0001752724-23-046447.txt : 20230228
0001752724-23-046447.hdr.sgml : 20230228
20230228125725
ACCESSION NUMBER: 0001752724-23-046447
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20221230
FILED AS OF DATE: 20230228
DATE AS OF CHANGE: 20230228
PERIOD START: 20221231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Clarion Partners Real Estate Income Fund Inc.
CENTRAL INDEX KEY: 0001762562
IRS NUMBER: 000000000
STATE OF INCORPORATION: MD
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-23408
FILM NUMBER: 23682463
BUSINESS ADDRESS:
STREET 1: 620 8TH AVENUE
STREET 2: 47TH FLOOR
CITY: NEW YORK
STATE: NY
ZIP: 10018
BUSINESS PHONE: 8887770102
MAIL ADDRESS:
STREET 1: 620 8TH AVENUE
STREET 2: 47TH FLOOR
CITY: NEW YORK
STATE: NY
ZIP: 10018
NPORT-P
1
primary_doc.xml
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0001762562
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Clarion Partners Real Estate Income Fund Inc.
811-23408
0001762562
549300HQZ8T32H6E5695
620 Eighth Avenue
47thFloor
New York
10018
1-888-777-0102
Clarion Partners Real Estate Income Fund Inc.
549300HQZ8T32H6E5695
2022-12-31
2022-12-30
N
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0.00000000
0.00000000
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0.00000000
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400000.00000000
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USD
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0.072669045020
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ABS-MBS
CORP
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2038-05-15
Floating
7.06786000
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Fannie Mae Connecticut Avenue Securities
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992268.23000000
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ABS-MBS
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2028-10-25
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Ellington Financial Mortgage T
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Ellington Financial Mortgage Trust 2022-1
31573CAE5
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USD
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0.080548177316
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ABS-MBS
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2067-01-25
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2047-11-25
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Credit Suisse Mortgage Trust
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ABS-MBS
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2037-10-15
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Anker Haus
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12000 E 56th
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12000 E 56th
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2.612031595186
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CORP
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Arbor Realty Collateralized Lo
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Arbor Realty Commercial Real Estate Notes 2021-FL4 Ltd
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ABS-CBDO
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2036-11-15
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Natixis Commercial Mortgage Se
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Natixis Commercial Mortgage Securities Trust 2022-JERI
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Rialto Real Estate Fund LP
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500000.00000000
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487498.50000000
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ABS-MBS
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BM
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2037-01-19
Floating
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N
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BX Trust
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05610HAN3
464194.99000000
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USD
427732.98000000
0.081551245114
Long
ABS-MBS
CORP
US
N
2
2039-02-15
Floating
8.44141000
N
N
N
N
N
N
Hospitality Investors Trust
N/A
HIT Trust 2022-HI32
40442AAN9
1000000.00000000
PA
USD
980064.10000000
0.186858276971
Long
ABS-MBS
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US
N
2
2024-07-15
Floating
11.56311000
N
N
N
N
N
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MBRT 2019 MBR
N/A
MBRT 2019-MBR
55282DBE3
475000.00000000
PA
USD
453228.09000000
0.086412123423
Long
ABS-MBS
CORP
US
N
2
2036-11-15
Floating
8.66800000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2022-NQM4
64831UAC8
948404.93000000
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USD
899476.72000000
0.171493548304
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ABS-MBS
CORP
US
N
2
2062-06-25
Variable
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N
N
N
N
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Onslow Bay Financial LLC
N/A
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67117DAC4
576180.62000000
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USD
555136.95000000
0.105841989274
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ABS-MBS
CORP
US
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2
2062-08-25
Variable
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N
N
N
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JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2020-MKST
46652DAN5
175000.00000000
PA
USD
62717.92000000
0.011957750994
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
8.81800000
N
N
N
N
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TWO HARBORS INV CORP
549300ZUIBT6KH4HU823
Two Harbors Investment Corp
90187BAB7
540000.00000000
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USD
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0.088869942198
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DBT
CORP
US
N
2
2026-01-15
Fixed
6.25000000
N
N
N
N
N
Two Harbors Investment Corp
Two Harbors Investment Corp
USD
XXXX
N
N
N
NCMF Trust
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NCMF Trust 2022-MFP
628870AN7
2000000.00000000
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USD
1910238.00000000
0.364204526301
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ABS-MBS
CORP
US
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2
2039-03-15
Floating
9.46361000
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N
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Credit Suisse Mortgage Trust
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CSMC 2014-USA OA LLC
12649AAS8
420000.00000000
PA
USD
213479.49000000
0.040701837430
Long
ABS-MBS
CORP
US
N
2
2037-09-15
Fixed
4.37330000
N
N
N
N
N
N
MTN Commercial Mortgage Trust
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MTN Commercial Mortgage Trust 2022-LPFL
62475WAL9
500000.00000000
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USD
464290.75000000
0.088521321777
Long
ABS-MBS
CORP
US
N
2
2039-03-15
Floating
9.62077900
N
N
N
N
N
N
MED Trust
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Med Trust 2021-MDLN
58403YBA3
1400000.00000000
PA
USD
1271698.82000000
0.242461131197
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Floating
9.56800000
N
N
N
N
N
N
First Franklin Mtg Loan Asset
N/A
First Franklin Mortgage Loan Trust 2006-FF15
32028GAE5
102787.53000000
PA
USD
100462.56000000
0.019154115390
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Floating
4.54871000
N
N
N
N
N
N
PMT CREDIT RISK TRANSFER TRUST
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PMT Credit Risk Transfer Trust 2019-3R
69349MAA4
168087.63000000
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USD
161384.61000000
0.030769467174
Long
ABS-MBS
CORP
US
N
2
2031-11-27
Floating
8.08686000
N
N
N
N
N
N
Freddie Mac - STACR
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Freddie Mac STACR REMIC Trust 2021-DNA3
35564KFH7
725000.00000000
PA
USD
613767.67000000
0.117020477820
Long
ABS-MBS
CORP
US
N
2
2033-10-25
Floating
10.17768000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2021-R01
20754RAF3
500000.00000000
PA
USD
471278.65000000
0.089853629484
Long
ABS-MBS
CORP
US
N
2
2041-10-25
Floating
7.02768000
N
N
N
N
N
N
BPR Trust
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BPR Trust 2022-OANA
05592DAA2
1500000.00000000
PA
USD
1467378.45000000
0.279769260839
Long
ABS-MBS
CORP
US
N
2
2037-04-15
Floating
6.23361000
N
N
N
N
N
N
Southpark Meadows Mezzanine
N/A
Southpark Meadows Mezzanine
000000000
31000000.00000000
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USD
31000000.00000000
5.910436456262
Long
DBT
CORP
US
N
3
2027-11-10
Floating
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N
N
N
N
N
TPG Real Estate Finance
N/A
TRTX 2022-FL5 Issuer Ltd
87277JAL5
500000.00000000
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USD
469404.05000000
0.089496219672
Long
ABS-CBDO
CORP
KY
N
2
2039-02-15
Floating
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N
N
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Citigroup Mortgage Loan Trust
N/A
Citigroup Mortgage Loan Trust 2022-A
17330VAA4
728069.82000000
PA
USD
713114.25000000
0.135961821312
Long
ABS-MBS
CORP
US
N
2
2062-09-25
Variable
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N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corp Trust 2018-3PCK
36255YAE1
575000.00000000
PA
USD
537254.01000000
0.102432441515
Long
ABS-MBS
CORP
US
N
2
2031-09-15
Floating
7.06800000
N
N
N
N
N
N
Radnor Re LTD
254900YVLP8CB4GC2O97
Radnor RE 2020-1 Ltd
750493AE8
425000.00000000
PA
USD
398185.82000000
0.075917806028
Long
ABS-MBS
CORP
BM
N
2
2030-01-25
Floating
6.63871000
N
N
N
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
912796YL7
2500000.00000000
PA
USD
2479292.50000000
0.472700025088
Long
DBT
UST
US
N
2
2023-03-16
None
0.00000000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
549300FCX3YXSYSLU895
WFRBS Commercial Mortgage Trust 2014-C19
92938VAA3
1650000.00000000
PA
USD
1505697.27000000
0.287075097958
Long
ABS-MBS
CORP
US
N
2
2047-03-15
Fixed
4.23400000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 5 YEAR TREASURY NOTE
000000000
-8.00000000
NC
USD
2083.93000000
0.000397320511
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
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Short
US TREASURY N/B
United States Treasury Note/Bond
2023-03-31
-865521.45000000
USD
2083.93000000
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2021-R03
20754AAJ2
500000.00000000
PA
USD
427951.95000000
0.081592993768
Long
ABS-MBS
CORP
US
N
2
2041-12-25
Floating
9.42768000
N
N
N
N
N
N
SMR 2022-IND Mortgage Trust
N/A
SMR 2022-IND Mortgage Trust
78458MAN4
964590.48000000
PA
USD
895264.69000000
0.170690485863
Long
ABS-MBS
CORP
US
N
2
2039-02-15
Floating
11.83561000
N
N
N
N
N
N
Fannie Mae - CAS
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Fannie Mae Connecticut Avenue Securities
30711XDB7
247092.23000000
PA
USD
257976.45000000
0.049185594030
Long
ABS-MBS
CORP
US
N
2
2029-01-25
Floating
14.63871000
N
N
N
N
N
N
Brickstone Boulder Lodge Mezz
N/A
Brickstone Boulder Lodge Mezz
000000000
20200000.00000000
PA
USD
20200000.00000000
3.851316658596
Long
DBT
CORP
US
N
3
2027-07-01
Floating
18.50079200
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2022-ONL
95003WAN6
500000.00000000
PA
USD
373154.15000000
0.071145286837
Long
ABS-MBS
CORP
US
N
2
2039-12-15
Variable
4.92766000
N
N
N
N
N
N
Dreyfus Government Cash Management
5493000Q69I5Q3QZIA91
Dreyfus Government Cash Management
262006208
31063340.05000000
NS
USD
31063340.05000000
5.922512822089
Long
STIV
RF
US
N
1
N
N
N
mrcd 2019-prkc mortgage trust
N/A
MRCD 2019-PRKC Mortgage Trust
55348UAA6
1600000.00000000
PA
USD
1170233.28000000
0.223115788401
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Variable
4.25000000
N
N
N
N
N
N
Memphis Logistics Mezz
N/A
Memphis Logistics Mezz
000000000
14000000.00000000
PA
USD
14000000.00000000
2.669229367344
Long
DBT
CORP
US
N
3
2023-08-09
Floating
6.84257100
N
N
N
N
N
N
Tharaldson Hotel Portfolio Tru
N/A
Tharaldson Hotel Portfolio Trust 2018-THPT
88327HAQ6
445544.14000000
PA
USD
419617.53000000
0.080003959580
Long
ABS-MBS
CORP
US
N
2
2034-11-11
Floating
8.47047500
N
N
N
N
N
N
SREIT Trust
N/A
SREIT Trust 2021-MFP
78472UAA6
500000.00000000
PA
USD
481639.75000000
0.091829068941
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Floating
5.04866000
N
N
N
N
N
N
Cascade MH Asset Trust
N/A
Cascade MH Asset Trust 2021-MH1
14731QAF6
500000.00000000
PA
USD
391106.70000000
0.074568106386
Long
ABS-MBS
CORP
US
N
2
2046-02-25
Fixed
5.57300000
N
N
N
N
N
N
456 Sullivan Avenue
N/A
456 Sullivan Avenue
000000000
1.00000000
OU
Other Units
USD
23085000.00000000
4.401368567510
Long
RE
CORP
US
N
3
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XBB9
263459.89000000
PA
USD
267644.58000000
0.051028912353
Long
ABS-MBS
CORP
US
N
2
2025-07-25
Floating
9.38871000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2019-IMC
05608BAS9
869000.00000000
PA
USD
807338.71000000
0.153926585294
Long
ABS-MBS
CORP
US
N
2
2034-04-15
Floating
7.91800000
N
N
N
N
N
N
PENNYMAC CORP
EWN0I878407TKQNXZ933
PennyMac Corp
70932AAF0
380000.00000000
PA
USD
311362.50000000
0.059364137777
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
5.50000000
N
N
N
N
Y
PennyMac Mortgage Investment T
PennyMac Mortgage Investment Trust
USD
XXXX
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711X3M4
350000.00000000
PA
USD
350740.15000000
0.066871850620
Long
ABS-MBS
CORP
US
N
2
2031-03-25
Floating
8.13871000
N
N
N
N
N
N
Congress Commons
N/A
Congress Commons
000000000
1.00000000
OU
Other Units
USD
36700000.00000000
6.997194127252
Long
RE
CORP
US
N
3
N
N
N
BIG Commercial Mortgage Trust
N/A
BIG Commercial Mortgage Trust 2022-BIG
05551UAF2
500000.00000000
PA
USD
467296.40000000
0.089094376723
Long
ABS-MBS
CORP
US
N
2
2039-02-15
Floating
9.77121000
N
N
N
N
N
N
ELP 2021-ELP
N/A
ELP Commercial Mortgage Trust 2021-ELP
26863LAA2
1300000.00000000
PA
USD
1249820.78000000
0.238289880706
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Floating
5.01900000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
3137G1CG0
154950.84000000
PA
USD
133906.89000000
0.025530585948
Long
ABS-MBS
CORP
US
N
2
2047-09-25
Variable
4.11608700
N
N
N
N
N
N
SMRT
N/A
SMRT 2022-MINI
78457JAN2
1650000.00000000
PA
USD
1511831.81000000
0.288244704695
Long
ABS-MBS
CORP
US
N
2
2039-01-15
Floating
7.03600000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2020-5
92538CAE1
500000.00000000
PA
USD
385484.80000000
0.073496239201
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
3.70700000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
J.P. Morgan Chase Commercial Mortgage Securities Trust 2021-HTL5
46654PAQ9
500000.00000000
PA
USD
454401.33000000
0.086635812471
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Floating
8.58300000
N
N
N
N
N
N
Banc of America Commercial Mor
N/A
Bank of America Merrill Lynch Commercial Mortgage Trust 2017-BNK3
06427DAE3
1000000.00000000
PA
USD
683700.10000000
0.130353741812
Long
ABS-MBS
CORP
US
N
2
2050-02-15
Variable
4.49255300
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2022-1
35563PD71
1728016.71000000
PA
USD
544925.23000000
0.103895030494
Long
ABS-MBS
CORP
US
N
2
2061-11-25
Variable
2.48784500
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-DNA6
35564KLV9
750000.00000000
PA
USD
641513.55000000
0.122310486229
Long
ABS-MBS
CORP
US
N
2
2041-10-25
Floating
11.42768000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-DNA5
35564KJB6
1500000.00000000
PA
USD
1183843.80000000
0.225710759807
Long
ABS-MBS
CORP
US
N
2
2034-01-25
Floating
9.42768000
N
N
N
N
N
N
Tharaldson Hotel Portfolio Tru
N/A
Tharaldson Hotel Portfolio Trust 2018-THPT
88327HAN3
445544.14000000
PA
USD
417596.58000000
0.079618646788
Long
ABS-MBS
CORP
US
N
2
2034-11-11
Floating
7.69800000
N
N
N
N
N
N
Mosaic at Largo Station
N/A
Mosaic at Largo Station
000000000
1.00000000
OU
Other Units
USD
39035000.00000000
7.442383453877
Long
RE
CORP
US
N
3
N
N
N
FS Rialto Issuer Ltd
N/A
FS Rialto 2022-FL5 Issuer LLC
30327MAL8
650000.00000000
PA
USD
644522.45000000
0.122884160818
Long
ABS-CBDO
CORP
US
N
2
2037-06-19
Floating
9.73916000
N
N
N
N
N
N
Natixis Commercial Mortgage Se
N/A
Natixis Commercial Mortgage Securities Trust
63875JAN8
1000000.00000000
PA
USD
946068.50000000
0.180376701694
Long
ABS-MBS
CORP
US
N
2
2035-03-15
Floating
9.52861000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2018-NYCH
90266HAS1
400000.00000000
PA
USD
366798.84000000
0.069933588259
Long
ABS-MBS
CORP
US
N
2
2032-02-15
Floating
9.15630000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2022-NQM1 Trust
67114VAB9
750000.00000000
PA
USD
545887.05000000
0.104078410365
Long
ABS-MBS
CORP
US
N
2
2061-11-25
Variable
3.00100000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2021-XL2
05609KAA7
1297401.08000000
PA
USD
1248900.85000000
0.238114487551
Long
ABS-MBS
CORP
US
N
2
2038-10-15
Floating
5.00650000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2017-C42
95001GAU7
1500000.00000000
PA
USD
986287.20000000
0.188044768491
Long
ABS-MBS
CORP
US
N
2
2050-12-15
Variable
2.80000000
N
N
N
N
N
N
Argent Securities Inc.
N/A
Argent Securities Inc Asset-Backed Pass-Through Certificates Series 2003-W7
040104BF7
220596.22000000
PA
USD
200626.35000000
0.038251267520
Long
ABS-MBS
CORP
US
N
2
2033-09-25
Floating
3.85288200
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2021-NQM2 Trust
670857AC5
116154.57000000
PA
USD
88546.61000000
0.016882229413
Long
ABS-MBS
CORP
US
N
2
2061-05-25
Variable
1.56300000
N
N
N
N
N
N
The Sheds on Charlotte
N/A
The Sheds on Charlotte
000000000
1.00000000
OU
Other Units
USD
47200000.00000000
8.999116152760
Long
RE
CORP
US
N
3
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2022-JS2
95003GAQ4
750000.00000000
PA
USD
451564.88000000
0.086095017068
Long
ABS-MBS
CORP
US
N
2
2039-12-15
Variable
3.45390000
N
N
N
N
N
N
Aertson Midtown Mezzanine Term Loan
N/A
Aertson Midtown Mezzanine Term Loan
000000000
18000000.00000000
PA
USD
18000000.00000000
3.431866329442
Long
LON
CORP
US
N
3
2025-10-01
Floating
8.76077000
N
N
N
N
N
N
100 Friars Boulevard
N/A
100 Friars Boulevard
000000000
1.00000000
OU
Other Units
USD
29000000.00000000
5.529117975212
Long
RE
CORP
US
N
3
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2020-MKST
46652DAQ8
175000.00000000
PA
USD
44878.24000000
0.008556451154
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
11.31800000
N
N
N
N
N
N
Cascade MH Asset Trust
N/A
Cascade MH Asset Trust 2021-MH1
14731QAG4
500000.00000000
PA
USD
382419.10000000
0.072911735168
Long
ABS-MBS
CORP
US
N
2
2046-02-25
Variable
7.71346000
N
N
N
N
N
N
FARM 2021-1 Mortgage Trust
N/A
FARM 21-1 Mortgage Trust
30768WAC2
178628.87000000
PA
USD
120884.28000000
0.023047705016
Long
ABS-MBS
CORP
US
N
2
2051-07-25
Variable
3.23754500
N
N
N
N
N
N
PMT CREDIT RISK TRANSFER TRUST
N/A
PMT Credit Risk Transfer Trust 2019-2R
69345WAA6
266578.12000000
PA
USD
256097.33000000
0.048827322438
Long
ABS-MBS
CORP
US
N
2
2023-05-27
Floating
7.13686000
N
N
N
N
N
N
Chino Industrial Portfolio
N/A
Chino Industrial Portfolio
000000000
1.00000000
OU
Other Units
USD
35100000.00000000
6.692139342412
Long
RE
CORP
US
N
3
N
N
N
GS Mortgage Securities Trust
5493005BBCF84ICNQ550
GS Mortgage Securities Corp II
36255TAL6
523276.83000000
PA
USD
215287.13000000
0.041046480700
Long
ABS-MBS
CORP
US
N
2
2031-09-15
Floating
8.56800000
N
N
N
N
N
N
Freddie Mac - STACR
549300KB1O80CETXGJ21
Freddie Mac STACR Trust 2019-DNA3
35564TBE9
750000.00000000
PA
USD
760059.15000000
0.144912300292
Long
ABS-MBS
CORP
US
N
2
2049-07-25
Floating
12.53871000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2020-2
92537UAE2
750000.00000000
PA
USD
668849.63000000
0.127522362480
Long
ABS-MBS
CORP
US
N
2
2060-05-25
Variable
5.36000000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
44106MAS1
800000.00000000
PA
USD
765361.59000000
0.145923259476
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
4.65000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust I LLC 2019-2
03463WAF0
1082500.00000000
PA
USD
1043585.75000000
0.198969266517
Long
ABS-MBS
CORP
US
N
2
2049-03-25
Variable
6.28600000
N
N
N
N
N
N
LSTAR Securities Investment Lt
N/A
LSTAR Securities Investment Ltd 2019-4
54912JAA0
482904.26000000
PA
USD
484892.67000000
0.092449268198
Long
ABS-MBS
CORP
US
N
2
2024-05-01
Floating
7.62014000
N
N
N
N
N
N
Extended Stay America Trust
N/A
Extended Stay America Trust 2021-ESH
30227FAA8
488096.11000000
PA
USD
474758.98000000
0.090517186559
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Floating
5.39800000
N
N
N
N
N
N
3828 Civic Center
N/A
3828 Civic Center
000000000
1.00000000
OU
Other Units
USD
7800000.00000000
1.487142076091
Long
RE
CORP
US
N
3
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2019-RIO
12597HAC0
991679.85000000
PA
USD
989237.44000000
0.188607259008
Long
DBT
CORP
US
N
2
2022-12-15
Floating
11.31800000
N
N
N
N
N
N
MF1 Multifamily Housing Mortga
N/A
MF1 2022-FL10 LLC
55285BAL9
1500000.00000000
PA
USD
1449142.95000000
0.276292494258
Long
ABS-CBDO
CORP
US
N
2
2037-09-17
Floating
10.55002000
N
N
N
N
N
N
Cascade MH Asset Trust
N/A
Cascade MH Asset Trust 2019-MH1
14732FAC6
300000.00000000
PA
USD
278236.41000000
0.053048342616
Long
ABS-O
CORP
US
N
2
2044-11-25
Variable
5.98500000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2021-NYMZ
46654GAA4
500000.00000000
PA
USD
479194.33000000
0.091362827021
Long
ABS-MBS
CORP
US
N
2
2026-06-15
Floating
11.56800000
N
N
N
N
N
N
COLT Funding LLC
N/A
COLT 2022-2 Mortgage Loan Trust
19685EAE1
500000.00000000
PA
USD
326654.40000000
0.062279679818
Long
ABS-MBS
CORP
US
N
2
2067-02-25
Variable
3.99681500
N
N
N
N
N
N
Freddie Mac - STACR
549300KB1O80CETXGJ21
Freddie Mac STACR Trust 2019-DNA3
35564TBD1
500000.00000000
PA
USD
500749.90000000
0.095472595626
Long
ABS-MBS
CORP
US
N
2
2049-07-25
Floating
7.63871000
N
N
N
N
N
N
Ellington Financial Mortgage T
N/A
Ellington Financial Mortgage Trust 2020-2
31573WAF8
500000.00000000
PA
USD
399344.45000000
0.076138709544
Long
ABS-MBS
CORP
US
N
2
2065-10-25
Variable
4.80400000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2015-JP1
46590KAL8
1500000.00000000
PA
USD
1253586.75000000
0.239007897686
Long
ABS-MBS
CORP
US
N
2
2049-01-15
Variable
4.22516900
N
N
N
N
N
N
Freddie Mac - STACR
549300BL200YC56BUV20
STACR Trust 2018-DNA3
35563WBD5
370000.00000000
PA
USD
377231.95000000
0.071922757088
Long
ABS-MBS
CORP
US
N
2
2048-09-25
Floating
8.28871000
N
N
N
N
N
N
MF1 Multifamily Housing Mortga
N/A
MF1 2020-FL4 Ltd
58003UAA6
622747.96000000
PA
USD
614426.93000000
0.117146171831
Long
ABS-CBDO
CORP
US
N
2
2035-11-15
Floating
6.15009000
N
N
N
N
N
N
Fusion Life Science HQ
N/A
Fusion Life Science HQ
000000000
1.00000000
OU
Other Units
USD
18190000.00000000
3.468091585142
Long
RE
CORP
US
N
3
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2018-C15
90278LAC3
570000.00000000
PA
USD
425929.08000000
0.081207314910
Long
ABS-MBS
CORP
US
N
2
2051-12-15
Variable
5.14265600
N
N
N
N
N
N
NewRez Warehouse Securitizatio
N/A
NewRez Warehouse Securitization Trust 2021-1
65246PAF8
325000.00000000
PA
USD
310597.20000000
0.059218226261
Long
ABS-MBS
CORP
US
N
2
2055-05-25
Floating
9.63871000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2021-ARIA
05608RAJ4
500000.00000000
PA
USD
463921.55000000
0.088450930385
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
6.21340000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2020-NNN MZ
46652EBY8
84601.14000000
PA
USD
73152.41000000
0.013947182933
Long
ABS-MBS
CORP
US
N
2
2037-01-16
Fixed
8.54200000
N
N
N
N
N
N
New York Mortgage Trust
N/A
NYMT Loan Trust 2022-SP1
62956BAA7
964225.24000000
PA
USD
926430.50000000
0.176632535528
Long
ABS-MBS
CORP
US
N
2
2062-07-25
Variable
5.25000000
N
N
N
N
N
N
55 Messina Drive
N/A
55 Messina Drive
000000000
1.00000000
OU
Other Units
USD
18800000.00000000
3.584393721862
Long
RE
CORP
US
N
3
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2021-1
35563PWX3
747999.03000000
PA
USD
543445.98000000
0.103612997812
Long
ABS-MBS
CORP
US
N
2
2060-09-25
Variable
11.76072400
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2021-SDMF
12434CAQ7
500000.00000000
PA
USD
462687.70000000
0.088215685482
Long
ABS-MBS
CORP
US
N
2
2034-09-15
Floating
6.25500000
N
N
N
N
N
N
Brickstone Boulder Pearl Mezz
N/A
Brickstone Boulder Pearl Mezz
000000000
7300000.00000000
PA
USD
7300000.00000000
1.391812455829
Long
DBT
CORP
US
N
3
2027-07-01
Floating
18.49808200
N
N
N
N
N
N
Rojas East
N/A
Rojas East
000000000
1.00000000
OU
Other Units
USD
50200000.00000000
9.571093874334
Long
RE
CORP
US
N
3
N
N
N
BWAY Mortgage Trust
N/A
BWAY 2015-1740 Mortgage Trust
05604LAL6
500000.00000000
PA
USD
401916.75000000
0.076629142309
Long
ABS-MBS
CORP
US
N
2
2035-01-10
Variable
4.44990700
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-DNA7
35564KMH9
1150000.00000000
PA
USD
1081964.74000000
0.206286575602
Long
ABS-MBS
CORP
US
N
2
2041-11-25
Floating
5.72768000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2020-R01
20754CAF6
140000.00000000
PA
USD
130840.30000000
0.024945912228
Long
ABS-MBS
CORP
US
N
2
2040-01-25
Floating
7.63871000
N
N
N
N
N
N
2023-02-27
Clarion Partners Real Estate Income Fund Inc.
Christopher Berarducci
Christopher Berarducci
Principal Financial Officer