Commercial Mortgage-Backed Securities Report

by Stephen R. Blank

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February 9, 2011

SBlank250
Stephen Blank

Like Getting Stomped to Death by a Duck is a terrible analogy, but that is what it feels like each month as we report on the seemingly upward-only path of commercial mortgage-backed securities (CMBS) delinquencies.

According to Fitch, the 60-day delinquency rate reached 8.59% as of January 31, 2011 as compared to 8.23% a month earlier, and 6.00% as of a year earlier (ouch)! Fitch tracks the performance of approximately 38,000 loans valued at approximately $416 billion.

Got “rescue capital” looking for a “home”? Then follow the road map (chart) below which shows the percentage of loan balances by property sector in Fitch-rated CMBS offerings which are delinquent at least 60 days or in foreclosure, thereby “ranking” the location of opportunities.

Percentage of Loan Balances, by Property Sector, in Fitch-Rated CMBS Offerings Which are at Least 60 Days Delinquent or Which are in Foreclosure:

Property Sector

January 2011 (%)

December 2010 (%)

January 2010 (%)

Multifamily

17.40

15.63

8.33

Hospitality

14.43

13.99

16.44

Industrial

8.53

6.24

3.73

Retail

6.88

7.20

4.94

Office

5.50

5.69

3.06

Overall

8.59

8.23

6.00

Source: Fitch.


Too oblique? Look for multifamily deals with financial problems followed by hospitality, industrial, then retail, and then office.

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