TREPP: CMBS DELINQUENCY RATE IMPROVEMENT SLOWS TO A CRAWL IN JULY

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NEW YORK — The delinquency rate of U.S. commercial mortgage-backed securities (CMBS) contracted one basis point in July, a minimal decrease considering the monthly rate has achieved double-digit improvements for more than a year, according to Trepp LLC. During the course of the month, the delinquency rate dropped to 6.04 percent. Trepp defines a delinquent loan as one that is 30 days or more past due.

Loan resolutions, which have ranged from $900 million to $2 billion (excluding the CWCapital sales) this year, totaled only $600 million in July. With fewer distressed loans removed from the delinquent loan pool, newly delinquent loans pushed the monthly total back up. Trepp currently counts $32.1 billion in CMBS loan delinquent, which is down from June's total.

“After so many months of steady declines in the delinquency rate, the slowdown in distressed loan liquidations and an uptick in newly delinquent loans put the brakes on the improvement in July,” says Joe McBride, research analyst at Trepp. “Whether the monthly decrease in loan liquidations is an outlier or a true shift to slower workout activity from special servicers remains to be seen but we expect the rate to continue downward.”

Seriously delinquent loans, which are counted as those 60-plus days delinquent, in foreclosure, REO, or non-performing balloons, have also been on a steady decline. This improvement stalled in July, as the rate decreased by only four basis points on this basis.

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Analysis by Property Sector

When broken out by major property type, lodging loans surpassed retail as the best performer. The delinquency rate for lodging loans fell to 5.19 percent in July and retail increased to 5.53 percent.

The July delinquency rate for industrial had the largest dip from June — 50 basis points. Industrial’s delinquency rate is now at 7.89 percent.

Like retail, the office sector’s delinquency rate also increased from June, rising to 6.52 percent.

While all five property types have fallen into the single digits for their respective delinquency rates, multifamily loans remain the worst performing property type, with a rate of 9.24 percent.

— Staff reports

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