KKR Real Estate Finance Trust Results Presentation Deck slide image

KKR Real Estate Finance Trust Results Presentation Deck

Case Studies: Watch List Loans (Risk Rating 4 & 5) Investment Loan Type Investment Date Collateral Loan Purpose Location Committed Amount Current Pri al Amount Loan Basis Coupon LTV(¹) Max Remaining Term (Yrs.) Loan Risk Rating New York Condo Floating-Rate Senior Loan December 2018 126-Unit Class-A Residential Condominium Acquisition New York, NY $235 million $211 million $1,316 / SF L + 3.6% 71% 2.0 4 Queens Industrial Floating-Rate Senior Loan July 2017 Two Class-B Buildings Totaling 595k RSF Acquisition Queens, NY $70 million $68 million $112 / SF L + 3.0% 77% 0.6 4 New York Condo Floating-Rate Senior Loan August 2017 6 Luxury Residential Condominiums Refinance New York, NY $40 million $40 million $1,333 / SF L + 4.2% 73% 0.3 The $76.2 million Brooklyn hotel loan previously on the watch list repaid in full in January 2022. For the Portland retail loan previously on the watch list, KREF took title to the defaulted senior loan with an outstanding principal balance and net carrying value of $109.6 million and $69.3 million, respectively. Accordingly, KREF recognized an $8.2 million GAAP gain from reversal of the allowance for credit losses and recognized a $32.1 million realized loss on write-off through distributable earnings. (1) 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. 12 KKR REAL ESTATE FINANCE TRUST
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