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)
1Q'22
16%
0% - 60%
2Q'22
15%
0% - 60%
18%
60% - 65%
19%
60% - 65%
Loan-to-Value(¹,2)
29%
65% - 70%
32%
65% - 70%
Weighted Average
LTV(3): 67%
30%
70% -75%
24%
7%
Weighted Average
LTV(3): 67%
70% -75%
75% - 80%
10%
75% - 80%
I(% of loan portfolio)
1Q'22
3%
1
1
2Q'22
0%
1
0
6%
2
3
5%
Risk Rating Distribution
2
3
86%
3
60
Loan Count
91%
3
71
Weighted Average
Risk Rating (³): 2.9
5%
4
3
4%
0%
Weighted Average
Risk Rating (3): 3.0
4
2
5
0
0%
5
сл
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 a real estate corporate loan
(3) Weighted average is weighted by current principal amount
KREF
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