Loan Portfolio

Performance overview · 0 active loans · As of Sep 30, 2026

AI Portfolio Summary

Computed from demo data

Portfolio remains healthy with a weighted average yield of 0.00% and average LTV of 0.0%.

Total AUM

0 loans

Weighted Avg Rate

0.00%

Interest only & term

Average LTV

0.0%

Across all positions

Maturing in 90 Days

require action

Portfolio Exceptions

loans mature within 90 days

sponsors exceed concentration limit (>20%)

loans at or above 65% LTV

payments past due this quarter

What’s Changed Since Last Month?

vs. August 2026 snapshot

Office exposure+4%

Chicago conversion added

Weighted yield+8bps

Now 10.54%

Riverside CommonsWatch

Entered watchlist — 37d to maturity

Average LTVFlat

64.1% unchanged

Portfolio Mix by Type

By outstanding principal

Concentration Risk

Principal by maturity bucket + type

Collections Trend

Scheduled vs. on-time ($K) · trailing 12mo

On-Time

Scheduled

Exit & Collateral Stress

Client-side simulation

Collateral Value Change0%

−30%0+10%

Simulates property value decline → stressed LTV & equity cushion per loan

Exit Success Rate (loans maturing ≤12mo)100%

0%50%100%

Worst-LTV loans fail first. Failed exits earn 1.5% extension fee; losses only realized if also underwater.

Equity Cushion Remaining

across all collateral

Underwater Loans

0 loans

all collateral above water

Capital in Extension

—

0 loans maturing ≤12mo

Worst-Case Loss

—

no overlap in current scenario

Sponsor Concentration

>20% flagged

Geographic Exposure

All Active Loans

No loans match the selected filters.

		Loan Name	Borrower	Type	Location		Amount		Rate		LTV	Maturity		Days	Status
No loans match the selected filters.

Total AUM: $0

Weighted avg rate: 0.00% · Avg LTV: 0.0%