# EDGAR Filing Document

**Accession Number:** 0001866874
**File Stem:** 0001410368-26-019355
**Filing Date:** 2026-2
**Character Count:** 98118
**Document Hash:** abf1f42584d963d9ba829b844463f575
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-019355.hdr.sgml**: 20260226

**ACCESSION NUMBER**: 0001410368-26-019355

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260226

**DATE AS OF CHANGE**: 20260226

**PERIOD START**: 20251231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23720
- **FILM NUMBER:** 26687254

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

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10036

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2025-12-31

**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:** $406441170.08

**Total Liabilities:** $143435016.58

**Net Assets:** $263006153.50

**Cash Not Reported:** $930524.25

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -104.70000000 | **1-Year:** -4361.72000000 | **5-Year:** -14416.36000000 | **10-Year:** -14376.89000000 | **30-Year:** -9735.24000000

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

- **3-Month:** -83.85000000 | **1-Year:** -3300.86000000 | **5-Year:** -9409.22000000 | **10-Year:** -7842.10000000 | **30-Year:** -5527.33000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | -0.85%               | 1.47%                | -2.24%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-396147.75              | $-6714531.42                               |
| Month 2  | $-807288.05              | $8646048.54                                |
| Month 3  | $-291464.81              | $-9785402.32                               |

**Designated Index Information**

- **Index Name:** 70% FNERTR, 15% CIPS, 7.5% P0P2, 7.5% I32611US

- **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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AES CORP/THE                                               | AES Corp/The                                                                     | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    212000 | PA      | $216049.84    | 0.08%             | 2055-01-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                   | AT&T Inc                                                                         | CUSIP: 00206R508<br>LEI: 549300Z40J86GGSTL398 | Long             | EP               | CORP              | US        |     77972 | NS      | $1570356.08   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                                   | AT&T Inc                                                                         | CUSIP: 00206R706<br>LEI: 549300Z40J86GGSTL398 | Long             | EP               | CORP              | US        |     84754 | NS      | $1612021.08   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Agree Realty Corp                                          | Agree Realty Corp                                                                | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               |  | US        |     99124 | NS      | $7139901.72   | 2.71%             |  |  |  | No            |                  1 | On Loan: No      |
| ALGONQUIN PWR & UTILITY                                    | Algonquin Power & Utilities Corp                                                 | CUSIP: 015857808<br>LEI: 549300K5VIUTJXQL7X75 | Long             | EP               | CORP              | CA        |     25000 | NS      | $636250.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ALGONQUIN PWR & UTILITY                                    | Algonquin Power & Utilities Corp                                                 | CUSIP: 015857AH8<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |   2075000 | PA      | $2055012.98   | 0.78%             | 2082-01-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                         | Ally Financial Inc                                                               | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    400000 | PA      | $397560.89    | 0.15%             | 2026-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                         | Ally Financial Inc                                                               | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    300000 | PA      | $286388.69    | 0.11%             | 2028-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ALTAGAS LTD                                                | AltaGas Ltd                                                                      | CUSIP: 021361AD2<br>LEI: 2549008X5V70MOS4HM10 | Long             | DBT              | CORP              | CA        |    700000 | PA      | $726370.40    | 0.28%             | 2054-10-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                    | American Electric Power Co Inc                                                   | CUSIP: 025537BA8<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    477000 | PA      | $513174.73    | 0.20%             | 2054-12-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                    | American Electric Power Co Inc                                                   | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    490000 | PA      | $486670.67    | 0.19%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                    | American Electric Power Co Inc                                                   | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    500000 | PA      | $491507.48    | 0.19%             | 2056-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN FINANCIAL GROUP                                   | American Financial Group Inc/OH                                                  | CUSIP: 025932807<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EP               | CORP              | US        |     19617 | NS      | $422746.35    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN FINANCIAL GROUP                                   | American Financial Group Inc/OH                                                  | CUSIP: 025932880<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EP               | CORP              | US        |      6096 | NS      | $115763.04    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp                                        | American Tower Corp                                                              | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               |  | US        |     93276 | NS      | $16376467.32  | 6.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Americold Realty Trust Inc                                 | Americold Realty Trust Inc                                                       | CUSIP: 03064D108<br>LEI: 894500O3S3W62PQPO460 | Long             | EC               |  | US        |     83908 | NS      | $1079056.88   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| ANNALY CAPITAL MGMT                                        | Annaly Capital Management Inc                                                    | CUSIP: 035710821<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EP               |  | US        |     15000 | NS      | $389850.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                                   | Apollo Global Management Inc                                                     | CUSIP: 03769M205<br>LEI: 254900LMFT1CY9IYB476 | Long             | EP               | CORP              | US        |     19840 | NS      | $522585.60    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ARES FINANCE CO                                            | Ares Finance Co III LLC                                                          | CUSIP: 04018VAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $197535.20    | 0.08%             | 2051-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                         | Athene Holding Ltd                                                               | CUSIP: 04686J408<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | US        |     24721 | NS      | $420998.63    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ATHENE HOLDING LTD                                         | Athene Holding Ltd                                                               | CUSIP: 04686J861<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | US        |     11128 | NS      | $273748.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ATHENE HOLDING LTD                                         | Athene Holding Ltd                                                               | CUSIP: 04686JAM3<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    325000 | PA      | $324920.57    | 0.12%             | 2055-06-28      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                | BNP Paribas SA                                                                   | CUSIP: 05565A5R0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    800000 | PA      | $851131.20    | 0.32%             | 2028-08-14      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                | BNP Paribas SA                                                                   | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $424123.60    | 0.16%             | 2029-08-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                | BNP Paribas SA                                                                   | CUSIP: 05565AS20<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    600000 | PA      | $642500.26    | 0.24%             | 2027-11-17      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                     | BP Capital Markets PLC                                                           | CUSIP: 05565QDW5<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    550000 | PA      | $586018.40    | 0.22%             | 2033-12-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                | BNP Paribas SA                                                                   | CUSIP: 05602XDJ4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1200000 | PA      | $1299949.20   | 0.49%             | 2031-08-22      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                | BNP Paribas SA                                                                   | CUSIP: 05602XJC3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    600000 | PA      | $628438.20    | 0.24%             | 2034-09-10      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                   | Banco Bilbao Vizcaya Argentaria SA                                               | CUSIP: 05946KAM3<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $223354.60    | 0.08%             | 2029-03-19      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                         | Banco Santander SA                                                               | CUSIP: 05964HBH7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $664167.60    | 0.25%             | 2034-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                         | Banco Santander SA                                                               | CUSIP: 05971KAP4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $221836.20    | 0.08%             | 2028-11-21      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                         | Banco Santander SA                                                               | CUSIP: 05971KAQ2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $724879.96    | 0.28%             | 2033-05-21      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                             | CUSIP: 06053U601<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |      5931 | NS      | $130422.69    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                             | CUSIP: 06055H202<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |     20000 | NS      | $415200.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                             | CUSIP: 06055H400<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |     20000 | NS      | $362800.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                             | CUSIP: 06055HAB9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    206000 | PA      | $209220.81    | 0.08%             | 2027-04-27      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                             | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    883000 | PA      | $920744.72    | 0.35%             | 2030-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                             | CUSIP: 06055HAK9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    560000 | PA      | $569153.76    | 0.22%             | 2030-07-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                           | Bank of Montreal                                                                 | CUSIP: 06368LQ58<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    800000 | PA      | $849963.04    | 0.32%             | 2084-05-26      | Fixed         | 7.70%                 | 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      | $212547.01    | 0.08%             | 2082-10-27      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                        | Bank of Nova Scotia/The                                                          | CUSIP: 0641598V1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $644994.60    | 0.25%             | 2084-01-27      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                        | Bank of Nova Scotia/The                                                          | CUSIP: 06419GEE2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $410326.33    | 0.16%             | 2085-10-27      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                               | Barclays PLC                                                                     | CUSIP: 06738EBX2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $428442.40    | 0.16%             | 2029-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                               | Barclays PLC                                                                     | CUSIP: 06738ECN3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1400000 | PA      | $1591815.40   | 0.61%             | 2029-12-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                               | Barclays PLC                                                                     | CUSIP: 06738EDC6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $428440.80    | 0.16%             | 2035-03-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 0778FPAP4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $517939.00    | 0.20%             | 2055-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 0778FPAQ2<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    750000 | PA      | $788546.25    | 0.30%             | 2055-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BXP Inc                                                    | BXP Inc                                                                          | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               |  | US        |    104514 | NS      | $7052604.72   | 2.68%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD FINANCE INC                                     | Brookfield Finance Inc                                                           | CUSIP: 11271L102<br>LEI: 549300XH8D8K6OYWGD17 | Long             | EP               | CORP              | CA        |     30000 | NS      | $493800.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD FIN I UK PLC                                    | Brookfield Finance I UK Plc                                                      | CUSIP: 11272B103<br>LEI: 213800JCKNPJE9FDCJ76 | Long             | EP               | CORP              | GB        |     25000 | NS      | $378250.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CHS Inc                                                    | CHS Inc                                                                          | CUSIP: 12542R803<br>LEI: XEIEFTLYDQ1MZ6TZV015 | Long             | EP               | CORP              | US        |     34342 | NS      | $870913.12    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corp                                            | CMS Energy Corp                                                                  | CUSIP: 125896852<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EP               | CORP              | US        |     20000 | NS      | $453000.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS ENERGY CORP                                            | CMS Energy Corp                                                                  | CUSIP: 125896BV1<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    500000 | PA      | $461463.80    | 0.18%             | 2050-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                            | CVS Health Corp                                                                  | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    750000 | PA      | $787273.56    | 0.30%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CareTrust REIT Inc                                         | CareTrust REIT Inc                                                               | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               |  | US        |    124718 | NS      | $4509802.88   | 1.71%             |  |  |  | No            |                  1 | On Loan: No      |
| CARLYLE FINANCE LLC                                        | Carlyle Finance LLC                                                              | CUSIP: 14314C105<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      4165 | NS      | $71221.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTERPOINT ENERGY INC                                     | CenterPoint Energy Inc                                                           | CUSIP: 15189TBH9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    500000 | PA      | $521783.50    | 0.20%             | 2055-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                              | Citigroup Inc                                                                    | CUSIP: 172967PE5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1438000 | PA      | $1508863.39   | 0.57%             | 2028-11-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                              | Citigroup Inc                                                                    | CUSIP: 172967PM7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    569000 | PA      | $600433.27    | 0.23%             | 2034-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                              | Citigroup Inc                                                                    | CUSIP: 172967QJ3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    880000 | PA      | $894679.98    | 0.34%             | 2031-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP CAPITAL III                                      | Citigroup Capital III                                                            | CUSIP: 17305HAA6<br>LEI: 549300XM9G8HLD2LDU04 | Long             | DBT              | CORP              | US        |    725000 | PA      | $819399.16    | 0.31%             | 2036-12-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                              | Citigroup Inc                                                                    | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1702420.50   | 0.65%             | 2030-02-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                              | Citigroup Inc                                                                    | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1039750.12   | 0.40%             | 2030-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Cousins Properties Inc                                     | Cousins Properties Inc                                                           | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               |  | US        |     74037 | NS      | $1908673.86   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| CREDIT AGRICOLE SA                                         | Credit Agricole SA                                                               | CUSIP: 225313AT2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    800000 | PA      | $833481.60    | 0.32%             | 2035-09-23      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                     | Credit Suisse Group AG                                                           | CUSIP: 225401AL2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    400000 | PA      | $110000.00    | 0.04%             | N/A             | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                           | Crown Castle Inc                                                                 | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               |  | US        |    257686 | NS      | $22900554.82  | 8.71%             |  |  |  | No            |                  1 | On Loan: No      |
| CTO REALTY GROWTH INC                                      | CTO Realty Growth Inc                                                            | CUSIP: 22948Q200<br>LEI: 254900ZQ99OFO1WXS678 | Long             | EP               |  | US        |     20235 | NS      | $414817.50    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE ENERGY CO                                              | DTE Energy Co                                                                    | CUSIP: 233331792<br>LEI: 549300IX8SD6XXD71I78 | Long             | EP               | CORP              | US        |     30400 | NS      | $756656.00    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| DAI-ICHI LIFE INSURANCE                                    | Dai-ichi Life Insurance Co Ltd/The                                               | CUSIP: 23381LAA2<br>LEI: 3538001235ACEIORUV72 | Long             | DBT              | CORP              | JP        |    600000 | PA      | $629201.40    | 0.24%             | 2035-01-16      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust Inc                                   | Digital Realty Trust Inc                                                         | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               |  | US        |    152624 | NS      | $23612459.04  | 8.98%             |  |  |  | No            |                  1 | On Loan: No      |
| DIGITALBRIDGE GROUP INC                                    | DigitalBridge Group Inc                                                          | CUSIP: 25401T306<br>LEI: 549300XG87L902AGBO89 | Long             | EP               | CORP              | US        |     14993 | NS      | $332694.67    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| DIGITALBRIDGE GROUP INC                                    | DigitalBridge Group Inc                                                          | CUSIP: 25401T405<br>LEI: 549300XG87L902AGBO89 | Long             | EP               | CORP              | US        |     11976 | NS      | $265867.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINION ENERGY INC                                        | Dominion Energy Inc                                                              | CUSIP: 25746UDM8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248095.08    | 0.09%             | 2027-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                        | Dominion Energy Inc                                                              | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1081617.37   | 0.41%             | 2055-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                        | Dominion Energy Inc                                                              | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    900000 | PA      | $927915.30    | 0.35%             | 2055-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                        | Dominion Energy Inc                                                              | CUSIP: 25746UDZ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    800000 | PA      | $804187.84    | 0.31%             | 2056-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                        | Dominion Energy Inc                                                              | CUSIP: 25746UEA3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    625000 | PA      | $625842.23    | 0.24%             | 2056-02-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                              | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |         1 | NC      | $-6866.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                              | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |         1 | NC      | $-10602.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EastGroup Properties Inc                                   | EastGroup Properties Inc                                                         | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               |  | US        |     41337 | NS      | $7363773.18   | 2.80%             |  |  |  | No            |                  1 | On Loan: No      |
| ENBRIDGE INC                                               | Enbridge Inc                                                                     | CUSIP: 29250NAW5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    750000 | PA      | $761339.25    | 0.29%             | 2078-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                               | Enbridge Inc                                                                     | CUSIP: 29250NBS3<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1670000 | PA      | $1788145.82   | 0.68%             | 2084-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                               | Enbridge Inc                                                                     | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1445000 | PA      | $1657744.98   | 0.63%             | 2084-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                               | Enbridge Inc                                                                     | CUSIP: 29250NCF0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    386000 | PA      | $410167.46    | 0.16%             | 2054-06-27      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                         | Energy Transfer LP                                                               | CUSIP: 29273VAJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    546000 | PA      | $545726.78    | 0.21%             | 2028-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                         | Energy Transfer LP                                                               | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1716000 | PA      | $1763795.75   | 0.67%             | 2030-05-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                               | Entergy Corp                                                                     | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    500000 | PA      | $525331.70    | 0.20%             | 2054-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                | Equinix Inc                                                                      | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               |  | US        |     13499 | NS      | $10342393.84  | 3.93%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                     | Equitable Holdings Inc                                                           | CUSIP: 29452E408<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EP               | CORP              | US        |     12713 | NS      | $206840.51    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                     | Equitable Holdings Inc                                                           | CUSIP: 29452EAD3<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    610000 | PA      | $638465.04    | 0.24%             | 2055-03-28      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Equity LifeStyle Properties Inc                            | Equity LifeStyle Properties Inc                                                  | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               |  | US        |    111271 | NS      | $6744135.31   | 2.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Properties Realty Trust Inc                      | Essential Properties Realty Trust Inc                                            | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               |  | US        |    183646 | NS      | $5446940.36   | 2.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Essex Property Trust Inc                                   | Essex Property Trust Inc                                                         | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               |  | US        |     31377 | NS      | $8210733.36   | 3.12%             |  |  |  | No            |                  1 | On Loan: No      |
| EUSHI FINANCE INC                                          | EUSHI Finance Inc                                                                | CUSIP: 29882DAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    833000 | PA      | $876278.12    | 0.33%             | 2054-12-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                                                 | Evergy Inc                                                                       | CUSIP: 30034WAE6<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1026913.00   | 0.39%             | 2055-06-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage Inc                                    | Extra Space Storage Inc                                                          | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               |  | US        |     78813 | NS      | $10263028.86  | 3.90%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                                     | Global Atlantic Fin Co                                                           | CUSIP: 37959GAG2<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |    222000 | PA      | $230449.54    | 0.09%             | 2054-10-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GA38<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    574000 | PA      | $611567.73    | 0.23%             | 2029-02-10      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GA79<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1403000 | PA      | $1486206.32   | 0.57%             | 2029-05-10      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                          | HSBC Holdings PLC                                                                | CUSIP: 404280FA2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $625482.60    | 0.24%             | 2030-06-05      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Trust Inc                                | Healthcare Realty Trust Inc                                                      | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               |  | US        |    289097 | NS      | $4900194.15   | 1.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Highwoods Properties Inc                                   | Highwoods Properties Inc                                                         | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               |  | US        |     23611 | NS      | $609636.02    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Host Hotels & Resorts Inc                                  | Host Hotels & Resorts Inc                                                        | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               |  | US        |    542499 | NS      | $9618507.27   | 3.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Hudson Pacific Properties Inc                              | Hudson Pacific Properties Inc                                                    | CUSIP: 444097406<br>LEI: 529900EURZA5HRSXQ389 | Long             | EC               |  | US        |     40016 | NS      | $433373.28    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                   | Hudson Pacific Properties LP                                                     | CUSIP: 44409MAC0<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |    600000 | PA      | $507823.20    | 0.19%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                   | Hudson Pacific Properties LP                                                     | CUSIP: 44409MAD8<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |    500000 | PA      | $493121.36    | 0.19%             | 2028-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                               | ING Groep NV                                                                     | CUSIP: 456837BT9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    700000 | PA      | $730563.40    | 0.28%             | 2032-11-16      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Invesco Preferred ETF                                      | Invesco Preferred ETF                                                            | CUSIP: 46138E511<br>LEI: 549300J11Q08WEERN210 | Long             | EC               | RF                | US        |     86000 | NS      | $966640.00    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Invitation Homes Inc                                       | Invitation Homes Inc                                                             | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               |  | US        |    315305 | NS      | $8762325.95   | 3.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain Inc                                          | Iron Mountain Inc                                                                | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               |  | US        |     99025 | NS      | $8214123.75   | 3.12%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                              | CUSIP: 48128BAQ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    574000 | PA      | $609166.59    | 0.23%             | 2029-06-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| KKR & CO INC                                               | KKR & Co Inc                                                                     | CUSIP: 48251W609<br>LEI: 54930013V5I303TF9571 | Long             | EP               | CORP              | US        |     11394 | NS      | $291116.70    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Kilroy Realty Corp                                         | Kilroy Realty Corp                                                               | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               |  | US        |     89018 | NS      | $3326602.66   | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimco Realty Corp                                          | Kimco Realty Corp                                                                | CUSIP: 49446R109<br>LEI: 254900ARY41P4V1JL861 | Long             | EC               |  | US        |     73810 | NS      | $1496128.70   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Kite Realty Group Trust                                    | Kite Realty Group Trust                                                          | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               |  | US        |    303781 | NS      | $7281630.57   | 2.77%             |  |  |  | No            |                  1 | On Loan: No      |
| LINCOLN NATIONAL CORP                                      | Lincoln National Corp                                                            | CUSIP: 534187885<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EP               | CORP              | US        |      5099 | NS      | $136806.17    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                   | Lloyds Banking Group PLC                                                         | CUSIP: 539439BF5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $399545.56    | 0.15%             | 2035-09-27      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                   | Lloyds Banking Group PLC                                                         | CUSIP: 53944YAV5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $649578.00    | 0.25%             | 2029-09-27      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| METLIFE CAPITAL TRUST IV                                   | MetLife Capital Trust IV                                                         | CUSIP: 591560AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $277407.50    | 0.11%             | 2037-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                             | Morgan Stanley                                                                   | CUSIP: 61761J406<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     41254 | NS      | $1031350.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                             | Morgan Stanley                                                                   | CUSIP: 61762V606<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     38838 | NS      | $952307.76    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                   | CUSIP: 61762V838<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |      2841 | NS      | $74235.33     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                   | CUSIP: 61762V853<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |      9461 | NS      | $240971.67    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                             | Morgan Stanley                                                                   | CUSIP: 61763E207<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     25000 | NS      | $627750.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| National Storage Affiliates Trust                          | National Storage Affiliates Trust                                                | CUSIP: 637870106<br>LEI: 529900FS06O8GOYNR108 | Long             | EC               |  | US        |     66201 | NS      | $1867530.21   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| NATWEST GROUP PLC                                          | NatWest Group PLC                                                                | CUSIP: 639057AQ1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $676803.60    | 0.26%             | 2033-11-10      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                     | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339K837<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | EP               | CORP              | US        |     14802 | NS      | $374786.64    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                     | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KCW8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    350000 | PA      | $363887.73    | 0.14%             | 2054-09-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                     | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1068115.51   | 0.41%             | 2054-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                     | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KDF4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    600000 | PA      | $632462.83    | 0.24%             | 2055-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                        | Nomura Holdings Inc                                                              | CUSIP: 65535HCC1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $515404.00    | 0.20%             | 2030-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                            | Nordea Bank Abp                                                                  | CUSIP: 65558RAQ2<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    400000 | PA      | $411779.60    | 0.16%             | 2033-11-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD OAKTREE HLDGS                                   | Brookfield Oaktree Holdings LLC                                                  | CUSIP: 674001300<br>LEI: 254900T1ODNFOK2L6090 | Long             | EP               | CORP              | US        |     25216 | NS      | $529031.68    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Healthcare Investors Inc                             | Omega Healthcare Investors Inc                                                   | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               |  | US        |     97525 | NS      | $4324258.50   | 1.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Outfront Media Inc                                         | Outfront Media Inc                                                               | CUSIP: 69007J304<br>LEI: 549300RZWDYU5722I639 | Long             | EC               |  | US        |    343117 | NS      | $8269119.70   | 3.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC FINANCIAL SERVICES                                     | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BD6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    321000 | PA      | $324705.30    | 0.12%             | 2027-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                     | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BF1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    601000 | PA      | $611345.61    | 0.23%             | 2027-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                             | Phillips 66 Co                                                                   | CUSIP: 718547AZ5<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    600000 | PA      | $593877.45    | 0.23%             | 2056-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                             | Phillips 66 Co                                                                   | CUSIP: 718547BA9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    700000 | PA      | $697508.36    | 0.27%             | 2056-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Prologis Inc                                               | Prologis Inc                                                                     | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               |  | US        |    112197 | NS      | $14323069.02  | 5.45%             |  |  |  | No            |                  1 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                   | Prudential Financial Inc                                                         | CUSIP: 744320BP6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    350000 | PA      | $370117.83    | 0.14%             | 2054-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Public Storage                                             | Public Storage                                                                   | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               |  | US        |     24801 | NS      | $6435859.50   | 2.45%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE                                             | Public Storage                                                                   | CUSIP: 74460W420<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               |  | US        |     25865 | NS      | $412805.40    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE                                             | Public Storage                                                                   | CUSIP: 74460W461<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               |  | US        |     58968 | NS      | $938180.88    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE                                             | Public Storage                                                                   | CUSIP: 74460W537<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               |  | US        |     25115 | NS      | $411634.85    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE                                             | Public Storage                                                                   | CUSIP: 74460W552<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               |  | US        |     31956 | NS      | $591186.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE                                             | Public Storage                                                                   | CUSIP: 74460W578<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               |  | US        |      9086 | NS      | $172634.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE                                             | Public Storage                                                                   | CUSIP: 74460W594<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               |  | US        |     30712 | NS      | $573085.92    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE                                             | Public Storage                                                                   | CUSIP: 74460W628<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               |  | US        |     24425 | NS      | $471646.75    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE                                             | Public Storage                                                                   | CUSIP: 74460W685<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               |  | US        |     20000 | NS      | $413000.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier Inc                                               | Rayonier Inc                                                                     | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               |  | US        |    276816 | NS      | $5993066.40   | 2.28%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENCY CENTERS CORP                                       | Regency Centers Corp                                                             | CUSIP: 758849889<br>LEI: 529900053A7X7FJ97S58 | Long             | EP               |  | US        |     16344 | NS      | $385064.64    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| REINSURANCE GRP OF AMER                                    | Reinsurance Group of America Inc                                                 | CUSIP: 759351AT6<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    154000 | PA      | $159722.18    | 0.06%             | 2055-09-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALT                                   | Rexford Industrial Realty Inc                                                    | CUSIP: 76169C308<br>LEI: 549300MSLO0DF0EMX355 | Long             | EP               |  | US        |      3039 | NS      | $69836.22     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL BANK OF CANADA                                       | Royal Bank of Canada                                                             | CUSIP: 780082AV5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    700000 | PA      | $727683.60    | 0.28%             | 2085-08-24      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                       | Royal Bank of Canada                                                             | CUSIP: 780082AY9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    800000 | PA      | $797202.42    | 0.30%             | 2085-11-24      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| State Street Institutional US Government Money Market Fund | State Street Institutional US Government Money Market Fund                       | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |   2213968 | NS      | $2213967.55   | 0.84%             |  |  |  | No            |                  2 | On Loan: No      |
| SBA Communications Corp                                    | SBA Communications Corp                                                          | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               |  | US        |     11727 | NS      | $2268353.61   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARLES SCHWAB CORP                                        | Charles Schwab Corp/The                                                          | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1284862.15   | 0.49%             | 2030-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                     | Sempra                                                                           | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1401604.35   | 0.53%             | 2052-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                     | Sempra                                                                           | CUSIP: 816851BS7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    728000 | PA      | $751006.26    | 0.29%             | 2054-10-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                     | Sempra                                                                           | CUSIP: 816851BT5<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    958000 | PA      | $974941.75    | 0.37%             | 2054-10-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Simon Property Group Inc                                   | Simon Property Group Inc                                                         | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               |  | US        |     34045 | NS      | $6302069.95   | 2.40%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                    | Simon Property Group LP                                                          | CUSIP: 828807DV6<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    700000 | PA      | $712992.18    | 0.27%             | 2053-03-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| SITE Centers Corp                                          | SITE Centers Corp                                                                | CUSIP: 82981J851<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               |  | US        |    114681 | NS      | $736252.02    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale                                           | Societe Generale SA                                                              | CUSIP: 83367TBU2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    700000 | PA      | $711297.30    | 0.27%             | 2028-04-06      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                           | Societe Generale SA                                                              | CUSIP: 83370RAC2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $427584.80    | 0.16%             | 2027-11-22      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                           | Societe Generale SA                                                              | CUSIP: 83370RAE8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    600000 | PA      | $634291.80    | 0.24%             | 2029-11-21      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                           | Societe Generale SA                                                              | CUSIP: 83371GAA9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $556128.00    | 0.21%             | 2028-11-14      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| SOUTH BOW CAN INFRA HOLD                                   | South Bow Canadian Infrastructure Holdings Ltd                                   | CUSIP: 836720AG7<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |    700000 | PA      | $732288.90    | 0.28%             | 2055-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW CAN INFRA HOLD                                   | South Bow Canadian Infrastructure Holdings Ltd                                   | CUSIP: 836720AJ1<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |    800000 | PA      | $855579.17    | 0.33%             | 2055-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                | Southern Co/The                                                                  | CUSIP: 842587867<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EP               | CORP              | US        |      9126 | NS      | $231800.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SPIRE INC                                                  | Spire Inc                                                                        | CUSIP: 84857LAD3<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498308.23    | 0.19%             | 2056-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                          | State Street Corp                                                                | CUSIP: 857477CM3<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    595000 | PA      | $623509.43    | 0.24%             | 2029-09-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| State Street Institutional Treasury Plus Money Market Fund | State Street Institutional Treasury Plus Money Market Fund                       | CUSIP: 857492862<br>LEI: 549300PNASLVKQG64331 | Long             | STIV             | RF                | US        |   1170433 | NS      | $1170433.32   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| SUMITOMO LIFE INSUR                                        | Sumitomo Life Insurance Co                                                       | CUSIP: 86564CAE0<br>LEI: 549300I5OQCDADQSPI57 | Long             | DBT              | CORP              | JP        |    600000 | PA      | $613719.00    | 0.23%             | 2034-01-18      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sun Communities Inc                                        | Sun Communities Inc                                                              | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               |  | US        |     49274 | NS      | $6105541.34   | 2.32%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                                           | T-Mobile USA Inc                                                                 | CUSIP: 87264A303<br>LEI: 549300V2JRLO5DIFGE82 | Long             | EP               | CORP              | US        |     14316 | NS      | $331558.56    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TPG OPERATING GROUP II                                     | TPG Operating Group II LP                                                        | CUSIP: 872652102<br>LEI: 2549001H9RJQNZT7MU11 | Long             | EP               | CORP              | US        |     20000 | NS      | $497000.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| TELUS CORP                                                 | TELUS Corp                                                                       | CUSIP: 87971MCL5<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $612661.80    | 0.23%             | 2055-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                 | TELUS Corp                                                                       | CUSIP: 87971MCM3<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |    930000 | PA      | $968622.90    | 0.37%             | 2055-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                      | Toronto-Dominion Bank/The                                                        | CUSIP: 89116C4H7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $508915.50    | 0.19%             | 2085-10-31      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                      | Toronto-Dominion Bank/The                                                        | CUSIP: 89116CKP1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $632700.60    | 0.24%             | 2084-07-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                      | Toronto-Dominion Bank/The                                                        | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $633197.29    | 0.24%             | 2082-10-31      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA TRUST                                          | Transcanada Trust                                                                | CUSIP: 89356BAE8<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |    700000 | PA      | $697333.07    | 0.27%             | 2079-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA TRUST                                          | Transcanada Trust                                                                | CUSIP: 89356BAG3<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |    880000 | PA      | $872528.45    | 0.33%             | 2082-03-07      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                      | Truist Financial Corp                                                            | CUSIP: 89832QAD1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1761138.75   | 0.67%             | 2026-03-01      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                               | UBS Group AG                                                                     | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1000000 | PA      | $1173327.00   | 0.45%             | 2033-11-13      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                               | UBS Group AG                                                                     | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1000000 | PA      | $1100199.00   | 0.42%             | 2028-11-13      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                               | UBS Group AG                                                                     | CUSIP: 902613BK3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    600000 | PA      | $649348.20    | 0.25%             | 2031-04-12      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                               | UBS Group AG                                                                     | CUSIP: 902613BN7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    700000 | PA      | $718601.80    | 0.27%             | 2029-09-10      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                               | UBS Group AG                                                                     | CUSIP: 902613BS6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    600000 | PA      | $614908.20    | 0.23%             | 2035-02-05      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                                    | UDR Inc                                                                          | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               |  | US        |    145140 | NS      | $5323735.20   | 2.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                     | Venture Global LNG Inc                                                           | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    730000 | PA      | $577036.31    | 0.22%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                         | Vodafone Group PLC                                                               | CUSIP: 92857WBW9<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    210000 | PA      | $196615.15    | 0.07%             | 2081-06-04      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                         | Vodafone Group PLC                                                               | CUSIP: 92857WBX7<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   1201000 | PA      | $943248.01    | 0.36%             | 2081-06-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC                                         | Voya Financial Inc                                                               | CUSIP: 929089AG5<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1057865.00   | 0.40%             | 2028-09-15      | Fixed         | 7.76%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                 | CUSIP: 949746804<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |      1131 | NS      | $1370772.00   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                 | CUSIP: 94988U128<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |     50000 | NS      | $967500.00    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                 | CUSIP: 94988U151<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |     31919 | NS      | $622101.31    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                 | CUSIP: 95002YAA1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    740000 | PA      | $789852.32    | 0.30%             | 2028-09-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                 | CUSIP: 95002YAC7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    650000 | PA      | $681885.10    | 0.26%             | 2029-09-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                              | Welltower Inc                                                                    | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               |  | US        |    198315 | NS      | $36809247.15  | 14.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Weyerhaeuser Co                                            | Weyerhaeuser Co                                                                  | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               |  | US        |    124254 | NS      | $2943577.26   | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| XCEL ENERGY INC                                            | Xcel Energy Inc                                                                  | CUSIP: 98389B878<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EP               | CORP              | US        |     25000 | NS      | $624000.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: B80131814 IRS USD R V USD-SOFR-OIS / Short: B80131814 IRS USD P F  1.55700 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  37000000 | OU      | $833887.87    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: B81370465 IRS USD R V USD-SOFR-OIS/ Short: B81370465 IRS USD P F  1.95700  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  37000000 | OU      | $165121.22    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: B70592585 IRS USD R V USD-SOFR-OIS / Short: B70592585 IRS USD P F  3.65500 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  25000000 | OU      | $-252893.14   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: B70746907 IRS USD R V USD-SOFR-OIS / Short: B70746907 IRS USD P F  3.58750 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  25000000 | OU      | $-207897.26   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                               | Barclays PLC                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $283420.07    | 0.11%             | 2027-09-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                               | Barclays PLC                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $291160.68    | 0.11%             | 2028-09-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                               | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $1085654.00   | 0.41%             | 2030-05-16      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                                | Swedbank AB                                                                      | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |    800000 | PA      | $864055.00    | 0.33%             | 2030-03-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                                        | Erste Group Bank AG                                                              | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |    400000 | PA      | $507187.88    | 0.19%             | 2031-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                           | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    600000 | PA      | $767267.51    | 0.29%             | 2029-10-30      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| COVENTRY BLDG SOCIETY                                      | Coventry Building Society                                                        | CUSIP: 000000000<br>LEI: 2138004G59FXEAZ6IO10 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $580001.81    | 0.22%             | 2029-06-11      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                               | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    700000 | PA      | $745460.10    | 0.28%             | 2034-11-16      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                             | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $420677.00    | 0.16%             | 2030-10-09      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                               | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $494768.48    | 0.19%             | 2032-07-24      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES WARRANTS                         | HUDSON PACIFIC PROPERTIES WARRANTS                                               | CUSIP: 000000000<br>LEI: 529900EURZA5HRSXQ389 | N/A              | DE               |  | US        |     70332 | NS      | $756772.32    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                                       | Banco de Sabadell SA                                                             | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $491292.36    | 0.19%             | 2031-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                               | Barclays PLC                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $578578.10    | 0.22%             | 2031-09-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| RLGH FINANCE BERMUDA LTD                                   | RLGH Finance Bermuda Ltd                                                         | CUSIP: 000000000<br>LEI: 549300JARQYXR76TRX40 | Long             | DBT              | CORP              | BM        |    300000 | PA      | $318789.87    | 0.12%             | 2035-07-02      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                                        | SoftBank Group Corp                                                              | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |    600000 | PA      | $564224.88    | 0.21%             | 2061-04-29      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| RLGH FINANCE BERMUDA LTD                                   | RLGH Finance Bermuda Ltd                                                         | CUSIP: 000000000<br>LEI: 549300JARQYXR76TRX40 | Long             | DBT              | CORP              | BM        |    750000 | PA      | $759132.45    | 0.29%             | 2032-05-19      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                     | ISHARES U.S. REAL ESTATE ETF                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |     -8700 | NC      | $-556800.00   | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| Cooperatieve Rabobank UA                                   | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    235000 | PA      | $312283.77    | 0.12%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-30

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

**Signature:** Albert Laskaj

**Name of Signer:** Albert Laskaj

**Title:** Chief Financial Officer