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Lease Credit Spread

The cap rate on a single-tenant triple-net lease property read as a credit spread over the matched-maturity Treasury yield. For a 10-year NNN lease with an investment-grade tenant at a 6 percent cap rate when the 10-year Treasury yields 4.5 percent, the implied lease credit spread is 150 basis points. The framing is useful because the cash flow on such a property closely resembles a corporate bond coupon -- comparing the implied spread to actual corporate bond spreads at similar credit and duration reveals whether the property is priced rich or cheap relative to its true comparable.

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