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What a lease mark-to-market is actually worth after three refinements

Three refinements everyone agrees are necessary, actually performed. One of them runs upward, which is why nobody performs it.

A rent roll shows 3,510,250 of in-place rent against 3,872,000 at market. The gap is 361,750 a year, 10.3% above passing, and at a 6.25% capitalisation rate that is 5,788,000 of value — about 10.3% of the asset. Every offer memorandum on an under-rented building prints a number that way. Work the three refinements everyone agrees are necessary and the same rent roll is worth 807,365.

That is a correction of 4,980,635, or 86% of the printed figure — and 8.9% of the whole asset. For comparison, the clause-by-clause value bridge that gets itemised to the dollar in most lease abstracts comes to 1,752,400 here, which is 2.84 times smaller. The small number is worked carefully; the large one is left as three sentences beginning “of course, one would refine this”.

The rent roll

TenantArea, sfIn-placeMarketGap / yearYears left
Anchor law firm25,00041.7544.00+56,2502.5
Technology tenant18,50036.0044.00+148,0006.0
Insurance broker12,00048.5044.00−54,0004.0
Regional bank9,50039.0044.00+47,5001.0
Coworking operator14,00034.0044.00+140,0008.5
Ground-floor retail6,00062.0066.00+24,0003.5
Total / weighted85,00041.3045.55+361,7504.36
Six leases, one building, a 6.25% capitalisation rate.

Four tenants are under market, one is over, one is a small retail unit slightly under. Weighted average lease term is 4.36 years by area and 4.17 by rent — and that second number is doing more work than it usually gets credit for, because it is the horizon over which any of this gap can be captured.

Refinement three first, because it is already inside the headline

Everyone warns against capitalising a short over-market stream in perpetuity. The aggregate mark-to-market does exactly that, silently, by netting the over-market lease against the under-market ones before capitalising the total.

The one over-market leaseValue
Over-market income, a year54,000
Years it has left to run4.0
Capitalised in perpetuity, as the aggregate does864,000
Present value of the 4 years it actually has186,049
The perpetuity overstates the penalty by677,951
A stream with a known expiry date, netted at a perpetual basis against perpetual gaps.

Correcting this runs upward: the naive netting takes 677,951 too much off, because it treats a 4-year over-market stream as if it lasted forever. That is the one refinement that helps the seller, and it is the one nobody performs — presumably because the instinct is that refinements make numbers smaller.

Refinement one: a gap that starts at expiry is not worth its face today

A below-market lease is not producing extra rent now. It is an uplift that begins when the lease expires, so it should be valued as a perpetuity starting then, discounted back at the same rate the perpetuity uses.

TenantGap capitalisedYears to expiryDiscount factorPresent value
Anchor law firm900,0002.50.859773,428
Technology tenant2,368,0006.00.6951,645,918
Regional bank760,0001.00.941715,294
Coworking operator2,240,0008.50.5971,337,987
Ground-floor retail384,0003.50.809310,585
Below-market total6,652,0004,783,212
A below-market gap is an uplift that begins at expiry, not today.

Time-weighting alone removes 1,868,788 — 28.1% of the gross below-market gap — and it removes it very unevenly. The coworking lease has the largest gap on the roll and 8.5 years to run, so it keeps only 60% of its face value. The regional bank’s smaller gap arrives next year and keeps 94%. A building’s mark-to-market is as much a statement about its expiry profile as about its rents.

Refinement two: capturing the gap costs money

Every expiry is either a renewal or a re-letting, and they cost very different amounts. On this building a renewal costs 32.01 per square foot in improvement allowance and commission. A re-letting costs 119.68, because it adds nine months of downtime and a much larger allowance.

Renewal probabilityLeakage per sfTotal leakage, PVNet mark-to-marketOf the printed figure
100%32.011,808,4332,788,73048.2%
75%53.933,046,7861,550,37726.8%
60%67.083,789,798807,36513.9%
50%75.844,285,139312,0245.4%
25%97.765,523,492−926,330-16.0%
0%119.686,761,845−2,164,683-37.4%
Renewal costs 32.01 per square foot. Re-letting costs 119.68.

At the 60% renewal assumption the mark-to-market is worth 807,365 — 14% of what the memorandum prints. At 50% renewals it is worth 312,024. And the level at which it is worth nothing at all is a renewal rate of 43.7%, which is not a pessimistic assumption on a multi-tenant office building.

And this arithmetic is generous

One asymmetry is worth naming, because it means the break-even renewal rate above is an understatement. The uplift is valued as a perpetuity while the leasing cost is charged once. A perpetuity of market rent implies a re-letting at every future expiry, and each of those costs again. Charge them and the break-even moves higher still.

The line that changes a negotiation

There is a seventh item most one-page summaries name and almost none prints: the contractual-only mark-to-market, with every renewal probability set to zero. On this building it is -2,164,683. With no renewals assumed, capturing the gap costs more than the gap is worth.

That is not a rhetorical point. It is the number a buyer should put on the table when a seller argues the mark-to-market is contractual upside, because it separates what the leases promise from what a leasing team would have to deliver.

What to put on the one page

In-place rent and market rent, then the time-weighted mark-to-market net of realisation cost — not the gross gap. Weighted average lease term by area and by rent. The expiry profile with capital committed to each expiry, since that capital is the price of the uplift. Over-market income shown at present value rather than as a perpetuity. And the contractual-only figure, with renewals at zero.

Five of those six items are already in the abstract somewhere. The one that is almost never there — the cost of realising the gap — is the one that moves the answer by 86%.

The workbook behind this article

Every figure above is a live formula in the companion file for How to Read a Commercial Lease, which holds the rent roll, all three refinements in order, the leakage grid at six renewal assumptions and the break-even renewal rate. It is free, and it needs no account and no email address.

Open the companion file →

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This note is drawn from How to Read a Commercial Lease. The book is on Amazon.

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