# EDGAR Filing Document

**Accession Number:** 0001354917
**File Stem:** 0001752724-25-147371
**Filing Date:** 2025-6
**Character Count:** 57017
**Document Hash:** ce6bd7a410c62d8485977ea4de9bd081
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-147371.hdr.sgml**: 20250618

**ACCESSION NUMBER**: 0001752724-25-147371

**CONFORMED SUBMISSION TYPE**: NPORT-P/A

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20241231

**FILED AS OF DATE**: 20250618

**DATE AS OF CHANGE**: 20250618

**PERIOD START**: 20250630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** NEXPOINT FUNDS I
- **CENTRAL INDEX KEY:** 0001354917

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0630

**FILING VALUES:**
- **FORM TYPE:** NPORT-P/A
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21866
- **FILM NUMBER:** 251055162

**BUSINESS ADDRESS:**
- **STREET 1:** 300 CRESCENT COURT
- **STREET 2:** SUITE 700
- **CITY:** DALLAS
- **STATE:** TX
- **ZIP:** 75201
- **BUSINESS PHONE:** 214-276-6300

**MAIL ADDRESS:**
- **STREET 1:** 300 CRESCENT COURT
- **STREET 2:** SUITE 700
- **CITY:** DALLAS
- **STATE:** TX
- **ZIP:** 75201

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Highland Funds I
- **DATE OF NAME CHANGE:** 20130208

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PYXIS FUNDS I
- **DATE OF NAME CHANGE:** 20120109

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Highland Funds I
- **DATE OF NAME CHANGE:** 20060302

## Series and Classes Contracts Data

### NexPoint Event Driven Fund (Series ID: S000021242)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000060521 | Class A      | HHCAX           |
| C000060522 | Class C      | HHCCX           |
| C000060523 | Class Z      | HHCZX           |

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** NexPoint Funds I

- **b. Investment Company Act file number:** 811-21866

- **c. CIK number of Registrant:** 0001354917

- **d. LEI of Registrant:** 549300D4RVXJJ0JOL180

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 200 CRESCENT COURT

  - **City:** DALLAS

  - **State:** TX

  - **Foreign country:** US

  - **Zip / Postal Code:** 75201

  - **Telephone number:** 9726284100

**Item A.2. Information about the Series.**

- **a. Name of Series:** NexPoint Event Driven Fund

- **b. EDGAR series identifier (if any):** S000021242

- **c. LEI of Series:** 549300G5T2BUVOTD6774

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2025-06-30

- **b. Date as of which information is reported:** 2024-12-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $92984955.92

**Total Liabilities:** $14100312.59

**Net Assets:** $78884643.33

**Cash Not Reported:** $11529886.97

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000060523 | -0.71%               | 0.42%                | 1.16%                |
| Class ID C000060521 | -0.72%               | 0.32%                | 1.16%                |
| Class ID C000060522 | -0.77%               | 0.35%                | 1.06%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1055093.10             | $-567456.93                                |
| Month 2  | $534629.25               | $-419743.28                                |
| Month 3  | $902469.73               | $-470583.28                                |

**Designated Index Information**

- **Index Name:** Securities Portfolio

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                     | Title                                                                   | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BAPCOR LIMITED                           | BAPCOR LTD COMMON STOCK                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | AU        |     67685 | NS      | $197801.53    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN, SACHS & CO.                     | FX Forward Contract: USD/EUR SETTLE 2025-06-30                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | US        |         1 | NC      | $483.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENLINK MIDSTREAM, LLC                    | ENLINK MIDSTREAM LLC UNIT                                               | CUSIP: 29336T100<br>LEI: 54930000GY1H533OBE23 | Long             | EC               |  | US        |     10797 | NS      | $152777.55    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| HESS CORPORATION                         | HESS CORP COMMON STOCK                                                  | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               |  | US        |      7838 | NS      | $1042532.38   | 1.32%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN, SACHS & CO.                     | FX Forward Contract: USD/EUR SETTLE 2025-06-30                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | US        |         1 | NC      | $17761.62     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN, SACHS & CO.                     | FX Forward Contract: USD/CAD SETTLE 2025-05-30                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | US        |         1 | NC      | $-85.47       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN, SACHS & CO.                     | FX Forward Contract: USD/GBP SETTLE 2025-03-19                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | US        |         1 | NC      | $9060.76      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INTEGRAL AD SCIENCE HOLDING CORP.        | INTEGRAL AD SCIENCE HOLDING COMMON STOCK                                | CUSIP: 45828L108<br>LEI: N/A                  | Long             | EC               |  | US        |     53661 | NS      | $560220.84    | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN, SACHS & CO.                     | FX Forward Contract: USD/CAD SETTLE 2025-01-09                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | US        |         1 | NC      | $10715.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| THE SIMPLY GOOD FOODS COMPANY            | SIMPLY GOOD FOODS CO/THE COMMON STOCK                                   | CUSIP: 82900L102<br>LEI: N/A                  | Long             | EC               |  | US        |     11753 | NS      | $458131.94    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| LSF11 A5 HOLDCO LLC                      | LSF11 A5 HOLDCO LLC 10/15/2028                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    450000 | PA      | $453334.50    | 0.57%             | 2028-10-15      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| CHAMPIONX CORPORATION                    | CHAMPIONX CORP COMMON STOCK                                             | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               |  | US        |     30682 | NS      | $834243.58    | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES STEEL CORPORATION          | X US 01/17/25 P28 SHORT                                                 | CUSIP: N/A<br>LEI: JNLUVFYJT1OZSIQ24U47       | N/A              | DE               |  | US        |      -168 | NC      | $-12264.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| NORDSTROM, INC.                          | NORDSTROM INC COMMON STOCK                                              | CUSIP: 655664100<br>LEI: 549300S3IZB5P35KNV16 | Long             | EC               |  | US        |     31580 | NS      | $762657.00    | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN, SACHS & CO.                     | FX Forward Contract: USD/EUR SETTLE 2025-06-30                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | US        |         1 | NC      | $14274.92     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN, SACHS & CO.                     | FX Forward Contract: USD/CAD SETTLE 2025-01-31                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | US        |         1 | NC      | $8686.43      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BALLY'S CORPORATION                      | BALLY'S CORP COMMON STOCK                                               | CUSIP: 05875B106<br>LEI: 549300NS4D5IK406VT62 | Long             | EC               |  | US        |     49567 | NS      | $886753.63    | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| RENTOKIL INITIAL PLC                     | RENTOKIL INITIAL PLC COMMON STOCK                                       | CUSIP: N/A<br>LEI: 549300VN4WV7Z6T14K68       | Long             | EC               |  | GB        |    110752 | NS      | $555930.74    | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN, SACHS & CO.                     | FX Forward Contract: USD/CAD SETTLE 2025-05-30                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | US        |         1 | NC      | $-5.96        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN, SACHS & CO.                     | FX Forward Contract: USD/CAD SETTLE 2025-01-09                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | US        |         1 | NC      | $13577.98     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| V.F. CORPORATION                         | VF CORP COMMON STOCK                                                    | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               |  | US        |     14077 | NS      | $302092.42    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL PAPER COMPANY              | INTERNATIONAL PAPER CO COMMON STOCK                                     | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Short            | EC               |  | US        |    -46026 | NS      | $-2477119.32  | -3.14%            |  |  |  | No            |                  1 | On Loan: No      |
| DUN & BRADSTREET HOLDINGS, INC.          | DUN & BRADSTREET HOLDINGS IN COMMON STOCK                               | CUSIP: 26484T106<br>LEI: 254900LNALVKD1ZX7U27 | Long             | EC               |  | US        |     62196 | NS      | $774962.16    | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADA GOOSE HOLDINGS INC.               | CANADA GOOSE HOLDINGS INC COMMON STOCK                                  | CUSIP: 135086106<br>LEI: 529900891XBE6RV8JR07 | Long             | EC               |  | US        |     37450 | NS      | $375623.50    | 0.48%             |  |  |  | No            |                  1 | On Loan: —       |
| PLAYAGS, INC.                            | PLAYAGS INC COMMON STOCK                                                | CUSIP: 72814N104<br>LEI: N/A                  | Long             | EC               |  | US        |     81443 | NS      | $939037.79    | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| REVELYST INC                             | REVELYST INC COMMON STOCK                                               | CUSIP: 690045109<br>LEI: N/A                  | Long             | EC               |  | US        |     60479 | NS      | $1163011.17   | 1.47%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN, SACHS & CO.                     | FX Forward Contract: USD/CAD SETTLE 2025-01-09                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | US        |         1 | NC      | $13360.53     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JACOBS SOLUTIONS INC.                    | JACOBS SOLUTIONS INC COMMON STOCK                                       | CUSIP: 46982L108<br>LEI: N/A                  | Long             | EC               |  | US        |      2833 | NS      | $378545.46    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN COPPER CORP                     | SOUTHERN COPPER CORP COMMON STOCK                                       | CUSIP: 84265V105<br>LEI: N/A                  | Long             | EC               |  | US        |         2 | NS      | $146.77       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SecureWorks Corp                         | SECUREWORKS CORP - A COMMON STOCK                                       | CUSIP: 81374A105<br>LEI: N/A                  | Long             | EC               |  | US        |    254010 | NS      | $2148924.60   | 2.72%             |  |  |  | No            |                  1 | On Loan: —       |
| WK KELLOGG CO                            | WK KELLOGG CO COMMON STOCK                                              | CUSIP: 92942W107<br>LEI: 529900SWC935GFWUJ804 | Short            | EC               |  | US        |    -30850 | NS      | $-554991.50   | -0.70%            |  |  |  | No            |                  1 | On Loan: No      |
| Bausch + Lomb Corporation                | BAUSCH + LOMB CORP COMMON STOCK                                         | CUSIP: 071705107<br>LEI: 549300NY6OZM39SO6475 | Long             | EC               |  | US        |     20258 | NS      | $365859.48    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| CARGO AIRCRAFT MANAGEMENT, INC           | CARGO AIRCRAFT MANAGEMENT INC 144A 4.750000% 02/01/2028                 | CUSIP: 14180LAA4<br>LEI: 549300GH5J7LOMV44F11 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1290640.96   | 1.64%             | 2028-02-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| SMARTSHEET INC.                          | SMARTSHEET INC-CLASS A COMMON STOCK                                     | CUSIP: 83200N103<br>LEI: 549300N9WF42OK9VL589 | Long             | EC               |  | US        |     76785 | NS      | $4302263.55   | 5.45%             |  |  |  | No            |                  1 | On Loan: No      |
| RECKITT BENCKISER GROUP PLC              | RECKITT BENCKISER GROUP PLC COMMON STOCK                                | CUSIP: N/A<br>LEI: 5493003JFSMOJG48V108       | Long             | EC               |  | GB        |      6227 | NS      | $376909.48    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Global X Copper Miners ETF               | GLOBAL X COPPER MINERS ETF MUTUAL FUND                                  | CUSIP: 37954Y830<br>LEI: N/A                  | Short            | EC               | RF                | US        |     -6845 | NS      | $-261342.10   | -0.33%            |  |  |  | No            |                  1 | On Loan: No      |
| FRONTIER COMMUNICATIONS PARENT, INC.     | FRONTIER COMMUNICATIONS PARE COMMON STOCK                               | CUSIP: 35909D109<br>LEI: N/A                  | Long             | EC               |  | US        |     17310 | NS      | $600657.00    | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN, SACHS & CO.                     | FX Forward Contract: USD/EUR SETTLE 2025-06-30                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | US        |         1 | NC      | $9275.23      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MONTROSE ENVIRONMENTAL GROUP, INC.       | MONTROSE ENVIRONMENTAL GROUP COMMON STOCK                               | CUSIP: 615111101<br>LEI: 254900ASI8K3LUB8Q958 | Long             | EC               |  | US        |     26836 | NS      | $497807.80    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| PATTERSON COMPANIES, INC.                | PATTERSON COS INC COMMON STOCK                                          | CUSIP: 703395103<br>LEI: YM48Q2087CUE26GWEK09 | Long             | EC               |  | US        |     17407 | NS      | $537180.02    | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR TRANSPORT SERVICES GROUP, INC.       | ATSG US 03/21/25 C22.5 SHORT                                            | CUSIP: 4YG992YH9<br>LEI: 5493000F3MSFGIXTQE27 | N/A              | DE               |  | US        |      -144 | NC      | $-3600.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC SECURITIES (USA) INC                | HSBC SECURITIES (USA) INC. SLRPD 4.470% 01/02/2025                      | CUSIP: N/A<br>LEI: N/A                        | Long             | RA               |  | US        |    275342 | PA      | $275342.00    | 0.35%             | 2025-01-02      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| MARTIN MIDSTREAM PARTNERS L.P.           | MARTIN MIDSTREAM PARTNERS LP PARTNERSHIP SHARES                         | CUSIP: 573331105<br>LEI: N/A                  | Long             | EC               |  | US        |    455572 | NS      | $1635503.48   | 2.07%             |  |  |  | No            |                  1 | On Loan: No      |
| 8TH AVENUE FOOD & PROVISIONS, INC.       | 8TH AVENUE FOOD & PROVISIONS, INC. 10/1/2025                            | CUSIP: 28253PAC3<br>LEI: N/A                  | Long             | LON              |  | US        |   1244048 | PA      | $1221032.74   | 1.55%             | 2025-10-01      | Floating      | 8.44%                 | No            |                  2 | On Loan: No      |
| BRITVIC PLC                              | BRITVIC PLC COMMON STOCK                                                | CUSIP: N/A<br>LEI: 635400L3NVMYD4BVCI53       | Long             | EC               |  | GB        |     30496 | NS      | $499946.95    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN, SACHS & CO.                     | FX Forward Contract: USD/CAD SETTLE 2025-01-31                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | US        |         1 | NC      | $1.55         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN, SACHS & CO.                     | FX Forward Contract: USD/CAD SETTLE 2025-05-30                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | US        |         1 | NC      | $-141.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN, SACHS & CO.                     | FX Forward Contract: USD/CAD SETTLE 2025-01-09                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | US        |         1 | NC      | $10050.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ZIM INTEGRATED SHIPPING SERVICES LTD     | ZIM INTEGRATED SHIPPING SERV COMMON STOCK                               | CUSIP: M9T951109<br>LEI: 21380089EIJRELKAIL21 | Short            | EC               |  | US        |     -5897 | NS      | $-126608.59   | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Lionsgate Studios Corp                   | LIONSGATE STUDIOS CORP COMMON STOCK                                     | CUSIP: 53626M104<br>LEI: N/A                  | Long             | EC               |  | US        |     79070 | NS      | $600932.00    | 0.76%             |  |  |  | No            |                  1 | On Loan: —       |
| GOLDMAN, SACHS & CO.                     | FX Forward Contract: CAD/USD SETTLE 2025-01-09                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |         1 | NC      | $-63474.68    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN, SACHS & CO.                     | FX Forward Contract: USD/EUR SETTLE 2025-06-30                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | US        |         1 | NC      | $5325.42      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN, SACHS & CO.                     | FX Forward Contract: USD/GBP SETTLE 2025-03-19                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | US        |         1 | NC      | $507.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SUMMIT MATERIALS, INC.                   | SUMMIT MATERIALS INC -CL A COMMON STOCK                                 | CUSIP: 86614U100<br>LEI: 549300XNOLX5GIOSO108 | Long             | EC               |  | US        |     42321 | NS      | $2141442.60   | 2.71%             |  |  |  | No            |                  1 | On Loan: No      |
| FLOWERS FOODS, INC.                      | FLOWERS FOODS INC COMMON STOCK                                          | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Short            | EC               |  | US        |     -9167 | NS      | $-189390.22   | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| ENDEAVOR GROUP HOLDINGS, INC.            | ENDEAVOR GROUP HOLD-CLASS A COMMON STOCK                                | CUSIP: 29260Y109<br>LEI: N/A                  | Long             | EC               |  | US        |     66031 | NS      | $2066109.99   | 2.62%             |  |  |  | No            |                  1 | On Loan: —       |
| GOLDMAN, SACHS & CO.                     | FX Forward Contract: USD/EUR SETTLE 2025-06-30                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | US        |         1 | NC      | $720.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AVID BIOSERVICES, INC.                   | AVID BIOSERVICES INC COMMON STOCK                                       | CUSIP: 05368M106<br>LEI: 549300GRUS3ZMGP8MX22 | Long             | EC               |  | US        |    213921 | NS      | $2641924.35   | 3.35%             |  |  |  | No            |                  1 | On Loan: —       |
| COSTAR GROUP, INC.                       | COSTAR GROUP INC COMMON STOCK                                           | CUSIP: 22160N109<br>LEI: N/A                  | Long             | EC               |  | US        |      3018 | NS      | $216058.62    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHN WOOD GROUP PLC                      | JOHN WOOD GROUP PLC COMMON STOCK                                        | CUSIP: N/A<br>LEI: 549300PLYY6I10B6S323       | Long             | EC               |  | GB        |    129613 | NS      | $106486.32    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN, SACHS & CO.                     | FX Forward Contract: USD/GBP SETTLE 2025-03-19                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | US        |         1 | NC      | $11539.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN, SACHS & CO.                     | FX Forward Contract: USD/GBP SETTLE 2025-03-19                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | US        |         1 | NC      | $535.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CI Financial Corp.                       | CI FINANCIAL CORP COMMON STOCK                                          | CUSIP: 125491100<br>LEI: 549300M9W7JJQSVCEM78 | Long             | EC               |  | CA        |     63288 | NS      | $1361514.89   | 1.73%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLSCOT HOLDINGS CORPORATION            | WILLSCOT HOLDINGS CORP COMMON STOCK                                     | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               |  | US        |     10450 | NS      | $349552.50    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| BEACON ROOFING SUPPLY, INC.              | BEACON ROOFING SUPPLY INC COMMON STOCK                                  | CUSIP: 073685109<br>LEI: 549300HDXQWWCBOYXP31 | Long             | EC               |  | US        |      3600 | NS      | $365688.00    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| BARNES GROUP INC.                        | BARNES GROUP INC COMMON STOCK                                           | CUSIP: 067806109<br>LEI: G1MSYD2DQZX30V5DMX12 | Long             | EC               |  | US        |     90966 | NS      | $4299053.16   | 5.45%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN, SACHS & CO.                     | FX Forward Contract: USD/CAD SETTLE 2025-01-09                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | US        |         1 | NC      | $4806.43      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FRONTLINE PLC                            | FRONTLINE PLC COMMON STOCK                                              | CUSIP: M46528101<br>LEI: 5493004BCIKYU1YL3H63 | Long             | EC               |  | US        |     11200 | NS      | $158928.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Ressources Teck Limitee                  | TECK RESOURCES LTD-CLS B COMMON STOCK                                   | CUSIP: 878742204<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | EC               |  | US        |     16850 | NS      | $682930.50    | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| DS SMITH PLC                             | DS SMITH PLC COMMON STOCK                                               | CUSIP: N/A<br>LEI: 39RSBE4RCI4M15BLWH36       | Long             | EC               |  | GB        |    478850 | NS      | $3250425.19   | 4.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HOULIHAN LOKEY, INC.                     | HOULIHAN LOKEY INC COMMON STOCK                                         | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               |  | US        |      1064 | NS      | $184774.24    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD RENEWABLE CORPORATION         | BROOKFIELD RENEWABLE CORP COMMON STOCK                                  | CUSIP: 11285B108<br>LEI: N/A                  | Short            | EC               |  | US        |    -43506 | NS      | $-1203375.96  | -1.53%            |  |  |  | No            |                  1 | On Loan: No      |
| KELLANOVA                                | KELLANOVA COMMON STOCK                                                  | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               |  | US        |     22480 | NS      | $1820205.60   | 2.31%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN, SACHS & CO.                     | FX Forward Contract: USD/GBP SETTLE 2025-02-28                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | US        |         1 | NC      | $3949.80      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN, SACHS & CO.                     | FX Forward Contract: USD/GBP SETTLE 2025-02-28                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | US        |         1 | NC      | $6708.98      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN, SACHS & CO.                     | FX Forward Contract: USD/CAD SETTLE 2025-01-09                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | US        |         1 | NC      | $6415.17      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDEX CORPORATION                        | FDX US 01/17/25 C310 SHORT                                              | CUSIP: N/A<br>LEI: 549300E707U7WNPZN687       | N/A              | DE               |  | US        |       -10 | NC      | $-120.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                      | ABIOMED INC - CVR CONTINGENT VALUE RIGHT                                | CUSIP: 003CVR016<br>LEI: N/A                  | Long             | EC               |  | US        |      3352 | NS      | $3419.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MCGRATH RENTCORP                         | MCGRATH RENTCORP COMMON STOCK                                           | CUSIP: 580589109<br>LEI: 254900EUH6IPWFQ83445 | Long             | EC               |  | US        |      3200 | NS      | $357824.00    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Renewable Partners L.P.       | BROOKFIELD RENEWABLE PARTNER PARTNERSHIP SHARES                         | CUSIP: G16258108<br>LEI: VA8DFMRI2GY8Y7V79H93 | Long             | EC               |  | US        |     43506 | NS      | $991501.74    | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Zuora Inc                                | ZUORA INC - CLASS A COMMON STOCK                                        | CUSIP: 98983V106<br>LEI: 549300ISVGC1YZWQJ420 | Long             | EC               |  | US        |     79456 | NS      | $788203.52    | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                  | BRK - GOLDMAN SACHS                                                     | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DE               |  | GB        |     61490 | NC      | $7457.09      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PACTIV EVERGREEN GROUP ISSUER INC.       | PACTIV EVERGREEN GROUP ISSUER LLC / PACTIV EVERGRE 4.375000% 10/15/2028 | CUSIP: 69527AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $449999.60    | 0.57%             | 2028-10-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Matterport Inc                           | MATTERPORT INC COMMON STOCK                                             | CUSIP: 577096100<br>LEI: N/A                  | Short            | EC               |  | US        |   -103847 | NS      | $-492234.78   | -0.62%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN, SACHS & CO.                     | FX Forward Contract: USD/GBP SETTLE 2025-01-15                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | US        |         1 | NC      | $22030.25     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Lazard, Inc.                             | LAZARD INC COMMON STOCK                                                 | CUSIP: 52110M109<br>LEI: N/A                  | Long             | EC               |  | US        |      3560 | NS      | $183268.80    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                  | BRK: GOLDMAN SACHS                                                      | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DE               |  | GB        |    124266 | NC      | $50775.35     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| AMINO INC SERIES C                       | AMINO INC SERIES C                                                      | CUSIP: 931FZP909<br>LEI: N/A                  | Long             | EP               |  | US        |    428568 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| EVERI HOLDINGS INC.                      | EVERI HOLDINGS INC 144A 5.000000% 07/15/2029                            | CUSIP: 30034TAA1<br>LEI: 5299006DK5S7BG10K532 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1000685.44   | 1.27%             | 2029-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| iShares Russell 2000 ETF                 | ISHARES RUSSELL 2000 ETF MUTUAL FUND                                    | CUSIP: 464287655<br>LEI: N/A                  | Short            | EC               | RF                | US        |     -6809 | NS      | $-1504516.64  | -1.91%            |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK, INC.                              | ONEOK INC COMMON STOCK                                                  | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Short            | EC               |  | US        |     -1525 | NS      | $-153110.00   | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| Schlumberger N.V.                        | SCHLUMBERGER LTD COMMON STOCK                                           | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Short            | EC               |  | US        |    -22552 | NS      | $-864643.68   | -1.10%            |  |  |  | No            |                  1 | On Loan: No      |
| PJT PARTNERS INC.                        | PJT PARTNERS INC - A COMMON STOCK                                       | CUSIP: 69343T107<br>LEI: 549300W3WBEQUBKYTN87 | Long             | EC               |  | US        |      1190 | NS      | $187793.90    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN COPPER CORPORATION              | SOUTHERN COPPER CORP COMMON STOCK                                       | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Short            | EC               |  | US        |     -2874 | NS      | $-261872.13   | -0.33%            |  |  |  | No            |                  1 | On Loan: No      |
| E2OPEN PARENT HOLDINGS, INC.             | E2OPEN PARENT HOLDINGS INC COMMON STOCK                                 | CUSIP: 29788T103<br>LEI: N/A                  | Long             | EC               |  | US        |    129810 | NS      | $345294.60    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC      | Nomura Securities Intl, Inc. SLRPD 4.470% 01/02/2025                    | CUSIP: N/A<br>LEI: N/A                        | Long             | RA               |  | US        |    275342 | PA      | $275342.00    | 0.35%             | 2025-01-02      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| DAIWA CAPITAL MARKETS AMERICA INC        | DAIWA CAPITAL MARKETS AMERICA INC. SLRPD 4.470% 01/02/2025              | CUSIP: N/A<br>LEI: N/A                        | Long             | RA               |  | US        |    275342 | PA      | $275342.00    | 0.35%             | 2025-01-02      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                      | BOFA SECURITIES INC. SLRPD 4.460% 01/02/2025                            | CUSIP: N/A<br>LEI: N/A                        | Long             | RA               |  | US        |    275342 | PA      | $275342.00    | 0.35%             | 2025-01-02      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| N-ABLE, INC.                             | N-ABLE INC COMMON STOCK                                                 | CUSIP: 62878D100<br>LEI: N/A                  | Long             | EC               |  | US        |     57193 | NS      | $534182.62    | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| TALOS ENERGY INC.                        | TALOS ENERGY INC COMMON STOCK                                           | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               |  | US        |     11333 | NS      | $110043.43    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES STEEL CORPORATION          | X US 01/17/25 P31 SHORT                                                 | CUSIP: N/A<br>LEI: JNLUVFYJT1OZSIQ24U47       | N/A              | DE               |  | US        |      -168 | NC      | $-33600.00    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN, SACHS & CO.                     | FX Forward Contract: USD/GBP SETTLE 2025-02-28                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | US        |         1 | NC      | $3144.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TXNM Energy, Inc.                        | TXNM ENERGY INC COMMON STOCK                                            | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               |  | US        |      7850 | NS      | $385984.50    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTAIR ENGINEERING INC.                  | ALTAIR ENGINEERING INC 1.750000% 06/15/2027                             | CUSIP: 021369AC7<br>LEI: 549300FJ89HZ6GU9S994 | Long             | DBT              | CORP              | US        |    150000 | PA      | $233819.99    | 0.30%             | 2027-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN, SACHS & CO.                     | FX Forward Contract: USD/GBP SETTLE 2025-01-15                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | US        |         1 | NC      | $5378.54      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN, SACHS & CO.                     | FX Forward Contract: USD/GBP SETTLE 2025-03-19                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | US        |         1 | NC      | $4158.16      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN, SACHS & CO.                     | FX Forward Contract: USD/CAD SETTLE 2025-01-31                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | US        |         1 | NC      | $274.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CARESTREAM HEALTH, INC.                  | CARESTREAM HEALTH, INC. 9/30/2027                                       | CUSIP: 14173VAT0<br>LEI: N/A                  | Long             | LON              |  | US        |   1938262 | PA      | $1488342.56   | 1.89%             | 2027-09-30      | Floating      | 12.20%                | No            |                  2 | On Loan: No      |
| GOLDMAN, SACHS & CO.                     | FX Forward Contract: USD/GBP SETTLE 2025-01-15                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | US        |         1 | NC      | $23586.43     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN, SACHS & CO.                     | FX Forward Contract: USD/GBP SETTLE 2025-03-19                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | US        |         1 | NC      | $7045.00      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INDIE SEMICONDUCTOR, INC.                | INDIE SEMICONDUCTOR INC-A COMMON STOCK                                  | CUSIP: 45569U101<br>LEI: 254900L1MFXFYGB1PV53 | Long             | EC               |  | US        |     85500 | NS      | $346275.00    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES STEEL CORPORATION          | X US 01/17/25 P40 LONG                                                  | CUSIP: N/A<br>LEI: JNLUVFYJT1OZSIQ24U47       | N/A              | DE               |  | US        |       144 | NC      | $120240.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ENSTAR GROUP LIMITED                     | ENSTAR GROUP LTD COMMON STOCK                                           | CUSIP: G3075P101<br>LEI: 213800AMAL5QFXVUCN04 | Long             | EC               |  | US        |      8147 | NS      | $2623741.35   | 3.33%             |  |  |  | No            |                  1 | On Loan: No      |
| THE GOODYEAR TIRE & RUBBER COMPANY       | GOODYEAR TIRE & RUBBER CO COMMON STOCK                                  | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               |  | US        |     41061 | NS      | $369549.00    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| GREEN PLAINS INC.                        | GREEN PLAINS INC COMMON STOCK                                           | CUSIP: 393222104<br>LEI: VJ5WLTHARBSDR14KIZ98 | Long             | EC               |  | US        |     34950 | NS      | $331326.00    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDEX CORPORATION                        | FEDEX CORP COMMON STOCK                                                 | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               |  | US        |      1000 | NS      | $281330.00    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| PIPER SANDLER                            | VZIO US 01/17/25 P10 SHORT                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -5 | NC      | $-75.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN, SACHS & CO.                     | FX Forward Contract: USD/EUR SETTLE 2025-06-30                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | US        |         1 | NC      | $9310.72      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN, SACHS & CO.                     | FX Forward Contract: USD/CAD SETTLE 2025-05-30                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | US        |         1 | NC      | $-2842.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Gogo Intermediate Holdings LLC           | Gogo Intermediate Holdings LLC 4/30/2028                                | CUSIP: 38046JAB0<br>LEI: N/A                  | Long             | LON              |  | US        |   1000000 | PA      | $951560.00    | 1.21%             | 2028-04-30      | Floating      | 8.44%                 | No            |                  2 | On Loan: No      |
| HEROUX-DEVTEK INC.                       | HEROUX-DEVTEK INC COMMON STOCK                                          | CUSIP: 42774L109<br>LEI: 549300ZEMF0P4EU7CI78 | Long             | EC               |  | CA        |     91769 | NS      | $2027825.63   | 2.57%             |  |  |  | No            |                  1 | On Loan: No      |
| BURBERRY GROUP PLC                       | BURBERRY GROUP PLC COMMON STOCK                                         | CUSIP: N/A<br>LEI: 213800PE1KEFCNFR1R50       | Long             | EC               |  | GB        |     32000 | NS      | $392751.14    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| MYR GROUP INC.                           | MYR GROUP INC/DELAWARE COMMON STOCK                                     | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               |  | US        |      1780 | NS      | $264810.60    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| HashiCorp Inc                            | HASHICORP INC-CL A COMMON STOCK                                         | CUSIP: 418100103<br>LEI: 549300XGOB9ZFQHMIP56 | Long             | EC               |  | US        |     62224 | NS      | $2128683.04   | 2.70%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR TRANSPORT SERVICES GROUP, INC.       | AIR TRANSPORT SERVICES GROUP COMMON STOCK                               | CUSIP: 00922R105<br>LEI: 5493000F3MSFGIXTQE27 | Long             | EC               |  | US        |     65670 | NS      | $1443426.60   | 1.83%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES STEEL CORPORATION          | X US 01/17/25 P47 SHORT                                                 | CUSIP: N/A<br>LEI: JNLUVFYJT1OZSIQ24U47       | N/A              | DE               |  | US        |      -144 | NC      | $-202680.00   | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| RETAIL OPPORTUNITY INVESTMENTS CORP.     | RETAIL OPPORTUNITY INVESTMEN REIT                                       | CUSIP: 76131N101<br>LEI: N/A                  | Long             | EC               |  | US        |    228815 | NS      | $3972228.40   | 5.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ATLANTICA SUSTAINABLE INFRASTRUCTURE PLC | ATLANTICA SUSTAINABLE INFRASTRUCTURE PLC 144A 4.125000% 06/15/2028      | CUSIP: 04916WAA2<br>LEI: 549300ITBBGKJ651R879 | Long             | DBT              | NUSS              | ES        |   1800000 | PA      | $1701845.41   | 2.16%             | 2028-06-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| PERELLA WEINBERG PARTNERS                | PERELLA WEINBERG PARTNERS COMMON STOCK                                  | CUSIP: 71367G102<br>LEI: N/A                  | Long             | EC               |  | US        |      7650 | NS      | $182376.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Covestro AG                              | COVESTRO AG-TEND COMMON STOCK                                           | CUSIP: N/A<br>LEI: 3912005AWHKLQ1CPLV11       | Long             | EC               |  | DE        |     23002 | NS      | $1381472.89   | 1.75%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES STEEL CORPORATION          | X US 01/17/25 C47 SHORT                                                 | CUSIP: N/A<br>LEI: JNLUVFYJT1OZSIQ24U47       | N/A              | DE               |  | US        |       -92 | NC      | $-10672.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Gatos Silver Inc                         | GATOS SILVER INC COMMON STOCK                                           | CUSIP: 368036109<br>LEI: N/A                  | Long             | EC               |  | US        |     19949 | NS      | $278887.02    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| SMARTSHEET INC.                          | SMAR US 01/16/26 C60 SHORT                                              | CUSIP: N/A<br>LEI: 549300N9WF42OK9VL589       | N/A              | DE               |  | US        |       -14 | NC      | $-70.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN, SACHS & CO.                     | FX Forward Contract: USD/EUR SETTLE 2025-06-30                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | US        |         1 | NC      | $9693.90      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MARINEMAX, INC.                          | MARINEMAX INC COMMON STOCK                                              | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               |  | US        |     11955 | NS      | $346097.25    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC.                               | APPLE INC COMMON STOCK                                                  | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Short            | EC               |  | US        |     -1100 | NS      | $-275462.00   | -0.35%            |  |  |  | No            |                  1 | On Loan: No      |
| AMENTUM HOLDINGS, INC.                   | AMENTUM HOLDINGS INC COMMON STOCK                                       | CUSIP: 023939101<br>LEI: N/A                  | Long             | EC               |  | US        |     17995 | NS      | $378434.85    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN, SACHS & CO.                     | FX Forward Contract: USD/CAD SETTLE 2025-01-09                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | US        |         1 | NC      | $42251.42     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | NOVARTIS AG - CVR 1 SHARE OF 66987VCVR AND 40 USD PER KDNY              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | US        |      7303 | NS      | $2848.17      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDEX CORPORATION                        | FDX US 01/17/25 P240 LONG                                               | CUSIP: N/A<br>LEI: 549300E707U7WNPZN687       | N/A              | DE               |  | US        |        10 | NC      | $200.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEVRON CORPORATION                      | CHEVRON CORP COMMON STOCK                                               | CUSIP: 166764100<br>LEI: N/A                  | Short            | EC               |  | US        |     -8037 | NS      | $-1164079.08  | -1.48%            |  |  |  | No            |                  1 | On Loan: No      |
| HARGREAVES LANSDOWN PLC                  | HARGREAVES LANSDOWN PLC COMMON STOCK                                    | CUSIP: N/A<br>LEI: 2138008ZCE93ZDSESG90       | Long             | EC               |  | GB        |    159604 | NS      | $2194762.38   | 2.78%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                      | PARATEK PHARMACEUTICALS INC CONTINGENT VALUE RIGHT - PRTK US            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | US        |    225000 | NS      | $18000.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                  | BRK: GOLDMAN SACHS                                                      | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DE               |  | GB        |    327413 | NC      | $817.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GXO LOGISTICS, INC.                      | GXO LOGISTICS INC COMMON STOCK                                          | CUSIP: 36262G101<br>LEI: 5493007CNWMXN78JRN66 | Long             | EC               |  | US        |      8100 | NS      | $352350.00    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Solo Brands Inc                          | SOLO BRANDS INC - CLASS A COMMON STOCK                                  | CUSIP: 83425V104<br>LEI: N/A                  | Long             | EC               |  | US        |    146000 | NS      | $166440.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN, SACHS & CO.                     | FX Forward Contract: USD/GBP SETTLE 2025-02-28                          | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | US        |         1 | NC      | $3941.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES STEEL CORPORATION          | X US 01/17/25 C50 LONG                                                  | CUSIP: N/A<br>LEI: JNLUVFYJT1OZSIQ24U47       | N/A              | DE               |  | US        |       336 | NC      | $21840.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST MAJESTIC SILVER CORP.              | FIRST MAJESTIC SILVER CORP COMMON STOCK                                 | CUSIP: 32076V103<br>LEI: 529900PWCU5DUH1DYR51 | Short            | EC               |  | US        |    -51078 | NS      | $-280418.22   | -0.36%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                      | DREYFUS TREASURY PRIME CASH MANAGEMENT/ CLASS A                         | CUSIP: 261908107<br>LEI: N/A                  | Long             | STIV             |  | US        |   4190669 | PA      | $4190668.87   | 5.31%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC DOMINION SECURITIES INC              | RBC DOMINION SECURITIES INC. SLRPD 4.510% 01/02/2025                    | CUSIP: N/A<br>LEI: N/A                        | Long             | RA               |  | US        |     50691 | PA      | $50691.00     | 0.06%             | 2025-01-02      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2024-12-31

**Name of Applicant:** NexPoint Funds I

**Signature:** Stephanie Vitiello

**Name of Signer:** Stephanie Vitiello

**Title:** CCO