KKR Real Estate Finance Trust Results Presentation Deck slide image

KKR Real Estate Finance Trust Results Presentation Deck

First Quarter 2023 Highlights Financials Portfolio Liquidity & Capitalization (1) ● 1Q Net Loss of ($0.45) per diluted share ● ● ● ● (includes a CECL provision of $60 million, or ($0.88) per diluted share) 1Q Distributable Earnings of $0.48 per diluted share Book Value per Common Share ("BVPS") of $17.16 per share, compared to $18.00 per share as of 4Q'22 (includes a CECL allowance of $172 million, or ($2.48) per share, representing 224 basis points of loan principal balance) $8.0 billion predominantly senior loan portfolio with a weighted average unlevered all-in yield (3) of 8.5% Multifamily and industrial assets represent 57% of loan portfolio Weighted average risk rating of 3.2 ● ● Funded $204 million relating to loans closed in previous quarters Received $87 million in loan repayments Collected 100% of interest payments due in 1Q Monitoring seven watch list loans, including six office assets $892 million of available liquidity, including $254 million of cash and $610 million undrawn capacity on the corporate revolver Diversified financing sources totaling $9.0 billion with $2.7 billion of undrawn capacity 76% of secured financing is fully non-mark-to-market and the remaining balance is mark-to-credit only Extended a $600 million repurchase facility maturity date to December 2025 and a $500 million warehouse facility maturity date to March 2026 Excluding match-term secured financing and subsequent to the convertible notes due May 2023, there are no debt maturities due until 2025 (1) Represents Net Income or loss attributable to common stockholders (2) See Appendix for definition and reconciliation to financial results prepared in accordance with GAAP (3) Includes the amortization of deferred origination fees, loan origination costs and purchase discounts, and excludes loans accounted for under the cost recovery method KREF 4
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