# EDGAR Filing Document

**Accession Number:** 0001354917
**File Stem:** 0001752724-23-049896
**Filing Date:** 2023-3
**Character Count:** 63419
**Document Hash:** f1221003030c49d254aea9273bee9077
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-049896.hdr.sgml**: 20230301

**ACCESSION NUMBER**: 0001752724-23-049896

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230301

**DATE AS OF CHANGE**: 20230301

**PERIOD START**: 20230630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** NEXPOINT FUNDS I
- **CENTRAL INDEX KEY:** 0001354917
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0630

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21866
- **FILM NUMBER:** 23691812

**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 Merger Arbitrage Fund (Series ID: S000054634)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000171609 | Class A      | HMEAX           |
| C000171610 | Class C      | HMECX           |
| C000171611 | Class Z      | HMEZX           |

## 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 Merger Arbitrage Fund

- **b. EDGAR series identifier (if any):** S000054634

- **c. LEI of Series:** 549300O24D7XG2BMWB63

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

- **a. Date of fiscal year-end:** 2023-06-30

- **b. Date as of which information is reported:** 2022-12-31

**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:** $1529004528.41

**Total Liabilities:** $113249875.17

**Net Assets:** $1415754653.24

**Cash Not Reported:** $40927978.66

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000171609 | 0.03%                | 0.31%                | 1.24%                |
| Class ID C000171610 | -0.02%               | 0.26%                | 1.17%                |
| Class ID C000171611 | 0.06%                | 0.35%                | 1.22%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $174355.49               | $1499260.88                                |
| Month 2  | $3630549.64              | $-3688098.23                               |
| Month 3  | $7878448.58              | $9558340.31                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| DRAFTKINGS INC.                                                    | DRAFTKINGS INC - CL A - SHORT COMMON STOCK                          | CUSIP: 26142V105<br>LEI: N/A                  | Short            | EC               |  | US        |        -0 | NS      | $-2.96        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                       | FX Forward Contract: USD/GBP SETTLE 2023-02-23                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $6084.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jack Creek Investment Corp.                                        | JACK CREEK INVESTMENT C-CL A SPECIAL PURPOSE ACQUISITION COMPANIES  | CUSIP: G4989X115<br>LEI: N/A                  | Long             | EC               |  | US        |     12792 | NS      | $129582.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AGROFRESH SOLUTIONS, INC.                                          | AGROFRESH SOLUTIONS INC COMMON STOCK                                | CUSIP: 00856G109<br>LEI: 549300SBHHYUXDIB7F37 | Long             | EC               |  | US        |    354854 | NS      | $1050367.84   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FAT PROJECTS ACQUISITION CORP WT                                   | FAT PROJECTS ACQUISITION CORP WT EXPIRATION: 06/16/26               | CUSIP: G3400W110<br>LEI: N/A                  | N/A              | DE               |  | SG        |    150000 | NC      | $3255.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VIVINT SMART HOME, INC.                                            | VVNT US 12/15/23 C12.5 SHORT                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -2035 | NC      | $-30525.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| TIKEHAU US CLO LTD                                                 | TIKEHAU US CLO II LTD TKO 2022-1A AJ                                | CUSIP: 88676LAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |   5000000 | PA      | $4950000.00   | 0.35%             | 2033-07-20      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Biote Corp                                                         | BIOTE CORP WT EXPIRATION: 02/12/27                                  | CUSIP: 090683111<br>LEI: N/A                  | N/A              | DE               |  | US        |      9769 | NC      | $3007.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                       | FX Forward Contract: USD/GBP SETTLE 2023-01-13                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $98.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED BANKSHARES, INC.                                            | UNITED BANKSHARES INC COMMON STOCK                                  | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               |  | US        |         0 | NS      | $0.02         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Consolidator Acquisition Corp                              | EVEREST CONSOLIDATOR ACQUISI SPECIAL PURPOSE ACQUISITION COMPANIES  | CUSIP: 29978K201<br>LEI: N/A                  | Long             | EC               |  | US        |     60927 | NS      | $622064.67    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                       | FX Forward Contract: USD/GBP SETTLE 2023-02-23                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $24087.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KNOWBE4, INC.                                                      | KNOWBE4 INC-A COMMON STOCK                                          | CUSIP: 49926T104<br>LEI: N/A                  | Long             | EC               |  | US        |   3893915 | NS      | $96491213.70  | 6.82%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                       | FX Forward Contract: USD/GBP SETTLE 2023-02-23                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $845.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PARABELLUM ACQUISITION CORP WT                                     | PARABELLUM ACQUISITION CORP WT EXPIRATION: 09/30/26                 | CUSIP: 69901P117<br>LEI: N/A                  | N/A              | DE               |  | US        |    223160 | NC      | $8926.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | MONUMENT CIRCLE ACQUI-CL A SPECIAL PURPOSE ACQUISITION COMPANIES    | CUSIP: 61531M101<br>LEI: N/A                  | Long             | EC               |  | US        |     10194 | NS      | $102449.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COWEN INC.                                                         | COWEN INC - A COMMON STOCK                                          | CUSIP: 223622606<br>LEI: 5493008QI0EFC5WBED75 | Long             | EC               |  | US        |   1336900 | NS      | $51631078.00  | 3.65%             |  |  |  | No            |                  1 | On Loan: —       |
| Phoenix Biotech Acquisition Corp                                   | PHOENIX BIOTECH ACQUISITION CORP WT EXPIRATION: 09/01/26            | CUSIP: 71902K113<br>LEI: N/A                  | N/A              | DE               |  | US        |    108741 | NC      | $4273.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UserTesting Inc                                                    | USERTESTING INC COMMON STOCK                                        | CUSIP: 91734E101<br>LEI: N/A                  | Long             | EC               |  | US        |   1984337 | NS      | $14902370.87  | 1.05%             |  |  |  | No            |                  1 | On Loan: —       |
| MJX VENTURE MANAGEMENT II LLC                                      | VENTURE XXVII CLO LTD VENTR 2017-27RA A                             | CUSIP: 60689WAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  14190017 | PA      | $13839566.29  | 0.98%             | 2030-07-21      | Floating      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| Dreyfus Treasury Obligations Cash Management; Institutional Shares | DREYFUS TREASURY PRIME CASH MANAGEMENT/ CLASS A                     | CUSIP: 261908107<br>LEI: N/A                  | Long             | STIV             |  | US        | 113446438 | PA      | $113446438.33 | 8.01%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                       | FX Forward Contract: USD/GBP SETTLE 2023-01-31                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $19559.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banner Acquisition Corp                                            | BANNER ACQUISITION CORP SPECIAL PURPOSE ACQUISITION COMPANIES       | CUSIP: 06654K101<br>LEI: N/A                  | Long             | EC               |  | US        |     52078 | NS      | $524946.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CARLYLE US CLO LTD                                                 | CARLYLE US CLO 2022-6 LTD CGMS 2022-6A A                            | CUSIP: 14317GAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5000000.00   | 0.35%             | 2034-10-25      | Floating      | 6.85%                 | Yes           |                  2 | On Loan: No      |
| PROFESSIONAL HOLDING CORP.                                         | PROFESSIONAL HOLDING CORP-A COMMON STOCK                            | CUSIP: 743139107<br>LEI: 549300MOIYR1NW3J2W56 | Long             | EC               |  | US        |    281694 | NS      | $7814191.56   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| McLaren Technology Acquisition Corp                                | MCLAREN TECHNOLOGY ACQ-A SPECIAL PURPOSE ACQUISITION COMPANIES      | CUSIP: 58176U109<br>LEI: N/A                  | Long             | EC               |  | US        |     90000 | NS      | $918900.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                       | FX Forward Contract: USD/GBP SETTLE 2023-02-23                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $21375.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BLACK DIAMOND CLO LTD.                                             | BLACK DIAMOND CLO 2022-1 LTD BLACK 2022-1A A1A                      | CUSIP: 09203BAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   5000000 | PA      | $5000000.00   | 0.35%             | 2035-10-25      | Floating      | 7.08%                 | Yes           |                  2 | On Loan: No      |
| Ascendant Digital Acquisition Corp III                             | ASCENDANT DIGITAL ACQUISITIO SPECIAL PURPOSE ACQUISITION COMPANIES  | CUSIP: G05157121<br>LEI: N/A                  | Long             | EC               |  | US        |     10000 | NS      | $103000.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SEP Acquisition Corp                                               | MERCURY ECOMMERCE ACQUISIT-A SPECIAL PURPOSE ACQUISITION COMPANIES  | CUSIP: 589381102<br>LEI: 549300FXS2LWBI15YP76 | Long             | EC               |  | US        |    100172 | NS      | $997713.12    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HORIZON THERAPEUTICS PUBLIC LIMITED COMPANY                        | HZNP US 05/19/23 C120 SHORT                                         | CUSIP: N/A<br>LEI: 529900P0GSQ79OOZEV53       | N/A              | DE               |  | US        |      -890 | NC      | $-8900.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| VIVINT SMART HOME, INC.                                            | VIVINT SMART HOME INC COMMON STOCK                                  | CUSIP: 928542109<br>LEI: N/A                  | Long             | EC               |  | US        |   3411865 | NS      | $40601193.50  | 2.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corporation                                               | CCL US 01/20/23 C30 LONG                                            | CUSIP: 5T0998RN8<br>LEI: F1OF2ZSX47CR0BCWA982 | N/A              | DE               |  | US        |        75 | NC      | $75.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOGREEN INVESTMENTS CORP WT                                        | GOGREEN INVESTMENTS CORP WT EXPIRATION: 06/04/23                    | CUSIP: G9461B119<br>LEI: N/A                  | N/A              | DE               |  | US        |    181950 | NC      | $60043.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Seaport Global Acquisition II Corp                                 | SEAPORT GLOBAL ACQUISITION II CORP WT EXPIRATION: 11/17/26          | CUSIP: 81221H113<br>LEI: N/A                  | N/A              | DE               |  | US        |     21237 | NC      | $206.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                       | FX Forward Contract: USD/GBP SETTLE 2023-02-08                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-509.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Maxpro Capital Acquisition Corp                                    | MAXPRO CAPITAL ACQUISITION CORP WT EXPIRATION: 01/22/23             | CUSIP: 57778T114<br>LEI: N/A                  | N/A              | DE               |  | TW        |     71084 | NC      | $3881.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pivotal Investment Corp III                                        | PIVOTAL INVESTMENT CORPIII-A SPECIAL PURPOSE ACQUISITION COMPANIES  | CUSIP: 72582M106<br>LEI: N/A                  | Long             | EC               |  | US        |     14302 | NS      | $144750.54    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                       | FX Forward Contract: USD/GBP SETTLE 2023-01-13                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-31255.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BENEFITFOCUS, INC.                                                 | BENEFITFOCUS INC COMMON STOCK                                       | CUSIP: 08180D106<br>LEI: 254900W89KP1OS3RXO89 | Long             | EC               |  | US        |   1051188 | NS      | $10995426.48  | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Lionheart III Corp                                                 | LIONHEART III CORP -CLASS A SPECIAL PURPOSE ACQUISITION COMPANIES   | CUSIP: 536262108<br>LEI: 549300FOQIPVJ7BSVU47 | Long             | EC               |  | US        |    244909 | NS      | $2495622.71   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Altenergy Acquisition Corp                                         | ALTENERGY ACQUISITION CORP-A SPECIAL PURPOSE ACQUISITION COMPANIES  | CUSIP: 02157M108<br>LEI: N/A                  | Long             | EC               |  | US        |     24500 | NS      | $250635.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST HORIZON CORPORATION                                          | FIRST HORIZON CORP COMMON STOCK                                     | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               |  | US        |   1743439 | NS      | $42714255.50  | 3.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Caverion Oyj                                                       | CAVERION OYJ COMMON STOCK                                           | CUSIP: N/A<br>LEI: 7437007ECQWVPCJIS695       | Long             | EC               |  | FI        |     26380 | NS      | $194929.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                       | FX Forward Contract: USD/GBP SETTLE 2023-01-13                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $191359.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Phoenix Biotech Acquisition Corp                                   | PHOENIX BIOTECH ACQUISI-CL A SPECIAL PURPOSE ACQUISITION COMPANIES  | CUSIP: 71902K105<br>LEI: N/A                  | Long             | EC               |  | US        |    217482 | NS      | $2240064.60   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Corner Growth Acquisition Corp                                     | CORNER GROWTH ACQUISITION-A SPECIAL PURPOSE ACQUISITION COMPANIES   | CUSIP: G2425N105<br>LEI: N/A                  | Long             | EC               |  | US        |    103335 | NS      | $1021983.15   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                       | FX Forward Contract: USD/GBP SETTLE 2023-01-31                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $93335.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Trean Insurance Group Inc                                          | TREAN INSURANCE GROUP INC COMMON STOCK                              | CUSIP: 89457R101<br>LEI: N/A                  | Long             | EC               |  | US        |   1127799 | NS      | $6766794.00   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| MAXAR TECHNOLOGIES INC.                                            | MAXAR TECHNOLOGIES INC COMMON STOCK                                 | CUSIP: 57778K105<br>LEI: 549300OEN2G821MIJ922 | Long             | EC               |  | US        |    236052 | NS      | $12213330.48  | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                       | FX Forward Contract: USD/GBP SETTLE 2023-02-23                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $7459.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DRAFTKINGS INC.                                                    | DRAFTKINGS INC-CL A COMMON STOCK                                    | CUSIP: 26142V105<br>LEI: N/A                  | Long             | EC               |  | US        |         0 | NS      | $2.96         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Thrive Acquisition Corp                                            | THRIVE ACQUISITION CORP - A SPECIAL PURPOSE ACQUISITION COMPANIES   | CUSIP: G7158C101<br>LEI: N/A                  | Long             | EC               |  | US        |    324984 | NS      | $3360334.56   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Lionheart III Corp                                                 | LIONHEART III CORP WT EXPIRATION: 03/19/23                          | CUSIP: 536262116<br>LEI: 549300FOQIPVJ7BSVU47 | N/A              | DE               |  | US        |    113155 | NC      | $4294.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENTEGRIS, INC.                                                     | ENTEGRIS INC COMMON STOCK                                           | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | EC               |  | US        |     39260 | NS      | $2575062.09   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| THRIVE ACQUISITION CORP WT                                         | THRIVE ACQUISITION CORP WT EXPIRATION: 03/09/23                     | CUSIP: G7158C119<br>LEI: N/A                  | N/A              | DE               |  | US        |    162492 | NC      | $1202.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AVEVA GROUP PLC                                                    | AVEVA GROUP PLC COMMON STOCK                                        | CUSIP: N/A<br>LEI: 213800XHATUM2LFMKG16       | Long             | EC               |  | GB        |   2066898 | NS      | $79603573.53  | 5.62%             |  |  |  | No            |                  2 | On Loan: No      |
| BIOTECH ACQUISITION CO WT                                          | BIOTECH ACQUISITION CO WT EXPIRATION: 11/30/27                      | CUSIP: G1125A116<br>LEI: N/A                  | N/A              | DE               |  | US        |       500 | NC      | $31.95        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRK: GOLDMAN SACHS                                                 | BRK: GOLDMAN SACHS RECV HUNTER DOUGLAS                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | XX        |     43790 | NC      | $128161.63    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                       | FX Forward Contract: USD/GBP SETTLE 2023-01-31                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $344229.46    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CAPITAL FOUR US CLO LTD                                            | CAPITAL FOUR US CLO III LTD C4US 2022-2A A2                         | CUSIP: 14016LAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6000000 | PA      | $6000000.00   | 0.42%             | 2035-01-21      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                       | FX Forward Contract: USD/GBP SETTLE 2023-02-23                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $9950.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRIDGE STREET CLO LTD                                              | BRIDGE STREET CLO III LTD BRDGS 2022-1A A1                          | CUSIP: 10806YAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9000000 | PA      | $9005994.00   | 0.64%             | 2034-10-20      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| HOMESERVE PLC                                                      | HOMESERVE PLC COMMON STOCK                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | GB        |   3172111 | NS      | $45674552.12  | 3.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ELMO Software Ltd                                                  | ELMO SOFTWARE LTD COMMON STOCK                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | AU        |     74221 | NS      | $243321.31    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Biohaven Ltd                                                       | BIOHAVEN LTD COMMON STOCK                                           | CUSIP: G1110E107<br>LEI: N/A                  | Long             | EC               |  | US        |     81950 | NS      | $1137466.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | SARATOGA INVESTMENT CORP SENIOR LOAN FUND 2022-1 L SARAT 2022-1A A2 | CUSIP: 80349PAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4950000.00   | 0.35%             | 2033-10-20      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| VENTAS, INC.                                                       | VENTAS INC REIT                                                     | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               |  | US        |         0 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carney Technology Acquisition Corp. II                             | CARNEY TECHNOLOGY ACQUISITION CORP II WT EXPIRATION: 11/30/27       | CUSIP: 143636116<br>LEI: N/A                  | N/A              | DE               |  | US        |      3333 | NC      | $233.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Madison Square Garden Entertainment Corp                           | MADISON SQUARE GARDEN ENTERT COMMON STOCK                           | CUSIP: 55826T102<br>LEI: N/A                  | Short            | EC               |  | US        |        -1 | NS      | $-36.88       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EVO PAYMENTS, INC.                                                 | EVO PAYMENTS INC-CLASS A COMMON STOCK                               | CUSIP: 26927E104<br>LEI: 549300Z5UL344C8KEC55 | Long             | EC               |  | US        |   2110055 | NS      | $71404261.20  | 5.04%             |  |  |  | No            |                  1 | On Loan: No      |
| OZ MINERALS LIMITED                                                | OZ MINERALS LTD COMMON STOCK                                        | CUSIP: N/A<br>LEI: 529900O2VBT5CL7EZT27       | Long             | EC               |  | AU        |    119528 | NS      | $2244068.25   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                       | FX Forward Contract: USD/GBP SETTLE 2023-01-31                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $26800.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Altenergy Acquisition Corp                                         | ALTENERGY ACQUISITION CORP WT EXPIRATION: 02/06/23                  | CUSIP: 02157M116<br>LEI: N/A                  | N/A              | DE               |  | US        |     12500 | NC      | $1287.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                       | FX Forward Contract: USD/GBP SETTLE 2023-01-31                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $28061.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH STERLING POUND                                             | FX Forward Contract: GBP/USD SETTLE 2023-01-11                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |         1 | NC      | $397.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                       | FX Forward Contract: USD/GBP SETTLE 2023-01-13                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-55509.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                       | FX Forward Contract: USD/CAD SETTLE 2023-08-21                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-9134.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 1LIFE HEALTHCARE, INC                                              | ONEM US 01/20/23 C20 SHORT                                          | CUSIP: 40X9933Y9<br>LEI: N/A                  | N/A              | DE               |  | US        |      -400 | NC      | $-2800.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Intelligent Medicine Acquisition Corp                              | INTELLIGENT MEDICINE ACQUISITION CORP WT EXPIRATION: 01/13/23       | CUSIP: 45828D114<br>LEI: N/A                  | N/A              | DE               |  | US        |    125000 | NC      | $1312.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Madison Square Garden Entertainment Corp                           | MADISON SQUARE GARDEN ENTERT COMMON STOCK                           | CUSIP: 55826T102<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $36.88        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIDGE STREET CLO LTD                                              | BRIDGE STREET CLO III LTD BRDGS 2022-1A A2                          | CUSIP: 10806YAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3502331.00   | 0.25%             | 2034-10-20      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| Imago BioSciences Inc                                              | IMAGO BIOSCIENCES INC COMMON STOCK                                  | CUSIP: 45250K107<br>LEI: N/A                  | Long             | EC               |  | US        |    309961 | NS      | $11143097.95  | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                       | FX Forward Contract: USD/CAD SETTLE 2023-08-21                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-5851.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Green Visor Financial Technology Acquisition I Corp                | GREEN VISOR FINANCIAL TECHNO SPECIAL PURPOSE ACQUISITION COMPANIES  | CUSIP: G4166K118<br>LEI: N/A                  | Long             | EC               |  | US        |    145507 | NS      | $1504542.38   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| U.S. DOLLARS                                                       | FX Forward Contract: USD/GBP SETTLE 2023-04-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $166.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENTEGRIS, INC.                                                     | ENTEGRIS INC - SHORT COMMON STOCK                                   | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Short            | EC               |  | US        |    -39259 | NS      | $-2574997.81  | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| Carney Technology Acquisition Corp. II                             | CARNEY TECHNOLOGY ACQU- CL A SPECIAL PURPOSE ACQUISITION COMPANIES  | CUSIP: 143636108<br>LEI: N/A                  | Long             | EC               |  | US        |     72109 | NS      | $738396.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                           | EDF COMMON STOCK                                                    | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | EC               |  | FR        |     56257 | NS      | $720086.00    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| PARK BLUE CLO LTD                                                  | PARK BLUE CLO 2022-II LTD PKBLU 2022-2A A2                          | CUSIP: 70018CAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6000000 | PA      | $6000000.00   | 0.42%             | 2035-01-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                       | FX Forward Contract: USD/AUD SETTLE 2023-02-28                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-968.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HALSEYPOINT CLO                                                    | HALSEYPOINT CLO 6 LTD HLSY 2022-6A A2                               | CUSIP: 40639GAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6000000 | PA      | $5859000.00   | 0.41%             | 2034-10-20      | Floating      | 6.15%                 | Yes           |                  2 | On Loan: No      |
| U.S. DOLLARS                                                       | FX Forward Contract: USD/EUR SETTLE 2023-02-28                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-279.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Forum Merger IV Corp                                               | FORUM MERGER IV CORP-A SPECIAL PURPOSE ACQUISITION COMPANIES        | CUSIP: 349875104<br>LEI: N/A                  | Long             | EC               |  | US        |    150026 | NS      | $1507761.30   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ATLAS CORP.                                                        | ATLAS CORP COMMON STOCK                                             | CUSIP: Y0436Q109<br>LEI: N/A                  | Long             | EC               |  | US        |   1297933 | NS      | $19910292.22  | 1.41%             |  |  |  | No            |                  1 | On Loan: —       |
| Athena Consumer Acquisition Corp                                   | ATHENA CONSUMER ACQUISITION CORP WT EXPIRATION: 07/31/28            | CUSIP: 04684M114<br>LEI: 549300I3J7Y1D6R3A720 | N/A              | DE               |  | US        |    125076 | NC      | $14546.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                       | FX Forward Contract: USD/GBP SETTLE 2023-02-23                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1303.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Seaport Global Acquisition II Corp                                 | SEAPORT GLOBAL ACQUISITION-A SPECIAL PURPOSE ACQUISITION COMPANIES  | CUSIP: 81221H105<br>LEI: N/A                  | Long             | EC               |  | US        |     55100 | NS      | $562020.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                       | FX Forward Contract: USD/GBP SETTLE 2023-02-23                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $86786.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UMPQUA HOLDINGS CORPORATION                                        | UMPQUA HOLDINGS CORP COMMON STOCK                                   | CUSIP: 904214103<br>LEI: 5299002ENJ7CY215BW86 | Long             | EC               |  | US        |   1958677 | NS      | $34962384.45  | 2.47%             |  |  |  | No            |                  1 | On Loan: No      |
| ARES CLO LTD                                                       | ARES LXVII CLO LTD ARES 2022-67A A2                                 | CUSIP: 039939AC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   5000000 | PA      | $4948805.00   | 0.35%             | 2036-01-25      | Floating      | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Social Leverage Acquisition Corp I                                 | SOCIAL LEVERAGE ACQUISITIO-A SPECIAL PURPOSE ACQUISITION COMPANIES  | CUSIP: 83363K102<br>LEI: N/A                  | Long             | EC               |  | US        |     42600 | NS      | $426000.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBIA BANKING SYSTEM, INC.                                      | COLUMBIA BANKING SYSTEM INC COMMON STOCK                            | CUSIP: 197236102<br>LEI: N/A                  | Short            | EC               |  | US        |  -1167162 | NS      | $-35166591.06 | -2.48%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | COWEN INC 7.250000% 05/06/2024                                      | CUSIP: 223622AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7500000 | PA      | $7560031.35   | 0.53%             | 2024-05-06      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Home Capital Group Inc.                                            | HOME CAPITAL GROUP INC COMMON STOCK                                 | CUSIP: 436913107<br>LEI: 529900BYMJZJJLBC8L85 | Long             | EC               |  | CA        |    115834 | NS      | $3640142.97   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                       | FX Forward Contract: USD/GBP SETTLE 2023-01-31                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-439703.09   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                       | FX Forward Contract: USD/AUD SETTLE 2023-02-28                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-986.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                       | FX Forward Contract: USD/GBP SETTLE 2023-02-17                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $2656.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Myovant Sciences Ltd                                               | MYOVANT SCIENCES LTD COMMON STOCK                                   | CUSIP: G637AM102<br>LEI: N/A                  | Long             | EC               |  | US        |   1315122 | NS      | $35455689.12  | 2.50%             |  |  |  | No            |                  1 | On Loan: No      |
| DTRT Health Acquisition Corp                                       | DTRT HEALTH ACQUISITION CORP WT EXPIRATION: 08/31/29                | CUSIP: 23344T111<br>LEI: N/A                  | N/A              | DE               |  | US        |     24700 | NC      | $5436.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                       | FX Forward Contract: USD/GBP SETTLE 2023-01-13                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $83923.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                       | FX Forward Contract: USD/GBP SETTLE 2023-01-31                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $84908.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aveo Pharmaceuticals Inc                                           | AVEO PHARMACEUTICALS INC COMMON STOCK                               | CUSIP: 053588307<br>LEI: 529900PLC55DUQO4CR76 | Long             | EC               |  | US        |   1407578 | NS      | $21043291.10  | 1.49%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWARK BSL CLO LTD                                                 | NEWARK BSL CLO 1 LTD NBCLO 2016-1A A1R                              | CUSIP: 65023TAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4327320 | PA      | $4262236.74   | 0.30%             | 2029-12-21      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| MEDICLINIC INTERNATIONAL PLC                                       | MEDICLINIC INTERNATIONAL PLC COMMON STOCK                           | CUSIP: N/A<br>LEI: 2138002S5BSBIZTD5I60       | Long             | EC               |  | GB        |   1417133 | NS      | $8441688.70   | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| AMINO INC SERIES C                                                 | AMINO INC SERIES C                                                  | CUSIP: 931FZP909<br>LEI: N/A                  | Long             | EP               |  | US        |    434783 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Maxpro Capital Acquisition Corp                                    | MAXPRO CAPITAL ACQUISITION-A SPECIAL PURPOSE ACQUISITION COMPANIES  | CUSIP: 57778T106<br>LEI: N/A                  | Long             | EC               |  | US        |     71084 | NS      | $738562.76    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                       | FX Forward Contract: USD/GBP SETTLE 2023-02-23                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $21389.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| K3 Capital Group PLC                                               | K3 CAPITAL GROUP PLC COMMON STOCK                                   | CUSIP: N/A<br>LEI: 21380043EWYIWISOAN87       | Long             | EC               |  | GB        |    212567 | NS      | $877044.71    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| COUPA SOFTWARE INCORPORATED                                        | COUPA SOFTWARE INC COMMON STOCK                                     | CUSIP: 22266L106<br>LEI: 549300Q95ICR2GFL2K37 | Long             | EC               |  | US        |    406382 | NS      | $32173262.94  | 2.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Arbor Rapha Capital Bioholdings Corp I                             | ARBOR RAPHA CAPITAL BIOHOLDI SPECIAL PURPOSE ACQUISITION COMPANIES  | CUSIP: 03881F203<br>LEI: N/A                  | Long             | EC               |  | US        |     25000 | NS      | $267500.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Integrated Rail and Resources Acquisition Corp                     | INTEGRATED RAIL AND RESOURCE SPECIAL PURPOSE ACQUISITION COMPANIES  | CUSIP: 45827R205<br>LEI: 549300G3080C4RIDLA64 | Long             | EC               |  | US        |    294324 | NS      | $3010934.52   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| MERIDIAN BIOSCIENCE, INC.                                          | MERIDIAN BIOSCIENCE INC COMMON STOCK                                | CUSIP: 589584101<br>LEI: 549300ELSRZEFFFRX195 | Long             | EC               |  | US        |   1895715 | NS      | $62956695.15  | 4.45%             |  |  |  | No            |                  1 | On Loan: No      |
| MONEYGRAM INTERNATIONAL, INC.                                      | MONEYGRAM INTERNATIONAL INC COMMON STOCK                            | CUSIP: 60935Y208<br>LEI: 5299002DLX0Q04KC4156 | Long             | EC               |  | US        |   4567853 | NS      | $49743919.17  | 3.51%             |  |  |  | No            |                  1 | On Loan: No      |
| HORIZON THERAPEUTICS PUBLIC LIMITED COMPANY                        | HORIZON THERAPEUTICS PLC COMMON STOCK                               | CUSIP: G46188101<br>LEI: 529900P0GSQ79OOZEV53 | Long             | EC               |  | US        |    501511 | NS      | $57071951.80  | 4.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BIFFA PLC                                                          | BIFFA PLC COMMON STOCK                                              | CUSIP: N/A<br>LEI: 2138008RB4WDK7HYYS91       | Long             | EC               |  | GB        |    134869 | NS      | $660944.41    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CARLYLE US CLO LTD                                                 | CARLYLE US CLO 2022-4 LTD CGMS 2022-4A A2                           | CUSIP: 14317BAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6500000 | PA      | $6386250.00   | 0.45%             | 2034-07-25      | Floating      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| IROBOT CORPORATION                                                 | IROBOT CORP COMMON STOCK                                            | CUSIP: 462726100<br>LEI: 5493009PRNKOUKBAT390 | Long             | EC               |  | US        |    136539 | NS      | $6571622.07   | 0.46%             |  |  |  | No            |                  1 | On Loan: —       |
| U.S. DOLLARS                                                       | FX Forward Contract: USD/GBP SETTLE 2023-02-23                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $335397.75    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Energem Corp                                                       | ENERGEM CORP SPECIAL PURPOSE ACQUISITION COMPANIES                  | CUSIP: G30449113<br>LEI: N/A                  | Long             | EC               |  | US        |    225000 | NS      | $2349000.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                       | FX Forward Contract: USD/GBP SETTLE 2023-01-13                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $461.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | ZAGG INC - CVR CONTINGENT VALUE RIGHT                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | US        |     22787 | NS      | $2050.83      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| U.S. DOLLARS                                                       | FX Forward Contract: USD/EUR SETTLE 2023-01-31                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-428.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                       | FX Forward Contract: USD/CAD SETTLE 2023-08-21                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-326.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                       | FX Forward Contract: USD/GBP SETTLE 2023-04-12                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $5256.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MICRO FOCUS INTERNATIONAL PLC                                      | MICRO FOCUS INTERNATIONAL COMMON STOCK                              | CUSIP: N/A<br>LEI: 213800F8E4X648142844       | Long             | EC               |  | GB        |    252001 | NS      | $1606236.59   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Blockchain Coinvestors Acquisition Corp I                          | BLOCKCHAIN COINVESTORS ACQUI SPECIAL PURPOSE ACQUISITION COMPANIES  | CUSIP: G11765123<br>LEI: N/A                  | Long             | EC               |  | US        |     10000 | NS      | $107700.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| R P S GROUP PLC                                                    | RPS GROUP PLC COMMON STOCK                                          | CUSIP: N/A<br>LEI: 213800BHEVF3ZB6NG750       | Long             | EC               |  | GB        |    489884 | NS      | $1296425.93   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| STORE CAPITAL CORPORATION                                          | STORE CAPITAL CORP REIT                                             | CUSIP: 862121100<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | EC               |  | US        |   3105744 | NS      | $99570152.64  | 7.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EMPOWER CLO LTD                                                    | EMPOWER CLO 2022-1 LTD EMPWR 2022-1A A2                             | CUSIP: 29246AAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8000000 | PA      | $7948320.00   | 0.56%             | 2034-10-20      | Floating      | 6.46%                 | Yes           |                  2 | On Loan: No      |
| DANBY PARK CLO LTD                                                 | DANBY PARK CLO LTD DANBY 2022-1A A2                                 | CUSIP: 236057AL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   5000000 | PA      | $4987500.00   | 0.35%             | 2035-10-21      | Floating      | 6.85%                 | Yes           |                  2 | On Loan: No      |
| EMIS GROUP PLC                                                     | EMIS GROUP PLC COMMON STOCK                                         | CUSIP: N/A<br>LEI: 213800K474ZZK76NX913       | Long             | EC               |  | GB        |   1228825 | NS      | $27671178.37  | 1.95%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                       | FX Forward Contract: USD/GBP SETTLE 2023-01-31                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $32858.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRK: GOLDMAN SACHS                                                 | BRK: GOLDMAN SACHS PAY: USD - LIBOR - BBA                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |   2590000 | NC      | $342483.39    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BHVN US 01/20/23 C150                                              | BHVN US 01/20/23 C150 SHORT                                         | CUSIP: 17W999VC2<br>LEI: N/A                  | N/A              | DE               |  | US        |     -1639 | NC      | $-901450.00   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Priveterra Acquisition Corp                                        | PRIVETERRA ACQUISITION COR-A SPECIAL PURPOSE ACQUISITION COMPANIES  | CUSIP: 74275N102<br>LEI: N/A                  | Long             | EC               |  | US        |     39792 | NS      | $400108.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UserTesting Inc                                                    | USER US 01/20/23 C7.5 SHORT                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -9600 | NC      | $-48000.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| McLaren Technology Acquisition Corp                                | MCLAREN TECHNOLOGY ACQUISITION CORP WT EXPIRATION: 03/03/23         | CUSIP: 58176U117<br>LEI: N/A                  | N/A              | DE               |  | US        |     92147 | NC      | $1607.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 1LIFE HEALTHCARE, INC                                              | 1LIFE HEALTHCARE INC COMMON STOCK                                   | CUSIP: 68269G107<br>LEI: N/A                  | Long             | EC               |  | US        |   1343979 | NS      | $22457889.09  | 1.59%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                       | FX Forward Contract: USD/GBP SETTLE 2023-01-11                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-54499.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Poshmark Inc                                                       | POSHMARK INC-CLASS A COMMON STOCK                                   | CUSIP: 73739W104<br>LEI: N/A                  | Long             | EC               |  | US        |   1460987 | NS      | $26122447.56  | 1.85%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                       | FX Forward Contract: USD/GBP SETTLE 2023-02-23                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-6959.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SEACOAST BANKING CORPORATION OF FLORIDA                            | SEACOAST BANKING CORP/FL COMMON STOCK                               | CUSIP: 811707801<br>LEI: 549300V6IC06XYQYPG88 | Short            | EC               |  | US        |   -250921 | NS      | $-7826225.99  | -0.55%            |  |  |  | No            |                  1 | On Loan: No      |
| PERCEPTION CAPITAL CORP II WT                                      | PERCEPTION CAPITAL CORP II WT EXPIRATION: 12/31/28                  | CUSIP: G7007D110<br>LEI: N/A                  | N/A              | DE               |  | US        |    198080 | NC      | $4952.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | ABIOMED INC - CVR CONTINGENT VALUE RIGHT                            | CUSIP: 003CVR016<br>LEI: N/A                  | Long             | EC               |  | US        |    171486 | NS      | $174915.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                       | FX Forward Contract: USD/GBP SETTLE 2023-01-31                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $63112.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Appreciate Holdings Inc                                            | APPRECIATE HOLDINGS INC WT EXPIRATION: 11/29/27                     | CUSIP: 03832J114<br>LEI: N/A                  | N/A              | DE               |  | US        |     12612 | NC      | $467.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Talon 1 Acquisition Corp                                           | TALON 1 ACQUISITION CORP SPECIAL PURPOSE ACQUISITION COMPANIES      | CUSIP: G86656124<br>LEI: N/A                  | Long             | EC               |  | US        |     38968 | NS      | $405656.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ATLAS AIR WORLDWIDE HOLDINGS, INC.                                 | ATLAS AIR WORLDWIDE HOLDINGS COMMON STOCK                           | CUSIP: 049164205<br>LEI: 549300R0A2TUVCYZB465 | Long             | EC               |  | US        |    705550 | NS      | $71119440.00  | 5.02%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2022-12-31

**Name of Applicant:** NexPoint Funds I

**Signature:** Stephanie Vitiello

**Name of Signer:** Stephanie Vitiello

**Title:** CCO