Trepp Releases Q2 2022 Life Insurance Commercial Mortgage Total Return Index Report, Reveals the Lowest 6-Month Return Since Inception

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Trepp released the Q2 2022 LifeComps Report which revealed that the year-to-date return is the lowest 6-month return since inception.

Trepp, a leading provider of data, insights, and technology solutions to the structured finance, commercial real estate, and banking markets has released the second quarter 2022 returns report for its life insurance commercial mortgage index. Instantly download the report here:

The 2022 YTD return is the lowest on record for the index going back to 4Q 1996. To put the performance in perspective, there has been only one other period where the index posted back-to-back negative returns over two quarters: 3Q and 4Q 2008.

“Looking ahead to the third quarter data, it is likely that the LifeComps index performance will mirror the first two quarters given that loan distress remains low and treasury rates are on track to end the third quarter higher,” said Stephen Buschbom, Trepp Research Director. “As of mid-September, the 5-year treasury is up by approximately the same amount as the second quarter which would put the 3Q total return in the ballpark of -3.5% and push the YTD total return toward a double-digit decline,” said Buschbom.

The LifeComps Commercial Mortgage Loan Index remains the only published benchmark for CRE mortgages based on actual performance data and cash flow collected from participating life insurance companies. Access our report to see the latest findings from this historic performance index:

For more information, contact Trepp at or 212.754.1010. Visit for more information on LifeComps.

About LifeComps™

The LifeComps™ Commercial Mortgage Loan Index is the only published benchmark for the private commercial mortgage market based on actual mortgage loan cash flow and performance data which has been collected quarterly from participating life insurance companies since 1997. LifeComps provides a quantifiable investment performance index and serves as a benchmark for privately held commercial real estate mortgages.

About Trepp

Trepp, founded in 1979, is the leading provider of data, insights, and technology solutions to the structured finance, commercial real estate, and banking markets. Trepp provides primary and secondary market participants with the solutions and analytics they need to increase operational efficiencies, information transparency, and investment performance. From its offices in New York and London, Trepp serves its clients with products and services to support trading, research, risk management, surveillance, and portfolio management. Trepp subsidiary, Commercial Real Estate Direct, is a daily news source covering the commercial real estate capital markets. Trepp is wholly owned by Daily Mail and General Trust (DMGT).

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