KKR Real Estate Finance Trust Investor Presentation Deck
Portfolio Credit Quality Overview
Collected 100% of interest payments due on loan portfolio
(% of total loan portfolio)
2Q'22
15%
(1)
0% - 60%
3Q'22
17%
0% - 60%
19%
20%
Loan-to-Value(1,2)
60% -65% 65% - 70%
60% - 65%
32%
32%
65% - 70%
Weighted Average
LTV(3): 67%
24%
70% -75%
26%
10%
Weighted Average
LTV(3): 67%
70% - 75%
75% - 80%
4%
75% - 80%
(% of loan portfolio)
2Q'22
0%
1
0
3Q'22
0%
1
0
5%
2
3
1%
Risk Rating Distribution
2
1
91%
3
71
Loan Count
88%
3
69
Weighted Average
Risk Rating (³): 3.0
4%
4
2
7%
0%
Weighted Average
Risk Rating (3): 3.1
4
3
5
0
5%
5
2
Loan Count
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 in the footnotes to the "Portfolio Details" Summary in the Appendix
(2)
Includes non-consolidated senior interests and excludes a real estate corporate loan and two 5 risk-rated loans
(3) Weighted average is weighted by current principal amount
KREF
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