A private credit signal layer for commercial real estate debt
$1.4T+ in CRE debt, normalized into a single queryable intelligence layer spanning ~125K loans, with ownership resolution, lender-borrower graph mapping, and decision-ready signals.
Built for underwriting, sourcing, surveillance, and portfolio strategy.
Four layers of intelligence
Primary sources in, structured intelligence out. No generic market screen. No surface-level view of the stack.
Normalized Data
$1.4T+ in CRE debt across public and private credit markets. ~125K loans standardized into a single queryable schema.
Market Condition Metrics
Rate exposure, maturity profile, capital structure classification, and multi-year performance analytics on every loan.
Entity Resolution
SPV and borrower structures resolved to underlying counterparties, with confidence scoring across each link in the ownership chain.
Capital Graph
150K+ nodes and 250K+ relational edges connecting allocators, lenders, sponsors, and properties in one intelligence layer.
Query-based. Rate-limited. API-first.
RESTful JSON API with cursor pagination, per-tier rate limits, and structured query parameters. Designed for direct integration into internal systems, models, and research workflows.
GET /v1/loans?state=NY&rate_pressure=SEVERE&limit=25
{
"data": [
{
"loan_number": "loan_demo_01842",
"insurer": "Northbridge Life",
"city": "New York",
"state": "NY",
"book_value": 45000000,
"interest_rate": 3.15,
"maturity_date": "2025-09-15",
"maturity_timing": "CRITICAL",
"rate_pressure": "SEVERE",
"rate_pressure_score": 285,
"composite_market_factor": 87
}
],
"pagination": {
"cursor": "eyJpZCI6MTI0N30",
"has_more": true,
"total": 1247
},
"rate_limit": {
"remaining": 59,
"reset": "2025-01-15T12:01:00Z"
}
}One query. Immediate signal.
Every loan record is pre-scored for maturity timing, market conditions, and rate exposure, so teams can build directly on top of the dataset.
- 40+ fields per loan record
- Proprietary signal taxonomy across rate environment, maturity timing, and concentration risk
- Multi-year analytics across refinancing, amortization, and disposition context
- Cursor pagination, rate limiting, and usage controls
- Full OpenAPI 3.1 specification included
Continuous coverage. Verified on an institutional cadence.
Built for institutional standards
All platform components are deployed on independently audited US-hosted infrastructure. No offshore processing. No third-party data brokers.
Providers maintain SOC 2 Type II attestations. Data is protected with AES-256 encryption at rest and TLS 1.2+ in transit.
All data is sourced from public filings and regulatory records. No purchased consumer data. No opaque third-party sourcing.
Per-key API authentication, tier-based rate limiting, request logging, audit trails, and tenant-isolated architecture.
Security diligence materials and questionnaire responses are available on request.
Modular platform licensing
Start with normalized public CRE debt data. Add private credit coverage, entity resolution, and capital graph intelligence where the workflow requires it. API delivery is included at every tier.
Normalized CRE debt data from public filing sources.
- Public filing corpus across multiple reporting regimes
- Loan search with 10+ filters
- Portfolio analytics by state and lender
- Licensed API access included
Expanded debt coverage across insurance and listed credit vehicles.
- Insurance company debt schedule extraction
- Listed credit vehicle position data
- Private credit loan records
- Cross-regime normalization
- Licensed API access included
Resolve borrower and ownership structures to underlying counterparties.
- Multi-stage entity resolution
- Verified UBO + contact intelligence
- Ownership chain mapping
- Confidence-scored relationships
- Monthly refresh cycle
Map allocators, lenders, sponsors, and properties across the capital stack.
- Full capital stack mapping
- Cross-lender exposure analysis
- 150K+ nodes, 250K+ edges
- Cross-regime exposure mapping
- Quarterly refresh cycle
Full platform access across all four modules.
- Public + private debt data
- Entity resolution + contact intelligence
- Capital graph + exposure analysis
- Full API access
- Priority support
Mandate configuration, pre-built intelligence pages, and visual exploration tools.
Model Context Protocol access for Claude, GPT, and internal AI agents.
All subscriptions include licensed API access to the selected data surfaces for the client's internal workflows. Access is query-based, rate-limited, and governed by tier-based endpoint scope, throughput, and usage controls.
Subscriptions do not include unrestricted bulk export, full-corpus download, dataset replication, republication, or redistribution rights. Expanded usage rights, embedded delivery, and custom commercial terms are available for enterprise engagements.
Three workflows. One intelligence layer.
The same core data layer supports origination, portfolio risk, and model-driven research without becoming three different products.
The Takeout Pipeline
Identify maturing loans ahead of broad market visibility. Filter by geography, maturity window, lender, and refinancing pressure to build a proprietary origination pipeline.
Systemic Risk Visibility
Monitor cross-lender concentration, entity clusters, and capital family dependencies that are difficult to detect within an internal portfolio alone.
Structured CRE Credit Data
Loan-level private credit data with 40+ fields per record, machine-readable delivery, and refresh cycles designed for models, research pipelines, and internal systems.
Ready to see the data?
Request beta access and a data sample scoped to your geographies and workflow.
Currently offering public and private debt data. Entity resolution and capital graph releasing soon.