000000 CAD 2021-01-20 1035.14000000 N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 1640000.00000000 PA 93771.83000000 0.983347676572 Long DBT NUSS MX N 2 2027-06-03 Fixed 7.50000000 N N N N N N Sealed Air Corp Q0M0CZB4YN6JZ65WXI09 000000000 45000.00000000 PA USD 47193.75000000 0.494901980810 Long DBT CORP US N 2 2022-12-01 Fixed 4.88000000 N N N N N N Starbucks Corp OQSJ1DU9TAOC51A47K68 855244AU3 90000.00000000 PA USD 118519.73000000 1.242869005793 Long DBT CORP US N 2 2049-08-15 Fixed 4.45000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 7772.10000000 0.081502904199 N/A DFE GB N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 104536.31000000 USD 82115.75000000 GBP 2021-01-20 7772.10000000 N N N United States Treasury 254900HROIFWPRGM1V77 912828XB1 85000.00000000 PA USD 91726.95000000 0.961903837875 Long DBT UST US N 2 2025-05-15 Fixed 2.13000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VES9 100000.00000000 PA USD 117655.92000000 1.233810575809 Long DBT CORP US N 2 2029-02-08 Fixed 3.88000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 6210.42000000 0.065126190643 N/A DFE CA N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 118516.50000000 USD 158752.73000000 CAD 2021-01-20 6210.42000000 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -1943.32000000 -0.02037881959 N/A DFE US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 13590238.00000000 JPY 129700.00000000 USD 2021-01-20 -1943.32000000 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -52.58000000 -0.00055138543 N/A DFE US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 1720.02000000 EUR 2049.49000000 USD 2021-01-20 -52.58000000 N N N EXPORT DEVELOPMNT CANADA Z6MHCSLXHKYG4B6PHW02 30216BGV8 120000.00000000 PA 96707.05000000 1.014128154752 Long DBT NUSS CA N 2 2022-09-01 Fixed 1.80000000 N N N N N N EUROPEAN BK RECON & DEV 549300HTGDOVDU6OGK19 29874QAY0 55000.00000000 PA USD 57653.49000000 0.604589090751 Long DBT NUSS XX N 2 2024-09-27 Fixed 1.63000000 N N N N N N HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 000000000 1.00000000 NC 12008.02000000 0.125923303056 N/A DFE JP N 2 HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 812512.81000000 USD 85119655.00000000 JPY 2021-01-20 12008.02000000 N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160CF9 75000.00000000 PA USD 91582.71000000 0.960391250685 Long DBT CORP US N 2 2037-03-03 Fixed 3.63000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PAF3 100000.00000000 PA USD 114256.20000000 1.198159071909 Long DBT CORP US N 2 2028-05-01 Fixed 3.54000000 N N N N N N GOVT OF BERMUDA 549300FP5PUZXX9FVJ40 000000000 200000.00000000 PA USD 223750.00000000 2.346376759770 Long DBT NUSS BM N 2 2027-01-25 Fixed 3.72000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -10021.16000000 -0.10508789689 N/A DFE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 65729298.00000000 CLP 82481.24000000 USD 2021-02-16 -10021.16000000 N N N City of Vancouver 549300WQBP3HPFWQXI92 921577RJ3 90000.00000000 PA 77566.58000000 0.813409701215 Long DBT NUSS CA N 2 2025-11-20 Fixed 2.90000000 N N N N N N HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 000000000 1.00000000 NC 593.85000000 0.006227467435 N/A DFE CH N 2 HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 26714.75000000 USD 24164.83000000 CHF 2021-01-20 593.85000000 N N N PROVINCE OF QUEBEC 549300WN65YFEQH74Y36 748148SA2 170000.00000000 PA 141435.62000000 1.483178778868 Long DBT NUSS CA N 2 2027-02-13 Fixed 1.85000000 N N N N N N European Investment Bank 5493006YXS1U5GIHE750 29878TCU6 90000.00000000 PA 71067.41000000 0.745255504809 Long DBT NUSS XX Y 2 2021-09-16 Fixed 1.13000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 785.33000000 0.008235441612 N/A DFE JP N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 66000.00000000 USD 6894604.00000000 JPY 2021-01-20 785.33000000 N N N HUNGARY GOVERNMENT BOND 5299008DH62LEB10JK83 000000000 30670000.00000000 PA 113064.71000000 1.185664392823 Long DBT NUSS HU N 2 2027-10-27 Fixed 3.00000000 N N N N N N Asian Development Bank 549300X0MVH42CY8Q105 045167CY7 107000.00000000 PA USD 114617.98000000 1.201952914073 Long DBT NUSS XX N 2 2025-03-19 Fixed 2.13000000 N N N N N N INTER-AMERICAN DEVEL BK VKU1UKDS9E7LYLMACP54 000000000 1160000000.00000000 PA 88597.58000000 0.929087386296 Long DBT NUSS XX N 2 2023-03-14 Fixed 7.88000000 N N N N N N NEW S WALES TREASURY CRP TC7LRO17HPNPLTAV0H77 000000000 60000.00000000 PA 48942.60000000 0.513241471297 Long DBT NUSS AU N 2 2033-03-08 Fixed 2.00000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -3941.19000000 -0.04132968322 N/A DFE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 96649.04000000 AUD 70584.24000000 USD 2021-01-20 -3941.19000000 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 2090.28000000 0.021919930339 N/A DFE SE N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 28347.32000000 USD 250376.31000000 SEK 2021-01-20 2090.28000000 N N N ABB Finance USA Inc 5493002Y01YAFV45F528 00037BAC6 7000.00000000 PA USD 9231.80000000 0.096810194283 Long DBT CORP US N 2 2042-05-08 Fixed 4.38000000 N N N N N N POLAND GOVERNMENT BOND 259400R9L8QEP0TPXS31 000000000 325000.00000000 PA 96544.76000000 1.012426284431 Long DBT NUSS PL N 2 2027-07-25 Fixed 2.50000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 3019.19000000 0.031661037985 N/A DFE KR N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 105927.87000000 USD 118308720.00000000 KRW 2021-02-25 3019.19000000 N N N POLAND GOVERNMENT BOND 259400R9L8QEP0TPXS31 000000000 310000.00000000 PA 94390.80000000 0.989838567401 Long DBT NUSS PL N 2 2029-10-25 Fixed 2.75000000 N N N N N N JOHN DEERE FINANCIALS IN CWQ698NK2DINVLMZRZ97 47788ZAG6 110000.00000000 PA 91790.24000000 0.962567534792 Long DBT CORP CA N 2 2025-01-14 Fixed 2.41000000 N N N N N N State of California N/A 13063A5G5 30000.00000000 PA USD 52674.00000000 0.552371170700 Long DBT MUN US N 2 2039-04-01 Fixed 7.55000000 N N N N N N OSLO KOMMUNE 5967007LIEEXZXGVU850 000000000 1000000.00000000 PA 121515.00000000 1.274279204306 Long DBT NUSS NO N 2 2024-03-14 Fixed 2.30000000 N N N N N N HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 000000000 1.00000000 NC 3261.48000000 0.034201836310 N/A DFE NO N 2 HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 37498.71000000 USD 349488.32000000 NOK 2021-01-22 3261.48000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -1851.46000000 -0.01941552051 N/A DFE US N 2 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 58468.09000000 CAD 44085.04000000 USD 2021-01-20 -1851.46000000 N N N HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 000000000 1.00000000 NC -1851.25000000 -0.01941331833 N/A DFE US N 2 HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 171266.66000000 PLN 44000.00000000 USD 2021-01-20 -1851.25000000 N N N COMMONWEALTH OF BAHAMAS 549300W13SXC7EKNJC20 000000000 5000.00000000 PA USD 4960.94000000 0.052023393620 Long DBT NUSS BS N 2 2029-11-20 Fixed 6.95000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 000000000 175000.00000000 PA 135459.96000000 1.420514422451 Long DBT CORP US N 2 2021-05-04 Floating 1.58000000 N N N N N N HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 000000000 1.00000000 NC 933.86000000 0.009793016316 N/A DFE PH N 2 HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 45819.38000000 USD 2245607.80000000 PHP 2021-01-15 933.86000000 N N N HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 000000000 1.00000000 NC -429.70000000 -0.00450609203 N/A DFE US N 2 HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 952619.32000000 MXN 47358.57000000 USD 2021-01-20 -429.70000000 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -3894.32000000 -0.04083817628 N/A DFE US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 122904.81000000 CHF 135000.00000000 USD 2021-01-20 -3894.32000000 N N N BUONI POLIENNALI DEL TES 815600DE60799F5A9309 000000000 75000.00000000 PA 98376.90000000 1.031639203835 Long DBT NUSS IT N 2 2036-03-01 Fixed 1.45000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 825.07000000 0.008652179098 N/A DFE GB N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 23000.00000000 USD 17420.01000000 GBP 2021-01-20 825.07000000 N N N ADOBE INC FU4LY2G4933NH2E1CP29 00724PAD1 90000.00000000 PA USD 97362.32000000 1.020999709163 Long DBT CORP US N 2 2030-02-01 Fixed 2.30000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -1060.67000000 -0.01112282206 N/A DFE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 27730.54000000 EUR 32829.38000000 USD 2021-01-20 -1060.67000000 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 1744.68000000 0.018295761364 N/A DFE CH N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 57300.00000000 USD 52247.46000000 CHF 2021-01-20 1744.68000000 N N N INTL BK RECON & DEVELOP ZTMSNXROF84AHWJNKQ93 000000000 95000.00000000 PA 78794.25000000 0.826283785490 Long DBT CORP XX N 2 2023-08-03 Fixed 2.50000000 N N N N N N ITALY GOV'T INT BOND 815600DE60799F5A9309 465410AH1 65000.00000000 PA USD 75471.02000000 0.791434401627 Long DBT NUSS IT N 2 2023-09-27 Fixed 6.88000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -4996.31000000 -0.05239430466 N/A DFE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 194179640.73000000 COP 51832.38000000 USD 2021-02-16 -4996.31000000 N N N Czech Republic 3157007EFDLQABN47912 000000000 5590000.00000000 PA 279803.22000000 2.934184459070 Long DBT NUSS CZ N 2 2033-10-13 Fixed 2.00000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -13208.42000000 -0.13851141774 N/A DFE US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 325905.97000000 AUD 238095.49000000 USD 2021-01-20 -13208.42000000 N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHH5 100000.00000000 PA USD 101184.17000000 1.061077921540 Long DBT CORP US N 2 2022-05-17 Fixed 3.50000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 780.59000000 0.008185735128 N/A DFE XX N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 19200.00000000 USD 16349.12000000 EUR 2021-01-20 780.59000000 N N N TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 89236TGU3 90000.00000000 PA USD 96636.00000000 1.013383081819 Long DBT CORP US N 2 2030-02-13 Fixed 2.15000000 N N N N N N HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 000000000 1.00000000 NC N/A -589.93000000 -0.00618635996 N/A DFE XX N 2 HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 317526.85000000 RON 64671.00000000 EUR 2021-01-22 -589.93000000 N N N Commonwealth of Bahamas 549300W13SXC7EKNJC20 000000000 118000.00000000 PA USD 117078.13000000 1.227751523170 Long DBT NUSS BS N 2 2029-11-20 Fixed 6.95000000 N N N N N N Province of Quebec 549300WN65YFEQH74Y36 748149AJ0 100000.00000000 PA USD 109799.00000000 1.151418198194 Long DBT NUSS CA N 2 2026-04-20 Fixed 2.50000000 N N N N N N QUEENSLAND TREASURY CORP 98INKCEEHOU5YJS0HQ88 000000000 125000.00000000 PA 96575.17000000 1.012745181939 Long DBT NUSS AU N 2 2031-03-10 Fixed 1.25000000 N N N N N N ROGERS COMMUNICATIONS IN 54930030NVF3Y2OL0A78 775109BJ9 120000.00000000 PA 104514.73000000 1.096004172181 Long DBT CORP CA N 2 2029-05-01 Fixed 3.25000000 N N N N N N HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 000000000 1.00000000 NC -764.19000000 -0.00801375488 N/A DFE US N 2 HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 24299.36000000 EUR 28932.54000000 USD 2021-01-20 -764.19000000 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 223.95000000 0.002348474079 N/A DFE CH N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 52000.00000000 USD 46211.93000000 CHF 2021-01-20 223.95000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 1122.80000000 0.011774354529 N/A DFE CO N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 18800.00000000 USD 68074800.00000000 COP 2021-02-16 1122.80000000 N N N HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 000000000 1.00000000 NC 9532.31000000 0.099961522462 N/A DFE CN N 2 HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 199096.46000000 USD 1361959.14000000 CNY 2021-03-04 9532.31000000 N N N BMW Finance NV 5299006ZHG3IXU0PNJ56 000000000 35000.00000000 PA 48377.53000000 0.507315808210 Long DBT CORP NL N 2 2022-08-16 Fixed 0.88000000 N N N N N N CANADIAN IMPERIAL BANK 2IGI19DL77OX0HC3ZE78 13607GRR7 135000.00000000 PA USD 136837.95000000 1.434964852445 Long DBT CORP CA N 2 2025-10-23 Fixed 0.95000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -18723.56000000 -0.19634648511 N/A DFE US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 2006973.85000000 NOK 215346.18000000 USD 2021-01-22 -18723.56000000 N N N SINGAPORE GOVERNMENT 549300ZSV6VOGFH1ER70 000000000 100000.00000000 PA 96547.54000000 1.012455437180 Long DBT NUSS SG N 2 2033-09-01 Fixed 3.38000000 N N N N N N ROMANIA 315700IASY927EDWBK92 000000000 77000.00000000 PA 102680.07000000 1.076764826545 Long DBT NUSS RO N 2 2027-04-19 Fixed 2.38000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 92.79000000 0.000973051618 N/A DFE AU N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 7211.51000000 USD 9472.65000000 AUD 2021-01-20 92.79000000 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -379.46000000 -0.00397924525 N/A DFE US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 12392.51000000 NZD 8537.81000000 USD 2021-01-20 -379.46000000 N N N AFRICAN DEVELOPMENT BANK 549300LNCLMO3ITVCU07 008281BC0 120000.00000000 PA USD 121418.61000000 1.273268400928 Long DBT NUSS XX N 2 2023-04-03 Fixed 0.75000000 N N N N N N HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 000000000 1.00000000 NC -2853.84000000 -0.02992707866 N/A DFE US N 2 HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 85218.74000000 CAD 64099.78000000 USD 2021-01-20 -2853.84000000 N N N SERVICE CORP INTL 549300RKVM2ME20JHZ15 817565CD4 50000.00000000 PA USD 53250.00000000 0.558411452325 Long DBT CORP US N 2 2027-12-15 Fixed 4.63000000 N N N N N N BRITISH COLUMBIA PROV OF 54930058TO7MEKUHWL16 110709FL1 125000.00000000 PA 139658.46000000 1.464542412734 Long DBT NUSS CA N 2 2037-06-18 Fixed 4.70000000 N N N N N N HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 000000000 1.00000000 NC 1020.40000000 0.010700526684 N/A DFE XX N 2 HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 94700.00000000 USD 78323.24000000 EUR 2021-01-20 1020.40000000 N N N ROMANIA GOVERNMENT BOND 315700IASY927EDWBK92 000000000 545000.00000000 PA 147195.69000000 1.543582329181 Long DBT NUSS RO N 2 2025-02-24 Fixed 4.75000000 N N N N N N HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 000000000 1.00000000 NC 34223.67000000 0.358889939316 N/A DFE XX N 2 HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 1042641.26000000 USD 881145.00000000 EUR 2021-01-20 34223.67000000 N N N HUNGARY GOVERNMENT BOND 5299008DH62LEB10JK83 000000000 25790000.00000000 PA 93387.43000000 0.979316627516 Long DBT NUSS HU N 2 2026-12-22 Fixed 2.75000000 N N N N N N PEPSICO INC FJSUNZKFNQ5YPJ5OT455 713448EP9 85000.00000000 PA USD 95024.60000000 0.996484974509 Long DBT CORP US N 2 2049-10-15 Fixed 2.88000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 492.13000000 0.005160770479 N/A DFE US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 298306.28000000 PEN 82920.44000000 USD 2021-02-16 492.13000000 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -15349.79000000 -0.16096710848 N/A DFE US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 4693954.78000000 CZK 203207.66000000 USD 2021-01-22 -15349.79000000 N N N Kimberly-Clark Corp MP3J6QPYPGN75NVW2S34 494368BZ5 45000.00000000 PA USD 51841.18000000 0.543637720451 Long DBT CORP US N 2 2029-04-25 Fixed 3.20000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61746BEF9 80000.00000000 PA USD 91789.61000000 0.962560928234 Long DBT CORP US N 2 2027-01-20 Fixed 3.63000000 N N N N N N HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 000000000 1.00000000 NC -11348.14000000 -0.11900340541 N/A DFE US N 2 HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 409656.31000000 CAD 310505.65000000 USD 2021-01-20 -11348.14000000 N N N INTL FINANCE CORP QKL54NQY28TCDAI75F60 000000000 130000.00000000 PA 105628.77000000 1.107686664094 Long DBT NUSS XX N 2 2023-03-15 Fixed 2.70000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 2561.22000000 0.026858489763 N/A DFE XX N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 76600.00000000 USD 64773.69000000 EUR 2021-01-20 2561.22000000 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 643.24000000 0.006745400612 N/A DFE RU N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 14474.53000000 USD 1118958.00000000 RUB 2021-01-20 643.24000000 N N N HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 000000000 1.00000000 NC -1462.65000000 -0.01533822555 N/A DFE PL N 2 HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 97236.05000000 USD 357739.20000000 PLN 2021-01-20 -1462.65000000 N N N McDonald's Corp UE2136O97NLB5BYP9H04 580135CD1 125000.00000000 PA 106461.62000000 1.116420428940 Long DBT CORP US N 2 2025-03-04 Fixed 3.13000000 N N N N N N HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 000000000 1.00000000 NC -5080.07000000 -0.05327266228 N/A DFE US N 2 HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 125454.69000000 AUD 91657.20000000 USD 2021-01-20 -5080.07000000 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 251.94000000 0.002641994015 N/A DFE RU N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 10300.00000000 USD 781012.95000000 RUB 2021-01-20 251.94000000 N N N Telstra Corp Ltd PCTXNQGRJVR3OG33JG65 000000000 140000.00000000 PA 114527.57000000 1.201004820563 Long DBT CORP AU N 2 2022-09-16 Fixed 4.00000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 404119BN8 40000.00000000 PA USD 44992.45000000 0.471817828134 Long DBT CORP US N 2 2024-03-15 Fixed 5.00000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -488.62000000 -0.00512396251 N/A DFE US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 294847.40000000 CZK 13239.91000000 USD 2021-01-22 -488.62000000 N N N HUNGARY 5299008DH62LEB10JK83 000000000 35000.00000000 PA 47481.76000000 0.497922226489 Long DBT NUSS HU N 2 2035-06-05 Fixed 1.75000000 N N N N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -2143.85000000 -0.02248169750 N/A DFE US N 2 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 77120.95000000 CAD 58447.60000000 USD 2021-01-20 -2143.85000000 N N N DELL INT LLC / EMC CORP N/A 000000000 60000.00000000 PA USD 73480.39000000 0.770559460982 Long DBT CORP US N 2 2029-10-01 Fixed 5.30000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -535.23000000 -0.00561274294 N/A DFE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 13442.00000000 AUD 9829.81000000 USD 2021-01-20 -535.23000000 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 1079.56000000 0.011320913943 N/A DFE GB N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 40490.45000000 USD 30394.45000000 GBP 2021-01-20 1079.56000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -7030.05000000 -0.07372132263 N/A DFE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 74010000.00000000 CLP 97125.98000000 USD 2021-02-16 -7030.05000000 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 1908.69000000 0.020015668637 N/A DFE ID N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 31879.77000000 USD 475168000.00000000 IDR 2021-01-15 1908.69000000 N N N HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 000000000 1.00000000 NC 9411.93000000 0.098699145548 N/A DFE CN N 2 HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 199820.88000000 USD 1361959.14000000 CNY 2021-01-20 9411.93000000 N N N UK TSY 1 3/4% 2037 ECTRVYYCEF89VWYS6K36 000000000 72000.00000000 PA 116810.81000000 1.224948245246 Long DBT NUSS GB N 2 2037-09-07 Fixed 1.75000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -3471.77000000 -0.03640706343 N/A DFE US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 58033.80000000 AUD 41277.70000000 USD 2021-01-20 -3471.77000000 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -204.37000000 -0.00214314645 N/A DFE US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 5057.32000000 GBP 6712.45000000 USD 2021-01-20 -204.37000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -1113.98000000 -0.01168186271 N/A DFE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 49845.34000000 CAD 38047.90000000 USD 2021-01-20 -1113.98000000 N N N UK TSY 1 1/2% 2047 ECTRVYYCEF89VWYS6K36 000000000 27000.00000000 PA 43684.53000000 0.458102194205 Long DBT NUSS GB N 2 2047-07-22 Fixed 1.50000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 199.56000000 0.002092705904 N/A DFE JP N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 10500.00000000 USD 1104572.00000000 JPY 2021-01-20 199.56000000 N N N BONOS DE TESORERIA 254900STKLK2DBJJZ530 000000000 270000.00000000 PA 90752.37000000 0.951683807204 Long DBT NUSS PE Y 2 2032-08-12 Fixed 6.15000000 N N N N N N HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 000000000 1.00000000 NC -8858.90000000 -0.09289974112 N/A DFE US N 2 HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 228087.13000000 EUR 269890.94000000 USD 2021-01-20 -8858.90000000 N N N HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 000000000 1.00000000 NC -364.49000000 -0.00382226084 N/A DFE US N 2 HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 48174.50000000 RON 11717.89000000 USD 2021-01-20 -364.49000000 N N N 2021-01-22 THE LAZARD FUNDS, INC. Christopher Snively Christopher Snively Senior Vice President