A portfolio monitoring and servicing platform for private credit managers. Bringing transparency to collateral tracking, servicing workflows, and investor reporting.
Request AccessAs private credit scales into a core institutional allocation, the operating infrastructure has not kept pace. Portfolio data remains fragmented, servicing workflows are manual, and risk signals arrive too late.
Global private credit AUM
Sources: Preqin, S&P Global, IMF Global Financial Stability Report, Financial Stability Board
McKinsey highlights that private credit is moving beyond its origins in leveraged corporate lending into a more complex ecosystem of strategies, vehicles, and capital sources. As capital formation shifts toward BDCs, evergreen funds, interval funds, insurance mandates, and other permanent-capital vehicles, managers face a more layered operating environment. At the same time, rising defaults and credit quality concerns are increasing scrutiny on portfolio softness. McKinsey argues that the next phase of private credit will be less about deploying capital quickly and more about deploying it with precision — requiring stronger underwriting discipline, transparent portfolio reporting, proactive credit management, and deeper asset-level understanding.
The Financial Times frames the Apollo–PIMCO debate as a deeper question about whether private credit can produce credible, comparable, and objective prices without stronger market infrastructure. The article highlights PIMCO's view that true price discovery requires standardized data, scalable settlement infrastructure, continuous borrower-level disclosure, independent price signals, and structural two-way market flow. Without those foundations, private credit marks remain model-driven rather than market-cleared — showing that the operating infrastructure behind the asset class has not kept pace with its scale.
A synchronized operating layer instead of chasing Excel files, PDF packages, and delayed uploads, teams can work from a synchronized record of each loan.
Manage payments, covenants, waterfalls, and reporting across the loan lifecycle.
| # | Borrower | Balance | Collateral | LTV | Payment | Imported | IRR |
|---|---|---|---|---|---|---|---|
| 1 | Equipment Finance Trust I | $42,856,042.51 | $64,641,856.87 | 66.28% | $12,636,049.00 | 05/13/2026 | 18.42% |
| 2 | Consumer Receivables Pool A | $19,034,778.42 | $48,339,687.68 | 39.37% | $5,126,054.57 | 05/13/2026 | 14.16% |
| 3 | Specialty Finance Facility II | $14,323,856.68 | $39,791,421.86 | 36.00% | $4,851,012.51 | 05/13/2026 | 20.74% |
| 4 | Real Estate Bridge Loan Pool | $8,428,264.54 | $21,124,205.52 | 89.32% | $1,304,797.76 | 05/13/2026 | 9.47% |
| 5 | Senior Secured Term Loan | $31,902,118.20 | $58,204,990.10 | 54.81% | $9,742,330.18 | 05/12/2026 | 16.05% |
| 6 | Working Capital Revolver | $6,118,902.00 | $9,560,440.33 | 82.06% | $842,116.40 | 05/12/2026 | 11.93% |
Turn scattered deal files, reports, and updates into a controlled workflow that shows what is current, missing, changed, and ready for review.
| # | Document | Deal | Cadence | Received | Version | Intake Status |
|---|---|---|---|---|---|---|
| 1 |
Servicer Tape — June 2026
apex-tape-2026-06.csv · via SFTP
|
Specialty Finance Facility II | Monthly · 5th | 07/05/2026 06:12 | v1 | NEW |
| 2 |
Collection Account Statement — June
harbor-trust-8841-jun.pdf · via email intake
|
Specialty Finance Facility II | Monthly · 8th | 07/08/2026 11:47 | v1 | CURRENT |
| 3 |
Borrowing Base Certificate — June
expected 07/07 · not received
|
Specialty Finance Facility II | Monthly · 7th | 3 days overdue | — | MISSING |
| 4 |
Borrowing Base Certificate — June
bbc-jun-2026-v2.xlsx · re-submitted
|
Harborview Receivables Fund | Monthly · 7th | 07/09/2026 15:20 | v2 | CHANGED |
Apply your valuation logic and underwriting assumptions to continuously review each deal as collateral data, reports, and source evidence change.
| Deal / Asset | Prior Mark | Current Mark | Change | Review Status | Evidence | Updated |
|---|---|---|---|---|---|---|
| Specialty Finance Facility II | $14.3M | $13.8M | -3.5% | Variance Flagged | Updated | Jul 11 |
| Equipment Lease Pool | $19.0M | $19.8M | +4.2% | Reviewed | Complete | Jul 11 |
| Real Estate Credit Pool | $30.8M | $29.8M | -3.2% | Variance Flagged | Awaiting Support | Jul 11 |
| Bridge Loan Facility | $22.2M | $21.8M | -1.8% | Pending Review | Missing File | Jul 10 |
Support pre-investment diligence for deals, portfolios, and collateral-backed exposures.
| # | Attribute | As Represented — IC Memo | Verified Finding | Evidence | Result |
|---|---|---|---|---|---|
| 01 | Use of proceeds | 100% on-lent to originated SME receivables | 98.6% deployed to receivables; 1.4% held in cash reserve | Bank stmts · loan-level extract | Verified |
| 02 | Underlying asset class | Secured equipment & working-capital receivables | Confirmed — 91% equipment-secured, 9% unsecured WC | Loan-level extract | Verified |
| 03 | Largest obligor concentration | ≤ 2.0% of pool, single obligor | Top obligor at 3.1% of pool balance | Loan-level extract | Variance Flagged |
| 04 | Underlying obligors | ≥ 1,400 active obligors | 1,512 active obligors as of Mar 31 | Loan-level extract | Verified |
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