KKR Real Estate Finance Trust Investor Presentation Deck
Portfolio Credit Quality Remains Strong
• Loan portfolio is 99.9% performing
(% of total portfolio)
2Q'20
20%
0% - 60%
3Q'20
17%
0% - 60%
28%
60% 65%
29%
60% -65%
Loan-to-Value(1,2)
17%
65% - 70%
18%
65% - 70%
27%
70% - 75%
27%
70% - 75%
Weighted Average
LTV(3): 66%
8%
75% - 80%
Weighted Average
LTV(3): 66%
9%
75% - 80%
(% of portfolio)
2Q'20
3%
1
2
3Q'20
0%
1
Risk Rating Distribution (²)
5%
2
2
5%
2
2
76%
3
27
Loan Count
79%
3
27
Loan Count
16%
4
7
14%
4
Weighted Average
Risk Rating (3): 3.1
0.1%
(1) LTV is generally based on the initial loan amount divided by the as-is appraised value as of the date the loan was originated or by the current principal amount as of the date of the most recent as-is appraised value.
(2) Includes non-consolidated senior interests and excludes vertical loan syndications.
(3) Weighted average is weighted by current principal amount for our senior and mezzanine loans.
23
5
1
Weighted Average
Risk Rating (3): 3.1
2%
5
2
KKR
REAL ESTATE
FINANCE TRUSTView entire presentation