Wednesday, June 12, 2013

Trepp May Payoff Report: Percentage of Loans Paying at Maturity Dips





NEW YORK,NY --According to the latest Trepp Payoff Report, the percentage of loans paying off on their balloon date registered 59.5% in May.

This was more than five points below the April reading of 64.6%. The May reading was the second lowest of the year, but was above the 12-month moving average of 55.3%.

(The 12-month average sums the averages of each month and divides by 12, there was no balance weighting across the months.) 

By loan count (as opposed to balance), 69.1% of loans paid off. The 12-month rolling average by loan count is now 61.8%.

It might be tempting to attribute May's decrease to increasing Treasury yields and widening CMBS spreads, but that would be off base.


Most of the spike in the 10-year Treasury rate and surge in CMBS spreads took place over the last two weeks, which is too recent to impact the May numbers.

 If we are going to see a slow down in refinancings as a result of the current conditions, we would expect to see it begin in July or August at the earliest (assuming rates and spreads don't reverse course between now and then).

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