KKR Real Estate Finance Trust Investor Presentation Deck slide image

KKR Real Estate Finance Trust Investor Presentation Deck

Reconciliation of GAAP Net Income to Core Earnings (in thousands except share and per share data) Net Income (Loss) Attributable to Common Stockholders Adjustments Non-cash equity compensation expense Unrealized (gains) or losses CECL provision for credit losses, net Non-cash convertible notes discount amortization Mezzanine loan write-off Reversal of previously unrealized loss now realized (3) Core Earnings (²) Weighted Average Shares Outstanding Basic Diluted (1)(2) Core Earnings per Weighted Average Share, Basic (4) Core Earnings per Weighted Average Share, Diluted (4) September 30, 2020 31,351 1,390 (178) (126) 91 32,528 55,491,405 55,632,170 0.59 0.58 Three Months Ended June 30, 2020 28,590 1,374 973 (1,366) 90 (4,650) 25,011 55,491,937 55,504,077 0.45 0.45 • Although pursuant to the Company's Management Agreement, KREF calculates the incentive compensation and base management fees due to its Manager using Core Earnings before incentive compensation, beginning with the first quarter of 2020, the Company revised its definition of Core Earnings for reporting purposes to be net of incentive compensation. September 30, 2019 23,617 (1) Includes ($0.3) million, $0.2 million and $0.1 million non-cash redemption value adjustment of our SNVPS during 3Q'20, 2Q'20 and 3Q'19, respectively. (2) Includes $0.1 million and $0.8 million of unrealized loss on RECOP I, an equity method investment, during 3Q'20 and 2Q'20, respectively. (3) Represents the add back of $0.4 million GAAP net loss recognized during 3Q'19, offset by $0.2 million of loss representing the difference between cost and sales proceeds. (4) Recasted 3Q'19 Core Earnings per Weighted Average Share, Basic and Diluted, to reflect changes in the definition of Core Earnings for reporting purposes. See Appendix page 42 for definitions. 41 1,040 71 91 191 25,010 57,420,140 57,549,066 0.44 0.43 KKR REAL ESTATE FINANCE TRUST
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