# EDGAR Filing Document

**Accession Number:** 0001866874
**File Stem:** 0001752724-25-211791
**Filing Date:** 2025-8
**Character Count:** 96560
**Document Hash:** 1183269b6a1be0009db8734ff71b02ac
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-211791.hdr.sgml**: 20250828

**ACCESSION NUMBER**: 0001752724-25-211791

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250828

**DATE AS OF CHANGE**: 20250828

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Cohen & Steers Real Estate Opportunities & Income Fund
- **CENTRAL INDEX KEY:** 0001866874

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **FISCAL YEAR END:** 0315

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23720
- **FILM NUMBER:** 251273668

**BUSINESS ADDRESS:**
- **STREET 1:** 1166 AVENUE OF THE AMERICAS
- **STREET 2:** 30TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10017
- **BUSINESS PHONE:** 212-832-3232

**MAIL ADDRESS:**
- **STREET 1:** 1166 AVENUE OF THE AMERICAS
- **STREET 2:** 30TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10017

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Cohen & Steers Real Estate Opportunities Income Fund
- **DATE OF NAME CHANGE:** 20210610

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Cohen & Steers Real Estate Opportunities & Income Fund

- **b. Investment Company Act file number:** 811-23720

- **c. CIK number of Registrant:** 0001866874

- **d. LEI of Registrant:** 549300ONH3DDNHP10S74

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

  - **Street Address 1:** 1166 Avenue of the Americas,

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10036

  - **Telephone number:** 212-832-3232

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

- **a. Name of Series:** Cohen & Steers Real Estate Opportunities & Income Fund

- **c. LEI of Series:** 549300ONH3DDNHP10S74

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-06-30

**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:** $412993141.40

**Total Liabilities:** $143853802.42

**Net Assets:** $269139338.98

**Cash Not Reported:** $1226861.28

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** -123.52000000 | **1-Year:** -4026.60000000 | **5-Year:** -11739.42000000 | **10-Year:** -11783.44000000 | **30-Year:** -8848.76000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** -145.98000000 | **1-Year:** -3705.87000000 | **5-Year:** -11101.64000000 | **10-Year:** -8269.19000000 | **30-Year:** -5705.54000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | -1.77%               | 1.54%                | 1.38%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1135610.96             | $-3934410.98                               |
| Month 2  | $-1376998.77             | $4746980.02                                |
| Month 3  | $416531.91               | $1409390.82                                |

**Designated Index Information**

- **Index Name:** 70% FTSE Nareit All Equity REITs Index, 15% ICE BofA US IG Institutional Capital Securities Index, 7.5% ICE BofA Core Fixed Rate Preferred Securities Index and 7.5% Bloomberg Developed Market USD Contingent Capital Securities Index

- **Index Identifier:** FNERTR, CIPS, P0P2, I32611US

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| DEUTSCHE BANK AG                                           | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    600000 | PA      | $755854.53    | 0.28%             | 2029-10-30      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                 | TELUS Corp                                                                       | CUSIP: 87971MCM3<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |    930000 | PA      | $938547.69    | 0.35%             | 2055-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                   | AT&T Inc                                                                         | CUSIP: 00206R706<br>LEI: 549300Z40J86GGSTL398 | Long             | EP               | CORP              | US        |     84754 | NS      | $1618801.40   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                               | Barclays PLC                                                                     | CUSIP: 06738ECN3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1400000 | PA      | $1558491.20   | 0.58%             | 2029-12-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                             | Public Storage                                                                   | CUSIP: 74460W685<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               |  | US        |     20000 | NS      | $406800.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Healthcare Investors Inc                             | Omega Healthcare Investors Inc                                                   | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               |  | US        |     60337 | NS      | $2211351.05   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                     | Credit Suisse Group AG                                                           | CUSIP: 225401AL2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    400000 | PA      | $31000.00     | 0.01%             | N/A             | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA TRUST                                          | Transcanada Trust                                                                | CUSIP: 89356BAE8<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |    700000 | PA      | $695721.15    | 0.26%             | 2079-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                              | CUSIP: 48128BAQ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    574000 | PA      | $607303.48    | 0.23%             | 2029-06-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| EUSHI FINANCE INC                                          | EUSHI Finance Inc                                                                | CUSIP: 29882DAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    833000 | PA      | $864413.26    | 0.32%             | 2054-12-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Societe Generale                                           | Societe Generale SA                                                              | CUSIP: 83367TBU2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    700000 | PA      | $691324.62    | 0.26%             | 2028-04-06      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                | Southern Co/The                                                                  | CUSIP: 842587867<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EP               | CORP              | US        |     11220 | NS      | $288129.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower Inc                                              | Welltower Inc                                                                    | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               |  | US        |    202475 | NS      | $31126481.75  | 11.57%            |  |  |  | No            |                  1 | On Loan: No      |
| Highwoods Properties Inc                                   | Highwoods Properties Inc                                                         | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               |  | US        |     46461 | NS      | $1444472.49   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                     | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KDF4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    600000 | PA      | $614820.29    | 0.23%             | 2055-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                     | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BF1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    841000 | PA      | $858987.78    | 0.32%             | 2027-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                              | Citigroup Inc                                                                    | CUSIP: 172967PM7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    690000 | PA      | $727029.54    | 0.27%             | 2034-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                             | Morgan Stanley                                                                   | CUSIP: 61762V606<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     38838 | NS      | $908809.20    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                   | CUSIP: 61762V853<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     17961 | NS      | $462136.53    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMITOMO LIFE INSUR                                        | Sumitomo Life Insurance Co                                                       | CUSIP: 86564CAE0<br>LEI: 549300I5OQCDADQSPI57 | Long             | DBT              | CORP              | JP        |    600000 | PA      | $591162.60    | 0.22%             | 2034-01-18      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                            | CMS Energy Corp                                                                  | CUSIP: 125896BV1<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    500000 | PA      | $450008.80    | 0.17%             | 2050-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                     | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1039970.00   | 0.39%             | 2054-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AEGON LTD                                                  | Aegon Ltd                                                                        | CUSIP: 000000000<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | DBT              | CORP              | BM        |    400000 | PA      | $484115.34    | 0.18%             | 2029-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Essential Properties Realty Trust Inc                      | Essential Properties Realty Trust Inc                                            | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               |  | US        |     89618 | NS      | $2859710.38   | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENCY CENTERS CORP                                       | Regency Centers Corp                                                             | CUSIP: 758849889<br>LEI: 529900053A7X7FJ97S58 | Long             | EP               |  | US        |     16344 | NS      | $387679.68    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                             | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    600000 | PA      | $622891.80    | 0.23%             | 2030-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Outfront Media Inc                                         | Outfront Media Inc                                                               | CUSIP: 69007J304<br>LEI: 549300RZWDYU5722I639 | Long             | EC               |  | US        |    346158 | NS      | $5649298.56   | 2.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Enbridge Inc                                               | Enbridge Inc                                                                     | CUSIP: 29250NAW5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    750000 | PA      | $754279.50    | 0.28%             | 2078-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                            | CMS Energy Corp                                                                  | CUSIP: 125896852<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EP               | CORP              | US        |     20000 | NS      | $440600.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLSTATE CORP                                              | Allstate Corp/The                                                                | CUSIP: 020002788<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EP               | CORP              | US        |      3288 | NS      | $85783.92     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR Inc                                                    | UDR Inc                                                                          | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               |  | US        |    203355 | NS      | $8302984.65   | 3.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARLES SCHWAB CORP                                        | Charles Schwab Corp/The                                                          | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   2075000 | PA      | $1927486.53   | 0.72%             | 2030-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                               | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $482959.77    | 0.18%             | 2032-07-24      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SITE Centers Corp                                          | SITE Centers Corp                                                                | CUSIP: 82981J851<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               |  | US        |    115697 | NS      | $1308533.07   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| BELL CANADA                                                | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 0778FPAP4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $513756.79    | 0.19%             | 2055-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                         | Banco Santander SA                                                               | CUSIP: 05964HBH7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $635324.40    | 0.24%             | 2034-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                     | ISHARES U.S. REAL ESTATE ETF                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |     -6767 | NC      | $-552999.24   | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                         | Vodafone Group PLC                                                               | CUSIP: 92857WBW9<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    210000 | PA      | $192157.41    | 0.07%             | 2081-06-04      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                         | Athene Holding Ltd                                                               | CUSIP: 04686J861<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | US        |     11128 | NS      | $268963.76    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN FINANCIAL GROUP                                   | American Financial Group Inc/OH                                                  | CUSIP: 025932807<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EP               | CORP              | US        |     19617 | NS      | $418234.44    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                     | ISHARES U.S. REAL ESTATE ETF                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |     -1958 | NC      | $-92339.28    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Inc                                              | Citigroup Inc                                                                    | CUSIP: 172967KM2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    880000 | PA      | $890798.48    | 0.33%             | 2026-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                | BNP Paribas SA                                                                   | CUSIP: 05602XJC3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    600000 | PA      | $610835.40    | 0.23%             | 2034-09-10      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: B80131814 IRS USD R V USD-SOFR-OIS / Short: B80131814 IRS USD P F  1.55700 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  37000000 | OU      | $1269068.44   | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Americold Realty Trust Inc                                 | Americold Realty Trust Inc                                                       | CUSIP: 03064D108<br>LEI: 894500O3S3W62PQPO460 | Long             | EC               |  | US        |    147059 | NS      | $2445591.17   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| NATWEST GROUP PLC                                          | NatWest Group PLC                                                                | CUSIP: 780097BQ3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1200000 | PA      | $1201028.76   | 0.45%             | 2025-12-29      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                             | CUSIP: 06053U601<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |      5931 | NS      | $129414.42    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                 | CUSIP: 94988U151<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |     31919 | NS      | $607737.76    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL BANK OF CANADA                                       | Royal Bank of Canada                                                             | CUSIP: 780082AV5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    700000 | PA      | $702268.00    | 0.26%             | 2085-08-24      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                             | Public Storage                                                                   | CUSIP: 74460W594<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               |  | US        |     30712 | NS      | $565715.04    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                             | CUSIP: 06055H202<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |     20000 | NS      | $406200.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ALGONQUIN PWR & UTILITY                                    | Algonquin Power & Utilities Corp                                                 | CUSIP: 015857AH8<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |   2075000 | PA      | $2025757.97   | 0.75%             | 2082-01-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                             | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $407658.00    | 0.15%             | 2030-10-09      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Sun Communities Inc                                        | Sun Communities Inc                                                              | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               |  | US        |    109865 | NS      | $13896823.85  | 5.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial Inc                                         | Voya Financial Inc                                                               | CUSIP: 929089AG5<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1058370.00   | 0.39%             | 2028-09-15      | Fixed         | 7.76%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                            | CVS Health Corp                                                                  | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    750000 | PA      | $775432.68    | 0.29%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                                | Swedbank AB                                                                      | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |    800000 | PA      | $839416.00    | 0.31%             | 2030-03-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                               | AES Corp/The                                                                     | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    700000 | PA      | $722469.92    | 0.27%             | 2055-01-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                        | Intesa Sanpaolo SpA                                                              | CUSIP: 46115HAU1<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    600000 | PA      | $602607.00    | 0.22%             | 2025-09-17      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                               | Enbridge Inc                                                                     | CUSIP: 29250NBS3<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   2170000 | PA      | $2299436.16   | 0.85%             | 2084-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BXP Inc                                                    | BXP Inc                                                                          | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               |  | US        |     16693 | NS      | $1126276.71   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| DENTSPLY SIRONA INC                                        | DENTSPLY SIRONA Inc                                                              | CUSIP: 24906PAB5<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252004.27    | 0.09%             | 2055-09-12      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Prologis Inc                                               | Prologis Inc                                                                     | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               |  | US        |    133099 | NS      | $13991366.88  | 5.20%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET CORP                                          | State Street Corp                                                                | CUSIP: 857477CM3<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1048267.00   | 0.39%             | 2029-09-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                              | Citigroup Inc                                                                    | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1689301.55   | 0.63%             | 2030-02-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                             | Public Storage                                                                   | CUSIP: 74460W461<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               |  | US        |     58968 | NS      | $929335.68    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                | BNP Paribas SA                                                                   | CUSIP: 05602XDJ4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    800000 | PA      | $847897.60    | 0.32%             | 2031-08-22      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                         | Credit Agricole SA                                                               | CUSIP: 225313AJ4<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $506672.50    | 0.19%             | 2025-12-23      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                       | Bank of America Corp                                                             | CUSIP: 060505195<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |     41000 | NS      | $1004910.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier Inc                                               | Rayonier Inc                                                                     | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               |  | US        |    285054 | NS      | $6322497.72   | 2.35%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMPRA                                                     | Sempra                                                                           | CUSIP: 816851BS7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    728000 | PA      | $735963.79    | 0.27%             | 2054-10-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                               | Enbridge Inc                                                                     | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1445000 | PA      | $1612429.26   | 0.60%             | 2084-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                           | Societe Generale SA                                                              | CUSIP: 83371GAA9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $546922.00    | 0.20%             | 2028-11-14      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                   | Prudential Financial Inc                                                         | CUSIP: 744320BP6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    350000 | PA      | $360412.15    | 0.13%             | 2054-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                 | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    596000 | PA      | $590263.92    | 0.22%             | 2026-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                               | Barclays PLC                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $289639.93    | 0.11%             | 2027-09-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                         | Energy Transfer LP                                                               | CUSIP: 29273VAJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    546000 | PA      | $545505.11    | 0.20%             | 2028-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Invesco Preferred ETF                                      | Invesco Preferred ETF                                                            | CUSIP: 46138E511<br>LEI: 549300J11Q08WEERN210 | Long             | EC               | RF                | US        |    148886 | NS      | $1657101.18   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp                                        | American Tower Corp                                                              | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               |  | US        |    104311 | NS      | $23054817.22  | 8.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown Brothers Harriman & Co.                              | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |         1 | NC      | $-8876.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                          | NatWest Group PLC                                                                | CUSIP: 639057AQ1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $648692.40    | 0.24%             | 2033-11-10      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Kite Realty Group Trust                                    | Kite Realty Group Trust                                                          | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               |  | US        |    306473 | NS      | $6941613.45   | 2.58%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLY FINANCIAL INC                                         | Ally Financial Inc                                                               | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    300000 | PA      | $269804.40    | 0.10%             | 2028-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                               | Enbridge Inc                                                                     | CUSIP: 29250NBN4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $618792.00    | 0.23%             | 2083-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                         | Ally Financial Inc                                                               | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    400000 | PA      | $387455.20    | 0.14%             | 2026-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                             | CUSIP: 06055HAB9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    206000 | PA      | $209844.19    | 0.08%             | 2027-04-27      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: B81370465 IRS USD R V USD-SOFR-OIS/ Short: B81370465 IRS USD P F  1.95700  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  37000000 | OU      | $577664.86    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH BOW CAN INFRA HOLD                                   | South Bow Canadian Infrastructure Holdings Ltd                                   | CUSIP: 836720AH5<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |    800000 | PA      | $826121.60    | 0.31%             | 2055-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                             | Morgan Stanley                                                                   | CUSIP: 61763E207<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     25000 | NS      | $628250.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CTO REALTY GROWTH INC                                      | CTO Realty Growth Inc                                                            | CUSIP: 22948Q200<br>LEI: N/A                  | Long             | EP               |  | US        |     20235 | NS      | $407330.55    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                    | American Electric Power Co Inc                                                   | CUSIP: 025537BA8<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    977000 | PA      | $1021098.80   | 0.38%             | 2054-12-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                                    | Unibail-Rodamco-Westfield SE                                                     | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |    400000 | PA      | $473492.73    | 0.18%             | 2030-07-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| iShares iBoxx $ Investment Grade Corporate Bond ETF        | iShares iBoxx $ Investment Grade Corporate Bond ETF                              | CUSIP: 464287242<br>LEI: 549300FYCXFXG8POR355 | Long             | EC               | RF                | US        |      4018 | NS      | $440412.98    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc                                           | Crown Castle Inc                                                                 | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               |  | US        |    177159 | NS      | $18199544.07  | 6.76%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO SANTANDER SA                                         | Banco Santander SA                                                               | CUSIP: 05971KAJ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $231025.57    | 0.09%             | 2027-11-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                               | UBS Group AG                                                                     | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1000000 | PA      | $1158911.00   | 0.43%             | 2033-11-13      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                     | Equitable Holdings Inc                                                           | CUSIP: 29452EAD3<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    610000 | PA      | $626083.26    | 0.23%             | 2055-03-28      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Public Storage                                             | Public Storage                                                                   | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               |  | US        |     26815 | NS      | $7868057.30   | 2.92%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                | BNP Paribas SA                                                                   | CUSIP: 05565AS20<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    600000 | PA      | $644358.60    | 0.24%             | 2027-11-17      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                           | Societe Generale SA                                                              | CUSIP: 83370RAC2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $425487.60    | 0.16%             | 2027-11-22      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                     | Sempra                                                                           | CUSIP: 816851BT5<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    958000 | PA      | $911849.98    | 0.34%             | 2054-10-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                               | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    700000 | PA      | $712687.50    | 0.26%             | 2034-11-16      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts Inc                                  | Host Hotels & Resorts Inc                                                        | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               |  | US        |    591324 | NS      | $9082736.64   | 3.37%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO SANTANDER SA                                         | Banco Santander SA                                                               | CUSIP: 05971KAP4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $442586.80    | 0.16%             | 2028-11-21      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| DIGITALBRIDGE GROUP INC                                    | DigitalBridge Group Inc                                                          | CUSIP: 25401T306<br>LEI: 549300XG87L902AGBO89 | Long             | EP               | CORP              | US        |     14993 | NS      | $308406.01    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: B82214674 IRS USD R V USD-SOFR-OIS / Short: B82214674 IRS USD P F  2.36000 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  14500000 | OU      | $130876.64    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ZURICH FINANCE IRELAND                                     | Zurich Finance Ireland Designated Activity Co                                    | CUSIP: 000000000<br>LEI: 549300E0FVHYR37EGX65 | Long             | DBT              | CORP              | IE        |    400000 | PA      | $351895.00    | 0.13%             | 2051-04-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                                                 | Evergy Inc                                                                       | CUSIP: 30034WAE6<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1017734.15   | 0.38%             | 2055-06-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                         | Vodafone Group PLC                                                               | CUSIP: 92857WBX7<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   1201000 | PA      | $911481.92    | 0.34%             | 2081-06-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                               | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $1064472.50   | 0.40%             | 2030-05-16      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                                    | Reinsurance Group of America Inc                                                 | CUSIP: 759351AT6<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    154000 | PA      | $153877.29    | 0.06%             | 2055-09-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                           | Societe Generale SA                                                              | CUSIP: 83370RAE8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    600000 | PA      | $613732.80    | 0.23%             | 2029-11-21      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Kimco Realty Corp                                          | Kimco Realty Corp                                                                | CUSIP: 49446R109<br>LEI: 254900ARY41P4V1JL861 | Long             | EC               |  | US        |     74465 | NS      | $1565254.30   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: B70746907 IRS USD R V USD-SOFR-OIS / Short: B70746907 IRS USD P F  3.58750 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  25000000 | OU      | $-226504.00   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                                   | Apollo Global Management Inc                                                     | CUSIP: 03769M205<br>LEI: 254900LMFT1CY9IYB476 | Long             | EP               | CORP              | US        |     19840 | NS      | $516435.20    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Hudson Pacific Properties Inc                              | Hudson Pacific Properties Inc                                                    | CUSIP: 444097109<br>LEI: N/A                  | Long             | EC               |  | US        |    280114 | NS      | $767512.36    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| NATWEST GROUP PLC                                          | NatWest Group PLC                                                                | CUSIP: 780099CK1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1600000 | PA      | $1610046.40   | 0.60%             | 2025-08-10      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Essex Property Trust Inc                                   | Essex Property Trust Inc                                                         | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               |  | US        |     32630 | NS      | $9247342.00   | 3.44%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings PLC                                          | HSBC Holdings PLC                                                                | CUSIP: 404280BL2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $801190.80    | 0.30%             | 2027-05-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                | BNP Paribas SA                                                                   | CUSIP: 05565A5R0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    800000 | PA      | $847975.20    | 0.32%             | 2028-08-14      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                     | Equitable Holdings Inc                                                           | CUSIP: 29452E408<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EP               | CORP              | US        |     12713 | NS      | $216756.65    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO SANTANDER SA                                         | Banco Santander SA                                                               | CUSIP: 05971KAQ2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $701233.20    | 0.26%             | 2033-05-21      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                 | CUSIP: 95002YAA1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2140000 | PA      | $2303810.58   | 0.86%             | 2028-09-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                         | Energy Transfer LP                                                               | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1716000 | PA      | $1752317.42   | 0.65%             | 2030-05-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc                                          | Iron Mountain Inc                                                                | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               |  | US        |     50504 | NS      | $5180195.28   | 1.92%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUIST FINANCIAL CORP                                      | Truist Financial Corp                                                            | CUSIP: 89832QAD1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1756823.25   | 0.65%             | 2025-09-01      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                        | Dominion Energy Inc                                                              | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    900000 | PA      | $915635.70    | 0.34%             | 2055-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Transcanada Trust                                          | Transcanada Trust                                                                | CUSIP: 89356BAB4<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |    885000 | PA      | $888607.82    | 0.33%             | 2076-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                   | AT&T Inc                                                                         | CUSIP: 00206R508<br>LEI: 549300Z40J86GGSTL398 | Long             | EP               | CORP              | US        |     77972 | NS      | $1571135.80   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown Brothers Harriman & Co.                              | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |         1 | NC      | $-44619.07    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                     | BP Capital Markets PLC                                                           | CUSIP: 05565QDW5<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    750000 | PA      | $768569.25    | 0.29%             | 2033-12-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| SBA Communications Corp                                    | SBA Communications Corp                                                          | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               |  | US        |     28965 | NS      | $6802140.60   | 2.53%             |  |  |  | No            |                  1 | On Loan: No      |
| ENBRIDGE INC                                               | Enbridge Inc                                                                     | CUSIP: 29250NCF0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    386000 | PA      | $397519.44    | 0.15%             | 2054-06-27      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                   | Hudson Pacific Properties LP                                                     | CUSIP: 44409MAC0<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |    600000 | PA      | $491149.80    | 0.18%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TPG OPERATING GROUP II                                     | TPG Operating Group II LP                                                        | CUSIP: 872652102<br>LEI: 2549001H9RJQNZT7MU11 | Long             | EP               | CORP              | US        |     20000 | NS      | $504600.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CARLYLE FINANCE LLC                                        | Carlyle Finance LLC                                                              | CUSIP: 14314C105<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      4165 | NS      | $69763.75     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                 | CUSIP: 95002YAC7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1053309.99   | 0.39%             | 2029-09-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                        | Charles Schwab Corp/The                                                          | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    893000 | PA      | $880705.18    | 0.33%             | 2026-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                   | CUSIP: 61762V838<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |      2841 | NS      | $73439.85     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINION ENERGY INC                                        | Dominion Energy Inc                                                              | CUSIP: 25746UDM8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    700000 | PA      | $689103.67    | 0.26%             | 2027-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                   | Lloyds Banking Group PLC                                                         | CUSIP: 53944YAV5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $845683.20    | 0.31%             | 2029-09-27      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                   | Hudson Pacific Properties LP                                                     | CUSIP: 44409MAD8<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |    500000 | PA      | $487971.60    | 0.18%             | 2028-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                               | Entergy Corp                                                                     | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    500000 | PA      | $518578.23    | 0.19%             | 2054-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                 | CUSIP: 949746804<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |      1131 | NS      | $1327941.03   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                    | Simon Property Group LP                                                          | CUSIP: 828807DV6<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    700000 | PA      | $700969.27    | 0.26%             | 2053-03-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                   | Lloyds Banking Group PLC                                                         | CUSIP: 539439AU3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $603111.00    | 0.22%             | 2025-09-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                     | CenterPoint Energy Inc                                                           | CUSIP: 15189TBH9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    500000 | PA      | $524560.14    | 0.19%             | 2055-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                              | Citigroup Inc                                                                    | CUSIP: 172967PE5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1898805.60   | 0.71%             | 2028-11-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                               | Barclays PLC                                                                     | CUSIP: 06738EDC6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $402717.20    | 0.15%             | 2035-03-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                      | Lincoln National Corp                                                            | CUSIP: 534187885<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EP               | CORP              | US        |      5099 | NS      | $135684.39    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                                     | Global Atlantic Fin Co                                                           | CUSIP: 37959GAG2<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |    420000 | PA      | $438302.76    | 0.16%             | 2054-10-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                      | Toronto-Dominion Bank/The                                                        | CUSIP: 89116CKP1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $617252.40    | 0.23%             | 2084-07-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty Corp                                         | Kilroy Realty Corp                                                               | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               |  | US        |     87131 | NS      | $2989464.61   | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TELUS CORP                                                 | TELUS Corp                                                                       | CUSIP: 87971MCL5<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $603733.02    | 0.22%             | 2055-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                               | Barclays PLC                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $295825.22    | 0.11%             | 2028-09-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                     | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339K837<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | EP               | CORP              | US        |     24900 | NS      | $622251.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                     | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KCW8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    750000 | PA      | $774718.50    | 0.29%             | 2054-09-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Paramount Group Inc                                        | Paramount Group Inc                                                              | CUSIP: 69924R108<br>LEI: 5493006GJU1CFI7Z5J17 | Long             | EC               |  | US        |    332304 | NS      | $2027054.40   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties Inc                                        | VICI Properties Inc                                                              | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               |  | US        |     83420 | NS      | $2719492.00   | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Institutional US Government Money Market Fund | State Street Institutional US Government Money Market Fund                       | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |   3853145 | NS      | $3853145.48   | 1.43%             |  |  |  | No            |                  2 | On Loan: No      |
| NETSTREIT Corp                                             | NETSTREIT Corp                                                                   | CUSIP: 64119V303<br>LEI: 254900CJL0EDMEQ25Q84 | Long             | EC               |  | US        |     62170 | NS      | $1052538.10   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group Inc                                   | Simon Property Group Inc                                                         | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               |  | US        |     34346 | NS      | $5521462.96   | 2.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GA79<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1403000 | PA      | $1480764.08   | 0.55%             | 2029-05-10      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                     | Venture Global LNG Inc                                                           | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    730000 | PA      | $710398.62    | 0.26%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ARGENTUM (SWISS RE LTD)                                    | Argentum Netherlands BV for Swiss Re Ltd                                         | CUSIP: 000000000<br>LEI: 724500RPEZI5VVQQWE89 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $402081.00    | 0.15%             | 2052-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| DIGITALBRIDGE GROUP INC                                    | DigitalBridge Group Inc                                                          | CUSIP: 25401T405<br>LEI: 549300XG87L902AGBO89 | Long             | EP               | CORP              | US        |     14350 | NS      | $294462.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                             | Morgan Stanley                                                                   | CUSIP: 61761J406<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     41254 | NS      | $1023099.20   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| ARES FINANCE CO                                            | Ares Finance Co III LLC                                                          | CUSIP: 04018VAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $195847.83    | 0.07%             | 2051-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ALTAGAS LTD                                                | AltaGas Ltd                                                                      | CUSIP: 021361AD2<br>LEI: 2549008X5V70MOS4HM10 | Long             | DBT              | CORP              | CA        |    700000 | PA      | $701904.70    | 0.26%             | 2054-10-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES WARRANTS                         | HUDSON PACIFIC PROPERTIES WARRANTS                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |    492325 | NS      | $1344047.25   | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| US CELLULAR CORP                                           | United States Cellular Corp                                                      | CUSIP: 911684884<br>LEI: 549300B164AZXESI6E03 | Long             | EP               | CORP              | US        |     14316 | NS      | $293621.16    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ATHENE HOLDING LTD                                         | Athene Holding Ltd                                                               | CUSIP: 04686J408<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | US        |     24721 | NS      | $422729.10    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE                                             | Public Storage                                                                   | CUSIP: 74460W420<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               |  | US        |     25865 | NS      | $406856.45    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                | BNP Paribas SA                                                                   | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $421710.00    | 0.16%             | 2029-08-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                     | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BD6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    321000 | PA      | $324981.36    | 0.12%             | 2027-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                               | UBS Group AG                                                                     | CUSIP: 902613BN7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    700000 | PA      | $704822.30    | 0.26%             | 2029-09-10      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GA38<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    724000 | PA      | $770614.02    | 0.29%             | 2029-02-10      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Emera Inc                                                  | Emera Inc                                                                        | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |    450000 | PA      | $453947.99    | 0.17%             | 2076-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Agree Realty Corp                                          | Agree Realty Corp                                                                | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               |  | US        |    100002 | NS      | $7306146.12   | 2.71%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN FINANCIAL GROUP                                   | American Financial Group Inc/OH                                                  | CUSIP: 025932880<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EP               | CORP              | US        |      6096 | NS      | $115824.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS GROUP AG                                               | UBS Group AG                                                                     | CUSIP: 902613BK3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    600000 | PA      | $633157.80    | 0.24%             | 2031-04-12      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 0778FPAQ2<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    750000 | PA      | $762597.35    | 0.28%             | 2055-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| EastGroup Properties Inc                                   | EastGroup Properties Inc                                                         | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               |  | US        |     29315 | NS      | $4899122.80   | 1.82%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF MONTREAL                                           | Bank of Montreal                                                                 | CUSIP: 06368LQ58<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $621050.40    | 0.23%             | 2084-05-26      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                        | Bank of Nova Scotia/The                                                          | CUSIP: 0641598V1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $637776.60    | 0.24%             | 2084-01-27      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| DAI-ICHI LIFE INSURANCE                                    | Dai-ichi Life Insurance Co Ltd/The                                               | CUSIP: 23381LAA2<br>LEI: 3538001235ACEIORUV72 | Long             | DBT              | CORP              | JP        |    600000 | PA      | $606944.40    | 0.23%             | 2035-01-16      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                     | Brookfield Finance Inc                                                           | CUSIP: 11271L102<br>LEI: 549300XH8D8K6OYWGD17 | Long             | EP               | CORP              | CA        |     30000 | NS      | $460800.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Capital III                                      | Citigroup Capital III                                                            | CUSIP: 17305HAA6<br>LEI: 549300XM9G8HLD2LDU04 | Long             | DBT              | CORP              | US        |    725000 | PA      | $809715.64    | 0.30%             | 2036-12-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA TRUST                                          | Transcanada Trust                                                                | CUSIP: 89356BAG3<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |    880000 | PA      | $855896.11    | 0.32%             | 2082-03-07      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                   | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $403226.64    | 0.15%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust Inc                                   | Digital Realty Trust Inc                                                         | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               |  | US        |    128990 | NS      | $22486826.70  | 8.36%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINION ENERGY INC                                        | Dominion Energy Inc                                                              | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1410367.21   | 0.52%             | 2055-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                        | Bank of Nova Scotia/The                                                          | CUSIP: 0641598S8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $212743.80    | 0.08%             | 2082-10-27      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                                            | Weyerhaeuser Co                                                                  | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               |  | US        |    179228 | NS      | $4604367.32   | 1.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Extra Space Storage Inc                                    | Extra Space Storage Inc                                                          | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               |  | US        |     84042 | NS      | $12391152.48  | 4.60%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMPRA                                                     | Sempra                                                                           | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1373769.67   | 0.51%             | 2052-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                   | Prudential Financial Inc                                                         | CUSIP: 744320BL5<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    300000 | PA      | $314715.60    | 0.12%             | 2053-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                               | Barclays PLC                                                                     | CUSIP: 06738EBX2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $420570.80    | 0.16%             | 2029-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                             | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500231.75    | 0.19%             | 2035-10-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: B81868333 IRS USD R USD-SOFR-OIS / Short: B81868333 IRS USD P F  2.20060   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  37000000 | OU      | $261541.67    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Healthcare Realty Trust Inc                                | Healthcare Realty Trust Inc                                                      | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               |  | US        |    346784 | NS      | $5499994.24   | 2.04%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Institutional Treasury Plus Money Market Fund | State Street Institutional Treasury Plus Money Market Fund                       | CUSIP: 857492862<br>LEI: 549300PNASLVKQG64331 | Long             | STIV             | RF                | US        |   2993029 | NS      | $2993028.83   | 1.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Equinix Inc                                                | Equinix Inc                                                                      | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               |  | US        |     13456 | NS      | $10703844.32  | 3.98%             |  |  |  | No            |                  1 | On Loan: No      |
| ALGONQUIN PWR & UTILITY                                    | Algonquin Power & Utilities Corp                                                 | CUSIP: 015857808<br>LEI: 549300K5VIUTJXQL7X75 | Long             | EP               | CORP              | CA        |     25000 | NS      | $629000.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ING GROEP NV                                               | ING Groep NV                                                                     | CUSIP: 456837AR4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $398135.08    | 0.15%             | 2026-11-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD OAKTREE HLDGS                                   | Brookfield Oaktree Holdings LLC                                                  | CUSIP: 674001300<br>LEI: 254900T1ODNFOK2L6090 | Long             | EP               | CORP              | US        |     25216 | NS      | $579715.84    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                             | CUSIP: 06055H400<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |     20000 | NS      | $359200.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CareTrust REIT Inc                                         | CareTrust REIT Inc                                                               | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               |  | US        |     48190 | NS      | $1474614.00   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CO                                                | Southern Co/The                                                                  | CUSIP: 842587EB9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    400000 | PA      | $412589.20    | 0.15%             | 2055-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| KKR & CO INC                                               | KKR & Co Inc                                                                     | CUSIP: 48251W609<br>LEI: 54930013V5I303TF9571 | Long             | EP               | CORP              | US        |     11394 | NS      | $293053.68    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CHS Inc                                                    | CHS Inc                                                                          | CUSIP: 12542R803<br>LEI: XEIEFTLYDQ1MZ6TZV015 | Long             | EP               | CORP              | US        |     34342 | NS      | $866792.08    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                 | CUSIP: 94988U128<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |     50000 | NS      | $941500.00    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE                                             | Public Storage                                                                   | CUSIP: 74460W578<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               |  | US        |      9086 | NS      | $171907.12    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL ATLANTIC                                            | Global Atlantic Fin Co                                                           | CUSIP: 37959GAC1<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |    638000 | PA      | $626484.51    | 0.23%             | 2051-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Inc                                       | Invitation Homes Inc                                                             | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               |  | US        |    417603 | NS      | $13697378.40  | 5.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ERSTE GROUP BANK AG                                        | Erste Group Bank AG                                                              | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |    400000 | PA      | $499156.59    | 0.19%             | 2031-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW CAN INFRA HOLD                                   | South Bow Canadian Infrastructure Holdings Ltd                                   | CUSIP: 836720AF9<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |    700000 | PA      | $729632.40    | 0.27%             | 2055-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                             | Public Storage                                                                   | CUSIP: 74460W552<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               |  | US        |     16956 | NS      | $309616.56    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                   | Banco Bilbao Vizcaya Argentaria SA                                               | CUSIP: 05946KAM3<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $442437.60    | 0.16%             | 2029-03-19      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| COVENTRY BLDG SOCIETY                                      | Coventry Building Society                                                        | CUSIP: 000000000<br>LEI: 2138004G59FXEAZ6IO10 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $576414.04    | 0.21%             | 2029-06-11      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                               | UBS Group AG                                                                     | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1000000 | PA      | $1093974.00   | 0.41%             | 2028-11-13      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALT                                   | Rexford Industrial Realty Inc                                                    | CUSIP: 76169C308<br>LEI: 549300MSLO0DF0EMX355 | Long             | EP               |  | US        |      3039 | NS      | $68058.41     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TORONTO-DOMINION BANK                                      | Toronto-Dominion Bank/The                                                        | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    800000 | PA      | $837525.60    | 0.31%             | 2082-10-31      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: B70592585 IRS USD R V USD-SOFR-OIS / Short: B70592585 IRS USD P F  3.65500 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  25000000 | OU      | $-274812.25   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-21

**Name of Applicant:** Cohen & Steers Real Estate Opportunities & Income Fund

**Signature:** Albert Laskaj

**Name of Signer:** Albert Laskaj

**Title:** Treasurer and Chief Financial Officer