KREF Liquidity and Portfolio Overview slide image

KREF Liquidity and Portfolio Overview

Case Studies: Watch List Loans (Risk Rating 5) Investment Loan Type Investment Date Collateral Loan Purpose Location Committed Amount Current Principal Amount Loan Basis Coupon Max Remaining Term (Yrs.) Loan Risk Rating Mountain View Office Floating-Rate Senior Loan July 2021 Five Class-A Office Buildings totaling 446k SF Acquisition Mountain View, CA $250 million (1) $201 million $654 / SF + 3.4% 2.9 Minneapolis Office Floating-Rate Senior Loan (2) November 2017 Two Class-A Office Buildings totaling 1.1mm SF Refinance Minneapolis, MN $199 million (2) $194 million (2) $182 / SF +2.3% (2) Philadelphia Office Floating-Rate Senior Loan April 2019 Four Office Building Portfolio totaling 711k SF Acquisition Philadelphia, PA $177 million $156 million $218/SF + 2.6% 0.1 1.8(2) 5 5 5 (1) (2) The total whole loan is $363 million, co-originated and co-funded by KREF and a KKR affiliate. KREF's interest was 69% of the loan or $250 million The total whole loan is $199 million, including (i) a fully funded senior mortgage loan of $120 million, at an interest rate of S+2.3% and (ii) a mezzanine note with a commitment of $79 million, of which $74 million was funded as of September 30, 2023, at a fixed PIK interest rate of 4.5% KREF 22
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