KKR Real Estate Finance Trust Results Presentation Deck slide image

KKR Real Estate Finance Trust Results Presentation Deck

Second Quarter 2023 Highlights Financials Portfolio Liquidity & Capitalization (1) ● 2Q Net Loss of ($0.37) per diluted share ● ● ● ● ● ● ● (includes a CECL provision of $56 million, or ($0.82) per diluted share) 2Q Distributable Earnings (2) of $0.48 per diluted share QTD and YTD dividend coverage ratio of 1.1x Book Value per Share ("BVPS") of $16.38 per share, compared to $17.16 per share as of 10'23 (includes a CECL allowance of $228 million, or ($3.30) per share, representing 304 basis points of loan principal balance) $7.9 billion predominantly senior loan portfolio with a weighted average unlevered all-in yield (3) of 8.8% Multifamily and industrial assets represent 56% of loan portfolio ● ● ● Weighted average risk rating of 3.2 Funded $177 million for loans closed in previous quarters Received $339 million in loan repayments Collected 99% of interest payments due in 2Q Monitoring eight watch list loans, including seven office assets $800 million of available liquidity, including $208 million of cash and $560 million undrawn capacity on the corporate revolver Diversified financing sources totaling $8.9 billion with $2.8 billion of undrawn capacity 76% of secured financing is fully non-mark-to-market and the remaining balance is mark-to-credit only Repaid $144 million of convertible notes Upsized a $240 million term credit facility facility to $400 million No corporate debt or final facility maturities due until 4Q'25 (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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