Portfolio Rate Intelligence for Mid-Market CRE
TenorMark gives CRE debt funds a live view of net rate exposure, hedge coverage, and maturity risk β with AI-generated briefs synthesized from live portfolio data and the current rate environment.
Most mid-market CRE debt funds manage hundreds of millions in floating rate exposure without a live, unified view of net position after hedging. Caps, swaps, and loan maturities live in separate spreadsheets β if they're tracked at all.
Fed commentary, cap market pricing, and CMBS spread movements reach CFOs sporadically β rarely mapped to their specific portfolio implications in time to act.
Floating rate loans with expiring caps go from hedged to fully exposed without a clear alert. The 2026–2027 maturity wall is concentrating this risk precisely when refinancing conditions are most uncertain.
The full portfolio reprices in real time as SOFR moves.
AI-generated position and market intelligence, synthesized from live portfolio data and the current rate environment.
Geographic concentration by market, sized by balance, colored by hedge status.
TenorMark exists because the tools mid-market CRE debt funds actually need don't exist yet. The firms managing $250M–$1B in floating rate loans aren't large enough for institutional treasury infrastructure, and they're too sophisticated to stay in Excel. TenorMark is built for that gap β live exposure intelligence, AI-generated briefs, and geographic portfolio visibility in one platform.
If this looks like what your team is missing, let's talk →Tell us about your portfolio and we'll schedule a demo.