KREF Liquidity and Portfolio Overview slide image

KREF Liquidity and Portfolio Overview

Financing Overview: 76% Non-Mark-To-Market Diversified financing sources totaling $8.9 billion with $2.7 billion of undrawn capacity Summary of Outstanding Financing Leverage Ratios ($ in Millions) Maximum Capacity Outstanding Face Amount Weighted Avg. Advance Coupon (1) Non- Rate MTM Term Credit Facilities $2,000 $1,521 +1.9% 64.5% (2) Term Lending Agreements $1,984 $1,406 +1.8% 76.8% 4.1X 2.3x Warehouse Facility $500 $0 n/a n/a Secured Term Loan $344 $344 +3.6% Corporate Revolving Credit Facility $610 $110 +2.0% Debt-To-Equity Ratio (3) Total Leverage (4) Ratio Outstanding Financing(5) Total Debt $5,437 $3,380 Collateralized Loan $1,943 $1,943 +1.5% 84.5% Obligations Term Loan Facility $1,000 $566 +1.9% 79.8% Revolver Term Credit Facilities 24% 2% Collateralized Loan Obligations 31% Senior Loan Asset Specific Financing $491 $239 +2.9% 82.8% Interests 3% Total Leverage $8,871 $6,128 Asset Specific 4% Term Lending Agreements 22% Secured Term Loan 5% Term Loan Facility Weighted average coupon expressed as spread over Term SOFR 9% Represents (i) total outstanding debt agreements (excluding non-recourse facilities), and secured term loan, less cash to (ii) total permanent equity, in each case, at period end Represents (i) total outstanding debt agreements, secured term loan, and collateralized loan obligation, less cash to (ii) total permanent equity, in each case, at period end Based on outstanding face amount of secured financing, including non-consolidated senior interests, that resulted from non-recourse sales of senior loan interest in loans KREF originated (1) (2) Term credit facilities are marked to credit only and not subject to capital markets mark-to-market provisions (3) (5) KREF Non-Mark- to-Market 76% 25 25
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