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(Minato ku, Tokyo, JP, Branch) RB0PEZSDGCO3JS6CEU02 JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch) 0000000000 AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank Aktiengesellschaft (Madrid, Madrid, ES, Branch) 0000000000 ES N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch) 0000000000 FI N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Euroclear PLC 54930045L3MXWBD27H71 CH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Austria AG D1HEB8VEU6D9M8ZUXG17 AT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch) 0000000000 NL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) Deutsche Bank Societa per Azioni 529900SS7ZWCX82U3W60 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company (London, GB, Branch) 0000000000 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB F3JS33DEI6XQ4ZBPTN86 SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Hong Kong) Limited X5AV1MBDXGRPX5UGMX13 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Singapore, SG, Branch) 0000000000 SG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) N DST Asset Manager Solutions, Inc. 0000000000 N N N Highland Capital Management Fund Advisors, L.P. 5493002K2NSYVU046L11 Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 N Y N Highland Capital Funds Distributor Inc 8-69128 000165013 00000000000000000000 0.00000000 SEI Investments Distribution Co. 008-27897 000000000 0000000000 0.00000000 NexBank Securities, Inc. 8-66705 000133267 5493000R7PCXD7JZMO73 0.00000000 Raymond James Financial, Inc. 8-17983 000006694 RGUZHJ05YTITL6D76949 18832.92000000 National Financial Services Corp. 8-26740 000013041 0000000000 51068.41000000 Bank Of America Merrill Lynch Securities Inc 8-33359 000016139 0000000000 189476.00000000 Citigroup Inc. 8-8177 000007059 6SHGI4ZSSLCXXQSBB395 29591.04000000 JPMorgan Chase & Co. 8-35008 000000079 8I5DZWZKVSZI1NUHU748 174569.69000000 Cantor Fitzgerald, L.P. 8-201 000000134 549300RLUEEVQEMX0450 26799.78000000 Wells Fargo Securities, LLC 8-22947 000007665 VYVVCKR63DVZZN70PB21 16304.20000000 Pershing LLC 8-17574 000007560 ZI8Q1A8EI8LQFJNM0D94 103769.12000000 Jefferies LLC 8-15074 000002347 58PU97L1C0WSRCWADL48 101455.84000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 96777.27000000 883971.01000000 National Financial Services Corp. 8-26740 000013041 0000000000 2815464.00000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 1298458.00000000 Pershing LLC 8-17574 000007560 ZI8Q1A8EI8LQFJNM0D94 4524620.00000000 Bank Of America Merrill Lynch Securities Inc 8-33359 000016139 0000000000 4786770.64000000 Citigroup Inc. 8-8177 000007059 6SHGI4ZSSLCXXQSBB395 1196415.00000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 497426611.76000000 Jefferies LLC 8-15074 000002347 58PU97L1C0WSRCWADL48 5804988.48000000 Stifel Financial Corp. 8-1447 000000793 549300E5F07FE5GHJX84 1719300.00000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 1609489.00000000 JPMorgan Chase & Co. 8-35008 000000079 8I5DZWZKVSZI1NUHU748 6272807.25000000 528840796.13000000 N 81510384.37000000 N Highland/iBoxx Senior Loan ETF S000038289 254900KZ9XGLUQ76VB43 N 1 0 0 Exchange-Traded Fund N N 0.25000000 -0.30000000 0.03000000 0.03000000 Y N N N N/A N/A N/A Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) Rule 22d-1 (17 CFR 270.22d-1) Y Y Y N Highland Capital Management Fund Advisors, L.P. 801-69968 000149653 5493002K2NSYVU046L11 N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 N N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N N SEI Investments - Global Fund Services Limited 0000000000 IE N N N Highland Capital Funds Distributor Inc 8-69128 000165013 00000000000000000000 0.00000000 NexBank Securities, Inc. 8-66705 000133267 5493000R7PCXD7JZMO73 0.00000000 SEI Investments Distribution Co. 008-27897 000000000 0000000000 0.00000000 Morgan Stanley & Co. 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(Minato ku, Tokyo, JP, Branch) RB0PEZSDGCO3JS6CEU02 JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank Societa per Azioni 529900SS7ZWCX82U3W60 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Euroclear PLC 54930045L3MXWBD27H71 CH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank S.p.A. 529900SS7ZWCX82U3W60 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Singapore, SG, Branch) 0000000000 SG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Austria AG D1HEB8VEU6D9M8ZUXG17 AT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch) 0000000000 AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank Aktiengesellschaft (Taipei City, TW, Branch) 25490016G0WR60ANOK04 TW N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank International GmbH ZMHGNT7ZPKZ3UFZ8EO46 DE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank Aktiengesellschaft (Madrid, Madrid, ES, Branch) 0000000000 ES N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch) 0000000000 NO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N DST Asset Manager Solutions, Inc. 0000000000 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N N SEI Investments Distribution Co. 008-27897 000000000 0000000000 0.00000000 NexBank Securities, Inc. 8-66705 000133267 5493000R7PCXD7JZMO73 0.00000000 Highland Capital Funds Distributor Inc 8-69128 000165013 00000000000000000000 0.00000000 Jefferies LLC 8-15074 000002347 58PU97L1C0WSRCWADL48 1531.78000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 3982.33000000 Investment Technology Group, Inc. 8-44218 000029299 0000000000 8167.93000000 Citigroup Inc. 8-8177 000007059 6SHGI4ZSSLCXXQSBB395 1460.84000000 Pershing LLC 8-17574 000007560 ZI8Q1A8EI8LQFJNM0D94 2563.46000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 75787.36000000 Sanford C. 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Inc. 8-4077 000000249 254900VH02JQR2L8XD64 2444154.79000000 Wells Fargo Securities, LLC 8-22947 000007665 VYVVCKR63DVZZN70PB21 750000.00000000 Pershing LLC 8-17574 000007560 ZI8Q1A8EI8LQFJNM0D94 13737834.86000000 217996887.64000000 N 35718728.87000000 N Highland Long/Short Equity Fund S000012407 549300I1DUYKGK97X809 N 3 0 0 N/A Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N Cash collateral reinvestment fee Revenue sharing split 10956377.16000000 20182.71000000 Rule 32a-4 (17 CFR 270.32a-4) Rule 22d-1 (17 CFR 270.22d-1) Rule 12d1-1 (17 CFR 270.12d1-1) N N N N Highland Capital Management Fund Advisors, L.P. 801-69968 000149653 5493002K2NSYVU046L11 N DST Asset Manager Solutions, Inc. 84-00896 0000000000 N N N Thomson Reuters Corporation 549300561UZND4C7B569 CA N N Bank Hapoalim B.M. 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(Minato ku, Tokyo, JP, Branch) RB0PEZSDGCO3JS6CEU02 JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch) 0000000000 NZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken A/S 0000000000 DK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Austria AG D1HEB8VEU6D9M8ZUXG17 AT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch) 0000000000 FI N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch) 0000000000 NO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank International GmbH ZMHGNT7ZPKZ3UFZ8EO46 DE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank S.p.A. 529900SS7ZWCX82U3W60 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch) 0000000000 AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) N DST Asset Manager Solutions, Inc. 0000000000 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 N Y Highland Capital Management Fund Advisors, L.P. 5493002K2NSYVU046L11 Y N N NexBank Securities, Inc. 8-66705 000133267 5493000R7PCXD7JZMO73 0.00000000 SEI Investments Distribution Co. 008-27897 000000000 0000000000 0.00000000 Highland Capital Funds Distributor Inc 8-69128 000165013 00000000000000000000 0.00000000 Investment Technology Group, Inc. 8-44218 000029299 0000000000 176195.82000000 Citigroup Inc. 8-8177 000007059 6SHGI4ZSSLCXXQSBB395 34976.00000000 Royal Bank of Canada 8-55108 000112284 ES7IP3U3RHIGC71XBU11 CA 35160.00000000 Bank Of America Merrill Lynch Securities Inc 8-33359 000016139 0000000000 371717.80000000 Jefferies LLC 8-15074 000002347 58PU97L1C0WSRCWADL48 50729.28000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 53251.71000000 JPMorgan Chase & Co. 8-35008 000000079 8I5DZWZKVSZI1NUHU748 469961.00000000 Societe Generale 8-49963 000042731 O2RNE8IBXP4R0TD8PU41 FR 38801.60000000 National Financial Services LLC 8-26740 000013041 549300JRHF1MHHWUAW04 102714.08000000 Pershing LLC 8-17574 000007560 ZI8Q1A8EI8LQFJNM0D94 61270.68000000 1570773.36000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 5720316.00000000 National Financial Services Corp. 8-26740 000013041 0000000000 8562.00000000 Jefferies LLC 8-15074 000002347 58PU97L1C0WSRCWADL48 5609506.99000000 Citigroup Inc. 8-8177 000007059 6SHGI4ZSSLCXXQSBB395 1718685.59000000 Bank Of America Merrill Lynch Securities Inc 8-33359 000016139 0000000000 26228997.76000000 JPMorgan Chase & Co. 8-35008 000000079 8I5DZWZKVSZI1NUHU748 12871172.00000000 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 994000783.51000000 Goldman Sachs & Co. 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LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 1416.95000000 Societe Generale 8-49963 000042731 O2RNE8IBXP4R0TD8PU41 FR 4380.00000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 450.00000000 Sanford C. Bernstein & Co., LLC 8-52942 000104474 549300I7JYZHT7D5CO04 6.23000000 Bank Of America Merrill Lynch Securities Inc 8-33359 000016139 0000000000 1048.00000000 7301.18000000 Morgan Stanley & Co. 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