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)
3Q'22
17%
0 - 60%
4Q'22
21%
0 - 60%
20%
60 - 65%
20%
60-65%
Loan-to-Value(¹)(2)
32%
65 - 70%
31%
65 - 70%
Weighted Average
LTV(3): 67%
26%
70 - 75%
24%
4%
Weighted Average
LTV(3): 66%
70-75%
75-80%
4%
75-80%
(% of loan portfolio)
3Q'22
0%
1
0
0%
1
0
4Q'22
1%
2
1
0%
2
0
Risk Rating Distribution
88%
3
69
Loan Count
88%
3
70
Weighted Average
Risk Rating (³): 3.1
7%
4
3
6%
5%
Weighted Average
Risk Rating (3): 3.2
4
3
5
2
6%
5
3
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 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 three 5 risk-rated loans
(3) Weighted average is weighted by current principal amount
KREF
23View entire presentation