KKR Real Estate Finance Trust Investor Presentation Deck slide image

KKR Real Estate Finance Trust Investor Presentation Deck

Case Studies: Watch List Loans(¹) (Risk Rating 4 & 5) Investment Loan Type Investment Date Collateral Loan Purpose Location Committed Amount Current Principal Amount Loan Basis Coupon LTV(3) Max Remaining Term (Yrs.) Loan Risk Rating Portland Retail (2) Floating-Rate Senior Loan October 2015 1.1M Square Foot Retail Center Refinance Portland, OR $110 million $110 million $101 / SF (2) (4) 0.0 5 New York Condo Floating-Rate Senior Loan December 2018 126-Unit Class-A Residential Condominium Acquisition New York, NY $235 million $207 million $1,292 / SF L + 3.6% 71% 2.3 4 Brooklyn Hotel Floating-Rate Senior Loan January 2019 196-Key Hotel Refinance Brooklyn, NY $77 million $77 million $393k / key L + 2.9% 69% 2.4 4 Queens Industrial Floating-Rate Senior Loan July 2017 Two Class-B Buildings Totaling 595k RSF Acquisition Queens, NY $70 million $67 million $111 / SF L + 3.0% 77% 0.9 4 (1) Excludes $5.5 million mezzanine loan risk-rated 5. (2) Loan was placed on non-accrual status in October 2020, and has a $40.3 million CECL reserve as of September 30, 2021. (3) LTV is 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. (4) The Portland retail loan is a non-performing 5-rated loan that was placed on non-accrual status in October 2020 and is currently in restructuring discussions. 23 New York Condo Floating-Rate Senior Loan August 2017 7 Luxury Residential Condominiums Refinance New York, NY $42 million $42 million $1,343 / SF L + 4.2% 73% 0.5 4 KKR REAL ESTATE FINANCE TRUST
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