Asset classes that trade at implied values no existing index covers.
CRE data infrastructure maps what transacts. MSCI, CoStar, Trepp - they cover the established asset categories. The transition corridors, the emerging asset structures, and the positions that implied pricing behavior demands but no data provider has catalogued - those positions have no index, no benchmark, no named coverage layer. That is what Limn maps.
Baseline exclusion before publication.
Every report is benchmarked against incumbent planning, orchestration, and network intelligence coverage. The report only contains positions that remain outside the known market envelope.
These platforms are the baseline exclusion set. Every gap here exists outside their coverage envelope.
Climate-Risk Pricing: The Unindexed Layer in Commercial Real Estate
Climate risk has entered CRE pricing. The adjustment mechanisms - the intermediation positions between physical climate exposure and transaction-level pricing - have no index and no named coverage layer. Fourteen structural gaps identified across flood risk intermediation, heat exposure pricing, and insurance gap structures.
Distressed Asset Category Gap Map: Q1 2026
Distressed CRE asset categories that exist in default and workout data but have no established price discovery mechanism or intermediation layer. Four gaps identified at the top level - a starting point for teams mapping where distressed asset exposure is structurally unresolvable.
Mixed-Use Classification Layer: Asset Categories CoStar Doesn't Have a Field For
Mixed-use assets are classified by their dominant use type in every major CRE database. The classification gap - the structural positions for assets where no dominant use type exists - creates pricing anomalies no current platform resolves. Seven gaps identified.
Secondary Market Intermediation Gaps: Mid-Market CRE Structures
The secondary CRE market has transaction volume that implies intermediation structures neither CoStar nor the institutional broker network has mapped. Ten gaps identified across mid-market deal flow intermediation, regional capital matching, and secondary asset pricing structures.
Transition Corridor Asset Structures: What the Cap Rate Implies
Cap rate behavior in transition corridors implies asset categories that no current index benchmarks. The pricing signal is in the data; the named category is not. Nineteen structural gaps identified across office-to-residential conversion structures, mixed-use transition zones, and climate-adjustment pricing mechanisms.
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