KKR Real Estate Finance Trust Results Presentation Deck
Portfolio Credit Quality Remains Strong
Collected 100% of interest payments due on loan portfolio
(% of total loan portfolio)
4Q'21
14%
0% - 60%
1Q'22
16%
0% - 60%
19%
60% -65%
18%
60% - 65%
Loan-to-Value(1,2)
28%
65% - 70%
29%
65% - 70%
Weighted Average
LTV(3): 68%
31%
70% -75%
30%
8%
Weighted Average
LTV(³): 67%
70% - 75%
75% - 80%
7%
75% - 80%
I(% of loan portfolio)
4Q'21
I
4%
1
1
1Q'22
3%
1
1
6%
2
3
6%
Risk Rating Distribution
2
3
84%
3
54
Loan Count
86%
3
60
Weighted Average
Risk Rating (3): 2.9
6%
4
4
5%
Weighted Average
Risk Rating (3): 2.9
4
0%
3
5
0
0%
5
0
Loan Count
(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, except as noted on page 19
(2)
Includes non-consolidated senior interests and excludes vertical loan syndications and a real estate corporate loan
(3) Weighted average is weighted by current principal amount
KREF
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