The assets include office buildings it currently occupies, a retail property and a seaside hotel.
EPF, which manages close to 1 trillion ringgit in assets, told the newspaper that any acquisition or disposal or assets is part of the ordinary course of managing its investments as a long-term strategic investor for its 14.8 million members.
"The decision to buy or sell real estate will also take into consideration the fund's overall portfolio strategy and the long-term health of the fund," it said.
($1 = 4.0680 ringgit)
(Reporting by Liz Lee; Editing by Kim Coghill)