KKR Real Estate Finance Trust Investor Presentation Deck
Portfolio Benefits from Attractive in the Money LIBOR Floors
• 99.9% of the loan portfolio is indexed to one-month USD LIBOR
• Portfolio benefits from current low rate environment given in-place LIBOR floors
50% of the portfolio is subject to a LIBOR floor of at least 0.75%
✓ Portfolio weighted average LIBOR floor of 1.00%
✓
Only 11% of total outstanding financing, including the Secured Term Loan, is subject to a LIBOR floor greater than 0.0%
30
$0.04
$0.02
$0.00
-$0.02
-$0.04
-$0.06
-$0.08
-$0.10
-$0.12
-$0.14
($ Impact Per Share / Q)
$0.01 $0.01
Net Interest Income Per Share Quarterly Sensitivity to LIBOR
LIBOR = 0.00%
LIBOR as of
9/30/2021
0.08%
$0.00
($0.03)
2Q21 Loan Portfolio 13Q21 Loan Portfolio
LIBOR
0.25%
($0.02)
0.50%
($0.07)
($0.04)
0.75%
($0.10)
($0.06)
1.00%
($0.13)
($0.07)
KKR
REAL ESTATE
FINANCE TRUSTView entire presentation