The Real Estate Cycle_1_

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Employment California Million 13.5 13.0 12.5 12.0 11.5 11.0 10.5 10.0 9.5 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 Rosen Consulting Group Employment Oakland MSA Thousand 1000 950 900 850 800 750 700 650 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 Rosen Consulting Group Employment San Francisco MSA Thousand 1025 1000 975 950 925 900 875 850 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 Rosen Consulting Group Employment Orange County MSA Thousand 1300 1200 1100 1000 900 800 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 Rosen Consulting Group Employment Los Angeles MSA Million 4.2 4.1 4.0 3.9 3.8 3.7 3.6 3.5 3.4 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 Rosen Consulting Group Employment San Jose MSA Thousand 1000 950 900 850 800 750 700 650 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 Rosen Consulting Group California MSA Employment Ranked by Percent Change in Jobs Rank 1 2 3 4 5 6 7 8 9 10 Metropolitan Area Riverside Ventura Vallejo Orange County Salinas Modesto Santa Rosa San Diego Oakland Los Angeles Nov-97 855.3 245.6 153.3 1249.7 119.0 136.4 166.4 1064.8 962.3 3907.1 Nov-98 897.0 255.1 159.1 1296.6 122.8 140.3 170.9 1092.4 987.1 3998.3 Absolute Change 41.6 9.5 5.8 46.9 3.8 3.9 4.5 27.6 24.9 91.3 Percent Change 4.9% 3.9% 3.8% 3.8% 3.2% 2.9% 2.7% 2.6% 2.6% 2.3% Rosen Consulting Group California MSA Employment Ranked by Percent Change in Jobs Rank 11 12 13 14 15 16 17 Metropolitan Area Stockton Sacramento Santa Barbara San Francisco Fresno San Jose Bakersfield Nov-97 169.4 630.6 152.1 996.5 278.5 946.8 181.2 Nov-98 173.3 645.2 155.6 1015.5 282.9 956.6 182.4 Absolute Change 4.0 14.7 3.5 19.0 4.5 9.8 1.3 Percent Change 2.3% 2.3% 2.3% 1.9% 1.6% 1.0% 0.7% Rosen Consulting Group Single Family Housing Starts Units (000) 1600 1451 433 1 1400 1200 1000 813 1309 1151 1162 1194 1179 1146 1084 072 1081 1068 1 1003 888 892 852 705 894 1132 1265 1192 1161 1134 1126 1076 1030 840 800 600 400 200 0 70 72 74 76 78 663 80 82 84 86 88 90 92 94 96 98 Rosen Consulting Group California Single Family Permits Units (000) 180 160 175 162163 140 143 127 113114 103 90 71 76 60 51 87 74 76 78 70 69 74 104 93 84 147 136 140 120 100 80 60 40 20 0 124 113 103 70 72 74 76 78 80 82 84 86 88 90 92 94 96 98 Rosen Consulting Group Existing Single Family Home Sales Units (000) 6000 5000 4000 3000 2000 1000 0 70 72 74 76 78 80 82 84 86 88 90 92 94 96 98 Rosen Consulting Group 2476 2 2 2252 334 272 2018 1612 3986 3827 3650 3064 3946 3802 3802 3520 3474 436513 3 3 3346 3214 3 3211 220 2868 2719 4770 4215 4087 2973 2419 1990 Existing Single Family Home Sales California Units (000) 700 631 605 600 500 426 455 405 401 361 559 573 587 562 539 512 488 465 405 382 336 343 453 425 428 435 483 425 506 555 400 300 200 100 0 266 234 70 72 74 76 78 80 82 84 86 88 90 92 94 96 98 Rosen Consulting Group Housing Affordability % Able to Afford Median-Priced Home 60% 55% 50% 45% 40% 35% 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 Rosen Consulting Group California Housing Affordability % Able to Afford Median-Priced Home 45% 40% 35% 30% 25% 20% 15% 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 Rosen Consulting Group Residential Mortgage Rates Fixed and Adjustable 13% 12% 11% 10% 9% 8% 7% 6% 5% 85 86 87 88 89 90 91 92 93 94 95 96 97 98 Rosen Consulting Group FRM ARM Existing Median Home Price Appreciation Annual % Change 16 14 12 10 8 6 4 2.1 3.7 3.0 4.3 4.3 4.3 3.4 2.6 3.0 2.8 2.8 7.7 8.2 7.9 6.8 6.4 6.6 5.0 4.7 5.0 4.8 10.7 10.3 14.4 13.5 12.6 11.7 2 0 72 74 76 78 80 82 84 86 88 90 92 94 96 98 Rosen Consulting Group Existing Median Home Price Appreciation California Annual % Change 30 25 20.2 28.1 20 15 10 5 0 9.2 7.2 10.0 16.9 18.7 18.3 13.8 11.5 8.2 3.8 4.9 2.3 -0.1 6.3 18.4 16.6 8.2 3.8 5.0 -1.2 -5 -10 72 74 76 78 80 82 84 86 88 90 -1.6 -4.6 -1.7 -3.7 -0.6 92 94 96 98 Rosen Consulting Group World Output Growth Annual Growth 6% 5% 4% 3% 2% 1% 0% Pessimistic Base f 98 19 20 80 82 84 86 88 90 92 94 96 19 19 19 19 19 19 19 19 Rosen Consulting Group 19 00 f Output Growth North America Annual Growth 6% 5% 4% 3% 2% 1% 0% f f 99 19 20 90 92 93 94 95 96 97 98 -1 9 -1 9 19 19 19 19 19 85 90 19 00 f 19 Rosen Consulting Group 19 Output Growth Western Europe Annual Growth 3.5% 3.0% 2.5% 2.0% 1.5% 1.0% 0.5% 0.0% -0.5% f f 99 19 20 90 92 93 94 95 96 97 98 -1 9 -1 9 19 19 19 19 19 85 90 19 00 f 19 Rosen Consulting Group 19 Output Growth Asia Annual Growth 8% 6% 4% 2% 0% -2% -4% 80 -1 Asia ex. Japan Japan 19 Rosen Consulting Group 19 f 99 20 f 00 f 9 90 91 92 93 94 95 96 97 98 19 19 19 19 19 19 19 19 19 98 Output Growth South America Annual Growth 7% 6% 5% 4% 3% 2% 1% 0% -1% -2% f f 99 19 20 92 93 94 95 96 97 98 -1 9 19 19 19 19 19 88 19 00 f Rosen Consulting Group 19 100 110 120 130 140 US$ / Ton 80 90 Rosen Consulting Group Commodities Prices Copper, 1996-1998 Ja nM 96 ar M 96 ay -9 Ju 6 lSe 96 pN 96 ov Ja 96 nM 97 ar M 97 ay -9 Ju 7 lSe 97 pN 97 ov Ja 97 nM 98 ar M 98 ay -9 Ju 8 lSe 98 pN 98 ov -9 8 10 12 14 16 18 20 22 24 26 US$ / Barrel Brent Crude Rosen Consulting Group Commodities Prices Oil, 1996-1998 Ja nM 96 ar M 96 ay -9 Ju 6 lSe 96 pN 96 ov Ja 96 nM 97 ar M 97 ay -9 Ju 7 lSe 97 pN 97 ov Ja 97 nM 98 ar M 98 ay -9 Ju 8 lSe 98 pN 98 ov -9 8 World Economic Outlook Risks and Opportunities • Asian Financial, Economic and Social Crises • Asian Crises’ Effect on Other Regions • Slow Pace of Banking Reform in Japan • The Introduction of European Monetary Union • Threat of Deflation - Worldwide Overcapacity • Threat of Protectionism and Capital Controls Rosen Consulting Group Exchange Rates 1995 - 1998 Cumulative Change vs. USD 10% 0% -10% -20% -30% -40% -50% -60% -70% -80% -90% C A hin Un rge a ite nti d na Ne St th a te er s Ph lan ili ds pp in e M s ex Hu ico ng In a do ry ne si Tu a rk ey K in g Un ite d do m Rosen Consulting Group Exchange Rates Volatility, 1995 - 1998 Annualized Standard Deviation 60% 50% 40% 30% 20% 10% 0% C Ho hi ng na K on g Ne Br th a z i l er la Ph n d s ili pp in es Ja pa M n al ay s Th ia ai l In and do ne si a A rg e nt in a Rosen Consulting Group 10 0 2 4 6 8 Rosen Consulting Group 10=Best, 0=Worst 9.8 9.7 9.2 9.0 8.9 Total Score Country Risk Index 3.4 3.1 2.9 2.4 Un ite d Ne Sta Un th te ite er s d lan K in ds gd o C m an Si ad ng a ap or M e ex ic Tu o Ph rk ili ey pp in Th e s ai In lan do d ne si a 1.1 Country Return Index Total Score 10=Best, 0=Worst 10 8 6 4 2 0 ai Fi n nl a Po nd Sw rtu itz ga Ne erl l th an er d la G nd er s m A an rg en y tin B el a gi D um en m ar Un Fr k ite an d ce St at es Sp 8.1 7.8 7.7 7.6 7.6 7.6 7.5 7.4 7.4 7.4 6.8 Rosen Consulting Group Country Return Index Total Score, 1998-1999 10=Best, 0=Worst 10 8 6 4 2 0 e M s ex ic o B ra zi So J a l ut pa h n A fr Th ica Ph aila ili nd pp Si in ng e s Ho ap ng ore K o M ng al a In ys do ia ne si a St at 6.8 4.8 4.8 4.2 3.8 3.7 3.4 2.6 2.5 1.8 0.0 Un ite Rosen Consulting Group d Risk and Return Country Index Comparison Return Index 10 9 Netherlands Finland Spain Italy Argentina 8 7 China Poland United States Sweden United Kingdom 6 Czech Republic 5 Brazil Turkey Risk Index 10 8 Hong Kong Singapore Japan 6 4 3 2 1 4 2 Thailand 0 Indonesia 0 Rosen Consulting Group Real Estate Cycle Office 12 Jakarta - 1:30 Decline Phase Hong Kong/ Singapore - 2:00 Overshooting Phase Atlanta - 9:30 9 Tokyo - 2:30 3 London - 8:30 Growth Phase 6 San Jose/ Warsaw - 8:00 Absorption Phase Bangkok/Seoul - 4:00 Berlin - 5:00 Lisbon/New York/ San Francisco - 6:30 Rosen Consulting Group Madrid - 5:30 Paris - 6:00 Central London Office Market Supply and Demand Square Feet, Millions 3.5 3.0 2.5 2.0 1.5 1.0 0.5 0.0 1Q 96 2Q 96 3Q 96 4Q 96 1Q 97 2Q 97 3Q 97 4Q 97 1Q 98 2Q 98 3Q 98 Rosen Consulting Group Construction Net Absorption London - City Submarket Office Vacancy Rate Vacancy Rate 20% 15% 10% 5% 0% 3Q 98 86 87 88 89 90 91 92 93 94 95 96 19 19 19 19 19 19 19 19 19 19 19 19 97 Rosen Consulting Group London - City Submarket Prime Office Rents GBP per Square Foot 70 65 60 55 50 45 40 35 30 1Q 98 2Q 98 3Q 98 88 89 90 91 92 93 94 95 96 19 19 19 19 19 19 19 19 19 19 97 Rosen Consulting Group Hong Kong Apartment Prices (“C” Units) HK $ per Square Meter 110,000 100,000 90,000 80,000 70,000 60,000 50,000 40,000 1Q 93 1Q 94 1Q 95 1Q 96 1Q 97 1Q 98 Rosen Consulting Group Hong Kong Office Market Supply and Demand Square Meters, 000s 800 700 600 500 400 300 200 100 0 2Q 98 19 91 19 92 19 93 19 94 19 95 19 96 19 97 19 98 f Construction Net Absorption Rosen Consulting Group Hong Kong Office Vacancy Rate Vacancy Rate 20% 15% 10% 5% 0% 90 91 92 93 94 95 96 97 98 19 19 19 19 19 19 19 19 19 19 99 f Rosen Consulting Group

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