Origin Real Estate Credit Fund 

Schedule of Investments 

March 31, 2026 (Unaudited) 

 

ASSET-BACKED SECURITIES84.51%   Principal Amount Fair Value
       
BDS 2025-FL14 E, 6.78%, 10/21/2042(a)(b)   $ 1,401,000 $ 1,401,131
BOFAS 2026-FRR7 FK97, FK97, 1.17%, 1/1/2030(a)(c)     16,248,727   10,959,887
FREMF 2017-KF37 C, 4.98%, 6/25/2027(a)(b)(d)     23,969,770   23,914,947
FREMF 2017-KW02 C, 0.00%, 1/25/2027(a)(c)     35,145,401   32,792,208
FREMF 2018-KF43 C, 12.53%, 2/25/2028(a)(b)(d)     19,012,877   19,098,504
FREMF 2020-KF86 C, 12.78%, 8/25/2027(a)(b)(d)     14,369,970   14,253,394
FREMF 2020-KF92 C, 12.78%, 10/25/2030(a)(b)(d)     9,981,484   9,508,741
FREMF 2023-K161 D, 0.00%, 11/25/2033(a)(c)(d)     58,080,000   30,061,505
FREMF 2023-K161 X2A, 0.10%, 10/25/2033(a)(d)     963,469,000   5,054,551
FREMF 2023-K161 X2B, 0.10%, 11/25/2033(a)     198,110,000   1,024,209
FREMF 2024-K514 C, 5.88%, 12/25/2028(a)(d)(e)     28,779,140   26,850,854
FREMF 2024-K521 C, 5.81%, 3/25/2029(a)(d)(e)     32,400,639   29,734,475
FREMF 2024-K525 C, 5.70%, 5/25/2029(a)(d)(e)     31,429,239   28,630,874
FREMF 2025-K759 D, 0.00%, 2/25/2062(a)(c)     40,026,891   24,212,471
FREMF 2025-K759 X2A, 0.10%, 2/25/2062(a)     652,138,572   2,706,962
FREMF 2025-K759 X2B, 0.10%, 2/25/2062(a)     148,097,891   633,459
FREMF 21K-F106 CS, 9.92%, 2/25/2031(a)(b)     20,054,772   19,999,334
FREMF 21K-F114 CS, 10.07%, 5/25/2031(a)(b)(d)     27,881,915   27,858,703
FRETE 2018-ML04 B, B, 0.00%, 11/25/2035(a)(c)     27,628,970   12,575,494
MF1 2024-FL16 E, 8.12%, 11/18/2039(a)(b)     1,868,000   1,841,570
MF1 2025-FL19 E, 7.62%, 5/18/2042(a)(b)     467,000   468,459
MSCR 2022-MN4 M2, CLASS M2, 10.16%, 5/25/2052(a)     10,000,000   11,140,936
       
Total Asset-Backed Securities (Cost $331,323,496)    

  334,722,668

       
LOANS37.94%   Principal Amount Fair Value
       
AVA Jodeco - Preferred Equity Loan, 14.00%, 10/18/2028(c)(f)(g)     6,700,000   9,048,463
Culebra Commons - Preferred Equity Loan, 14.00%, 12/22/2027(f)(g)(h)     19,824,045   23,490,505
Elux at Ocotillo - Mezzanine Loan, 13.50%, 5/16/2028(c)(f)(g)     4,987,500   5,644,818
Elux at Ocotillo Senior, 9.57%, 12/19/2027(d)(f)(g)(i)     8,935,540   8,935,540
Hamlet at Midcity - Senior, 6.71%, 12/19/2027(f)(g)(i)     35,206,293   35,206,293
Mariposa Chorus River Blue - Preferred Equity Loan, 14.00%, 12/11/2030(c)(f)(g)     16,028,651   21,685,084
Solace at Cimarron Hills - Preferred Equity Loan, 12.50%, 3/31/2028(f)(g)(h)     7,275,153   7,310,064
The Benton Preferred Equity Loan, 15.00%, 8/7/2030(f)(g)(h)(i)     5,755,254   6,228,250
Tuscany Village - Preferred Equity Loan, 14.00%, 10/23/2027(c)(f)(g)     18,000,000   21,889,646
Walnut Crest - Preferred Equity Loan, 14.00%, 9/22/2028(c)(f)(g)     7,850,000   10,816,851
 
 

Origin Real Estate Credit Fund 

Schedule of Investments (continued) 

March 31, 2026 (Unaudited) 

 

       
Total Loans (Cost $129,980,566)    

  150,255,514

       
PARTNERSHIP SHARES — 11.15%   Shares Fair Value
       
Partnership Shares — 11.15%      
PFMP KF96 Investors  LLC(f)(g)       25,000,000   7,697,500
PFMP Origin LP(c)(f)(g)       25,277,734   32,317,583
PFMP Origin LP 2(f)(g)       13,492,000   4,167,679
         

  44,182,762

       
Total Partnership Shares (Cost $42,724,961)    

  44,182,762

       
Money Market Funds - 6.86%   Shares Fair Value
       
Goldman Sachs Financial Square Government Fund, 3.30%(j)   27,174,586   27,174,586
       
Total Money Market Funds (Cost $27,174,586)       27,174,586
       
Total Investments — 140.46% (Cost $531,203,609)  

$ 556,335,530

     
Liabilities in Excess of Other Assets — (40.46)%  

  (160,248,789)

     
NET ASSETS — 100.00%  

$ 396,086,741

 

 

 

LLC - Limited Liability Company
PIK - Payment in Kind

 

 

 

 

(a) Security exempt from registration under Rule 144A or Section 4(a)(2) of the Securities Act of 1933. The security may be resold in transactions exempt from registration, normally to qualified institutional buyers.
(b) Variable or Floating rate security, the interest of which adjusts periodically based on changes in the current interest rates and prepayments on the underlying pool of assets.  The rate shown represents the spread over the index rate as of 3/31/2026.
(c) Non-income producing security, was purchased with OID method.
(d) All or a portion of the security is pledged as collateral for open reverse repurchase agreements.
(e) Total return of security is derived from both current yield and OID purchase.
(f) Security in which significant unobservable inputs (Level 3) were used in determining fair value.
(g) The Fund's ability to sell this security is subject to certain legal or contractual restrictions. As of March 31, 2026 the aggregate value of restricted securities held by the Company was 194,438,276 (49.1% of net assets)
(h) Total return of investment is derived from both current yield and PIK.
(i) Interest on loans funded from interest reserve.
(j) Rate disclosed is the seven-day effective yield as of March 31, 2026.

 

 
 

Origin Real Estate Credit Fund 

Schedule of Investments (continued) 

March 31, 2026 (Unaudited) 

 

 

 REPURCHASE AGREEMENTS — (39.76)% Principal Amount   Fair Value
Barclays Bank PLC 302953AC8 KF37 C, 3.68%, 4/23/2026 $   (13,564,309 )   $   (13,564,309 )
Barclays Bank PLC 35709WAC3 F114 CS, 5.20%, 6/30/2026     (17,891,006 )       (17,891,006 )
Churchill Reverse Repo, 6.67%, 4/1/2028     (4,907,414 )       (4,907,414 )
Goldman Sachs & Co. LLC 30296DAK7 KF43 C, 5.07%, 4/13/2026     (11,418,000 )       (11,418,000 )
Goldman Sachs & Co. LLC 30316RAE3 F106 CS, 5.07%, 4/13/2026     (8,780,000 )       (8,780,000 )
Goldman Sachs & Co. LLC 30333YAN0 K161 X2A, 5.07%, 4/13/2026     (2,831,966 )       (2,831,966 )
Goldman Sachs & Co. LLC 30333YAS9 K161 D, 5.07%, 4/13/2026     (14,937,578 )       (14,937,578 )
Goldman Sachs & Co. LLC 35710AAJ3 K514 C, 5.07%, 4/13/2026     (9,885,254 )       (9,885,254 )
Royal Bank Canada 302875AE9 KF86 C, 5.03%, 4/2/2026     (7,289,000 )       (7,289,000 )
Royal Bank Canada 30316RAE3 F106 CS, 5.07%, 4/2/2026     (1,770,000 )       (1,770,000 )
Royal Bank Canada 30317FAG6 KF92 C, 5.07%, 4/2/2026     (4,247,000 )       (4,247,000 )
Royal Bank Canada 30335XAE0 K521 C, 5.07%, 4/2/2026     (3,666,000 )       (3,666,000 )
Royal Bank Canada 30335XAE0 K521 C, 5.15%, 6/16/2026     (12,071,000 )       (12,071,000 )
Royal Bank Canada 35708GAJ4 K525 C, 5.15%, 6/16/2026     (13,999,000 )       (13,999,000 )
Royal Bank Canada 35710AAJ3 K514 C, 5.07%, 4/2/2026     (4,120,000 )       (4,120,000 )
Synovous Reverse Repo, 5.42%, 12/19/2027     (26,100,000 )       (26,100,001 )
       
TOTAL REPURCHASE AGREEMENTS $   (157,477,528 )   $   (157,477,528 )

 

 

 

 

Additional information on each restricted investment held by the Fund at March 31, 2026 is as follows:
                 
                 
Security Description   Acquisition Date   Cost   Value   % of Net Assets
AVA Jodeco - Preferred Equity Loan   3/22/2024    $            1,600,475    $            2,161,468   0.5%
AVA Jodeco - Preferred Equity Loan   4/19/2024        244,700        330,471   0.1%
AVA Jodeco - Preferred Equity Loan   5/31/2024        299,924        405,053   0.1%
AVA Jodeco - Preferred Equity Loan   6/21/2024        694,282        937,639   0.2%
AVA Jodeco - Preferred Equity Loan   7/5/2024        1,348,572     1,821,269   0.5%
AVA Jodeco - Preferred Equity Loan   7/19/2024        593,581        801,642   0.2%
AVA Jodeco - Preferred Equity Loan   8/16/2024                  1,784,328     2,409,765   0.6%
AVA Jodeco - Preferred Equity Loan   8/30/2024                      134,138        181,156   0.0%
Culebra Commons - Preferred Equity Loan   12/21/2023                19,000,000    22,514,053   5.7%
Culebra Commons - Preferred Equity Loan   7/1/2025        32,692         38,739   0.0%
Culebra Commons - Preferred Equity Loan   8/1/2025        106,530       126,233   0.0%
Culebra Commons - Preferred Equity Loan   9/1/2025        107,126       126,940   0.0%
Culebra Commons - Preferred Equity Loan   10/1/2025        104,251       123,532   0.0%
Culebra Commons - Preferred Equity Loan   11/1/2025        31,138         36,897   0.0%
Culebra Commons - Preferred Equity Loan   12/1/2025        104,984       124,401   0.0%
Culebra Commons - Preferred Equity Loan   1/1/2026        109,072       129,244   0.0%
Culebra Commons - Preferred Equity Loan   2/1/2026        120,904       143,265   0.0%
Culebra Commons - Preferred Equity Loan   3/1/2026        107,346       127,200   0.0%
Elux at Ocotillo - Mezzanine Loan   5/16/2025        2,206,347    2,497,128   0.6%
Elux at Ocotillo - Mezzanine Loan   6/27/2025        1,210,944    1,370,538   0.3%
Elux at Ocotillo - Mezzanine Loan   7/25/2025        596,919       675,589   0.2%
Elux at Ocotillo - Mezzanine Loan   8/22/2025        773,630       875,589   0.2%
Elux at Ocotillo - Mezzanine Loan   10/3/2025        199,661       225,975   0.1%
Elux at Ocotillo Senior   10/3/2025        707,133       707,133   0.2%
Elux at Ocotillo Senior   10/23/2025        1,246,260    1,246,260   0.3%
Elux at Ocotillo Senior   10/31/2025        9,982        9,982   0.0%
Elux at Ocotillo Senior   11/21/2025        734,816     734,816   0.2%
Elux at Ocotillo Senior   11/30/2025       20,527       20,527   0.0%
Elux at Ocotillo Senior   12/26/2025   1,484,483   1,484,483   0.4%
Elux at Ocotillo Senior   12/31/2025       26,411       26,411   0.0%
Elux at Ocotillo Senior   1/19/2026       23,605       23,605   0.0%
Elux at Ocotillo Senior   1/23/2026   1,783,681   1,783,681   0.5%
Elux at Ocotillo Senior   1/26/2026       28,919        28,919   0.0%
Elux at Ocotillo Senior   2/20/2026   1,622,825    1,622,825   0.4%
Elux at Ocotillo Senior   3/3/2026   20,091         20,091   0.0%
Elux at Ocotillo Senior   3/20/2026      1,226,808     1,226,808   0.3%
Hamlet at Midcity - Senior   12/16/2025    35,206,293   35,206,293   8.9%
Mariposa Chorus River Blue - Preferred Equity Loan   12/11/2023      8,014,326   10,842,542   2.7%
Mariposa Chorus River Blue - Preferred Equity Loan   4/11/2024      8,014,326   10,842,542   2.7%
PFMP KF96 Investors  LLC   1/1/2021      8,173,307     7,697,500   1.9%
PFMP Origin LP   2/28/2023      3,960,000     5,062,860   1.3%
PFMP Origin LP   1/17/2025    21,109,312   26,988,255   6.8%
PFMP Origin LP   8/31/2025       208,422      266,468   0.1%
PFMP Origin LP 2   7/15/2022    9,273,920   4,167,679   1.1%
Solace at Cimarron Hills - Preferred Equity Loan   11/6/2024   6,154,102   6,028,792   1.5%
Solace at Cimarron Hills - Preferred Equity Loan   2/3/2025     500,000      502,399   0.1%
Solace at Cimarron Hills - Preferred Equity Loan   2/2/2026       39,181      778,873   0.2%
The Benton Preferred Equity Loan   8/7/2025   4,464,400   5,102,098   1.3%
The Benton Preferred Equity Loan   11/5/2025   1,290,854   1,126,152   0.3%
Tuscany Village - Preferred Equity Loan   7/26/2024      207,460      252,290   0.1%
Tuscany Village - Preferred Equity Loan   8/23/2024   2,378,694   2,892,709   0.7%
Tuscany Village - Preferred Equity Loan   9/13/2024   2,560,165   3,113,395   0.8%
Tuscany Village - Preferred Equity Loan   9/20/2024       35,035       42,606   0.0%
Tuscany Village - Preferred Equity Loan   10/11/2024   1,738,169   2,113,773   0.5%
Tuscany Village - Preferred Equity Loan   11/15/2024   3,208,049   3,901,280   1.0%
Tuscany Village - Preferred Equity Loan   12/27/2024   5,124,804   6,232,230   1.6%
Tuscany Village - Preferred Equity Loan   1/17/2025   2,747,624   3,341,362   0.8%
Walnut Crest - Preferred Equity Loan   11/24/2023   3,925,000   5,408,425   1.4%
Walnut Crest - Preferred Equity Loan   1/23/2024   3,925,000   5,408,425   1.4%
Total        $       172,705,527    $       194,438,276   49.1%