# EDGAR Filing Document

**Accession Number:** 0001533503
**File Stem:** 0001752724-23-047852
**Filing Date:** 2023-2
**Character Count:** 130457
**Document Hash:** dcc2a82ea926be945a5d86428778acc9
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-047852.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-047852

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Cohen & Steers Real Assets Fund, Inc.
- **CENTRAL INDEX KEY:** 0001533503
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MD

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22621
- **FILM NUMBER:** 23686417

**BUSINESS ADDRESS:**
- **STREET 1:** 280 PARK AVENUE
- **STREET 2:** 10TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10017
- **BUSINESS PHONE:** 800-330-7348

**MAIL ADDRESS:**
- **STREET 1:** 280 PARK AVENUE
- **STREET 2:** 10TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10017

## Series and Classes Contracts Data

### Cohen & Steers Real Assets Fund, Inc. (Series ID: S000035709)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000109430 | Class A      | RAPAX           |
| C000109431 | Class C      | RAPCX           |
| C000109432 | Class I      | RAPIX           |
| C000109433 | Class R      | RAPRX           |
| C000109434 | Class Z      | RAPZX           |

## 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 Assets Fund, Inc.

- **b. Investment Company Act file number:** 811-22621

- **c. CIK number of Registrant:** 0001533503

- **d. LEI of Registrant:** 54930015MR6KGI3VRN73

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

  - **Street Address 1:** 280 PARK AVENUE

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10017

  - **Telephone number:** 212-822-3232

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

- **a. Name of Series:** Cohen & Steers Real Assets Fund, Inc.

- **b. EDGAR series identifier (if any):** S000035709

- **c. LEI of Series:** 54930015MR6KGI3VRN73

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

- **a. Date of fiscal year-end:** 2022-12-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $936423100.94

**Total Liabilities:** $1594547.67

**Net Assets:** $934828553.27

**Amount of Assets Invested in Other Investment Companies:** $168056850.24

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -532.42000000 | **1-Year:** -9382.59000000 | **5-Year:** -4261.46000000 | **10-Year:** -2904.50000000 | **30-Year:** -1577.33000000

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

- **3-Month:** -66.41000000 | **1-Year:** -586.93000000 | **5-Year:** -458.70000000 | **10-Year:** -722.98000000 | **30-Year:** -1373.92000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000109434 | 3.75%                | 5.88%                | -2.74%               |
| Class ID C000109431 | 3.66%                | 5.82%                | -2.86%               |
| Class ID C000109430 | 3.64%                | 6.00%                | -2.84%               |
| Class ID C000109433 | 3.60%                | 5.93%                | -2.85%               |
| Class ID C000109432 | 3.74%                | 5.87%                | -2.73%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-10460206.43            | $40282525.68                               |
| Month 2  | $-5663656.38             | $55077211.32                               |
| Month 3  | $-2763083.54             | $-17473228.64                              |

**Designated Index Information**

- **Index Name:** 27.5% FTSE EPRA Nareit Developed Real Estate Index-net,27.5% Bloomberg Cmdty.Total Return Index, 15% S&P Global Natural Resources Index-net,10% ICE BofA 1-3 Year U.S. Corp. Index,5% Gold Spot price and 15% Dow Jones Brookfield Global Infra. Index

- **Index Identifier:** TRNGLU; BCOMTR; SPGNRUN; C1A0; XAU; DJBGIT

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| London Metal Exchange                                 | LME PRI ALUM FUTR JAN23                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       264 | NC      | $-554627.50   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| LondonMetric Property PLC                             | LondonMetric Property PLC                                 | CUSIP: 000000000<br>LEI: 213800OCERWWPQDURL87 | Long             | EC               |  | GB        |    262024 | NS      | $545801.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC Corp                                              | FMC Corp                                                  | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |     15115 | NS      | $1886352.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                | NextEra Energy Capital Holdings Inc                       | CUSIP: 65339KBU3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496608.32    | 0.05%             | 2023-03-01      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| Great Portland Estates PLC                            | Great Portland Estates PLC                                | CUSIP: 000000000<br>LEI: 213800JMEDD2Q4N1MC42 | Long             | EC               |  | GB        |     90445 | NS      | $541250.28    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corp                                        | Albemarle Corp                                            | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |      3161 | NS      | $685494.46    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                          | NY HARB ULSD FUT APR23                                    | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        15 | NC      | $133777.91    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Essex Portfolio LP                                    | Essex Portfolio LP                                        | CUSIP: 29717PAE7<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |    500000 | PA      | $496267.40    | 0.05%             | 2023-05-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LEG Immobilien SE                                     | LEG Immobilien SE                                         | CUSIP: 000000000<br>LEI: 391200SO40AKONBO0Z96 | Long             | EC               | CORP              | DE        |     45861 | NS      | $2987732.07   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN ELECTRIC POWER                               | American Electric Power Co Inc                            | CUSIP: 025537AK7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    940000 | PA      | $906772.46    | 0.10%             | 2024-03-15      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange                                 | LME NICKEL FUTURE JUN23                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        53 | NC      | $2315533.52   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Wihlborgs Fastigheter AB                              | Wihlborgs Fastigheter AB                                  | CUSIP: 000000000<br>LEI: 549300RC1YDJPITF8X06 | Long             | EC               | CORP              | SE        |     96918 | NS      | $729101.33    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower Inc                                         | Welltower Inc                                             | CUSIP: 95040QAG9<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    390000 | PA      | $381830.78    | 0.04%             | 2024-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                         | Welltower Inc                                             | CUSIP: 95040Q104<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | EC               |  | US        |    184320 | NS      | $12082176.00  | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| KITE REALTY GROUP TRUST                               | Kite Realty Group Trust                                   | CUSIP: 76131VAA1<br>LEI: 549300OVTYLM7DH6CM14 | Long             | DBT              |  | US        |    456000 | PA      | $434146.01    | 0.05%             | 2025-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LXI REIT Plc                                          | LXI REIT Plc                                              | CUSIP: 000000000<br>LEI: 2138008YZGXOKAXQVI45 | Long             | EC               |  | GB        |    389045 | NS      | $529598.33    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International Inc                            | Mondelez International Inc                                | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |     11672 | NS      | $777938.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Jones Lang LaSalle Inc                                | Jones Lang LaSalle Inc                                    | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |     13533 | NS      | $2156754.21   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Highwoods Properties Inc                              | Highwoods Properties Inc                                  | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               |  | US        |     60459 | NS      | $1691642.82   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corp                                    | Realty Income Corp                                        | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               |  | US        |    159948 | NS      | $10145501.64  | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SPIRIT REALTY LP                                      | Spirit Realty LP                                          | CUSIP: 84861TAE8<br>LEI: 549300GTBVIBJRX5BW73 | Long             | DBT              |  | US        |    359000 | PA      | $318829.02    | 0.03%             | 2027-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MEG Energy Corp                                       | MEG Energy Corp                                           | CUSIP: 552704108<br>LEI: 5493002WXPTG5ZC1T326 | Long             | EC               | CORP              | CA        |     86871 | NS      | $1209393.17   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| RETAIL OPPORTUNITY IN                                 | Retail Opportunity Investments Partnership LP             | CUSIP: 76132FAA5<br>LEI: 549300KH0PNTJK9NTE57 | Long             | DBT              |  | US        |    500000 | PA      | $494580.69    | 0.05%             | 2023-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                             | Hess Corp                                                 | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |     13434 | NS      | $1905209.88   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Snam SpA                                              | Snam SpA                                                  | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | EC               | CORP              | IT        |    275421 | NS      | $1334669.47   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Catena AB                                             | Catena AB                                                 | CUSIP: 000000000<br>LEI: 549300EMLM7AH5LDLY65 | Long             | EC               | CORP              | SE        |     45400 | NS      | $1690722.91   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Sirius Real Estate Ltd                                | Sirius Real Estate Ltd                                    | CUSIP: 000000000<br>LEI: 213800NURUF5W8QSK566 | Long             | EC               | CORP              | GG        |    694248 | NS      | $621090.28    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BP PLC                                                | BP PLC                                                    | CUSIP: 000000000<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |    633055 | NS      | $3634561.22   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura Real Estate Master Fund Inc                    | Nomura Real Estate Master Fund Inc                        | CUSIP: 000000000<br>LEI: 353800TNNZOQ1CPZE086 | Long             | EC               |  | JP        |      2047 | NS      | $2542372.75   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Qube Holdings Ltd                                     | Qube Holdings Ltd                                         | CUSIP: 000000000<br>LEI: 391200RT2MUFEO3RFW25 | Long             | EC               | CORP              | AU        |    410295 | NS      | $784971.83    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                | United States Treasury Bill                               | CUSIP: 912796YB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  36921000 | PA      | $36669153.01  | 3.92%             | 2023-03-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ICE Futures U.S., Inc.                                | COTTON NO.2 FUTR MAR23                                    | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |        58 | NC      | $21915.27     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR Inc                                               | UDR Inc                                                   | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               |  | US        |    138945 | NS      | $5381339.85   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                 | LME NICKEL FUTURE JAN23                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        69 | NC      | $2721639.34   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORP                                      | Duke Energy Corp                                          | CUSIP: 26441CBV6<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    925000 | PA      | $924033.64    | 0.10%             | 2025-12-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hang Lung Properties Ltd                              | Hang Lung Properties Ltd                                  | CUSIP: 000000000<br>LEI: 529900CIVTNMXQT59E61 | Long             | EC               | CORP              | HK        |    648000 | NS      | $1266868.66   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Enel SpA                                              | Enel SpA                                                  | CUSIP: 29265WAA6<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | DBT              | CORP              | IT        |   3100000 | PA      | $3109930.76   | 0.33%             | 2073-09-24      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Mowi ASA                                              | Mowi ASA                                                  | CUSIP: 000000000<br>LEI: 549300W1OGQF5LZIH349 | Long             | EC               | CORP              | NO        |    102658 | NS      | $1752043.28   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Schlumberger Ltd                                      | Schlumberger Ltd                                          | CUSIP: 000000000<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |     15457 | NS      | $826331.22    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                                  | Bank of America Corp                                      | CUSIP: 060505EH3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    750000 | PA      | $722145.65    | 0.08%             | 2024-09-05      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ICE Futures U.S., Inc.                                | COFFEE 'C' FUTURE JUL23                                   | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |        74 | NC      | $76760.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabra Health Care LP                                  | Sabra Health Care LP                                      | CUSIP: 14162VAB2<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              |  | US        |     70000 | PA      | $66687.43     | 0.01%             | 2026-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                   | Southern California Edison Co                             | CUSIP: 842400HB2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    260000 | PA      | $247062.74    | 0.03%             | 2024-04-01      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| ICE Futures Europe                                    | BRENT CRUDE FUTR  DEC23                                   | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |      -121 | NC      | $-294592.45   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                                   | JPMorgan Chase & Co                                       | CUSIP: 46625HJQ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498382.50    | 0.05%             | 2024-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                           | Equinix Inc                                               | CUSIP: 29444UBF2<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    500000 | PA      | $452566.97    | 0.05%             | 2025-07-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Grupo Aeroportuario del Sureste SAB de CV             | Grupo Aeroportuario del Sureste SAB de CV                 | CUSIP: 000000000<br>LEI: 5299001W7JIDXCUOUC82 | Long             | EC               | CORP              | MX        |     10263 | NS      | $239114.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources Inc                                     | EOG Resources Inc                                         | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      8393 | NS      | $1087061.36   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                | WHEAT FUTURE(CBT) MAR23                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        31 | NC      | $35461.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Shell PLC                                             | Shell PLC                                                 | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |    359880 | NS      | $10119890.13  | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                | United States Treasury Bill                               | CUSIP: 912796YU7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  19206000 | PA      | $18989398.96  | 2.03%             | 2023-04-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Kenedix Office Investment Corp                        | Kenedix Office Investment Corp                            | CUSIP: 000000000<br>LEI: 353800FFT483NCIHFY42 | Long             | EC               |  | JP        |       347 | NS      | $846083.51    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Gibson Energy Inc                                     | Gibson Energy Inc                                         | CUSIP: 374825206<br>LEI: 549300WYW5D9I3FR0643 | Long             | EC               | CORP              | CA        |     92941 | NS      | $1622692.20   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| GSK CONSUMER HEALTHCARE                               | GSK Consumer Healthcare Capital US LLC                    | CUSIP: 36264FAH4<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    600000 | PA      | $582611.06    | 0.06%             | 2024-03-24      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Americold Realty Trust Inc                            | Americold Realty Trust Inc                                | CUSIP: 03064D108<br>LEI: 549300R7N1V5YV8MWH02 | Long             | EC               |  | US        |    159595 | NS      | $4518134.45   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMPRA ENERGY                                         | Sempra Energy                                             | CUSIP: 816851BN8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    490000 | PA      | $470303.98    | 0.05%             | 2025-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                | NextEra Energy Capital Holdings Inc                       | CUSIP: 65339KCF5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1505777.50   | 0.16%             | 2024-06-20      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                           | Nutrien Ltd                                               | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |     78877 | NS      | $5760387.31   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Covivio                                               | Covivio                                                   | CUSIP: 000000000<br>LEI: 969500P8M3W2XX376054 | Long             | EC               |  | FR        |     13557 | NS      | $804695.04    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Cos Inc/The                                  | Williams Cos Inc/The                                      | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |     26042 | NS      | $856781.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                                    | COFF ROBUSTA 10TN MAR23                                   | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |        70 | NC      | $-59068.03    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Welltower Inc                                         | Welltower Inc                                             | CUSIP: 42217KBC9<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    400000 | PA      | $395079.14    | 0.04%             | 2024-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange                                 | LME ZINC FUTURE MAR23                                     | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -83 | NC      | $-543903.78   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Lloyds Banking Group PLC                              | Lloyds Banking Group PLC                                  | CUSIP: 539439AG4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $777200.00    | 0.08%             | 2024-06-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| British Land Co PLC/The                               | British Land Co PLC/The                                   | CUSIP: 000000000<br>LEI: RV5B68J2GV3QGMRPW209 | Long             | EC               |  | GB        |    341560 | NS      | $1631482.46   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| WP Carey Inc                                          | WP Carey Inc                                              | CUSIP: 92936UAC3<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |    116000 | PA      | $113125.64    | 0.01%             | 2025-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                                   | Cheniere Energy Inc                                       | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |     31925 | NS      | $4787473.00   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmos Energy Corp                                     | Atmos Energy Corp                                         | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |     20226 | NS      | $2266727.82   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| United Urban Investment Corp                          | United Urban Investment Corp                              | CUSIP: 000000000<br>LEI: 353800GYZWBD7BDCN841 | Long             | EC               |  | JP        |      1402 | NS      | $1608817.43   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO Corp                                             | AGCO Corp                                                 | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |      6122 | NS      | $849060.18    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                 | LME PRI ALUM FUTR MAR23                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        33 | NC      | $-121911.70   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                           | LEAN HOGS FUTURE FEB23                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |        63 | NC      | $-42859.01    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| PPL Corp                                              | PPL Corp                                                  | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |     89994 | NS      | $2629624.68   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Communities Inc                                   | Sun Communities Inc                                       | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               |  | US        |     36042 | NS      | $5154006.00   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp                                           | Exelon Corp                                               | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |    135242 | NS      | $5846511.66   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                 | LME PRI ALUM FUTR JAN23                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |      -264 | NC      | $715952.06    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                | United States Treasury Bill                               | CUSIP: 912796YA1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  71719000 | PA      | $71339954.87  | 7.63%             | 2023-02-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Commodities Exchange Center                           | COPPER FUTURE MAR23                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        27 | NC      | $21472.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Merlin Properties Socimi SA                           | Merlin Properties Socimi SA                               | CUSIP: 000000000<br>LEI: 959800L8KD863DP30X04 | Long             | EC               |  | ES        |    147123 | NS      | $1381954.93   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| DAI-ICHI LIFE INSURANCE                               | Dai-ichi Life Insurance Co Ltd/The                        | CUSIP: 23380YAC1<br>LEI: 3538001235ACEIORUV72 | Long             | DBT              | CORP              | JP        |    800000 | PA      | $781864.38    | 0.08%             | 2024-10-28      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange                                 | LME NICKEL FUTURE APR23                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -3 | NC      | $-19150.55    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Corteva Inc                                           | Corteva Inc                                               | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |     87277 | NS      | $5130142.06   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                                  | Bank of America Corp                                      | CUSIP: 060505EL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    525000 | PA      | $519136.69    | 0.06%             | 2024-10-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| iShares Gold Trust                                    | iShares Gold Trust                                        | CUSIP: 464285204<br>LEI: 5493006UOY7GXQW0IP42 | Long             | EC               | RF                | US        |    416807 | NS      | $14417354.13  | 1.54%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                              | AT&T Inc                                                  | CUSIP: 00206RMJ8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    900000 | PA      | $855082.40    | 0.09%             | 2024-03-25      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Getlink SE                                            | Getlink SE                                                | CUSIP: 000000000<br>LEI: 9695007ZEQ7M0OE74G82 | Long             | EC               | CORP              | FR        |     45011 | NS      | $721525.49    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                 | LME NICKEL FUTURE JAN23                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -69 | NC      | $-1546673.06  | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                           | Phillips 66                                               | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |     28119 | NS      | $2926625.52   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| ENBRIDGE INC                                          | Enbridge Inc                                              | CUSIP: 29250NBL8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    115000 | PA      | $108587.82    | 0.01%             | 2025-02-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Prologis Inc                                          | Prologis Inc                                              | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               |  | US        |    153756 | NS      | $17332913.88  | 1.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Cenovus Energy Inc                                    | Cenovus Energy Inc                                        | CUSIP: 15135U109<br>LEI: 549300F4XPHJ7NOSP309 | Long             | EC               | CORP              | CA        |     34470 | NS      | $668779.10    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                 | LME PRI ALUM FUTR MAR23                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -22 | NC      | $39414.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enbridge Inc                                          | Enbridge Inc                                              | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |    194664 | NS      | $7608285.73   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI PROPERTIES / NOTE                                | VICI Properties LP / VICI Note Co Inc                     | CUSIP: 92564RAF2<br>LEI: N/A                  | Long             | DBT              |  | US        |   2200000 | PA      | $2182697.00   | 0.23%             | 2024-05-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                             | Archer-Daniels-Midland Co                                 | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |     18874 | NS      | $1752450.90   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                           | LIVE CATTLE FUTR FEB23                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |       182 | NC      | $173920.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimco Realty Corp                                     | Kimco Realty Corp                                         | CUSIP: 948741AK9<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    300000 | PA      | $296446.85    | 0.03%             | 2024-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Sumitomo Realty & Development Co Ltd                  | Sumitomo Realty & Development Co Ltd                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    186875 | NS      | $4444048.12   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| TotalEnergies SE                                      | TotalEnergies SE                                          | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |     60823 | NS      | $3818581.24   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                                    | LOW SU GASOIL G MAR23                                     | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |        93 | NC      | $-126825.68   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Unibail-Rodamco-Westfield                             | Unibail-Rodamco-Westfield                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | XX        |     18480 | NS      | $961994.12    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Properties LP                                  | Boston Properties LP                                      | CUSIP: 10112RAV6<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |   1200000 | PA      | $1181473.25   | 0.13%             | 2023-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Commodities Exchange Center                           | SILVER FUTURE MAR23                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       104 | NC      | $2204146.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                              | AerCap Ireland Capital DAC / AerCap Global Aviation Trust | CUSIP: 00774MAU9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    300000 | PA      | $276921.81    | 0.03%             | 2024-10-29      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY INVS TRST                              | Federal Realty Investment Trust                           | CUSIP: 313747AU1<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              |  | US        |   2237000 | PA      | $2208802.30   | 0.24%             | 2024-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DT Midstream Inc                                      | DT Midstream Inc                                          | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39634 | NS      | $2190174.84   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Goodman Group                                         | Goodman Group                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |    129953 | NS      | $1535987.07   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Santos Brasil Participacoes SA                        | Santos Brasil Participacoes SA                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    923049 | NS      | $1365407.96   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                 | LME NICKEL FUTURE MAR23                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -61 | NC      | $-2508344.10  | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| Darling Ingredients Inc                               | Darling Ingredients Inc                                   | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |     33491 | NS      | $2096201.69   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                                         | Citigroup Inc                                             | CUSIP: 172967GD7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    750000 | PA      | $744562.50    | 0.08%             | 2023-01-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                          | WTI CRUDE FUTURE MAR23                                    | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |       315 | NC      | $1063936.25   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                | United States Treasury Inflation Indexed Bonds            | CUSIP: 912810FR4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    395198 | PA      | $395592.79    | 0.04%             | 2025-01-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                | SOYBEAN OIL FUTR MAR23                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       241 | NC      | $254170.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Essex Portfolio LP                                    | Essex Portfolio LP                                        | CUSIP: 29717PAP2<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |   1500000 | PA      | $1447754.21   | 0.15%             | 2025-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bakkafrost P/F                                        | Bakkafrost P/F                                            | CUSIP: 000000000<br>LEI: 2138007LH7OP4V112978 | Long             | EC               | CORP              | FO        |     34775 | NS      | $2186571.13   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corp                                 | Norfolk Southern Corp                                     | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |      8573 | NS      | $2112558.66   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ENN Energy Holdings Ltd                               | ENN Energy Holdings Ltd                                   | CUSIP: 000000000<br>LEI: 549300V7BXPWT6WIPR03 | Long             | EC               | CORP              | KY        |    210057 | NS      | $2949509.28   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Suncor Energy Inc                                     | Suncor Energy Inc                                         | CUSIP: 867224107<br>LEI: 549300W70ZOQDVLCHY06 | Long             | EC               | CORP              | CA        |    170364 | NS      | $5404087.00   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Enel SpA                                              | Enel SpA                                                  | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |    498711 | NS      | $2685240.03   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp                                  | Targa Resources Corp                                      | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |     45530 | NS      | $3346455.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyson Foods Inc                                       | Tyson Foods Inc                                           | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |     18439 | NS      | $1147827.75   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp                                   | American Tower Corp                                       | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               |  | US        |     50407 | NS      | $10679227.02  | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUINIX INC                                           | Equinix Inc                                               | CUSIP: 29444UBC9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |   1408000 | PA      | $1341834.43   | 0.14%             | 2024-11-18      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Advance Residence Investment Corp                     | Advance Residence Investment Corp                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | JP        |       709 | NS      | $1831385.25   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp                             | Occidental Petroleum Corp                                 | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |      8113 | NS      | $511037.87    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Pembina Pipeline Corp                                 | Pembina Pipeline Corp                                     | CUSIP: 706327103<br>LEI: 5493002W3L9YICM6FU21 | Long             | EC               | CORP              | CA        |    169796 | NS      | $5763533.35   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Energy Corp                             | Constellation Energy Corp                                 | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |     10836 | NS      | $934171.56    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corp                                          | Newmont Corp                                              | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |     30571 | NS      | $1442951.20   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| POSCO Holdings Inc                                    | POSCO Holdings Inc                                        | CUSIP: 000000000<br>LEI: 988400E5HRVX81AYLM04 | Long             | EC               | CORP              | KR        |      4607 | NS      | $1007382.76   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Capitaland Investment Ltd/Singapore                   | Capitaland Investment Ltd/Singapore                       | CUSIP: 000000000<br>LEI: 254900AT4UQDU7SNXX49 | Long             | EC               | CORP              | SG        |   1217100 | NS      | $3362154.70   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                                          | Chevron Corp                                              | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15192 | NS      | $2726812.08   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                          | PLATINUM FUTURE APR23                                     | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        15 | NC      | $50484.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                 | LME ZINC FUTURE JAN23                                     | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       109 | NC      | $-648078.20   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Barrick Gold Corp                                     | Barrick Gold Corp                                         | CUSIP: 067901108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |     49521 | NS      | $850770.78    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Safestore Holdings PLC                                | Safestore Holdings PLC                                    | CUSIP: 000000000<br>LEI: 213800WGA3YSJC1YOH73 | Long             | EC               |  | GB        |    243958 | NS      | $2787117.31   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| AltaGas Ltd                                           | AltaGas Ltd                                               | CUSIP: 021361100<br>LEI: 549300D7A8QA85Z2MH11 | Long             | EC               | CORP              | CA        |     94099 | NS      | $1624840.93   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Kilroy Realty LP                                      | Kilroy Realty LP                                          | CUSIP: 49427RAL6<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |    650000 | PA      | $630693.21    | 0.07%             | 2025-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FUKOKU MUTUAL LIFE INSUR                              | Fukoku Mutual Life Insurance Co                           | CUSIP: 000000000<br>LEI: 549300JDVRDBH680VF26 | Long             | DBT              | CORP              | JP        |   2400000 | PA      | $2398032.00   | 0.26%             | 2023-09-19      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ICE Futures U.S., Inc.                                | COFFEE 'C' FUTURE MAR23                                   | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |       -24 | NC      | $-30317.17    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Stockland                                             | Stockland                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |   1410811 | NS      | $3486799.63   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CAL EDISON                                   | Southern California Edison Co                             | CUSIP: 842400HP1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1100338.31   | 0.12%             | 2025-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Sempra Energy                                         | Sempra Energy                                             | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |     41125 | NS      | $6355457.50   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Parkway Life Real Estate Investment Trust             | Parkway Life Real Estate Investment Trust                 | CUSIP: 000000000<br>LEI: 549300I4DKVD2OF5LW91 | Long             | EC               |  | SG        |    795000 | NS      | $2231745.56   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc                                      | Crown Castle Inc                                          | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               |  | US        |     37594 | NS      | $5099250.16   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Electricite de France SA                              | Electricite de France SA                                  | CUSIP: 268317AF1<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $997821.97    | 0.11%             | 2023-01-29      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOMPO JAPAN INSURANCE                                 | Sompo Japan Insurance Inc                                 | CUSIP: 835407AA5<br>LEI: 549300IOFUQ8JIFJOY25 | Long             | DBT              | CORP              | JP        |   2800000 | PA      | $2787362.06   | 0.30%             | 2073-03-28      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Brixmor Property Group Inc                            | Brixmor Property Group Inc                                | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               |  | US        |     31232 | NS      | $708029.44    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Wharf Real Estate Investment Co Ltd                   | Wharf Real Estate Investment Co Ltd                       | CUSIP: 000000000<br>LEI: 529900QLPKS8U9QOPB59 | Long             | EC               | CORP              | KY        |    329000 | NS      | $1917826.65   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| NIPPON LIFE INSURANCE                                 | Nippon Life Insurance Co                                  | CUSIP: 654579AD3<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |   3000000 | PA      | $2935273.17   | 0.31%             | 2044-10-16      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                   | Dominion Energy Inc                                       | CUSIP: 25746UDB2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   1806000 | PA      | $1741343.52   | 0.19%             | 2024-08-15      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                         | DTE Energy Co                                             | CUSIP: 233331AW7<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    695000 | PA      | $664793.34    | 0.07%             | 2024-10-01      | Variable      | 2.53%                 | No            |                  2 | On Loan: No      |
| Sun Hung Kai Properties Ltd                           | Sun Hung Kai Properties Ltd                               | CUSIP: 000000000<br>LEI: 529900LUMD393RD3S874 | Long             | EC               | CORP              | HK        |    271000 | NS      | $3708024.52   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Pilgrim's Pride Corp                                  | Pilgrim's Pride Corp                                      | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |     87910 | NS      | $2086104.30   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                | KC HRW WHEAT FUT MAR23                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        42 | NC      | $96592.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CapitaLand Ascendas REIT                              | CapitaLand Ascendas REIT                                  | CUSIP: 000000000<br>LEI: 549300ILIBAEMQZK3L20 | Long             | EC               |  | SG        |    824500 | NS      | $1686673.14   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                | CORN FUTURE JUL23                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       431 | NC      | $-36384.01    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                        | Public Storage                                            | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               |  | US        |     54712 | NS      | $15329755.28  | 1.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial Inc                              | Prudential Financial Inc                                  | CUSIP: 744320AM4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   4935000 | PA      | $4855349.10   | 0.52%             | 2043-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                | NextEra Energy Capital Holdings Inc                       | CUSIP: 65339KCG3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1413660.46   | 0.15%             | 2025-06-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                      | Exxon Mobil Corp                                          | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     53135 | NS      | $5860790.50   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Cellnex Telecom SA                                    | Cellnex Telecom SA                                        | CUSIP: 000000000<br>LEI: 5493008T4YG3AQUI7P67 | Long             | EC               | CORP              | ES        |    200188 | NS      | $6625882.14   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Host Hotels & Resorts Inc                             | Host Hotels & Resorts Inc                                 | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               |  | US        |    231845 | NS      | $3721112.25   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Agnico Eagle Mines Ltd                                | Agnico Eagle Mines Ltd                                    | CUSIP: 008474108<br>LEI: YGE0EUBRF7IJOB3QRX76 | Long             | EC               | CORP              | CA        |     78841 | NS      | $4096937.05   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics Inc                                    | Steel Dynamics Inc                                        | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |     24877 | NS      | $2430482.90   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| REALTY INCOME CORP                                    | Realty Income Corp                                        | CUSIP: 756109BE3<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    800000 | PA      | $791748.78    | 0.08%             | 2025-11-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Inc                               | Consolidated Edison Inc                                   | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |     26731 | NS      | $2547731.61   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF Energy Inc                                        | PBF Energy Inc                                            | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |     17438 | NS      | $711121.64    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Commodities Exchange Center                           | COPPER FUTURE JUL23                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       116 | NC      | $48195.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Link REIT                                             | Link REIT                                                 | CUSIP: 000000000<br>LEI: 529900XUE70U36QX5M62 | Long             | EC               |  | HK        |    480900 | NS      | $3530298.70   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| ARGAN SA                                              | ARGAN SA                                                  | CUSIP: 000000000<br>LEI: 529900FXM41XSCUSGH04 | Long             | EC               |  | FR        |     17602 | NS      | $1428227.54   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ICADE                                                 | ICADE                                                     | CUSIP: 000000000<br>LEI: 969500UDH342QLTE1M42 | Long             | EC               |  | FR        |     30137 | NS      | $1298147.89   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Repsol SA                                             | Repsol SA                                                 | CUSIP: 000000000<br>LEI: BSYCX13Y0NOTV14V9N85 | Long             | EC               | CORP              | ES        |    271470 | NS      | $4315334.62   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                           | LEAN HOGS FUTURE APR23                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |       -57 | NC      | $20216.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                | SOYBEAN FUTURE MAR23                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       147 | NC      | $577827.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                          | NY HARB ULSD FUT MAR23                                    | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        35 | NC      | $391383.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WISCONSIN PUBLIC SERVICE                              | Wisconsin Public Service Corp                             | CUSIP: 976843BP6<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1012124.66   | 0.11%             | 2025-11-10      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Kimco Realty Corp                                     | Kimco Realty Corp                                         | CUSIP: 49446R109<br>LEI: 549300EA7I6T15IBYS12 | Long             | EC               |  | US        |    185609 | NS      | $3931198.62   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Hall Group                                    | Charter Hall Group                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |    397411 | NS      | $3241516.46   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmark Group Inc                                     | Newmark Group Inc                                         | CUSIP: 65158NAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1990000 | PA      | $1974362.98   | 0.21%             | 2023-11-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                | WHEAT FUTURE(CBT) JUL23                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       175 | NC      | $398974.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kilroy Realty LP                                      | Kilroy Realty LP                                          | CUSIP: 49427RAM4<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |   2250000 | PA      | $2155315.12   | 0.23%             | 2024-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Salmar ASA                                            | Salmar ASA                                                | CUSIP: 000000000<br>LEI: 5967007LIEEXZXGDBK67 | Long             | EC               | CORP              | NO        |     59140 | NS      | $2322908.70   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                 | LME NICKEL FUTURE JUN23                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       -53 | NC      | $-2294563.98  | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| Japan Metropolitan Fund Invest                        | Japan Metropolitan Fund Invest                            | CUSIP: 000000000<br>LEI: 353800QDHNIP60E1LQ93 | Long             | EC               |  | JP        |      4244 | NS      | $3385757.39   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Aedifica SA                                           | Aedifica SA                                               | CUSIP: 000000000<br>LEI: 529900DTKNXL0AXQFN28 | Long             | EC               |  | BE        |      9052 | NS      | $734479.93    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Frasers Logistics & Commercial Trust                  | Frasers Logistics & Commercial Trust                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | SG        |   1638700 | NS      | $1419211.59   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                | United States Treasury Bill                               | CUSIP: 912796YN3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   9022000 | PA      | $8924227.86   | 0.95%             | 2023-04-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Essex Property Trust Inc                              | Essex Property Trust Inc                                  | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               |  | US        |      3694 | NS      | $782832.48    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Guangdong Investment Ltd                              | Guangdong Investment Ltd                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |   1322000 | NS      | $1353257.02   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                              | Healthcare Realty Holdings LP                             | CUSIP: 42225UAJ3<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |   1650000 | PA      | $1577081.24   | 0.17%             | 2025-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                | Brixmor Operating Partnership LP                          | CUSIP: 11120VAA1<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |    153000 | PA      | $146929.12    | 0.02%             | 2025-02-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| SUMITOMO LIFE INSUR                                   | Sumitomo Life Insurance Co                                | CUSIP: 86564CAA8<br>LEI: 549300I5OQCDADQSPI57 | Long             | DBT              | CORP              | JP        |   4400000 | PA      | $4376438.92   | 0.47%             | 2073-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Nippon Prologis REIT Inc                              | Nippon Prologis REIT Inc                                  | CUSIP: 000000000<br>LEI: 353800PHBMSDLAFURY41 | Long             | EC               |  | JP        |      1730 | NS      | $4066633.65   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                              | National Rural Utilities Cooperative Finance Corp         | CUSIP: 63743HEY4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    150000 | PA      | $138792.28    | 0.01%             | 2024-10-18      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Spirit Realty Capital Inc                             | Spirit Realty Capital Inc                                 | CUSIP: 84860W300<br>LEI: 549300LTU6LVPZSHMJ25 | Long             | EC               |  | US        |     46460 | NS      | $1855147.80   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SES SA                                                | SES SA                                                    | CUSIP: 000000000<br>LEI: 5493008JPA4HYMH1HX51 | Long             | EC               | CORP              | LU        |    320906 | NS      | $2091998.22   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Wilmar International Ltd                              | Wilmar International Ltd                                  | CUSIP: 000000000<br>LEI: 549300H2EAI4YRLWBB20 | Long             | EC               | CORP              | SG        |    539830 | NS      | $1680671.27   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden Property Trust                                 | Camden Property Trust                                     | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               |  | US        |     61173 | NS      | $6844035.24   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Arteria Ltd                                     | Atlas Arteria Ltd                                         | CUSIP: 000000000<br>LEI: 254900SGF4ZQDBH2YC59 | Long             | EC               | CORP              | AU        |    309562 | NS      | $1393158.83   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                                | SUGAR 11 (WORLD) MAR23                                    | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |       186 | NC      | $312577.18    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GSK CONSUMER HEALTHCARE                               | GSK Consumer Healthcare Capital UK PLC                    | CUSIP: 36264NAB0<br>LEI: 5493004B26DRJNN0OV17 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $475915.53    | 0.05%             | 2025-03-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Evergy Inc                                            | Evergy Inc                                                | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |     24424 | NS      | $1537002.32   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                        | Morgan Stanley                                            | CUSIP: 61747YEQ4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $990951.89    | 0.11%             | 2025-04-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| PG&E Corp                                             | PG&E Corp                                                 | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |     59218 | NS      | $962884.68    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitrans Midstream Corp                              | Equitrans Midstream Corp                                  | CUSIP: 294600101<br>LEI: 549300RH0NLJNZ5SXU64 | Long             | EC               | CORP              | US        |     83991 | NS      | $562739.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| West Japan Railway Co                                 | West Japan Railway Co                                     | CUSIP: 000000000<br>LEI: 353800QGUXHZ7EBCR121 | Long             | EC               | CORP              | JP        |     47400 | NS      | $2069145.08   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corp                               | SBA Communications Corp                                   | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               |  | US        |     20448 | NS      | $5731778.88   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| JBS SA                                                | JBS SA                                                    | CUSIP: 000000000<br>LEI: 529900RM0MTMZL9O5050 | Long             | EC               | CORP              | BR        |    297940 | NS      | $1240911.14   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                 | LME ZINC FUTURE JUL23                                     | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -6 | NC      | $20653.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp                                   | American Tower Corp                                       | CUSIP: 03027XAG5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |   1075000 | PA      | $1048382.71   | 0.11%             | 2025-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Essential Utilities Inc                               | Essential Utilities Inc                                   | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |     33216 | NS      | $1585399.68   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan Inc                                  | Freeport-McMoRan Inc                                      | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |    138492 | NS      | $5262696.00   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy Inc                                | CenterPoint Energy Inc                                    | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |    114922 | NS      | $3446510.78   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Estate Co Ltd                              | Mitsubishi Estate Co Ltd                                  | CUSIP: 000000000<br>LEI: 353800KOFMRGOXSJ5Z65 | Long             | EC               | CORP              | JP        |    366900 | NS      | $4783342.73   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                        | Morgan Stanley                                            | CUSIP: 61747YEP6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1270026.01   | 0.14%             | 2025-04-17      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| ICE Futures Europe                                    | BRENT CRUDE FUTR MAR23                                    | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |       276 | NC      | $-354890.70   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Vale SA                                               | Vale SA                                                   | CUSIP: 91912E105<br>LEI: 254900SMTWBX7RU2SR20 | Long             | EC               | CORP              | BR        |    266411 | NS      | $4520994.67   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimco Realty Corp                                     | Kimco Realty Corp                                         | CUSIP: 49446RAR0<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    550000 | PA      | $532556.81    | 0.06%             | 2024-03-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                          | CubeSmart LP                                              | CUSIP: 22966RAD8<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              |  | US        |    290000 | PA      | $266695.91    | 0.03%             | 2026-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| WH Group Ltd                                          | WH Group Ltd                                              | CUSIP: 000000000<br>LEI: 254900A4AYEDRWYSE928 | Long             | EC               | CORP              | KY        |   3857000 | NS      | $2243404.29   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC FINANCIAL SERVICES                                | PNC Financial Services Group Inc/The                      | CUSIP: 693475AK1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1251247.90   | 0.13%             | 2023-02-01      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                          | NiSource Inc                                              | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |    151510 | NS      | $4154404.20   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                | CORN FUTURE MAR23                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |      -113 | NC      | $-215894.97   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| APA Corp                                              | APA Corp                                                  | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |     19668 | NS      | $918102.24    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Co                                            | Deere & Co                                                | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |     10985 | NS      | $4709928.60   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| ENEL FINANCE INTL NV                                  | Enel Finance International NV                             | CUSIP: 29278GAZ1<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    800000 | PA      | $822325.47    | 0.09%             | 2025-10-14      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Hydro One Ltd                                         | Hydro One Ltd                                             | CUSIP: 448811208<br>LEI: 5493007QZDXTP1W2VL44 | Long             | EC               | CORP              | CA        |     49845 | NS      | $1335212.81   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ENBRIDGE INC                                          | Enbridge Inc                                              | CUSIP: 29250NBM6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    125000 | PA      | $124367.48    | 0.01%             | 2024-02-16      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                     | Eversource Energy                                         | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |     14310 | NS      | $1199750.40   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| E.ON SE                                               | E.ON SE                                                   | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | EC               | CORP              | DE        |     93426 | NS      | $933472.93    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Industries Ltd                               | Reliance Industries Ltd                                   | CUSIP: 759470107<br>LEI: 5493003UOETFYRONLG31 | Long             | EC               | CORP              | IN        |     49301 | NS      | $3032011.50   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Aena SME SA                                           | Aena SME SA                                               | CUSIP: 000000000<br>LEI: 959800R7QMXKF0NFMT29 | Long             | EC               | CORP              | ES        |     14707 | NS      | $1846665.71   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BHP Group Ltd                                         | BHP Group Ltd                                             | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |    331830 | NS      | $10309026.23  | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Denbury Inc                                           | Denbury Inc                                               | CUSIP: 24790A101<br>LEI: 549300KCWA5W52MS5559 | Long             | EC               | CORP              | US        |      8494 | NS      | $739147.88    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS                                | Verizon Communications Inc                                | CUSIP: 92343VEN0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    680000 | PA      | $659379.33    | 0.07%             | 2025-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                           | LEAN HOGS FUTURE JUN23                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |        -8 | NC      | $-9494.96     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ENEL FINANCE INTL NV                                  | Enel Finance International NV                             | CUSIP: 29278GAV0<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   1250000 | PA      | $1211435.03   | 0.13%             | 2025-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Nippon Steel Corp                                     | Nippon Steel Corp                                         | CUSIP: 000000000<br>LEI: 35380065QWQ4U2V3PA33 | Long             | EC               | CORP              | JP        |     65619 | NS      | $1145982.54   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN TOWER CORP                                   | American Tower Corp                                       | CUSIP: 03027XAV2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    570000 | PA      | $544080.09    | 0.06%             | 2025-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange                                 | LME ZINC FUTURE MAR23                                     | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        98 | NC      | $-116022.72   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                          | GASOLINE RBOB FUT JUL23                                   | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        15 | NC      | $99723.51     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                          | NATURAL GAS FUTR MAR23                                    | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |       505 | NC      | $-4429606.25  | -0.47%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                                    | BRENT CRUDE FUTR  JUN23                                   | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |        58 | NC      | $136592.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Assura PLC                                            | Assura PLC                                                | CUSIP: 000000000<br>LEI: 21380026T19N2Y52XF72 | Long             | EC               |  | GB        |   1197132 | NS      | $789487.34    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Boyd Gaming Corp                                      | Boyd Gaming Corp                                          | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |     22508 | NS      | $1227361.24   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Tritax Big Box REIT PLC                               | Tritax Big Box REIT PLC                                   | CUSIP: 000000000<br>LEI: 213800L6X88MIYPVR714 | Long             | EC               |  | GB        |    616891 | NS      | $1033665.55   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Wheaton Precious Metals Corp                          | Wheaton Precious Metals Corp                              | CUSIP: 962879102<br>LEI: 549300XSFG5ZCGVYD886 | Long             | EC               | CORP              | CA        |     73263 | NS      | $2862343.21   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHPEAK PROPERTIES                                 | Healthpeak Properties Inc                                 | CUSIP: 40414LAN9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |    455000 | PA      | $443507.77    | 0.05%             | 2025-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                  | WEC Energy Group Inc                                      | CUSIP: 92939UAH9<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1751430.43   | 0.19%             | 2025-09-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                    | Credit Agricole SA                                        | CUSIP: 225313AD7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $994056.00    | 0.11%             | 2024-01-23      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Commodities Exchange Center                           | GOLD 100 OZ FUTR FEB23                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       182 | NC      | $793165.93    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITE Group PLC/The                                   | UNITE Group PLC/The                                       | CUSIP: 000000000<br>LEI: 213800BBUUWVDH9YI827 | Long             | EC               |  | GB        |     50269 | NS      | $553031.68    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas Realty LP                                      | Ventas Realty LP                                          | CUSIP: 92277GAD9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    500000 | PA      | $489018.43    | 0.05%             | 2024-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Vinci SA                                              | Vinci SA                                                  | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | EC               | CORP              | FR        |     65228 | NS      | $6513813.74   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                 | LME ZINC FUTURE JAN23                                     | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |      -109 | NC      | $121071.21    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group Inc                              | Simon Property Group Inc                                  | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               |  | US        |     76216 | NS      | $8953855.68   | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| TC Energy Corp                                        | TC Energy Corp                                            | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |    196305 | NS      | $7826103.32   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS FINL CO                                | General Motors Financial Co Inc                           | CUSIP: 37045XDT0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    535000 | PA      | $521791.18    | 0.06%             | 2025-04-07      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                 | Truist Financial Corp                                     | CUSIP: 86788LAA8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    550000 | PA      | $498311.46    | 0.05%             | 2028-03-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                | United States Treasury Bill                               | CUSIP: 912796XZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  16674000 | PA      | $16599939.76  | 1.78%             | 2023-02-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                         | Citigroup Inc                                             | CUSIP: 172967GF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    275000 | PA      | $272822.10    | 0.03%             | 2023-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Klepierre SA                                          | Klepierre SA                                              | CUSIP: 000000000<br>LEI: 969500PB4U31KEFHZ621 | Long             | EC               |  | FR        |    143372 | NS      | $3304262.59   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimco Realty Corp                                     | Kimco Realty Corp                                         | CUSIP: 948741AL7<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    150000 | PA      | $144420.83    | 0.02%             | 2025-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fortescue Metals Group Ltd                            | Fortescue Metals Group Ltd                                | CUSIP: 000000000<br>LEI: 529900VEJFORCO6I4826 | Long             | EC               | CORP              | AU        |     47109 | NS      | $657841.21    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHPEAK PROPERTIES                                 | Healthpeak Properties Inc                                 | CUSIP: 40414LAM1<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |   1267000 | PA      | $1219992.29   | 0.13%             | 2025-02-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| MEIJI YASUDA LIFE INSURA                              | Meiji Yasuda Life Insurance Co                            | CUSIP: 585270AA9<br>LEI: 549300SLU4LP6YMRLK07 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $969655.00    | 0.10%             | 2045-10-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SPDR Portfolio Short Term Corporate Bond ETF          | SPDR Portfolio Short Term Corporate Bond ETF              | CUSIP: 78464A474<br>LEI: 549300D2BO7L1J2SO973 | Long             | EC               | RF                | US        |     51303 | NS      | $1507282.14   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered PLC                                | Standard Chartered PLC                                    | CUSIP: 853254BH2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $596779.67    | 0.06%             | 2023-04-02      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                    | Essex Portfolio LP                                        | CUSIP: 29717PAN7<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |   1075000 | PA      | $1053138.12   | 0.11%             | 2024-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CF Industries Holdings Inc                            | CF Industries Holdings Inc                                | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |     55226 | NS      | $4705255.20   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                          | WTI CRUDE FUTURE DEC23                                    | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |      -132 | NC      | $50546.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RioCan Real Estate Investment Trust                   | RioCan Real Estate Investment Trust                       | CUSIP: 766910103<br>LEI: 549300S8HVUSEU3JBY60 | Long             | EC               |  | CA        |    188067 | NS      | $2934900.82   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                 | LME PRI ALUM FUTR APR23                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        -4 | NC      | $6929.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                                      | T-Mobile USA Inc                                          | CUSIP: 87264ABB0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1640000 | PA      | $1578617.60   | 0.17%             | 2025-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SPDR Gold MiniShares Trust                            | SPDR Gold MiniShares Trust                                | CUSIP: 98149E303<br>LEI: 5493002IEEMEY6LRJ932 | Long             | EC               | RF                | US        |    934163 | NS      | $33807358.97  | 3.62%             |  |  |  | No            |                  1 | On Loan: No      |
| VODAFONE GROUP PLC                                    | VODAFONE GROUP PLC                                        | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $672385.00    | 0.07%             | 2078-10-03      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                   | American Tower Corp                                       | CUSIP: 03027XAD2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    300000 | PA      | $299027.92    | 0.03%             | 2024-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Transurban Group                                      | Transurban Group                                          | CUSIP: 000000000<br>LEI: 549300ZR71SUQ4VUTM79 | Long             | EC               | CORP              | AU        |    413386 | NS      | $3653271.81   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Glencore PLC                                          | Glencore PLC                                              | CUSIP: 000000000<br>LEI: 2138002658CPO9NBH955 | Long             | EC               | CORP              | JE        |   1205206 | NS      | $8048655.33   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                 | LME NICKEL FUTURE APR23                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        54 | NC      | $433979.15    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Emera Inc                                             | Emera Inc                                                 | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |   1300000 | PA      | $1253161.00   | 0.13%             | 2076-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange                                 | LME ZINC FUTURE JUL23                                     | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        88 | NC      | $591042.57    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                          | UBS Group AG                                              | CUSIP: 90352JAF0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    400000 | PA      | $394529.34    | 0.04%             | 2024-01-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                | General Motors Financial Co Inc                           | CUSIP: 37045XDU7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    500000 | PA      | $483076.08    | 0.05%             | 2025-04-07      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                               | Goldman Sachs Group Inc/The                               | CUSIP: 38141GZH0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    850000 | PA      | $813927.36    | 0.09%             | 2025-01-24      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                          | Barclays PLC                                              | CUSIP: 06738EBG9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $779284.59    | 0.08%             | 2024-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                | SOYBEAN MEAL FUTR MAY23                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       202 | NC      | $656504.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Auckland International Airport Ltd                    | Auckland International Airport Ltd                        | CUSIP: 000000000<br>LEI: 549300HFZIZDJWB7AK60 | Long             | EC               | CORP              | NZ        |    222902 | NS      | $1105275.08   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid-America Apartment Communities Inc                 | Mid-America Apartment Communities Inc                     | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               |  | US        |     40753 | NS      | $6397813.47   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Sands China Ltd                                       | Sands China Ltd                                           | CUSIP: 000000000<br>LEI: 549300EVO6UZDGY05787 | Long             | EC               | CORP              | KY        |    468400 | NS      | $1554242.23   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Realty Trust Inc                              | Digital Realty Trust Inc                                  | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               |  | US        |     95666 | NS      | $9592429.82   | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurocommercial Properties NV                          | Eurocommercial Properties NV                              | CUSIP: 000000000<br>LEI: 724500SFK53FPNM68L95 | Long             | EC               |  | NL        |     36880 | NS      | $892206.81    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                | NextEra Energy Capital Holdings Inc                       | CUSIP: 65339KBL3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1727387.78   | 0.18%             | 2024-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Invincible Investment Corp                            | Invincible Investment Corp                                | CUSIP: 000000000<br>LEI: 353800JY6M2692VAV685 | Long             | EC               |  | JP        |      3497 | NS      | $1358937.82   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Warehouses De Pauw CVA                                | Warehouses De Pauw CVA                                    | CUSIP: 000000000<br>LEI: 549300HWDYC5JXC85138 | Long             | EC               |  | BE        |     37631 | NS      | $1075531.67   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Segro PLC                                             | Segro PLC                                                 | CUSIP: 000000000<br>LEI: 213800XC35KGM9NFC641 | Long             | EC               |  | GB        |    102240 | NS      | $943832.95    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                 | LME PRI ALUM FUTR APR23                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       140 | NC      | $-506196.38   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| REALTY INCOME CORP                                    | Realty Income Corp                                        | CUSIP: 756109BD5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |   1250000 | PA      | $1242165.41   | 0.13%             | 2024-02-06      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                | SOYBEAN FUTURE JUL23                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |        47 | NC      | $175599.23    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| National Grid PLC                                     | National Grid PLC                                         | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |    536528 | NS      | $6469491.26   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS                                | Verizon Communications Inc                                | CUSIP: 92343VEP5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201691.50    | 0.02%             | 2025-05-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Co/The                                    | Kraft Heinz Co/The                                        | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |     34649 | NS      | $1410560.79   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                | United States Treasury Bill                               | CUSIP: 912796YL7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  77455000 | PA      | $76813440.24  | 8.22%             | 2023-03-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CK Asset Holdings Ltd                                 | CK Asset Holdings Ltd                                     | CUSIP: 000000000<br>LEI: 5299006GJZSGP78B8S35 | Long             | EC               | CORP              | KY        |    347500 | NS      | $2139194.41   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Teck Resources Ltd                                    | Teck Resources Ltd                                        | CUSIP: 878742204<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | EC               | CORP              | CA        |     61115 | NS      | $2311369.30   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CORESTATES CAPTL III                                  | Corestates Capital III                                    | CUSIP: 21869MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $931917.06    | 0.10%             | 2027-02-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                    | Regency Centers LP                                        | CUSIP: 75884RAT0<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |   1436000 | PA      | $1393586.91   | 0.15%             | 2024-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Ltd                          | Canadian Pacific Railway Ltd                              | CUSIP: 13645T100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     11848 | NS      | $883349.78    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Institutional Treasury Money Market Fund | State Street Institutional Treasury Money Market Fund     | CUSIP: 857492870<br>LEI: 549300Q3FHSMZ70NLT76 | Long             | STIV             | RF                | US        |  18846072 | NS      | $18846072.48  | 2.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mercialys SA                                          | Mercialys SA                                              | CUSIP: 000000000<br>LEI: 969500081CGAXB7YS433 | Long             | EC               |  | FR        |     61379 | NS      | $641919.48    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Realty Trust Inc                           | Healthcare Realty Trust Inc                               | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               |  | US        |    218784 | NS      | $4215967.68   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix Inc                                           | Equinix Inc                                               | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               |  | US        |     10952 | NS      | $7173888.56   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| International Container Terminal Services Inc         | International Container Terminal Services Inc             | CUSIP: 000000000<br>LEI: 254900FU1MWK0I0Q4J61 | Long             | EC               | CORP              | PH        |    130750 | NS      | $469247.68    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EMERA US FINANCE LP                                   | Emera US Finance LP                                       | CUSIP: 29103DAS5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1555000 | PA      | $1452044.26   | 0.16%             | 2024-06-15      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| Cousins Properties Inc                                | Cousins Properties Inc                                    | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               |  | US        |     67737 | NS      | $1713068.73   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Energy Corp                                | Chesapeake Energy Corp                                    | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |      6779 | NS      | $639734.23    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                 | LME NICKEL FUTURE MAR23                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        57 | NC      | $2188944.24   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| QBE Insurance Group Ltd                               | QBE Insurance Group Ltd                                   | CUSIP: 74737EAA2<br>LEI: 549300D2FBW76FPUSG65 | Long             | DBT              | CORP              | AU        |    800000 | PA      | $800012.95    | 0.09%             | 2043-11-24      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Kansai Electric Power Co Inc/The                      | Kansai Electric Power Co Inc/The                          | CUSIP: 000000000<br>LEI: 353800PFUKP5ONPJNZ86 | Long             | EC               | CORP              | JP        |    153700 | NS      | $1497884.03   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunge Ltd                                             | Bunge Ltd                                                 | CUSIP: 000000000<br>LEI: 5493007M0RIN8HY3MM77 | Long             | EC               | CORP              | BM        |     92905 | NS      | $9269131.85   | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| MID-AMERICA APARTMENTS                                | Mid-America Apartments LP                                 | CUSIP: 59523UAL1<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |    370000 | PA      | $362529.14    | 0.04%             | 2024-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                              | Warnermedia Holdings Inc                                  | CUSIP: 55903VAU7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1003771.70   | 0.11%             | 2025-03-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                  | Boston Properties LP                                      | CUSIP: 10112RAW4<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    600000 | PA      | $589522.88    | 0.06%             | 2024-02-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                           | Equinor ASA                                               | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |     66084 | NS      | $2373055.61   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Co                                         | DTE Energy Co                                             | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |      6634 | NS      | $779694.02    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodside Energy Group Ltd                             | Woodside Energy Group Ltd                                 | CUSIP: 000000000<br>LEI: 2549005ZC5RXAOO7FH41 | Long             | EC               | CORP              | AU        |     63599 | NS      | $1530071.55   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Anglo American PLC                                    | Anglo American PLC                                        | CUSIP: 000000000<br>LEI: 549300S9XF92D1X8ME43 | Long             | EC               | CORP              | GB        |     39041 | NS      | $1527583.37   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL RETAIL PROP INC                              | National Retail Properties Inc                            | CUSIP: 637417AG1<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |    650000 | PA      | $634909.51    | 0.07%             | 2024-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                         | DTE Energy Co                                             | CUSIP: 233331BD8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   2439000 | PA      | $2399165.50   | 0.26%             | 2024-11-01      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| Reliance Steel & Aluminum Co                          | Reliance Steel & Aluminum Co                              | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |      7632 | NS      | $1545022.08   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK Inc                                             | ONEOK Inc                                                 | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |     74163 | NS      | $4872509.10   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CO                                           | Southern Co/The                                           | CUSIP: 842587DC8<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1363562.03   | 0.15%             | 2024-08-01      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| WP Carey Inc                                          | WP Carey Inc                                              | CUSIP: 92936UAA7<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |   1657000 | PA      | $1642057.06   | 0.18%             | 2024-04-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Inc                                  | Invitation Homes Inc                                      | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               |  | US        |    314045 | NS      | $9308293.80   | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                          | WTI CRUDE FUTURE AUG23                                    | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        70 | NC      | $158399.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                           | CATTLE FEEDER FUT MAR23                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |        19 | NC      | $13964.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Quantum Minerals Ltd                            | First Quantum Minerals Ltd                                | CUSIP: 335934105<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | EC               | CORP              | CA        |     20436 | NS      | $426982.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Pennon Group PLC                                      | Pennon Group PLC                                          | CUSIP: 000000000<br>LEI: 213800V1CCTS41GWH423 | Long             | EC               | CORP              | GB        |    136673 | NS      | $1468075.99   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                          | GASOLINE RBOB FUT MAR23                                   | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |        31 | NC      | $321046.67    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                                        | ConocoPhillips                                            | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     12648 | NS      | $1492464.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Logistics REIT PLC                              | Urban Logistics REIT PLC                                  | CUSIP: 000000000<br>LEI: 213800P6ODJW2UFNDC37 | Long             | EC               |  | GB        |    537493 | NS      | $873983.99    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-30

**Name of Applicant:** Cohen & Steers Real Assets Fund, Inc.

**Signature:** Albert Laskaj

**Name of Signer:** Albert Laskaj

**Title:** Treasurer and Chief Financial Officer