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I would think it's "a NNN REIT" in this case, despite the vowel sound, because this would typically be read as "a triple-net REIT" by those with domain knowledge. The person I consulted with said NNN might be read as the individual letters rather than as "triple-net". What should I go with here?

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Nouns that start with a consonant sound use the indefinite article a; those that start with a vowel sound use the indefinite article an.

In your case, you present an ambiguous situation because the pronunciation varies from person to person.

The only way around it (unless you have a house style guide that specifies usage) is to rephrase all sentences involved so that neither a nor an is used:

This is a single NNN REIT.
This is one NNN REIT.
Consider this NNN REIT.
When investing, pick an appropriate NNN REIT.

I'm not familiar with how this term is used, but I'm sure I could come up with some way of phrasing any sentence that includes it in such a way that the indefinite article is be dropped.

It might not sound quite as natural as using either a or an with a given pronunciation, but it will sound more natural than using the wrong word with that pronunciation.