# EDGAR Filing Document

**Accession Number:** 0001866874
**File Stem:** 0001752724-23-047861
**Filing Date:** 2023-2
**Character Count:** 95101
**Document Hash:** 0e7160e676351cacc40ca8a0d342ed81
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-047861.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-047861

**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 Estate Opportunities & Income Fund
- **CENTRAL INDEX KEY:** 0001866874
- **IRS NUMBER:** 000000000

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23720
- **FILM NUMBER:** 23686421

**BUSINESS ADDRESS:**
- **STREET 1:** 280 PARK AVENUE
- **STREET 2:** 10TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10017
- **BUSINESS PHONE:** 2128323232

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10017

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

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

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

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

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

- **a. Date of fiscal year-end:** 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:** $410595130.78

**Total Liabilities:** $150137185.73

**Net Assets:** $260457945.05

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -330.28000000 | **1-Year:** -5437.49000000 | **5-Year:** -8191.04000000 | **10-Year:** -9070.55000000 | **30-Year:** -9411.15000000

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

- **3-Month:** -166.04000000 | **1-Year:** -5291.78000000 | **5-Year:** -6708.15000000 | **10-Year:** -11266.25000000 | **30-Year:** -15439.33000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | -1.79%               | 13.69%               | -7.67%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-4537561.41             | $10158900.18                               |
| Month 2  | $-6484823.82             | $25678249.98                               |
| Month 3  | $-669825.09              | $-15355592.55                              |

**Designated Index Information**

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

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

### Schedule of Portfolio Investments

| Name                                                  | Title                                                                                                                 | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BARCLAYS PLC                                          | Barclays PLC                                                                                                          | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $889169.26    | 0.34%             | 2025-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                              | AT&T Inc                                                                                                              | CUSIP: 00206R706<br>LEI: 549300Z40J86GGSTL398 | Long             | EP               | CORP              | US        |     70000 | NS      | $1220800.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                 | Wells Fargo & Co                                                                                                      | CUSIP: 949746RN3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3175000 | PA      | $3071812.50   | 1.18%             | 2025-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                           | SIMON PROPERTY GROUP INC                                                                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |    -12511 | NC      | $-15786.88    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                | Credit Suisse Group AG                                                                                                | CUSIP: 225401AL2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    600000 | PA      | $431500.47    | 0.17%             | 2026-08-21      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                   | Dominion Energy Inc                                                                                                   | CUSIP: 25746UDD8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $924000.00    | 0.35%             | 2024-12-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                         | Welltower Inc                                                                                                         | CUSIP: 95040Q104<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | EC               |  | US        |    287286 | NS      | $18831597.30  | 7.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Aegon NV                                              | Aegon NV                                                                                                              | CUSIP: 007924AJ2<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $450340.15    | 0.17%             | 2048-04-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Highwoods Properties Inc                              | Highwoods Properties Inc                                                                                              | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               |  | US        |    174641 | NS      | $4886455.18   | 1.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corp                                    | Realty Income Corp                                                                                                    | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               |  | US        |    288014 | NS      | $18268728.02  | 7.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC FINANCIAL SERVICES                                | PNC Financial Services Group Inc/The                                                                                  | CUSIP: 693475BF1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    841000 | PA      | $823969.75    | 0.32%             | 2027-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                  | Bank of America Corp                                                                                                  | CUSIP: 060505EN0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    875000 | PA      | $844983.13    | 0.32%             | 2025-03-17      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                        | Morgan Stanley                                                                                                        | CUSIP: 61762V606<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     38838 | NS      | $893662.38    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| EDISON INTERNATIONAL                                  | Edison International                                                                                                  | CUSIP: 281020AS6<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1067157.00   | 0.41%             | 2026-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                          | Barclays PLC                                                                                                          | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $916756.53    | 0.35%             | 2025-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                               | UDR Inc                                                                                                               | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               |  | US        |     33899 | NS      | $1312908.27   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| MARKEL CORP                                           | Markel Corp                                                                                                           | CUSIP: 570535AW4<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    690000 | PA      | $668437.50    | 0.26%             | 2025-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                          | ING Groep NV                                                                                                          | CUSIP: 456837AF0<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $947788.17    | 0.36%             | 2025-04-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                               | KeyCorp                                                                                                               | CUSIP: 493267843<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |      8175 | NS      | $200532.75    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Enel SpA                                              | Enel SpA                                                                                                              | CUSIP: 29265WAA6<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | DBT              | CORP              | IT        |    750000 | PA      | $752402.60    | 0.29%             | 2073-09-24      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                   | Charles Schwab Corp/The                                                                                               | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $798700.00    | 0.31%             | 2030-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                  | Bank of America Corp                                                                                                  | CUSIP: 060505EH3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1875000 | PA      | $1805364.13   | 0.69%             | 2024-09-05      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| KYOBO LIFE INSURANCE CO                               | Kyobo Life Insurance Co Ltd                                                                                           | CUSIP: 501555AB2<br>LEI: 988400Y298KYBHWRBS28 | Long             | DBT              | CORP              | KR        |    400000 | PA      | $371000.00    | 0.14%             | 2027-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                           | SIMON PROPERTY GROUP INC                                                                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |    -13106 | NC      | $-36640.44    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RENAISSANCERE HOLDINGS L                              | RenaissanceRe Holdings Ltd                                                                                            | CUSIP: 75968N309<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EP               | CORP              | BM        |     10114 | NS      | $219069.24    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                           | AMERICAN TOWER CORP                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |     -7555 | NC      | $-43617.18    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                   | JPMorgan Chase & Co                                                                                                   | CUSIP: 46625HJQ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1781000 | PA      | $1775238.47   | 0.68%             | 2024-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                         | Citigroup Inc                                                                                                         | CUSIP: 172967JM4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1923000 | PA      | $1734449.85   | 0.67%             | 2025-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                         | Citigroup Inc                                                                                                         | CUSIP: 172967KM2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1434437.50   | 0.55%             | 2026-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                           | Long: B80131814 IRS USD R V 01MSOFR 180131814_FLO CCPOIS / Short: B80131814 IRS USD P F  1.55700 180131814_FIX CCPOIS | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  37000000 | OU      | $3210391.73   | 1.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Americold Realty Trust Inc                            | Americold Realty Trust Inc                                                                                            | CUSIP: 03064D108<br>LEI: 549300R7N1V5YV8MWH02 | Long             | EC               |  | US        |    281727 | NS      | $7975691.37   | 3.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NATWEST GROUP PLC                                     | NatWest Group PLC                                                                                                     | CUSIP: 780097BQ3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   2800000 | PA      | $2592650.79   | 1.00%             | 2025-12-29      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                  | Bank of America Corp                                                                                                  | CUSIP: 06053U601<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |      5931 | NS      | $124195.14    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                           | DIGITAL REALTY TRUST INC                                                                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |    -10185 | NC      | $-1212.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LANCASHIRE HOLDINGS LTD                               | Lancashire Holdings Ltd                                                                                               | CUSIP: 000000000<br>LEI: 5493002UNUYXLHOWF752 | Long             | DBT              | CORP              | BM        |    300000 | PA      | $236313.60    | 0.09%             | 2041-09-18      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                              | Lloyds Banking Group PLC                                                                                              | CUSIP: 539439AG4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1800000 | PA      | $1748700.00   | 0.67%             | 2024-06-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Tricon Residential Inc                                | Tricon Residential Inc                                                                                                | CUSIP: 89612W102<br>LEI: 984500EFFDE9C3A9G721 | Long             | EC               | CORP              | CA        |    364455 | NS      | $2809948.05   | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Suisse Group AG                                | Credit Suisse Group AG                                                                                                | CUSIP: 225401AK4<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    800000 | PA      | $575206.74    | 0.22%             | 2025-09-12      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                           | CROWN CASTLE INTERNATIONAL COR                                                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |     -6300 | NC      | $-21256.89    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp                                  | Bank of America Corp                                                                                                  | CUSIP: 060505229<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |     33000 | NS      | $789360.00    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ARGENTUM (ZURICH INS)                                 | Argentum Netherlands BV for Zurich Insurance Co Ltd                                                                   | CUSIP: 000000000<br>LEI: 50ZCTKCMUDIABGHX3R52 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $181932.00    | 0.07%             | 2048-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ALGONQUIN PWR & UTILITY                               | Algonquin Power & Utilities Corp                                                                                      | CUSIP: 015857AH8<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |   2075000 | PA      | $1683748.38   | 0.65%             | 2082-01-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                           | PROLOGIS INC                                                                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |    -20619 | NC      | $-7606.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CubeSmart                                             | CubeSmart                                                                                                             | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               |  | US        |     73564 | NS      | $2960951.00   | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| QBE Insurance Group Ltd                               | QBE Insurance Group Ltd                                                                                               | CUSIP: 000000000<br>LEI: 549300D2FBW76FPUSG65 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $187427.98    | 0.07%             | 2046-06-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sun Communities Inc                                   | Sun Communities Inc                                                                                                   | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               |  | US        |     39457 | NS      | $5642351.00   | 2.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Enbridge Inc                                          | Enbridge Inc                                                                                                          | CUSIP: 29250N477<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EP               | CORP              | CA        |     25300 | NS      | $617320.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial Inc                                    | Voya Financial Inc                                                                                                    | CUSIP: 929089AG5<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $976276.47    | 0.37%             | 2023-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| DAI-ICHI LIFE INSURANCE                               | Dai-ichi Life Insurance Co Ltd/The                                                                                    | CUSIP: 23380YAC1<br>LEI: 3538001235ACEIORUV72 | Long             | DBT              | CORP              | JP        |   2000000 | PA      | $1954660.96   | 0.75%             | 2024-10-28      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                  | Bank of America Corp                                                                                                  | CUSIP: 060505EL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    975000 | PA      | $964111.00    | 0.37%             | 2024-10-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                  | Boston Properties LP                                                                                                  | CUSIP: 10112RBG8<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    485000 | PA      | $500941.01    | 0.19%             | 2027-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                   | Intesa Sanpaolo SpA                                                                                                   | CUSIP: 46115HAU1<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    600000 | PA      | $545890.29    | 0.21%             | 2025-09-17      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                           | GAMING AND LEISURE PROPERTIES                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |     -4291 | NC      | $-2217.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Prologis Inc                                          | Prologis Inc                                                                                                          | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               |  | US        |    232064 | NS      | $26160574.72  | 10.04%            |  |  |  | No            |                  1 | On Loan: No      |
| CHARLES SCHWAB CORP                                   | Charles Schwab Corp/The                                                                                               | CUSIP: 808513600<br>LEI: 549300VSGCJ7E698NM85 | Long             | EP               | CORP              | US        |     17080 | NS      | $402917.20    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| American Homes 4 Rent                                 | American Homes 4 Rent                                                                                                 | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               |  | US        |     85594 | NS      | $2579803.16   | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                                         | Citigroup Inc                                                                                                         | CUSIP: 172967358<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |     38213 | NS      | $961439.08    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Agricole SA                                    | Credit Agricole SA                                                                                                    | CUSIP: 225313AJ4<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   1200000 | PA      | $1219440.00   | 0.47%             | 2025-12-23      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                           | VICI PROPERTIES INC                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |     -3184 | NC      | $-2063.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp                                  | Bank of America Corp                                                                                                  | CUSIP: 060505195<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |     66000 | NS      | $1531200.00   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Gaming and Leisure Properties Inc                     | Gaming and Leisure Properties Inc                                                                                     | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               |  | US        |     40870 | NS      | $2128918.30   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| QBE INSURANCE GROUP LTD                               | QBE Insurance Group Ltd                                                                                               | CUSIP: 74728GAE0<br>LEI: 549300D2FBW76FPUSG65 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $189035.64    | 0.07%             | 2025-05-12      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                           | HOST HOTELS + RESORTS INC                                                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |    -12669 | NC      | $-1827.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                           | BNP Paribas SA                                                                                                        | CUSIP: 05565AHN6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $969735.81    | 0.37%             | 2024-03-25      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                   | JPMorgan Chase & Co                                                                                                   | CUSIP: 48128B655<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |     13000 | NS      | $304070.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                                         | Citigroup Inc                                                                                                         | CUSIP: 172967GD7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1839000 | PA      | $1825667.25   | 0.70%             | 2023-01-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                         | UniCredit SpA                                                                                                         | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    600000 | PA      | $575580.00    | 0.22%             | 2024-06-03      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                 | Wells Fargo & Co                                                                                                      | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1182451.50   | 0.45%             | 2026-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                | ISHARES U.S. REAL ESTATE ETF                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |     -1400 | NC      | $-5600.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp                                   | American Tower Corp                                                                                                   | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               |  | US        |     94964 | NS      | $20119073.04  | 7.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Kite Realty Group Trust                               | Kite Realty Group Trust                                                                                               | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               |  | US        |    255974 | NS      | $5388252.70   | 2.07%             |  |  |  | No            |                  1 | On Loan: No      |
| OAKTREE CAPITAL GRP LLC                               | Oaktree Capital Group LLC                                                                                             | CUSIP: 674001409<br>LEI: 254900T1ODNFOK2L6090 | Long             | EP               | CORP              | US        |     19994 | NS      | $427271.78    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ENBRIDGE INC                                          | Enbridge Inc                                                                                                          | CUSIP: 29250NBN4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    800000 | PA      | $779562.18    | 0.30%             | 2083-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                  | Bank of America Corp                                                                                                  | CUSIP: 06055HAB9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    678000 | PA      | $666982.50    | 0.26%             | 2027-04-27      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                           | PROLOGIS INC                                                                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |    -18549 | NC      | $-40445.70    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                           | Southern Co/The                                                                                                       | CUSIP: 842587DF1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2053125.00   | 0.79%             | 2051-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                   | JPMorgan Chase & Co                                                                                                   | CUSIP: 48126HAC4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    975000 | PA      | $949547.63    | 0.36%             | 2024-10-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                           | Long: B81370465 IRS USD R V 01MSOFR 181370465_FLO CCPOIS / Short: B81370465 IRS USD P F  1.95700 181370465_FIX CCPOIS | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  37000000 | OU      | $2257431.41   | 0.87%             |  |  |  | No            |                  2 | On Loan: No      |
| WINTRUST FINANCIAL CORP                               | Wintrust Financial Corp                                                                                               | CUSIP: 97650W504<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EP               | CORP              | US        |     25000 | NS      | $651250.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                        | Morgan Stanley                                                                                                        | CUSIP: 61763E207<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     25000 | NS      | $624500.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                | BP Capital Markets PLC                                                                                                | CUSIP: 05565QDU9<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $957500.00    | 0.37%             | 2025-06-22      | 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        |   1500000 | PA      | $1498770.00   | 0.58%             | 2023-09-19      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CHS Inc                                               | CHS Inc                                                                                                               | CUSIP: 12542R308<br>LEI: XEIEFTLYDQ1MZ6TZV015 | Long             | EP               | CORP              | US        |     14862 | NS      | $380169.96    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc                                      | Crown Castle Inc                                                                                                      | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               |  | US        |     76927 | NS      | $10434378.28  | 4.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Electricite de France SA                              | Electricite de France SA                                                                                              | CUSIP: 268317AF1<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |   1350000 | PA      | $1347059.66   | 0.52%             | 2023-01-29      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                        | Morgan Stanley                                                                                                        | CUSIP: 61762V200<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     14559 | NS      | $366158.85    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                                   | JPMorgan Chase & Co                                                                                                   | CUSIP: 46625HJW1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    750000 | PA      | $732552.61    | 0.28%             | 2024-04-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                           | GAMING AND LEISURE PROPERTIES                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |     -3890 | NC      | $-7810.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                | Credit Suisse Group AG                                                                                                | CUSIP: 225401AX6<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    600000 | PA      | $524140.42    | 0.20%             | 2027-06-23      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Public Storage                                        | Public Storage                                                                                                        | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               |  | US        |     28138 | NS      | $7883986.22   | 3.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                | ISHARES U.S. REAL ESTATE ETF                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |     -4000 | NC      | $-220000.00   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| PHOENIX GRP HLD PLC                                   | Phoenix Group Holdings PLC                                                                                            | CUSIP: 000000000<br>LEI: 2138001P49OLAEU33T68 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $554484.00    | 0.21%             | 2031-09-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                              | Prudential Financial Inc                                                                                              | CUSIP: 744320AM4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   2825000 | PA      | $2779404.50   | 1.07%             | 2043-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                               | American Electric Power Co Inc                                                                                        | CUSIP: 025537AV3<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    600000 | PA      | $616923.73    | 0.24%             | 2027-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                         | PURCHASED USD / SOLD GBP                                                                                              | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |         1 | NC      | $-16824.06    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                           | BNP Paribas SA                                                                                                        | CUSIP: 05565AS20<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    600000 | PA      | $627028.81    | 0.24%             | 2027-11-17      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| TELEPHONE & DATA SYS                                  | Telephone and Data Systems Inc                                                                                        | CUSIP: 879433787<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     26500 | NS      | $390080.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CAL EDISON                                   | Southern California Edison Co                                                                                         | CUSIP: 842400HS5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    975000 | PA      | $1005279.89   | 0.39%             | 2027-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts Inc                             | Host Hotels & Resorts Inc                                                                                             | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               |  | US        |    140596 | NS      | $2256565.80   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| DIGITALBRIDGE GROUP INC                               | DigitalBridge Group Inc                                                                                               | CUSIP: 25401T306<br>LEI: 549300XG87L902AGBO89 | Long             | EP               | CORP              | US        |     14993 | NS      | $281418.61    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNOVUS FINANCIAL CORP                                | Synovus Financial Corp                                                                                                | CUSIP: 87161C709<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EP               | CORP              | US        |      3670 | NS      | $79822.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FIFTH THIRD BANCORP                                   | Fifth Third Bancorp                                                                                                   | CUSIP: 316773886<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EP               | CORP              | US        |     22871 | NS      | $512081.69    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource Inc                                          | NiSource Inc                                                                                                          | CUSIP: 65473P881<br>LEI: 549300D8GOWWH0SJB189 | Long             | EP               | CORP              | US        |     20000 | NS      | $485800.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                           | Long: B82214674 IRS USD R V 01MSOFR 182214674_FLO CCPOIS / Short: B82214674 IRS USD P F  2.36000 182214674_FIX CCPOIS | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  14500000 | OU      | $675601.35    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Life Storage Inc                                      | Life Storage Inc                                                                                                      | CUSIP: 53223X107<br>LEI: W9EE01AFDDF9DQCQZC68 | Long             | EC               |  | US        |    101898 | NS      | $10036953.00  | 3.85%             |  |  |  | No            |                  1 | On Loan: No      |
| SVB FINANCIAL GROUP                                   | SVB Financial Group                                                                                                   | CUSIP: 78486QAP6<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |    850000 | PA      | $559235.15    | 0.21%             | 2026-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                           | MetLife Inc                                                                                                           | CUSIP: 59156RAV0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    500000 | PA      | $665455.00    | 0.26%             | 2039-08-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| SPIRIT REALTY LP                                      | Spirit Realty LP                                                                                                      | CUSIP: 84861TAH1<br>LEI: 549300GTBVIBJRX5BW73 | Long             | DBT              |  | US        |    500000 | PA      | $408518.47    | 0.16%             | 2028-03-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                              | Corebridge Financial Inc                                                                                              | CUSIP: 21871XAN9<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    695000 | PA      | $645439.93    | 0.25%             | 2052-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Kimco Realty Corp                                     | Kimco Realty Corp                                                                                                     | CUSIP: 49446R109<br>LEI: 549300EA7I6T15IBYS12 | Long             | EC               |  | US        |    154019 | NS      | $3262122.42   | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                           | EQUINIX INC                                                                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |      -830 | NC      | $-6196.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                      | Duke Energy Corp                                                                                                      | CUSIP: 26441C501<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EP               | CORP              | US        |     15000 | NS      | $350850.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMERZBANK AG                                        | Commerzbank AG                                                                                                        | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $380250.00    | 0.15%             | 2025-04-09      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                     | NatWest Group PLC                                                                                                     | CUSIP: 780099CK1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   2400000 | PA      | $2366580.00   | 0.91%             | 2025-08-10      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                         | PURCHASED USD / SOLD GBP                                                                                              | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |         1 | NC      | $-263.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                           | MID AMERICA APARTMENT COMM                                                                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |     -6583 | NC      | $-3243.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                               | Digital Realty Trust LP                                                                                               | CUSIP: 25389JAV8<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              |  | US        |   1070000 | PA      | $1079000.87   | 0.41%             | 2028-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                           | REALTY INCOME CORP                                                                                                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |    -21195 | NC      | $-5642.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WESCO INTERNATIONAL INC                               | WESCO International Inc                                                                                               | CUSIP: 95082P303<br>LEI: 529900TXOGREY3WNJ434 | Long             | EP               | CORP              | US        |     37000 | NS      | $970140.00    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| ENEL FINANCE AMERICA LLC                              | Enel Finance America LLC                                                                                              | CUSIP: 29280HAA0<br>LEI: 549300EGNLVUJX1DEC60 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207154.43    | 0.08%             | 2027-10-14      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Spirit Realty Capital Inc                             | Spirit Realty Capital Inc                                                                                             | CUSIP: 84860W300<br>LEI: 549300LTU6LVPZSHMJ25 | Long             | EC               |  | US        |    131378 | NS      | $5245923.54   | 2.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                                    | Energy Transfer LP                                                                                                    | CUSIP: 29273V605<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |     60500 | NS      | $1324345.00   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                           | SUN COMMUNITIES INC                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |     -2648 | NC      | $-15896.93    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Camden Property Trust                                 | Camden Property Trust                                                                                                 | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               |  | US        |    111585 | NS      | $12484129.80  | 4.79%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                                    | Energy Transfer LP                                                                                                    | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2191000 | PA      | $1834962.50   | 0.70%             | 2030-05-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Transcanada Trust                                     | Transcanada Trust                                                                                                     | CUSIP: 89356BAB4<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |    576000 | PA      | $548978.86    | 0.21%             | 2076-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                              | AT&T Inc                                                                                                              | CUSIP: 00206R508<br>LEI: 549300Z40J86GGSTL398 | Long             | EP               | CORP              | US        |     57000 | NS      | $1045950.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| REALTY INCOME CORP                                    | Realty Income Corp                                                                                                    | CUSIP: 756109BP8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    715000 | PA      | $728398.26    | 0.28%             | 2032-10-13      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                           | KIMCO REALTY CORP                                                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |    -14411 | NC      | $-7558.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Piedmont Office Realty Trust Inc                      | Piedmont Office Realty Trust Inc                                                                                      | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               |  | US        |    207934 | NS      | $1906754.78   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Short-Term Corporate Bond ETF                | Vanguard Short-Term Corporate Bond ETF                                                                                | CUSIP: 92206C409<br>LEI: GW69FWO1NUHCKLV98X51 | Long             | EC               | RF                | US        |     40000 | NS      | $3007600.00   | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARLES SCHWAB CORP                                   | Charles Schwab Corp/The                                                                                               | CUSIP: 808513BD6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2752400.00   | 1.06%             | 2025-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                      | Deutsche Bank AG                                                                                                      | CUSIP: 251525AN1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    800000 | PA      | $747937.78    | 0.29%             | 2025-04-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                           | BNP Paribas SA                                                                                                        | CUSIP: 05565AAN3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1800000 | PA      | $1781050.46   | 0.68%             | 2025-08-19      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                | PNC Financial Services Group Inc/The                                                                                  | CUSIP: 693475AK1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2001996.64   | 0.77%             | 2023-02-01      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                   | Charles Schwab Corp/The                                                                                               | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    445000 | PA      | $386593.75    | 0.15%             | 2026-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                  | Enel Finance International NV                                                                                         | CUSIP: 29278GAZ1<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    600000 | PA      | $616744.10    | 0.24%             | 2025-10-14      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                               | SBA Communications Corp                                                                                               | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |    142000 | PA      | $118320.79    | 0.05%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY INVS TRST                              | Federal Realty Investment Trust                                                                                       | CUSIP: 313747AT4<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              |  | US        |   4400000 | PA      | $4351714.00   | 1.67%             | 2023-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SCENTRE GROUP TRUST 2                                 | Scentre Group Trust 2                                                                                                 | CUSIP: 76025LAA2<br>LEI: 549300VRF0U0JH8TBJ74 | Long             | DBT              |  | AU        |   1300000 | PA      | $1165775.00   | 0.45%             | 2080-09-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                  | Enel Finance International NV                                                                                         | CUSIP: 29278GBA5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $211957.20    | 0.08%             | 2032-10-14      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                    | Credit Agricole SA                                                                                                    | CUSIP: 225313AL9<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   1400000 | PA      | $1343370.00   | 0.52%             | 2024-09-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                              | Lloyds Banking Group PLC                                                                                              | CUSIP: 539439AU3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $1934414.24   | 0.74%             | 2025-09-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                               | Goldman Sachs Group Inc/The                                                                                           | CUSIP: 38145G308<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |     25500 | NS      | $628575.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                                  | Bank of America Corp                                                                                                  | CUSIP: 060505EU4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1306821.53   | 0.50%             | 2026-03-10      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                | VICI Properties LP / VICI Note Co Inc                                                                                 | CUSIP: 92564RAJ4<br>LEI: N/A                  | Long             | DBT              |  | US        |    600000 | PA      | $585636.54    | 0.22%             | 2027-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                 | Wells Fargo & Co                                                                                                      | CUSIP: 949746465<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |     38652 | NS      | $955863.96    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Agricole SA                                    | Credit Agricole SA                                                                                                    | CUSIP: 225313AD7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   2600000 | PA      | $2584545.60   | 0.99%             | 2024-01-23      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| VICI Properties Inc                                   | VICI Properties Inc                                                                                                   | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               |  | US        |     32504 | NS      | $1053129.60   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                               | Goldman Sachs Group Inc/The                                                                                           | CUSIP: 38148BAE8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1216530.41   | 0.47%             | 2024-08-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Simon Property Group Inc                              | Simon Property Group Inc                                                                                              | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               |  | US        |    139754 | NS      | $16418299.92  | 6.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                           | KIMCO REALTY CORP                                                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |    -14471 | NC      | $-1343.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Inc                                         | Citigroup Inc                                                                                                         | CUSIP: 172967341<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |     24438 | NS      | $611683.14    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| DIGITALBRIDGE GROUP INC                               | DigitalBridge Group Inc                                                                                               | CUSIP: 25401T405<br>LEI: 549300XG87L902AGBO89 | Long             | EP               | CORP              | US        |     16976 | NS      | $318469.76    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                        | Morgan Stanley                                                                                                        | CUSIP: 61761J406<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     91254 | NS      | $2213822.04   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| ARES FINANCE CO                                       | Ares Finance Co III LLC                                                                                               | CUSIP: 04018VAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $170115.05    | 0.07%             | 2051-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                         | Citigroup Inc                                                                                                         | CUSIP: 172967GF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    350000 | PA      | $347228.13    | 0.13%             | 2023-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                           | AMERICAN TOWER CORP                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |     -9497 | NC      | $-11266.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Group AG                                          | UBS Group AG                                                                                                          | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2000000 | PA      | $1983750.00   | 0.76%             | 2025-02-19      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                | Standard Chartered PLC                                                                                                | CUSIP: 853254BH2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $795706.22    | 0.31%             | 2023-04-02      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                    | Banco Santander SA                                                                                                    | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1200000 | PA      | $1175928.00   | 0.45%             | 2024-02-08      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                           | HOST HOTELS + RESORTS INC                                                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |    -12290 | NC      | $-37.40       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                           | PUBLIC STORAGE                                                                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |     -3067 | NC      | $-1381.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                    | Athene Holding Ltd                                                                                                    | CUSIP: 04686J408<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | BM        |     24721 | NS      | $421245.84    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| VODAFONE GROUP PLC                                    | VODAFONE GROUP PLC                                                                                                    | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   1600000 | PA      | $1536880.00   | 0.59%             | 2078-10-03      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DIME COMMUNITY BANCSHARE                              | Dime Community Bancshares Inc                                                                                         | CUSIP: 25432X201<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     48006 | NS      | $886670.82    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                           | BNP Paribas SA                                                                                                        | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $396000.00    | 0.15%             | 2029-08-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                           | CROWN CASTLE INTERNATIONAL COR                                                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |     -6133 | NC      | $-7677.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                | PNC Financial Services Group Inc/The                                                                                  | CUSIP: 693475BD6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    321000 | PA      | $302421.23    | 0.12%             | 2027-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Emera Inc                                             | Emera Inc                                                                                                             | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |   1200000 | PA      | $1156764.00   | 0.44%             | 2076-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                      | Duke Energy Corp                                                                                                      | CUSIP: 26441CBG9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1052250.00   | 0.40%             | 2024-09-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SPIRIT REALTY LP                                      | Spirit Realty LP                                                                                                      | CUSIP: 84861TAF5<br>LEI: 549300GTBVIBJRX5BW73 | Long             | DBT              |  | US        |    350000 | PA      | $292314.41    | 0.11%             | 2030-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                          | Barclays PLC                                                                                                          | CUSIP: 06738EBG9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $1948211.48   | 0.75%             | 2024-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                           | EQUINIX INC                                                                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |     -1383 | NC      | $-16588.88    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                           | INVITATION HOMES INC                                                                                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |    -39615 | NC      | $-1548.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                    | Vodafone Group PLC                                                                                                    | CUSIP: 92857WBQ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    550000 | PA      | $553734.50    | 0.21%             | 2079-04-04      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                          | UBS Group AG                                                                                                          | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2000000 | PA      | $1959130.00   | 0.75%             | 2025-08-07      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA TRUST                                     | Transcanada Trust                                                                                                     | CUSIP: 89356BAG3<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |    880000 | PA      | $753500.00    | 0.29%             | 2082-03-07      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartment Communities Inc                 | Mid-America Apartment Communities Inc                                                                                 | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               |  | US        |     94134 | NS      | $14778096.66  | 5.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Realty Trust Inc                              | Digital Realty Trust Inc                                                                                              | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               |  | US        |    159250 | NS      | $15967997.50  | 6.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                           | WELLTOWER INC                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |    -22373 | NC      | $-4781.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                    | Athene Holding Ltd                                                                                                    | CUSIP: 04686J309<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | BM        |     32110 | NS      | $768713.40    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                           | LIFE STORAGE INC                                                                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |     -8069 | NC      | $-7823.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                   | Bank of Nova Scotia/The                                                                                               | CUSIP: 0641598S8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $208269.43    | 0.08%             | 2082-10-27      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                              | Citizens Financial Group Inc                                                                                          | CUSIP: 174610AU9<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    750000 | PA      | $720095.68    | 0.28%             | 2025-10-06      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| SEMPRA ENERGY                                         | Sempra Energy                                                                                                         | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    175000 | PA      | $136367.79    | 0.05%             | 2052-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                          | Barclays PLC                                                                                                          | CUSIP: 06738EBX2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $937500.00    | 0.36%             | 2029-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                           | PUBLIC STORAGE                                                                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |     -2212 | NC      | $-8194.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                           | Long: B81868333 IRS USD R V 01MSOFR 181868333_FLO CCPOIS / Short: B81868333 IRS USD P F  2.20060 181868333_FIX CCPOIS | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  37000000 | OU      | $1856082.91   | 0.71%             |  |  |  | No            |                  2 | 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        |  16409182 | NS      | $16409181.79  | 6.30%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                          | Barclays PLC                                                                                                          | CUSIP: 06738EBN4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $913750.00    | 0.35%             | 2025-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Trust Inc                           | Healthcare Realty Trust Inc                                                                                           | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               |  | US        |    281890 | NS      | $5432020.30   | 2.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix Inc                                           | Equinix Inc                                                                                                           | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               |  | US        |     16338 | NS      | $10701880.14  | 4.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ALGONQUIN PWR & UTILITY                               | Algonquin Power & Utilities Corp                                                                                      | CUSIP: 015857808<br>LEI: 549300K5VIUTJXQL7X75 | Long             | EP               | CORP              | CA        |     25000 | NS      | $533000.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| QBE Insurance Group Ltd                               | QBE Insurance Group Ltd                                                                                               | CUSIP: 74737EAA2<br>LEI: 549300D2FBW76FPUSG65 | Long             | DBT              | CORP              | AU        |    500000 | PA      | $500008.10    | 0.19%             | 2043-11-24      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OAKTREE CAPITAL GRP LLC                               | Oaktree Capital Group LLC                                                                                             | CUSIP: 674001300<br>LEI: 254900T1ODNFOK2L6090 | Long             | EP               | CORP              | US        |     38000 | NS      | $812820.00    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                           | VICI PROPERTIES INC                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |     -3043 | NC      | $-2040.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ING Groep NV                                          | ING Groep NV                                                                                                          | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $964275.00    | 0.37%             | 2024-04-16      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CHS Inc                                               | CHS Inc                                                                                                               | CUSIP: 12542R803<br>LEI: XEIEFTLYDQ1MZ6TZV015 | Long             | EP               | CORP              | US        |     34342 | NS      | $891861.74    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL ATLANTIC                                       | Global Atlantic Fin Co                                                                                                | CUSIP: 37959GAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    850000 | PA      | $648790.37    | 0.25%             | 2051-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Inc                                  | Invitation Homes Inc                                                                                                  | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               |  | US        |    526423 | NS      | $15603177.72  | 5.99%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF NOVA SCOTIA                                   | Bank of Nova Scotia/The                                                                                               | CUSIP: 064159VJ2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1275000 | PA      | $1225593.75   | 0.47%             | 2025-06-04      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| KEMPER CORP                                           | Kemper Corp                                                                                                           | CUSIP: 488401308<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EP               | CORP              | US        |     16050 | NS      | $294517.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial Inc                                    | Voya Financial Inc                                                                                                    | CUSIP: 45685EAG1<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    478000 | PA      | $467558.09    | 0.18%             | 2053-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                               | Goldman Sachs Group Inc/The                                                                                           | CUSIP: 38144GAB7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    614000 | PA      | $560265.68    | 0.22%             | 2025-02-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALT                              | Rexford Industrial Realty Inc                                                                                         | CUSIP: 76169C308<br>LEI: 549300MSLO0DF0EMX355 | Long             | EP               |  | US        |      3039 | NS      | $67496.19     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TORONTO-DOMINION BANK                                 | Toronto-Dominion Bank/The                                                                                             | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $208500.00    | 0.08%             | 2082-10-31      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-28

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

**Signature:** Albert Laskaj

**Name of Signer:** Albert Laskaj

**Title:** Treasurer and Chief Financial Officer