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Deutsche Bank Markets Research North America United States Financial REITs Industry US REIT 3Q16 Earnings Preview REIT pullback & low bar could spark 3Q rallies, but don't get too excited House view remains constructive for REITs as fundamentals moderate Following a strong start to 2016 the REITs have traded off 10% since 8/1. The decline coincides with a 30bps rise in the 10-year yield and increasing probabilities of a Dec rate hike. While painful, the move has reset valuations, which now appear much healthier. As we have stated in the past, we think the REITs remain in macro limbo, with expectations regarding yields and overall risk appetites trumping bottom up trends. Given the DB house view, which calls for muted GDP growth, a stable 10-year environment, and no recession through 2017, combined with less aggressive REIT valuations, we think the stocks have a little room to run if 3Q can exceed low expectations. Data Centers remain our focus, despite expected leasing volume decline Following several Q's of record leasing we think the Data Centers could be poised to see some moderation in 3Q as activity naturally ebbs and flows. There are some concerns that public cloud players may take a pause in leasing activity following a rapid period of expansion, but with penetration of cloud workloads still low, we think any such pause would be temporary. Also, with the 10% and 14% drops in DLR and CONE, respectively since 8/1, we think expectations are low, making for an interesting setup for 2 names with secular demand drivers and above average growth prospects over the next few years. Strip valuations looking better, but Sports Authority optics could be a challenge Last Q we got less positive on the Strips as valuations had gotten ahead of fundamentals. With the markets seemingly feeling less risk averse, the Strips have pulled back by 11%, easing valuation concerns. 3Q could be optically challenging, however, as the impact from the Sports Authority bankruptcy, as flagged as it has been, finally hits reported SS NOI results. We will be more focused on how much progress has been made on releasing these boxes and who else might be next, with Golfsmith's bankruptcy a much smaller impact on the space. With still substantial relative value discounts in the space, we remain constructive on Buy-rated RPT, RPAI, and BRX. Slowing trends expected in the Apartments, Malls, and Office sectors._ We are looking for moderating fundamentals for the Apartments and Office as supply in gateway markets remains elevated and job growth has slowed. While the issues in S.F. and NYC have been making headlines for some time, we will be focused on L.A. where job growth has decelerated for the past 2 months and D.C. where trends have improved. SLG, however, appears to have had another good leasing Q, with 2.3msf of YTD activity as of mid-September EFTA01437758 suggesting over 800ksf of deals signed with a couple of weeks left in 3Q. _Healthcare fundamentals healthy, but investment volumes remain soft Health care operating trends were positive in the Q per data from NIC, as occupancy was up and rent growth improved versus last Q. Although we have been concerned about pending supply, demand appears to be healthy. Concerns about the acquisition environment, however, remain; with Sr. Housing transaction volume continuing to fall in 3Q and VTR's recent acquisitions in the life sciences and hospital segments also suggesting fewer opportunities in traditional Sr. Housing. Estimates, valuations, and risks Our target prices are based on our forward NAV estimates and earnings multiples. Risks are supply/demand imbalances and capital market conditions. See pgs 54-55 for a summary of our target price and estimate changes. Date 18 October 2016 Results Vin Chao, CFA Research Anal st Mike Husseini, CFA Research Associate Vlad Rudnytsky Research Associate WPM Research Associate Research Associate Key Changes Company CIO.N CONE.OQ DLR.N Source: Deutsche Bank Target Price 15.00 to Rating 15.50(USD) 60.00 to 59.00(USD) 112.00 to 108.00(USD) EFTA01437759 Deutsche Bank Securities Inc. Distributed on: 18/10/2016 05:00:00 GMT Deutsche Bank does and seeks to do business with companies covered in its research reports. Thus, investors should be aware that the firm may have a conflict of interest that could affect the objectivity of this report. Investors should consider this report as only a single factor in making their investment decision. DISCLOSURES AND ANALYST CERTIFICATIONS ARE LOCATED IN APPENDIX 1. MCI (P) 057/04/2016. EFTA01437760 18 October 2016 REITs US REIT 3Q16 Earnings Preview Table Of Contents REIT 3Q16 preview 3 Set up into 3Q better than it's been in a long time_ 3 ...but catalysts remain elusive 4 Data Centers remain our favorite property type 4 Strip REIT valuations looking better, but Sports Authority optics could be a challenge 5 Slowing trends expected in the Apartments, Malls, and Office sectors... 5 ...Healthcare fundamentals healthy, but investment volumes remain soft 5 3Q16 earnings call schedule 6 REIT outlook Macro outlook calling for sub 2.0% GDP growth and continued low yields 7 CRE fundamental slowing, but still growing 8 Pricing in the private markets proving resilient 9 Unsecured markets remain healthy 10 DB REIT coverage trading at a 7.1% discount to consensus NAV meaningfully below the 5.0% premium seen in July 11 Rising yields weighing on REIT stocks 12 REIT performance trends 13 DB REIT coverage returns 13 Index level performance 14 Sector Previews 15 Apartment: Slowing job growth and new supply continue to impede rent growth EFTA01437761 15 Malls: Rising demand headwinds and slowing SS NOI growth expected 22 Shopping Centers: Store closures to hit 3Q internal growth, but progress for retenanting more important 27 Office: Valuations remain attractive, but specter of recession remains an overhang 37 Data Centers: Measuring growth in years not quarters 43 Industrial: Fundamentals remain solid, backed by e-commerce and retail demand 47 Healthcare: Rents continue upward climb as primary markets mostly shrug off new supply 49 Summary of ratings and estimate changes 54 Valuation and risks 56 DB REIT comp sheet 57 Page 2 Deutsche Bank Securities Inc. EFTA01437762 18 October 2016 REITs US REIT 3Q16 Earnings Preview REIT 3Q16 preview Set up into 3Q better than it's been in a long time... Broad-based sell-off since 8/1/16 Since the YTD peak on 8/1, the RMZ has dropped by almost 10% versus a 1.3% drop for the S&P500. Uncertainty regarding the direction of rates remains an issue with the 10-year yield ranging from as low as 1.50% to as high as 1.80% over that time. Concerns ranging from the potential for nearer-term rate hikes, the impact of the U.S. election, and to the probability of a recession have all been cited as reasons for the weakness, but overall the market's taste for yield appears to have diminished since early August with the S&P Electric Utilities Index also falling over 7%. The pullback in the REITs could also simply reflect profit taking on a group that has outperformed for most of the year and was trading almost 2 standard deviations above historical multiple averages at the YTD peak established on 8/1. With the stocks now back in line with historical multiples, our coverage trading at an 8% discount to NAV, and with low expectations into the Q, we think the setup for the group is better than it's been in a while. Figure 1: YTD RMZ performance 10.0% 15.0% 20.0% 25.0% -15.0% -10.0% -5.0% 0.0% 5.0% as of 10-14-16 Source: Deutsche Bank, SNL MSCI US REIT (RMS) Figure 2: Performance by risk bucket since 8/1/16 -12.0% -10.0% -8.0% -6.0% -4.0% -2.0% 0.0% -7.7% -8.4% -9.0% EFTA01437763 Small Cap Mid Cap -9.5% Large Cap Div Yield >3.5% as of 10-14-16 Source: Deutsche Bank, SNL Property sector performance more nuanced The market's improving economic outlook has helped reduce near-term recession fears and pushed 10-year yields higher over the past few months, which has led to significant underperformance of Freestanding Retail (triple nets), which have fallen 11% since 8/1 but remain a top performing sector YTD at +25%. Other more economically sensitive property types like Office and Apartments, which were some of the weakest performers earlier in the year, have done "less bad" in the post 8/1 period down only 7% and 8.4%, respectively. While yield concerns have weighed on REITs overall over the past few months, performance by property type was not just yield driven, with Data Centers falling almost 8% since 8/1 after running up 36% YTD up to that point. Concerns about a near-term pullback in hyper-scale cloud demand and the lack of near-term flow through from recent leasing activity drove some profit taking in a group that remains up over 25% YTD. Malls have also fared poorly Deutsche Bank Securities Inc. Page 3 -8.4% -8.9% -10.1% -10.1% Div Yield <=3.5% High Growth >5.0% '16 FFO growth Low Growth <=5.0% '16 FFO growth Change since 08/01/16 Debt / Debt / EBITDA >5.0x EBITDA <=5.0x EFTA01437764 Avg volume > 1MM Avg volume <= 1MM -7.9% -9.1% -8.3% EFTA01437765 18 October 2016 REITs US REIT 3Q16 Earnings Preview in the face of slowing rent spreads and NOI growth, while concerns about retailer health, in particular teen apparel and department stores remain in high focus. Malls as a group have dropped 14% since 8/1. Industrial, which remains an investor favorite as e-commerce demand and rational supply growth make it one of the few property types seeing improving internal growth and continued development opportunities, is up 25% YTD and down only 6.5% since early August. Healthcare, which is typically considered defensive and more yield oriented has not pulled back as much as we would have thought. Figure 3: REIT performance pre 8/1/16 40.4% 10.0% 15.0% 20.0% 25.0% 30.0% 35.0% 40.0% 45.0% -5.0% 0.0% 5.0% 36.4% 36.0% 33.6% 25.5% 22.6% 20.6% 17.9% 17.8% 14.8% 7.2% Figure 4: REIT performance post 8/1/16 -1.4% -16.0% -14.0% -12.0% -10.0% -8.0% -6.0% -4.0% -2.0% 0.0% -6.5% -6.9% -7.8% -8.4% -8.4% -10.2% -10.4% -10.8% -10.9% -10.9% -12.7% -13.6% YTD as of 8/1/16 Performance Since 8/1/16 EFTA01437766 Source: Deutsche Bank, SNL Source: Deutsche Bank, SNL ...but catalysts remain elusive While the set up is good, we aren't expecting 3Q to provide a lot of sparks to the upside as only a handful (BXP, FRT, GGP, CLI, SRC in our coverage) are expected to provide initial 2017 guidance this Q and internal growth trends are likely to slow for the Apartments, Malls, and Strips, while leasing volumes for CBD office could also moderate with D.C. in election related lock down and S.F. job growth slowing. NYC, however could surprise to the upside with JLL reporting a pickup in 3Q office net absorption versus the past few quarters. SLG also reported YTD leasing activity as of mid-September that suggested another strong quarter of leasing in 3Q. Data Centers remain our favorite property type Data center leasing volume, recently driven by accelerating hyper-scale cloud demand, has also come into question as there has been some discussion of a near-term pullback in demand from this group. Additionally, there could again be some flow through concerns as any 3Q leasing activity is unlikely to have a significant impact on 2016 revenues given commencement timing. CONE, which has been one of the biggest beneficiaries of the aforementioned hyperscale cloud demand, could see the biggest deceleration in volumes in our data center coverage from recently-elevated levels, but we think this is already reflected in the 14% decline in the shares since 8/1. CONE also remains the cheapest on AFFO, despite its recent equity raise that took leverage down to the mid-4x range. We also think expectations for DLR are low, with leasing activity trailing its peers for most of the post Telx acquisition period, still no backfill for the head of sales role, and the stock off 10% since early August. If Page 4 Deutsche Bank Securities Inc. EFTA01437767 18 October 2016 REITs US REIT 3Q16 Earnings Preview DLR can follow up on its already reported strong early 3Q leasing activity, we think the stock could see a nice near-term move higher. Strip REIT valuations looking better, but Sports Authority optics could be a challenge Last quarter we got less positive on the Strips as valuations had gotten ahead of fundamentals as investors sought the safety of grocery-anchored Strip centers with stable, albeit unexciting internal growth preferred given macro uncertainties. With the markets seemingly feeling less risk averse, the Strips have pulled back by 11%, pushing valuations into much more comfortable territory. The group continues to benefit somewhat as a safety trade, as reflected in smaller discounts to NAV than most of our coverage. Within the Strips, there remains a substantial, and in our view unwarranted, disparity in valuations, which we think will narrow as markets become more comfortable with the improving operating and financial risk profiles of Buy-rated names like RPT, RPAI, and BRX. 3Q could be optically challenging, however, as the impact from the Sports Authority bankruptcy, as flagged as it has been, finally hits reported SS NOI results. We will be more focused on how much progress has been made on releasing these boxes and who else might be next, with Golfsmith's bankruptcy a much smaller impact on the space. Slowing trends expected in the Apartments, Malls, and Office sectors... We are looking for moderating fundamentals for the Apartments and Office as supply in gateway markets remains elevated and job growth has slowed. While the issues in S.F. and NYC have been making headlines for some time, we will be focused on L.A. where job growth has decelerated for the past 2 months and D.C. where trends have improved. SLG, however, appears to have had another good leasing Q, with 2.3msf of YTD activity as of mid-September suggesting over 800ksf of deals signed with a few weeks left in 3Q. _Healthcare fundamentals healthy, but investment volumes remain soft Health care operating trends were positive in the Q, per data from NIC, as occupancy was up and rent growth improved versus last Q. Although we have been concerned about pending supply, demand appears to be healthy. Concerns about the acquisition environment, however, remain; with Sr. Housing transaction volume continuing to fall in 3Q and VTR's recent acquisitions in the life sciences and hospital segments also suggesting fewer opportunities in traditional Sr. Housing. Deutsche Bank Securities Inc. Page 5 EFTA01437768 18 October 2016 REITs US REIT 3Q16 Earnings Preview 3016 earnings call schedule Figure 5: DB Earnings Call Schedule 3016 FFO Expected Earnings Release Thursday, Oct 20 Prologis SL Green Realty Corp. Tuesday, Oct 25 Brixmor American Campus Communities, Inc AvalonBay Communities Inc. Wednesday, Oct 26 Mack-Cali Realty Corp. Simon Property Group Inc. Equity Residential QTS Realty Trust Boston Properties Inc. Thursday, Oct 27 Equity One Inc. DDR Corp. Kilroy Realty Corp. Digital Realty Trust Friday, Oct 28 Independence Realty Trust Ventas Inc. Kimco Realty Corp. Camden Property Trust Macerich Co. Monday, Oct 31 CyrusOne Inc. Tuesday, Nov 01 General Growth Properties Vornado Realty Post Properties Inc. Wednesday, Nov 02 Ramco-Gershenson Properties Trust Regency Centers Corp. Welltower, Inc. Retail Properties of America Taubman Centers Inc. Thursday, Nov 03 Paramount Group Federal Realty Investment Trust Spirit Realty Capital 4 Friday, Nov 04 Kennedy Wilson 2 Monday, Nov 07 EFTA01437769 City Office Yet to announce date American Farmland Medical Properties Trust PLD SLG BRX ACC AVB CLI SPG EQR QTS BXP EQY DDR KRC DLR IRT VTR KIM CPT MAC CONE GGP VNO PPS RPT REG HCN RPAI TCO PGRE FRT SRC KW CIO AFCO MPW BMO, 10/20 AMC, 10/19 AMC, 10/24 AMC, 10/24 AMC, 10/24 AMC, 10/25 BMO, 10/26 AMC, 10/25 AMC, 10/25 AMC, 10/25 AMC, 10/26 AMC, 10/26 EFTA01437770 AMC, 10/26 AMC, 10/27 BMO, 10/28 BMO, 10/28 AMC, 10/27 AMC, 10/27 AMC, 10/27 BMO, 10/31 AMC, 10/31 AMC, 10/31 AMC, 10/31 AMC, 11/1 AMC, 11/1 BMO, 11/2 AMC, 11/1 AMC, 11/1 AMC, 11/2 AMC, 11/2 AMC, 11/2 AMC, 11/3 BMO, 11/7 Dial In Call Time Number Code (if needed DB1 12:00PM 81585906 2:00PM ( 5055428 10:00AM 2633815 10:00AM 10092501 11:00AM 7799607 9:30AM ( ack-Cali 11:00AM 83479240 11:00AM 10:00AM 7711235 6876189 10:00AM 23629459 9:00AM 10:00AM 9742418 N/A 1:00PM ( 7486596 5:30PM 9116034 9:30AM ( 6007206 10:00AM 10:00AM 12:00PM EFTA01437771 2:00PM Ventas 3003492 6983019 7700937 11:00AM 9:00AM N/A N/A 10:00AM 10:00AM 5778078 9:00AM 10:00AM N/A N/A 10:00AM 11:00AM 11:00AM N/A 9675582 10:00AM N/A 11:00AM 11:00AM N/A 10:00AM N/A 11:00AM $0.81 $1.43 $0.50 $0.45 $2.18 $0.56 $2.65 $0.81 $0.62 $1.42 $0.27 $0.31 $0.87 $1.37 $0.19 $1.01 $0.17 $1.11 $1.04 $0.58 $0.35 $1.25 3587461 4724138 5378394 ity Office EFTA01437772 $0.80 $0.33 $0.23 $1.13 $0.25 $0.86 $0.18 $1.44 $0.19 $0.07 $0.22 $0.07 $0.30 1 DB est prior to report. In some cases this has been adjusted from prior publications for comparability to reported results 2 KW estimates refer to EPS 3 Guidance shown equates to NAREIT FF0 guidance except as noted via " * " 4 5 Spirit estimates refer to AFFO Consensus estimates are as of 10-14-16 Source: Deutsche Bank, company data, Thomson DB Proformal Cons.5 $0.69 $1.43 $0.50 $0.45 $2.08 $0.56 $2.65 $0.78 $0.62 $1.42 $0.33 $0.31 $0.87 $1.49 $0.22 $1.01 $0.38 $1.11 $1.04 $0.64 $0.36 $1.27 $0.80 $0.33 $0.80 $1.13 $0.26 EFTA01437773 $0.86 $0.19 $1.44 $0.22 $0.76 $0.26 $0.07 $0.30 $0.70 $1.50 $0.51 $0.43 $2.11 $0.55 $2.68 $0.78 $0.65 $1.43 $0.34 $0.31 $0.87 $1.44 $0.22 $1.00 $0.18 $1.10 $1.05 $0.62 $0.36 $1.27 $0.81 $0.34 $0.80 $1.14 $0.26 $0.89 $0.19 $1.42 $0.22 ($0.05) $0.26 $0.03 $0.30 FY16 FF0 Lo - pre Hi pre $2.52 $8.17 $2.03 $2.19 $8.26 $2.07 EFTA01437774 $2.58 $8.25 $2.06 $2.31 $8.46 $2.13 $10.77 $10.85 $3.05 $2.55 $5.92 $3.11 $2.65 $5.99 $1.36 $1.23 $3.36 $5.65 $0.84 $4.05 $1.34 $4.50 $4.05 $2.50 $1.51 $3.20 $1.33 $3.22 $4.50 $1.04 $3.75 $0.81 $5.62 $0.87 $1.40 $1.26 $3.44 $5.75 $0.88 $4.13 $1.42 $4.60 $4.15 $2.58 $1.55 $3.24 $1.37 $3.27 $4.60 $1.07 $3.90 $0.85 EFTA01437775 $5.68 $0.89 2016 Guidance (pre3Q16 report)3 $2.52-$2.58* $8.17-$8.25 $2.03-$2.06 $2.19-$2.31* $8.26-$8.46 $2.07-$2.13 $10.77-$10.85 $3.05-$3.11* $2.55-$2.65* $5.92-$5.99 $1.36-$1.40* $1.23-$1.26 $3.36-$3.44 $5.65-$5.75* $0.84-$0.88* $4.05-$4.13 $1.34-$1.42 $4.50-$4.60 $4.05-$4.15 $2.50-$2.58* $1.51-$1.55* N/A $3.20-$3.24 $1.33-$1.37* $3.22-$3.27* $4.50-$4.60* $1.04-$1.07* $3.75-$3.90 $0.81-$0.85* $5.62-$5.68 AFFO $0.87-$0.89 N/A N/A N/A $1.29 $1.33 $1.29-$1.33 DB1 $2.94 $8.19 $2.05 $2.33 $8.38 $2.21 DB Proformal Cons.5 $2.57 EFTA01437776 $8.19 $2.08 $2.28 $8.20 $2.12 $10.80 $10.80 $2.98 $2.54 $5.97 $3.07 $2.62 $5.97 $1.29 $1.25 $3.40 $5.53 $0.69 $4.10 $1.38 $4.53 $4.08 $2.28 $1.51 $4.88 $3.21 $1.38 $2.72 $4.50 $1.12 $3.84 $0.87 $5.65 $0.85 $1.39 $1.25 $3.40 $5.73 $0.80 $4.10 $1.50 $4.56 $4.10 $2.56 $1.54 $4.94 $3.24 $1.36 $3.27 $4.56 $1.06 $3.59 EFTA01437777 $0.85 $5.63 $0.89 ($0.21) $1.79 $0.54 $0.22 $1.29 $1.01 NA $1.29 $2.57 $8.29 $2.06 $2.25 $8.33 $2.11 $10.86 $3.08 $2.60 $5.98 $1.39 $1.26 $3.40 $5.70 $0.85 $4.12 $1.38 $4.55 $4.11 $2.56 $1.53 $4.87 $3.23 $1.37 $3.26 $4.58 $1.07 $3.84 $0.85 $5.66 $0.88 ($0.28) $1.07 $0.11 $1.26 Page 6 Deutsche Bank Securities Inc. EFTA01437778 18 October 2016 REITs US REIT 3Q16 Earnings Preview REIT outlook Macro outlook calling for sub 2.0% GDP growth and continued low yields The DB House View now calls for GDP growth of 1.3% in 2016, down modestly from 1.5% back in July, but the outlook for 2017 was pulled to +1.7% from +2.2%. DB has also adjusted its outlook for the 10-year which is expected to end 2016 at 1.75%, up 50bps from the July forecast, and is expected to increase 25bps finishing 2017 at 2.0%. Figure 6: House view Estimates Indicator Real GDP Growth Unemployment rate Compensation per empl. U.S. 10Y yield U.S. Key official interest rate Energy - WTI Energy - Brent Source: Deutsche Bank Unit % yoy % yoy USD/bbl USD/bbl 2016E 1.30 4.9 2.50 1.75 0.625 43.27 45.00 Estimates 2017E 1.70 4.6 4.50 2.00 1.125 53.00 55.00 2018E 1.90 4.6 4.50 N/A EFTA01437779 1.625 65.00 70.00 Figure 7: Real GDP growth 2.50 Figure 8: Employment and wages -4.00 -3.00 -2.00 -1.00 0.00 1.00 2.00 3.00 2.40 2.60 2.20 1.80 1.60 1.70 1.30 1.70 1.90 10.0 12.0 -0.30 -2.80 2007 2008 2009 2010 2011 2012 2013 2014 2015 2016E 2017E 2018E Real GDP Source: Deutsche Bank, Bloomberg Finance LP 0.0 2.0 4.0 6.0 8.0 2008 2009 2010 2011 2012 2013 2014 2015 2016E 2017E 2018E Unemployment rate Compensation per empl. Source: Deutsche Bank, Bloomberg Finance LP Deutsche Bank Securities Inc. Page 7 EFTA01437780 18 October 2016 REITs US REIT 3Q16 Earnings Preview CRE fundamental slowing, but still growing Fundamentals in 3Q demonstrated relatively steady vacancy rates with some moderation in rent growth, particularly in the Apartment space, which should come as no surprise. More volatile and generally slowing job growth trends have combined with still elevated supply to drive rent growth at the national level lower by 70bps versus 2Q as landlords collectively pushed occupancy over rate with vacancy falling 10bps q/q. Rents in the Office markets also moderated from last Q, but remained healthy at +2.8% nationally, according to data from Reis, while vacancy held steady. In NYC, office net absorption showed a nice pick up from recent quarters according to JLL data, although market rents decelerated in 4 of the 5 major CBD office markets in 3Q, with DC the lone exception. Shopping center trends also demonstrated some moderation with rent growth off by 10bps from 2Q's level and vacancy up 10bps, likely due to Sports Authority related vacancy, though vacancy has been hovering near 10% since early 2015. Malls have found some equilibrium as well with the national vacancy rate at 7.8% in 3 of the past 4 quarters, while rent growth has been in the +2.0-2.2% range for the past year and a half. Healthcare, and more specifically, Sr. Housing trends were positive in 3Q, with rent growth improving by 60bps to +3.8%, while vacancy fell by 10bps q/q. Notably, construction as a percent of inventory fell, albeit modestly in the Q. Figure 9: Vacancy rates 10.0% 12.0% 14.0% 16.0% 18.0% 0.0% 2.0% 4.0% 6.0% 8.0% 16.0% Figure 10: Rent growth 10.0% 7.8% 4.4% 10.5% 10.2% 0.0% 0.5% 1.0% 1.5% 2.0% 2.5% EFTA01437781 3.0% 3.5% 4.0% 4.5% Apartment Shopping Center Malls Vacancy rate 3016 Apartment Shopping Center Malls Office Industrial Sr Housing Source: Deutsche Bank, REIS, NIC Vacancy rate Q/Q Trend -10bp 10bp -10bp Obp Obp 4.4% 10.0% 7.8% 16.0% 10.5% 10.2% -10bp 3Q16 Apartment Shopping Center Malls Office Industrial Sr Housing Source: Deutsche Bank, Reis, NIC Office Industrial Sr Housing 3.8% 2.8% 2.3% 2.0% 2.0% 3.8% Apartment Shopping Center Malls EFTA01437782 Office Rent Growth y/y Rent Growth y/y Q/Q Trend 3.8% 2.0% 2.0% 2.8% 2.3% 3.8% -0.7% -0.1% 0.0% -0.3% -0.2% 0.6% Industrial Sr Housing Page 8 Deutsche Bank Securities Inc. EFTA01437783 18 October 2016 REITs US REIT 3Q16 Earnings Preview Pricing in the private markets proving resilient Private market pricing as measured via cap rate or price indices has remained resilient, despite volatile Treasury rates, CMBS market concerns, macroeconomic uncertainty, recently moderating fundamental trends, and still weak investment volumes. The recent widening of CMBS spreads, continued declines in investment volumes, and tightening lending standards for CRE overall bear watching. Given the lagging nature of real estate and anecdotal data suggesting still wide bid/ask spreads, we don't want to be complacent about the potential for falling asset values. That said, we note the financing environment remains healthy overall, cap rate spreads to the 10-year remain wide by historical standards, and DB's house view calls for a muted economic outlook that should keep the 10-year relatively contained. We also think that global uncertainties will keep interest in U.S. CRE elevated given what we believe is a still attractive risk/reward opportunity versus global alternatives. Figure 11: National investment volume growth y/y 20.0% 40.0% 60.0% 80.0% -60.0% -40.0% -20.0% 0.0% 60% 49% 36% 27% 22% 11% 27%28% 22% 10% 15% 18% 9%13% 6% -4% -7% 3% -17% -9% -21% -37% 7% 39% 46% EFTA01437784 30% 41% -21%-23% 0.00% 1.00% 2.00% 3.00% 4.00% 5.00% 6.00% 7.00% 8.00% 9.00% Figure 12: National cap rate trends 10.00% 100 200 300 400 500 600 as of Aug-16 0 Y/Y ch in deal volume l ap Rate Spread to 10-yr Investment volumes remain weak, down 23% in August and 15% YTD, though record volumes in 2015 are making comparisons difficult IIRetail (-35%), Office (-20%), and Industrial (-17%) volumes fell the most in August, Apartment volumes fell 11% IIYTD, Industrial (-28%), Retail (-17%), and Office (12%) have experienced the biggest y/y volume declines while Apartments (+5%) delivered a y/y volume gain, mostly via Garden style deals Source: Deutsche Bank, Real Capital Analytics www.rcanalytics.com Cap Rate Avg Cap Rate Avg Spread IIWeak volumes have had little impact on cap rates, which were down 10bps m/m and 23bps y/y in August at 6.09% IICap rates fell m/m for all the major property types in August: Industrial (-2bps) experienced the smallest decline, while Office cap rates fell the most (-33bps) EFTA01437785 IIThe cap rate spread to the 10-year is about 70bps wide of long run averages Source: Deutsche Bank, Real Capital Analytics www.rcanalytics.com Deutsche Bank Securities Inc. Page 9 Apr-14 May-14 Jun-14 Jul-14 Aug-14 Sep-14 Oct-14 Nov-14 Dec-14 Jan-15 Feb-15 Mar-15 Apr-15 May-15 Jun-15 Jul-15 Aug-15 Sep-15 Oct-15 Nov-15 Dec-15 Jan-16 Feb-16 Mar-16 Apr-16 May-16 Jun-16 Jul-16 Aug-16 Jan-01 Aug-01 Mar-02 Oct-02 May-03 Dec-03 Jul-04 Feb-05 Sep-05 Apr-06 Nov-06 Jun-07 Jan-08 Aug-08 Mar-09 Oct-09 EFTA01437786 May-10 Dec-10 Jul-11 Feb-12 Sep-12 Apr-13 Nov-13 Jun-14 Jan-15 Aug-15 Mar-16 EFTA01437787 18 October 2016 REITs US REIT 3Q16 Earnings Preview Figure 13: Moody's/RCA CPPI index trends 0.00 50.00 100.00 150.00 200.00 250.00 300.00 Figure 14: CRE pricing versus prior peak levels 100.0% 120.0% 140.0% 160.0% 180.0% as of 08-16 20.0% 40.0% 60.0% 80.0% 0.0% Apt National Major Markets Non-Major Markets IIMay marked the 4th consecutive m/m increase post Jan and Feb declines, which were the first since early 2010 Data as of 16Q2 Retail Ind Off-CBD All Major Non-Major IISuburban Office still below prior peak IIRetail now back to prior peak levels IIApartment prices continue to rise up 8% since the end of 2015 vs a 4% rise for all properties Source: Deutsche Bank, Moody's/RCA Source: Deutsche Bank, Moody's/RCA Off-Sub National Unsecured markets remain healthy Figure 15: U.S. CMBS issuance Figure 16: U.S. REIT Unsecured Issuance $10.0 EFTA01437788 $12.0 $14.0 $2.0 $4.0 $6.0 $8.0 $$0.0 $1.0 $2.0 $3.0 $4.0 $5.0 $6.0 $7.0 U.S. CMBS Issuance Source: Deutsche Bank, CMA Avg U.S. REIT Unsecured Issuance Source: Deutsche Bank, CMA Avg Page 10 Deutsche Bank Securities Inc. Dec-00 Sep-01 Jun-02 Mar-03 Dec-03 Sep-04 Jun-05 Mar-06 Dec-06 Sep-07 Jun-08 Mar-09 Dec-09 Sep-10 Jun-11 Mar-12 Dec-12 Sep-13 Jun-14 Mar-15 Dec-15 in B's 149.7% 166.1% 133.8% 100.3% 118.9% 90.6% EFTA01437789 109.2% 116.7% 100.4% 139.3% 146.0% 99.0% 91.9% 99.0% 85.4% 120.6% 138.6% 105.6% EFTA01437790 18 October 2016 REITs US REIT 3Q16 Earnings Preview Figure 17: 10-year new issue AAA CMBS spreads 100 120 140 160 180 20 40 60 80 0 Figure 18: IG and HY spreads to 10Y Tsy as of 10-14-16 0.00 1.00 2.00 3.00 4.00 5.00 6.00 7.00 8.00 9.00 as of Sep-16 New Iss 10-yr AAA CMBS Spreads Avg IIAfter dropping back to the average level since 2014, spreads again blew out in early October IIRecent tick up in spreads appears to have been driven by portfolio quality Source: Deutsche Bank, CMA IG spread to 10-year P vg IG spread High yield spread to 10-year Avg HY spread IG spread of 147bps is down 77bps from the 224bps YTD peak in mid-February IIHY spread of 480bps is down 295bps from the 775bps YTD peak in mid-February Source: Deutsche Bank, Haver DB REIT coverage trading at a 7.1% discount to consensus NAV meaningfully below the 5.0% premium seen in July Figure 19: Historical premium/discount to NAV -7.1% discount EFTA01437791 10.0% 15.0% -20.0% -15.0% -10.0% -5.0% 0.0% 5.0% Figure 20: Quarterly REIT capital raising $10,000 $15,000 $20,000 $25,000 $5,000 Data as of 10/14/16 $0 Equity Debt DB Coverage Avg Median +2 st dev 2 st dev IIDB REIT coverage trading at a 7.1% discount to NAV vs a -1.4% discount historically Source: Deutsche Bank, company data, as of 10/10/16 Source: Deutsche Bank, SNL, company data Preferred Deutsche Bank Securities Inc. Page 11 Prem/(Disc) to NAV 10/14/11 1/14/12 4/14/12 7/14/12 10/14/12 1/14/13 4/14/13 7/14/13 10/14/13 1/14/14 4/14/14 7/14/14 10/14/14 1/14/15 4/14/15 7/14/15 10/14/15 1/14/16 4/14/16 EFTA01437792 7/14/16 10/14/16 EFTA01437793 18 October 2016 REITs US REIT 3Q16 Earnings Preview Rising yields weighing on REIT stocks Following a strong start to 2016 that saw the RMZ deliver a 19% total return through 8/1, the REITs have since traded off, down 10% through 10/14. The decline coincides with a 30bps rise in the 10-year yield and an increase in the probability of a December rate hike to 66% from 37%. While painful, the move has reset valuations which now appear much healthier. Our coverage is now trading at a 5.6% implied cap rate, a 7% discount to consensus NAV (8% discount to DBe), roughly in-line with historical FFO and FAD multiples, and a still wider (44bps) dividend yield spread to the 10-year. As we have stated in the past, we think the REITs remain in macro limbo, with expectations regarding yields and overall risk appetites, trumping bottom up trends However, the DB house view, which calls for muted GDP growth, a stable lOyear environment, no recession through 2017, and REIT valuations now much less aggressive, we think the stocks have a little room to run if 3Q can exceed low expectations. Figure 21: NTM P/FFO 13.0x 14.0x 15.0x 16.0x 17.0x 18.0x 19.0x 20.0x 0.0x st dev from avg Figure 22: NTM P/FAD Data as of 10/14/16 13.0x 15.0x 17.0x 19.0x 21.0x 23.0x 25.0x 27.0x 0.3x st dev from avg Data as of 10/14/16 DB Coverage Avg Data is based on consensus estimates Source: Deutsche Bank, SNL Median +2 st dev -2 st dev EFTA01437794 DB Coverage Avg Data is based on consensus estimates Source: Deutsche Bank, SNL Median +2 st dev -2 st dev Figure 23: Dividend Yield Spread to 10-year Current - Avg = 44bps 0.0% 0.5% 1.0% 1.5% 2.0% 2.5% Figure 24: Premium/Discount to NAV -7.1% discount 10.0% 15.0% Data as of 10/14/16 -20.0% -15.0% -10.0% -5.0% 0.0% 5.0% Data as of 10/14/16 Spread Avg Data is based on consensus estimates Source: Deutsche Bank, SNL Median +2 st dev -2 st dev DB Coverage Avg Data is based on consensus estimates Source: Deutsche Bank, SNL Median +2 st dev -2 st dev Page 12 Deutsche Bank Securities Inc. Div Yield Spread to !0-yr NTM P/FFO 10/14/11 1/14/12 4/14/12 7/14/12 10/14/12 1/14/13 EFTA01437795 4/14/13 7/14/13 10/14/13 1/14/14 4/14/14 7/14/14 10/14/14 1/14/15 4/14/15 7/14/15 10/14/15 1/14/16 4/14/16 7/14/16 10/14/16 10/14/11 1/14/12 4/14/12 7/14/12 10/14/12 1/14/13 4/14/13 7/14/13 10/14/13 1/14/14 4/14/14 7/14/14 10/14/14 1/14/15 4/14/15 7/14/15 10/14/15 1/14/16 4/14/16 7/14/16 10/14/16 Prem/(Disc) to NAV NTM P/FAD 10/14/11 1/14/12 4/14/12 7/14/12 10/14/12 1/14/13 4/14/13 7/14/13 10/14/13 1/14/14 4/14/14 7/14/14 10/14/14 EFTA01437796 1/14/15 4/14/15 7/14/15 10/14/15 1/14/16 4/14/16 7/14/16 10/14/16 10/14/11 1/14/12 4/14/12 7/14/12 10/14/12 1/14/13 4/14/13 7/14/13 10/14/13 1/14/14 4/14/14 7/14/14 10/14/14 1/14/15 4/14/15 7/14/15 10/14/15 1/14/16 4/14/16 7/14/16 10/14/16 EFTA01437797 18 October 2016 REITs US REIT 3Q16 Earnings Preview REIT performance trends DB REIT coverage returns Figure 25: 1-Month REIT coverage returns MPW ACC DLR UBA KRC EQR CIO RPT PLD AVB BRX CLI QTS KIM CONE VTR RPAI EQY AVERAGE REG CPT AFCO VNO SRC PPS TCO MAC FRT SLG KW GGP SPG BXP DDR HCN PGRE IRT -10.6% 5.1% 3.0% 2.9% 2.7% 2.0% 1.8% 0.5% EFTA01437798 -0.1% -0.4% -0.6% -0.8% -0.9% -0.9% -1.0% -1.0% -1.3% -1.7% -1.9% -2.0% -2.2% -2.4% -2.6% -2.7% -2.8% -2.8% -3.3% -4.0% -4.1% -4.6% -4.7% -4.9% -5.2% -5.4% -5.6% -5.6% -5.9% as of 10-14-16 -12.0% -10.0% -8.0% -6.0% -4.0% -2.0% 0.0% 2.0% 4.0% 1 month Returns Source: Deutsche Bank, SNL AFCO IRT KW PPS KRC BRX PLD MPW SRC SLG QTS ACC VNO VTR PGRE AVERAGE CLI TCO 6.0% EFTA01437799 RPAI BXP CIO CPT EQY HCN EQR AVB REG KIM FRT CONE SPG DLR RPT UBA MAC DDR GGP -1.6% -2.4% -2.7% -4.1% -4.1% -4.7% -4.9% -5.0% -5.1% -5.6% -5.7% -6.0% -6.2% -6.4% -6.7% -7.7% -7.8% -8.1% -8.2% -8.4% -9.5% -10.3% -10.6% -10.7% -10.7% -11.0% -11.1% -12.9% -13.4% -14.9% as of 10-14-16 -20.0% -15.0% -10.0% -5.0% 0.0% 5.0% 10.0% 15.0% 20.0% 25.0% EFTA01437800 3 month Returns Source: Deutsche Bank, SNL Figure 26: 3-Month REIT coverage returns 22.4% 7.0% 5.1% 2.0% 0.9% 0.8% 0.6% Figure 27: 12-Month REIT coverage returns CONE DLR SRC MPW ACC IRT CLI PLD VTR QTS UBA EQY RPT REG CIO RPAI KIM AVERAGE BRX CPT PPS BXP FRT HCN DDR KRC SPG MAC VNO GGP TCO AVB EQR SLG PGRE KW -9.9% -20.0% -10.0% Source: Deutsche Bank, SNL 0.0% EFTA01437801 10.0% 20.0% 12 month Returns Source: Deutsche Bank, SNL 30.0% 20.9% 20.3% 18.8% 18.5% 18.3% 17.1% 15.3% 15.2% 14.6% 14.2% 11.0% 9.5% 9.0% 8.2% 7.8% 6.2% 6.2% 4.9% 3.4% 2.5% 0.3% -0.7% -2.2% -3.3% -5.1% -7.1% as of 10-14-16 40.0% 50.0% 30.5% 29.2% 28.8% 25.1% 46.0% 40.4% 37.7% 37.5% 36.8% Figure 28: YTD REIT coverage returns MPW CONE SRC DLR IRT VTR ACC EFTA01437802 PLD QTS UBA CLI KRC RPAI REG EQY RPT CPT AVERAGE KIM PPS BRX CIO HCN AFCO SPG FRT BXP DDR GGP MAC VNO TCO SLG AVB EQR PGRE KW -20.0% 24.3% 22.4% 22.3% 21.7% 18.2% 17.6% 14.6% 12.7% 11.6% 11.5% 9.7% 9.6% 9.4% 9.0% 9.0% 8.9% 8.2% 8.0% 5.8% 5.3% EFTA01437803 3.8% 2.7% 1.0% 0.9% -1.9% -2.8% -2.8% -4.6% -5.0% -6.2% -10.1% -11.1% -12.5% -10.0% 0.0% 10.0% YTD Returns 20.0% as of 10-14-16 30.0% 40.0% 32.9% 30.6% 30.4% 28.9% Deutsche Bank Securities Inc. Page 13 EFTA01437804 18 October 2016 REITs US REIT 3Q16 Earnings Preview Index level performance Figure 29: 1-mo broad market returns -2.0% -1.5% -1.0% -0.5% 0.0% 0.5% 1.0% 1.5% 0.9% 0.8% 0.5% 0.10% 0.2% Figure 30: 1-mo returns by risk bucket -1.8% -1.6% -1.4% -1.2% -1.0% -0.8% -0.6% -0.4% -0.2% 0.0% 0.2% 0.4% -1.4% -1.8% MSCI US REIT (RMZ) as of 10-14-16 Source: Deutsche Bank, SNL 10 Year T Note S&P 500 Electric Utilities S&P 500 Financials 1 month S&P 500 NASDAQ Russell 2000 as of 10-14-16 1 month Source: Deutsche Bank, SNL EFTA01437805 0.2% -0.4% -0.9% -0.8% -1.2% -0.8% -1.2% -1.3% Small Cap Mid Cap Large Cap Div Yield >3.5% Div Yield <=3.5% High Growth >7.0% '17 FF0 growth -1.6% Low Growth <=7.0% '17 FF0 growth Debt / Debt / EBITDA >5.0x EBITDA <=5.0x Avg volume > 1MM -0.8% -1.2% Avg volume <= 1MM as of 10-14-16 1 Month Source: Deutsche Bank, SNL Average Figure 31: 1-mo property type returns -6.0% -5.0% -4.0% EFTA01437806 -3.0% -2.0% -1.0% 0.0% 1.0% 2.0% 1.6% 1.1% -0.3% -0.6% -0.7% -1.0% -1.7% -1.9% -2.1% -2.2% -2.3% -1.3% -4.9% Figure 32: YTD broad market returns 10.0% 12.0% 14.0% 16.0% -2.0% 0.0% 2.0% 4.0% 6.0% 8.0% 7.2% 6.2% 4.1% 2.0% 13.5% 8.0% Figure 33: YTD returns by risk bucket 10.0% 12.0% 14.0% 16.0% 18.0% 0.0% 2.0% 4.0% 6.0% 8.0% -0.47% MSCI US REIT (RMZ) as of 10-14-16 Source: Deutsche Bank, SNL 10 Year T Note S&P 500 Electric EFTA01437807 Utilities S&P 500 Financials YTD S&P 500 NASDAQ Russell 2000 as of 10-14-16 Source: Deutsche Bank, SNL Small Cap Mid Cap 15.5% 13.8% 10.9% 8.5% 6.3% 6.9% 11.7% 10.4% 9.1% 8.5% 11.4% Figure 34: YTD property type returns 10.0% 15.0% 20.0% 25.0% 30.0% -15.0% -10.0% -5.0% 0.0% 5.0% Large Cap Div Yield >3.5% Div Yield <=3.5% High Growth >7.0% '17 FF0 growth YTD Low Growth <=7.0% EFTA01437808 '17 FF0 growth as of 10-14-16 YTD Source: Deutsche Bank, SNL Average Debt / Debt / EBITDA >5.0x EBITDA <=5.0x Avg volume > 1MM Avg volume <= 1MM 25.7% 25.2% 24.9% 18.7% 15.0% 9.8% 9.3% 7.4% 3.1% 1.8% -1.8% -11.6% 7.2% Page 14 Deutsche Bank Securities Inc. EFTA01437809 18 October 2016 REITs US REIT 3Q16 Earnings Preview Sector Previews Apartment: Slowing job growth and new supply continue to impede rent growth Figure 35: 1-Month Apartment performance Apartment -12% -10% -8% -6% -4% -2% 0% 2% 4% 6% 8% 6.9% 3.0% 1.8% -0.6% -1.0% -1.7% -2.0% -2.4% -2.6% -2.8% -2.8% -3.2% -3.4% -3.7% -4.9% -10.6% -20% -10% 0% 10% 20% 30% 40% 50% 46.6% Figure 36: YTD Apartment performance Apartment 24.3% 22.3% 12.9% 11.9% 9.5% 9.4% 8.9% 8.7% 2.8% EFTA01437810 1.4% -1.8% -6.2% -7.2% -10.1% -11.0% As of 10/14/16 As of 10/14/16 Source: Deutsche Bank, SNL Source: Deutsche Bank, SNL Figure 37: Rent growth slows in 3Q16, vacancy stays flat -4.0% -3.0% -2.0% -1.0% 0.0% 1.0% 2.0% 3.0% 4.0% 5.0% 6.0% 0.0% 1.0% 2.0% 3.0% 4.0% 5.0% 6.0% 7.0% 8.0% 9.0% Figure 38: SS NOI growth expected to slow in 2H16 0.0% 1.0% 2.0% 3.0% 4.0% 5.0% 6.0% 7.0% 8.0% 9.0% Y/Y ch in Effective Rent (LHS) VacPercent (RHS) IIEffective rent growth at 3.8% in 3Q per REIS data, down from 4.5% in 2Q. This is the third consecutive y/y decline in rent growth with REIS projecting rent growth to stay below 4% IIVacancy remained flat vs. 2Q at 4.4%. New EFTA01437811 supply is expected to drive the vacancy rates higher in 2016 Source: Deutsche Bank, REIS AVB CPT EQR IRT PPS 2015 3Q15 4Q15 1016 2Q16 IIDBe of 4.4% SS NOI growth in 3016, up slightly from 4.3% in 2016 as NOI growth at less supply impacted names (IRT and PPS) is supporting the overall average IIWe project full year SS NOI growth of 4.6% in 2016 and 2.8% in 2017. 2015 actual SS NOI growth was 4.9% Source: Deutsche Bank, company data Key Apartment topics/questions for 3Q16 IIAbility to push rents with further deceleration and rising vacancies expected by year-end Deutsche Bank Securities Inc. Page 15 Average SS NOI Growth, Y/Y EFTA01437812 18 October 2016 REITs US REIT 3Q16 Earnings Preview IIAsking rates on renewals and new leases in 4Q IISupply expectations for the balance IIUpdated job growth outlook by metro IIDevelopment update on yield trends, construction lending IIRegional trends: DC, Houston, NYC, LA, Western tech markets IIRent growth and construction outlook by asset quality (Class A vs. Class B) and market type (urban vs. suburban) IIMost attractive use of capital in today's environment IIMove-outs for home purchases vs. long term average IIConsolidation/privatizations Figure 39: AVB's 3Q16 results preview AVB Earnings FFO/sh Core FFO/sh, reported Operating Metrics SS NOI growth, y/y SS Revenue growth, y/y SS Expense growth, y/y Average SS Occupancy (as initially reported) y/y ch (as initially reported) Average SS Rental Rate (as initially reported) y/y ch (as initially reported) 3Q15 2Q16 Actual Actual $2.02 $1.93 $1.99 $2.03 Actual Actual 5.1% 5.0% 5.4% 5.0% 6.4% 4.7% 95.3% 95.5% -40bp -10bp $2,400 $2,417 5.8% 5.2% of the year as well as for 2017 land and construction costs, and EFTA01437813 Note: consensus estimates are based on ThomsonReuters compiled data as of 10/14/16 IIBased on AVB's full year guidance provided on 7/25, the implied SS revenue growth for 2H16 is at +3.75%. We expect the slowdown vs. 1H16 to be gradual with 90bps of deceleration in 3Q (DBe: +4.1%) followed by another 70bps in 4Q (DBe: +3.4%) IIUpdate on West Coast markets, most notably softness in SF (new supply; increased concessions; slowing tech ob growth) and resilience of demand in Seattle (job growth outlook vs. elevated construction) IIExpect the East Coast update to focus on recovery in DC, weakness in NYC (new supply; muted high-paying ob creation), and demand concerns in New England (job growth fell below expectations in 1H; increase in concessions) IILeasing progress at AVB's Willoughby Square/AVA DoBro, Northstation, and West Hollywood development projects and an update on overall development pipeline trends IIWe don't expect any material changes to AVB's 2016 same store outlook, in light of EQR's recently reaffirmed 2016 SS revenue growth outlook II3Q core FFO/sh guidance of $2.05-$2.11 (DBe: $2.08), 3Q FFO/sh guidance of $2.14-$2.20 (DBe: $2.18) Source: Deutsche Bank, company data, Thomson 3Q16 Actual DBe $2.18 $2.08 Actual Cons $2.11 DBe 4.9% total 4.1% total 2.5% total 95.5% 20bp 2016 Pre 3Q Guide Post 3Q Guide $8.26 - $8.46 $8.13 - $8.33 Pre 3Q Guide Post 3Q Guide 5.00% - 5.75% 4.25% - 4.75% 2.00% - 2.75% EFTA01437814 DBe DBe 5.45% total 4.50% total 2.39% total Cons $8.38 $8.33 $8.20 Page 16 Deutsche Bank Securities Inc. EFTA01437815 18 October 2016 REITs US REIT 3Q16 Earnings Preview Figure 40: CPT's 3Q16 results preview CPT Earnings FFO/sh Operating Metrics SS NOI growth, y/y SS Revenue growth, y/y SS Expense growth, y/y Average SS Occupancy (as initially reported) y/y ch (as initially reported) Average SS Rental Rate (as initially reported) y/y ch (as initially reported) 3Q15 2Q16 Actual Actual $1.14 $1.15 Actual Actual 5.5% 3.7% 5.5% 4.3% 5.7% 5.3% 96.0% 95.5% 10bp -50bp $1,499 $1,598 4.3% 4.8% Note: consensus estimates are based on Thomson compiled data as of 10/14/16 IIUpdates on Houston and DC: Houston SS rev growth projected to be flat to slightly negative in 2016; DC revenue growth projected at +1-2% for 2016, despite a construction-related setback lin 2Q Disposition update on $310MM of assets being marketed at the end of July Update on two projects in lease-up (Glendale and Chandler) and completion of Camden Victory Park in Dallas IIDevelopment and capital deployment expectations. CPT previously called for up to $200MM of starts in 2H16 II3Q FFO/sh guidance of $1.07-$1.11 (DBe: $1.11) Source: Deutsche Bank, company data, Thomson Actual Actual 3Q16 DBe $1.11 EFTA01437816 2016 Cons $1.10 DBe 3.7% total 3.7% total 3.7% total 95.5% -50bp Pre 3Q Guide Post 3Q Guide DBe $4.50 - $4.60 Pre 3Q Guide Post 3Q Guide +4.00% to 4.50% +3.85% to 4.35% +3.50% to 4.00% $4.56 Cons $4.55 DBe 4.3% total 4.1% total 3.8% total Deutsche Bank Securities Inc. Page 17 EFTA01437817 18 October 2016 REITs US REIT 3Q16 Earnings Preview Figure 41: EQR's 3Q16 results preview EQR Earnings FFO/sh Normalized FFO/sh, reported Operating Metrics SS NOI growth, y/y SS Revenue growth, y/y SS Expense growth, y/y Average SS Occupancy (as initially reported) Average SS Rental Rate (as initially reported) y/y ch (as initially reported) 3Q15 2Q16 3Q16 Actual Actual $0.87 $0.89 $0.90 $0.76 Actual Actual 6.7% 5.3% 5.4% 4.2% 2.8% 1.7% 96.1% 96.3% $2,344 $2,549 5.3% 4.0% Actual Actual DBe $0.81 $0.78 Cons $0.78 DBe 3.0% total 3.5% total 4.5% total Pre 3Q Guide $2.96 - $3.02 $3.05 - $3.11 Pre 3Q Guide 3.75% - 4.25% 3.50% - 4.00% 2.50% - 3.00% 95.9% 2016 Post 3Q Guide EFTA01437818 DBe $2.98 $3.07 Post 3Q Guide Cons $3.08 DBe 4.1% total 3.8% total 2.7% total Note: consensus estimates are based on Thomson compiled data as of 10/14/16 IIEQR reaffirmed 2016 SS revenue growth guidance of 3.5%-4.0% in an operating update issued on 9/27. With new rents tracking +1.1% through 9/19 and renewals at +5.4%, we expect 3Q16 SS rev growth to come in slightly below or in line with our +3 5% estimate IIUpdate on new supply and move-in concessions in NY & SF as pricing power deteriorated further in 3Q16 IIUpdate on Seattle's ability to continue absorbing new supply and market trends in DC IIUpdate on development and properties in lease-up, most notably two new small projects planned for DC and leasing progress of three recently completed developments (two in downtown SF & one in North San Jose) IIUpdate on use of additional debt proceeds from the recent $500MM, 2.85% 10- yr issuance with only $200$250MM f issuance assumed in the prior guidance range 1 Disposition update including any intention to sell additional assets this year. Previous guidance was reduced due to $150MM of sales likely being pushed into 1Q17 and another $200MM EQR decided to hold on to IIViews on single asset pricing today. EQR's previous guidance called for $150MM of acquisitions during the balance of 2016 (our model assumes the entire $150MM is acquired in 3Q) II3Q Normalized FFO/sh guidance of 75c-79c (DBe: 78c), 3Q FFO/sh guidance of 82c-86c (DBe: 81c) Source: Deutsche Bank, company data, Thomson Page 18 Deutsche Bank Securities Inc. EFTA01437819 18 October 2016 REITs US REIT 3Q16 Earnings Preview Figure 42: IRT's 3Q16 results preview IRT Earnings FFO/sh Core FFO/sh Operating Metrics SS NOI growth, y/y SS Revenue growth, y/y SS Expense growth, y/y Average Occupancy, (as initially reported) y/y ch (as initially reported) Average Rental Rate (as initially reported) y/y ch (as initially reported) 3Q15 Actual $0.86 $0.20 Actual 2Q16 Actual $0.18 $0.22 Actual 2.0% 5.0% 5.2% 3.1% 8.8% 1.1% 94.0% 94.4% 40bp $950 80bp $961 3.60% 14.40% Note: consensus estimates are based on Thomson compiled data as of 10/14/16 IIExpect SS rev growth to accelerate to +5.4% in 3Q16 based on 2016 guidance issued last Q. Blended rent growth for new leases and renewals during July, August, and September was tracking around +5.3% per IRT's 20 call IICommentary on current dividend level given the dilution from equity offering and our estimated FAD payout ratio being north of 100% IIManagement's views on further de-levering the balance sheet and p otentially resuming acquisitions I Details on how management will drive —$2MM of annual net G&A cost savings II EFTA01437820 following the internalization IIMarket trends, particularly in Oklahoma City (job losses in energy sector) and Little Rock (muted job growth) IIAbility to continue pushing rents with management targeting +4.0% growth during the next couple of years IIWe are updating estimates after reviewing the recent 8-K filing with final details regarding the equity offering and internalization. Our core FFO/sh estimates are decreasing by lc to 80c for 2016 and by 2c to 75c for 2017. Please see Figure 98 for a summary of our full year estimate revisions Source: Deutsche Bank, company data, Thomson Actual 3016 DBe $0.19 $0.22 Actual DBe 7.4% total 5.4% total 2.8% total 94.0% Obp 2016 Cons $0.22 Pre 3Q Guide $0.84 - $0.88 Pre 3Q Guide 4.50% - 5.50% 4.00% - 5.00% 2.00% - 3.00% Post 3Q Guide DBe $0.69 $0.80 Post 3Q Guide DBe 6.2% total 4.5% total 2.5% total 93.75% Cons $0.85 Deutsche Bank Securities Inc. Page 19 EFTA01437821 18 October 2016 REITs US REIT 3Q16 Earnings Preview Figure 43: PPS's 3Q16 results preview PPS Earnings FFO/sh Operating Metrics SS NOI growth, y/y SS Revenue growth, y/y SS Expense growth, y/y Average SS Occupancy (as initially reported) y/y ch (as initially reported) Average SS Rental Rate (as initially reported) y/y ch (as initially reported) 3Q15 Actual $0.76 Actual 2.2% 2.8% 3.8% 97.0% 60bp $1,459 2.0% 2Q16 Actual $0.82 Actual 2.4% 3.2% 4.5% 96.2% 20bp $1,483 2.7% Note: consensus estimates are based on Thomson compiled data as of 10/14/16 IIExpect SS NOI growth to accelerate to +3.1% in 3Q with slower expense growth more than offsetting a q/q decline in SS rev growth IILooking for an update on the merger with MAA in terms of timing and any new details management can discuss IIUpdate on new lease rates and renewals which tracked +2.0% and +4.5%, respectively, in early August; Update on move outs due to price (10% in 2Q) and move outs to buy (19% in 2Q) IILease-up progress at Parkside at Wade (Raleigh) development (avg. of 34 EFTA01437822 units per month in 2Q); Update on the planned 3Q16 completion of Post Afton Oaks (Houston) and any leasing so far vs. budget IIUpdate on PPS's top four markets: Atlanta, DC, Dallas, and Tampa with particular focus on submarkets pressured by supply this year (Buckhead in Atlanta, Alexandria in DC, & Uptown Dallas) Source: Deutsche Bank, company data, Thomson 3016 2016 Actual Actual DBe $0.80 DBe 3.14% total 2.90% total 2.50% total 96.0% -105bp Cons $0.81 Pre 3Q Guide $3.20 - $3.24 Pre 3Q Guide 2.50% - 3.30% 3.00% - 3.30% 3.30% - 3.70% Post 3Q Guide Post 3Q Guide DBe $3.21 DBe 2.9% total 3.2% total 3.5% total Cons $3.23 Page 20 Deutsche Bank Securities Inc. EFTA01437823 18 October 2016 REITs US REIT 3Q16 Earnings Preview Figure 44: ACC's 3Q16 results preview ACC Earnings FFOM/sh 1 Operating Metrics SS NOI growth, y/y SS Revenue growth, y/y SS Expense growth, y/y Average wholly-owned Occ. (as initially reported) Development starts (in MM's) Owned projects under construction (in MM's) On-campus award pipeline (in MM's) Dispositions (in MM's) 3Q15 Actual $0.43 Actual 2Q16 Actual $0.54 Actual 5.9% 2.5% 3.7% 2.5% 2.1% 2.4% 91.3% 92.5% $0 $440 $182 $32 $188 $912 $407 $0 Note: consensus estimates are based on Thomson compiled data as of 10/14/16 1 ACC reports FFOM due to accounting rules requiring it to consolidate its on-campus properties IIUpdate on the 19 non-core asset portfolio that is under LOI and expected to close in 4Q16. Guidance calls for $126MM to $526MM in planned 2016 dispositions. We are modeling $526MM to close during 4Q. Also expect an update on ACC potentially retaining management of sold assets IIComments on the conclusion of the 2016-2017 academic year lease-up and expectations for next year with $600MM of deliveries finalized for Fall 2017 IIUpdate on the 2018 development pipeline and development yields for on- EFTA01437824 ampus vs. off-campus 1 Color on final leasing stats for the 2016/2017 school year IIUpdate on expected SS NOI growth in 2017. ACC previously projected that +3% of rent growth, a 70-80bps pickup in occupancy, and operating expenses growing at 2% or lower would drive SS NOI growth towards the high end of 3%-6% range in 2017 IIUpdate on national supply trends vs. ACC construction (ACC accounts for 13.7% of all 2017 development deliveries in their markets, up from 5.1% in 2016) Source: Deutsche Bank, company data, Thomson Actual Actual 3Q16 DBe $0.45 DBe 3.6% 2.7% 1.9% 92.7% $131 $912 $407 $0 2016 Cons $0.43 Pre 3Q Guide Post 30 Guide DBe $2.19 - $2.31 Pre 3Q Guide Post 30 Guide 2.0% - 3.8% 2.2% - 2.9% 1.8% - 2.3% $2.28 Cons $2.25 DBe 3.0% total 2.6% total 2.1% total 96.7% $200 - $600 $600 Deutsche Bank Securities Inc. Page 21 EFTA01437825 18 October 2016 REITs US REIT 3Q16 Earnings Preview Malls: Rising demand headwinds and slowing SS NOI growth expected Figure 45: 1-Month Mall performance Mall -8% -7% -6% -5% -4% -3% -2% -1% 0% Figure 46: YTD Mall performance Mall -3.0% -3.3% -4.0% -4.9% -4.9% -5.2% -6.4% WPG As of 10/14/16 Source: Deutsche Bank, SNL TCO MAC GGP SPG CBL -7.4% PEI -10% -5% 0% 5% 10% 15% 20% 17.0% 3.8% 1.7% 1.8% 1.3% -1.9% -2.8% -4.6% WPG EFTA01437826 As of 10/14/16 Source: Deutsche Bank, SNL SPG CBL PEI GGP MAC TCO Figure 47: Vacancy decreases and rent growth steady in 3Q 10.0% 0.0% 1.0% 2.0% 3.0% 4.0% 5.0% 6.0% 7.0% 8.0% 9.0% -4.0% -3.0% -2.0% -1.0% 0.0% 1.0% 2.0% 3.0% 4.0% 5.0% Figure 48: NOI growth guidance suggest deceleration through 2H 10.0% 0.0% 1.0% 2.0% 3.0% 4.0% 5.0% 6.0% 7.0% 8.0% 9.0% GGP Asking Rent y/y ch Vacancy Rate IINational vacancy decreased by 10bps in 3Q to 7.8% Source: Deutsche Bank, Reis EFTA01437827 2Q15 MAC 3Q15 SPG 4Q15 TCO 1Q16 Average 2Q16 IIAverage SS NOI growth guidance for year of —4.4% at the midpoint suggests deceleration in 2H to around the —3.7% range. Source: Deutsche Bank, company data Key Mall topics/questions for the quarter IIUpdate on e-tailers looking for physical space, with recent press reports on Warby Parker and Bonobos and their store plans IITenant outlook and trends, particularly with teen and fast fashion retail as well as department stores IIUpdate on SPG/GGP JV's plans for Aeropostale and potential impact on the overall mall sector IIUpdate on tenant watch list and store closing expectations for Aeropostle, PacSun and others. (ARO and PSUN, both DB not rated) IIUpdate on sales expectations this holiday season, with NRF expectations for Nov and Dec at +3.6% (ex autos, gas, restaurants) Page 22 Deutsche Bank Securities Inc. SS NOI Cash EFTA01437828 18 October 2016 REITs US REIT 3Q16 Earnings Preview IIOutlook and opportunity of shadow development/redevelopment pipelines IIUpdate on any conversations with Macy's (M: DB Hold rated, USD35.57 by Paul Trussell) or other department stores for the potential to take back space or partner within a JV IIUpdate on Sears (SHLD: DB not rated) JV's and outlook for this retailer given rising concerns about a potential bankruptcy IIUpdate on retailer conditions in tourist heavy markets IIUpdate on the consumer Figure 49: SPG 3Q16 results preview SPG Earnings FFO/sh Pro-forma FFO/sh Operating Metrics Occupancy (US Mall/Outlets, Total portfolio, signed) q/q ch y/y ch Rent spread (US Malls/Outlets , Total portfolio, TTM) Tenant Sales/sqf (US Malls/Outlets total portfolio, TTM) y/y ch SS NOI growth y/y (US Malls/Outlets, Total portfolio, ex-lease term, ex- redev) Note: consensus data is based on Thomson compiled data as of 10/14/16 3Q15 2Q16 Actual Actual $2.54 $2.54 $2.63 $2.63 Actual Actual 96.10% 95.90% Obp -80bp 30bp -20bp 18.4% 14.8% $616 $607 0.5% -2.1% 4.3% 3.2% IICommentary, rationale and expectations around ARO deal with GGP and ABG EFTA01437829 II Observations and by Warwick Okines) King of Prussia as the mall IIUpdate IIUpdate space. IITenant IIUpdate IIUpdate traffic opening well as trends from Primark (ABF: DB Buy rated, GBP2,641 at overall feedback from 155ksf expansion opening at on retailer environment, store closings, releasing activity on department store health, vacancies and opportunity to take back sales trends and trends at tourism driven centers and outlets on traffic trends at malls vs outlets on Sears JV and plans IIPricing on recent non core asset sales, including the press-reported sales of 3 of the The Mills Limited Partnership assets (The Galleria at White Plains, Northpark Mall, and The Esplanade) IIUpdate on the HBC-JV outlook (HBC.TSX DB not rated). IIUpdate on project progress within the —$2.1B re/development pipeline (at share) at an 8% expected yield IIUpdate on Brickell City Center in Miami and the market overall Source: Deutsche Bank, company data, Thomson ≥+3.5% Actual Actual 3Q16 DBe $2.65 $2.65 DBe 96.00% 10bp -10bp 15.0% quarterly rent spread Cons 2.68 Pre 3Q Guide $10.77 - $10.85 Pre 3Q Guide 2016 Post 3Q Guide DBe $10.80 $10.80 Post 3Q Guide EFTA01437830 Cons 10.86 DBe 96.45% 35bp 15.6% Deutsche Bank Securities Inc. Page 23 EFTA01437831 18 October 2016 REITs US REIT 3Q16 Earnings Preview Figure 50: GGP 3Q16 results preview GGP Earnings Company FFO/sh Operating Metrics Occupancy (Total malls, commenced) q/q ch y/y ch SS initial rent spread for 2016 commencement Tenant Sales/sqf (Total Malls, TTM, <10ksf) Tenant sales (all less anchor y/y ch) SS NOI growth y/y 3Q15 2Q16 3016 Actual Actual $0.36 $0.35 Actual Actual 95.4% 95.1% 90bp 30bp -10bp 60bp 9.4% 12.7% $593 $583 3.7% 2.8% 5.1% 4.0% Note: consensus estimates are based on Thomson compiled data as of 10/14/16 IICommentary, rationale and expectations around ARO deal with SPG and ABG IIUpdate on retailer environment, store closings, releasing activity IIUpdate on the 3 remaining large format Sports Authority locations IIUpdate on expectations around PSUN, as of 2Q16, 6 expected to vacate by year end, with 65 stores retained. IIUpdate on Sears JV and plans IIUpdate on progress on projects within the —$500M active development pipeline, and detail on plans for other projects to backfill. Update preleasing at the Norwalk development. IIUpdate on department store health and potential for taking back more space or doing more JV deals EFTA01437832 II Update on opportunities to monetize Street retail and remaining non core assets IIUpdate on Miami Design District and Miami outlook overall II3Q company FF0 guidance is $0.34-0.36 (DB at $0.36 ) and NAREIT FFO/sh guidance is $0.33-$0.35 (DB at $0.35) IIGGP typically provides its preliminary company FF0 guidance for the following fiscal year in 3Q. Both DB and consensus are at $1.60 Source: Deutsche Bank, company data, Thomson mid —4% Actual Actual DBe $0.36 DBe 95.1% Obp -30bp Cons $0.36 2016 Pre 3Q Guide Post 3Q Guide DBe Cons $1.51 - $1.55 Pre 3Q Guide Post 3Q Guide $1.54 $1.53 DBe 95.4% -110bp Page 24 Deutsche Bank Securities Inc. EFTA01437833 18 October 2016 REITs US REIT 3Q16 Earnings Preview Figure 51: TCO 3Q16 results preview TCO Earnings FFO/sh Pro-forma FFO/sh Operating Metrics Ending occupancy (all centers, commenced) q/q ch y/y ch Opening/Closing Spread (Combined, TTM) Tenant Sales/sqf (TTM) y/y ch (as reported) SS NOI growth y/y (ex-lease term) 3Q15 Actual $0.89 $0.86 Actual 2Q16 3Q16 Actual $1.04 $0.79 Actual 92.20% 92.5% 160bp 320bp Obp 190bp 21.4% 24.2% $805 $789 1.9% -1.0% 2.8% 6.2% Note: consensus data is based on Thomson compiled data as of 10/14/16 IIUpdate on Beverley Center, updated conversations with existing tenants, any rent relief requests, vacancy etc. IIDevelopment update; Leasing and sales trends at Xi'an (at 2Q, 90% occupied and expected to be fully occupied by YE); Still on track for March opening at Zhengzhou?; Hanam and Hawaii traffic and sales trends since recent openings; San Juan leasing and sales commentary IIUpdate on future opportunities in South Korea and China with previous commentary of potentially breaking ground on something in 2017. EFTA01437834 IIUpdate on Country Club Plaza plans and opportunity IIPlans for the 3 Sports Authority boxes and Saks space at Short Hills IIUpdate and expectations on the retailer environment in tourism focused markets Source: Deutsche Bank, company data, Thomson —5% Actual DBe $0.86 $0.86 Actual DBe 92.5% Obp 30bp 12.0% quarterly rent spread Cons $0.89 Pre 3Q Guide $3.75 - $3.90 $3.50 - $3.65 Pre 3Q Guide —95.5% comp 30bp 18.4% 2016 Post 3Q Guide DBe Cons $3.84 $3.84 $3.59 Post 3Q Guide DBe 94.50% Deutsche Bank Securities Inc. Page 25 EFTA01437835 18 October 2016 REITs US REIT 3Q16 Earnings Preview Figure 52: MAC 3Q16 results preview MAC Earnings FFO/sh FFO/sh as adjusted Operating Metrics Occupancy (Total centers, signed) q/q ch y/y ch Opening/closing rent spread (TTM, cash) SS NOI growth y/y (consolidated) 3Q15 2Q16 Actual Actual $1.01 $1.01 $1.02 $1.02 Actual Actual 95.4% 95.0% -10bp -20bp Tenant sales/sqf (comparable properties), as initially reported $630 y/y ch, as initially reported -10bp -50bp 16.3% 16.1% $644 7.7% 2.4% 7.0% 6.5% Note: consensus estimates are based on SNL compiled data as of 10/14/16 IIUpdate on refinancings at Fresno (CMBS deal expected in —$350M range), Corte Madera and Eastland. IIUpdate on potential outlet development in Carson, CA (entered into negotiating agreement with city for —500ksf outlet mall) IIUpdate on department store health and potential for taking back more space or doing more JV deals IIDevelopment update (—$511-546M in process pipeline) with expected yields ri n the 4-11% range IIUpdate on Country Club Plaza plans and opportunity EFTA01437836 Update on 22 ARO stores Update on WithMe partnership Update on development plans with the Sears JV IIFeedback and traffic on renovated and scaled down Sears boxes and initial trends at the recently opened Primark stores in Danbury and Freehold Source: Deutsche Bank, company data, Thomson Actual Actual 3Q16 DBe $1.04 $1.04 $1.05 DBe 95.3% 25bp -15bp 15.0% +4.50% - 5.00% $4.05 - $4.15 Pre 3Q Guide 2016 Cons Pre 3Q Guide Post 3Q Guide DBe Cons $4.08 Post 3Q Guide $4.10 $4.11 DBe 95.75% -35bp 15.4% Color on the recent opening of the Broadway Plaza expansion that is over 90% leased and the Fashion Outlets of Philadelphia that recently commenced construction Page 26 Deutsche Bank Securities Inc. EFTA01437837 18 October 2016 REITs US REIT 3Q16 Earnings Preview Shopping Centers: Store closures to hit 3Q internal growth, but progress for re-tenanting more important Figure 53: 1-Month Shopping Center performance Local Retail -6% -5% -4% -3% -2% -1% 0% 1% 2% 3% 4% 2.7% 2.5% Figure 54: : YTD Shopping Center performance Local Retail -0.1% -0.8% -0.8% -0.8% -1.0% -2.1% -1.0% -1.2% -1.7% -2.2% -1.9% -2.5% -2.9% -4.0% -4.1% -5.6% 0% 5% 10% 15% 20% 25% 30% 35% 29.4% 20.7% 17.6% 15.8% 15.8% 11.6% 11.8% 11.5% 9.7% 9.6% EFTA01437838 8.2% 6.6% 5.4% 2.7% 2.1% 0.9% 9.0% 9.3% As of 10/14/16 As of 10/14/16 Source: Deutsche Bank, SNL Source: Deutsche Bank, SNL Figure 55: Vacancy up and rents down modestly in 3Q 10.0% 12.0% 0.0% 2.0% 4.0% 6.0% 8.0% -5% -4% -3% -2% -1% 0% 1% 2% 3% 4% Figure 56: 2016 SS NOI growth similar to 1H level 0% 1% 2% 3% 4% 5% 6% BRX 2Q15 Y/Y ch in Effective Rent VacPercent IINational vacancy rate was up 10bps q/q to 10% IIEffective rent growth was down relative to last Q to 1.9% y/y. Source: Deutsche Bank, Reis DDR EQY FRT KIM (US) REG RPAI RPT Average 3Q15 4Q15 1Q16 2Q16 EFTA01437839 II2016 SS NOI guidance on average at the midpoint is —3%, implying steady results in 2H, although additional potential store closures present downside risk. Source: Deutsche Bank, company data Key Shopping Center topics/questions for the quarter II II II II Development and redevelopment outlook Anchor and small shop retailer health Sports Authority releasing, downtime and capex update Logans Roadhouse and Golfsmith exposure and store closures IIOutlook and thoughts on Staples/Office Depot (SPLS: DB Hold rated, USD7.56/ODP: DB Hold rated, USD3.34, both by Mike Baker) IINew watchlist tenants Deutsche Bank Securities Inc Page 27 SS NOI EFTA01437840 18 October 2016 REITs US REIT 3Q16 Earnings Preview IIUpdate on disposition market pricing and trends (any changes in demand, negotiation, bidder pool or buyer make-up) IICMBS and overall financing market update IIRecent cap rate trends primary vs secondary markets IIUpdate on changing trends, e-tailers, mall tenants moving to the shopping centers and vice versa IIRecent grocer trends in light of continued food at home deflation and Amazon's (AMZN: DB Buy rated, USD822.96 by Ross Sandler) continued push into the grocery business, most recently announced plans to build convenience stores and curbside pickup locations. Figure 57: BRX 3Q16 results preview BRX Earnings FFO/sh FFO/sh, ex-items Operating Metrics Total leasing volume (signed) New leasing volume (signed) Renewal leasing volume (signed) Total occupancy (billed) q/q ch y/y ch Total Lease Spread (signed, cash) New Lease Spread (signed, cash) Renewal lease Spreads (signed, cash) SS NOI (incl redev, GAAP) SS NOI (ex redev, GAAP) 3Q15 Actual $0.51 $0.50 Actual 3,333,715 600,829 2,732,886 90.9% 60bp 10bp 15.2% 49.0% 11.5% 3.6% 3.6% EFTA01437841 Note: consensus estimates are based on Thomson compiled data as of 10/14/16 * % leased II II II II Update on redevelopment opportunities within the portfolio Update on plans to reduce single asset markets which total over 90 Update on Sports Authority releasing at 5 remaining locations Update on plans to improve small shop occupancy, outparcel leasing and entertainment and restaurant use. IIUpdate on strategy to get stabilized occupancy up to the mid 90's from 90.6% at 2Q end. Update on changes or plans to change leasing agent compensation structure. Dispositions update with $75-175M in guidance and —$21M closed in 1H. Update on the growth outlook over next 1-2 years and strategy between repositioning and occupancy gains Update on any new information from potential SEC investigation Source: Deutsche Bank, company data, Thomson 2Q16 Actual 3Q16 Actual $0.50 $0.52 Actual 3,589,288 893,212 2,696,076 90.6% 20bp 30bp 12.1% 24.7% 9.1% 3.5% 3.5% 90.5% -15bp -45bp 10.0% - 15.0% 8.5% commenced 2.5% - 3.5% 8.5% commenced 92.8% - 93.0%* 90.7% EFTA01437842 28bp Actual DBe $0.50 $0.50 DBe Cons $0.51 Pre 3Q Guide $2.03 - $2.06 Pre 3Q Guide 2016 Post 3Q Guide DBe $2.05 $2.08 Post 3Q Guide DBe Cons $2.06 Page 28 Deutsche Bank Securities Inc. EFTA01437843 18 October 2016 REITs US REIT 3Q16 Earnings Preview Figure 58: DDR 3Q16 results preview DDR Earnings FFO/sh Operating FFO/sh Operating Metrics Total leasing volume (100%) New leasing volume (comp+non-comp, 100%) Renewal leasing volume ( 100%) Occupancy (pro-rata, commenced) q/q ch y/y ch Blended rent spread (pro-rata, signed, cash) New lease Spread (pro-rata, signed, cash) Renewal Spread (pro-rata, signed, cash) SS NOI growth y/y (pro-rata, cash) 3Q15 Actual $0.31 $0.31 Actual 2,877 693 2,184 94.20% -20bp -70bp 7.9% 12.3% 7.1% 3.2% 2Q16 Actual $0.33 $0.33 Actual 2,349 430 1,919 94.40% 20bp 20bp 9.1% 27.7% 7.0% 3.1% Note: consensus estimates are based on Thomson compiled data as of 10/14/16 EFTA01437844 II Updated commentary from CEO, Tom August in terms of operations, structure and policies, and strategic vision. IITiming and update on CFO search IIUpdate on re/development opportunities with commentary in 20 of potentially more available in the portfolio IIUpdate on additional sales from unwinding JVs and potential opportunities to purchase select assets IICap rate on the recently closed 16 property portfolio largely in Upstate NY for $390M IIProforma the Upstate NY sale and 1H dispositions, DDR will have disposed of close to $700M YTD (FY guidance $600-800M). IIUpdate on Sports Authority with 9 locations likely still to deal with post 20 end. IIUpdate on strategy and conditions on the ground in Puerto Rico Source: Deutsche Bank, company data, Thomson 94.10% -30bp -10bp 10.0% commenced 2.5% - 3.5% 94.60% 30bp 10.0% commenced 3Q16 2016 Actual Actual DBe $0.31 $0.31 DBe Cons $0.31 Pre 3Q Guide Post 3Q Guide $1.23 - $1.26 $1.23 - $1.26 Pre 3Q Guide Post 3Q Guide DBe $1.25 $1.25 DBe Cons EFTA01437845 S1.26 Deutsche Bank Securities Inc. Page 29 EFTA01437846 18 October 2016 REITs US REIT 3Q16 Earnings Preview Figure 59: EQY 3Q16 results preview EQY Earnings FFO/sh Core FFO/sh Operating Metrics Total leasing volume (consolidated) New leasing volume (comp + non-comp, consolidated) Renewal leasing volume (consolidated) Total occupancy (consolidated, signed) q/q ch y/y ch Blended rent spread (cash, consolidated) New lease Spread (cash, consolidated) Renewal Spread (cash, consolidated) SS NOI growth y/y (cash, consolidated, ex redev) 3Q15 Actual $0.31 $0.33 Actual 600 290 311 95.6% 10bp 120bp 10.8% 6.3% 11.9% 4.7% 2Q16 Actual $0.34 $0.35 Actual 516 213 303 96.3% 10bp 80bp 7.0% 6.4% 7.3% 4.5% Note: consensus estimates are based on Thomson compiled data as of 10/14/16 EFTA01437847 ll Update on small shop occupancy (90.3% at 2Q) and FL in particular (89% at 2Q). llUpdates on Serramonte llUpdate on Harvard Square and Westwood development plans. As of 2Q at Westwood, EQY was in detailed sketch plan review process with hopes of entitlements and leasing to follow. llAny updates on the potential $1B of identified redevelopment opportunity in 12 of EQYs assets that were identified to backfill the pipeline over several years. llUpdate on 2 remaining Sports Authority locations to lease (Westbury Plaza I nd Plaza Escuela) Incremental impact from Hurricane Matthew llUpdate on the acquisition and disposition market and any opportunities on the horizon (guidance calls for selective' acquisitions and 'ongoing one-off' sales of non-core assets). Source: Deutsche Bank, company data, Thomson 3Q16 2016 Actual Actual DBe $0.27 $0.33 DBe Cons $0.34 Pre 3Q Guide $1.26 - $1.30 $1.36 - $1.40 Pre 3Q Guide Post 3Q Guide Post 3Q Guide DBe $1.29 $1.39 DBe Cons $1.39 95.9% -38bp 32bp 10.0% commenced 3.25% - 4.25% SS Occ 96.0% - 96.5% EFTA01437848 96.58% 57bp 14.0% commenced Page 30 Deutsche Bank Securities Inc. EFTA01437849 18 October 2016 REITs US REIT 3Q16 Earnings Preview Figure 60: FRT 3Q16 results preview FRT Earnings FFO/sh Pro-forma FFO/sh Operating Metrics Total retail leasing volume (signed) 3Q15 2Q16 Actual Actual $1.36 $1.36 $1.42 $1.41 Actual Actual 560,884 467,364 New retail leasing volume (comp + non-comp, signed) 189,047 199,893 Renewal retail leasing volume (signed) Retail occupancy (signed) q/q ch y/y ch -20bp Blended rent spread (cash, signed) New lease Spread (cash, signed) Renewal Spread (cash, signed) SS NOI growth y/y (cash, ex-redev) 40bp -10bp -120bp 14.0% 12.0% 19.0% 23.0% 23.0% 7.0% 2.0% 2.9% Note: consensus estimates are based on Thomson compiled data as of 10/14/16 IIUpdate on potential acquisition opportunities and commentary over pricing (noted on 2Q call they were working on a "number of important deals") IIThoughts on potential weakness in the tech environment potentially changing the demand dynamic at Santana; and update on Splunk (SPLK: DB Buy rated, USD56.71 by Karl Keirstead) space and how much of their leased space they will occupy in January. IIUpdate on 4 remaining Sports Authority locations to lease IIUpdate on the redevelopment opportunity for Coco Walk and Sunset Plaza. Recent press reports that plans EFTA01437850 have been submitted to the city for the de-malling of Sunset and a major renovation IIUpdates on re/development projects, particularly Pike and Rose incremental retail and residential lease up IIFRT typically provides its initial FF0 guidance for the following fiscal year in 3Q. We are at $6.04 and consensus is at $6.12 IIWe decrease our 2017 FF0 estimate from $6.08 to $6.04 largely on more conservative development assumptions. Source: Deutsche Bank, company data, Thomson 371,837 267,471 95.50% 94.50% Actual Actual 3Q16 DBe $1.44 $1.44 DBe 2016 Cons $1.42 Pre 3Q Guide Pre 3Q Guide $5.62 - $5.68 Post 3Q Guide DBe $5.65 $5.63 Post 3Q Guide DBe Cons $5.66 94.65% 15bp 94.90% -85bp 15.0% commenced -+3% incl redev 60bp 13.8% commenced Deutsche Bank Securities Inc. Page 31 EFTA01437851 18 October 2016 REITs US REIT 3Q16 Earnings Preview Figure 61: KIM 3Q16 results preview KIM Earnings FFO/sh FFO/sh, as adjusted Operating Metrics Total leasing volume (pro-rata, signed) New leasing volume (comp + non-comp, pro-rata, signed) Renewal leasing volume (pro-rata, signed) Total occupancy (pro-rata, signed) q/q ch y/y ch Blended SS US rent spread (cash, pro-rata, signed) SS US new lease spread (cash, pro-rata, signed) SS US renewal spread (cash, pro-rata, signed) US SS NOI growth y/y (cash, pro-rata, incl redevs) 3015 Actual $0.40 $0.36 Actual 1,898 604 1,294 10bp 10.6% 28.6% 6.2% 2.4% 2016 Actual $0.38 $0.37 Actual 1,256 532 724 95.40% 95.90% -10bp 50bp 40bp 16.2% 29.8% 10.7% 3.1% Note: consensus estimates are based on Thomson compiled data as of 10/14/16 IIUpdate on Sports Authority exposure with previously commentary of 22 EFTA01437852 remaining boxes to release as of 20 IICommentary regarding investment market conditions — demand, buyer make up, cap rate trends. KIM has disposed of —$920M YTD (2016 guidance of $1-1.15B) at share and acquired I 452MM (2016 guidance of $450$550M) Update on conditions in Puerto Rico (-3% of ABR) with previous commentary of sales volume and traffic holding up. IIAlbertsons update IIUpdate on —$900M active re/development pipeline with expected incremental returns of 8-13% and opportunities to backfill IITalk about the potential redevelopment opportunity at recent Gateway Shopping Center acquisition in the Seattle metro IIThoughts on Amazon's continued push into grocery Source: Deutsche Bank, company data, Thomson 95.60% -30bp 20bp 5.0% commenced 2.5%-3.5% 95.85% 45bp 8.4% commenced Actual 3Q16 2016 Actual DBe $0.17 $0.38 Cons $0.18 DBe Pre 3Q Guide Post 3Q Guide $1.34 - $1.42 $1.48 - $1.52 Pre 3Q Guide Post 30 Guide DBe $1.38 $1.50 DBe Cons $1.38 EFTA01437853 Page 32 Deutsche Bank Securities Inc. EFTA01437854 18 October 2016 REITs US REIT 3Q16 Earnings Preview Figure 62: REG 3Q16 results preview REG Earnings FFO/sh Core FFO/sh Operating Metrics Leasing volume (pro-rata, signed, op properties) New leasing vol (pro-rata, comp + non-comp , signed) Renewal leasing volume (pro-rata, signed) Occupancy (pro-rata, signed, op properties) q/q ch y/y ch Blended rent spread (cash, pro-rata, signed, op properties) New lease Spread (cash, pro-rata, signed) Renewal Spread (cash, pro-rata, signed) SS NOI growth y/y (cash, pro-rata, ex-termination fees) 3Q15 2Q16 Actual Actual Actual $0.76 $0.76 $0.81 $0.82 Actual Actual Actual 1,156 360 796 1,542 392 1,150 96.1% 96.0% 20bp 20bp -20bp 10bp 8.8% 12.2% 12.9% 29.0% 7.6% 9.1% 4.7% 3.4% Note: consensus estimates are based on Thomson compiled data as of 10/14/16 IIExpect SS NOI to moderate in 2H from higher comps and bankruptcies IIUpdate on redevelopment plans of the office building at the recent Clarendon acquisition. IIUpdate on any acquisition opportunities in the marketplace EFTA01437855 II Update on leasing two remaining Sports Authority boxes IIThoughts on Amazon's continued push into grocery IIUpdate on re/development opportunities Source: Deutsche Bank, company data, Thomson 94.9% commenced 25bp 170bp 10.0% commenced 96.0% - 96.5% SS occ 95.35% commenced 25bp 12.0% commenced 3Q16 DBe $0.23 $0.80 DBe 2016 Cons $0.80 Pre 3Q Guide $2.71 - $2.76 $3.22 - $3.27 Pre 3Q Guide Post 3Q Guide DBe $2.72 $3.27 Post 3Q Guide DBe Cons $3.26 2.75% to 3.5% Deutsche Bank Securities Inc. Page 33 EFTA01437856 18 October 2016 REITs US REIT 3Q16 Earnings Preview Figure 63: RPAI 3Q16 results preview RPAI Earnings FFO/sh Operating FFO/sh Operating Metrics Total leasing volume (pro-rata) New leasing volume (comp + non-comp) Renewal leasing volume Total occupancy (commenced, consolidated) q/q ch y/y ch Blended rent spread (pro-rata) New lease Spread (pro-rata) Renewal Spread (pro-rata) SS NOI growth y/y (cash, consolidated) 3Q15 Actual $0.23 $0.27 Actual 666 254 412 -60bp 2Q16 Actual $0.31 $0.28 Actual 920 339 581 93.1% 93.6% 10bp -40bp 60bp 9.4% 8.1% 19.6% 16.3% 7.3% 6.9% 2.0% 4.2% Note: consensus estimates are based on Thomson compiled data as of 10/14/16 IIUpdate on disposition progress ($600-700M FY guidance). As of early August, RPAI had closed or was under contract for —$414M. IIUpdate on the Rite Aid (RAD: DB Hold rated, USD7.06, by George Hill) EFTA01437857 portfolio sales. IIUpdate on leasing remaining space at the Zurich asset IIUpdate on Sports Authority exposure and releasing progress. As of 2Q, Dicks (DKS: DB Buy rated, USD54.46 by Mike Baker) had assumed right of 1 store and was expected to assume the lease, 1 has been released and 1 is part of a redevelopment. 7 other stores remain to be released with 4 in active negotiation. II Current acquisition and sales environment commentary Staples/Office Depot plans I One Loudoun acquisition commentary and incremental detail on longer term plans at the asset Source: Deutsche Bank, company data, Thomson Actual Actual 3Q16 DBe $0.25 $0.26 DBe 2016 Cons $0.26 Pre 3Q Guide $1.11 - $1.14 $1.04 - $1.07 Pre 3Q Guide Post 3Q Guide Post 3Q Guide DBe $1.12 $1.06 DBe Cons $1.07 93.7% 14bp 94.2% 64bp 7.5% +2.50% to 3.50% -6bp 7.3% Page 34 Deutsche Bank Securities Inc. EFTA01437858 18 October 2016 REITs US REIT 3Q16 Earnings Preview Figure 64: RPT 3Q16 results preview RPT Earnings FFO/sh Operating FFO/sh Operating Metrics Total leasing volume (signed) New leasing volume (comp + non-comp, signed) Renewal leasing volume (signed) Total occupancy (100%, commenced) q/q ch y/y ch Blended rent spread (signed) New lease Spread (signed) Renewal Spread (signed) SS NOI growth y/y (cash, consolidated, excl redevs) 3Q15 2Q16 Actual Actual $0.37 $0.37 $0.36 $0.35 Actual Actual 392,462 628,188 63,281 101,278 329,181 526,910 93.50% 94.10% -30bp -40bp 40bp 30bp 9.3% 8.0% 31.3% 33.0% 7.6% 6.3% 2.2% 3.8% Note: consensus estimates are based on Thomson compiled data as of 10/14/16 IIPricing and color on recent MI dispositions for a combined —$40M, which put YTD dispositions at —$122M ($100-125M in guidance) and acquisition of Centennial Shops in MN for $32M. Previous commentary suggested acquisitions would be funded with additional dispositions above and beyond guided dispositions. IIUpdates on the disposition buyer pool and pricing trends in the market place EFTA01437859 II Update on efficiency improvements around leasing and redevelopment through decentralizing east and west regions IIUpdate on Office Depot (11 locations), Staples (7 locations), and Gander Mountain (2 locations) IIUpdate on remaining 3 Sports Authority locations left to lease IICommentary on Logan's (4 locations) and Golfsmith (2 locations), which are in bankruptcy IIUpdate on CAO search Source: Deutsche Bank, company data, Thomson Actual Actual 3Q16 DBe $0.33 $0.33 DBe 2016 Cons 0.34 Pre 3Q Guide Post 3Q Guide $1.33 - $1.37 Pre 3Q Guide Post 3Q Guide DBe $1.38 $1.36 DBe Cons 1.37 93.50% -60bp 93.80% Obp 8.0% commenced 2.0% to 3.0% Obp 4.0% commenced Deutsche Bank Securities Inc. Page 35 EFTA01437860 18 October 2016 REITs US REIT 3Q16 Earnings Preview Figure 65: SRC 3Q16 results preview SRC Earnings AFFO/sh Operating Metrics Occupancy q/q ch y/y ch Unit level rent coverage Acquisitions Avg cap rate on acquisitions Dispositions 3Q15 Actual $0.22 Actual 98.5% -20bp 50bp 2.9x 159,761 7.4% 81,950 2Q16 3Q16 Actual $0.22 Actual 98.3% -40bp -40bp 3.0x 165,000 7.6% 138,166 Note: consensus estimates are based on SNL compiled data as of 10/14/16 IIUpdate on the deal pipeline and cap rate trends IIUpdate on Haggen; remaining store sales (3 sold and 4 in the market as of 2Q) with SRC previously confident that overall they would recapture at least $40M in excess of initial Haggen investment; Update on the unsecured damages claim vs Haggen ($21M claim which they expected to recover at a minimum of $15M thereof). IIUpdate on Dallas on support staff hiring. EFTA01437861 II Update on tenant watch list, with a focus on restaurant commentary IIPlans for the remaining 2017 CMBS maturities following a $300MM private placement of 10-year 4.45% notes in August IISRC typically initiates FF0 guidance for the following fiscal year in 3Q. For AFFO, DB is at $0.93 and consensus is at $0.92 Source: Deutsche Bank, company data, Thomson 474,600 7.4% 64,000 815,182 7.5% 383,441 Actual Actual DBe $0.22 DBe 94.6% 30bp 148bp Cons $0.22 Pre 3Q Guide $0.87 - $0.89 Pre 3Q Guide 2016 Post 3Q Guide Post 3Q Guide DBe $0.89 DBe 94.6% 4bp 146bp Cons $0.88 Page 36 Deutsche Bank Securities Inc. EFTA01437862 18 October 2016 REITs US REIT 3Q16 Earnings Preview Office: Valuations remain attractive, but specter of recession remains an overhang Figure 66: 1-Month Office performance Office -8% -6% -4% -2% 0% 2% 4% 6% 3.7% 2.1% 2.0% 1.6% 1.3% 1.1% 0.9% 0.6% 0.5% 0.4% 0.2% 0.0% -0.5% -0.7%-0.7% -1.7% -2.8% -3.3% -4.2%-4.6% -5.3%-5.4% -5.9%-6.0% -0.9% -1.2% -1.2% Figure 67: YTD Office performance Office -30% -20% -10% 0% 10% 20% 30% 40% 50% 40.6% 39.0% 30.5% 21.6% EFTA01437863 19.4% 21.1% 18.0% 18.8% 17.7% 17.5% 17.0% 14.7%14.6% 13.9% 13.4%12.7% 9.8%8.0% 2.0%1.0% 9.8% -3.0%-5.0% -7.8% -11.1% -16.3% -18.4% As of 10/14/16 As of 10/14/16 Source: Deutsche Bank, SNL Source: Deutsche Bank, SNL Figure 68: vacancy flat while rents decelerate Major Markets 10.0% 12.0% 14.0% 0.0% 2.0% 4.0% 6.0% 8.0% Figure 69: SS NOI (Cash) growth Y/Y -10.0% -5.0% 0.0% 5.0% 10.0% 15.0% 20.0% 10.0% 15.0% 20.0% 25.0% -15.0% -10.0% -5.0% 0.0% 5.0% BXP Market Rent Growth (Y/Y) EFTA01437864 VacPercent IIY/Y market rent growth of +3.5% in 3016 is down 40bps from 2016, and has been on a decelerating trend since 4015 IIRent growth slows vs. 2016 in NY (+3.8%), LA (+3.4%), and Boston (+2.7%). DC improved (+2.5%) while SF was unchanged (+5.1%) IIVacancy flat q/q. Boston, LA, and SF improved, NY was unchanged, while vacancy increased in DC Note: major markets comprise NY, DC, Boston, LA, and SF Source: Deutsche Bank, REIS Key Office topics/questions for 3016 Source: Deutsche Bank, company data 2015 CLI 3015 KRC SLG 4Q15 VNO (NY, VNO (DC, SS EBITDA) SS EBITDA) 1Q16 Average 2Q16 IIRent commencement of previously-signed leases and free rent burn off should support elevated SS NOI growth Health of the leasing environment, with national momentum generally healthy IISupply in the major markets, and impact on pricing power Deutsche Bank Securities Inc. Page 37 EFTA01437865 18 October 2016 REITs US REIT 3Q16 Earnings Preview Foreign capital flows into US CRE Investment market update. The CBD price index has been generally trending up since May, following a weak start in 2016 IIBest use of capital in today's compressed yield environment IIState of current capital markets IIOverall demand trends in NYC, the impact of Hudson Yards and Manhattan West, and the strength of the high end market IID.C. market tenant trends with brokers highlighting muted demand IIFundamentals in Boston which continues to benefit from a diverse tenant base IISan Francisco sub-lease space/demand trends and overall tenor of technology tenants, given market concerns. Pre-leasing activity has ept up with new supply so far Ill Health of the LA market, where demand has been strong recently, but job growth has slowed of late IIUpdate on Penn Station redevelopment RFP Figure 70: BXP 3Q16 results preview BXP Earnings FFO/sh Operating Metrics Total leasing volume (100%) Total occupancy (100%) q/q ch y/y ch Total gross rent spread (cash, 100%) SS NOI growth y/y (cash, pro-rata) 3Q15 Actual $1.41 Actual 20bp -70bp 2Q16 Actual $1.43 Actual EFTA01437866 1,329,648 925,601 91.30% 90.80% -20bp -30bp 5.6% 18.3% -0.5% 3.3% 3016 2016 Actual Actual DBe $1.42 DBe 90.15% -65bp -115bp 15.0% commenced 1.00% - 3.00% Note: consensus estimates are based on ThomsonReuters compiled data as of 10/14/16 IIUpdate on the high end NYC market, with recent commentary from BXP more positive compared to peers. BXP has some available space in the GM Building and 250 West 55th Street that would fall under this category IIDeal flow in LA following Colorado Center purchase IIManagement recently signaled a potential increase to the dividend following the scheduled Board meeting in October IIUpdate on the $80MM NOI bridge through 2017 IIUpdate on Salesforce Tower, which was 59% preleased as of 2016 (management expects to reach 70% by YE2016) IIUpdate on potential 2016 development starts: Springfield Metro North, 20 City Point, and Reston Block 5 IIUpdate on preleasing activity at Kendall Center, with management noting during the 2Q call that they were in "advanced discussions" for a 400ksf prelease IIBXP typically provides its initial FFO guidance for the following fiscal year in 3Q. We are at $6.50 and consensus is at $6.40 II3Q FFO/sh guidance of $1.40-$1.42. (DBe at $1.42) Source: Deutsche Bank, company data, Thomson Cons EFTA01437867 $1.43 Pre 3Q Guide Post 30 Guide $5.92 - $5.99 Pre 3Q Guide Post 30 Guide 90.0% - 91.5% DBe $5.97 DBe Cons $5.98 90.84% avg Obp 11.3% commenced Page 38 Deutsche Bank Securities Inc. EFTA01437868 18 October 2016 REITs US REIT 3Q16 Earnings Preview Figure 71: CIO 3Q16 results preview CIO Earnings FFO/sh Core FFO/sh Operating Metrics SS NOI growth, y/y Occupancy (commenced) q/q ch y/y ch Occupancy (signed and commenced) q/q ch y/y ch Total leasing volume (ksf) 3Q15 Actual $0.17 $0.33 Actual N/A 2Q16 Actual $0.19 $0.22 Actual -9.3% 94.9% 88.2% 90bp 90bp 320bp 230bp 61 -580bp 95.4% 92.8% 20bp -40bp -240bp 7 Note: consensus estimates are based on Thomson compiled data as of 10/14/16 IIUpdate on acquisition pipeline following preferred equity capital raise, and timing of other expected acquisitions IIUpdate on investor demand in CIO's target markets IIMarket conditions in secondary markets, with JLL noting favorable fundamentals EFTA01437869 II Update on Fairwinds Credit Union's decision to move, which is expected by YE2016. If they do not vacate, their lease renews for a 9 year term IIWe are updating our model to reflect the recently announced preferred equity capital raise, and using proceeds to assume $250MM of acquisitions at a 7% cap rate. Our 2016 core FFO/sh estimate move to $1.01 from $1.08, NAREIT FFO moves to 54c from 63c, and FAD moves to 58c from 65c. In 2017, core FFO/sh moves to $1.35 from $1.27, NAREIT FFO moves to $1.23 from $1.19, and FAD moves to $1.15 from $1.08. Please see Figure 98 for a summary of our estimate revisions IIWe are increasing our target price to $15.50 from $15 as we model in increased acquisitions. Please see Figure 97 for details on our target price Source: Deutsche Bank, company data, Thomson Actual 3Q16 DBe $0.22 $0.26 Actual DBe 92.6% 439bp -231bp 2016 Cons $0.26 Pre 3Q Guide $1.06 - $1.10 Pre 3Q Guide Post 3Q Guide DBe $0.54 $1.01 Post 3Q Guide DBe 90.3% Cons $1.07 Deutsche Bank Securities Inc. Page 39 EFTA01437870 18 October 2016 REITs US REIT 3Q16 Earnings Preview Figure 72: CLI 3Q16 results preview CLI Earnings FFO/sh Pro-forma FFO/sh' Operating Metrics Total leasing volume (in-service consolidated, executed) Total occupancy (Q-end, SF leased) q/q ch Office rent spread (Cash) SS NOI growth y/y (cash) SS NOI growth y/y (GAAP) 3Q15 2Q16 Actual Actual $0.51 $0.48 $0.64 $0.55 Actual Actual 956 660 85.8% 86.7% 350bp -50bp 2.8% 17.2% 6.5% 2.1% 6.5% 8.3% Note: consensus data is based on Thomson compiled data as of 10/14/16 IIUpdate on disposition plans. Management noted —$150MM is expected to be sold through 2016 IIWe expect management to provide initial 2017 guidance during the 3Q call IIThoughts on the NJ waterfront, and traction from the front office IIUpdate on the development pipeline where the focus remains on multi-family projects IIRecent leasing velocity in Parsippany, Metropark, and Jersey City IICLI will provide initial guidance for the following fiscal year in 3Q. For FFO, we are at $2.21 and consensus is at $2.22 Source: Deutsche Bank, company data, Thomson 87.2% 50bp 3% total EFTA01437871 5.0% - 6.0% 9.5% - 10.5% 89.0% - 91.0% 88.0% 3% total Actual Actual 3016 DBe $0.56 $0.56 2016 Cons $0.55 DBe Pre 3Q Guide $2.07 - $2.13 Pre 3Q Guide Post 3Q Guide DBe $2.21 $2.12 Post 3Q Guide Cons $2.11 DBe Figure 73: KRC 3016 results preview KRC Earnings FFO/sh Pro-forma FFO/sh ex-items Operating Metrics Total leasing volume (commenced) Total leasing volume (executed) Stabilized Occupancy at Q-end q/q ch y/y ch Rent spread (commenced, cash, 2nd generation) Rent spread (executed, cash, 2nd generation) SS NOI growth y/y (cash) SS NOI growth y/y (GAAP) 3015 2016 3016 Actual Actual $0.77 $0.77 $0.86 $0.87 Actual Actual 386 384 EFTA01437872 273 266 95.6% 95.5% -110bp 60bp 150bp -120bp 26.9% 7.3% 39.2% 19.0% -2.5% 12.4% 1.6% 3.2% Note: consensus estimates are based on Thomson compiled data as of 10/14/16 IIUpdate on KRC's disposition plans. We note that a JV sale to Norges Bank closed in August, with another sale expected to close in 4Q IIUpdate on leasing up the Exchange, with the focus shifting to multi-tenant leases although an agreement with one tenant for the entire space remains possible IIUpdate on 100 Hooper, where management was negotiating LOIs per the 2Q call. Construction could commence by YE2016 if pre-leasing reaches 50% IIUpdate on demand in the West Coast from technology tenants IIUpdate on SF sublease space availability and demand for block space (>100ksf) IIUpdate on 515ksf of leases under LOI, split evenly between stabilized and developments properties IITrends in SoCal where job growth has been slowing Source: Deutsche Bank, company data, Thomson 95.3% -25bp -35bp 15.0% high end of 94.5-95% 15.0% +9.0% to 11.0% 95.0% 20bp 15.0% Actual Actual DBe $0.87 $0.87 Cons $0.87 DBe EFTA01437873 Pre 3Q Guide $3.36 - $3.44 Pre 3Q Guide 2016 Post 3Q Guide Post 3Q Guide DBe $3.40 $3.40 DBe Cons $3.40 Page 40 Deutsche Bank Securities Inc. EFTA01437874 18 October 2016 REITs US REIT 3Q16 Earnings Preview Figure 74: PGRE 3Q16 results preview PGRE 3Q15 Earnings Core FFO/sh Operating Metrics Signed Occupancy q/q ch Total Leasing Volume Rent spreads (cash) SS NOI growth (cash, y/y) ADtual $0.20 ADtual 390,142 2Q16 Actual $0.23 Actual 92.9% 92.9% -190bp 13.4% 22.9% N/A -270bp 148,896 -14.0% Note: consensus estimates are based on Thomson compiled data as of 10/14/16 I Update on vacant space at 1633 Broadway, 1301 Ave of the Americas, 31 West 52nd St. Tenant interest in 150ksf being vacated in January at 1325 Ave of the Americas I Update on retail leasing plan at 1633 Broadway Commentary regarding large block demand and high end office demand in NYC Overall pace of leasing in D.C. as the election nears I We are updating our model to reflect the One Front Street acquisition and recent financing activity. Our 2016 NAREIT FFO/sh estimate moves to 87c from 86c, core FFO moves to 85c from 83c, and FAD moves to 37c from 35c. Our 2017 NAREIT and core FFO estimates move to 96c from 89c, and FAD moves to 54c from 48c. Please see Figure 98 for a summary of our estimate revisions Source: Deutsche Bank, company data, Thomson Actual EFTA01437875 Actual 3016 DBe $0.19 DBe 92.4% -47bp 36,785 15.0% 2016 Cons $0.19 Pre 3Q Guide Post 3Q Guide $0.81 - $0.85 Pre 3Q Guide Post 3Q Guide DBe $0.85 DBe 92.6% 402,416 15.0% Cons $0.85 Figure 75: SLG 3016 results preview SLG Earnings FFO/sh Operating Metrics Manhattan leasing volume (signed) Manhattan occupancy (commenced) Manhattan rent spread (signed) Manhattan rent spread (commenced) Suburban leasing volume (signed) Suburban occupancy (commenced) Suburban rent spread (signed) Suburban rent spread (commenced) SS NOI growth y/y (cash, combined) 3015 Actual $1.65 Actual 533,697 92.6% 15.6% 26.8% 131,366 79.8% -3.8% -5.2% 6.5% 2016 EFTA01437876 Actual 3016 Actual $3.39 Actual 621,150 95.6% 16.1% 11.8% 177,684 80.6% 2.5% 2.8% 6.5% Note: consensus estimates are based on Thomson compiled data as of 10/14/16 IIWith the construction loan in place, update on the funding plans for One Vanderbilt: JV now, JV following some leasing, or wholly-own the asset IISLG recently noted deceleration in high end leases, while BXP has been more positive IIUpdate on leasing goal. Per management commentary, SLG had leased -2.3msf as of mid-September, suggesting —830ksf of leasing in 3Q with a few weeks to go IIPress reports from The Real Deal suggesting that SLG is looking to sell its 16 Court St. office tower in Brooklyn for $160MM IIUpdate on the health of luxury street retail IIView on the health of SLG's structured finance business Source: Deutsche Bank, company data, Thomson Actual DBe $1.43 Cons $1.50 DBe 95.6% 11.6% 80.9% 11.6% 6.0% - 6.5% 2016 Pre 3Q Guide Post 30 Guide DBe $8.17 - $8.25 Pre 3Q Guide Post 3Q Guide 2,600,000 97%+ EFTA01437877 22% $8.19 Cons $8.29 DB est 95.9% 20.4% 81.1% 8.2% Deutsche Bank Securities Inc. Page 41 EFTA01437878 18 October 2016 REITs US REIT 3Q16 Earnings Preview Figure 76: VNO 3Q16 results preview VNO Earnings FFO/sh FFO/sh adjusted for comparability Operating Metrics NYC occupancy (pro-rata, signed) q/q ch NYC office rent spread (cash, pro-rata, signed) NYC office SS EBITDA (cash, pro-rata) DC occupancy (pro-rata, signed) q/q ch DC office rent spread (cash, pro-rata, signed) DC office SS EBITDA (cash, pro-rata) 3Q15 Actual $1.25 $1.24 Actual 2Q16 Actual $1.21 $1.23 Actual 96.20% 96.00% -30bp -20bp 24.7% 21.7% -0.3% 5.9% 84.70% 84.00% -10bp -80bp -4.6% -6.7% -9.4% -2.5% Note: consensus estimates are based on Thomson compiled data as of 10/14/16 IIVNO, along with 2 partners, won the bid for the Farley building redevelopment. Update on RFP process for the Penn Station redevelopment IISales update at 220 Central Park South, with management noting during the 2Q call increased activity following a period of slowdown IIUpdate on the potential spin off of the Washington business IIUpdate on the Skyline properties, with VNO in negotiation with special servicer per the 2Q call EFTA01437879 II Update on leasing pipeline, which stood at over lmsf per the 20 call IIWe are updating estimates to reflect recently announced financing activity. Our 2016 FFO/sh estimate moves to $4.88 from $4.84, while FAD moves to $2.70 from $2.66. For 2017, our FFO estimate moves to $5.55 from $5.43 while FAD moves to $3.79 from $3.67. Please see Figure 98 for a summary of our estimate revisions Source: Deutsche Bank, company data, Thomson Actual Actual 3Q16 DBe $1.25 $1.27 DBe 96.00% Obp 15.0% commenced 85.00% 100bp -5.0% commenced 2016 Cons $1.27 Pre 3Q Guide Post 30 Guide DBe $4.88 $4.94 Pre 3Q Guide Post 30 Guide DBe 96.00% -40bp y/y 20.0% commenced 86.00% -4.8% commenced Cons $4.87 Figure 77: KW's 3Q16 results preview Management's plans to bridge the value gap Impact from Brexit on assets in the UK, specifically, and more broadly in Europe IIManagement expectations for the pace of investment activity through 2016 IIUpdate on the acquisition pipeline in the US and Europe, and the disposition pipeline in the US. KW announced —$400MM of acquisitions and $207MM of dispositions in the multifamily portfolio in 3Q EFTA01437880 II Update on multi-family demand and fundamentals in West Coast markets IIUpdate on the company's leasing efforts of its SoCal commercial portfolio IIDevelopment pipeline progress and impact on NOI IIUpdate on the KW and KWE (KWE LON: DB Hold rated, 1002GBp by Oliver Reiff) share repurchase programs Source: Deutsche Bank, company data Page 42 Deutsche Bank Securities Inc. EFTA01437881 18 October 2016 REITs US REIT 3Q16 Earnings Preview Data Centers: Measuring growth in years not quarters Figure 78: 1-month Data Center performance Data Center -3% -2% -1% 0% 1% 2% 3% 4% 3.5% 2.9% 1.8% 1.6% -0.9% -1.0% -1.8% COR As of 10/14/16 Source: Deutsche Bank, SNL DLR EQIX QTS CONE DFT 0% 5% 10% 15% 20% 25% 30% 35% 40% 45% 39.5% 33.8% 30.6% 28.9% 25.7% 21.5% 18.2% Figure 79: YTD Data Center performance Data Center COR DFT As of 10/14/16 EFTA01437882 Source: Deutsche Bank, SNL CONE DLR EQIX QTS Figure 80: Strong fundamentals as seen by net absorption Net absorption (MW) 10 20 30 40 50 -10 0 NOVA 4Q14 Silicon Valley 1Q15 NYC/NJ Chicago Dallas / Ft. Worth 2Q15 4Q15 Average 2Q16 IIDemand outpacing supply in key markets of NOVA and Chicago Source: Deutsche Bank, CBRE Further M&A opportunities in the space 2Q15 Figure 81: Leasing trending up $20 $40 $60 $80 $100 $120 $0 DLR 3Q15 CONE 4Q15 QTS 1Q16 Total 2Q16 IICONE continues to benefit from leasing trends EFTA01437883 Source: Deutsche Bank, CBRE Bookings ($mm) Integration and synergies from recent consolidation wave IICompetitive landscape as more players move towards a flexible product offering IILeasing momentum and pricing trends in key markets like NOVA and Chicago Development cost and yield trends Impact on leasing from enterprise adoption of the public cloud IIExpansion opportunities in new geographies and verticals Hyperscale cloud demand outlook over the next 12 months Deutsche Bank Securities Inc. Incremental demand in Houston in light of energy headwinds Page 43 EFTA01437884 18 October 2016 REITs US REIT 3Q16 Earnings Preview Figure 82: CONE's 3Q16 results preview CONE Income Statement ($ in MM's, except per share) GAAP Revenue Adjusted EBITDA Adjusted EBITDA margin FFO/sh, normalized Operating Metrics (in 000's, excect per share) GAAP rent annualized ($mm) MW signed Rent/KW/Month Quarterly churn rate 3Q15 2Q16 Actual Actual $111.2 $59.0 53.1% 53.3% $0.57 Actual $12.14 4.8 Actual $130.1 $69.4 $0.67 Actual $57.19 40.0 $210.83 $119.15 0.7% 2.7% Note: consensus estimates are based on Thomson compiled data as of 10/14/16 IIExpectations are elevated following 3 back-to-back quarters of strong leasing. Update on the size of the leasing pipeline II Recent changes in conversations with enterprise and public cloud players Pricing, yield and construction cost trends IIFundamentals in key markets, specifically in NOVA, Houston, Dallas, and Phoenix IIConstruction plans in the Pacific Northwest and NOVA following land purchases. CONE recently acquired 29 acres in the Phoenix metro while highlighting Santa Clara as an area of focus IILeasing activity at the CME property in Chicago EFTA01437885 II Expansion plans in 2016 for new markets, and potential for additional acquisitions Impact from weakness in the energy industry on CONE's oil and gas tenants IIWe are updating estimates to reflect our expectation of an earlier exercise of the forward equity sales offering in 2017 and a modest reduction in rent commencements in 2017. Our 2016 estimates are unchanged. For 2017, our core FFO/sh estimate moves to $2.95 from $3.01, NAREIT FF0 moves to $2.71 from $2.77, FAD moves to $2.90 from $2.97, and EBITDA moves to $337.7MM from $345.8MM. Please see Figure 98 for a summary of our estimate revisions IIWe are lowering our target price to $59 from $60 as a result of our estimate revisions. Our target multiple are unchanged (17.4x EBITDA and 19.1x FAD) Please see Figure 97 for details on our target price Source: Deutsche Bank, company data, Thomson Actual 3Q16 DBe $136.6 $71.2 2016 Cons $136.1 $69.3 52.1% 51.0% $0.64 $0.62 DBe Pre 3Q Guide $520 - $530 $270 - $280 $2.50 - $2.58 Pre 3Q Guide Post 3Q Guide DBe $525.2 $275.3 Post 3Q Guide DBe Cons $526.7 $275.0 52.4% 52.2% $2.56 $2.56 EFTA01437886 2.5% Page 44 Deutsche Bank Securities Inc. EFTA01437887 18 October 2016 REITs US REIT 3Q16 Earnings Preview Figure 83: DLR's 3Q16 results preview DLR Income Statement FFO/sh Core FFO/sh Operating Metrics Signed $ leasing volume (MM's) Rent/KW/Month TKF new leasing volume (ksf signed) TKF new lease rent/sf (signed) TKF renewal rent spread (GAAP) Colo new leasing volume (ksf signed) Colo new lease rent/sf (signed) Colo renewal rent spread (GAAP) Total occupancy (commenced) Same-capital NOI growth 3Q15 Actual $1.28 $1.32 Actual $33,000 $259 159 $186 7.7% 12 $239 9.1% 93.00% 2.20% 2Q16 Actual $1.36 $1.42 Actual $23,000 $247 39 $216 9.5% 26 $229 5.2% 90.40% 3.30% Note: consensus estimates are based on Thomson compiled data as of 10/14/16 EFTA01437888 II We expect DLR to recover following 2Q's moderate leasing level. Through July, DLR had signed —$20MM of new leases IIExpect above market leases in NJ and Phoenix to roll in 2H16, resulting in negative spreads IILeasing demand from SMACC tenants IIUpdate on DLR's building an ecosystem as the company looks to benefit from Telx's product offering IIPlans for international expansion, specifically Japan and Germany IIThoughts on further consolidation opportunities IIUpdate on the search for the Sales & following Matt Miszewski's departure IIWe are updating estimates to reflect for a portion of the forward equity sales offering and lowering our 2H16 leasing NAREIT FFO/sh estimates are unchanged, while FAD moves to FF0 move to $6.09 from $6.24, while FAD moves to $5.21 from our estimate revisions IIWe are lowering our target price to $108 lowered estimates. Our target multiple are unchanged (18.0x EBITDA and 19.6x FAD). Please see Figure 97 for details on our target price Source: Deutsche 90.60% + / - 50bps 2.5% - 4.0% 90.60% Actual Actual 3Q16 DBe $1.37 $1.49 DBe 2016 Cons $1.44 Pre 3Q GuidePost $5.50 - $5.55 $5.65 - $5.75 Pre 3Q GuidePost Marketing leadership position our expectation of a delayed exercise assumptions. Our 2016 Core and $5.09 from $5.10. For 2017, Core and NAREIT $5.36. Please see Figure 98 for a summary of from $112 as a result of our Bank, company data, Thomson 3Q Guide 3Q Guide EFTA01437889 DBe $5.53 $5.73 DBe Cons $5.70 Cons Deutsche Bank Securities Inc. Page 45 EFTA01437890 18 October 2016 REITs US REIT 3Q16 Earnings Preview Figure 84: QTS's 3Q16 results preview QTS 3Q15 Income Statement ($ in 000's, except per share) GAAP Revenue GAAP NOI NOI margin Adjusted EBITDA Adjusted EBITDA margin Operating FFO/sh Operating Metrics (in 000's, except per share) MRR at period end Churn rate Incremental annualized rent, net of downgrades Booked-not-billed (annualzied rent) C2/C3 renewal spread (signed) Total in progress construction pipeline Annualized ROIC Actual $88,890 $56,503 63.6% $39,131 44.0% $0.61 Actual $26,214 0.8% $5,583 $61,300 -0.7% $72,000 15.7% Note: consensus estimates are based on Thomson compiled data as of 10/14/16 IIUpdate on leasing activity at the Chicago facility. Phase 1 with 48krsf was opened in July I Update on NJ facility acquired from DFT Management expects a reduction to ROIC as Chicago and NJ are leased up Interest in wholesale leases at recently developed facilities Expectations for churn as QTS continues the migration from leased to owned facilities Tenant conversations regarding C2 and C3 demand and impact from the public EFTA01437891 cloud IIDevelopment capex spending expectations for the remainder of 2016 Source: Deutsche Bank, company data, Thomson 2Q16 Actual $98,687 $64,021 64.9% $45,613 46.2% $0.63 Actual $28,872 1.3% $13,310 $49,100 2.0% $103,000 15.1% Actual Actual 3Q16 DBe $104,481 $65,844 63.0% $46,202 44.2% $0.62 DBe $31,033 5.0% - 8.0% 2016 Cons $102,115 $45,402 44.5% $0.65 Pre 3Q Guide mid-teens $179,000 - $187,000 $2.55 - $2.65 Pre 3Q Guide Post 3Q Guide Post 3Q Guide DBe Cons $405,992 $401,346 $260,609 64.2% EFTA01437892 5184,225 5180,717 45.4% 52.62 DBe 45.0% 52.60 Cons2 Page 46 Deutsche Bank Securities Inc. EFTA01437893 18 October 2016 REITs US REIT 3Q16 Earnings Preview Industrial: Fundamentals remain solid, backed by ecommerce and retail demand Figure 85: 1-Month Industrial performance Industrial -4% -3% -2% -1% 0% 1% 2% 3% 4% 3.1% 2.4% 1.6% 0.8% 0.7% 0.5% Figure 86: YTD Industrial performance Industrial -0.3% -0.3% -0.4% -1.8% -2.8% -3.2% LPT REXR STAG DCT As of 10/14/16 Source: Deutsche Bank, SNL PSB EGP TRNO PLD FR MNR DRE 0% 5% 10% 15% 20% 25% 30% 35% 40% 36.4% 33.5% 31.9% 31.9% 27.8% 27.0% EFTA01437894 25.3% 25.0% 22.5% 21.7% 18.1% 24.9% REXR LPT MNR STAG EGP As of 10/14/16 Source: Deutsche Bank, SNL DCT PSB DRE FR PLD TRNO Figure 87: Warehouse vacancy rate & rent growth Figure 88: PLD SS NOI growth 10.0% 10.5% 11.0% 11.5% 12.0% 12.5% 13.0% 13.5% 0.0% 0.5% 1.0% 1.5% 2.0% 2.5% 3.0% 0.0% 1.0% 2.0% 3.0% 4.0% 5.0% 6.0% 7.0% 8.0% Effective rent growth y/y (rhs) Vacancy rate (lhs) IIPreliminary REIS data shows that 3Q demand slowed with net absorption of 14.7msf vs. 21.8msf last quarter. Rent growth accelerated at a moderate rate similar to 2Q IIWhile demand slowed so did new construction, which fell to 13.4msf from 19.6msf in 2Q with 52% concentrated in 5 of the primary markets EFTA01437895 IIVacancy rate remained stable as net absorption came in slightly higher than new construction. Effective rent growth slowed slightly to around +2.3% vs. +2.4% in 2Q ll In a similar fashion, data from Jones Lang LaSalle shows net absorption was concentrated as well with more than a third of 3Q activity spread across 4 primary markets Source: Deutsche Bank, Reis Source: Deutsche Bank, company data GAAP Cash 6/30/15 5.9% 5.2% 9/30/15 6.2% 4.5% 12/31/15 6.6% 4.5% 3/31/16 7.4% 6.0% 6/30/16 6.1% 5.3% Deutsche Bank Securities Inc. Page 47 SS NOI (Owned & Managed) EFTA01437896 18 October 2016 REITs US REIT 3Q16 Earnings Preview Key Industrial topics/questions for 3016 IISupply update across markets IIViews on industrial fundamentals in the UK and Europe with Brexit trade negotiations likely to start around March IIUpdate on impact of weaker GBP IICommentary on investor appetite for industrial assets IITrajectory of e-commerce driven demand IIEuropean asset pricing IIU.S. investment market update in light of recent portfolio sales and portfolios on the market Figure 89: PLD 3Q16 results preview PLD Earnings Core FFO/sh Operating Metrics Total leasing volume (signed, owned & New leasing volume (Op + CIP, signed, Renewal leasing volume (signed, owned Occupancy (commenced, owned & managed q/q ch y/y ch Rent spread (signed, cash, PLD share) SS NOI growth y/y (GAAP, PLD share) SS NOI growth y/y (cash, PLD share) 3015 2016 Actual Actual $0.58 $0.60 Actual Actual 42,162 48,509 15,292 21,827 26,870 26,682 95.4% 95.7% 60bp 110bp 20bp 90bp 3.6% 7.9% 6.2% 6.1% 4.5% 5.3% Note: consensus estimates are based managed) owned & managed) & managed) on Thomson compiled data as of 10/14/16 EFTA01437897 II Updated FX outlook for 2016 and impact on promote income. Guidance for promote income issued in July factored in stable FX rates IIUpdate on PLD's supply pressured markets in Houston (2.0% of NOI), Columbus (1.0%), and Poland (1.9%) IIUpdate on fund inflows and redemptions in Europe. PLD had 2 sterling investors potentially looking to withdraw €45MM but also had €400MM of inflows queued up for its open-ended PTELF fund in July IIDevelopment update with comments on trajectory of margins, starts outlook, and mix of built-to-suit projects IIRental rate/spread trends with portfolio 13-15% below market as of 2Q (-15% below market in the U.S.) IICap rate and vacancy trends in Europe. PLD previously forecasted a 20bps drop in vacancy to 5.8% by year-end (80bps decline vs. 2015). Pre-Brexit cap rate outlook called for 15-30bps of compression this year IIUpdate on disposition plans and buyer interest across different geographies and asset types Source: Deutsche Bank, company data, Thomson Actual Actual 306 DBe $0.69 Cons $0.70 DBe Pre 3Q Guide $2.52 - $2.58 Pre 3Q Guide 2016 Post 3Q Guide Post 3Q Guide DBe $2.57 DBe Cons $2.57 96.3% 64bp 94bp +96.0% to 97.0% 97.3% 100bp EFTA01437898 15.0% commenced +4.75% to 5.25% 15.2% commenced Page 48 Deutsche Bank Securities Inc. EFTA01437899 18 October 2016 REITs US REIT 3Q16 Earnings Preview Healthcare: Rents continue upward climb as primary markets mostly shrug off new supply Figure 90: 1-Month Healthcare performance -12% -10% -8% -6% -4% -2% 0% 2% 4% 6% 8% Healthcare 5.3% 5.1% 4.9% 2.4% 1.0% 0.9% 0.4% 0.0% -2.2% -0.2% -0.8%-1.3% -1.9% -2.1% -5.0% -5.6% -7.0% -10.4% UHT MPW CHCT DOC SNH SBRA HTA NHI LTC CTRE VTR HCP HR OHI HCN CCP SNR As of 10/14/16 Source: Deutsche Bank, SNL Figure 91: YTD Healthcare performance -20% -10% 0% 10% 20% 30% 40% 50% 60% 70% Healthcare 57.3% 33.1%32.9% 30.9% 29.0% 26.0% EFTA01437900 25.4% 22.4% 24.5% 20.1%20.0% 17.6% 12.2% 5.8% 0.0% -0.6% -6.9% SNH CTRE MPW NHI CHCT UHT DOC SBRA VTR LTC HTA HR SNR HCN OHI HCP CCP As of 10/14/16 Source: Deutsche Bank, SNL 15.0% Figure 92: Primary mkt Sr Housing occ & rent growth 84.00% 85.00% 86.00% 87.00% 88.00% 89.00% 90.00% 91.00% 92.00% Sr Housing Rent Growth Sr Housing Occupancy IISr Housing occupancy up 12bps q/q in 30 but D own 9bps y/y IL occupancy up 16bps q/q and up 2bps y/y IIAL occupancy up 6bps q/q and down 22bps y/y IISr Housing rent growth improved to +3.78% vs +3.18% in 2Q driven by IL +4.21% (+3.43% in 20) and AL +3.16% (+2.81% in 2Q). This is the ighest rent growth since 2007 IL starts declined to 1,500 units in 3Q (2,100 in 2Q), staying in line with the 4-quarter average. AL construction starts in primary markets picked up with 2,600 units started in 3Q (2Q starts revised to 2,100 from 1,800), slightly below the rolling 4-quarter average of 2,800 IIConstruction as a % of inventory was down slightly to 5.78% in 3Q vs 5.99% in 20 (IL 3.89% from 4.25% and AL 8.34% from 8.36%) Source: Deutsche Bank, NIC MAIDS) Data and Analysis Service Source: Deutsche Bank, company data EFTA01437901 0.00% 0.50% 1.00% 1.50% 2.00% 2.50% 3.00% 3.50% 4.00% 4.50% Figure 93: Total portfolio SS NOI growth 0.0% 0.5% 1.0% 1.5% 2.0% 2.5% 3.0% 3.5% 4.0% 4.5% 5.0% HCN 2015 3015 4015 1016 VTR 2016 IIPre-3Q guidance for both companies implies some deceleration in 2H16 IIWhile rent growth and occupancy remained healthy in 3Q as per NIC data, elevated supply continues to be a near-term concern for SHOP growth IISNFs remain a risk as well with HCN more exposed vs. VTR. As the post-acute sector transitions to value-based payment systems, uncertainty around Medicare reimbursements will continue to weigh on SNF assets and valuation Deutsche Bank Securities Inc. Page 49 Occupancy 0604 0702 0704 0802 EFTA01437902 08Q4 09Q2 09Q4 10Q2 10Q4 11Q2 11Q4 12Q2 12Q4 13Q2 13Q4 14Q2 14Q4 15Q2 15Q4 16Q2 y/y Rent Growth Cash SS NOI growth (y/y, total) EFTA01437903 18 October 2016 REITs US REIT 3Q16 Earnings Preview Key Healthcare topics/questions for 3016 IIPricing/occupancy in markets with elevated supply such as Atlanta, San Antonio, Houston, Kansas City, Denver, Orlando, Chicago, Dallas, and Sacramento, with each having over 9% of inventory currently under construction IIUpdated FX outlook for 2016 with GBP 7-8% weaker vs. 2Q. We expect HCN's and VTR's earnings to be largely insulated from GBP devaluation given hedging IILong-term views on asset values in the UK IIUpdate on supply and demand dynamics across VTR and HCN markets. Recent reports show that AL construction remains highly concentrated while IL construction is heaviest in secondary markets IIOperating expense and labor costs trends. Recent NIC data suggests hourly wage growth for AL employees have decelerated to +2% y/y, down from roughly 4% posted during the last few quarters IIUpdate on skilled nursing, including reasons behind recent occupancy declines. NIC data shows 2Q (1-Q lag) occupancy at a 5-year low (123bps q/q, -170bps y/y) with quality mix down as well (-140bps q/q, - 130bps y/y) IIState of the transaction markets and investor interest given current cost of capital with Sr Housing & nursing care volume decreasing again to $2.06 from $2.6B in 2Q (5th consecutive 0 with <$5.06 in volume) IIUpdate on cap rate trends in light of low transaction activity for Sr housing (upward trend in cap rates continued in 3Q as per NIC report) IIUpdated hospital outlook given recent transaction activity in the sector IIAcquisition outlook and investment appetite given current cost of capital Page 50 Deutsche Bank Securities Inc. EFTA01437904 18 October 2016 REITs US REIT 3Q16 Earnings Preview Figure 94: HCN 3Q16 results preview HCN Earnings Normalized FFO/sh ex-items Operating Metrics SS NOI growth y/y (cash) SS NOI growth y/y (Sen Housing NNN) SS NOI growth y/y (Post Acute) SS NOI growth y/y (Sen Housing Operating) SS NOI growth y/y (MOB) EBITDAR coverage (stable portfolio, TTM basis) Private pay (% of facility revenue, stable portfolio) SNF occupancy (stable portfolio) Senior Housing Operating occupancy (stable portfolio) MOB occupancy (total) 3Q15 2Q16 Actual Actual $1.12 $1.15 Actual Actual 3.0% 3.3% 3.3% 2.8% 3.4% 3.6% 2.7% 4.0% 2.5% 2.4% 1.25x 1.21x 87.3% 89.2% 85.9% 86.9% 90.5% 91.0% 95.2% 94.9% Note: consensus estimates are based on ThomsonReuters compiled data as of 10/14/16 Note: SNF data is LT/Post Acute in 4Q14 and beyond IIGrowth trajectory of senior housing portfolio in the UK and Canada. All four SHOP development projects scheduled for 4Q16 delivery and two NNN projects scheduled for 3Q16 are in the UK IIMore detail on the recently completed acquisition of $1.15B sr. housing assets in California as well as HCN's outlook for further capital deployment IIUpdate on the development pipeline and yields. Deliveries for 3Q16 include four senior housing NNN assets (two in the UK) and one MOB with a projected yield of 7.0% EFTA01437905 II Update on the start timing of HCN's memory care project in Manhattan (The Welltower) IIUpdate on timing of $1.3B in planned dispositions. Our model reflects $803MM of sales and repayments in 306 and $204MM in 4Q16 IIProgress on decreasing SNF exposure with 60% of $1.3B dispo guidance consisting of SNF assets. Update on sales from the Genesis portfolio and any plans to dispose of additional Genesis assets (management indicated this could be a possibility on 2Q's call) IIOutlook for the post-acute care segment including an update on Genesis IISupply update in HCN's markets with Chicago and Atlanta being highlighted earlier this year of facing supply pressure and having weaker economies Source: Deutsche Bank, company data, Thomson Actual Actual 306 DBe $1.13 DBe 2016 Cons $1.14 Pre 3Q Guide $4.50 - $4.60 Pre 3Q Guide 2.75% - 3.25% Post 3Q Guide Post 3Q Guide DBe $4.56 DBe Cons $4.58 Deutsche Bank Securities Inc. Page 51 EFTA01437906 18 October 2016 REITs US REIT 3Q16 Earnings Preview Figure 95: VTR 3Q16 results preview VTR Earnings Normalized FFO/sh Normalized FAD/sh Operating Metrics Total SS NOI growth (cash, y/y) SHOP SS NOI growth (cash, y/y) SS Avg occupancy ch (y/y) SS Avg monthly REVPOR growth (y/y) NNN SS NOI growth (cash, y/y) Total Coverage MOB SS NOI growth (cash, y/y) End occupancy ch (y/y) Avg rent per occupied sf (y/y) 3Q15 2Q16 3Q16 Actual Actual $1.09 $0.97 $1.04 $0.96 Actual Actual 4.3% 3.5% 3.2% 2.1% -0.3% -0.7% 3.5% 3.9% 5.7% 6.2% 1.6x 1.7x 3.1% 0.8% -0.4% -0.7% 2.6% 0.9% Note: consensus data is based on Thomson compiled data as of 10/14/16. Historical data has not been restated IIUpdated views on acute care hospitals including sector outlook, commentary on the recent debt investment in the Ardent/LHP merger, and plans for further expanding hospital exposure IIExpect an update on the six development projects VTR had at the end of 2Q and the two in-process developments acquired from Wexford IIUpdated outlook for future growth opportunities resulting from the exclusive development agreement with Wexford and the 9 development sites VTR acquired EFTA01437907 II Update on disposition plans. Our model assumes $300MM in 3Q16 and $75MM in 4016 IIUpdate on seniors housing supply in VTR's markets, most notably Atlanta, Denver, San Francisco, and Sacramento IIUpdated plans to fully fund the Wexford deal and the new Ardent debt investment after a $450MM senior note issuance in September IIOperator update including comments on recent Kindred performance IIWe are updating our model for the recently announced debt investment to help fund the Ardent operating company merger with LHP and recent financing activity. Our 3Q16 normalized and NAREIT FFO/sh estimates are unchanged. Our 2016 norm and NAREIT FFO/sh estimates are both unchanged at $4.10 and $4.07, respectively. Our 2017 norm. FFO/sh moves to $4.42 from $4.34 and our NAREIT FFO/sh estimate moves to $4.42 from $4.33, which reflect the new $700MM debt investment in 1017 and additional debt financing activity in 2H17. Please see Figure 98 for a summary of our full year estimate revisions. Source: Deutsche Bank, company data, Thomson 1.0% - 2.0% Actual DBe Cons $1.01 $1.00 $0.90 Actual DBe Pre 3Q Guide $4.05 - $4.13 $3.69 - $3.73 Pre 3Q Guide 2.0% - 3.0% 1.5% - 3.0% 2016 Post 3Q Guide DBe Cons $4.10 $4.12 $3.70 Post 3Q Guide DBe 3.5% - 4.0% Page 52 Deutsche Bank Securities Inc. EFTA01437908 18 October 2016 REITs US REIT 3Q16 Earnings Preview Figure 96: MPW 3Q16 results preview MPW Earnings Normalized FFO/sh FFO/sh FAD/sh Operating Metrics Total Portfolio EBITDAR Coverage (stable portfolio, TTM basis) General Acute Care LTACH IRF Master Lease EBITDAR Coverage (stable portfolio, TTM basis) Master Leases as % of Total Portfolio Construction Pipeline Deliveries 3Q15 Actual $0.32 $0.18 $0.30 Actual 3.8x 4.7x 1.9x 2.9x 3.1x 80% 326.7 24.0 Note: consensus estimates are based on ThomsonReuters compiled data as of 10/14/16 IIUpdated sector outlooks for acute care hospitals, freestanding emergency rooms, long-term acute care hospitals, and inpatient rehab facilities IIAdditional details on the Steward acquisition and future growth potential stemming from the new relationship with Steward and Cerberus IIComments on the pace of $300MM in Median acquisitions and expected timing (2016 closings vs. 2017) IIUpdated investment outlook and which assets/regions are most attractive for capital deployment. With our pro-forma net debt-to-EBITDA of roughly 5.0x we believe MPW has plenty of dry powder to make accretive investments EFTA01437909 Disposition update and plans to sell additional LTACHs (7% exposure as of last Q's call) IIDevelopment pipeline update as $62MM of freestanding ER completions are d cheduled for 3Q16 IIOperator/tenant update, most notably comments on Prime Healthcare (on- going DOJ lawsuit) and Adeptus Health (views on recent freestanding ER scrutiny) IIUpdate on EBITDAR rent coverage (reported on a 1-0 lag) and the impact of 2016 LTACH and IRF sales on coverage ratios IIAfter updating our model to reflect the Steward deal and related financing activity, our 2016 norm FFO/sh estimate remains unchanged at $1.29 (vs. $1.29-$1.33 guidance). Our 2017 norm FFO/sh moves to $1.39 from $1.32. Our norm FAD/sh estimates move to $1.17 (from $1.16) in 2016 and to $1.29 (from $1.20) in 2017. Please see Figure 98 for a summary of our full year estimate revisions Source: Deutsche Bank, company data, Thomson 2016 Actual $0.32 $0.23 $0.28 Actual 3.6x 4.5x 1.8x 2.2x 3.0x 71% 255.0 30.9 Actual Actual 3Q16 DBe $0.30 $0.30 $0.27 DBe 2016 Cons $0.30 Pre 3Q Guide $1.29 - $1.33 Post 3Q Guide EFTA01437910 DBe 51.29 51.14 51.17 Pre 3Q Guide Post 3Q Guide DBe Cons 51.26 255.0 62.2 Deutsche Bank Securities Inc. Page 53 EFTA01437911 18 October 2016 REITs US REIT 3Q16 Earnings Preview Summary of ratings and estimate changes Figure 97: Price target and ratings changes Old Last Price Office City Office Reit Inc Data Center CyrusOne Inc Digital Realty Trust Inc Source: Deutsche Bank CIO CONE DLR $12.18 $47.75 $94.71 Rating Buy Buy Buy New Rating Buy Buy Buy Old Cap Rate 7.0% NA NA New Cap Rate 7.0% NA NA Old Prem New Prem Old TP -10% -10% NA NA N/A $15.00 $60.00 NA $112 00 Key changes EFTA01437912 IICIO: We are increasing our target price to $15.50 from $15 as we model in increased acquisitions. IICONE: We are lowering our target price to $59 from $60 as a result of our estimate revisions. Our target multiple are unchanged (17.4x EBITDA and 19.1x FAD). IIDLR: We are lowering our target price to $108 from $112 as a result of our lowered estimates. Our target multiple are unchanged (18.0x EBITDA and 19.6x FAD). Figure 98: FFO/sh, Pro-forma FFO/sh, and FAD/sh estimate 2016 Apartment Independence Realty Trust Inc Healthcare Ventas Inc Medical Properties Trust Inc Office City Office Reit Inc Paramount Group Inc Vornado Realty Trust Data Center CyrusOne Inc Digital Realty Trust Inc Local Retail Federal Realty Investment Trust Source: Deutsche Bank Key changes IICIO: We are updating our model to reflect the recently announced preferred equity capital raise, and using proceeds to assume $250MM of acquisitions at a 7% cap rate. Our 2016 core FFO/sh estimate move Page 54 Deutsche Bank Securities Inc. 2017 Old FFO New FFO Old FFO New FFO IRT $0.70 VTR $4.07 MPW $1.18 CIO $0.63 PGRE $0.86 VNO $4.84 CONE $2.28 DLR $5.53 $0.69 $4.07 $1.14 $0.54 EFTA01437913 $0.87 $4.88 $2.28 $5.53 $0.67 $4.33 $1.32 $1.19 $0.89 $5.43 $2.77 $6.24 $0.65 $4.42 $1.38 $1.23 $0.96 $5.55 $2.71 $6.09 2016 Old Proforma FF0 $0.81 $4.10 $1.29 $1.08 $0.83 $4.90 $2.56 $5.73 New Proforma FF0 $0.80 $4.10 $1.29 $1.01 $0.85 $4.94 $2.56 $5.73 2017 Old Proforma FF0 $0.77 $4.34 $1.32 $1.27 $0.89 $5.49 $3.01 EFTA01437914 $6.24 New Proforma FF0 $0.75 $4.42 $1.39 $1.35 $0.96 $5.61 $2.95 $6.09 2016 2017 Old FAD New FAD Old FAD New FAD $0.68 $3.68 $1.16 $0.65 $0.35 $2.66 $2.44 $5.10 $0.67 $3.67 $1.17 $0.58 $0.37 $2.70 $2.44 $5.09 $0.67 $3.90 $1.20 $1.08 $0.48 $3.67 $2.97 $5.36 $0.65 $3.99 $1.29 $1.15 $0.54 $3.79 $2.90 $5.21 New TP $15.50 $59.00 $108.00 FRT EFTA01437915 $5.65 $5.65 $6.08 $6.04 $5.63 $5.63 $6.04 $6.04 $4.91 $4.91 $5.08 $5.08 EFTA01437916 18 October 2016 REITs US REIT 3Q16 Earnings Preview to $1.01 from $1.08, NAREIT FFO moves to 54c from 63c, and FAD moves to 58c from 65c. In 2017, core FFO/sh moves to $1.35 from $1.27, NAREIT FFO moves to $1.23 from $1.19, and FAD moves $1.15 from $1.08. IICONE: We are updating estimates to reflect our expectation of an earlier exercise of the forward equity sales offering in 2017 and a modest reduction in rent commencements in 2017. Our 2016 estimates are unchanged. For 2017, our core FFO/sh estimate moves to $2.95 from $3.01, NAREIT FFO moves to $2.71 from $2.77, FAD moves to $2.90 from $2.97, and EBITDA moves to $337.7MM from $345.8MM. IIDLR: We are updating estimates to reflect our expectation of a delayed exercise for a portion of the forward equity sales offering and lowering our 2H16 leasing assumptions. Our 2016 Core and NAREIT FFO/sh estimates are unchanged, while FAD moves to $5.09 from $5.10. For 2017, Core and NAREIT FFO move to $6.09 from $6.24, while FAD moves to $5.21 from $5.36. IIFRT: We decrease our 2017 FFO estimate from $6.08 to $6.04 largely n more conservative development assumptions. 1 IRT: We are updating estimates after reviewing the recent 8-K filing which contained additional debt repayment and share buyback pricing details. Our 2016 NAREIT FFO/sh moves to 69c from 70c and 2017 moves to 65c from 67c. Our core FFO/sh estimates are also decreasing by lc to 80c for 2016 and by 2c to 75c for 2017. IIMPW: After updating our model to reflect the Steward deal and related financing activity, our 2016 norm FFO/sh estimate remains unchanged at $1.29 (vs. $1.29-$1.33 guidance). Our 2017 norm FFO/sh moves to $1.39 from $1.32. Our norm FAD/sh estimates move to $1.17 (from $1.16) in 2016 and to $1.29 (from $1.20) in 2017. IIPGRE: We are updating our model to reflect the One Front Street acquisition and recent financing activity. Our 2016 NAREIT FFO/sh estimate moves to 87c from 86c, core FFO moves to 85c from 83c, and FAD moves to 38c from 36c. Our 2017 NAREIT and core FFO estimates move to 96c from 89c, and FAD moves to 52c from 46c. IIVNO: We are updating estimates to reflect recently announced financing activity. Our 2016 FFO/sh estimate moves to $4.88 from $4.84, while FAD moves to $2.68 from $2.64. For 2017, our FFO estimate moves to $5.55 from $5.43 while FAD moves to $3.77 from $3.64. IIVTR: We are updating our model for the recently announced debt EFTA01437917 investment to help fund the Ardent operating company merger with LHP and recent financing activity. Our 3016 normalized and NAREIT FFO/sh estimates are unchanged. Our 2016 norm and NAREIT FFO/sh estimates are both unchanged at $4.10 and $4.07, respectively. Our 2017 norm. FFO/sh moves to $4.42 from $4.34 and our NAREIT FFO/sh estimate moves to $4.42 from $4.33, which reflect the new $700MM debt investment in 1Q17 and additional debt financing activity in 2H17. Deutsche Bank Securities Inc. Page 55 EFTA01437918 18 October 2016 REITs US REIT 3Q16 Earnings Preview Valuation and risks CIO Valuation Our target price is based on a 10% discount to our 2-year forward NAV estimate at a 7% cap rate. Our cap rate assumption is based off private market transactions and our assessment of property types, regions, and asset quality. We think this metric is appropriate as we believe REITs should trade near the private market value of their assets. We apply a 10% discount to reflect our view of CIO's elevated risk profile. Risks We believe CIO's risk profile is higher than average, largely due to its size. We view portfolio concentration, tenant concentration, leverage, limited trading liquidity, ownership concentration, an elevated dividend payout ratio, and a reliance on external capital to fund growth beyond 2016 as the key downside risks to our Buy-rating. PGRE Valuation With trophy CBD office assets trading in the sub-4% range, we are conservatively applying a 4.5% cap rate to our 2-yr forward NOI estimates to arrive at NAV. To account for the limited visibility on the timing of expected NOI increases and to account for the potential for higher-than-average quarterly earnings volatility due to the size of the portfolio, we are also applying a 5% discount to NAV to arrive at our target price. Risks The key risks to PGRE are tied to its small overall portfolio size and limited visibility as to when some of the expected NOI upside will be achieved. With just 12 assets, PGRE's quarter-to-quarter results can be highly influenced by the move-in or move-out of anchor tenants. It also subjects the company to above average concentration risks, with —76% of its annualized base rent (ABR) generated from the NYC market and 68% of ABR from financial services and legal tenants. As noted above, while we see substantial NOI upside potential in the portfolio, the exact timing of when this upside will be realized is difficult to project on a quarterly basis, which could result in heightened trading volatility around earnings. We also expect heightened tenant improvement and leasing costs over the next few years as vacancy is leased up, something that will likely act as a headwind to FAD until the portfolio reaches a more stabilized level. Page 56 Deutsche Bank Securities Inc. EFTA01437919 18 October 2016 REITs US REIT 3Q16 Earnings Preview DB REIT comp sheet Figure 99: Deutsche Bank Real Estate Coverage Universe Sector Company Apartment American Campus Communities AvalonBay Communities Camden Property Trust Equity Residential Independence Realty Trust Post Properties Sector wt'd average / sum Sector median Health Care REITs Medical Properties Trust Welltower Inc. Ventas Inc Sector wt'd average / sum Sector median Industrial Prologis, Inc. Sector wt'd average / sum Sector median Office Boston Properties City Office Kilroy Realty Corp. Mack-Cali Realty Corp. Paramount Group, Inc. SL Green Realty Vornado Realty Trust Sector wt'd average / sum Sector median Data Center CyrusOne Inc. Digital Realty Trust QTS Realty Trust Inc. Sector wt'd average / sum Sector median Retail, Local Brixmor DDR Corp. Equity One, Inc. Federal Realty Investment Trust Kimco Realty Corp. Ramco-Gershenson Property Trust Regency Centers Retail Properties of America EFTA01437920 Spirit Realty Capital Urstadt Biddle Properties Inc. Sector wt'd average / sum Sector median Retail, Regional General Growth Properties Macerich Co. Simon Property Group Taubman Centers Inc. Sector wt'd average / sum Sector median Other American Farmland Company Kennedy Wilson * Sector wt'd average / sum Sector median * Pro-forma FFO for KW is basic Total Wt'd Avg/Sum (ex-other) Total Median (ex-other) Source: Deutsche Bank, Company AFCO Hold KW Buy $7.20 $20.52 GGP Buy MAC Hold SPG Buy TCO Hold $26.17 $76.43 $196.99 $71.42 BRX Buy DDR Hold EQY Hold FRT Hold KIM Hold RPT Buy REG Hold RPAI Buy SRC Buy UBA Hold $26.91 $16.44 $29.13 $147.25 $28.09 $17.56 $74.45 $15.99 $12.52 adjusted EPS data, Thomson EFTA01437921 $21.85 CONE Buy DLR Buy QTS Hold $47.75 $94.71 $52.22 BXP Buy CIO Buy KRC Buy CLI Hold PGRE Buy SLG Buy VNO Hold $126.90 $12.18 $70.11 $26.12 $15.80 $105.07 $95.25 PLD Hold $50.87 MPW Buy HCN Hold VTR Hold $14.55 $69.43 $66.71 DB Rating Price 10/14/2016 ACC Hold AVB Buy CPT Hold EQR Hold IRT Hold PPS Hold $49.27 $168.93 $77.83 $61.40 $8.70 $62.96 $6,534 $23,278 $7,169 $23,520 $525 $3,377 $64,404 EFTA01437922 $6,428 $23,196 $6,803 $22,445 $568 $3,368 $62,809 10.23% 36.9% 10.8% 35.7% 0.9% 5.4% 100.0% 1.7% 6.0% 1.8% 5.8% 0.1% 0.9% 16.4% Market Cap incl OP (MMs) Equity Mkt Cap (MMs) Sector Coverage Weight Weight 90 Day 90 Day (000's) DBe Avg (Vol) Avg ($ vol) Cap Rate (000's) 815 780 619 2,517 764 603 6,098 $40,179 $131,745 $48,197 $154,525 $6,646 $37,960 $419,253 5.4% EFTA01437923 4.5% 5.3% 4.6% 6.1% 5.2% 4.8% 5.2% $4,120 $25,032 $23,605 $48,638 $4,549 $24,850 $23,439 $52,837 8.6% 47.0% 44.4% 100.0% 1.2% 6.5% 6.1% 13.8% 3,341 2,044 2,214 7,599 $48,616 $141,915 $147,669 $338,199 8.0% 6.6% 6.4% 6.6% 15.8% $27,682 $27,682 $26,806 $26,806 100.0% 100.0% 7.0% 7.0% 2,935 2,935 $149,296 $149,296 5.3% 5.3% 5.3% EFTA01437924 $21,813 $295 $6,711 $2,622 $4,180 $11,074 $19,232 $65,927 $19,504 $297 $6,469 $2,342 $3,468 $10,541 $17,980 $60,600 32.2% 0.5% 10.7% 3.9% 5.7% 17.4% 29.7% 100.0% 5.1% 0.1% 1.7% 0.6% 0.9% 2.7% 4.7% 15.8% 709 168 609 593 852 714 851 4,496 $89,982 $2,046 $42,700 $15,481 $13,467 $75,022 $81,020 $319,717 4.5% 7.3% 4.9% EFTA01437925 7.0% 4.5% 4.5% 4.7% 4.7% 4.7% $3,961 $15,232 $2,911 $22,104 $3,987 $13,909 $2,491 $20,388 19.6% 68.2% 12.2% 100.0% 1.0% 3.6% 0.6% 5.3% 1,176 1,760 398 3,334 $56,171 $166,660 $20,758 $243,589 N/A N/A N/A N/A N/A $8,199 $6,022 $4,195 $10,676 $11,865 $1,544 $7,791 $3,796 $6,021 $574 $60,683 $8,103 $6,015 $4,188 $10,518 $11,799 EFTA01437926 $1,392 $7,779 $3,796 $6,006 $647 $60,242 13.5% 10.0% 7.0% 17.5% 19.6% 2.3% 12.9% 6.3% 10.0% 1.1% 100.0% 2.1% 1.6% 1.1% 2.7% 3.1% 0.4% 2.0% 1.0% 1.6% 0.2% 15.7% 2,667 3,361 883 398 2,734 478 620 1,286 4,784 172 17,384 $71,767 $55,247 $25,728 $58,632 $76,810 $8,400 $46,126 $20,569 $59,901 $3,766 $426,946 6.4% EFTA01437927 6.1% 5.3% 4.5% 5.8% 6.4% 5.2% 6.2% 6.5% 5.8% 5.7% 6.0% $25,086 $11,508 $71,264 $6,190 $114,047 $23,154 $10,977 $61,899 $4,313 $100,343 23.1% 10.9% 61.7% 4.3% 100.0% 6.0% 2.9% 16.1% 1.1% 26.1% 3,924 874 1,237 335 6,370 $102,690 $66,810 $243,700 $23,920 $437,120 4.9% 4.7% 4.6% 4.3% 4.7% 4.7% $145 $2,308 $2,453 $145 EFTA01437928 $2,308 $2,454 5.9% 94.1% 100.0% 0.0% 0.6% 0.6% 152 482 $1,095 $9,884 $10,979 8.0% N/A $51.37 NAV 2-yr fwd $48.19 $193.28 $88.00 $67.41 $9.65 $64.47 Assumed Prem/(Disc) Prem/(Disc) to NAV to NAV 2.2% -12.6% -11.6% -8.9% -9.9% -2.3% -9.1% -9.4% $14.01 $64.39 $60.43 3.9% 7.8% 10.4% 8.6% 7.8% -1.0% -1.0% -1.0% $151.86 $17.30 $80.43 $27.60 EFTA01437929 $21.06 $130.66 $105.96 -16.4% -29.6% -12.8% -5.4% -25.0% -19.6% -10.1% -14.8% -16.4% N/A N/A N/A N/A N/A N/A N/A N/A $30.15 $18.71 $29.74 $144.74 $28.00 $20.44 $73.73 $17.44 $12.26 $23.32 -10.8% -12.1% -2.1% 1.7% 0.3% -14.1% 1.0% -8.3% 2.1% -6.3% -3.0% -4.2% $36.66 $87.28 $233.41 $82.88 -28.6% -12.4% -15.6% -13.8% -18.2% EFTA01437930 -14.7% $16.02 N/A -55.1% N/A 0% 0% -10% 0% -10% -6% -1.5% -3.0% 0% 0% 0% 0.0% 0.0% 0% 0.5% 0.5% 0% -10% 0% 0% -5% 0% 0% -0.3% 0.0% N/A N/A N/A N/A N/A 0% -5% 5% 5% 0% 0% 5% 0% 0% 0% 1.4% 0.0% 0% 0% 0% -5% EFTA01437931 -0.2% 0.0% 0% N/A $8.00 $31.00 $37.00 $87.00 $233.00 $81.00 $59.00 $108.00 $57.00 $152.00 $15.50 $80.00 $28.00 $20.00 $131.00 $106.00 $51.00 $17.00 $73.00 $72.00 Tgt Price $48.00 $193.00 $80.00 $67.00 $9.00 $65.00 Est'd Gain -2.6% 14.2% 2.8% 9.1% 3.4% 3.2% 8.8% 3.3% 16.8% 5.1% 7.9% 7.4% 7.9% 0.3% 0.3% 0.3% 19.8% EFTA01437932 27.3% 14.1% 7.2% 26.6% 24.7% 11.3% 17.4% 19.8% 23.6% 14.0% 9.2% 15.3% 14.0% $30.00 $18.00 $31.00 $153.00 $28.00 $21.00 $77.00 $18.00 $14.00 $24.00 11.5% 9.5% 6.4% 3.9% -0.3% 19.6% 3.4% 12.6% 11.8% 9.8% 6.5% 9.7% 41.4% 13.8% 18.3% 13.4% 22.9% 16.1% 11.1% 51.1% 48.7% 31.1% Expected Total Return 0.8% 17.4% 6.6% EFTA01437933 12.4% 11.7% 6.2% 12.1% 9.2% 23.1% 10.1% 12.3% 12.2% 12.3% 3.6% 3.6% 3.6% 21.9% 35.0% 16.2% 9.5% 29.0% 27.5% 13.9% 19.9% 21.9% 26.7% 17.7% 11.9% 18.8% 17.7% 15.1% 14.1% 9.4% 6.6% 3.3% 24.4% 6.1% 16.7% 17.4% 14.6% 10.2% 14.4% 44.4% 17.4% 21.6% 16.7% 26.2% 19.5% 14.1% 53.8% 51.4% 33.9% $1.68 $0.91 EFTA01437934 $3.44 $2.92 Net Debt Dividend 2016 $1.66 $5.40 $2.95 $2.02 $0.72 $1.88 Yield 3.4% 3.2% 3.8% 3.3% 8.3% 3.0% 3.3% 3.3% 6.3% 5.0% 4.4% 4.8% 5.0% 3.3% 3.3% 3.3% $2.70 $0.94 $1.48 $0.60 $0.38 $2.99 $2.52 2.1% 7.7% 2.1% 2.3% 2.4% 2.8% 2.6% 2.5% 2.4% $1.52 $3.52 $1.44 3.2% 3.7% 2.8% 3.5% EFTA01437935 3.2% $0.98 $0.76 $0.88 $3.92 $1.02 $0.84 $2.00 $0.66 $0.70 $1.04 3.6% 4.6% 3.0% 2.7% 3.6% 4.8% 2.7% 4.1% 5.6% 4.8% 3.7% 3.9% $0.78 $2.72 $6.50 $2.38 3.0% 3.6% 3.3% 3.3% 3.3% 3.3% $0.22 $0.56 3.0% 2.7% 2.7% 2.9% FF0 Payout 2016E 72.7% 64.4% 65.1% 67.6% 104.8% 58.5% 66.5% 66.4% 80.0% 76.5% EFTA01437936 71.8% 74.7% 76.5% 57.2% 57.2% 57.2% 45.2% 173.5% 43.4% 27.2% 43.9% 36.5% 51.6% 45.3% 43.9% 66.8% 63.7% 56.6% 63.4% 63.7% 47.7% 61.0% 68.3% 69.4% 73.5% 61.1% 73.7% 58.9% 81.9% 81.0% 67.4% 68.9% 51.7% 66.7% 60.2% 62.0% 59.0% 61.1% 97.4% N/A 5.8% 97.4% 2017E 68.3% 60.8% 63.7% 65.0% 110.4% 55.4% 63.5% 64.3% EFTA01437937 65.9% 72.1% 66.1% 68.9% 66.1% 52.9% 52.9% 52.9% 41.5% 76.3% 41.2% 27.1% 39.6% 44.9% 45.4% 42.7% 41.5% 56.1% 57.8% 50.2% 56.5% 56.1% 45.6% 60.9% 58.5% 64.9% 63.8% 58.6% 57.0% 63.5% 76.6% 79.0% 61.3% 62.2% 49.5% 62.1% 55.7% 63.0% 55.3% 58.9% 85.7% N/A 5.1% 85.7% FAD Payout 2016E 77.7% 70.2% 75.2% 78.0% 106.8% EFTA01437938 69.5% 74.6% 76.4% 77.6% 86.9% 79.6% 82.9% 79.6% 67.7% 67.7% 67.7% 66.2% 163.0% 60.1% 79.0% 103.5% 54.0% 93.4% 74.6% 79.0% 62.3% 69.2% 56.1% 66.2% 62.3% 57.9% 67.9% 73.5% 79.8% 79.4% 67.6% 66.7% 77.8% 78.7% 114.9% 73.3% 75.6% 55.8% 75.4% 63.3% 76.8% 63.5% 69.4% 105.0% N/A 6.2% 105.0% 2017E 72.5% 64.5% 74.4% EFTA01437939 74.9% 110.4% 64.7% 70.5% 73.4% 70.4% 81.2% 73.3% 76.7% 73.3% 60.6% 60.6% 60.6% 58.2% 81.9% 57.2% 92.9% 70.3% 61.0% 66.4% 63.2% 66.4% 52.3% 67.6% 48.5% 62.3% 52.3% 53.8% 69.7% 70.2% 77.1% 82.1% 67.5% 63.5% 71.9% 75.3% 83.9% 71.3% 71.0% 56.6% 68.7% 60.5% 83.9% 61.5% 64.6% 100.3% N/A 5.9% 100.3% to EBITDA Total Debt to Cap EFTA01437940 NTM 5.8 5.4 4.2 5.4 10.3 4.8 5.4 5.4 5.1 5.4 5.7 5.5 5.6 4.8 4.8 4.8 5.8 8.0 5.2 6.8 7.7 7.4 7.1 6.7 7.1 4.6 4.8 4.7 4.8 4.7 6.6 6.9 5.3 5.2 6.4 6.1 4.2 5.7 6.1 4.4 6.0 5.9 7.7 7.5 5.4 9.0 6.4 7.6 10.0 11.2 EFTA01437941 11.2 10.6 28.7% 22.8% 26.7% 27.5% 60.8% 21.8% 26.1% 27.1% 37.8% 34.3% 31.7% 33.5% 34.3% 29.4% 29.4% 29.4% 33.7% 49.4% 27.4% 49.1% 45.4% 43.2% 38.1% 37.8% 43.2% 23.9% 30.6% 24.9% 28.7% 24.9% 42.4% 45.1% 24.5% 20.2% 30.5% 42.5% 20.3% 37.5% 37.7% 29.7% 32.7% 34.0% 37.6% 30.9% 27.0% 41.3% 30.9% 34.2% 35.8% EFTA01437942 67.0% 65.2% 51.4% $407,605 $384,025 100.0% 48,216 5.2% 5.3% -8.4% -10.0% -0.1% 0.0% 13.0% 11.4% 16.5% 14.9% 3.4% 3.3% 61.7% 64.1% 57.4% 59.7% 71.7% 75.3% 66.9% 70.0% 5.9 5.7 31.8% 31.3% Deutsche Bank Securities Inc. Page 57 EFTA01437943 18 October 2016 REITs US REIT 3Q16 Earnings Preview Figure 100: Comp sheet continued Sector Company Apartment American Campus Communities AvalonBay Communities Camden Property Trust Equity Residential Independence Realty Trust Post Properties Sector wt'd average / sum Sector median Health Care REITs Medical Properties Trust Welltower Inc. Ventas Inc Sector wt'd average / sum Sector median Industrial Prologis, Inc. Sector wt'd average / sum Sector median Office Boston Properties City Office Kilroy Realty Corp. Mack-Cali Realty Corp. Paramount Group, Inc. SL Green Realty Vornado Realty Trust Sector wt'd average / sum Sector median Data Center CyrusOne Inc. Digital Realty Trust QTS Realty Trust Inc. Sector wt'd average / sum Sector median Retail, Local Brixmor DDR Corp. Equity One, Inc. Federal Realty Investment Trust Kimco Realty Corp. Ramco-Gershenson Property Trust Regency Centers Retail Properties of America Spirit Realty Capital EFTA01437944 Urstadt Biddle Properties Inc. Sector wt'd average / sum Sector median Retail, Regional General Growth Properties Macerich Co. Simon Property Group Taubman Centers Inc. Sector wt'd average / sum Sector median Other American Farmland Company Kennedy Wilson * Sector wt'd average / sum Sector median * Pro-forma FFO for KW is basic adjusted EPS Total Wt'd Avg/Sum (ex-other) Total Median (ex-other) AFCO KW GGP MAC SPG TCO BRX DDR EQY FRT KIM RPT REG RPAI SRC UBA CONE DLR QTS BXP CIO KRC CLI PGRE SLG VNO PLD ACC AVB CPT EQR IRT PPS EFTA01437945 Implied Cap Rate 5.3% 5.0% 6.0% 5.1% 6.4% 5.3% 5.2% 5.3% MPW 7.8% HCN VTR 6.3% 5.9% 6.2% 6.3% 5.3% 5.3% 5.3% 5.1% 8.3% 5.5% 7.2% 5.3% 5.4% 5.1% 5.3% 5.4% 7.4% 6.5% 11.7% 7.3% 7.4% 6.9% 6.6% 5.4% 4.4% 5.7% 7.0% 5.2% 6.5% 6.4% 6.0% 5.8% 6.2% 6.2% 5.1% 5.3% 4.8% 5.5% EFTA01437946 5.2% N/A N/A Price to FF0 2016E 21.1 20.2 17.2 20.6 12.7 19.6 20.0 19.9 12.8 15.4 16.4 15.6 15.4 17.3 17.3 17.3 21.3 22.5 20.6 11.8 18.2 12.8 19.5 18.7 19.5 21.0 17.1 20.5 18.3 20.5 13.1 13.2 22.6 26.1 20.2 12.8 27.4 14.2 14.6 17.0 19.5 15.8 17.4 18.7 18.2 EFTA01437947 18.6 18.1 18.4 32.6 N/A 1.9 32.6 2017E 20.3 19.0 16.8 19.8 13.3 18.6 19.1 18.8 10.5 14.6 15.1 14.5 14.6 16.0 16.0 16.0 19.5 9.9 19.6 11.8 16.5 15.8 17.1 17.7 16.5 17.6 15.6 18.2 16.3 17.6 12.5 13.2 19.4 24.4 17.6 12.3 21.2 15.3 13.7 16.6 17.6 16.0 17.5 EFTA01437948 16.6 17.5 16.9 18.9 17.0 17.2 28.7 N/A 1.7 28.7 2016E -3.4% 3.6% -0.1% -14.3% -50.1% 7.7% -4.2% -1.8% 21.0% 11.4% -0.5% 6.9% 11.4% 17.8% 17.8% 17.8% 11.5% -34.5% 0.2% 17.5% -12.2% 28.3% -11.0% 5.2% 0.2% 42.7% 13.7% 17.0% 19.8% 17.0% 4.2% 30.0% 5.5% 11.9% -9.6% 0.8% -6.8% 16.7% 4.2% 14.8% EFTA01437949 4.9% 4.9% 11.1% 7.1% 9.5% 15.9% 9.9% 10.3% N/A 0.0% N/A Growth FF0 2017E 6.4% 6.0% 2.3% 4.1% -5.1% 5.6% 4.8% 4.8% 21.3% 6.1% 8.6% 8.5% 8.6% 8.3% 8.3% 8.3% 8.9% 127.2% 5.3% 0.4% 10.7% -18.7% 13.8% 5.5% 8.9% 19.2% 10.2% 12.7% 12.3% 12.7% 4.7% 0.1% 16.8% 6.9% 15.1% 4.2% EFTA01437950 29.1% -7.3% 6.8% 2.6% 10.1% 5.8% 4.5% 7.3% 8.0% -1.6% 6.7% 5.9% 13.6% N/A 0.8% 13.6% 2-yr 2.8% 9.8% 2.2% -10.9% -52.7% 13.8% 0.5% 2.5% 46.8% 18.2% 8.0% 16.2% 18.2% 27.6% 27.6% 27.6% 21.4% 48.9% 5.4% 18.0% -2.8% 4.3% 1.3% 9.4% 5.4% 70.1% 25.3% 31.9% 34.9% 31.9% 9.1% 30.1% 23.3% 19.6% EFTA01437951 4.0% 5.0% 20.3% 8.2% 11.4% 17.7% 14.6% 14.5% 16.1% 14.9% 18.3% 14.0% 17.2% 15.5% N/A 0.0% N/A Price to Pro-forma FF0 2016E 21.6 20.6 17.1 20.0 10.9 19.5 20.0 19.7 11.3 15.2 16.3 15.4 15.2 19.8 19.8 19.8 21.2 12.1 20.6 12.3 18.5 12.8 19.3 18.6 18.5 18.6 16.5 19.9 17.3 18.6 EFTA01437952 13.0 13.1 20.9 26.1 18.7 12.9 22.7 15.0 14.2 17.1 18.5 16.1 17.0 18.6 18.2 19.9 18.1 18.4 32.6 11.5 12.7 22.0 2017E 20.3 19.0 16.8 19.7 11.6 18.6 19.1 18.8 10.5 14.5 15.1 14.4 14.5 19.5 19.5 19.5 19.5 9.0 19.6 11.8 16.4 15.8 17.0 17.6 16.4 16.2 15.6 18.2 EFTA01437953 16.0 16.2 12.5 13.2 19.4 24.4 17.6 12.3 21.2 15.3 13.7 16.7 17.6 16.0 16.4 17.5 16.9 18.9 16.9 17.2 28.7 12.7 13.7 20.7 2016E -3.4% 8.1% 0.5% -11.4% 0.1% 8.5% -0.9% 0.3% 3.0% 3.9% -8.4% -1.6% 3.0% 15.7% 15.7% 15.7% 8.8% -17.7% 5.9% 14.6% 4.8% 28.3% 0.6% 9.3% 5.9% 17.8% EFTA01437954 8.8% 14.2% 11.2% 14.2% 4.4% 2.2% 5.3% 5.3% 1.7% -2.3% 7.5% 0.0% 8.4% 8.6% 4.3% 4.8% 6.9% 3.9% 8.3% 5.1% 7.4% 6.0% -11.5% -10.9% -11.5% Pro-forma Growth 2017E 6.4% 8.5% 1.7% 1.4% -5.9% 4.9% 4.7% 3.3% 7.4% 5.2% 7.9% 6.6% 7.4% 1.2% 1.2% 1.2% 8.9% 34.6% 5.3% 4.3% 12.6% -18.7% EFTA01437955 13.6% 5.3% 8.9% 14.9% 6.2% 9.5% 8.3% 9.5% 3.5% -0.8% 8.0% 7.3% 6.4% 4.8% 7.1% -1.9% 3.7% 2.8% 4.8% 4.3% 4.0% 6.7% 8.0% 5.2% 6.8% 6.0% 13.6% -9.9% -8.5% 1.8% 2-yr 2.8% 17.2% 2.2% -10.1% -5.8% 13.8% 4.0% 2.5% 10.7% 9.3% -1.1% 4.8% 9.3% 17.1% 17.1% 17.1% 18.4% 10.8% 11.4% 19.5% EFTA01437956 18.0% 4.3% 14.3% 14.0% 14.3% 35.3% 15.5% 25.0% 20.6% 25.0% 8.1% 1.4% 13.7% 12.9% 8.2% 2.4% 15.1% -1.9% 12.4% 11.7% 9.3% 10.0% 11.2% 10.8% 17.0% 10.6% 14.7% 11.0% -20.3% -19.1% -20.3% Price to FAD 2016E 23.1 22.0 19.8 23.8 12.9 23.3 22.5 22.5 12.4 17.5 18.2 17.4 17.5 20.5 20.5 20.5 EFTA01437957 31.1 21.1 28.6 34.4 43.0 19.0 35.3 30.7 31.1 19.6 18.6 20.3 19.0 19.6 15.9 14.7 24.3 30.0 21.9 14.1 24.8 18.8 14.1 24.1 21.2 20.3 18.7 21.2 19.2 23.0 19.5 20.2 35.2 N/A 2.1 35.2 2017E 21.5 20.2 19.6 22.8 13.3 21.7 21.2 20.8 11.3 16.4 16.7 16.1 16.4 18.4 EFTA01437958 18.4 18.4 27.4 10.6 27.2 40.5 29.2 21.4 25.1 26.2 27.2 16.4 18.2 17.6 17.8 17.6 14.8 15.1 23.2 29.0 22.6 14.1 23.6 17.3 13.5 17.6 20.6 17.5 19.0 19.3 18.3 25.2 18.9 19.1 33.6 N/A 2.0 33.6 2016E -2.8% 7.3% 3.9% -13.9% -2.6% 7.4% -1.8% 0.7% 0.1% 13.0% 0.6% 6.4% EFTA01437959 0.6% 2.4% 2.4% 2.4% 22.7% -40.5% 15.1% -34.0% 28.0% 69.5% -4.4% 19.8% 15.1% 9.3% 16.9% 16.6% 15.4% 16.6% 13.7% 9.3% 53.8% 14.9% 11.9% -2.0% 17.9% 16.3% 2.1% 9.6% 15.0% 12.8% 22.0% 10.5% 12.8% 7.0% 14.4% 11.6% 30.9% N/A 1.8% 30.9% FAD Growth 2017E 7.2% 8.8% 1.1% 4.2% -3.3% 7.4% 6.0% 5.7% EFTA01437960 10.3% 7.1% 8.6% 8.0% 8.6% 11.6% 11.6% 11.6% 13.7% 98.9% 5.1% -15.0% 47.2% -11.5% 40.6% 17.6% 13.7% 19.0% 2.3% 15.5% 7.2% 15.5% 7.7% -2.7% 4.6% 3.5% -3.3% 0.2% 5.1% 8.2% 4.5% 37.0% 3.1% 4.6% -1.3% 9.8% 4.6% -8.5% 3.3% 1.7% 4.7% N/A 0.3% 4.7% 2-yr 4.2% 16.7% 5.1% -10.3% -5.8% 15.3% EFTA01437961 4.3% 4.6% 10.4% 20.9% 9.2% 14.8% 10.4% 14.3% 14.3% $2.49 $2.94 $3.18 $2.22 $2.57 $2.60 $2.42 $2.48 $2.77 Funds from Operations (FFO) 2015E 2016E 2017E $2.39 $8.09 $4.54 $3.48 $1.38 $2.98 $2.33 $8.38 $4.53 $2.98 $0.69 $3.21 $2.47 $8.88 $4.63 $3.10 $0.65 $3.39 Pro-Forma Funds from Operations (FFO) 2015E 2016E 2017E $2.37 $7.59 $4.54 $3.46 $0.80 $2.98 $2.28 $8.20 $4.56 EFTA01437962 $3.07 $0.80 $3.24 $2.43 $8.89 $4.63 $3.11 $0.75 $3.39 Funds Available For Distribution (FAD) 2015E 2016E 2017E $2.20 $7.17 $3.78 $3.00 $0.69 $2.52 $2.14 $7.70 $3.92 $2.58 $0.67 $2.71 $2.29 $8.37 $3.97 $2.69 $0.65 $2.90 $0.94 $4.04 $4.09 $1.14 $4.50 $4.07 $1.38 $4.77 $4.42 $1.25 $4.39 $4.47 $1.29 $4.56 $4.10 $1.39 $4.80 $4.42 $1.17 $3.50 $3.65 EFTA01437963 $1.17 $3.96 $3.67 $1.29 $4.24 $3.99 39.5% 18.4% 21.1% -43.9% 88.3% 50.0% 34.4% 37.3% 34.4% 30.1% 19.6% 34.6% 23.5% 30.1% 22.4% 6.4% 60.9% 18.9% 8.1% -1.9% 23.9% 25.8% 6.8% 50.2% 18.7% 20.7% 20.4% 21.3% 18.0% -2.1% 18.1% 19.2% 37.1% N/A 2.2% 37.1% $5.36 $0.83 $3.39 $1.88 $0.99 $6.38 $5.48 $5.97 $0.54 EFTA01437964 $3.40 $2.21 $0.87 $8.19 $4.88 $6.50 $1.23 $3.58 $2.21 $0.96 $6.66 $5.55 $5.49 $1.22 $3.21 $1.85 $0.81 $6.38 $4.91 $5.97 $1.01 $3.40 $2.12 $0.85 $8.19 $4.94 $6.50 $1.35 $3.58 $2.21 $0.96 $6.66 $5.61 $3.32 $0.97 $2.13 $1.15 $0.29 $3.27 $2.82 $4.08 $0.58 $2.45 $0.76 $0.37 $5.54 $2.70 $4.64 $1.15 $2.58 $0.65 EFTA01437965 $0.54 $4.90 $3.79 $1.59 $4.86 $2.17 $2.28 $5.53 $2.54 $2.71 $6.09 $2.87 $2.18 $5.27 $2.29 $2.56 $5.73 $2.62 $2.95 $6.09 $2.87 $2.23 $4.35 $2.20 $2.44 $5.09 $2.57 $2.90 $5.21 $2.97 $1.97 $0.96 $1.22 $5.05 $1.54 $1.36 $2.91 $0.96 $0.82 $1.12 $2.05 $1.25 $1.29 $5.65 $1.39 $1.38 $2.72 $1.12 $0.85 $1.28 $2.15 EFTA01437966 $1.25 $1.50 $6.04 $1.60 $1.43 $3.51 $1.04 $0.91 $1.32 $1.99 $1.23 $1.32 $5.35 $1.47 $1.39 $3.04 $1.06 $0.81 $1.17 $2.08 $1.25 $1.39 $5.63 $1.50 $1.36 $3.27 $1.06 $0.88 $1.27 $2.15 $1.25 $1.50 $6.04 $1.60 $1.42 $3.51 $1.04 $0.91 $1.31 $1.49 $1.02 $0.78 $4.27 $1.15 $1.27 $2.54 $0.73 $0.87 $0.83 $1.69 $1.12 EFTA01437967 $1.20 $4.91 $1.29 $1.24 $3.00 $0.85 $0.89 $0.90 $1.82 $1.09 $1.25 $5.08 $1.24 $1.24 $3.15 $0.92 $0.93 $1.24 $1.36 $3.81 $1.51 $4.08 $3.84 $1.58 $4.38 $9.86 $10.80 $11.66 $3.31 $3.78 $1.44 $3.95 $1.54 $4.10 $3.59 $1.60 $4.38 $9.97 $10.80 $11.66 $3.41 $3.78 $1.15 $3.27 $1.40 $3.61 $3.10 $1.38 $3.96 $9.10 $10.26 $10.74 $2.90 $2.84 ($0.48) $0.22 N/A N/A EFTA01437968 $0.25 N/A ($0.48) $0.22 $2.02 $1.79 $0.25 $1.61 $0.16 N/A $0.20 N/A $0.21 N/A 5.6% 5.8% 18.3 18.2 17.1 16.7 6.7% 7.4% 7.4% 6.6% 14.4% 14.5% 18.2 18.4 17.3 16.7 5.4% 5.2% 5.6% 5.7% 11.1% 11.3% 21.8 20.8 20.2 19.1 10.8% 9.5% 7.4% 6.1% 18.5% 18.7% Source: Deutsche Bank, Company data, Thomson Page 58 Deutsche Bank Securities Inc. EFTA01437969 18 October 2016 REITs US REIT 3Q16 Earnings Preview Figure 101: Companies mentioned Company American Campus Communities American Farmland Company AvalonBay Communities Boston Properties Brixmor Camden Property Trust City Office REIT CyrusOne Inc. DDR Corp. Digital Realty Trust Equity One, Inc. Equity Residential Federal Realty Investment Trust General Growth Properties Independence Realty Trust Kennedy-Wilson Holdings Kilroy Realty Corp. Kimco Realty Corp. Macerich Co. Mack-Cali Realty Corp. Medical Properties Trust Paramount Group Post Properties Prologis, Inc. QTS Realty Trust Inc. Ramco-Gershenson Property Trust Regency Centers Retail Properties of America Simon Property Group SL Green Realty Spirit Realty Capital Taubman Centers Inc. Urstadt Biddle Properties Inc. Ventas Inc Vornado Realty Trust Welltower Adeptus Health Aeropostale Albertsons Amazon Ardent Health Services Bonobos Brookdale Senior Living Dicks Sporting Goods Gander Mountain Genesis Healthcare EFTA01437970 Golf smith Haggen Hudson Bay (HBC) Kennedy Wilson Europe Kindred Healthcare LHP Hospital Group Logan's Macys Office Depot PacSun Primark Prime Healthcare Rite Aid Saks Fifth Ave Sears Splunk Staples Steward Health Care System The Sports Authority Warby Parker WithMe Source: Deutsche Bank Ticker ACC AFCO AVB BXP BRX CPT CIO CONE DDR DLR EQY EQR FRT GGP IRT KW KRC KIM MAC CLI MPW PGRE PPS PLD QTS RPT REG RPAI EFTA01437971 SPG SLG SRC TCO UBA VTR VNO HCN ADPT ARO Private AMZN Private Private BKD DKS Private GEN Private Private HBC KWE.LON KND Private Private M ODP PSUN ABF Private RAD HBC SHLD SPLK SPLS Private Private Private Private Deutsche Bank Securities Inc. Page 59 EFTA01437972 18 October 2016 REITs US REIT 3Q16 Earnings Preview Appendix 1 Important Disclosures *Other information available upon request *Prices are current as of the end of the previous trading session unless otherwise indicated and are sourced from local exchanges via Reuters, Bloomberg and other vendors . Other information is sourced from Deutsche Bank, subject companies, and other sources. For disclosures pertaining to recommendations or estimates made on securities other than the primary subject of this research, please see the most recently published company report or visit our global disclosure look-up page on our website at http://gm.db.com/- ger/disclosure/DisclosureDirectory.eqsr Analyst Certification The views expressed in this report accurately reflect the personal views of the undersigned lead analyst about the subject issuers and the securities of those issuers. In addition, the undersigned lead analyst has not and will not receive any compensation for providing a specific recommendation or view in this report. Vin Chao Equity rating key Buy: Based on a current 12- month view of total share-holder return (TSR = percentage change in share price from current price to projected target price plus pro-jected dividend yield ) , we recommend that investors buy the stock. Sell: Based on a current 12-month view of total shareholder return, we recommend that investors sell the stock Hold: We take a neutral view on the stock 12-months out and, based on this time horizon, do not recommend either a Buy or Sell. Newly issued research recommendations and target prices supersede previously published research. Equity rating dispersion and banking relationships 100 200 300 400 500 600 0 Buy Hold Sell Companies Covered Cos. w/ Banking Relationship North American Universe 52 % EFTA01437973 45 % 57 % 47 % 2 %19 % Page 60 Deutsche Bank Securities Inc. 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Information on securities/instruments that do not trade in Taiwan is for informational purposes only and is not to be construed as a recommendation to trade in such securities/- instruments. Deutsche Securities Asia Limited, Taipei Branch may not execute transactions for clients in these securities/- instruments. Qatar: Deutsche Bank AG in the Qatar Financial Centre (registered no. 00032) is regulated by the Qatar Financial Centre Regulatory Authority. Deutsche Bank AG - QFC Branch may only undertake the financial services activities that fall within the scope of its existing QFCRA license. Principal place of business in the QFC: Qatar Financial Centre, Tower, West Bay, Level 5, PO Box 14928, Doha, Qatar. This information has been distributed by Deutsche Bank AG. Related financial products or services are only available to Business Customers, as defined by the Qatar Financial Centre Regulatory Authority. 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Page 63 EFTA01437981 18 October 2016 REITs US REIT 3Q16 Earnings Preview activities that fall within the scope of its existing DFSA license. Principal place of business in the DIFC: Dubai International Financial Centre, The Gate Village, Building 5, PO Box 504902, Dubai, U.A.E. This information has been distributed by Deutsche Bank AG. Related financial products or services are only available to Professional Clients, as defined by the Dubai Financial Services Authority. Australia: Retail clients should obtain a copy of a Product Disclosure Statement (PDS) relating to any financial product referred to in this report and consider the PDS before making any decision about whether to acquire the product. Please refer to Australian specific research disclosures and related https://australia.db.com/australia/content/research-information.html Australia and New Zealand: This research is intended only for "wholesale clients" within the meaning of the Australian Corporations Act and New Zealand Financial Advisors Act respectively. Additional information relative to securities, other financial products or issuers discussed in this report is available upon request. This report may not be reproduced, distributed or published without Deutsche Bank's prior written consent. Copyright 0 2016 Deutsche Bank AG information at Page 64 Deutsche Bank Securities Inc. EFTA01437982 David Folkerts-Landau Group Chief Economist and Global Head of Research Raj Hindocha Global Chief Operating Officer Research Anthony Klarman Global Head of Debt Research Michael Spencer Head of APAC Research Global Head of Economics Paul Reynolds Head of EMEA Equity Research Andreas Neubauer Head of Research - Germany International locations Deutsche Bank AG Deutsche Bank Place Level 16 Corner of Hunter & Phillip Streets Sydney, NSW 2000 Australia Tel: (61) 2 8258 1234 Deutsche Bank AG London 1 Great Winchester Street London EC2N 2EQ United Kingdom Tel: (44) 20 7545 8000 Deutsche Bank AG Grote Gallusstra@e 10-14 60272 Frankfurt am Main Germany Tel: (49) 69 910 00 Deutsche Bank Securities Inc 60 Wall Street New York, NY 10005 United States of America Tel: (1) 212 250 2500 Deutsche Bank AG Filiale Hongkong International Commerce Centre, 1 Austin Road West,Kowloon, Hong Kong Tel: (852) 2203 8888 Deutsche Securities Inc. 2-11-1 Nagatacho Sanno Park Tower Chiyoda-ku, Tokyo 100-6171 Japan Tel: (81) 3 5156 6770 EFTA01437983 Dave Clark Head of APAC Equity Research Stuart Kirk Head of Thematic Research Steve Pollard Head of Americas Research Global Head of Equity Research Pam Finelli Global Head of Equity Derivatives Research EFTA01437984

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